2010-04-16 13:27  Luigi Ballabio

	* [r17251] ql/Makefile.am, ql/quantlib.hpp:
	  
	  Amendment of revision 17249: fixed name of newly-added file in
	  Makefile.

2010-04-16 12:24  Luigi Ballabio

	* [r17250] Contributors.txt, News.txt, QuantLib.dev,
	  QuantLib_vc7.vcproj, QuantLib_vc8.vcproj, QuantLib_vc9.vcproj,
	  ql/Makefile.am, ql/config.sun.hpp, ql/instruments/makecapfloor.cpp,
	  ql/instruments/makeyoyinflationcapfloor.cpp, ql/qldefines.hpp,
	  ql/termstructures/inflation/seasonality.cpp:
	  
	  Bug fix: QuantLib now compiles with Sun Studio on Solaris.
	  
	  Unlike gcc and VC++, Sun Studio does not make math functions
	  available
	  in the global namespace when including the <cmath> header. Now we
	  added
	  a few using directives for them, thus reproducing the other
	  compilers'
	  bad behavior. Not extremely clean, but it sure beats hunting the
	  sources
	  for all instances of unqualified math functions before each release.
	  
	  Other minor fixes include reordering a couple of expressions so that
	  they're more palatable to Sun Studio (for which v.end(), where v is
	  a std::vector, is not an lvalue) and adding the std:: qualification
	  to a function call.
	  
	  Thanks to Norbert Irmer for the report and for testing the changes.

2010-04-16 12:24  Luigi Ballabio

	* [r17249] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, acinclude.m4, configure.ac, ql/Makefile.am,
	  ql/config.ansi.hpp, ql/config.mingw.hpp, ql/config.msvc.hpp,
	  ql/mathconstants.hpp, ql/qldefines.hpp, ql/quantlib.hpp:
	  
	  Update: unified treatment of missing math constants.
	  
	  Previously, the presence of needed constants such as M_PI was
	  checked
	  in ./configure as well as in several compiler-specific configuration
	  files (sometimes without even including the <cmath> header first.)
	  It is now checked in a single header file.

2010-04-16 12:21  Luigi Ballabio

	* [r17248] ql/instruments/forwardvanillaoption.hpp,
	  ql/pricingengines/forward/forwardengine.hpp:
	  
	  Bug fix: moved method definition to correct header file.
	  
	  Although ForwardOptionArguments<A> was declared in the header
	  forwardvanillaoption.hpp, its validate method was defined in
	  forwardengine.hpp. The definition is now in the correct file.
	  Thanks to Norbert Irmer for the bug report.

2010-04-16 12:20  Luigi Ballabio

	* [r17247] ql/experimental/credit/defaultevent.cpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhitesolver.cpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.cpp:
	  
	  Bug fix: corrected wrong constructor signatures in cpp files.
	  
	  A few constructors were declared as taking doubles and defined as
	  taking const doubles. Strangely enough, neither gcc nor VC++ had
	  anything to say about that.
	  Thanks to Norbert Irmer for the bug report.

2010-04-13 08:50  Luigi Ballabio

	* [r17244] Contributors.txt, News.txt,
	  ql/cashflows/conundrumpricer.cpp, ql/cashflows/couponpricer.cpp,
	  ql/cashflows/inflationcouponpricer.cpp,
	  ql/cashflows/rangeaccrual.cpp,
	  ql/experimental/coupons/subperiodcoupons.cpp,
	  test-suite/cashflows.cpp, test-suite/cashflows.hpp:
	  
	  Bug fix: checked dynamic_cast result to preven access violation.
	  
	  Regression test added.
	  Thanks to Francesco Perissin for the bug report.

2010-04-09 16:07  Luigi Ballabio

	* [r17242] test-suite/creditdefaultswap.cpp:
	  
	  Test fix: ensure that today's date is a business day.
	  
	  Thanks to Gary Kennedy for reporting the issue.

2010-04-09 13:19  Luigi Ballabio

	* [r17241] News.txt,
	  ql/termstructures/credit/defaultprobabilityhelpers.cpp,
	  test-suite/defaultprobabilitycurves.cpp:
	  
	  Bug fix: properly account for protection-start date.
	  
	  Previously, the protection-start date was taken into account when
	  calculating the CDS coupon schedule, but not when calculating its
	  value (a few days of protection could be lost.)

2010-04-09 13:17  Luigi Ballabio

	* [r17240] ql/instruments/creditdefaultswap.cpp:
	  
	  Bug fix: comparison between protection start and accrual start was
	  incorrect.

2010-04-09 13:15  Luigi Ballabio

	* [r17239] test-suite/defaultprobabilitycurves.cpp:
	  
	  Test fix: correct schedule calculation for the repriced CDS.
	  
	  Thanks to Kevin Kim for reporting the issue.

2010-04-07 13:12  Luigi Ballabio

	* [r17238] Announce.txt, configure.ac, ql/version.hpp:
	  
	  Increased version number to 1.0.1.

2010-04-07 08:02  Luigi Ballabio

	* [r17237] ChangeLog.txt, News.txt:
	  
	  Updated ChangeLog and News.

2010-04-06 13:38  Luigi Ballabio

	* [r17236] ql/patterns/singleton.hpp:
	  
	  Fix: manage Singleton correctly in .Net (thanks to Nathan Abbott.)

2010-03-08 08:59  Luigi Ballabio

	* [r17212] ql/experimental/callablebonds/callablebond.cpp:
	  
	  Bug fix: create exercise-date vector correctly.
	  
	  Previously, the actual exercise dates were stored after a number
	  of null dates. For most choices of day counter, this resulted in
	  negative exercise times that were simply discarded. For some
	  (e.g., ActualActual::Bond) it resulted in an exception instead.

2010-03-08 08:57  Luigi Ballabio

	* [r17211] ql/time/calendars/china.cpp, ql/time/calendars/china.hpp,
	  ql/time/calendars/hongkong.cpp, ql/time/calendars/hongkong.hpp,
	  ql/time/calendars/india.cpp, ql/time/calendars/india.hpp,
	  ql/time/calendars/indonesia.cpp, ql/time/calendars/indonesia.hpp,
	  ql/time/calendars/singapore.cpp, ql/time/calendars/singapore.hpp,
	  ql/time/calendars/southkorea.cpp, ql/time/calendars/taiwan.cpp,
	  ql/time/calendars/taiwan.hpp, ql/time/calendars/turkey.cpp,
	  ql/time/calendars/turkey.hpp:
	  
	  Update: added 2010 moving holidays for Eastern calendars.

2010-03-01 09:32  Luigi Ballabio

	* [r17180] ql/instruments/zerocouponinflationswap.cpp,
	  ql/instruments/zerocouponinflationswap.hpp:
	  
	  Bug fix: added missing method implementations.

2010-03-01 09:32  Luigi Ballabio

	* [r17179] ql/cashflows/indexedcashflow.hpp:
	  
	  Bug fix: let an IndexedCashFlow observe its index.
	  
	  Previously, index changes would not be propagated to the cash flow
	  and thus to any observers of the latter. This affected zero-coupon
	  inflation swaps.

2010-02-24 11:22  Luigi Ballabio

	* [r17170] Docs/Makefile.am:
	  
	  

2010-02-24 11:10  Luigi Ballabio

	* [r17167] Docs/images/QL-small.jpg, Docs/images/QL-title.jpg,
	  Docs/images/QL.bmp, Docs/images/QL.jpg, Docs/images/favicon.ico,
	  Docs/quantlibheader.html, Docs/quantlibheaderonline.html:
	  
	  Replaced unlicensed font in logo.

2010-02-23 15:08  Luigi Ballabio

	* [r17153] ChangeLog.txt:
	  
	  Updated ChangeLogs.

2010-02-23 14:33  Luigi Ballabio

	* [r17148] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp,
	  ql/pricingengines/bond/bondfunctions.cpp,
	  ql/pricingengines/bond/bondfunctions.hpp:
	  
	  Backported revision 17145 from trunk.
	  
	  - fixed bug in the previousAmount and previousRate functions;
	  - switched to reverse iterator signature for previousXXX functions.

2010-02-23 14:33  Luigi Ballabio

	* [r17147] ql/pricingengines/bond/bondfunctions.cpp:
	  
	  Backported revision 17144 from trunk.
	  
	  Removed tradability requirement for next/previous inspectors.

2010-02-23 14:33  Luigi Ballabio

	* [r17146] ql/instruments/bond.cpp:
	  
	  Backported revision 17143 from trunk.
	  
	  Fixed "null maturity date" wrong behavior.

2010-02-17 15:32  Luigi Ballabio

	* [r17115] ChangeLog.txt:
	  
	  Updated ChangeLog

2010-02-17 15:09  Luigi Ballabio

	* [r17114] ql/cashflows/cashflows.cpp:
	  
	  Backported revision 17112 from trunk.
	  
	  Cash flows on the same date should be aggregated in the return
	  value of CashFlows::nextCashFlowAmount and previous CashFlowAmount.

2010-02-10 09:09  Luigi Ballabio

	* [r17087] Examples/MarketModels/MarketModels.cpp:
	  
	  Added sessionId() implementation (thanks to Nathan Abbott.)
	  
	  The function is required when QL_ENABLE_SESSIONS is defined.

2010-02-10 09:09  Luigi Ballabio

	* [r17086] Announce.txt, configure.ac, ql/version.hpp:
	  
	  Increased version number to 1.0.

2010-02-03 13:42  Ferdinando Ametrano

	* [r17060] ql/instruments/makeois.cpp:
	  
	  fixed bug

2010-02-02 16:44  Luigi Ballabio

	* [r17058] ql/termstructures/inflation/inflationhelpers.cpp,
	  ql/termstructures/inflation/inflationhelpers.hpp:
	  
	  Correctly pass the arguments as const references.

2010-01-29 15:17  Luigi Ballabio

	* [r17056] ql/instruments/zerocouponinflationswap.cpp,
	  ql/instruments/zerocouponinflationswap.hpp:
	  
	  Passing argument by const reference.

2010-01-27 18:37  Ferdinando Ametrano

	* [r17051] ql/instruments/makeois.cpp:
	  
	  fixed bug: standard EONIA OIS swap EOM convention is not enforced
	  for tenor longer than 2Y, and it was poorly enforced for shorter
	  tenor

2010-01-27 17:53  Ferdinando Ametrano

	* [r17050] ql/termstructures/yield/oisratehelper.cpp:
	  
	  fixed indentation

2010-01-27 13:00  Luigi Ballabio

	* [r17048] Announce.txt, configure.ac, ql/version.hpp:
	  
	  Increased version number to 1.0b3.

2010-01-27 12:58  Luigi Ballabio

	* [r17047] ql/instruments/bond.cpp:
	  
	  Added guards against division by null notional.

2010-01-27 12:58  Luigi Ballabio

	* [r17046] ql/math/distributions/normaldistribution.cpp:
	  
	  Fixed indentation.

2010-01-26 11:52  Ferdinando Ametrano

	* [r17041]
	  ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp:
	  
	  forwarded missing virtual method

2010-01-22 10:12  Luigi Ballabio

	* [r17026] Readme.txt:
	  
	  Updated ReadMe.

2010-01-22 10:11  Luigi Ballabio

	* [r17025] ql/models/marketmodels/products/multiproductcomposite.cpp:
	  
	  Backported revision 17024 from trunk.

2010-01-21 13:56  Luigi Ballabio

	* [r17020] ChangeLog.txt, Docs/pages/history.docs, News.txt:
	  
	  Updated ChangeLog and News

2010-01-14 11:45  Luigi Ballabio

	* [r17011] man/BermudanSwaption.1, man/Bonds.1, man/CDS.1,
	  man/CallableBonds.1, man/ConvertibleBonds.1, man/DiscreteHedging.1,
	  man/EquityOption.1, man/FRA.1, man/FittedBondCurve.1,
	  man/Makefile.am, man/MarketModels.1, man/Replication.1, man/Repo.1,
	  man/SwapValuation.1:
	  
	  Backported revision 17004 from trunk.

2010-01-14 11:44  Luigi Ballabio

	* [r17010]
	  ql/experimental/finitedifferences/fdmhestonvariancemesher.cpp:
	  
	  Backported revisions 17008/17009 from trunk.

2010-01-13 12:37  Ferdinando Ametrano

	* [r16997] QuantLib.dev:
	  
	  updated version number

2010-01-13 11:54  Luigi Ballabio

	* [r16996] Announce.txt, configure.ac, ql/version.hpp:
	  
	  Increased version number to 1.0b2.

2010-01-12 11:31  Luigi Ballabio

	* [r16992]
	  ql/models/marketmodels/callability/swapforwardbasissystem.hpp:
	  
	  Fixed include guard (thanks to Leibniz777.)

2010-01-08 15:53  Luigi Ballabio

	* [r16991] ChangeLog.txt:
	  
	  Disabled keyword substitution.

2010-01-08 15:01  Luigi Ballabio

	* [r16990] ql/processes/hybridhestonhullwhiteprocess.cpp:
	  
	  Backported revision 16989 from trunk.

2010-01-07 17:21  Luigi Ballabio

	* [r16988] Examples/MarketModels/Makefile.am:
	  
	  Added projects for MarketModels example to distributed tarball.

2010-01-07 14:05  Luigi Ballabio

	* [r16985] test-suite/testsuite_vc9.vcproj:
	  
	  reset warning level back to regular level 3 and re-enabled
	  4512,4511,4505 warnings

2010-01-07 13:47  Ferdinando Ametrano

	* [r16984] QuantLib_vc9.vcproj:
	  
	  reset warning level back to regular level 3 and re-enabled
	  4512,4511,4505 warnings

2010-01-07 11:07  Luigi Ballabio

	* [r16983] ql/termstructures/inflation/seasonality.cpp,
	  ql/termstructures/inflation/seasonality.hpp,
	  ql/termstructures/inflationtermstructure.cpp:
	  
	  Replaced raw pointers with references in Seasonality interface.
	  
	  This might make it easier to use with shared pointers.

2010-01-07 11:07  Luigi Ballabio

	* [r16982] ql/experimental/inflation/yoycapfloortermpricesurface.hpp,
	  ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp,
	  ql/indexes/inflationindex.cpp, ql/indexes/inflationindex.hpp:
	  
	  Avoided a few more warnings on VC9.
	  
	  The inflation-index fixings should eventually take care of their
	  boolean argument, but that can wait. The issue was documented.
	  
	  The other warnings were due to unused arguments in inherited
	  interfaces or to the compiler being unable to follow a loop logic.
	  The code was correct.

2009-12-30 16:28  Luigi Ballabio

	* [r16975] ql/experimental/convertiblebonds/tflattice.hpp:
	  
	  Fixed parameter types.
	  
	  The function definition used a different typedef.

2009-12-30 13:16  Luigi Ballabio

	* [r16966] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp,
	  ql/pricingengines/bond/bondfunctions.cpp,
	  ql/pricingengines/bond/bondfunctions.hpp:
	  
	  Reverted revision 16952.
	  
	  We don't need to introduce this on the 1.0 branch.

2009-12-29 11:31  Ferdinando Ametrano

	* [r16952] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp,
	  ql/pricingengines/bond/bondfunctions.cpp,
	  ql/pricingengines/bond/bondfunctions.hpp:
	  
	  exposed accrualDays interface

2009-12-29 11:24  Ferdinando Ametrano

	* [r16951] ql/cashflows/coupon.cpp, ql/cashflows/coupon.hpp:
	  
	  fixed return value

2009-12-29 11:24  Luigi Ballabio

	* [r16950]
	  ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp:
	  
	  Fixed initialization order.

2009-12-28 15:14  Luigi Ballabio

	* [r16947] test-suite/interpolations.cpp:
	  
	  Fixed test-case output.

2009-12-28 15:14  Luigi Ballabio

	* [r16946]
	  ql/experimental/finitedifferences/sparseilupreconditioner.cpp,
	  ql/experimental/mcbasket/adaptedpathpayoff.cpp,
	  ql/experimental/mcbasket/pathmultiassetoption.hpp,
	  ql/models/marketmodels/curvestates/lmmcurvestate.cpp,
	  ql/models/marketmodels/curvestates/lmmcurvestate.hpp,
	  ql/models/marketmodels/proxygreekengine.cpp:
	  
	  Fixed hard tabs and other whitespace.

2009-12-28 15:14  Luigi Ballabio

	* [r16945] Docs/pages/license.docs, LICENSE.TXT:
	  
	  Updated list of copyright holders.

2009-12-28 15:14  Luigi Ballabio

	* [r16944]
	  ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp:
	  
	  Reordeded inclusions.

2009-12-28 10:48  Luigi Ballabio

	* [r16942] Examples/MarketModels/MarketModels.cpp,
	  Examples/MarketModels/MarketModels.dev,
	  Examples/MarketModels/MarketModels_vc7.vcproj,
	  Examples/MarketModels/MarketModels_vc8.vcproj,
	  Examples/MarketModels/MarketModels_vc9.vcproj,
	  ql/experimental/finitedifferences/sparseilupreconditioner.hpp,
	  ql/experimental/mcbasket/adaptedpathpayoff.cpp,
	  ql/experimental/mcbasket/adaptedpathpayoff.hpp,
	  ql/experimental/mcbasket/longstaffschwartzmultipathpricer.cpp,
	  ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp,
	  ql/experimental/mcbasket/mcamericanpathengine.hpp,
	  ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp,
	  ql/models/marketmodels/callability/swapforwardbasissystem.cpp,
	  ql/models/marketmodels/callability/swapforwardbasissystem.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateiballand.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateiballand.hpp,
	  ql/models/marketmodels/products/multistep/multistepinversefloater.cpp,
	  ql/models/marketmodels/products/multistep/multistepinversefloater.hpp,
	  ql/models/marketmodels/products/multistep/multisteppathwisewrapper.cpp,
	  ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductswap.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp:
	  
	  Fixed svn properties.

2009-12-24 12:15  Luigi Ballabio

	* [r16939] ql/pricingengines/credit/integralcdsengine.cpp,
	  ql/pricingengines/credit/midpointcdsengine.cpp,
	  test-suite/creditdefaultswap.cpp:
	  
	  Fix for CDS fair-upfront calculation (thanks to Jose Aparicio.)
	  
	  Previously, fair-upfront calculation required a non-null upfront
	  to begin with. This is no longer the case.

2009-12-24 12:15  Luigi Ballabio

	* [r16938] ql/time/dategenerationrule.cpp,
	  ql/time/dategenerationrule.hpp, ql/time/schedule.cpp:
	  
	  Added new date-generation rule for CDS (thanks to Jose Aparicio.)
	  
	  With the new rule, the Schedule constructor computes the correct
	  start date as per Big Bang conventions.

2009-12-22 15:17  Luigi Ballabio

	* [r16931] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/exoticoptions,
	  ql/experimental/exoticoptions/Makefile.am,
	  ql/experimental/exoticoptions/all.hpp,
	  ql/experimental/exoticoptions/everestoption.cpp,
	  ql/experimental/exoticoptions/everestoption.hpp,
	  ql/experimental/exoticoptions/himalayaoption.cpp,
	  ql/experimental/exoticoptions/himalayaoption.hpp,
	  ql/experimental/exoticoptions/mceverestengine.cpp,
	  ql/experimental/exoticoptions/mceverestengine.hpp,
	  ql/experimental/exoticoptions/mchimalayaengine.cpp,
	  ql/experimental/exoticoptions/mchimalayaengine.hpp,
	  ql/experimental/exoticoptions/mcpagodaengine.cpp,
	  ql/experimental/exoticoptions/mcpagodaengine.hpp,
	  ql/experimental/exoticoptions/pagodaoption.cpp,
	  ql/experimental/exoticoptions/pagodaoption.hpp,
	  ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/everestoption.cpp, ql/instruments/everestoption.hpp,
	  ql/instruments/himalayaoption.cpp,
	  ql/instruments/himalayaoption.hpp, ql/instruments/pagodaoption.cpp,
	  ql/instruments/pagodaoption.hpp,
	  ql/pricingengines/basket/Makefile.am,
	  ql/pricingengines/basket/all.hpp,
	  ql/pricingengines/basket/mceverestengine.cpp,
	  ql/pricingengines/basket/mceverestengine.hpp,
	  ql/pricingengines/basket/mchimalayaengine.cpp,
	  ql/pricingengines/basket/mchimalayaengine.hpp,
	  ql/pricingengines/basket/mcpagodaengine.cpp,
	  ql/pricingengines/basket/mcpagodaengine.hpp,
	  test-suite/everestoption.cpp, test-suite/himalayaoption.cpp,
	  test-suite/pagodaoption.cpp:
	  
	  Moved a few exotic options to experimental tree.

2009-12-22 10:09  Luigi Ballabio

	* [r16930] ql/processes/hestonprocess.hpp:
	  
	  Changed default discretization for Heston process.
	  
	  The new default (giving a better performance) is quadratic
	  exponential with Martingale correction.

2009-12-21 12:11  Luigi Ballabio

	* [r16923] ql/time/schedule.cpp:
	  
	  Changes to end-of-month adjustment.
	  
	  The logic was made more explicit. Also, the Unadjusted convention
	  now supersedes a non-null calendar.

2009-12-21 12:10  Luigi Ballabio

	* [r16922] ql/termstructures/interpolatedcurve.hpp:
	  
	  Added missing return statement.

2009-12-17 12:58  Luigi Ballabio

	* [r16921] ql/processes/hestonprocess.cpp,
	  ql/processes/hestonprocess.hpp, test-suite/hestonmodel.cpp:
	  
	  Backported revisions 16863 and 16865 to 1.0.x branch.

2009-12-17 12:57  Luigi Ballabio

	* [r16920] ql/cashflows/indexedcashflow.cpp,
	  ql/cashflows/indexedcashflow.hpp,
	  ql/instruments/zerocouponinflationswap.cpp:
	  
	  Ported revision 16918 to 1.0.x branch.

2009-12-16 15:29  Ferdinando Ametrano

	* [r16919] Examples/FittedBondCurve/FittedBondCurve.cpp:
	  
	  fixed keyDates calculation when
	  bondSettlementDays!=curveSettlementDays

2009-12-16 12:34  Ferdinando Ametrano

	* [r16917] Examples/FittedBondCurve/FittedBondCurve.cpp:
	  
	  cosmetic changes

2009-12-16 12:32  Ferdinando Ametrano

	* [r16916] ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  generalized yield calculation removing dependency from FixedBond

2009-12-16 11:53  Ferdinando Ametrano

	* [r16915] Examples/FittedBondCurve/FittedBondCurve.cpp:
	  
	  - parametrized different DayCounter (bond, yield, curve)
	  - fixed rolling today calculation
	  - improved yield/duration price shift calculation

2009-12-16 11:51  Ferdinando Ametrano

	* [r16914] ql/pricingengines/bond/bondfunctions.cpp:
	  
	  enriched error message

2009-12-16 10:57  Ferdinando Ametrano

	* [r16913] ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  used bond settlement date instead of the curve reference date where
	  needed

2009-12-16 10:50  Ferdinando Ametrano

	* [r16912] ql/termstructures/yield/fittedbonddiscountcurve.cpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.hpp:
	  
	  added check for bondSettlementDate >= curveReferenceDate

2009-12-16 10:22  Ferdinando Ametrano

	* [r16911] ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  - fixed yield calculation on the bond settlement date instaed of the
	  curve reference date
	  - checked isTradable instead of isExpired

2009-12-15 18:44  Ferdinando Ametrano

	* [r16910] ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  renamed variable, avoided push_back

2009-12-15 18:15  Ferdinando Ametrano

	* [r16909] ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  removed unused variable, avoided useless cashflow vector copy

2009-12-15 17:53  Ferdinando Ametrano

	* [r16908] ql/termstructures/yield/fittedbonddiscountcurve.cpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.hpp:
	  
	  inlined functions, renamed variables, enriched error messages

2009-12-15 17:20  Ferdinando Ametrano

	* [r16907] ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  improved performance avoiding useless cashflow vector copy and model
	  price vector allocation

2009-12-15 14:55  Ferdinando Ametrano

	* [r16906] ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  minimized clean price error instead of dirty price error

2009-12-15 14:42  Ferdinando Ametrano

	* [r16905] ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  fixed bug: TermStructure's DayCounter must be used in order to
	  discount bonds' cashflows

2009-12-15 09:23  Luigi Ballabio

	* [r16902] ql/termstructures/yield/ratehelpers.cpp:
	  
	  Don't store the original index to avoid circular references.
	  
	  Spurious notifications during bootstrap are avoided by having
	  the copied index unregister with the term structure handle.

2009-12-14 15:26  Luigi Ballabio

	* [r16901] ql/termstructures/yield/ratehelpers.cpp:
	  
	  Fixed registration issues.
	  
	  Registering a helper with its cloned index would cause a curve to
	  notify itself during bootstrap.

2009-12-14 15:00  Luigi Ballabio

	* [r16900] ql/termstructures/yield/ratehelpers.cpp:
	  
	  Reverted revision 16896.

2009-12-14 14:50  Ferdinando Ametrano

	* [r16899] ql/termstructures/yield/bondhelpers.cpp,
	  ql/termstructures/yield/bondhelpers.hpp:
	  
	  - fixed bug in BondHelper (missing Bond copy)
	  - getting ready to get rid of FixedRateBondHelper::fixedRateBond()
	  method, so that FittedBondDiscountCurve can be used with any bond

2009-12-14 14:50  Ferdinando Ametrano

	* [r16898] ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  "fixed" commented out code

2009-12-14 14:44  Ferdinando Ametrano

	* [r16897] ql/indexes/swapindex.hpp:
	  
	  added inspector

2009-12-14 14:31  Ferdinando Ametrano

	* [r16896] ql/termstructures/yield/ratehelpers.cpp:
	  
	  - partially reverted Rev16893 and Rev16895 for SwapHelper, since
	  they broke the testsuite. Under investigation...

2009-12-14 10:08  Ferdinando Ametrano

	* [r16895] ql/termstructures/yield/ratehelpers.cpp:
	  
	  removed leftover

2009-12-14 09:49  Ferdinando Ametrano

	* [r16894] ql/math/interpolations/sabrinterpolation.hpp:
	  
	  more reasonable default value

2009-12-14 09:46  Ferdinando Ametrano

	* [r16893] ql/termstructures/yield/ratehelpers.cpp:
	  
	  - fixed bug (keeping copy of original IborIndex could lead to
	  infinite recursion if the curve is later assigned to that index)
	  - improved error messages
	  - added comments

2009-12-14 09:15  Luigi Ballabio

	* [r16892] ql/termstructure.cpp:
	  
	  Removed early check.
	  
	  On the one hand, it was calling virtual methods from the base-class
	  constructor, which often doesn't do what one intended. On the other
	  hand, it might have prevented building an instance of a class that
	  could have fixed calendar and settlement days later on.

2009-12-11 17:06  Luigi Ballabio

	* [r16891] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/convertiblebonds,
	  ql/experimental/convertiblebonds/Makefile.am,
	  ql/experimental/convertiblebonds/all.hpp,
	  ql/experimental/convertiblebonds/binomialconvertibleengine.hpp,
	  ql/experimental/convertiblebonds/convertiblebond.cpp,
	  ql/experimental/convertiblebonds/convertiblebond.hpp,
	  ql/experimental/convertiblebonds/discretizedconvertible.cpp,
	  ql/experimental/convertiblebonds/discretizedconvertible.hpp,
	  ql/experimental/convertiblebonds/tflattice.hpp,
	  ql/instruments/bonds/Makefile.am, ql/instruments/bonds/all.hpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/convertiblebond.hpp,
	  ql/methods/lattices/Makefile.am, ql/methods/lattices/all.hpp,
	  ql/methods/lattices/tflattice.hpp, ql/pricingengines/Makefile.am,
	  ql/pricingengines/all.hpp, ql/pricingengines/hybrid,
	  test-suite/convertiblebonds.cpp:
	  
	  Moved ConvertibleBond to experimental tree.
	  
	  The current implementation using an inner option class should
	  be reviewed.

2009-12-11 11:20  Luigi Ballabio

	* [r16890] Contributors.txt, Docs/pages/authors.docs,
	  ql/pricingengines/hybrid/discretizedconvertible.cpp:
	  
	  Fixed discounting of dividends on convertible-bond grid.
	  
	  Thanks to Benoit Houzelle and Samuel Lerouge.

2009-12-10 18:55  Ferdinando Ametrano

	* [r16889] ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  cleaned up code avoiding InterestRate constructor

2009-12-09 18:41  Ferdinando Ametrano

	* [r16883] ., ql/experimental/credit/issuer.cpp,
	  ql/experimental/credit/issuer.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateballand.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateballand.hpp,
	  ql/pricingengines/basket/mceuropeanbasketengine.cpp,
	  ql/pricingengines/basket/mceuropeanbasketengine.hpp:
	  
	  merged r116727 through r16882 of quantlib/branches/R000909-branch
	  into quantlib/branches/R01000x-branch respecting ancestry

2009-12-09 17:11  Ferdinando Ametrano

	* [r16882] ql/time/schedule.cpp:
	  
	  avoided warning

2009-12-09 15:40  Luigi Ballabio

	* [r16881] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Bonds/Bonds.cpp, Examples/CDS/CDS.cpp,
	  Examples/CallableBonds/CallableBonds.cpp,
	  Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EquityOption/EquityOption.cpp, Examples/FRA/FRA.cpp,
	  Examples/FittedBondCurve/FittedBondCurve.cpp,
	  Examples/MarketModels/MarketModels.cpp,
	  Examples/Replication/Replication.cpp, Examples/Repo/Repo.cpp,
	  Examples/Swap/swapvaluation.cpp:
	  
	  Write error messages to cerr instead of cout.

2009-12-09 14:06  Luigi Ballabio

	* [r16880]
	  ql/experimental/commodities/unitofmeasureconversionmanager.cpp:
	  
	  Fixed inverted conversion factors and removed redundant conversions.

2009-12-09 14:02  Luigi Ballabio

	* [r16879] ql/experimental/commodities/unitofmeasureconversion.cpp,
	  ql/experimental/commodities/unitofmeasureconversion.hpp:
	  
	  Fixed conversions between commodity quantities.
	  
	  Fixes included removing overly aggressive caching, setting the
	  right units to converted quantities, and reporting the correct
	  conversion factor for derived rates.

2009-12-09 13:58  Luigi Ballabio

	* [r16878]
	  ql/experimental/commodities/unitofmeasureconversionmanager.cpp,
	  ql/experimental/commodities/unitofmeasureconversionmanager.hpp:
	  
	  Reworked and simplified unit-conversion manager.
	  
	  This class was originally cloned from the exchange-rate manager, but
	  it doesn't need all the stuff it copied. The unnecessary parts have
	  been trimmed.
	  Also, the smart lookup should work now.

2009-12-09 11:05  Luigi Ballabio

	* [r16877] ql/methods/lattices/tflattice.hpp:
	  
	  Fixed access to data members inherited from template base class.

2009-12-08 17:33  Ferdinando Ametrano

	* [r16872] ql/pricingengines/swap/discountingswapengine.cpp:
	  
	  added try-catch block in order to enrich error message

2009-12-08 17:17  Ferdinando Ametrano

	* [r16869] ql/termstructure.cpp:
	  
	  oops... fixed name clashing

2009-12-08 16:35  Ferdinando Ametrano

	* [r16868] ql/termstructure.cpp:
	  
	  fixed bug (settlementDays must be accessed though inspector) and one
	  initialization

2009-12-08 16:34  Ferdinando Ametrano

	* [r16867] ql/termstructure.hpp:
	  
	  added check

2009-12-03 18:17  Ferdinando Ametrano

	* [r16862]
	  ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp,
	  ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp,
	  ql/termstructures/credit/probabilitytraits.hpp:
	  
	  - improved formatting
	  - muted unreferenced formal parameters

2009-12-03 16:15  Ferdinando Ametrano

	* [r16861] ql/models/marketmodels/utilities.cpp:
	  
	  avoided warning

2009-12-03 16:14  Ferdinando Ametrano

	* [r16860] ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/convertiblebond.hpp:
	  
	  removed unused parameter in base class private constructor

2009-12-03 15:44  Ferdinando Ametrano

	* [r16859] ql/methods/lattices/bsmlattice.hpp,
	  ql/methods/lattices/tflattice.hpp:
	  
	  declared BlackScholesLattice's data members as protected instead of
	  private, avoiding duplication in TsiveriotisFernandesLattice. Also
	  moved few inspectors from TsiveriotisFernandesLattice to
	  BlackScholesLattice

2009-12-03 14:38  Ferdinando Ametrano

	* [r16858] ql/experimental/commodities/unitofmeasureconversion.cpp,
	  ql/experimental/commodities/unitofmeasureconversionmanager.cpp,
	  ql/experimental/commodities/unitofmeasureconversionmanager.hpp:
	  
	  - fixed (probable) bug in UnitOfMeasureConversion
	  - consolidated UnitOfMeasureConversionManager::directLookup and
	  UnitOfMeasureConversionManager::smartLookup into
	  UnitOfMeasureConversionManager::lookupImpl, enabling smartLookup
	  which might now work because of the UnitOfMeasureConversion bug fix

2009-12-03 14:16  Ferdinando Ametrano

	* [r16857] ql/experimental/commodities/unitofmeasureconversion.cpp:
	  
	  fixed formatting

2009-12-03 14:12  Ferdinando Ametrano

	* [r16856] ql/experimental/commodities/unitofmeasureconversion.hpp,
	  ql/experimental/commodities/unitofmeasureconversionmanager.hpp:
	  
	  fixed formatting

2009-12-03 11:06  Ferdinando Ametrano

	* [r16855] ql/experimental/credit/onefactorcopula.hpp,
	  ql/experimental/credit/syntheticcdoengines.hpp:
	  
	  muted unreferenced formal parameters

2009-12-03 10:59  Luigi Ballabio

	* [r16854] ql/experimental/credit/distribution.cpp,
	  ql/experimental/credit/distribution.hpp,
	  ql/experimental/credit/riskyassetswap.cpp,
	  ql/experimental/credit/riskybond.cpp,
	  ql/experimental/credit/riskybond.hpp,
	  ql/experimental/credit/syntheticcdoengines.hpp, test-suite/cdo.cpp:
	  
	  Backported revision 16852 from trunk.

2009-12-02 09:29  Luigi Ballabio

	* [r16850] ql/instruments/bonds/convertiblebond.cpp,
	  ql/math/randomnumbers/lecuyeruniformrng.cpp:
	  
	  Removed a couple more warnings.

2009-12-01 14:36  Luigi Ballabio

	* [r16849] ql/cashflows/cashflows.cpp:
	  
	  Relaxed requirements for a number of CashFlows methods.
	  
	  The functions interested by this change can return a meaningful
	  result even if the leg is empty (e.g., NPV = 0.)

2009-12-01 13:44  Luigi Ballabio

	* [r16844] quantlib-config.in:
	  
	  Report correct library name.

2009-12-01 13:44  Luigi Ballabio

	* [r16843] ql/experimental/mcbasket/mcamericanpathengine.hpp:
	  
	  Enforced self-consistency of header files.

2009-12-01 13:44  Luigi Ballabio

	* [r16842] ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/zerocurve.hpp:
	  
	  Fixed calls to modified private functions.

2009-11-30 09:54  Ferdinando Ametrano

	* [r16841] ql/experimental/callablebonds/callablebond.cpp,
	  ql/experimental/callablebonds/callablebond.hpp:
	  
	  removed unused parameters

2009-11-30 09:46  Ferdinando Ametrano

	* [r16840]
	  ql/experimental/finitedifferences/fdmamericanstepcondition.cpp,
	  ql/experimental/finitedifferences/fdmamericanstepcondition.hpp,
	  ql/experimental/finitedifferences/fdmdirichletboundary.cpp,
	  ql/experimental/finitedifferences/fdmdirichletboundary.hpp,
	  ql/pricingengines/vanilla/analytichestonengine.cpp,
	  ql/pricingengines/vanilla/analytichestonengine.hpp,
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp:
	  
	  muted unreferenced formal parameters (equivalent to Rev16389)

2009-11-27 16:41  Ferdinando Ametrano

	* [r16838] ql/pricingengines/vanilla/analyticgjrgarchengine.cpp:
	  
	  cleaner if else constructs

2009-11-27 16:40  Ferdinando Ametrano

	* [r16837] ql/math/optimization/bfgs.cpp,
	  ql/math/optimization/bfgs.hpp,
	  ql/math/optimization/conjugategradient.cpp,
	  ql/math/optimization/conjugategradient.hpp,
	  ql/math/optimization/linesearchbasedmethod.cpp,
	  ql/math/optimization/linesearchbasedmethod.hpp,
	  ql/math/optimization/steepestdescent.cpp,
	  ql/math/optimization/steepestdescent.hpp:
	  
	  declared getUpdatedDirection as protected and removed unused
	  parameter from its signature

2009-11-27 12:03  Ferdinando Ametrano

	* [r16833] test-suite/extendedtrees.cpp:
	  
	  removed unused parameter

2009-11-27 12:00  Ferdinando Ametrano

	* [r16832] ql/termstructures/credit/interpolatedhazardratecurve.hpp:
	  
	  removed unused input variables from private member function

2009-11-27 11:59  Ferdinando Ametrano

	* [r16831] ql/models/marketmodels/models/capletcoterminalperiodic.cpp:
	  
	  muted unreferenced formal parameter

2009-11-27 11:47  Ferdinando Ametrano

	* [r16830] test-suite/inflationcapfloor.cpp,
	  test-suite/inflationcapflooredcoupon.cpp:
	  
	  avoided warning

2009-11-27 11:44  Ferdinando Ametrano

	* [r16829] ql/methods/lattices/tflattice.hpp:
	  
	  improved formatting

2009-11-27 11:37  Ferdinando Ametrano

	* [r16828] ql/models/marketmodels/pathwisediscounter.cpp:
	  
	  fixed typo

2009-11-27 11:35  Ferdinando Ametrano

	* [r16827] ql/math/interpolations/convexmonotoneinterpolation.hpp,
	  ql/math/interpolations/kernelinterpolation.hpp:
	  
	  muted useless unreferenced formal parameters

2009-11-27 11:33  Ferdinando Ametrano

	* [r16826]
	  ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp:
	  
	  improved formatting

2009-11-27 10:52  Ferdinando Ametrano

	* [r16825] ql/models/marketmodels/models/capletcoterminalperiodic.cpp,
	  ql/models/marketmodels/models/capletcoterminalperiodic.hpp,
	  ql/models/marketmodels/pathwisediscounter.cpp,
	  ql/models/marketmodels/pathwisediscounter.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp:
	  
	  muted unreferenced formal parameters

2009-11-25 18:18  Ferdinando Ametrano

	* [r16821] test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  avoided warning

2009-11-25 17:10  Luigi Ballabio

	* [r16820] Examples/MarketModels:
	  
	  Updated svn:ignore property.

2009-11-25 17:07  Luigi Ballabio

	* [r16819] Examples/MarketModels/MarketModels.dev:
	  
	  Added Dev-C++ project for market-model example.

2009-11-25 16:52  Luigi Ballabio

	* [r16818] Examples/MarketModels/MarketModels_vc7.vcproj,
	  QuantLib_vc7.sln:
	  
	  Added market-model example to VC7 solution.

2009-11-25 16:46  Luigi Ballabio

	* [r16817] Examples/MarketModels/MarketModels_vc8.vcproj,
	  QuantLib_vc8.sln:
	  
	  Added market-model example to VC8 solution.

2009-11-25 16:19  Luigi Ballabio

	* [r16816] Examples/BermudanSwaption/BermudanSwaption_vc7.vcproj,
	  Examples/Bonds/Bonds_vc7.vcproj, Examples/CDS/CDS_vc7.vcproj,
	  Examples/CallableBonds/CallableBonds_vc7.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc7.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc7.vcproj,
	  Examples/EquityOption/EquityOption_vc7.vcproj,
	  Examples/FRA/FRA_vc7.vcproj,
	  Examples/FittedBondCurve/FittedBondCurve_vc7.vcproj,
	  Examples/Replication/Replication_vc7.vcproj,
	  Examples/Repo/Repo_vc7.vcproj, Examples/Swap/Swap_vc7.vcproj:
	  
	  Increased compilation-memory limit.

2009-11-25 16:12  Luigi Ballabio

	* [r16815] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj:
	  
	  Removed FileConfiguration sections.

2009-11-25 14:51  Luigi Ballabio

	* [r16814] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj:
	  
	  Updated VC++ and Dev-C++ projects.

2009-11-25 13:51  Luigi Ballabio

	* [r16813] Examples/FittedBondCurve/FittedBondCurve.cpp:
	  
	  Fix for missing parRate method.

2009-11-25 13:51  Luigi Ballabio

	* [r16812] Examples/MarketModels/MarketModels.cpp:
	  
	  Cleaned up inclusions.
	  
	  auto_link is now only included with VC++.
	  marketmodels/all.hpp replaces a few dozens of inclusions.

2009-11-25 13:50  Luigi Ballabio

	* [r16811] Examples/Makefile.am, Examples/MarketModels/Makefile.am,
	  configure.ac:
	  
	  Added market-model example to autotools build.

2009-11-25 13:50  Luigi Ballabio

	* [r16810] ql/models/marketmodels/products/pathwise/Makefile.am,
	  ql/models/marketmodels/products/pathwise/all.hpp:
	  
	  Added missing files to autotools build.

2009-11-25 13:50  Luigi Ballabio

	* [r16809] ql/time/daycounters/actualactual.cpp:
	  
	  Rewritten loop.
	  
	  The for (;;) avoids having to introduce an exit flag, and at the
	  same time might be more palatable than the do while (true) for VC++.

2009-11-25 11:33  Ferdinando Ametrano

	* [r16808] ql/math/matrixutilities/tapcorrelations.cpp,
	  ql/math/matrixutilities/tapcorrelations.hpp:
	  
	  removed unreferenced formal parameters (first pass)

2009-11-25 11:31  Ferdinando Ametrano

	* [r16807] ql/cashflows/rangeaccrual.cpp,
	  ql/cashflows/rangeaccrual.hpp:
	  
	  removed unreferenced formal parameters from private function members

2009-11-25 11:13  Ferdinando Ametrano

	* [r16806] ql/math/matrixutilities/getcovariance.cpp,
	  ql/math/matrixutilities/getcovariance.hpp:
	  
	  removed unused (and unwanted) input parameter

2009-11-25 11:08  Ferdinando Ametrano

	* [r16805] ql/termstructures/yieldtermstructure.cpp,
	  ql/termstructures/yieldtermstructure.hpp:
	  
	  removed ambiguous parRate member functions
	  Their implementations were flawed: the freq parameter was present
	  even where it didn't make sense, and it was not used where it made
	  sense). We have decided not to fix them, and have opted to remove
	  them: their little theoretical appeal is overwhelmed by their
	  misleading usage as swap proxy

2009-11-24 18:07  Ferdinando Ametrano

	* [r16803] Examples/BermudanSwaption/BermudanSwaption_vc9.vcproj,
	  Examples/Bonds/Bonds_vc9.vcproj, Examples/CDS/CDS_vc9.vcproj,
	  Examples/CallableBonds/CallableBonds_vc9.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc9.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc9.vcproj,
	  Examples/EquityOption/EquityOption_vc9.vcproj,
	  Examples/FRA/FRA_vc9.vcproj,
	  Examples/FittedBondCurve/FittedBondCurve_vc9.vcproj,
	  Examples/MarketModels/MarketModels_vc9.vcproj,
	  Examples/Replication/Replication_vc9.vcproj,
	  Examples/Repo/Repo_vc9.vcproj, Examples/Swap/Swap_vc9.vcproj:
	  
	  removed useless disabling of warning 4819

2009-11-24 18:00  Ferdinando Ametrano

	* [r16802] QuantLib_vc9.vcproj:
	  
	  temporary change (will be reverted before release):
	  WarningLevel="4"
	  DisableSpecificWarnings="4512;4511;4505"
	  
	  this will help the lint activity in the next weeks

2009-11-24 17:56  Ferdinando Ametrano

	* [r16801] ql/time/daycounters/actualactual.cpp,
	  test-suite/testsuite_vc9.vcproj:
	  
	  avoided warning

2009-11-24 17:21  Ferdinando Ametrano

	* [r16800] ql/math/statistics/sequencestatistics.hpp:
	  
	  avoided warning

2009-11-24 16:33  Luigi Ballabio

	* [r16799] ql/experimental/Makefile.am, ql/experimental/all.hpp,
	  ql/legacy/Makefile.am, ql/legacy/all.hpp, ql/methods/Makefile.am,
	  ql/methods/all.hpp:
	  
	  Prevented errors with older shells (thanks to Walter Eaves.)
	  
	  Older bash versions balk at running a for-loop with an empty list
	  (which happens when generating all.hpp if there's no other header
	  files in the directory.) The problem is prevented by manually
	  removing the for-loop on a per-directory basis.

2009-11-24 16:32  Luigi Ballabio

	* [r16798] Bugs.txt:
	  
	  Removed reference to legacy class.

2009-11-24 16:32  Luigi Ballabio

	* [r16797] ql/math/distributions/poissondistribution.hpp:
	  
	  Documentation fix (thanks to Jose Aparicio.)

2009-11-24 16:32  Luigi Ballabio

	* [r16796] Examples/BermudanSwaption/BermudanSwaption_vc7.vcproj,
	  Examples/Bonds/Bonds_vc7.vcproj, Examples/CDS/CDS_vc7.vcproj,
	  Examples/CallableBonds/CallableBonds_vc7.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc7.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc7.vcproj,
	  Examples/EquityOption/EquityOption_vc7.vcproj,
	  Examples/FRA/FRA_vc7.vcproj,
	  Examples/FittedBondCurve/FittedBondCurve_vc7.vcproj,
	  Examples/Replication/Replication_vc7.vcproj,
	  Examples/Repo/Repo_vc7.vcproj, Examples/Swap/Swap_vc7.vcproj,
	  QuantLib_vc7.vcproj:
	  
	  Enabled language extensions in VC7 projects.

2009-11-24 16:31  Luigi Ballabio

	* [r16795] Announce.txt, configure.ac, ql/version.hpp:
	  
	  Increased version number.

2009-11-24 16:31  Luigi Ballabio

	* [r16794] Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/Bonds/Bonds.dev, Examples/CDS/CDS.dev,
	  Examples/CallableBonds/CallableBonds.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EquityOption/EquityOption.dev, Examples/FRA/FRA.dev,
	  Examples/FittedBondCurve/FittedBondCurve.dev,
	  Examples/Replication/Replication.dev, Examples/Repo/Repo.dev,
	  Examples/Swap/Swap.dev, QuantLib.dev, QuantLib_vc7.vcproj,
	  QuantLib_vc8.vcproj, QuantLib_vc9.vcproj, ql/Makefile.am,
	  ql/auto_link.hpp, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj,
	  test-suite/testsuite_vc9.vcproj:
	  
	  Removed version number from built output.
	  
	  The idea is that, due to backward compatibility, one should be
	  able to just drop the new library in place of the old one without
	  having to change the link argument. True, this already kind of
	  happened with symbolic links and auto_link, but let's make it
	  even more explicit.

2009-11-24 14:36  Luigi Ballabio

	* [r16793]
	  
	  Created branch for 1.0.x releases.

2009-11-24 11:33  Ferdinando Ametrano

	* [r16791] QuantLib_vc9.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  added more fixes for x64
	  - remove useless disabling of warning 4819
	  - removed all specific FileConfiguration, since they are useless

2009-11-24 11:20  Ferdinando Ametrano

	* [r16790] test-suite/optimizers.cpp:
	  
	  avoided warning

2009-11-24 11:19  Ferdinando Ametrano

	* [r16789] ql/math/optimization/bfgs.cpp,
	  ql/math/optimization/bfgs.hpp,
	  ql/math/optimization/conjugategradient.cpp,
	  ql/math/optimization/conjugategradient.hpp,
	  ql/math/optimization/linesearchbasedmethod.hpp,
	  ql/math/optimization/steepestdescent.cpp,
	  ql/math/optimization/steepestdescent.hpp:
	  
	  avoided warnings.
	  All classes derived from LineSearchBasedMethod implementing
	  getUpdatedDirection (i.e. ConjugateGradient, BFGS, SteepestDescent)
	  do not use the second parameter fold. Should this parameter be
	  removed from the signature? Should getUpdatedDirection be protected?

2009-11-24 11:19  Luigi Ballabio

	* [r16788] ql/time/date.cpp:
	  
	  Reverted change to avoid binary dependency on Boost.Date.

2009-11-24 10:54  Luigi Ballabio

	* [r16787] ql/experimental/mcbasket/Makefile.am,
	  ql/experimental/mcbasket/all.hpp:
	  
	  Reordered files in Makefile.

2009-11-24 10:54  Ferdinando Ametrano

	* [r16786] ql/cashflows/inflationcouponpricer.cpp,
	  ql/experimental/commodities/commoditycurve.hpp,
	  ql/experimental/credit/defaultevent.hpp,
	  ql/experimental/credit/recoveryratemodel.hpp,
	  ql/indexes/inflationindex.cpp, ql/instruments/inflationcapfloor.hpp,
	  ql/pricingengines/vanilla/analytichestonengine.cpp:
	  
	  avoided warnings

2009-11-24 10:54  Luigi Ballabio

	* [r16785] ql/experimental/mcbasket/mcamericanpathengine.hpp:
	  
	  Made header self-consistent by including all needed files.

2009-11-24 10:51  Ferdinando Ametrano

	* [r16784]
	  ql/models/marketmodels/callability/swapforwardbasissystem.cpp:
	  
	  fixed bug

2009-11-24 09:47  Ferdinando Ametrano

	* [r16783] test-suite/tracing.cpp:
	  
	  avoided warning

2009-11-24 09:41  Ferdinando Ametrano

	* [r16782] ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/zerocurve.hpp:
	  
	  removed unused input variables from private member function

2009-11-23 22:29  Klaus Spanderen

	* [r16781] ql/experimental/mcbasket/Makefile.am,
	  ql/experimental/mcbasket/adaptedpathpayoff.cpp,
	  ql/experimental/mcbasket/adaptedpathpayoff.hpp,
	  ql/experimental/mcbasket/all.hpp,
	  ql/experimental/mcbasket/longstaffschwartzmultipathpricer.cpp,
	  ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp,
	  ql/experimental/mcbasket/mcamericanpathengine.hpp,
	  ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp,
	  ql/experimental/mcbasket/mcpathbasketengine.cpp,
	  ql/experimental/mcbasket/mcpathbasketengine.hpp,
	  ql/experimental/mcbasket/pathmultiassetoption.cpp,
	  ql/experimental/mcbasket/pathmultiassetoption.hpp,
	  ql/experimental/mcbasket/pathpayoff.hpp:
	  
	  added Longstaff-Schwartz algorithm for basket products incl. coupon
	  payments (thanks to Andrea Odetti)

2009-11-23 18:22  Ferdinando Ametrano

	* [r16780] test-suite/factorial.cpp:
	  
	  oops...

2009-11-23 18:10  Ferdinando Ametrano

	* [r16779] test-suite/factorial.cpp:
	  
	  used BOOST_FAIL instead of BOOST_ERROR

2009-11-23 17:43  Ferdinando Ametrano

	* [r16778] ql/cashflows/rangeaccrual.cpp,
	  ql/experimental/callablebonds/callablebond.hpp,
	  ql/experimental/coupons/subperiodcoupons.cpp,
	  ql/math/matrixutilities/tapcorrelations.cpp,
	  ql/math/optimization/conjugategradient.cpp,
	  ql/models/marketmodels/pathwisediscounter.cpp,
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.cpp,
	  ql/processes/blackscholesprocess.cpp,
	  ql/termstructures/volatility/abcd.hpp,
	  ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletadapter.cpp:
	  
	  - removed unreferenced formal parameters
	  - formatted code

2009-11-23 17:28  Ferdinando Ametrano

	* [r16777] ql/instruments/inflationcapfloor.hpp:
	  
	  avoided Level 4 (/W4) warning

2009-11-23 17:21  Ferdinando Ametrano

	* [r16776] test-suite/libormarketmodelprocess.cpp:
	  
	  improved error message

2009-11-23 16:18  Ferdinando Ametrano

	* [r16775]
	  ql/experimental/amortizingbonds/amortizingfixedratebond.cpp:
	  
	  in anonymous namespace
	  - removed unreferenced formal parameter startDate
	  - renamed function to start with lower capital letter
	  - commented out unused function sinkingRedemptions

2009-11-23 14:10  Ferdinando Ametrano

	* [r16774] ql/cashflows/conundrumpricer.cpp,
	  ql/experimental/finitedifferences/secondderivativeop.cpp,
	  ql/legacy/libormarketmodels/lfmhullwhiteparam.cpp,
	  ql/math/statistics/sequencestatistics.hpp:
	  
	  avoided x64 warnings (thanks to Craig Miller)

2009-11-23 12:17  Ferdinando Ametrano

	* [r16773] Examples/BermudanSwaption/BermudanSwaption_vc9.vcproj,
	  Examples/Bonds/Bonds_vc9.vcproj, Examples/CDS/CDS_vc9.vcproj,
	  Examples/CallableBonds/CallableBonds_vc9.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc9.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc9.vcproj,
	  Examples/EquityOption/EquityOption_vc9.vcproj,
	  Examples/FRA/FRA_vc9.vcproj,
	  Examples/FittedBondCurve/FittedBondCurve_vc9.vcproj,
	  Examples/MarketModels/MarketModels_vc9.vcproj,
	  Examples/Replication/Replication_vc9.vcproj,
	  Examples/Repo/Repo_vc9.vcproj, Examples/Swap/Swap_vc9.vcproj,
	  QuantLib_vc9.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  - removed WIN32, added x64 preprocessor defines in all x64
	  configurations
	  - switched back "Disable Language Extension" to NO in QuantLib x64
	  configurations
	  - removed FileConfigutaion element in all Example projects
	  thanks to Craig Miller

2009-11-21 10:59  Klaus Spanderen

	* [r16772] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  fixed include directories

2009-11-20 05:33  Mark Joshi

	* [r16766] ., Examples/MarketModels/MarketModels.cpp,
	  QuantLib_vc9.vcproj,
	  ql/models/marketmodels/products/multistep/multistepinversefloater.cpp,
	  ql/models/marketmodels/products/multistep/multistepinversefloater.hpp,
	  ql/models/marketmodels/products/multistep/multisteppathwisewrapper.cpp,
	  ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  inverse floater tests plus more work on the example project

2009-11-19 16:13  Ferdinando Ametrano

	* [r16764] Examples/BermudanSwaption/BermudanSwaption_vc9.vcproj,
	  Examples/Bonds/Bonds_vc9.vcproj, Examples/CDS/CDS_vc9.vcproj,
	  Examples/CallableBonds/CallableBonds_vc9.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc9.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc9.vcproj,
	  Examples/EquityOption/EquityOption_vc9.vcproj,
	  Examples/FRA/FRA_vc9.vcproj,
	  Examples/FittedBondCurve/FittedBondCurve_vc9.vcproj,
	  Examples/Replication/Replication_vc9.vcproj,
	  Examples/Repo/Repo_vc9.vcproj, Examples/Swap/Swap_vc9.vcproj,
	  test-suite/testsuite_vc9.vcproj:
	  
	  - specialized output names for x64 libraries
	  - fixed parametrized paths

2009-11-19 15:57  Ferdinando Ametrano

	* [r16763] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2009-11-19 15:57  Ferdinando Ametrano

	* [r16762] QuantLib_vc9.vcproj:
	  
	  - VC9 catching up
	  - specialized output names for x64 libraries
	  - fixed parametrized paths:
	  OutputDirectory=".\build\vc90\$(PlatformName)\$(ConfigurationName)"
	  IntermediateDirectory=".\build\vc90\$(PlatformName)\$(ConfigurationName)"
	  PrecompiledHeaderFile=".\build\vc90\$(PlatformName)\$(ConfigurationName)\QuantLib.pch"
	  AssemblerListingLocation=".\build\vc90\$(PlatformName)\$(ConfigurationName)\"
	  ObjectFile=".\build\vc90\$(PlatformName)\$(ConfigurationName)\"
	  ProgramDataBaseFileName=".\build\vc90\$(PlatformName)\$(ConfigurationName)\"
	  BrowseInformationFile=".\build\vc90\$(PlatformName)\$(ConfigurationName)\"

2009-11-19 15:53  Ferdinando Ametrano

	* [r16761] ql/auto_link.hpp:
	  
	  specialized name foe x64 libraries

2009-11-19 15:51  Ferdinando Ametrano

	* [r16760] Examples/MarketModels/MarketModels.vcproj,
	  Examples/MarketModels/MarketModels_vc9.vcproj, QuantLib_vc9.sln:
	  
	  - added proper VC9 MarketModels project
	  - fixed Win32 / x64 solution settings

2009-11-19 15:49  Ferdinando Ametrano

	* [r16759] Examples/MarketModels/MarketModels.cpp:
	  
	  avoided warning

2009-11-19 11:14  Luigi Ballabio

	* [r16758]
	  ql/models/marketmodels/products/multistep/multisteppathwisewrapper.cpp:
	  
	  Added missing method definitions.
	  
	  Apparently, gcc is more particular than VC++ about methods that
	  are declared but not called. A link error occurs if the method
	  bodies are missing.

2009-11-19 10:38  Luigi Ballabio

	* [r16757] ql/models/marketmodels/callability/Makefile.am,
	  ql/models/marketmodels/callability/all.hpp,
	  ql/models/marketmodels/products/multistep/Makefile.am,
	  ql/models/marketmodels/products/multistep/all.hpp,
	  ql/models/marketmodels/products/pathwise/Makefile.am,
	  ql/models/marketmodels/products/pathwise/all.hpp:
	  
	  Added new files to autotools build.

2009-11-19 10:37  Luigi Ballabio

	* [r16756]
	  ql/models/marketmodels/callability/swapforwardbasissystem.cpp,
	  ql/models/marketmodels/products/multistep/multistepinversefloater.cpp,
	  ql/models/marketmodels/products/multistep/multisteppathwisewrapper.cpp:
	  
	  Fixed case in included header names.

2009-11-19 05:34  Mark Joshi

	* [r16755] QuantLib_vc9.vcproj:
	  
	  added new products

2009-11-18 00:59  Mark Joshi

	* [r16751] Examples/MarketModels/MarketModels.cpp,
	  ql/models/marketmodels/callability/swapforwardbasissystem.cpp,
	  ql/models/marketmodels/callability/swapforwardbasissystem.hpp,
	  ql/models/marketmodels/products/multistep/multistepinversefloater.cpp,
	  ql/models/marketmodels/products/multistep/multistepinversefloater.hpp,
	  ql/models/marketmodels/products/multistep/multisteppathwisewrapper.cpp,
	  ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp:
	  
	  inverse floaters, better basis systems added

2009-11-13 21:12  Ferdinando Ametrano

	* [r16749] Examples/MarketModels:
	  
	  

2009-11-13 21:11  Ferdinando Ametrano

	* [r16748] test-suite/testsuite_vc9.vcproj:
	  
	  added /MP flag (Build with Multiple Processes) for VC9

2009-11-13 21:07  Ferdinando Ametrano

	* [r16747] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj:
	  
	  - VC 8/9 catching up
	  - added /MP flag (Build with Multiple Processes) for VC9

2009-11-13 11:28  Luigi Ballabio

	* [r16744]
	  ql/experimental/finitedifferences/sparseilupreconditioner.hpp:
	  
	  Removed using directive from header file.
	  
	  It was causing ambiguities elsewhere between ublas::vector and
	  std::vector.

2009-11-13 11:27  Luigi Ballabio

	* [r16743] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, ql/experimental/finitedifferences/Makefile.am,
	  ql/experimental/finitedifferences/sparseilupreconditioner.cpp,
	  ql/experimental/finitedifferences/sparseilupreconditioner.hpp:
	  
	  Splitted new file into header and implementation.

2009-11-13 11:27  Luigi Ballabio

	* [r16742] ql/models/marketmodels/callability/lsstrategy.cpp,
	  ql/models/marketmodels/callability/upperboundengine.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.cpp,
	  test-suite/marketmodel.cpp:
	  
	  Fixes for valarray<bool>.
	  
	  According to the C++ standard, the assignment operator is only
	  required to work if the target valarray has the same size as the
	  one being copied. VC++ is forgiving; gcc is not.

2009-11-13 03:46  Mark Joshi

	* [r16739] Examples/MarketModels/MarketModels.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductswap.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp:
	  
	  Market Vega for cancellable swap now works.

2009-11-13 01:08  Mark Joshi

	* [r16738] Examples/MarketModels/MarketModels.cpp,
	  ql/models/marketmodels/pathwisemultiproduct.hpp,
	  ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.cpp,
	  ql/models/marketmodels/products/multistep/cashrebate.cpp,
	  ql/models/marketmodels/products/multistep/cashrebate.hpp,
	  ql/models/marketmodels/products/pathwise/all.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductswap.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp:
	  
	  

2009-11-12 17:51  Klaus Spanderen

	* [r16737] ql/experimental/finitedifferences/Makefile.am,
	  ql/experimental/finitedifferences/all.hpp,
	  ql/experimental/finitedifferences/sparseilupreconditioner.hpp:
	  
	  added sparse incomplete LU preconditioner (thanks to Ralph Schreyer)

2009-11-12 02:57  Mark Joshi

	* [r16736] QuantLib_vc9.sln:
	  
	  added MarketModels example project

2009-11-12 02:56  Mark Joshi

	* [r16735] Examples/MarketModels,
	  Examples/MarketModels/MarketModels.cpp:
	  
	  

2009-11-11 00:12  Mark Joshi

	* [r16727] Examples/MarketModels,
	  Examples/MarketModels/MarketModels.cpp,
	  Examples/MarketModels/MarketModels.vcproj:
	  
	  added MarketModels example project

2009-11-10 09:06  Ferdinando Ametrano

	* [r16726] ., QuantLib_vc8.vcproj, QuantLib_vc9.vcproj,
	  ql/experimental/credit/issuer.cpp,
	  ql/experimental/credit/issuer.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateballand.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateballand.hpp,
	  ql/models/marketmodels/evolvers/svddfwdratepc.cpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.cpp,
	  ql/models/marketmodels/pathwisediscounter.cpp, ql/money.cpp,
	  ql/pricingengines/basket/mceuropeanbasketengine.cpp,
	  ql/pricingengines/basket/mceuropeanbasketengine.hpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  merged up to r16724 of branches/R000909-branch into trunk,
	  respecting ancestry

2009-11-10 01:21  Mark Joshi

	* [r16725] ql/math/matrixutilities/basisincompleteordered.cpp,
	  ql/math/matrixutilities/basisincompleteordered.hpp,
	  ql/models/marketmodels/callability/bermudanswaptionexercisevalue.cpp,
	  ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp,
	  ql/models/marketmodels/callability/collectnodedata.cpp,
	  ql/models/marketmodels/callability/exercisevalue.hpp,
	  ql/models/marketmodels/callability/lsstrategy.cpp,
	  ql/models/marketmodels/callability/lsstrategy.hpp,
	  ql/models/marketmodels/callability/nodedataprovider.hpp,
	  ql/models/marketmodels/callability/nothingexercisevalue.cpp,
	  ql/models/marketmodels/callability/nothingexercisevalue.hpp,
	  ql/models/marketmodels/callability/parametricexerciseadapter.hpp,
	  ql/models/marketmodels/callability/swapbasissystem.cpp,
	  ql/models/marketmodels/callability/swapbasissystem.hpp,
	  ql/models/marketmodels/callability/triggeredswapexercise.cpp,
	  ql/models/marketmodels/callability/triggeredswapexercise.hpp,
	  ql/models/marketmodels/callability/upperboundengine.hpp,
	  ql/models/marketmodels/constrainedevolver.hpp,
	  ql/models/marketmodels/curvestates/lmmcurvestate.cpp,
	  ql/models/marketmodels/curvestates/lmmcurvestate.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp,
	  ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp,
	  ql/models/marketmodels/pathwisegreeks/vegabumpcluster.cpp,
	  ql/models/marketmodels/products/compositeproduct.hpp,
	  ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp,
	  ql/models/marketmodels/products/multistep/exerciseadapter.hpp,
	  ql/models/marketmodels/proxygreekengine.cpp,
	  ql/models/marketmodels/proxygreekengine.hpp,
	  ql/models/marketmodels/utilities.cpp,
	  ql/models/marketmodels/utilities.hpp, test-suite/marketmodel.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Abolished vector<bool>s from MarketModel code and replaced with
	  Valarrays. Also, changed the LMM CurveState to use a smarter caching
	  methodology. Substantial speed up has occurred.

2009-11-09 05:17  Mark Joshi

	* [r16720] ql/models/marketmodels/pathwiseaccountingengine.cpp,
	  ql/models/marketmodels/pathwiseaccountingengine.hpp,
	  test-suite/marketmodel.cpp:
	  
	  PathwiseVegasOuterAccountingEngine now added and passes test in
	  MarketModel.cpp

2009-11-06 13:31  Ferdinando Ametrano

	* [r16701] ., ql/experimental/credit/issuer.cpp,
	  ql/experimental/credit/issuer.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateballand.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateballand.hpp,
	  ql/pricingengines/basket/mceuropeanbasketengine.cpp,
	  ql/pricingengines/basket/mceuropeanbasketengine.hpp:
	  
	  merged up to r16696 of branches/R000909-branch into trunk,
	  respecting ancestry

2009-11-06 08:48  Luigi Ballabio

	* [r16694] ql/models/marketmodels/evolvers/Makefile.am,
	  ql/models/marketmodels/evolvers/all.hpp:
	  
	  Added new files to autotools build.

2009-11-06 04:08  Mark Joshi

	* [r16693]
	  ql/models/marketmodels/evolvers/lognormalfwdrateiballand.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateiballand.hpp,
	  ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp,
	  test-suite/marketmodel.cpp:
	  
	  added class for computing all elementary vegas rather than a linear
	  combination, plus cleaning up

2009-11-04 14:27  Ferdinando Ametrano

	* [r16687] Announce.txt, Bugs.txt, ChangeLog.txt,
	  Docs/pages/history.docs, Docs/pages/install.docs,
	  Docs/pages/overview.docs, Docs/quantlibheader.html,
	  Docs/quantlibheaderonline.html, Makefile.am, News.txt, Readme.txt,
	  configure.ac, ql/experimental/credit/cdo.hpp,
	  ql/experimental/inflation/yoycapfloortermpricesurface.hpp,
	  ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp,
	  ql/experimental/math, ql/indexes/inflation/frhicp.hpp,
	  ql/indexes/swapindex.cpp, ql/indexes/swapindex.hpp,
	  ql/instruments/creditdefaultswap.hpp,
	  ql/instruments/inflationcapfloor.hpp,
	  ql/instruments/overnightindexedswap.hpp,
	  ql/pricingengines/inflation/inflationcapfloorengines.hpp,
	  ql/processes/hestonprocess.cpp, ql/processes/hestonprocess.hpp,
	  ql/termstructures/credit/defaultprobabilityhelpers.hpp,
	  ql/termstructures/volatility/inflation,
	  ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp,
	  ql/termstructures/yield/oisratehelper.hpp,
	  test-suite/hestonmodel.cpp, test-suite/inflationcapfloor.cpp,
	  test-suite/inflationvolatility.cpp:
	  
	  merged r16643 through r16686 of branches/R000909-branch into trunk,
	  respecting ancestry

2009-10-23 10:20  Ferdinando Ametrano

	* [r16645] ., QuantLib.dev,
	  ql/cashflows/capflooredinflationcoupon.cpp,
	  ql/cashflows/capflooredinflationcoupon.hpp,
	  ql/cashflows/inflationcoupon.hpp,
	  ql/cashflows/inflationcouponpricer.cpp,
	  ql/cashflows/inflationcouponpricer.hpp,
	  ql/cashflows/yoyinflationcoupon.cpp,
	  ql/cashflows/yoyinflationcoupon.hpp,
	  ql/experimental/credit/issuer.cpp,
	  ql/experimental/credit/issuer.hpp,
	  ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp,
	  ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp,
	  ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp,
	  ql/experimental/inflation/yoycapfloortermpricesurface.cpp,
	  ql/experimental/inflation/yoycapfloortermpricesurface.hpp,
	  ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp,
	  ql/experimental/inflation/yoyoptionlethelpers.cpp,
	  ql/experimental/inflation/yoyoptionlethelpers.hpp,
	  ql/experimental/inflation/yoyoptionletstripper.hpp,
	  ql/indexes/region.cpp, ql/indexes/region.hpp,
	  ql/instruments/inflationcapfloor.cpp,
	  ql/instruments/inflationcapfloor.hpp,
	  ql/instruments/makeyoyinflationcapfloor.cpp,
	  ql/instruments/makeyoyinflationcapfloor.hpp,
	  ql/instruments/yearonyearinflationswap.cpp,
	  ql/instruments/yearonyearinflationswap.hpp,
	  ql/instruments/zerocouponinflationswap.cpp,
	  ql/instruments/zerocouponinflationswap.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateballand.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateballand.hpp,
	  ql/pricingengines/basket/mceuropeanbasketengine.cpp,
	  ql/pricingengines/basket/mceuropeanbasketengine.hpp,
	  ql/pricingengines/inflation/inflationcapfloorengines.hpp,
	  ql/termstructures/inflation/inflationhelpers.hpp,
	  ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp,
	  ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp,
	  ql/termstructures/inflation/piecewisezeroinflationcurve.hpp,
	  ql/termstructures/inflationtermstructure.cpp,
	  ql/termstructures/inflationtermstructure.hpp,
	  ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.cpp,
	  ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp,
	  test-suite/bonds.cpp, test-suite/inflation.hpp,
	  test-suite/inflationcapfloor.cpp,
	  test-suite/inflationcapflooredcoupon.hpp,
	  test-suite/inflationvolatility.hpp:
	  
	  Merging revisions 16636-16642 of
	  https://quantlib.svn.sourceforge.net/svnroot/quantlib/branches/R000909-branch
	  into C:\Projects\DevEnv\trunk, respecting ancestry

2009-10-22 12:55  Ferdinando Ametrano

	* [r16637] ql/time/date.cpp:
	  
	  switched isLeap implementation to
	  boost::gregorian::gregorian_calendar::is_leap_year

2009-10-21 16:22  Ferdinando Ametrano

	* [r16631] ql/instruments/capfloor.cpp, ql/instruments/makeois.hpp:
	  
	  

2009-10-21 16:04  Ferdinando Ametrano

	* [r16630] ql/cashflows/overnightindexedcoupon.cpp,
	  ql/indexes/swap/euriborswap.cpp, ql/indexes/swap/euriborswap.hpp,
	  ql/indexes/swap/eurliborswap.cpp, ql/indexes/swap/eurliborswap.hpp,
	  ql/indexes/swapindex.cpp, ql/indexes/swapindex.hpp:
	  
	  - added discounting term structure to SwapIndex and some of its
	  derived classes (the EUR one for the time being)
	  - added SwapIndex::clone(Handle<YieldTermStructure>)

2009-10-21 15:49  Luigi Ballabio

	* [r16629] ql/indexes/iborindex.hpp, ql/indexes/swapindex.hpp:
	  
	  Restored useful header inclusion.
	  
	  GNU gcc instantiates templates earlier and needs to know that
	  YieldTermStructure inherit from Observable in order to pass it
	  to Handle as a template parameter. A forward declaration is
	  not enough.

2009-10-21 15:24  Ferdinando Ametrano

	* [r16628] ql/cashflows/overnightindexedcoupon.cpp,
	  ql/experimental/coupons/subperiodcoupons.cpp,
	  ql/indexes/swapindex.hpp, ql/instruments/capfloor.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionlet.hpp:
	  
	  integration of the incomplete Rev16626 (sorry for the partial
	  commit)

2009-10-21 14:51  Ferdinando Ametrano

	* [r16626] ql/indexes/iborindex.hpp, ql/indexes/interestrateindex.cpp,
	  ql/indexes/interestrateindex.hpp, ql/indexes/swap/chfliborswap.hpp,
	  ql/indexes/swap/gbpliborswap.hpp, ql/indexes/swap/jpyliborswap.hpp,
	  ql/indexes/swap/usdliborswap.hpp:
	  
	  removed useless header inclusion

2009-10-21 14:34  Ferdinando Ametrano

	* [r16625] ql/cashflows/iborcoupon.cpp,
	  ql/cashflows/overnightindexedcoupon.cpp, ql/indexes/bmaindex.cpp,
	  ql/indexes/iborindex.cpp, ql/instruments/forward.cpp,
	  ql/instruments/makecms.cpp, ql/instruments/makeois.cpp,
	  ql/instruments/makeswaption.cpp, ql/instruments/makevanillaswap.cpp:
	  
	  homogeneous error message using "this instance of" to make it
	  clearer to naive users.
	  forwarding or discounting should be clear based on context

2009-10-21 13:53  Luigi Ballabio

	* [r16624] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, configure.ac, ql/legacy/Makefile.am,
	  ql/legacy/all.hpp, ql/legacy/pricers:
	  
	  Removed last legacy pricer.

2009-10-21 13:20  Luigi Ballabio

	* [r16623] ql/cashflows/conundrumpricer.cpp,
	  ql/cashflows/couponpricer.cpp, ql/cashflows/iborcoupon.cpp,
	  ql/cashflows/overnightindexedcoupon.cpp,
	  ql/cashflows/rangeaccrual.cpp,
	  ql/experimental/coupons/subperiodcoupons.cpp,
	  ql/indexes/bmaindex.cpp, ql/indexes/bmaindex.hpp,
	  ql/indexes/iborindex.cpp, ql/indexes/iborindex.hpp,
	  ql/indexes/interestrateindex.hpp, ql/indexes/swapindex.cpp,
	  ql/indexes/swapindex.hpp, ql/instruments/makecapfloor.cpp,
	  ql/instruments/makecms.cpp, ql/instruments/makeois.cpp,
	  ql/instruments/makeswaption.cpp, ql/instruments/makevanillaswap.cpp,
	  ql/legacy/libormarketmodels/lfmprocess.cpp,
	  ql/legacy/libormarketmodels/liborforwardmodel.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper1.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper2.cpp,
	  ql/termstructures/yield/ratehelpers.cpp, test-suite/cms.cpp,
	  test-suite/libormarketmodel.cpp, test-suite/piecewiseyieldcurve.cpp:
	  
	  Removed ambiguous termStructure() method from InterestRateIndex
	  interface.
	  
	  The method was moved to derived classes and renamed to
	  forwardingTermStructure.

2009-10-21 09:19  Luigi Ballabio

	* [r16620] ql/cashflows/inflationcouponpricer.cpp,
	  ql/pricingengines/blackformula.cpp,
	  ql/pricingengines/blackformula.hpp,
	  ql/pricingengines/inflation/inflationcapfloorengines.cpp:
	  
	  Fixed Bachelier's formula.

2009-10-21 09:18  Luigi Ballabio

	* [r16619] ql/termstructures/volatility/smilesection.hpp:
	  
	  Made virtual a few more methods to improve extensibility.

2009-10-21 09:18  Luigi Ballabio

	* [r16618] ql/termstructures/volatility/smilesection.hpp,
	  ql/termstructures/volatility/spreadedsmilesection.cpp:
	  
	  Derived class SpreadedSmileSection is no longer a friend of its base
	  class.

2009-10-21 09:17  Luigi Ballabio

	* [r16617] ql/experimental/volatility/blackvolsurface.cpp,
	  ql/termstructures/volatility/smilesection.hpp:
	  
	  Removed default strike from volatility() method.

2009-10-21 09:15  Luigi Ballabio

	* [r16616] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, ql/termstructures/volatility/Makefile.am,
	  ql/termstructures/volatility/all.hpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp,
	  ql/termstructures/volatility/sabrsmilesection.cpp,
	  ql/termstructures/volatility/sabrsmilesection.hpp,
	  ql/termstructures/volatility/smilesection.cpp,
	  ql/termstructures/volatility/smilesection.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.cpp:
	  
	  Moved SabrSmileSection class into own files.

2009-10-20 14:05  Luigi Ballabio

	* [r16615] test-suite/inflation.cpp:
	  
	  Prevented warning on VC++7.

2009-10-20 10:48  Luigi Ballabio

	* [r16614] test-suite/fastfouriertransform.cpp:
	  
	  Prevented unused-variable warning.

2009-10-20 10:48  Luigi Ballabio

	* [r16613] Docs/pages/license.docs, LICENSE.TXT:
	  
	  Updated list of copyright holders.

2009-10-20 10:46  Luigi Ballabio

	* [r16612] ql/indexes/inflation/uscpi.hpp:
	  
	  Fixed index currency.

2009-10-20 10:45  Luigi Ballabio

	* [r16611] ql/time/ecb.cpp:
	  
	  Including standard headers last.

2009-10-20 08:55  Luigi Ballabio

	* [r16610] ql/processes/hestonprocess.cpp,
	  ql/processes/hestonprocess.hpp, test-suite/hestonmodel.cpp:
	  
	  Renamed Heston-process discretization method.
	  
	  The older name (exact variance) is commonly used for yet another
	  method.
	  Although the latter is not yet implemented, we better free up the
	  name.

2009-10-20 08:47  Luigi Ballabio

	* [r16608] ql/cashflows/overnightindexedcoupon.cpp,
	  ql/cashflows/overnightindexedcoupon.hpp,
	  ql/experimental/credit/riskybond.cpp,
	  ql/experimental/credit/riskybond.hpp,
	  ql/experimental/finitedifferences/bicgstab.cpp,
	  ql/experimental/finitedifferences/bicgstab.hpp,
	  ql/experimental/finitedifferences/concentrating1dmesher.hpp,
	  ql/experimental/finitedifferences/expliciteulerscheme.cpp,
	  ql/experimental/finitedifferences/expliciteulerscheme.hpp,
	  ql/experimental/finitedifferences/fdblackscholesasianengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesasianengine.hpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.hpp,
	  ql/experimental/finitedifferences/fdmarithmeticaveragecondition.cpp,
	  ql/experimental/finitedifferences/fdmarithmeticaveragecondition.hpp,
	  ql/experimental/finitedifferences/fdmbackwardsolver.cpp,
	  ql/experimental/finitedifferences/fdmbackwardsolver.hpp,
	  ql/experimental/finitedifferences/fdmblackscholesmesher.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesmesher.hpp,
	  ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.hpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhitesolver.cpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhitesolver.hpp,
	  ql/experimental/finitedifferences/fdmhullwhitemesher.cpp,
	  ql/experimental/finitedifferences/fdmhullwhitemesher.hpp,
	  ql/experimental/finitedifferences/fdminnervaluecalculator.cpp,
	  ql/experimental/finitedifferences/fdmquantohelper.cpp,
	  ql/experimental/finitedifferences/fdmquantohelper.hpp,
	  ql/experimental/finitedifferences/fdmsimple2dbssolver.cpp,
	  ql/experimental/finitedifferences/fdmsimple2dbssolver.hpp,
	  ql/experimental/finitedifferences/impliciteulerscheme.cpp,
	  ql/experimental/finitedifferences/impliciteulerscheme.hpp,
	  ql/experimental/finitedifferences/modifiedcraigsneydscheme.cpp,
	  ql/experimental/finitedifferences/modifiedcraigsneydscheme.hpp,
	  ql/experimental/inflation/polynomial2Dspline.hpp,
	  ql/instruments/overnightindexedswap.cpp,
	  ql/instruments/overnightindexedswap.hpp,
	  ql/math/randomnumbers/ranluxuniformrng.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateballand.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateballand.hpp,
	  ql/termstructures/inflation/seasonality.cpp,
	  ql/termstructures/inflation/seasonality.hpp,
	  ql/termstructures/volatility/inflation/Makefile.am,
	  ql/termstructures/yield/oisratehelper.cpp,
	  ql/termstructures/yield/oisratehelper.hpp, test-suite/fdheston.cpp,
	  test-suite/fdheston.hpp, test-suite/overnightindexedswap.cpp,
	  test-suite/overnightindexedswap.hpp:
	  
	  Fixed SVN properties

2009-10-19 15:59  Luigi Ballabio

	* [r16606] ql/cashflows/capflooredinflationcoupon.cpp,
	  ql/cashflows/inflationcouponpricer.cpp,
	  ql/cashflows/overnightindexedcoupon.cpp,
	  ql/cashflows/rangeaccrual.cpp, ql/experimental/credit/riskybond.cpp,
	  ql/experimental/finitedifferences/fdblackscholesasianengine.cpp,
	  ql/experimental/finitedifferences/fdmarithmeticaveragecondition.cpp,
	  ql/experimental/finitedifferences/fdmsimple2dbssolver.cpp,
	  ql/experimental/inflation/yoycapfloortermpricesurface.hpp,
	  ql/instruments/zerocouponinflationswap.cpp,
	  ql/math/optimization/endcriteria.hpp,
	  ql/pricingengines/inflation/inflationcapfloorengines.cpp,
	  ql/termstructures/inflation/inflationhelpers.cpp,
	  ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp,
	  ql/termstructures/inflation/piecewisezeroinflationcurve.hpp:
	  
	  Removed <iostream> inclusions.

2009-10-19 15:56  Luigi Ballabio

	* [r16605] ql/cashflows/inflationcoupon.hpp,
	  ql/cashflows/inflationcouponpricer.hpp,
	  ql/instruments/yearonyearinflationswap.hpp,
	  ql/termstructures/inflation/inflationhelpers.hpp:
	  
	  Cleaned up include guards.

2009-10-19 15:49  Ferdinando Ametrano

	* [r16604] ql/legacy/all.hpp:
	  
	  

2009-10-19 15:44  Luigi Ballabio

	* [r16603] ql/experimental/inflation/genericindexes.hpp,
	  ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp,
	  ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp,
	  ql/indexes/inflation/aucpi.hpp, ql/indexes/inflation/euhicp.hpp,
	  ql/indexes/inflation/frhicp.hpp, ql/indexes/inflation/ukrpi.hpp,
	  ql/indexes/inflation/uscpi.hpp, ql/indexes/inflationindex.cpp,
	  ql/indexes/inflationindex.hpp,
	  ql/pricingengines/inflation/inflationcapfloorengines.cpp,
	  ql/termstructures/inflation/inflationhelpers.cpp,
	  test-suite/inflationvolatility.cpp:
	  
	  Removed relinkable handles from inflation-index interface.
	  
	  Action at a distance (such as having the bootstrap process relink
	  the handle
	  inside an index) can be a bit too surprising. I uniformed the
	  behavior with
	  that of the rest of the library---and in so doing, I broke a test
	  that relied
	  on some hidden links. The test (which exercises experimental stuff)
	  has been
	  temporarily disabled, and the exercised classes have been marked as
	  buggy.

2009-10-19 15:42  Luigi Ballabio

	* [r16602] Readme.txt:
	  
	  Link changed.

2009-10-19 14:53  Luigi Ballabio

	* [r16601] test-suite/inflationcapflooredcoupon.cpp,
	  test-suite/inflationvolatility.cpp:
	  
	  Cleaned up tests.

2009-10-19 14:53  Luigi Ballabio

	* [r16600] ql/indexes/inflation/euhicp.hpp,
	  ql/indexes/inflation/ukrpi.hpp, ql/indexes/inflation/uscpi.hpp,
	  ql/indexes/inflationindex.cpp, ql/indexes/inflationindex.hpp:
	  
	  Removed hard tabs and trailing spaces.

2009-10-19 14:52  Luigi Ballabio

	* [r16599] ql/cashflows/indexedcashflow.cpp,
	  ql/cashflows/inflationcoupon.cpp:
	  
	  Used absolute inclusion paths.

2009-10-19 14:52  Luigi Ballabio

	* [r16598] ql/cashflows/indexedcashflow.cpp,
	  ql/cashflows/indexedcashflow.hpp, ql/cashflows/inflationcoupon.cpp,
	  test-suite/inflation.cpp:
	  
	  Renamed variables for consistency with the rest of the library.

2009-10-19 12:08  Luigi Ballabio

	* [r16597] test-suite/quantlibtestsuite.cpp:
	  
	  Removed obsolete legacy tests.

2009-10-19 11:10  Luigi Ballabio

	* [r16596] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, configure.ac, ql/legacy/Makefile.am,
	  ql/legacy/termstructures, test-suite/Makefile.am,
	  test-suite/compoundforward.cpp, test-suite/compoundforward.hpp,
	  test-suite/testsuite.dev, test-suite/testsuite_vc7.vcproj,
	  test-suite/testsuite_vc8.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  Removed legacy term structures.

2009-10-19 10:51  Ferdinando Ametrano

	* [r16595]
	  ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.cpp:
	  
	  avoided VC9 error (isn't it touchy ?!)

2009-10-19 10:33  Luigi Ballabio

	* [r16594] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, ql/experimental/inflation/Makefile.am:
	  
	  Removed deleted file from builds

2009-10-19 10:23  Ferdinando Ametrano

	* [r16593] ql/experimental/inflation/polynomial2Dspline.hpp:
	  
	  replaced hard tabs with 4 spaces

2009-10-19 10:13  Ferdinando Ametrano

	* [r16592]
	  ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.cpp:
	  
	  removed empty file

2009-10-19 09:56  Luigi Ballabio

	* [r16591] QuantLib.dev:
	  
	  Trimmed unused trailing entries from Dev-C++ project.

2009-10-19 09:48  Luigi Ballabio

	* [r16590] test-suite/inflationvolatility.cpp:
	  
	  Prevented unused-variable warning.

2009-10-19 09:41  Luigi Ballabio

	* [r16589] ql/cashflows/yoyinflationcoupon.cpp,
	  ql/instruments/makeyoyinflationcapfloor.cpp,
	  ql/termstructures/inflationtermstructure.cpp:
	  
	  Fixed data-member initialization order.

2009-10-19 09:41  Luigi Ballabio

	* [r16588] ql/termstructures/volatility/inflation/all.hpp:
	  
	  Added new all.hpp header to version control.

2009-10-19 09:39  Luigi Ballabio

	* [r16587] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj,
	  test-suite/testsuite_vc9.vcproj:
	  
	  Updated VC++ and Dev-C++ projects.

2009-10-19 08:59  Luigi Ballabio

	* [r16586] configure.ac, ql/experimental/overnightswap:
	  
	  Removed obsolete experimental/overnightswap folder.

2009-10-17 01:01  Chris Kenyon

	* [r16585] ql/experimental/models:
	  
	  Inflation tidy up.

2009-10-17 01:00  Chris Kenyon

	* [r16584] configure.ac, ql/cashflows/Makefile.am,
	  ql/cashflows/all.hpp, ql/cashflows/capflooredinflationcoupon.cpp,
	  ql/cashflows/capflooredinflationcoupon.hpp,
	  ql/cashflows/indexedcashflow.cpp, ql/cashflows/indexedcashflow.hpp,
	  ql/cashflows/inflationcoupon.cpp, ql/cashflows/inflationcoupon.hpp,
	  ql/cashflows/inflationcouponpricer.cpp,
	  ql/cashflows/inflationcouponpricer.hpp,
	  ql/cashflows/yoyinflationcoupon.cpp,
	  ql/cashflows/yoyinflationcoupon.hpp, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/inflation/Makefile.am,
	  ql/experimental/inflation/all.hpp,
	  ql/experimental/inflation/capflooredinflationcoupon.cpp,
	  ql/experimental/inflation/capflooredinflationcoupon.hpp,
	  ql/experimental/inflation/genericindexes.hpp,
	  ql/experimental/inflation/inflationcapfloor.cpp,
	  ql/experimental/inflation/inflationcapfloor.hpp,
	  ql/experimental/inflation/inflationcapfloorengines.cpp,
	  ql/experimental/inflation/inflationcapfloorengines.hpp,
	  ql/experimental/inflation/inflationcappedcouponpricer.cpp,
	  ql/experimental/inflation/inflationcappedcouponpricer.hpp,
	  ql/experimental/inflation/inflationcoupon.cpp,
	  ql/experimental/inflation/inflationcoupon.hpp,
	  ql/experimental/inflation/inflationcouponpricer.cpp,
	  ql/experimental/inflation/inflationcouponpricer.hpp,
	  ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp,
	  ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp,
	  ql/experimental/inflation/nominalyoyinflationcoupon.cpp,
	  ql/experimental/inflation/nominalyoyinflationcoupon.hpp,
	  ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp,
	  ql/experimental/inflation/polynomial2Dspline.hpp,
	  ql/experimental/inflation/yoycapfloortermpricesurface.cpp,
	  ql/experimental/inflation/yoycapfloortermpricesurface.hpp,
	  ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.cpp,
	  ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp,
	  ql/experimental/inflation/yoyoptionlethelpers.cpp,
	  ql/experimental/inflation/yoyoptionlethelpers.hpp,
	  ql/experimental/inflation/yoyoptionletstripper.hpp,
	  ql/experimental/inflation/yoyoptionletvolatilitystructures.hpp,
	  ql/experimental/overnightswap,
	  ql/experimental/overnightswap/Makefile.am,
	  ql/indexes/inflation/Makefile.am, ql/indexes/inflation/all.hpp,
	  ql/indexes/inflation/aucpi.hpp, ql/indexes/inflation/euhicp.hpp,
	  ql/indexes/inflation/frhicp.hpp, ql/indexes/inflation/ukrpi.hpp,
	  ql/indexes/inflation/uscpi.hpp, ql/indexes/inflationindex.cpp,
	  ql/indexes/inflationindex.hpp, ql/indexes/region.cpp,
	  ql/indexes/region.hpp, ql/instruments/Makefile.am,
	  ql/instruments/all.hpp, ql/instruments/inflationcapfloor.cpp,
	  ql/instruments/inflationcapfloor.hpp,
	  ql/instruments/inflationswap.cpp, ql/instruments/inflationswap.hpp,
	  ql/instruments/makeyoyinflationcapfloor.cpp,
	  ql/instruments/makeyoyinflationcapfloor.hpp,
	  ql/instruments/yearonyearinflationswap.cpp,
	  ql/instruments/yearonyearinflationswap.hpp,
	  ql/instruments/zerocouponinflationswap.cpp,
	  ql/instruments/zerocouponinflationswap.hpp,
	  ql/pricingengines/blackformula.cpp,
	  ql/pricingengines/blackformula.hpp,
	  ql/pricingengines/inflation/Makefile.am,
	  ql/pricingengines/inflation/all.hpp,
	  ql/pricingengines/inflation/discountinginflationswapengines.cpp,
	  ql/pricingengines/inflation/discountinginflationswapengines.hpp,
	  ql/pricingengines/inflation/inflationcapfloorengines.cpp,
	  ql/pricingengines/inflation/inflationcapfloorengines.hpp,
	  ql/termstructures/inflation/inflationhelpers.cpp,
	  ql/termstructures/inflation/inflationhelpers.hpp,
	  ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp,
	  ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp,
	  ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp,
	  ql/termstructures/inflation/piecewisezeroinflationcurve.hpp,
	  ql/termstructures/inflation/seasonality.hpp,
	  ql/termstructures/inflationtermstructure.cpp,
	  ql/termstructures/inflationtermstructure.hpp,
	  ql/termstructures/volatility/Makefile.am,
	  ql/termstructures/volatility/all.hpp,
	  ql/termstructures/volatility/inflation,
	  ql/termstructures/volatility/inflation/Makefile.am,
	  ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.cpp,
	  ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp,
	  test-suite/Makefile.am, test-suite/inflation.cpp,
	  test-suite/inflation.hpp, test-suite/inflationcapfloor.cpp,
	  test-suite/inflationcapfloor.hpp,
	  test-suite/inflationcapflooredcoupon.cpp,
	  test-suite/inflationcapflooredcoupon.hpp,
	  test-suite/inflationvol.cpp, test-suite/inflationvol.hpp,
	  test-suite/inflationvolatility.cpp,
	  test-suite/inflationvolatility.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Inflation update to deal with aged instruments. Now
	  caps/floors/cappedfloored coupons/etc are available (with tests).
	  Only constant inflation vol is in the trunk - stripping remains in
	  experimental. The backelierBlackFormula seems wrong, but in order
	  not to break anyone else's code I've added what I think the correct
	  version is as -2 (at least this is the correct version to use with
	  inflation). A few inflation-related files have been removed as they
	  are not important for the current update and have not been updated.

2009-10-16 10:05  Luigi Ballabio

	* [r16582] ql/experimental/overnightswap:
	  
	  Deleted empty directory

2009-10-16 10:04  Luigi Ballabio

	* [r16581] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.sln, QuantLib_vc9.vcproj, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj:
	  
	  Updated VC++ and Dev-C++ projects.

2009-10-16 09:41  Luigi Ballabio

	* [r16580] Examples/BermudanSwaption/BermudanSwaption_vc9.vcproj,
	  Examples/Bonds/Bonds_vc9.vcproj, Examples/CDS/CDS_vc9.vcproj,
	  Examples/CallableBonds/CallableBonds_vc9.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc9.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc9.vcproj,
	  Examples/EquityOption/EquityOption_vc9.vcproj,
	  Examples/FRA/FRA_vc9.vcproj,
	  Examples/FittedBondCurve/FittedBondCurve_vc9.vcproj,
	  Examples/Replication/Replication_vc9.vcproj,
	  Examples/Repo/Repo_vc9.vcproj, Examples/Swap/Swap_vc9.vcproj,
	  QuantLib_vc9.vcproj, ql/currencies/africa.hpp,
	  ql/currencies/america.hpp, ql/currencies/asia.hpp,
	  ql/currencies/europe.hpp, ql/currencies/oceania.hpp,
	  test-suite/testsuite_vc9.vcproj:
	  
	  Removed VC++ warning 4819.

2009-10-16 09:36  Luigi Ballabio

	* [r16579] ql/cashflows/Makefile.am, ql/cashflows/all.hpp,
	  ql/cashflows/overnightindexedcoupon.cpp,
	  ql/cashflows/overnightindexedcoupon.hpp,
	  ql/experimental/Makefile.am, ql/experimental/all.hpp,
	  ql/experimental/overnightswap/Makefile.am,
	  ql/experimental/overnightswap/all.hpp,
	  ql/experimental/overnightswap/makeois.cpp,
	  ql/experimental/overnightswap/makeois.hpp,
	  ql/experimental/overnightswap/oisratehelper.cpp,
	  ql/experimental/overnightswap/oisratehelper.hpp,
	  ql/experimental/overnightswap/overnightindexedcoupon.cpp,
	  ql/experimental/overnightswap/overnightindexedcoupon.hpp,
	  ql/experimental/overnightswap/overnightindexedswap.cpp,
	  ql/experimental/overnightswap/overnightindexedswap.hpp,
	  ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/makeois.cpp, ql/instruments/makeois.hpp,
	  ql/instruments/overnightindexedswap.cpp,
	  ql/instruments/overnightindexedswap.hpp,
	  ql/termstructures/yield/Makefile.am,
	  ql/termstructures/yield/all.hpp,
	  ql/termstructures/yield/oisratehelper.cpp,
	  ql/termstructures/yield/oisratehelper.hpp,
	  test-suite/overnightindexedswap.cpp:
	  
	  Moved overnight-indexed swaps from experimental tree to core
	  library.

2009-10-16 08:51  Luigi Ballabio

	* [r16578] ql/currencies/africa.hpp, ql/currencies/america.hpp,
	  ql/currencies/asia.hpp, ql/currencies/europe.hpp,
	  ql/currencies/oceania.hpp:
	  
	  Tentatively removed VC++9 warning.

2009-10-15 15:42  Ferdinando Ametrano

	* [r16576] ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp:
	  
	  fixed bug: missed exogenous discount curve.
	  If exogenous discount curve is provided as input the Handle could be
	  empty at construction time, but non-empty at calculation time

2009-10-14 15:16  Ferdinando Ametrano

	* [r16567] ql/experimental/overnightswap/overnightindexedcoupon.cpp,
	  ql/experimental/overnightswap/overnightindexedcoupon.hpp:
	  
	  - fixed flows analysis
	  - removed up obsolete OvernightIndexedCouponPricer
	  - cleaned up code

2009-10-13 14:14  Luigi Ballabio

	* [r16564] test-suite/overnightindexedswap.cpp,
	  test-suite/overnightindexedswap.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Renamed test class.

2009-10-12 17:36  Ferdinando Ametrano

	* [r16558] ql/experimental/overnightswap/overnightindexedswap.cpp,
	  ql/experimental/overnightswap/overnightindexedswap.hpp:
	  
	  rename methods and variables

2009-10-12 17:34  Ferdinando Ametrano

	* [r16557] ql/experimental/overnightswap/makeois.cpp,
	  ql/experimental/overnightswap/makeois.hpp,
	  ql/experimental/overnightswap/oisratehelper.cpp,
	  test-suite/overnightindexedswap.cpp:
	  
	  refactored MakeOIS to be more useful (and as side-effect more
	  similar to MakeVanillaSwap)

2009-10-12 13:33  Ferdinando Ametrano

	* [r16553] ql/instruments/makevanillaswap.cpp:
	  
	  fixed error slipped in in my last commit. apologies...

2009-10-12 13:00  Ferdinando Ametrano

	* [r16552] ql/instruments/makevanillaswap.cpp:
	  
	  improved error message

2009-10-12 10:16  Luigi Ballabio

	* [r16551] ql/experimental/overnightswap/Makefile.am,
	  ql/experimental/overnightswap/all.hpp:
	  
	  Added new files to autotools build.

2009-10-12 07:45  Ferdinando Ametrano

	* [r16550] test-suite/compoundoption.cpp:
	  
	  improved formatting

2009-10-09 17:42  Ferdinando Ametrano

	* [r16549] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2009-10-09 17:39  Ferdinando Ametrano

	* [r16548] QuantLib_vc8.vcproj,
	  ql/experimental/overnightswap/makeois.cpp,
	  ql/experimental/overnightswap/makeois.hpp,
	  ql/experimental/overnightswap/oisratehelper.cpp,
	  ql/experimental/overnightswap/oisratehelper.hpp,
	  ql/experimental/overnightswap/overnightindexedswap.cpp,
	  ql/experimental/overnightswap/overnightindexedswap.hpp,
	  test-suite/overnightindexedswap.cpp:
	  
	  - added MakeOIS factory and cleaned up constructors' code in order
	  to take better account of market conventions
	  - inverted OvernightIndexedSwap::Payer/Receiver as in
	  VanillaSwap::Payer/Receiver
	  - added QuantLibAddin::OvernightIndexedSwap

2009-10-09 14:49  Ferdinando Ametrano

	* [r16547] ql/instruments/vanillaswap.cpp,
	  ql/instruments/vanillaswap.hpp:
	  
	  modified formatting

2009-10-09 14:47  Ferdinando Ametrano

	* [r16546] ql/time/period.cpp, ql/time/schedule.cpp:
	  
	  mapped 0*Years Period into Once Frequency, keeping 0*Days as
	  NoFrequency. More elegant solutions would be appreciated

2009-10-09 07:45  Ferdinando Ametrano

	* [r16545] ql/experimental/math/fastfouriertransform.hpp:
	  
	  avoided VC9 error. Hopefully the fix is correct (test-suite does not
	  fail)

2009-10-08 15:27  Ferdinando Ametrano

	* [r16543] test-suite/quantlibtestsuite.cpp:
	  
	  

2009-10-08 15:10  Ferdinando Ametrano

	* [r16542] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2009-10-08 15:08  Ferdinando Ametrano

	* [r16541] test-suite/Makefile.am, test-suite/eoniaswap.cpp,
	  test-suite/eoniaswap.hpp, test-suite/overnightindexedswap.cpp,
	  test-suite/overnightindexedswap.hpp,
	  test-suite/testsuite_vc8.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  

2009-10-08 14:57  Ferdinando Ametrano

	* [r16540] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj,
	  ql/experimental/overnightswap/Makefile.am,
	  ql/experimental/overnightswap/all.hpp,
	  ql/experimental/overnightswap/eoniacoupon.cpp,
	  ql/experimental/overnightswap/eoniacoupon.hpp,
	  ql/experimental/overnightswap/eoniaswap.cpp,
	  ql/experimental/overnightswap/eoniaswap.hpp,
	  ql/experimental/overnightswap/eoniaswaphelper.cpp,
	  ql/experimental/overnightswap/eoniaswaphelper.hpp,
	  ql/experimental/overnightswap/oisratehelper.cpp,
	  ql/experimental/overnightswap/oisratehelper.hpp,
	  ql/experimental/overnightswap/overnightindexedcoupon.cpp,
	  ql/experimental/overnightswap/overnightindexedcoupon.hpp,
	  ql/experimental/overnightswap/overnightindexedswap.cpp,
	  ql/experimental/overnightswap/overnightindexedswap.hpp:
	  
	  renamed overnight related files. They are ready to be moved out of
	  experimental in my opinion

2009-10-08 14:42  Ferdinando Ametrano

	* [r16539] ql/experimental/overnightswap/eoniacoupon.hpp,
	  ql/experimental/overnightswap/eoniaswap.hpp:
	  
	  

2009-10-08 14:38  Ferdinando Ametrano

	* [r16538] ql/experimental/overnightswap/eoniaswaphelper.cpp,
	  ql/experimental/overnightswap/eoniaswaphelper.hpp:
	  
	  added DatedOISRateHelper, useful for ECB dated OIS

2009-10-08 14:27  Ferdinando Ametrano

	* [r16537] ql/time/imm.hpp:
	  
	  

2009-10-08 14:27  Ferdinando Ametrano

	* [r16536] ql/time/ecb.cpp, ql/time/ecb.hpp:
	  
	  added ECB "codes" handling

2009-10-08 09:23  Luigi Ballabio

	* [r16535] ql/indexes/ibor/Makefile.am, ql/indexes/ibor/all.hpp:
	  
	  Added new files to autotools build.

2009-10-08 09:22  Luigi Ballabio

	* [r16534] ql/experimental/math/complexarray.hpp,
	  ql/math/complexarray.hpp:
	  
	  Moved tentative ComplexArray implementation to experimental tree.

2009-10-08 09:22  Luigi Ballabio

	* [r16533] test-suite/fastfouriertransform.cpp,
	  test-suite/fastfouriertransform.hpp:
	  
	  Removed obsolete construction test.

2009-10-08 09:22  Luigi Ballabio

	* [r16532] ql/experimental/math/fastfouriertransform.hpp,
	  test-suite/fastfouriertransform.cpp:
	  
	  Improved FFT interface (thanks to Slava Mazur.)

2009-10-08 09:21  Luigi Ballabio

	* [r16531] Bugs.txt:
	  
	  Added short readme about known bugs.

2009-10-08 09:21  Luigi Ballabio

	* [r16529] test-suite/factorial.cpp:
	  
	  Unified similar test-case branches.

2009-10-07 11:33  Ferdinando Ametrano

	* [r16528] QuantLib_vc8.vcproj,
	  ql/experimental/overnightswap/eoniacoupon.cpp,
	  ql/experimental/overnightswap/eoniacoupon.hpp,
	  ql/experimental/overnightswap/eoniaswap.cpp,
	  ql/experimental/overnightswap/eoniaswap.hpp,
	  ql/experimental/overnightswap/eoniaswaphelper.cpp,
	  ql/experimental/overnightswap/eoniaswaphelper.hpp,
	  ql/indexes/ibor/eonia.cpp, ql/indexes/ibor/eonia.hpp,
	  ql/indexes/ibor/euribor.cpp, ql/indexes/ibor/euribor.hpp,
	  test-suite/eoniaswap.cpp:
	  
	  - generalized from Eonia to OvernightIndex
	  - removed DailyTenorEuribor (Eonia should be used instead)

2009-10-07 08:56  Ferdinando Ametrano

	* [r16525] ql/indexes/iborindex.cpp, ql/indexes/iborindex.hpp:
	  
	  fixed capitalization

2009-10-07 08:37  Ferdinando Ametrano

	* [r16524] ql/indexes/iborindex.cpp, ql/indexes/iborindex.hpp:
	  
	  introduced OverNightIndex

2009-10-07 08:36  Ferdinando Ametrano

	* [r16523] ql/indexes/ibor/eurlibor.hpp:
	  
	  

2009-10-06 09:21  Luigi Ballabio

	* [r16521] Contributors.txt, Docs/pages/authors.docs,
	  ql/experimental/math/fastfouriertransform.hpp,
	  test-suite/fastfouriertransform.cpp,
	  test-suite/fastfouriertransform.hpp:
	  
	  Added explicit methods for direct and inverse FFT.
	  
	  Thanks to Adrian O'Neill for the heads-up and to Slava Mazur for the
	  solution.
	  A new test case was also added.

2009-10-05 16:03  Luigi Ballabio

	* [r16520] ql/math/interpolations/kernelinterpolation.hpp,
	  ql/math/interpolations/kernelinterpolation2d.hpp,
	  test-suite/interpolations.cpp:
	  
	  Kernel functions no longer need to be wrapped in shared pointers.

2009-10-05 16:03  Luigi Ballabio

	* [r16519] ql/math/interpolations/Makefile.am,
	  ql/math/interpolations/all.hpp,
	  ql/math/interpolations/kernelinterpolation2d.hpp,
	  test-suite/interpolations.cpp, test-suite/interpolations.hpp:
	  
	  Added 2D kernel interpolation (thanks to Dimitri Reiswich.)

2009-10-05 16:02  Luigi Ballabio

	* [r16518] ql/math/interpolations/kernelinterpolation.hpp,
	  test-suite/interpolations.cpp:
	  
	  Kernel interpolation works with generic functor (thanks to Dimitri
	  Reiswich.)

2009-10-05 09:06  Luigi Ballabio

	* [r16517]
	  ql/termstructures/volatility/optionlet/optionletstripper1.cpp:
	  
	  Fixed variable initialization (thanks to Fabio Ramponi.)

2009-10-02 16:19  Ferdinando Ametrano

	* [r16516] test-suite/dates.cpp:
	  
	  

2009-10-02 16:12  Ferdinando Ametrano

	* [r16515] test-suite/testsuite_vc8.vcproj:
	  
	  Disabled language extensions for VC8. The same cannot be applied to
	  VC9, as it throws errors when compiling piecewise bootstrapping code
	  (yield, credit, and inflation)

2009-10-02 16:09  Ferdinando Ametrano

	* [r16514] test-suite/matrices.cpp:
	  
	  - fixed improper (erroneous ?) usage of variable i as Size and const
	  Real& in the same scope (discovered "using disable language
	  extensions")
	  - restored commented out tests (why were they commented out?)

2009-10-02 15:52  Ferdinando Ametrano

	* [r16513] test-suite/swapforwardmappings.cpp:
	  
	  removed useless const

2009-10-02 14:09  Luigi Ballabio

	* [r16512] ql/time/Makefile.am, ql/time/all.hpp:
	  
	  Added new files to autotools build.

2009-10-02 13:21  Ferdinando Ametrano

	* [r16510] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj:
	  
	  VC8/9 catching up

2009-10-02 13:18  Ferdinando Ametrano

	* [r16509] ql/time/ecb.cpp, ql/time/ecb.hpp, test-suite/dates.cpp,
	  test-suite/dates.hpp:
	  
	  added ECB reserve maintenance start dates functions and their test

2009-10-01 07:44  Ferdinando Ametrano

	* [r16505] ql/experimental/overnightswap/eoniacoupon.cpp,
	  ql/experimental/overnightswap/eoniacoupon.hpp:
	  
	  added EoniaCouponPricer2: it improves computational performance
	  compared to EoniaCouponPricer using telescopic property to avoid
	  multiple forward fixings estimation. There's still quite some work
	  to do...

2009-10-01 07:34  Ferdinando Ametrano

	* [r16504] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj,
	  test-suite/testsuite_vc8.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  VC8/9 catching up

2009-10-01 07:34  Ferdinando Ametrano

	* [r16503] ql/cashflows/floatingratecoupon.cpp:
	  
	  

2009-09-30 16:24  Ferdinando Ametrano

	* [r16502] ql/cashflows/iborcoupon.cpp:
	  
	  fixed improper error message

2009-09-30 15:24  Ferdinando Ametrano

	* [r16501] ql/cashflows/iborcoupon.hpp:
	  
	  

2009-09-30 15:22  Ferdinando Ametrano

	* [r16500] ql/cashflows/iborcoupon.cpp:
	  
	  moved check later in the code, where needed

2009-09-30 14:14  Luigi Ballabio

	* [r16499] Examples/CDS/CDS.cpp,
	  ql/termstructures/credit/defaultprobabilityhelpers.cpp,
	  ql/time/dategenerationrule.cpp, ql/time/dategenerationrule.hpp,
	  ql/time/schedule.cpp, test-suite/defaultprobabilitycurves.cpp:
	  
	  Added old (short/long coupon) CDS rule (thanks to Jose Aparicio.)
	  
	  Also, according to market conventions, termination date is now
	  unadjusted
	  for the CDS built inside the helpers.

2009-09-30 12:47  Luigi Ballabio

	* [r16498] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/math,
	  ql/experimental/math/Makefile.am, ql/experimental/math/all.hpp,
	  ql/experimental/math/fastfouriertransform.hpp,
	  ql/math/fastfouriertransform.hpp, test-suite/Makefile.am,
	  test-suite/fastfouriertransform.cpp,
	  test-suite/fastfouriertransform.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Added new FFT implementation (thanks to Slava Mazur.)
	  
	  The new implementation was moved to the experimental tree.
	  A test case is provided.

2009-09-30 12:46  Luigi Ballabio

	* [r16496] ql/pricingengines/latticeshortratemodelengine.hpp:
	  
	  Update() correctly calls base-class implementation.

2009-09-29 09:21  Luigi Ballabio

	* [r16493] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc9.vcproj:
	  
	  Updated VC7, VC9 and Dev-C++ projects

2009-09-28 19:53  Klaus Spanderen

	* [r16491] ql/methods/montecarlo/longstaffschwartzpathpricer.hpp:
	  
	  fixed comment

2009-09-22 11:31  Ferdinando Ametrano

	* [r16487] ql/termstructures/yield/bondhelpers.cpp:
	  
	  fixed bug

2009-09-22 09:33  Ferdinando Ametrano

	* [r16486] ql/interestrate.cpp:
	  
	  fixed typo

2009-09-22 08:46  Ferdinando Ametrano

	* [r16485] ql/instruments/forward.cpp, ql/interestrate.cpp,
	  ql/interestrate.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/termstructures/yield/zerospreadedtermstructure.hpp,
	  ql/termstructures/yieldtermstructure.cpp, test-suite/cashflows.cpp,
	  test-suite/interestrates.cpp:
	  
	  - removed InterestRate constructor's default parameters, avoiding
	  non-explicit constructor as side effect
	  - reordered InterestRate member functions' input parameters,
	  allowing for extra dates needed by some DayCounter
	  - fixed checks
	  - exported to Excel the InterestRate full interface (thanks to Piter
	  Dias)

2009-09-21 13:37  Ferdinando Ametrano

	* [r16484] ql/pricingengines/bond/bondfunctions.cpp:
	  
	  fixed bug: InterestRate non-explicit constructor was used instead of
	  input parameters

2009-09-18 09:21  Luigi Ballabio

	* [r16481] Docs/pages/license.docs, LICENSE.TXT,
	  ql/cashflows/fixedratecoupon.cpp, ql/cashflows/fixedratecoupon.hpp,
	  ql/instruments/bonds/fixedratebond.cpp,
	  ql/instruments/bonds/fixedratebond.hpp, test-suite/bonds.cpp:
	  
	  Added fixed-rate bond constructor taking InterestRates (thanks to
	  Piter Dias.)
	  
	  Also reverts Rev16477 so that shared_ptr<InterestRate> is no longer
	  used.
	  The new constructor is exported to addins as qlFixedRateBond2.

2009-09-16 14:14  Ferdinando Ametrano

	* [r16477] ql/cashflows/fixedratecoupon.cpp,
	  ql/cashflows/fixedratecoupon.hpp, test-suite/bonds.cpp:
	  
	  switched from vector<InterestRate> to
	  vector<shared_prt<InterestRate> >

2009-09-16 08:08  Luigi Ballabio

	* [r16472] ql/indexes/swap/chfliborswap.cpp,
	  ql/indexes/swap/chfliborswap.hpp, ql/indexes/swap/euriborswap.cpp,
	  ql/indexes/swap/euriborswap.hpp, ql/indexes/swap/eurliborswap.cpp,
	  ql/indexes/swap/eurliborswap.hpp, ql/indexes/swap/gbpliborswap.cpp,
	  ql/indexes/swap/gbpliborswap.hpp, ql/indexes/swap/jpyliborswap.cpp,
	  ql/indexes/swap/jpyliborswap.hpp, ql/indexes/swap/usdliborswap.cpp,
	  ql/indexes/swap/usdliborswap.hpp, ql/indexes/swapindex.cpp,
	  ql/indexes/swapindex.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube2.hpp,
	  test-suite/cms.cpp, test-suite/rangeaccrual.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  Reverting Rev16469 for the time being

2009-09-15 16:27  Ferdinando Ametrano

	* [r16471] ql/cashflows/fixedratecoupon.cpp,
	  ql/cashflows/fixedratecoupon.hpp,
	  ql/experimental/amortizingbonds/amortizingfixedratebond.cpp,
	  ql/experimental/callablebonds/callablebond.cpp,
	  ql/experimental/credit/nthtodefault.cpp,
	  ql/experimental/credit/syntheticcdoengines.cpp,
	  ql/experimental/overnightswap/eoniaswap.cpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/fixedratebond.cpp,
	  ql/instruments/creditdefaultswap.cpp,
	  ql/instruments/vanillaswap.cpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  test-suite/assetswap.cpp, test-suite/bonds.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/swap.cpp:
	  
	  - removed unused dayCounter input parameter from the
	  InterestRate-based FixedRateCoupon constructor
	  - moved dayCounter input parameter from FixedRateLeg constructor to
	  the appropriate methods

2009-09-15 13:23  Luigi Ballabio

	* [r16470] Contributors.txt, Docs/pages/authors.docs:
	  
	  Amendment to the previous commit

2009-09-15 13:15  Luigi Ballabio

	* [r16469] ql/indexes/swap/chfliborswap.cpp,
	  ql/indexes/swap/chfliborswap.hpp, ql/indexes/swap/euriborswap.cpp,
	  ql/indexes/swap/euriborswap.hpp, ql/indexes/swap/eurliborswap.cpp,
	  ql/indexes/swap/eurliborswap.hpp, ql/indexes/swap/gbpliborswap.cpp,
	  ql/indexes/swap/gbpliborswap.hpp, ql/indexes/swap/jpyliborswap.cpp,
	  ql/indexes/swap/jpyliborswap.hpp, ql/indexes/swap/usdliborswap.cpp,
	  ql/indexes/swap/usdliborswap.hpp, ql/indexes/swapindex.cpp,
	  ql/indexes/swapindex.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube2.hpp,
	  test-suite/cms.cpp, test-suite/rangeaccrual.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  Added factory method to swap indexes (thanks to Yan Kuang.)

2009-09-14 19:23  Klaus Spanderen

	* [r16468] ql/experimental/overnightswap/Makefile.am,
	  ql/experimental/overnightswap/all.hpp:
	  
	  removed eonia.cpp and eonia.hpp from Makefile.am

2009-09-14 15:24  Ferdinando Ametrano

	* [r16464] QuantLib_vc8.vcproj,
	  ql/experimental/overnightswap/eonia.cpp,
	  ql/experimental/overnightswap/eonia.hpp,
	  ql/experimental/overnightswap/eoniacoupon.cpp,
	  ql/experimental/overnightswap/eoniacoupon.hpp,
	  ql/experimental/overnightswap/eoniaswap.hpp,
	  ql/experimental/overnightswap/eoniaswaphelper.cpp,
	  ql/experimental/overnightswap/eoniaswaphelper.hpp,
	  ql/indexes/ibor/euribor.cpp, ql/indexes/ibor/euribor.hpp,
	  test-suite/eoniaswap.cpp:
	  
	  moved Eonia index into Euribor family inheriting from
	  DailyTenorEuribor

2009-09-13 20:37  Klaus Spanderen

	* [r16463] ql/methods/montecarlo/lsmbasissystem.cpp:
	  
	  added extra QL_REQUIRE to check dimension of the basis system

2009-09-12 18:16  Klaus Spanderen

	* [r16462] ql/methods/montecarlo/lsmbasissystem.cpp:
	  
	  added extra QL_REQUIRE to check dimension of the basis system

2009-09-11 08:55  Luigi Ballabio

	* [r16461]
	  ql/experimental/compoundoption/analyticcompoundoptionengine.hpp,
	  ql/experimental/finitedifferences/fdmquantohelper.hpp,
	  ql/experimental/inflation/yoycapfloortermpricesurface.hpp,
	  ql/indexes/inflation/frhicp.hpp,
	  ql/math/matrixutilities/pseudosqrt.hpp,
	  ql/math/randomnumbers/ranluxuniformrng.hpp,
	  ql/pricingengines/vanilla/batesengine.hpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp:
	  
	  Fixes for documentation.

2009-09-10 08:38  Luigi Ballabio

	* [r16455] ql/experimental/credit/distribution.cpp:
	  
	  Allow for rounding errors in precondition.

2009-09-10 08:33  Luigi Ballabio

	* [r16454] ql/handle.hpp:
	  
	  Added convenience constructors (thanks to Andrew Kolesnikov.)

2009-09-09 10:35  Luigi Ballabio

	* [r16453] ql/experimental/callablebonds/treecallablebondengine.cpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.cpp,
	  ql/experimental/models/twomixmodelengines.cpp,
	  ql/pricingengines/capfloor/analyticcapfloorengine.cpp,
	  ql/pricingengines/capfloor/treecapfloorengine.cpp,
	  ql/pricingengines/genericmodelengine.hpp,
	  ql/pricingengines/swap/treeswapengine.cpp,
	  ql/pricingengines/swaption/jamshidianswaptionengine.cpp,
	  ql/pricingengines/swaption/treeswaptionengine.cpp,
	  ql/pricingengines/vanilla/batesengine.cpp:
	  
	  Enabled Handles in GenericModelEngine class.

2009-09-07 10:37  Luigi Ballabio

	* [r16451]
	  ql/experimental/finitedifferences/fdblackscholesasianengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesasianengine.hpp,
	  ql/experimental/finitedifferences/fdmamericanstepcondition.cpp,
	  ql/experimental/finitedifferences/fdmarithmeticaveragecondition.cpp,
	  ql/experimental/finitedifferences/fdmarithmeticaveragecondition.hpp,
	  ql/experimental/finitedifferences/fdmblackscholesop.cpp,
	  ql/experimental/finitedifferences/fdmhestonop.cpp,
	  ql/experimental/finitedifferences/fdmhestonop.hpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.cpp,
	  ql/experimental/finitedifferences/fdmquantohelper.cpp,
	  ql/experimental/finitedifferences/fdmquantohelper.hpp,
	  ql/experimental/finitedifferences/fdmsimple2dbssolver.cpp,
	  ql/experimental/finitedifferences/fdmsimple2dbssolver.hpp,
	  ql/experimental/finitedifferences/triplebandlinearop.cpp,
	  ql/experimental/inflation/polynomial2Dspline.hpp,
	  ql/math/optimization/simplex.cpp,
	  ql/methods/finitedifferences/finitedifferencemodel.hpp,
	  ql/termstructures/yield/ratehelpers.cpp,
	  test-suite/asianoptions.cpp, test-suite/inflationvol.hpp:
	  
	  Replaced hard-tabs with spaces.

2009-09-07 10:26  Chris Kenyon

	* [r16450] ql/experimental/inflation/inflationcappedcouponpricer.hpp:
	  
	  Tidy up documentation slightly.

2009-09-07 09:50  Luigi Ballabio

	* [r16449] test-suite/assetswap.cpp, test-suite/barrieroption.cpp,
	  test-suite/europeanoption.cpp, test-suite/fdheston.cpp,
	  test-suite/fdmlinearop.cpp, test-suite/hestonmodel.cpp,
	  test-suite/interpolations.cpp,
	  test-suite/linearleastsquaresregression.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  Fixed test-suite output.

2009-09-07 09:48  Luigi Ballabio

	* [r16448] test-suite/inflationvol.cpp:
	  
	  Ensured resetting of evaluation date.

2009-09-07 08:03  Luigi Ballabio

	* [r16447] ql/experimental/models/twomixmodelengines.cpp:
	  
	  Fixed assertions.

2009-09-04 14:42  Luigi Ballabio

	* [r16446] ql/experimental/credit/defaultprobabilitykey.cpp,
	  ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp:
	  
	  Avoided compilation warnings with VC++

2009-09-04 12:40  Luigi Ballabio

	* [r16445] ql/experimental/inflation/polynomial2Dspline.hpp:
	  
	  Fixed misspelled name.

2009-09-04 12:37  Luigi Ballabio

	* [r16444] Contributors.txt, Docs/pages/authors.docs,
	  Docs/pages/license.docs, LICENSE.TXT,
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.cpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdmamericanstepcondition.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesop.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesop.hpp,
	  ql/experimental/finitedifferences/fdmblackscholessolver.cpp,
	  ql/experimental/finitedifferences/fdmblackscholessolver.hpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.cpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.hpp,
	  ql/experimental/finitedifferences/fdminnervaluecalculator.cpp,
	  ql/experimental/finitedifferences/fdminnervaluecalculator.hpp,
	  ql/experimental/inflation/polynomial2Dspline.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateballand.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateballand.hpp:
	  
	  Updated copyrights and contributor list.

2009-09-04 12:37  Luigi Ballabio

	* [r16443] ql/math/matrix.cpp:
	  
	  Fixed mismatched conditions

2009-09-02 14:17  Luigi Ballabio

	* [r16437] QuantLib.dev, QuantLib_vc7.vcproj:
	  
	  Updated VC7 and Dev-C++ projects

2009-09-02 12:36  Luigi Ballabio

	* [r16436] ql/experimental/credit/recursivecdoengine.hpp:
	  
	  Fixed inclusion order

2009-09-02 11:25  Luigi Ballabio

	* [r16435] ql/experimental/credit/recursivecdoengine.hpp,
	  ql/experimental/finitedifferences/concentrating1dmesher.hpp,
	  ql/experimental/finitedifferences/fdmblackscholesmesher.hpp,
	  ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.hpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.hpp,
	  ql/experimental/finitedifferences/fdmhullwhitemesher.hpp,
	  ql/experimental/finitedifferences/fdminnervaluecalculator.hpp,
	  ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp,
	  ql/instruments/assetswap.hpp,
	  ql/math/linearleastsquaresregression.hpp:
	  
	  Enforced self-consistency of header files.

2009-09-02 08:43  Luigi Ballabio

	* [r16434] ql/pricingengines/basket/mcamericanbasketengine.cpp:
	  
	  Removed unused requirement.

2009-09-01 16:18  Luigi Ballabio

	* [r16433] ql/time/calendar.hpp:
	  
	  Reversed latest change pending investigation

2009-09-01 16:06  Luigi Ballabio

	* [r16432] ql/time/calendar.hpp:
	  
	  Amending previous commit---I meant thanks to Dimitri Reiswich

2009-09-01 16:01  Luigi Ballabio

	* [r16431] ql/time/calendar.hpp:
	  
	  Fixed end-of-month detection (thanks to Andrea Odetti.)

2009-09-01 12:46  Ferdinando Ametrano

	* [r16427] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj:
	  
	  Vc8/VC9 catching up

2009-09-01 04:43  Klaus Spanderen

	* [r16426]
	  ql/experimental/finitedifferences/fdhestonbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.cpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.cpp:
	  
	  improved parameters for Heston variance mesher

2009-08-31 15:35  Luigi Ballabio

	* [r16425] ql/math/integrals/gaussianorthogonalpolynomial.cpp,
	  ql/math/integrals/gaussianorthogonalpolynomial.hpp,
	  ql/math/integrals/gaussianquadratures.hpp,
	  ql/methods/montecarlo/lsmbasissystem.cpp,
	  ql/methods/montecarlo/lsmbasissystem.hpp,
	  ql/pricingengines/basket/mcamericanbasketengine.cpp,
	  ql/pricingengines/vanilla/analytichestonengine.cpp,
	  ql/pricingengines/vanilla/analytichestonengine.hpp,
	  ql/pricingengines/vanilla/mcamericanengine.cpp,
	  test-suite/gaussianquadratures.cpp, test-suite/hestonmodel.cpp,
	  test-suite/mclongstaffschwartzengine.cpp:
	  
	  Fixed spelling

2009-08-31 14:05  Luigi Ballabio

	* [r16424] test-suite/utilities.hpp:
	  
	  Fixes for Boost 1.40

2009-08-28 20:10  Klaus Spanderen

	* [r16423] ql/pricingengines/vanilla/analytichestonengine.cpp:
	  
	  better handling of very small \sigma

2009-08-28 19:57  Klaus Spanderen

	* [r16422] ql/pricingengines/vanilla/analytichestonengine.cpp:
	  
	  better handling of very small \sigma

2009-08-28 15:51  Luigi Ballabio

	* [r16421] ql/instruments/creditdefaultswap.cpp,
	  ql/instruments/creditdefaultswap.hpp, ql/time/calendars/Makefile.am,
	  ql/time/calendars/all.hpp, ql/time/calendars/weekendsonly.cpp,
	  ql/time/calendars/weekendsonly.hpp:
	  
	  Added weekend-only calendar

2009-08-28 14:17  Luigi Ballabio

	* [r16420] ql/instruments/creditdefaultswap.cpp,
	  ql/instruments/creditdefaultswap.hpp:
	  
	  Added conventional CDS spread calculation (thanks to Jose Aparicio.)

2009-08-28 13:53  Luigi Ballabio

	* [r16419] ql/instruments/creditdefaultswap.cpp,
	  ql/instruments/creditdefaultswap.hpp,
	  ql/pricingengines/credit/integralcdsengine.cpp,
	  ql/pricingengines/credit/midpointcdsengine.cpp,
	  ql/termstructures/credit/defaultprobabilityhelpers.cpp,
	  ql/termstructures/credit/defaultprobabilityhelpers.hpp:
	  
	  Added delay for CDS upfront (thanks to Jose Aparicio.)

2009-08-27 12:34  Luigi Ballabio

	* [r16418] ql/Makefile.am, ql/auto_link.hpp, ql/qldefines.hpp,
	  ql/quantlib.hpp, ql/version.hpp, test-suite/quantlibbenchmark.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Moved version number to separate file to avoid library recompilation

2009-08-22 06:57  Roland Lichters

	* [r16417] ql/experimental/credit/issuer.hpp:
	  
	  public typedef key_curve_pair

2009-08-22 06:42  Roland Lichters

	* [r16416] ql/experimental/credit/recursivecdoengine.hpp:
	  
	  added include

2009-08-18 20:09  Klaus Spanderen

	* [r16415]
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.hpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp,
	  test-suite/barrieroption.cpp:
	  
	  added damping steps to FD Black-Scholes Barrier Engine (thanks nando
	  for the advice)

2009-08-18 20:04  Klaus Spanderen

	* [r16414] test-suite/hestonmodel.cpp:
	  
	  enable all heston model test cases

2009-08-18 18:57  Klaus Spanderen

	* [r16413]
	  ql/experimental/finitedifferences/fdmhestonvariancemesher.cpp:
	  
	  parameter change for GaussLobatto Integration within
	  HestonVarianceMesher

2009-08-18 08:57  Ferdinando Ametrano

	* [r16411] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj:
	  
	  VC8/9 catching up

2009-08-18 08:57  Ferdinando Ametrano

	* [r16410]
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.cpp:
	  
	  added missing damping steps input parameter. Klaus please confirm
	  the fix is correct

2009-08-18 05:14  Klaus Spanderen

	* [r16409]
	  ql/experimental/finitedifferences/fdmhestonvariancemesher.cpp,
	  test-suite/hestonmodel.cpp:
	  
	  applied better "skew hint"

2009-08-18 05:12  Klaus Spanderen

	* [r16408]
	  ql/experimental/finitedifferences/fdhestonbarrierengine.hpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.hpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.hpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.hpp,
	  ql/experimental/finitedifferences/fdmbackwardsolver.hpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhitesolver.hpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.hpp,
	  test-suite/fdheston.cpp:
	  
	  fixed MCVS warnings

2009-08-16 12:25  Klaus Spanderen

	* [r16407]
	  ql/experimental/finitedifferences/fdmhestonvariancemesher.cpp,
	  test-suite/hestonmodel.cpp:
	  
	  added "skew hint" for large sigma/kappa ratios

2009-08-15 14:55  Klaus Spanderen

	* [r16406] ql/experimental/finitedifferences/Makefile.am,
	  ql/experimental/finitedifferences/all.hpp,
	  ql/experimental/finitedifferences/fdmbackwardsolver.cpp,
	  ql/experimental/finitedifferences/fdmbackwardsolver.hpp,
	  ql/experimental/finitedifferences/modifiedcraigsneydscheme.cpp,
	  ql/experimental/finitedifferences/modifiedcraigsneydscheme.hpp,
	  test-suite/fdheston.cpp:
	  
	  added modified Craig-Sneyd scheme, see "ADI finite difference
	  schemes for option pricingin the Heston model with correlation" by
	  K. J. in ’t Hout and S. Foulon

2009-08-15 09:47  Klaus Spanderen

	* [r16405]
	  ql/experimental/finitedifferences/fdhestonbarrierengine.hpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.hpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.hpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.hpp,
	  ql/experimental/finitedifferences/fdmbackwardsolver.hpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhitesolver.hpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.hpp,
	  test-suite/fdheston.cpp:
	  
	  changed default for Hundsdorfer scheme towards theta=0.5+sqrt(3)/6
	  as recommended in "ADI finite difference schemes for option
	  pricingin the Heston model with correlation" by K. J. in ’t Hout and
	  S. Foulon

2009-08-14 11:45  Klaus Spanderen

	* [r16404] test-suite/fdheston.cpp:
	  
	  added explicit scheme fdm test case

2009-08-14 10:28  Luigi Ballabio

	* [r16403] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj:
	  
	  Updated Windows projects

2009-08-14 09:01  Luigi Ballabio

	* [r16402] acinclude.m4, configure.ac,
	  ql/experimental/finitedifferences/concentrating1dmesher.cpp:
	  
	  Added configure check for asinh function

2009-08-13 14:55  Luigi Ballabio

	* [r16401]
	  ql/experimental/finitedifferences/concentrating1dmesher.cpp:
	  
	  Added std namespace to math calls

2009-08-13 13:32  Plamen Neykov

	* [r16400]
	  ql/experimental/finitedifferences/concentrating1dmesher.cpp:
	  
	  eol-style property set ...

2009-08-13 13:28  Plamen Neykov

	* [r16399]
	  ql/experimental/finitedifferences/concentrating1dmesher.cpp:
	  
	  in WIN 32 asinh is missing - added macro to calculate it.
	  see http://msdn.microsoft.com/en-us/library/w3t84e33%28VS.71%29.aspx
	  for details

2009-08-12 22:47  Klaus Spanderen

	* [r16398] test-suite/europeanoption.cpp:
	  
	  fixed local vol tests

2009-08-12 22:01  Klaus Spanderen

	* [r16397] ql/experimental/finitedifferences/Makefile.am,
	  ql/experimental/finitedifferences/all.hpp,
	  ql/experimental/finitedifferences/bicgstab.cpp,
	  ql/experimental/finitedifferences/expliciteulerscheme.cpp,
	  ql/experimental/finitedifferences/expliciteulerscheme.hpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.hpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.hpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.hpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.cpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.hpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.hpp,
	  ql/experimental/finitedifferences/fdmbackwardsolver.cpp,
	  ql/experimental/finitedifferences/fdmbackwardsolver.hpp,
	  ql/experimental/finitedifferences/fdmblackscholesop.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesop.hpp,
	  ql/experimental/finitedifferences/fdmblackscholessolver.cpp,
	  ql/experimental/finitedifferences/fdmblackscholessolver.hpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhiteop.cpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhiteop.hpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhitesolver.cpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhitesolver.hpp,
	  ql/experimental/finitedifferences/fdmhestonop.cpp,
	  ql/experimental/finitedifferences/fdmhestonop.hpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.cpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.hpp,
	  ql/experimental/finitedifferences/fdmlinearopcomposite.hpp,
	  ql/experimental/finitedifferences/impliciteulerscheme.cpp,
	  ql/experimental/finitedifferences/impliciteulerscheme.hpp,
	  test-suite/fdmlinearop.cpp:
	  
	  added damping for fdm splitting schemes

2009-08-12 14:12  Luigi Ballabio

	* [r16396] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  Updated Windows projects

2009-08-12 14:06  Luigi Ballabio

	* [r16395] ql/experimental/finitedifferences/fdmhestoninnervalue.hpp:
	  
	  Removed obsolete file

2009-08-12 10:36  Luigi Ballabio

	* [r16394] ql/time/schedule.cpp:
	  
	  Fixed IMM-date detection (thanks to Radu Mondescu

2009-08-10 13:58  Luigi Ballabio

	* [r16393] ql/math/interpolations/cubicinterpolation.hpp:
	  
	  Added Akima and overshooting-minimization spline algorithms (thanks
	  to Sylvain Bertrand)

2009-08-10 11:49  Luigi Ballabio

	* [r16392] test-suite/fdmlinearop.cpp:
	  
	  Relaxed tolerance

2009-08-09 09:34  Klaus Spanderen

	* [r16391] ql/experimental/finitedifferences/impliciteulerscheme.cpp,
	  ql/experimental/finitedifferences/impliciteulerscheme.hpp:
	  
	  better maxIter estimates

2009-08-07 21:54  Klaus Spanderen

	* [r16390] test-suite/fdmlinearop.cpp, test-suite/fdmlinearop.hpp:
	  
	  added test case for Crank-Nicolson with initial implicit damping

2009-08-07 21:50  Klaus Spanderen

	* [r16389] ql/experimental/finitedifferences/Makefile.am,
	  ql/experimental/finitedifferences/all.hpp,
	  ql/experimental/finitedifferences/impliciteulerscheme.cpp,
	  ql/experimental/finitedifferences/impliciteulerscheme.hpp:
	  
	  added fdm implict euler scheme

2009-08-07 21:48  Klaus Spanderen

	* [r16388] ql/experimental/finitedifferences/craigsneydscheme.hpp,
	  ql/experimental/finitedifferences/douglasscheme.hpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhitesolver.cpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.cpp,
	  ql/experimental/finitedifferences/hundsdorferscheme.hpp:
	  
	  removed useless includes

2009-08-07 21:37  Klaus Spanderen

	* [r16387]
	  ql/experimental/finitedifferences/fdmhestonvariancemesher.cpp:
	  
	  removed useless namespace identifier

2009-08-07 21:36  Klaus Spanderen

	* [r16386]
	  ql/experimental/finitedifferences/fdmblackscholessolver.cpp:
	  
	  removed useless namespace identifier

2009-08-07 21:34  Klaus Spanderen

	* [r16385] ql/experimental/finitedifferences/fdmsimple2dbssolver.cpp:
	  
	  removed useless namespace identifier

2009-08-06 19:59  Klaus Spanderen

	* [r16384]
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.cpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesmesher.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesmesher.hpp:
	  
	  improved FdmBlackScholesMesher

2009-08-05 23:01  Klaus Spanderen

	* [r16383] test-suite/fdmlinearop.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  FDM test suite clean up

2009-08-05 22:01  Klaus Spanderen

	* [r16382]
	  ql/experimental/finitedifferences/fdblackscholesasianengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.cpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdmamericanstepcondition.cpp,
	  ql/experimental/finitedifferences/fdmblackscholessolver.cpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhitesolver.cpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhitesolver.hpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.cpp,
	  ql/experimental/finitedifferences/fdminnervaluecalculator.cpp,
	  ql/experimental/finitedifferences/fdminnervaluecalculator.hpp,
	  ql/experimental/finitedifferences/fdmsimple2dbssolver.cpp,
	  test-suite/fdmlinearop.cpp:
	  
	  FdmLogInnerValue support caching of avg inner values

2009-08-04 10:52  Luigi Ballabio

	* [r16381] Announce.txt,
	  Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/Bonds/Bonds.dev, Examples/CDS/CDS.dev,
	  Examples/CallableBonds/CallableBonds.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EquityOption/EquityOption.dev, Examples/FRA/FRA.dev,
	  Examples/FittedBondCurve/FittedBondCurve.dev,
	  Examples/Replication/Replication.dev, Examples/Repo/Repo.dev,
	  Examples/Swap/Swap.dev, QuantLib.dev, QuantLib_vc7.vcproj,
	  QuantLib_vc8.vcproj, QuantLib_vc9.vcproj, configure.ac,
	  ql/qldefines.hpp, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj,
	  test-suite/testsuite_vc9.vcproj:
	  
	  Increased version number

2009-08-03 20:33  Klaus Spanderen

	* [r16378] ql/experimental/finitedifferences/Makefile.am,
	  ql/experimental/finitedifferences/concentrating1dmesher.cpp,
	  ql/experimental/finitedifferences/concentrating1dmesher.hpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesmesher.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesmesher.hpp,
	  ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.hpp,
	  ql/experimental/finitedifferences/fdminnervaluecalculator.cpp,
	  ql/experimental/finitedifferences/fdminnervaluecalculator.hpp,
	  test-suite/europeanoption.cpp, test-suite/fdheston.cpp:
	  
	  use concentrating mesher for FD vanilla option pricing engines

2009-08-01 17:30  Klaus Spanderen

	* [r16377]
	  ql/experimental/finitedifferences/fdminnervaluecalculator.hpp:
	  
	  improved inner value calculator

2009-07-31 14:15  Luigi Ballabio

	* [r16376] ql/experimental/risk/sensitivityanalysis.cpp:
	  
	  Fixed second-derivative calculation (thanks to Radu Mondescu)

2009-07-30 15:49  Ferdinando Ametrano

	* [r16375] ql/termstructures/volatility/abcd.cpp,
	  ql/termstructures/volatility/abcd.hpp:
	  
	  fixed documentation (thanks to Luca Ferraro)

2009-07-29 16:53  Ferdinando Ametrano

	* [r16373] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj,
	  test-suite/testsuite_vc8.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  VC8/9 catching up

2009-07-29 16:07  Luigi Ballabio

	* [r16371] ., ql/experimental/credit/Makefile.am,
	  ql/experimental/credit/all.hpp,
	  ql/experimental/credit/recursivecdoengine.hpp,
	  ql/math/matrixutilities/Makefile.am,
	  ql/math/matrixutilities/all.hpp,
	  ql/math/matrixutilities/factorreduction.cpp,
	  ql/math/matrixutilities/factorreduction.hpp:
	  
	  Added recursive CDO engine (thanks to Jose Aparicio.)

2009-07-29 16:05  Luigi Ballabio

	* [r16370] ql/experimental/credit/distribution.cpp:
	  
	  Fix for numerical glitch (thanks to Jose Aparicio)

2009-07-29 16:04  Luigi Ballabio

	* [r16369] ql/experimental/inflation/yoycapfloortermpricesurface.hpp,
	  ql/termstructures/inflation/inflationhelpers.cpp,
	  ql/termstructures/inflation/inflationhelpers.hpp,
	  test-suite/inflation.cpp:
	  
	  Renamed inflation-curve helpers.

2009-07-29 10:47  Ferdinando Ametrano

	* [r16368] ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp:
	  
	  added hook for exogenously assigned discounting term structure
	  (thanks to Roland Lichters)

2009-07-29 10:38  Luigi Ballabio

	* [r16367] ., ql/Makefile.am, ql/default.cpp, ql/default.hpp,
	  ql/experimental/credit/Makefile.am, ql/experimental/credit/all.hpp,
	  ql/experimental/credit/basket.cpp,
	  ql/experimental/credit/basket.hpp,
	  ql/experimental/credit/defaultevent.cpp,
	  ql/experimental/credit/defaultevent.hpp,
	  ql/experimental/credit/defaultprobabilitykey.cpp,
	  ql/experimental/credit/defaultprobabilitykey.hpp,
	  ql/experimental/credit/defaulttype.cpp,
	  ql/experimental/credit/defaulttype.hpp,
	  ql/experimental/credit/issuer.cpp,
	  ql/experimental/credit/issuer.hpp,
	  ql/experimental/credit/randomdefaultmodel.cpp,
	  ql/experimental/credit/randomdefaultmodel.hpp,
	  ql/experimental/credit/recoveryratemodel.cpp,
	  ql/experimental/credit/recoveryratemodel.hpp,
	  ql/experimental/credit/recoveryratequote.cpp,
	  ql/experimental/credit/recoveryratequote.hpp,
	  ql/experimental/credit/riskybond.cpp,
	  ql/experimental/credit/riskybond.hpp,
	  ql/experimental/credit/syntheticcdo.cpp,
	  ql/experimental/credit/syntheticcdo.hpp,
	  ql/experimental/credit/syntheticcdoengines.hpp,
	  test-suite/Makefile.am, test-suite/cdo.cpp, test-suite/issuer.cpp,
	  test-suite/issuer.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  Added experimental machinery for default specification (thanks to
	  Jose Aparicio)

2009-07-29 08:40  Ferdinando Ametrano

	* [r16366] ql/instruments/makevanillaswap.cpp:
	  
	  used the private variable which has a more expressive name

2009-07-28 20:40  Klaus Spanderen

	* [r16365]
	  ql/experimental/finitedifferences/fdblackscholesasianengine.cpp,
	  ql/experimental/finitedifferences/fdminnervaluecalculator.hpp:
	  
	  use default for simpson rule

2009-07-28 20:18  Klaus Spanderen

	* [r16364] ql/experimental/finitedifferences/Makefile.am,
	  ql/experimental/finitedifferences/all.hpp,
	  ql/experimental/finitedifferences/concentrating1dmesher.hpp,
	  ql/experimental/finitedifferences/fdblackscholesasianengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesasianengine.hpp,
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.cpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdmamericanstepcondition.cpp,
	  ql/experimental/finitedifferences/fdmarithmeticaveragecondition.cpp,
	  ql/experimental/finitedifferences/fdmarithmeticaveragecondition.hpp,
	  ql/experimental/finitedifferences/fdmblackscholesop.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesop.hpp,
	  ql/experimental/finitedifferences/fdmblackscholessolver.cpp,
	  ql/experimental/finitedifferences/fdmblackscholessolver.hpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.cpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.hpp,
	  ql/experimental/finitedifferences/fdminnervaluecalculator.hpp,
	  ql/experimental/finitedifferences/fdmsimple2dbssolver.cpp,
	  ql/experimental/finitedifferences/fdmsimple2dbssolver.hpp,
	  ql/experimental/finitedifferences/fdmstepconditioncomposite.hpp,
	  ql/methods/finitedifferences/finitedifferencemodel.hpp,
	  test-suite/asianoptions.cpp, test-suite/fdmlinearop.cpp:
	  
	  added finite difference asian average engines (thanks to Ralph
	  Schreyer)

2009-07-28 12:50  Luigi Ballabio

	* [r16363] ql/math/functional.hpp, test-suite/fdmlinearop.cpp:
	  
	  Moved helper functional with test case

2009-07-28 09:43  Roland Lichters

	* [r16362] ql/experimental/credit/riskybond.cpp,
	  ql/experimental/credit/riskybond.hpp:
	  
	  added interest and notional flows

2009-07-28 09:14  Ferdinando Ametrano

	* [r16360] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2009-07-28 09:00  Ferdinando Ametrano

	* [r16359] test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  avoided VC9 warning

2009-07-28 09:00  Ferdinando Ametrano

	* [r16358] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2009-07-25 15:54  Klaus Spanderen

	* [r16357] ql/experimental/finitedifferences/Makefile.am,
	  ql/experimental/finitedifferences/all.hpp,
	  ql/experimental/finitedifferences/bicgstab.cpp,
	  ql/experimental/finitedifferences/bicgstab.hpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhitesolver.cpp,
	  ql/math/functional.hpp, test-suite/fdmlinearop.cpp,
	  test-suite/fdmlinearop.hpp:
	  
	  added bicgstab algorithm

2009-07-08 14:34  Luigi Ballabio

	* [r16351] ql/termstructures/credit/defaultprobabilityhelpers.cpp,
	  test-suite/defaultprobabilitycurves.cpp,
	  test-suite/defaultprobabilitycurves.hpp:
	  
	  Ensure that upfront is taken into account during bootstrap

2009-07-08 11:45  Luigi Ballabio

	* [r16350] ql/instruments/creditdefaultswap.hpp,
	  ql/pricingengines/credit/integralcdsengine.cpp,
	  ql/pricingengines/credit/integralcdsengine.hpp,
	  ql/pricingengines/credit/midpointcdsengine.cpp,
	  ql/pricingengines/credit/midpointcdsengine.hpp,
	  ql/termstructures/credit/defaultprobabilityhelpers.cpp,
	  test-suite/creditdefaultswap.cpp,
	  test-suite/defaultprobabilitycurves.cpp:
	  
	  Modified CDS engines so that they use the new cash-flow flags.

2009-07-08 09:31  Luigi Ballabio

	* [r16349] ql/settings.cpp:
	  
	  Avoid notification if date is not actually changed

2009-07-07 16:37  Luigi Ballabio

	* [r16346] ql/instruments/creditdefaultswap.cpp:
	  
	  Added missing method implementation

2009-07-07 13:16  Luigi Ballabio

	* [r16345] ., Examples/CDS/CDS.cpp,
	  ql/experimental/credit/blackcdsoptionengine.cpp,
	  ql/experimental/credit/cdsoption.cpp,
	  ql/instruments/creditdefaultswap.cpp,
	  ql/instruments/creditdefaultswap.hpp,
	  ql/pricingengines/credit/integralcdsengine.cpp,
	  ql/pricingengines/credit/midpointcdsengine.cpp,
	  ql/termstructures/credit/defaultprobabilityhelpers.cpp,
	  ql/termstructures/credit/defaultprobabilityhelpers.hpp,
	  test-suite/creditdefaultswap.cpp, test-suite/creditdefaultswap.hpp,
	  test-suite/defaultprobabilitycurves.cpp:
	  
	  Added upfront to CDS (thanks to Jose Aparicio.)
	  Upfront-based CDS helpers were added, too.

2009-06-30 15:18  Luigi Ballabio

	* [r16337]
	  ql/pricingengines/inflation/discountinginflationswapengines.cpp,
	  ql/pricingengines/inflation/discountinginflationswapengines.hpp:
	  
	  Modified discounting inflation engines so that they use the new
	  cash-flow flags.

2009-06-30 14:21  Luigi Ballabio

	* [r16335] ql/pricingengines/bond/discountingbondengine.hpp,
	  ql/pricingengines/swap/discountingswapengine.hpp:
	  
	  Changed engine default to use the default cash-flow flags

2009-06-30 13:29  Luigi Ballabio

	* [r16331] ql/pricingengines/bond/discountingbondengine.cpp,
	  ql/pricingengines/bond/discountingbondengine.hpp:
	  
	  Modified DiscountingBondEngine so that it uses the new cash-flow
	  flags.

2009-06-29 13:00  Luigi Ballabio

	* [r16324] ql/termstructures/inflationtermstructure.cpp,
	  ql/termstructures/inflationtermstructure.hpp:
	  
	  Added notification to setSeasonality() method.
	  Removed unneeded boolean flag.

2009-06-29 12:15  Luigi Ballabio

	* [r16323] ql/experimental/inflation/Makefile.am:
	  
	  Updated Makefile

2009-06-29 10:36  Ferdinando Ametrano

	* [r16321] ql/cashflows/couponpricer.cpp:
	  
	  fixed variable name

2009-06-29 10:35  Ferdinando Ametrano

	* [r16320] ql/experimental/inflation/all.hpp,
	  ql/experimental/inflation/polynomial2D.hpp,
	  ql/experimental/inflation/polynomial2Dspline.hpp:
	  
	  removed Polynomial2DInterpolation, using CubicInterpolation with
	  DerivativeApprox::Parabolic instead

2009-06-29 10:29  Luigi Ballabio

	* [r16319] ql/termstructures/inflation/seasonality.hpp:
	  
	  Added missing includes (my fault--sorry, folks)

2009-06-29 10:24  Ferdinando Ametrano

	* [r16318] QuantLib_vc8.vcproj,
	  ql/termstructures/inflation/seasonality.cpp:
	  
	  removed VC8 error

2009-06-29 09:31  Luigi Ballabio

	* [r16317] ql/termstructures/inflation/seasonality.hpp:
	  
	  Marked warning as such

2009-06-29 09:23  Luigi Ballabio

	* [r16316] ql/termstructures/inflation/seasonality.hpp,
	  ql/termstructures/inflationtermstructure.hpp:
	  
	  Fixed doxygen syntax

2009-06-29 08:50  Luigi Ballabio

	* [r16315] ql/experimental/inflation/all.hpp,
	  ql/termstructures/inflation/seasonality.cpp:
	  
	  Avoided gcc warning

2009-06-28 13:40  Chris Kenyon

	* [r16314] ql/experimental/inflation/all.hpp,
	  ql/termstructures/inflation/Makefile.am,
	  ql/termstructures/inflation/all.hpp,
	  ql/termstructures/inflation/seasonality.cpp,
	  ql/termstructures/inflation/seasonality.hpp,
	  ql/termstructures/inflationtermstructure.cpp,
	  ql/termstructures/inflationtermstructure.hpp,
	  test-suite/inflation.cpp:
	  
	  Add seasonality to inflation termstructures, thanks to [Piero Del
	  Boca and Chris Kenyon].

2009-06-26 15:34  Luigi Ballabio

	* [r16313] test-suite/quantlibtestsuite.cpp:
	  
	  Re-enabled tests

2009-06-25 13:01  Ferdinando Ametrano

	* [r16309] test-suite/assetswap.cpp, test-suite/quantlibtestsuite.cpp:
	  
	  restored all asset swap tests

2009-06-25 12:42  Ferdinando Ametrano

	* [r16307] ql/instruments/assetswap.cpp,
	  ql/pricingengines/swap/discountingswapengine.cpp:
	  
	  fixed asset swap bugs: clean price dependence from npvDate and
	  market asset swap

2009-06-25 12:40  Ferdinando Ametrano

	* [r16306] test-suite/assetswap.cpp:
	  
	  fixed formatting

2009-06-25 12:34  Ferdinando Ametrano

	* [r16305] test-suite/assetswap.cpp, test-suite/assetswap.hpp:
	  
	  added more tests

2009-06-25 10:43  Ferdinando Ametrano

	* [r16302] test-suite/testsuite_vc9.vcproj:
	  
	  VC9 catching up

2009-06-24 14:50  Luigi Ballabio

	* [r16301] ql/instruments/vanillaswap.hpp:
	  
	  Documentation fix (follow-up to revision 16300)

2009-06-24 14:44  Luigi Ballabio

	* [r16300] ql/instruments/makeswaption.cpp,
	  ql/instruments/makevanillaswap.cpp,
	  ql/legacy/libormarketmodels/lfmswaptionengine.cpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp,
	  ql/pricingengines/swap/discountingswapengine.cpp,
	  ql/pricingengines/swap/discountingswapengine.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/swaption/g2swaptionengine.hpp:
	  
	  Modified DiscountingSwapEngine so that it uses the new cash-flow
	  flags.

2009-06-23 20:46  Klaus Spanderen

	* [r16299] test-suite/hestonmodel.cpp, test-suite/hestonmodel.hpp:
	  
	  added test case for multiple strikes Heston FD engine

2009-06-23 13:12  Marco Bianchetti

	* [r16298] test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up with cashflow.xpp
	  VC9 still to be done (I can't :-)

2009-06-23 10:52  Ferdinando Ametrano

	* [r16297] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj:
	  
	  VC8/9 catching up

2009-06-23 05:37  Klaus Spanderen

	* [r16296] ql/experimental/finitedifferences/Makefile.am,
	  ql/experimental/finitedifferences/all.hpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.hpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.hpp,
	  ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.hpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  finished work on calibration of a hybrid Heston-Hull-White model
	  using multiple strikes finite difference pricing

2009-06-23 05:24  Klaus Spanderen

	* [r16295] ql/pricingengines/vanilla/analytichestonengine.cpp:
	  
	  more detailed type cast

2009-06-19 17:21  Ferdinando Ametrano

	* [r16294] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2009-06-19 15:30  Luigi Ballabio

	* [r16289] configure.ac,
	  ql/pricingengines/capfloor/analyticcapfloorengine.cpp,
	  ql/userconfig.hpp:
	  
	  Removed QL_TODAYS_PAYMENTS macro.
	  
	  The remaining occurrence of the macros were replaced with lookups
	  of the new flags in the Settings class.

2009-06-19 15:27  Luigi Ballabio

	* [r16288] ql/Makefile.am, ql/cashflow.cpp, ql/cashflow.hpp,
	  ql/event.cpp, ql/event.hpp, ql/settings.cpp, ql/settings.hpp,
	  test-suite/Makefile.am, test-suite/cashflows.cpp,
	  test-suite/cashflows.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  Added cash-flow related flags to Settings class.
	  
	  This commit adds to the Settings class a couple of flags that can be
	  read
	  for determining whether or not to include today's (or reference
	  date's)
	  cash flows. The Event and CashFlow class were modified to take the
	  flags
	  into account; however, the flags are not yet fully supported since
	  some
	  engines still hard-code boolean values in their calls to npv() and
	  related
	  functions. Fixing this will be the focus of later commits.

2009-06-17 15:17  Luigi Ballabio

	* [r16287]
	  ql/experimental/compoundoption/analyticcompoundoptionengine.cpp,
	  test-suite/inflationvol.cpp:
	  
	  Removed extra semicolons

2009-06-17 10:33  Ferdinando Ametrano

	* [r16285] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2009-06-16 19:47  Klaus Spanderen

	* [r16284]
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.cpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesmesher.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesmesher.hpp,
	  ql/experimental/finitedifferences/fdmhullwhitemesher.cpp,
	  ql/experimental/finitedifferences/fdmhullwhitemesher.hpp:
	  
	  minor interface change

2009-06-16 00:04  Klaus Spanderen

	* [r16283] ql/experimental/finitedifferences/Makefile.am,
	  ql/experimental/finitedifferences/all.hpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.cpp,
	  ql/experimental/finitedifferences/fdmhestonvariancemesher.cpp,
	  ql/experimental/finitedifferences/fdmhestonvariancemesher.hpp,
	  ql/experimental/finitedifferences/fdmhullwhitemesher.cpp,
	  ql/experimental/finitedifferences/fdmhullwhitemesher.hpp,
	  ql/experimental/models/twomixmodelhelpers.cpp,
	  ql/models/calibrationhelper.cpp, ql/models/calibrationhelper.hpp,
	  ql/models/equity/hestonmodelhelper.cpp,
	  ql/models/equity/hestonmodelhelper.hpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.hpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp,
	  test-suite/batesmodel.cpp, test-suite/gjrgarchmodel.cpp,
	  test-suite/hestonmodel.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/hybridhestonhullwhiteprocess.hpp,
	  test-suite/libormarketmodel.cpp:
	  
	  added hybrid Heston-Hull-White calibration based on fd pricing
	  engines (first iteration)

2009-06-12 15:21  Luigi Ballabio

	* [r16282] ql/instruments/bond.cpp:
	  
	  Deleted dead code branch

2009-06-12 12:52  Luigi Ballabio

	* [r16281] ql/experimental/callablebonds/blackcallablebondengine.cpp,
	  ql/experimental/callablebonds/callablebond.cpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/fixedratebondforward.cpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  Passed explicit do-not-include parameter to a few bond-related
	  calculations

2009-06-11 17:17  Ferdinando Ametrano

	* [r16279] ql/pricingengines/swap/discountingswapengine.cpp,
	  ql/pricingengines/swap/discountingswapengine.hpp:
	  
	  extended DiscountingSwapEngine constructor to take additional
	  includeSettlementDateFlows, settlementDate, npvDate parameters into
	  account

2009-06-10 13:11  Ferdinando Ametrano

	* [r16273] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2009-06-10 13:06  Ferdinando Ametrano

	* [r16271] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2009-06-10 13:05  Ferdinando Ametrano

	* [r16269] ql/instruments/assetswap.cpp:
	  
	  fixed bug: bond coupon payment on settlement date was not excluded

2009-06-08 20:00  Klaus Spanderen

	* [r16268] ql/pricingengines/vanilla/analytichestonengine.cpp:
	  
	  formatting

2009-06-07 19:17  Klaus Spanderen

	* [r16264]
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.cpp,
	  ql/experimental/finitedifferences/fdmlinearoplayout.cpp:
	  
	  removed useless static definition

2009-06-07 19:15  Klaus Spanderen

	* [r16263] test-suite/hestonmodel.cpp:
	  
	  enable test cases

2009-06-01 21:43  Klaus Spanderen

	* [r16262]
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.hpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  added control variate for finite differnce Heston Hull-White engine

2009-05-31 13:26  Klaus Spanderen

	* [r16261] test-suite/fdheston.cpp, test-suite/hestonmodel.cpp:
	  
	  added Finite Difference solver for the Heston Hull-White model

2009-05-31 10:30  Klaus Spanderen

	* [r16260] ql/experimental/finitedifferences/Makefile.am,
	  ql/experimental/finitedifferences/all.hpp,
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.hpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.hpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.cpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.hpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.hpp,
	  ql/experimental/finitedifferences/fdmblackscholesmesher.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesmesher.hpp,
	  ql/experimental/finitedifferences/fdmblackscholessolver.cpp,
	  ql/experimental/finitedifferences/fdmblackscholessolver.hpp,
	  ql/experimental/finitedifferences/fdmdirichletboundary.hpp,
	  ql/experimental/finitedifferences/fdmdividendhandler.cpp,
	  ql/experimental/finitedifferences/fdmdividendhandler.hpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhitesolver.cpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhitesolver.hpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.cpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.hpp,
	  ql/math/interpolations/bicubicsplineinterpolation.hpp,
	  test-suite/fdheston.cpp, test-suite/fdheston.hpp,
	  test-suite/fdmlinearop.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/hybridhestonhullwhiteprocess.hpp,
	  test-suite/interpolations.cpp, test-suite/interpolations.hpp:
	  
	  added Finite Difference solver for the Heston Hull-White model

2009-05-25 08:12  Luigi Ballabio

	* [r16256] Examples/FittedBondCurve/FittedBondCurve.cpp:
	  
	  Fixed out-of-bounds access (thanks to an anonymous reporter)

2009-05-17 11:58  Klaus Spanderen

	* [r16252]
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.cpp:
	  
	  removed useless variables

2009-05-17 06:17  Klaus Spanderen

	* [r16251] test-suite/fdheston.cpp, test-suite/fdheston.hpp:
	  
	  added new fd heston test case

2009-05-14 09:36  Luigi Ballabio

	* [r16249] ql/termstructures/bootstraphelper.hpp:
	  
	  Added missing include

2009-05-14 09:35  Luigi Ballabio

	* [r16248] ql/termstructures/yield/bondhelpers.cpp,
	  ql/termstructures/yield/bondhelpers.hpp:
	  
	  Removed leftovers from Rev16242

2009-05-13 21:09  Klaus Spanderen

	* [r16247] test-suite/fdheston.cpp:
	  
	  improved fd heston test case

2009-05-13 12:53  Ferdinando Ametrano

	* [r16246] ql/termstructures/bootstraphelper.hpp,
	  ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp:
	  
	  templatized former RelativeDateRateHelper as generic
	  RelativeDateBootstrapHelper

2009-05-13 12:51  Ferdinando Ametrano

	* [r16245] ql/termstructures/yield/bondhelpers.cpp,
	  ql/termstructures/yield/bondhelpers.hpp:
	  
	  fixed mistaken inheritance (also solved the date-change expired-bond
	  exception and reverted Rev16242)

2009-05-13 08:18  Luigi Ballabio

	* [r16242] ql/termstructures/yield/bondhelpers.cpp,
	  ql/termstructures/yield/bondhelpers.hpp:
	  
	  Do not throw in initializeDates() when the bond underlying the
	  helper is expired; invalidate the helper instead.
	  This avoids raising an exception upon a date-change notification,
	  delaying the exception to when (and if) the helper is actually used.

2009-05-08 13:55  Ferdinando Ametrano

	* [r16233] Examples/FittedBondCurve/FittedBondCurve.cpp:
	  
	  catching up with latest signature changes

2009-05-08 13:51  Ferdinando Ametrano

	* [r16232] ql/patterns/observable.hpp:
	  
	  rescued error message

2009-05-08 09:15  Luigi Ballabio

	* [r16231] ql/time/calendars/canada.hpp, ql/time/calendars/japan.cpp,
	  ql/time/calendars/southafrica.cpp,
	  ql/time/calendars/southafrica.hpp:
	  
	  Miscellaneous calendar fixes

2009-05-07 17:29  Ferdinando Ametrano

	* [r16229] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp,
	  ql/experimental/callablebonds/blackcallablebondengine.cpp,
	  ql/instruments/bond.cpp, ql/instruments/capfloor.cpp,
	  ql/instruments/makecapfloor.cpp,
	  ql/pricingengines/bond/bondfunctions.cpp,
	  ql/pricingengines/bond/discountingbondengine.cpp,
	  ql/pricingengines/swap/discountingswapengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/termstructures/volatility/swaption/cmsmarket.cpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  - reordered CashFlows functions' parameters, removing dangerous
	  default values. If null, settlement date defaults to
	  Settings::instance().evaluationDate() and npv date to settlement
	  date
	  - fixed erroneous calls to CashFlows functions
	  - BlackCallableBondEngine logic should be reviewed

2009-05-06 20:18  Klaus Spanderen

	* [r16228] ql/experimental/finitedifferences/fdmdividendhandler.cpp:
	  
	  bug fix for multi dimensional FD dividend helper

2009-05-06 20:13  Klaus Spanderen

	* [r16227] test-suite/fdheston.cpp, test-suite/fdheston.hpp:
	  
	  added new FD Heston test cases for american puts

2009-05-06 07:22  Ferdinando Ametrano

	* [r16226] ql/cashflow.hpp, ql/cashflows/cashflows.cpp, ql/event.hpp:
	  
	  - overloaded Event::hasOccurred in CashFlow::hasOccurred.
	  QL_TODAY_PAYMENTS handling is now in the CashFlow class, as this is
	  the "payment event" class
	  - removed QL_TODAY_PAYMENTS handling from CashFlows methods

2009-05-05 16:09  Ferdinando Ametrano

	* [r16223] ql/experimental/risk/sensitivityanalysis.cpp:
	  
	  fixed bug: using "wasValid" logic instead of isValid

2009-05-05 16:07  Ferdinando Ametrano

	* [r16222] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp,
	  ql/pricingengines/bond/bondfunctions.cpp,
	  ql/pricingengines/bond/discountingbondengine.cpp,
	  ql/pricingengines/swap/discountingswapengine.cpp:
	  
	  parametrized CashFlows functions with explicit
	  includeSettlementDateFlows; BondFunctions forward to CashFlows
	  functions setting includeSettlementDateFlows equal to false.

2009-04-28 12:57  Ferdinando Ametrano

	* [r16219] ql/instrument.hpp,
	  ql/pricingengines/bond/discountingbondengine.cpp,
	  ql/pricingengines/swap/discountingswapengine.cpp:
	  
	  added valuationDate to Instrument::results

2009-04-27 12:14  Luigi Ballabio

	* [r16215] Examples/Bonds/Bonds.cpp, Examples/FRA/FRA.cpp,
	  Examples/Swap/swapvaluation.cpp,
	  ql/termstructures/credit/interpolateddefaultdensitycurve.hpp,
	  ql/termstructures/credit/interpolatedhazardratecurve.hpp,
	  ql/termstructures/credit/piecewisedefaultcurve.hpp,
	  ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp,
	  ql/termstructures/yield/zerocurve.hpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  Added overloaded curve constructors to skip jump arguments more
	  easily

2009-04-27 10:20  Ferdinando Ametrano

	* [r16214] ql/pricingengines/blackcalculator.cpp,
	  ql/pricingengines/blackcalculator.hpp:
	  
	  fixed (stdDev<QL_EPSILON, fwd==strike) case. Thanks to Dimitri
	  Reiswich

2009-04-27 10:16  Ferdinando Ametrano

	* [r16213] ql/termstructures/volatility/smilesection.cpp,
	  ql/termstructures/volatility/smilesection.hpp:
	  
	  added referenceDate() inspector

2009-04-27 09:49  Ferdinando Ametrano

	* [r16212] test-suite/swaptionvolatilitymatrix.cpp:
	  
	  avoided non-trading days

2009-04-26 20:10  Klaus Spanderen

	* [r16211] ql/termstructures/volatility/equityfx/localvolsurface.cpp:
	  
	  fixed bug for forward calculation in localvolsurface.cpp (thanks to
	  Michael Heckl)

2009-04-23 18:14  Ferdinando Ametrano

	* [r16210] ql/instruments/bond.cpp:
	  
	  explicited default parameter

2009-04-23 18:14  Ferdinando Ametrano

	* [r16209] ql/pricingengines/bond/bondfunctions.hpp:
	  
	  

2009-04-22 17:16  Ferdinando Ametrano

	* [r16208] test-suite/quantlibtestsuite.cpp:
	  
	  removed tab

2009-04-22 17:11  Ferdinando Ametrano

	* [r16207] ql/pricingengines/bond/bondfunctions.cpp:
	  
	  - added check for tradability in order to avoid division by zero
	  bond notional
	  - implemented isTradable as equivalent non-zero notional check

2009-04-22 12:41  Ferdinando Ametrano

	* [r16206] ql/pricingengines/bond/bondfunctions.cpp:
	  
	  fixed bug

2009-04-21 15:30  Ferdinando Ametrano

	* [r16205] ql/termstructures/iterativebootstrap.hpp:
	  
	  increased error message details

2009-04-21 12:20  Luigi Ballabio

	* [r16204] ql/time/date.cpp:
	  
	  Switched to localtime for today's date calculation

2009-04-21 11:03  Ferdinando Ametrano

	* [r16203] ql/instruments/bond.cpp:
	  
	  added Bond::isTradable (it forwards to BondFunctions::isTradable)

2009-04-21 10:42  Ferdinando Ametrano

	* [r16202] ql/instruments/bond.cpp, ql/instruments/bond.hpp:
	  
	  added Bond::isTradable (it forwards to BondFunctions::isTradable)

2009-04-21 10:41  Ferdinando Ametrano

	* [r16201] ql/pricingengines/bond/bondfunctions.cpp,
	  ql/pricingengines/bond/bondfunctions.hpp:
	  
	  added BondFunctions::isTradable and removed unused
	  Bondfunctions::isExpired to avoid confusion with
	  Instrument::isExpired

2009-04-21 10:38  Ferdinando Ametrano

	* [r16200] ql/cashflows/cashflows.cpp:
	  
	  reverted Rev16196

2009-04-20 20:25  Klaus Spanderen

	* [r16198] ql/experimental/finitedifferences/craigsneydscheme.hpp,
	  ql/experimental/finitedifferences/douglasscheme.hpp,
	  ql/experimental/finitedifferences/hundsdorferscheme.hpp:
	  
	  removed useless #include

2009-04-20 17:11  Ferdinando Ametrano

	* [r16197] ql/pricingengines/bond/discountingbondengine.cpp,
	  ql/pricingengines/swap/discountingswapengine.cpp:
	  
	  improved error message (we could even avoid the QL_REQUIRE, relying
	  just on the check of the Handle dereferencing...)

2009-04-20 17:09  Ferdinando Ametrano

	* [r16196] ql/cashflows/cashflows.cpp:
	  
	  made optional parameter explicit in non-npv functions, as it should
	  never depend on QL_TODAYS_PAYMENTS for those functions

2009-04-20 15:59  Ferdinando Ametrano

	* [r16195] ql/cashflows/cashflows.cpp:
	  
	  trying to capture the _unadjusted_ maturity date if possible, as per
	  ISDA convention

2009-04-20 15:36  Ferdinando Ametrano

	* [r16194] ql/pricingengines/bond/discountingbondengine.cpp,
	  ql/pricingengines/bond/discountingbondengine.hpp,
	  ql/pricingengines/swap/discountingswapengine.hpp:
	  
	  added DiscountingSwapEngine::discountCurve() inspector

2009-04-20 15:11  Ferdinando Ametrano

	* [r16193] ql/pricingengines/blackscholescalculator.cpp:
	  
	  

2009-04-20 15:03  Ferdinando Ametrano

	* [r16192] test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2009-04-20 15:01  Ferdinando Ametrano

	* [r16191] ql/instruments/bond.cpp:
	  
	  checking expiration against evaluation date instead of settlement
	  date

2009-04-20 14:32  Ferdinando Ametrano

	* [r16190] QuantLib_vc9.vcproj,
	  ql/experimental/inflation/yoycapfloortermpricesurface.hpp:
	  
	  commented out unused code

2009-04-20 14:03  Luigi Ballabio

	* [r16189] ql/instruments/bond.cpp:
	  
	  Avoided gcc warning

2009-04-20 13:52  Ferdinando Ametrano

	* [r16188] test-suite/testsuite_vc9.vcproj:
	  
	  VC9 catching up

2009-04-20 13:52  Ferdinando Ametrano

	* [r16187] QuantLib_vc8.vcproj,
	  ql/math/interpolations/bicubicsplineinterpolation.hpp,
	  ql/math/interpolations/cubicinterpolation.hpp:
	  
	  fixed documentation and some formatting

2009-04-20 13:18  Luigi Ballabio

	* [r16186] ql/experimental/inflation/Makefile.am,
	  ql/experimental/inflation/all.hpp:
	  
	  Reordered files

2009-04-20 13:17  Luigi Ballabio

	* [r16185] ql/experimental/inflation/yoycapfloortermpricesurface.hpp:
	  
	  Fixed case-sensitive include

2009-04-20 10:00  Ferdinando Ametrano

	* [r16184] ql/instruments/bond.hpp:
	  
	  removed duplicated typedef (the other one being in ql/cashflow.hpp)

2009-04-19 15:19  Chris Kenyon

	* [r16183] ql/experimental/inflation/Makefile.am,
	  ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp,
	  ql/experimental/inflation/polynomial2D.hpp,
	  ql/experimental/inflation/polynomial2Dspline.hpp,
	  ql/experimental/inflation/yoycapfloortermpricesurface.hpp,
	  test-suite/Makefile.am, test-suite/inflationvol.cpp,
	  test-suite/inflationvol.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  Stability updates and test for yoy inflation volatility.

2009-04-17 10:53  Luigi Ballabio

	* [r16182] ql/Makefile.am, ql/event.cpp, ql/event.hpp,
	  ql/experimental/commodities/energyswap.cpp,
	  ql/experimental/commodities/energyvanillaswap.cpp,
	  ql/experimental/credit/cdo.cpp,
	  ql/experimental/credit/cdsoption.cpp,
	  ql/experimental/credit/nthtodefault.cpp,
	  ql/experimental/credit/riskyassetswap.cpp,
	  ql/experimental/credit/riskyassetswapoption.cpp,
	  ql/experimental/credit/riskybond.cpp,
	  ql/experimental/credit/syntheticcdo.cpp,
	  ql/experimental/mcbasket/pathmultiassetoption.cpp,
	  ql/experimental/varianceoption/varianceoption.cpp,
	  ql/instruments/forward.cpp, ql/instruments/forwardrateagreement.cpp,
	  ql/instruments/inflationswap.cpp,
	  ql/instruments/multiassetoption.cpp,
	  ql/instruments/oneassetoption.cpp, ql/instruments/swaption.cpp,
	  ql/instruments/varianceswap.cpp:
	  
	  Following Rev16180:
	  use of hasOccurredFunction suggested there was a hidden event in
	  there
	  (for instance, in Swaption::isExpired, checking to see whether the
	  last
	  exercise date had occurred suggests that Exercise could be made an
	  Event.)
	  
	  While we decide what the hidden events are, we use a temporary event
	  class.
	  It will be replaced later, but in the meantime, it gives us Event
	  behavior.

2009-04-17 10:23  Ferdinando Ametrano

	* [r16181] ql/instruments/bond.cpp, ql/instruments/bond.hpp:
	  
	  

2009-04-17 08:44  Ferdinando Ametrano

	* [r16180] ql/event.cpp, ql/event.hpp,
	  ql/experimental/commodities/energyswap.cpp,
	  ql/experimental/commodities/energyvanillaswap.cpp,
	  ql/experimental/credit/cdo.cpp,
	  ql/experimental/credit/cdsoption.cpp,
	  ql/experimental/credit/nthtodefault.cpp,
	  ql/experimental/credit/riskyassetswap.cpp,
	  ql/experimental/credit/riskyassetswapoption.cpp,
	  ql/experimental/credit/riskybond.cpp,
	  ql/experimental/credit/syntheticcdo.cpp,
	  ql/experimental/mcbasket/pathmultiassetoption.cpp,
	  ql/experimental/varianceoption/varianceoption.cpp,
	  ql/instruments/forward.cpp, ql/instruments/forwardrateagreement.cpp,
	  ql/instruments/inflationswap.cpp,
	  ql/instruments/multiassetoption.cpp,
	  ql/instruments/oneassetoption.cpp, ql/instruments/swaption.cpp,
	  ql/instruments/varianceswap.cpp:
	  
	  moved hasOccurredFunction out of Event class. It can be placed
	  outside of event.*pp files if preferred.
	  This is the core of Rev16174 to be kept, as it removed (often buggy)
	  code duplicated in 18 different files

2009-04-17 08:38  Ferdinando Ametrano

	* [r16179] ql/cashflow.hpp, ql/cashflows/coupon.hpp,
	  ql/cashflows/dividend.hpp, ql/cashflows/simplecashflow.hpp,
	  ql/default.hpp, ql/event.hpp,
	  ql/experimental/commodities/commoditycashflow.hpp,
	  ql/instruments/callabilityschedule.hpp:
	  
	  partially reverted Rev16174: Event:Date() now returns a copy as
	  before

2009-04-16 17:40  Ferdinando Ametrano

	* [r16177] ql/instruments/assetswap.cpp, ql/instruments/assetswap.hpp,
	  ql/instruments/bond.hpp, ql/instruments/bonds/convertiblebond.cpp:
	  
	  - removed Bond::faceAmount, as it is now ambiguous for amortizing
	  bonds
	  - a warning might be added in ConvertibleBond documentation stating
	  that its behavior is unspecified in the case of amortizing bonds

2009-04-16 16:23  Ferdinando Ametrano

	* [r16176] QuantLib_vc9.vcproj, ql/instruments/bond.cpp:
	  
	  added issue date check

2009-04-16 15:26  Ferdinando Ametrano

	* [r16175] ql/cashflows/cashflows.cpp:
	  
	  more readable code

2009-04-16 14:56  Ferdinando Ametrano

	* [r16174] QuantLib_vc8.vcproj, ql/cashflow.hpp,
	  ql/cashflows/coupon.hpp, ql/cashflows/dividend.hpp,
	  ql/cashflows/simplecashflow.hpp, ql/default.cpp, ql/default.hpp,
	  ql/event.cpp, ql/event.hpp,
	  ql/experimental/commodities/commoditycashflow.hpp,
	  ql/experimental/commodities/energyswap.cpp,
	  ql/experimental/commodities/energyvanillaswap.cpp,
	  ql/experimental/credit/cdo.cpp,
	  ql/experimental/credit/cdsoption.cpp,
	  ql/experimental/credit/nthtodefault.cpp,
	  ql/experimental/credit/riskyassetswap.cpp,
	  ql/experimental/credit/riskyassetswapoption.cpp,
	  ql/experimental/credit/riskybond.cpp,
	  ql/experimental/credit/syntheticcdo.cpp,
	  ql/experimental/inflation/inflationcapfloor.cpp,
	  ql/experimental/mcbasket/pathmultiassetoption.cpp,
	  ql/experimental/varianceoption/varianceoption.cpp,
	  ql/instruments/bonds/convertiblebond.hpp,
	  ql/instruments/callabilityschedule.hpp, ql/instruments/capfloor.cpp,
	  ql/instruments/creditdefaultswap.cpp, ql/instruments/forward.cpp,
	  ql/instruments/forwardrateagreement.cpp,
	  ql/instruments/inflationswap.cpp,
	  ql/instruments/multiassetoption.cpp,
	  ql/instruments/oneassetoption.cpp, ql/instruments/swap.cpp,
	  ql/instruments/swaption.cpp, ql/instruments/varianceswap.cpp,
	  ql/pricingengines/bond/bondfunctions.cpp,
	  ql/pricingengines/bond/bondfunctions.hpp:
	  
	  - added static Event::hasOccurredFunction to encapsulate the
	  hasOccurred logic to be used also by non-Event object
	  - used Event::hasOccurredFunction in a few isExpired methods
	  - modified Event:Date() to return a const reference

2009-04-16 11:47  Ferdinando Ametrano

	* [r16173] ql/experimental/finitedifferences/fdmblackscholesop.cpp:
	  
	  avoided VC warning

2009-04-16 08:02  Ferdinando Ametrano

	* [r16171] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2009-04-15 21:52  Klaus Spanderen

	* [r16170] test-suite/barrieroption.cpp, test-suite/barrieroption.hpp,
	  test-suite/europeanoption.cpp, test-suite/europeanoption.hpp:
	  
	  added local volatility test cases

2009-04-15 21:46  Klaus Spanderen

	* [r16169]
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.hpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.hpp,
	  ql/experimental/finitedifferences/fdmblackscholesop.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesop.hpp,
	  ql/experimental/finitedifferences/fdmblackscholessolver.cpp,
	  ql/experimental/finitedifferences/fdmblackscholessolver.hpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhiteop.cpp,
	  ql/experimental/finitedifferences/fdmhestonop.cpp,
	  ql/experimental/finitedifferences/fdmquantohelper.cpp:
	  
	  added local volatility support for multi dim fdm

2009-04-15 21:11  Klaus Spanderen

	* [r16168] ql/pricingengines/bond/Makefile.am:
	  
	  gnu tool chain update

2009-04-15 21:09  Klaus Spanderen

	* [r16167] ql/termstructures/volatility/equityfx/localvolsurface.cpp:
	  
	  time-like partial derivative will be calculated along "lines" of
	  constant
	  y=\ln\frac{K}{F_T}

2009-04-15 17:43  Ferdinando Ametrano

	* [r16166] QuantLib_vc8.vcproj, ql/cashflows/cashflows.cpp,
	  ql/cashflows/cashflows.hpp,
	  ql/experimental/callablebonds/blackcallablebondengine.cpp,
	  ql/instruments/bond.cpp, ql/pricingengines/bond/all.hpp,
	  ql/pricingengines/bond/bondfunctions.cpp,
	  ql/pricingengines/bond/bondfunctions.hpp,
	  ql/pricingengines/bond/yield.cpp, ql/pricingengines/bond/yield.hpp,
	  ql/pricingengines/bond/zspread.cpp,
	  ql/pricingengines/bond/zspread.hpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.cpp,
	  test-suite/assetswap.cpp, test-suite/bonds.cpp:
	  
	  - added few more CashFlows functions
	  - provided BondFunctions, i.e. Bond adapters for CashFlows methods
	  - Bond methods forward to BondFunctions where appropriate

2009-04-15 15:00  Luigi Ballabio

	* [r16164] ql/time/calendars/canada.cpp, ql/time/calendars/canada.hpp:
	  
	  Removed Easter Monday from Canadian holidays (thanks to Matt Knox)

2009-04-15 14:22  Luigi Ballabio

	* [r16163] Examples/Bonds/Bonds.cpp:
	  
	  Fixed examples (which often get out of sync, being out of someone's
	  solution...)

2009-04-15 14:21  Luigi Ballabio

	* [r16162] ql/cashflows/cashflows.cpp:
	  
	  Avoided gcc warning

2009-04-15 10:19  Ferdinando Ametrano

	* [r16161] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp,
	  ql/instruments/bond.cpp, ql/instruments/bond.hpp,
	  ql/pricingengines/bond/yield.cpp, ql/pricingengines/bond/yield.hpp,
	  ql/pricingengines/bond/zspread.cpp,
	  ql/pricingengines/bond/zspread.hpp,
	  ql/termstructures/yield/bondhelpers.cpp, test-suite/assetswap.cpp,
	  test-suite/bonds.cpp, test-suite/bonds.hpp:
	  
	  Consolidated CashFlow algebra into CashFlows class removing
	  duplication from Bond class and Bond-related functions.
	  
	  CashFlows class:
	  - consolidated yield/irr calculation
	  - added z-spread calculation
	  - added accruedAmount calculation
	  - renamed CashFlows::xxxCouponDate as CashFlows::xxxCashFlowDate
	  - added CashFlows::xxxCashFlowAmount functions
	  - improved CashFlows::startDate and CashFlows::maturityDate
	  implementations
	  - extended exDivindendDays usage to all pertinent functions
	  - grouped documentation in YieldTermStructure/IRR/zSpread sub-sets
	  - cleaned up header inclusions
	  
	  Bond class:
	  - renamed nextCoupon and previousCoupon to nextCouponRate and
	  previousCouponRate
	  - renamed nextCouponDate and previousCouponDate to nextCashFlowDate
	  and previousCashFlowDate
	  - maturityDate, accruedAmount now rely on their equivalent CashFlows
	  methods
	  
	  Bond functions:
	  - moved calculation into CashFlows methods and provided just Bond
	  adapters

2009-04-15 09:49  Ferdinando Ametrano

	* [r16160] test-suite/swaptionvolatilitymatrix.cpp:
	  
	  increased error message details

2009-04-14 18:36  Ferdinando Ametrano

	* [r16159] ql/pricingengines/bond/discountingbondengine.hpp:
	  
	  cleaned up header inclusions

2009-04-14 18:33  Ferdinando Ametrano

	* [r16158]
	  ql/experimental/amortizingbonds/amortizingfixedratebond.hpp,
	  ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp,
	  ql/experimental/callablebonds/blackcallablebondengine.cpp,
	  ql/experimental/callablebonds/callablebond.cpp,
	  ql/experimental/callablebonds/callablebond.hpp,
	  ql/instruments/assetswap.hpp,
	  ql/instruments/bonds/convertiblebond.hpp,
	  ql/instruments/bonds/fixedratebond.hpp:
	  
	  cleaned up header inclusions

2009-04-14 18:32  Ferdinando Ametrano

	* [r16157] ql/interestrate.hpp:
	  
	  formatting

2009-04-14 18:30  Ferdinando Ametrano

	* [r16156] ql/cashflows/conundrumpricer.cpp:
	  
	  

2009-04-14 10:57  Luigi Ballabio

	* [r16154] ql/cashflows/cashflows.cpp, ql/interestrate.hpp:
	  
	  Reverted Rev16153.
	  We're not sacrificing immutability for convenience.
	  Just create another instance.

2009-04-14 10:05  Ferdinando Ametrano

	* [r16153] ql/cashflows/cashflows.cpp, ql/interestrate.hpp:
	  
	  added set method to InterestRate

2009-04-12 13:50  Klaus Spanderen

	* [r16151] ql/termstructures/yield/Makefile.am:
	  
	  added flatforward.cpp to gnu tool chain

2009-04-10 17:26  Ferdinando Ametrano

	* [r16150] QuantLib_vc8.vcproj,
	  ql/pricingengines/credit/midpointcdsengine.cpp,
	  ql/termstructures/credit/defaultdensitystructure.cpp,
	  ql/termstructures/credit/defaultdensitystructure.hpp,
	  ql/termstructures/credit/hazardratestructure.cpp,
	  ql/termstructures/credit/hazardratestructure.hpp,
	  ql/termstructures/credit/interpolateddefaultdensitycurve.hpp,
	  ql/termstructures/credit/interpolatedhazardratecurve.hpp,
	  ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp,
	  ql/termstructures/credit/piecewisedefaultcurve.hpp,
	  ql/termstructures/credit/survivalprobabilitystructure.cpp,
	  ql/termstructures/credit/survivalprobabilitystructure.hpp,
	  ql/termstructures/defaulttermstructure.cpp,
	  ql/termstructures/defaulttermstructure.hpp,
	  test-suite/defaultprobabilitycurves.cpp:
	  
	  introduced jumps into credit term structures and minor refactoring

2009-04-10 17:14  Ferdinando Ametrano

	* [r16149] test-suite/swaptionvolatilitymatrix.cpp:
	  
	  

2009-04-10 17:13  Ferdinando Ametrano

	* [r16148] ql/termstructures/credit/flathazardrate.hpp,
	  ql/time/schedule.cpp:
	  
	  poor man patches

2009-04-10 16:25  Ferdinando Ametrano

	* [r16147] ql/termstructures/credit/flathazardrate.cpp,
	  ql/termstructures/credit/flathazardrate.hpp:
	  
	  added Rate constructor in addition to the Handle<Quote> > one

2009-04-10 15:21  Ferdinando Ametrano

	* [r16146] ql/termstructures/yieldtermstructure.hpp:
	  
	  fixed typo

2009-04-10 15:14  Ferdinando Ametrano

	* [r16145] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2009-04-10 15:08  Ferdinando Ametrano

	* [r16144] ql/time/schedule.cpp:
	  
	  Unadjusted termination date as per ISDA convention

2009-04-10 15:05  Ferdinando Ametrano

	* [r16143] test-suite/assetswap.cpp, test-suite/batesmodel.cpp,
	  test-suite/capfloor.cpp, test-suite/capflooredcoupon.cpp,
	  test-suite/cdo.cpp, test-suite/cdsoption.cpp,
	  test-suite/gjrgarchmodel.cpp, test-suite/hestonmodel.cpp,
	  test-suite/nthtodefault.cpp, test-suite/optionletstripper.cpp,
	  test-suite/swaption.cpp, test-suite/varianceswaps.cpp:
	  
	  

2009-04-10 15:00  Ferdinando Ametrano

	* [r16142] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2009-04-10 14:58  Ferdinando Ametrano

	* [r16141] ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/zerocurve.hpp:
	  
	  

2009-04-10 14:53  Ferdinando Ametrano

	* [r16140] ql/termstructures/yield/forwardstructure.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp,
	  ql/termstructures/yield/zeroyieldstructure.hpp:
	  
	  fixed documentation

2009-04-10 14:50  Ferdinando Ametrano

	* [r16139] ql/termstructures/yieldtermstructure.cpp,
	  ql/termstructures/yieldtermstructure.hpp:
	  
	  fixed documentation and parametrized finite differences

2009-04-10 14:46  Ferdinando Ametrano

	* [r16138] ql/termstructures/yield/flatforward.cpp,
	  ql/termstructures/yield/flatforward.hpp:
	  
	  improved documentation and moved constructors in cpp file

2009-04-09 14:34  Luigi Ballabio

	* [r16135] ql/termstructures/yield/Makefile.am:
	  
	  Added new files to autotools build

2009-04-09 14:32  Luigi Ballabio

	* [r16134] Examples/FittedBondCurve/FittedBondCurve.cpp:
	  
	  Sync with new YieldTermStructure::parRate signature

2009-04-09 14:19  Ferdinando Ametrano

	* [r16133] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2009-04-09 12:59  Ferdinando Ametrano

	* [r16132] QuantLib_vc8.vcproj,
	  ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/forwardstructure.cpp,
	  ql/termstructures/yield/forwardstructure.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp,
	  ql/termstructures/yield/zerocurve.hpp,
	  ql/termstructures/yield/zeroyieldstructure.cpp,
	  ql/termstructures/yield/zeroyieldstructure.hpp,
	  ql/termstructures/yieldtermstructure.cpp,
	  ql/termstructures/yieldtermstructure.hpp:
	  
	  moved handling of jumps from PiecewiseYieldCurve to
	  YieldTermStructure base class

2009-04-09 12:51  Luigi Ballabio

	* [r16131] ql/instruments/bond.cpp, ql/instruments/bond.hpp:
	  
	  Restored forwarding methods in Bond class

2009-04-09 11:56  Ferdinando Ametrano

	* [r16128] ql/termstructures/yieldtermstructure.cpp,
	  ql/termstructures/yieldtermstructure.hpp:
	  
	  fixed parRate calculation

2009-04-08 16:14  Ferdinando Ametrano

	* [r16126] ql/instruments/bond.hpp:
	  
	  removed mismatched parenthesis

2009-04-08 16:05  Ferdinando Ametrano

	* [r16125] ql/termstructures/yieldtermstructure.cpp:
	  
	  added check for positive times. Check for increasing times still
	  missing

2009-04-08 15:50  Luigi Ballabio

	* [r16124] Examples/CDS/CDS.cpp,
	  ql/experimental/inflation/inflationcapfloor.cpp,
	  ql/experimental/overnightswap/eoniacoupon.cpp,
	  ql/experimental/overnightswap/eoniaswaphelper.cpp,
	  ql/indexes/bmaindex.cpp, ql/instruments/yearonyearinflationswap.cpp,
	  ql/termstructures/credit/defaultprobabilityhelpers.cpp,
	  ql/termstructures/yield/ratehelpers.cpp, ql/time/schedule.cpp,
	  ql/time/schedule.hpp, test-suite/cdo.cpp,
	  test-suite/convertiblebonds.cpp, test-suite/inflation.cpp,
	  test-suite/nthtodefault.cpp, test-suite/piecewiseyieldcurve.cpp:
	  
	  More MakeSchedule setters instead of anonymous constructor
	  parameters

2009-04-08 08:16  Luigi Ballabio

	* [r16123] ql/pricingengines/bond/all.hpp:
	  
	  Added new files to autotools build

2009-04-08 08:15  Luigi Ballabio

	* [r16122] ql/pricingengines/bond/Makefile.am:
	  
	  Added new files to autotools build

2009-04-07 19:04  Ferdinando Ametrano

	* [r16121] ql/pricingengines/bond/yield.cpp,
	  ql/pricingengines/bond/yield.hpp,
	  ql/pricingengines/bond/zspread.cpp,
	  ql/pricingengines/bond/zspread.hpp:
	  
	  using forward declarations to reduce header dependencies

2009-04-07 18:44  Ferdinando Ametrano

	* [r16120] ql/instruments/bond.cpp, ql/instruments/bond.hpp:
	  
	  removed redundant Bond methods

2009-04-07 18:39  Ferdinando Ametrano

	* [r16119] ql/termstructures/yield/fittedbonddiscountcurve.cpp,
	  test-suite/bonds.cpp:
	  
	  using yield functions instead of equivalent Bond methods

2009-04-07 18:31  Ferdinando Ametrano

	* [r16118]
	  ql/experimental/amortizingbonds/amortizingfixedratebond.hpp:
	  
	  removed ambiguous methods: IRR can be calculated with a frequency
	  and day-count different from the bond ones

2009-04-07 18:07  Ferdinando Ametrano

	* [r16117] QuantLib_vc9.vcproj:
	  
	  VC8 catching up

2009-04-07 17:50  Ferdinando Ametrano

	* [r16116] QuantLib_vc8.vcproj, ql/instruments/bond.cpp,
	  ql/pricingengines/bond/yield.cpp, ql/pricingengines/bond/yield.hpp,
	  ql/pricingengines/bond/zspread.cpp:
	  
	  moved yield calculation in its own file (as for the z-spread
	  calculation)

2009-04-07 16:11  Ferdinando Ametrano

	* [r16115] ql/instruments/bond.cpp:
	  
	  formatting

2009-04-07 16:07  Ferdinando Ametrano

	* [r16114] ql/pricingengines/bond/zspread.cpp,
	  ql/pricingengines/bond/zspread.hpp, test-suite/assetswap.cpp:
	  
	  improved z-spread calculation and removed redundant dirty-price
	  based interface

2009-04-06 16:01  Ferdinando Ametrano

	* [r16112]
	  ql/termstructures/volatility/swaption/swaptionvolstructure.cpp:
	  
	  fixed bug with more robust homogeneous swap length calculation (this
	  fixes today's unit test failure )

2009-04-06 12:32  Luigi Ballabio

	* [r16111] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj:
	  
	  VC8 and 9 catching up too much

2009-04-06 09:49  Ferdinando Ametrano

	* [r16110] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2009-04-06 09:48  Ferdinando Ametrano

	* [r16109] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2009-04-06 09:47  Ferdinando Ametrano

	* [r16108] test-suite/fdmlinearop.cpp:
	  
	  avoided warning

2009-04-06 08:08  Luigi Ballabio

	* [r16107] Contributors.txt, Docs/pages/authors.docs,
	  ql/pricingengines/bond/zspread.cpp,
	  ql/pricingengines/bond/zspread.hpp:
	  
	  Added implied z-spread calculation (thanks to Nathan Abbott)

2009-04-03 12:31  Luigi Ballabio

	* [r16105] ql/instruments/bond.cpp, ql/instruments/bond.hpp,
	  ql/pricingengines/bond/Makefile.am, ql/pricingengines/bond/all.hpp,
	  ql/pricingengines/bond/zspread.cpp,
	  ql/pricingengines/bond/zspread.hpp, test-suite/assetswap.cpp:
	  
	  Moved z-spread calculations in separate file

2009-04-01 16:18  Luigi Ballabio

	* [r16104] ql/math/array.hpp,
	  ql/math/interpolations/kernelinterpolation.hpp,
	  ql/math/linearleastsquaresregression.hpp:
	  
	  Replaced Array(std::vector) constructor with the more generic
	  Array(begin,end)

2009-04-01 16:17  Luigi Ballabio

	* [r16103] ql/models/marketmodels/correlations/expcorrelations.cpp,
	  ql/models/marketmodels/models/ctsmmcapletcalibration.cpp,
	  ql/utilities/dataformatters.hpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  Added data formatter for sequences.
	  This avoids using a conversion to Array for cosmetic purposes.

2009-04-01 13:15  Luigi Ballabio

	* [r16102] ql/experimental/amortizingbonds/amortizingcmsratebond.cpp,
	  ql/experimental/amortizingbonds/amortizingcmsratebond.hpp,
	  ql/experimental/amortizingbonds/amortizingfixedratebond.cpp,
	  ql/experimental/amortizingbonds/amortizingfixedratebond.hpp,
	  ql/experimental/amortizingbonds/amortizingfloatingratebond.cpp,
	  ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp:
	  
	  Removed confusing redemptions vector from constructor's argument
	  list

2009-04-01 13:14  Luigi Ballabio

	* [r16101] ql/instruments/bond.hpp:
	  
	  Documented internal method

2009-04-01 08:23  Luigi Ballabio

	* [r16099] Contributors.txt, Docs/pages/authors.docs,
	  ql/math/Makefile.am, ql/math/all.hpp,
	  ql/math/interpolations/Makefile.am, ql/math/interpolations/all.hpp,
	  ql/math/interpolations/kernelinterpolation.hpp,
	  ql/math/kernelfunctions.hpp, test-suite/interpolations.cpp,
	  test-suite/interpolations.hpp:
	  
	  Added kernel interpolation (thanks to Dimitri Reiswich)

2009-03-31 12:39  Luigi Ballabio

	* [r16097] Contributors.txt, Docs/pages/authors.docs,
	  ql/math/optimization/Makefile.am, ql/math/optimization/all.hpp,
	  ql/math/optimization/bfgs.cpp, ql/math/optimization/bfgs.hpp,
	  ql/math/optimization/conjugategradient.cpp,
	  ql/math/optimization/conjugategradient.hpp,
	  ql/math/optimization/linesearchbasedmethod.cpp,
	  ql/math/optimization/linesearchbasedmethod.hpp,
	  ql/math/optimization/steepestdescent.cpp,
	  ql/math/optimization/steepestdescent.hpp, test-suite/optimizers.cpp:
	  
	  Added BFGS optimizer (thanks to Frederic Degraeve)

2009-03-28 14:37  Klaus Spanderen

	* [r16096] test-suite/fdmlinearop.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  avoid negative forward rates in test cases

2009-03-27 16:06  Ferdinando Ametrano

	* [r16091] ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp,
	  ql/termstructures/yield/zerocurve.hpp:
	  
	  added data method

2009-03-27 16:05  Luigi Ballabio

	* [r16090] ql/utilities/dataformatters.cpp:
	  
	  Reverted Rev16086

2009-03-27 16:04  Ferdinando Ametrano

	* [r16089] ql/cashflows/cashflows.cpp:
	  
	  

2009-03-27 15:41  Ferdinando Ametrano

	* [r16088] ql/termstructures/yield/forwardcurve.hpp:
	  
	  

2009-03-27 14:52  Ferdinando Ametrano

	* [r16087]
	  ql/termstructures/credit/interpolateddefaultdensitycurve.hpp,
	  ql/termstructures/credit/interpolatedhazardratecurve.hpp,
	  ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp:
	  
	  - implemented flat hazard rate extrapolation for
	  InterpolatedSurvivalProbabilityCurve.
	  - InterpolatedDefaultDensityCurve is still using flat default
	  density extrapolation (to be revisited)

2009-03-27 14:43  Ferdinando Ametrano

	* [r16086] ql/utilities/dataformatters.cpp:
	  
	  removed awkward space before percent sign. Revert this if you don't
	  agree

2009-03-27 13:21  Luigi Ballabio

	* [r16085] ql/math/interpolations/cubicinterpolation.hpp,
	  ql/math/interpolations/loginterpolation.hpp:
	  
	  Fixes for gcc compilation

2009-03-27 11:44  Ferdinando Ametrano

	* [r16084]
	  ql/experimental/finitedifferences/fdmblackscholessolver.cpp,
	  ql/math/interpolations/cubicinterpolation.hpp,
	  ql/math/interpolations/loginterpolation.hpp:
	  
	  - added (Log)CubicInterpolation convenience classes, with
	  homogeneous nomenclature (borrowed from QuantLibXL)
	  - switched from CubicNaturalSpline to MonotonicCubicNaturalSpline in
	  FdmBlackScholesSolver to avoid possible spurious waviness

2009-03-26 15:34  Ferdinando Ametrano

	* [r16082] ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/zerocurve.hpp:
	  
	  implemented flat (instantaneous) forward extrapolation for
	  InterpolatedDiscountCurve and InterpolatedZeroCurve

2009-03-25 17:18  Luigi Ballabio

	* [r16079] ql/termstructures/yield/zerocurve.hpp:
	  
	  Another fix

2009-03-25 16:58  Ferdinando Ametrano

	* [r16078]
	  ql/termstructures/credit/interpolateddefaultdensitycurve.hpp,
	  ql/termstructures/credit/interpolatedhazardratecurve.hpp,
	  ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp:
	  
	  added non-negative hazard constraint to
	  InterpolatedSurvivalProbabilityCurve

2009-03-25 16:48  Ferdinando Ametrano

	* [r16077] ql/termstructures/yieldtermstructure.cpp:
	  
	  fixed extrapolation exception due to (right) finite differences
	  calculation and switched to centered algorithm

2009-03-25 16:45  Ferdinando Ametrano

	* [r16076] ql/experimental/credit/spreadedhazardratecurve.hpp:
	  
	  improved documentation

2009-03-25 16:45  Ferdinando Ametrano

	* [r16075] ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/zerocurve.hpp:
	  
	  those boring picky compilers...

2009-03-25 16:37  Ferdinando Ametrano

	* [r16074] ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp:
	  
	  fixed non-negative rate requirement

2009-03-25 15:00  Ferdinando Ametrano

	* [r16073]
	  ql/termstructures/credit/interpolateddefaultdensitycurve.hpp,
	  ql/termstructures/credit/interpolatedhazardratecurve.hpp:
	  
	  "fixed" t=0 value
	  warning: these files still needs a check as the interpolant
	  primitive constant does not grant consistency with the required
	  value at t=0

2009-03-25 14:58  Ferdinando Ametrano

	* [r16072] ql/termstructures/voltermstructure.hpp,
	  ql/termstructures/yield/forwardstructure.hpp,
	  ql/termstructures/yieldtermstructure.hpp:
	  
	  removed useless default virtual destructor

2009-03-25 14:56  Ferdinando Ametrano

	* [r16071] ql/termstructures/credit/defaultdensitystructure.hpp,
	  ql/termstructures/credit/flathazardrate.hpp,
	  ql/termstructures/credit/hazardratestructure.hpp,
	  ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp,
	  ql/termstructures/credit/survivalprobabilitystructure.hpp,
	  ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/forwardspreadedtermstructure.hpp,
	  ql/termstructures/yield/impliedtermstructure.hpp,
	  ql/termstructures/yield/zeroyieldstructure.hpp:
	  
	  improved documentation

2009-03-25 14:44  Ferdinando Ametrano

	* [r16070] ql/termstructures/yield/zerocurve.hpp:
	  
	  fixed non-negative rate requirement

2009-03-25 11:19  Luigi Ballabio

	* [r16069] ql/termstructures/yield/forwardstructure.hpp:
	  
	  Formula embellishment

2009-03-25 10:49  Ferdinando Ametrano

	* [r16068] ql/termstructures/credit/hazardratestructure.hpp,
	  ql/termstructures/credit/survivalprobabilitystructure.hpp,
	  ql/termstructures/defaulttermstructure.cpp,
	  ql/termstructures/defaulttermstructure.hpp:
	  
	  improved documentation

2009-03-25 10:33  Ferdinando Ametrano

	* [r16067] ql/termstructures/credit/interpolatedhazardratecurve.hpp:
	  
	  removed unused assignment
	  warning: it needed and still needs a check as the interpolant
	  primitive constant does not grant consistency with the required
	  value at t=0

2009-03-25 10:31  Ferdinando Ametrano

	* [r16066] ql/termstructures/yield/forwardstructure.hpp:
	  
	  improved documentation

2009-03-25 10:31  Ferdinando Ametrano

	* [r16065] ql/termstructures/yield/forwardcurve.hpp:
	  
	  added flat extrapolation
	  warning: it needed and still needs a check as the interpolant
	  primitive constant does not grant consistency with the required
	  value at t=0

2009-03-25 10:27  Ferdinando Ametrano

	* [r16064] ql/termstructures/yieldtermstructure.hpp:
	  
	  removed obsolete todo and fixed documentation

2009-03-25 10:16  Luigi Ballabio

	* [r16063] Examples/FittedBondCurve/FittedBondCurve.cpp:
	  
	  Fixed old method call

2009-03-25 10:14  Ferdinando Ametrano

	* [r16062] ql/termstructures/localbootstrap.hpp:
	  
	  in synch with Rev16055

2009-03-25 10:14  Luigi Ballabio

	* [r16061] ql/termstructures/defaulttermstructure.hpp:
	  
	  Not a typo

2009-03-25 09:15  Ferdinando Ametrano

	* [r16060] ql/termstructures/defaulttermstructure.hpp:
	  
	  fixed a typo and replaced today with reference date/time

2009-03-24 17:14  Ferdinando Ametrano

	* [r16057]
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp:
	  
	  fixed documentation

2009-03-24 15:03  Ferdinando Ametrano

	* [r16056] ql/patterns/observable.hpp:
	  
	  fixed typo

2009-03-24 10:59  Ferdinando Ametrano

	* [r16055] ql/termstructures/bootstraphelper.hpp,
	  ql/termstructures/inflation/inflationhelpers.cpp,
	  ql/termstructures/iterativebootstrap.hpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  added BootstrapHelper::quote() inspector in order to clean up
	  redundant Quote interface duplication

2009-03-24 10:36  Ferdinando Ametrano

	* [r16054] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2009-03-23 11:14  Luigi Ballabio

	* [r16051]
	  ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp:
	  
	  Added specialized defaultDensity() implementation

2009-03-23 08:11  Luigi Ballabio

	* [r16050] Contributors.txt, Docs/pages/authors.docs:
	  
	  

2009-03-20 18:35  Ferdinando Ametrano

	* [r16049]
	  ql/termstructures/credit/interpolateddefaultdensitycurve.hpp,
	  ql/termstructures/credit/interpolatedhazardratecurve.hpp,
	  ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp,
	  ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/zerocurve.hpp:
	  
	  added homogeneous checks, inlining, etc

2009-03-20 18:23  Ferdinando Ametrano

	* [r16048] ql/termstructures/yield/forwardstructure.hpp:
	  
	  removed inhomogeneous default values

2009-03-20 18:22  Ferdinando Ametrano

	* [r16047] ql/termstructures/yield/zeroyieldstructure.hpp:
	  
	  

2009-03-20 17:56  Ferdinando Ametrano

	* [r16046] QuantLib_vc8.vcproj,
	  ql/termstructures/credit/probabilitytraits.hpp:
	  
	  minor tweaks

2009-03-20 15:51  Luigi Ballabio

	* [r16045] ql/instruments/barrieroption.cpp,
	  ql/instruments/dividendvanillaoption.cpp,
	  ql/instruments/impliedvolatility.cpp,
	  ql/instruments/impliedvolatility.hpp,
	  ql/instruments/vanillaoption.cpp:
	  
	  Moved ImpliedVolatilityHelper class inside namespace detail

2009-03-20 13:57  Ferdinando Ametrano

	* [r16044] ql/instruments/assetswap.hpp:
	  
	  added inspector

2009-03-20 10:15  Luigi Ballabio

	* [r16043] ql/termstructures/credit/survivalprobabilitystructure.cpp,
	  ql/termstructures/credit/survivalprobabilitystructure.hpp:
	  
	  Fixed formulas for hazard rate and default density (differentiation
	  was missing)

2009-03-20 10:13  Luigi Ballabio

	* [r16042] ql/termstructures/credit/Makefile.am,
	  ql/termstructures/credit/all.hpp:
	  
	  Added new files to autotools build

2009-03-20 10:12  Luigi Ballabio

	* [r16041] ql/termstructures/credit/hazardratestructure.cpp,
	  ql/termstructures/credit/hazardratestructure.hpp:
	  
	  Moved implementation back to .cpp file (virtual methods are not
	  going to get inlined anyway, and this way the header is less likely
	  to change and trigger recompilation.)

2009-03-19 19:04  Ferdinando Ametrano

	* [r16040] QuantLib_vc8.vcproj,
	  ql/termstructures/credit/hazardratestructure.cpp,
	  ql/termstructures/credit/hazardratestructure.hpp,
	  ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp,
	  ql/termstructures/credit/probabilitytraits.hpp,
	  ql/termstructures/credit/survivalprobabilitystructure.cpp,
	  ql/termstructures/credit/survivalprobabilitystructure.hpp,
	  test-suite/defaultprobabilitycurves.cpp,
	  test-suite/defaultprobabilitycurves.hpp:
	  
	  added SurvivalProbability credit curve (test included)

2009-03-19 17:06  Ferdinando Ametrano

	* [r16038] ql/termstructures/defaulttermstructure.hpp:
	  
	  

2009-03-19 15:13  Luigi Ballabio

	* [r16036] test-suite/cdsoption.cpp, test-suite/creditdefaultswap.cpp,
	  test-suite/defaultprobabilitycurves.cpp, test-suite/issuer.cpp:
	  
	  Sync with Rev16034

2009-03-19 13:57  Ferdinando Ametrano

	* [r16034] ql/instruments/creditdefaultswap.cpp,
	  ql/termstructures/credit/flathazardrate.cpp,
	  ql/termstructures/credit/flathazardrate.hpp:
	  
	  replaced ambiguous constructor with implicit settlementDays choice

2009-03-19 11:27  Ferdinando Ametrano

	* [r16033] ql/experimental/inflation/nominalyoyinflationcoupon.hpp:
	  
	  

2009-03-19 09:55  Ferdinando Ametrano

	* [r16031] ql/cashflows/averagebmacoupon.cpp,
	  ql/cashflows/averagebmacoupon.hpp,
	  ql/cashflows/capflooredcoupon.cpp,
	  ql/cashflows/capflooredcoupon.hpp, ql/cashflows/cashflowvectors.hpp,
	  ql/cashflows/cmscoupon.cpp, ql/cashflows/cmscoupon.hpp,
	  ql/cashflows/coupon.cpp, ql/cashflows/coupon.hpp,
	  ql/cashflows/digitalcmscoupon.cpp, ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/digitaliborcoupon.cpp,
	  ql/cashflows/fixedratecoupon.cpp, ql/cashflows/fixedratecoupon.hpp,
	  ql/cashflows/floatingratecoupon.cpp,
	  ql/cashflows/floatingratecoupon.hpp, ql/cashflows/iborcoupon.cpp,
	  ql/cashflows/iborcoupon.hpp, ql/cashflows/rangeaccrual.cpp,
	  ql/cashflows/rangeaccrual.hpp,
	  ql/experimental/coupons/subperiodcoupons.cpp,
	  ql/experimental/coupons/subperiodcoupons.hpp,
	  ql/experimental/credit/riskybond.cpp,
	  ql/experimental/inflation/inflationcoupon.cpp,
	  ql/experimental/inflation/inflationcoupon.hpp,
	  ql/experimental/inflation/nominalyoyinflationcoupon.cpp,
	  ql/experimental/inflation/nominalyoyinflationcoupon.hpp,
	  ql/experimental/overnightswap/eoniacoupon.cpp, test-suite/cms.cpp,
	  test-suite/digitalcoupon.cpp, test-suite/rangeaccrual.cpp:
	  
	  - partially reverted Rev16029 to have date, nominal order (as it is
	  a less invasive change than switching to nominal, date)
	  - also reverted Rev18030

2009-03-18 14:38  Ferdinando Ametrano

	* [r16029] ql/cashflows/averagebmacoupon.cpp,
	  ql/cashflows/averagebmacoupon.hpp,
	  ql/cashflows/capflooredcoupon.cpp,
	  ql/cashflows/capflooredcoupon.hpp, ql/cashflows/cashflowvectors.hpp,
	  ql/cashflows/cmscoupon.cpp, ql/cashflows/cmscoupon.hpp,
	  ql/cashflows/digitalcoupon.cpp, ql/cashflows/fixedratecoupon.cpp,
	  ql/cashflows/fixedratecoupon.hpp,
	  ql/cashflows/floatingratecoupon.cpp,
	  ql/cashflows/floatingratecoupon.hpp, ql/cashflows/iborcoupon.cpp,
	  ql/cashflows/iborcoupon.hpp, ql/cashflows/rangeaccrual.cpp,
	  ql/cashflows/rangeaccrual.hpp,
	  ql/experimental/coupons/subperiodcoupons.cpp,
	  ql/experimental/credit/riskybond.cpp,
	  ql/experimental/overnightswap/eoniacoupon.cpp, test-suite/cms.cpp,
	  test-suite/digitalcoupon.cpp:
	  
	  cleaned up code:
	  - added empty notional check where missing
	  - reordered input parameters so that it's always notional, date
	  - inlined one-line methods

2009-03-17 14:51  Luigi Ballabio

	* [r16027] ql/experimental/inflation/inflationcappedcouponpricer.cpp:
	  
	  Fix for VC++7.1 compilation

2009-03-17 14:47  Luigi Ballabio

	* [r16026] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  Updated VC++ and Dev-C++ projects

2009-03-16 16:43  Luigi Ballabio

	* [r16023]
	  ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp:
	  
	  Fix for modified data member in const method

2009-03-12 12:48  Luigi Ballabio

	* [r16020]
	  ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp:
	  
	  Added required typedefs

2009-03-11 17:40  Ferdinando Ametrano

	* [r16014] ql/instruments/assetswap.cpp, ql/instruments/assetswap.hpp:
	  
	  cleaned code, added checks and warning

2009-03-11 11:21  Ferdinando Ametrano

	* [r16011] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2009-03-08 21:04  Klaus Spanderen

	* [r15998] ql/experimental/finitedifferences/fdmhestonsolver.hpp:
	  
	  added comment

2009-03-06 11:41  Luigi Ballabio

	* [r15991] ql/legacy/pricers/Makefile.am, ql/legacy/pricers/all.hpp,
	  ql/legacy/pricers/discretegeometricaso.cpp,
	  ql/legacy/pricers/discretegeometricaso.hpp,
	  ql/legacy/pricers/singleassetoption.cpp,
	  ql/legacy/pricers/singleassetoption.hpp,
	  ql/pricingengines/asian/Makefile.am,
	  ql/pricingengines/asian/all.hpp,
	  ql/pricingengines/asian/analytic_discr_geom_av_strike.cpp,
	  ql/pricingengines/asian/analytic_discr_geom_av_strike.hpp,
	  test-suite/asianoptions.cpp, test-suite/asianoptions.hpp:
	  
	  Migrated old average-strike option pricer to pricing-engine
	  framework (thanks to IMAFA students Jean Nkeng, Adrien Pinatton, and
	  Alpha Sanou Toure)

2009-03-05 18:54  Ferdinando Ametrano

	* [r15988] ql/instruments/assetswap.cpp:
	  
	  

2009-03-05 18:11  Ferdinando Ametrano

	* [r15985] ql/instruments/assetswap.cpp, ql/instruments/assetswap.hpp,
	  test-suite/assetswap.cpp:
	  
	  fixed bug: fair (clean) price was not correct for non-par (aka
	  tel-quel, market) asset swap

2009-03-05 18:09  Ferdinando Ametrano

	* [r15984] ql/event.hpp:
	  
	  fixed typo

2009-03-04 11:50  Luigi Ballabio

	* [r15983] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj, ql/time/imm.cpp,
	  ql/utilities/dataparsers.cpp, ql/utilities/dataparsers.hpp,
	  ql/utilities/lexicalcastwrapper.cpp,
	  ql/utilities/lexicalcastwrapper.hpp:
	  
	  Moved lexical-cast wrapper (with new name) together with the
	  existing data parsers

2009-03-04 06:19  Mark Joshi

	* [r15982] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj, ql/time/imm.cpp,
	  ql/utilities/dataparsers.cpp, ql/utilities/lexicalcastwrapper.cpp,
	  ql/utilities/lexicalcastwrapper.hpp:
	  
	  moved lexical_cast to one location to isolate issues and added
	  conditional compilation

2009-03-03 15:44  Luigi Ballabio

	* [r15979] ql/time/date.hpp, ql/utilities/null.hpp:
	  
	  Moved Null<Date> specialization with Date class

2009-03-03 06:07  Mark Joshi

	* [r15978] Examples/BermudanSwaption/BermudanSwaption_vc9.vcproj,
	  Examples/Bonds/Bonds_vc9.vcproj, Examples/CDS/CDS_vc9.vcproj,
	  Examples/CallableBonds/CallableBonds_vc9.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc9.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc9.vcproj,
	  Examples/EquityOption/EquityOption_vc9.vcproj,
	  Examples/FRA/FRA_vc9.vcproj,
	  Examples/FittedBondCurve/FittedBondCurve_vc9.vcproj,
	  Examples/Replication/Replication_vc9.vcproj,
	  Examples/Repo/Repo_vc9.vcproj, Examples/Swap/Swap_vc9.vcproj,
	  QuantLib_vc9.sln, QuantLib_vc9.vcproj, ql/math/array.hpp,
	  ql/math/statistics/histogram.cpp, ql/prices.hpp,
	  ql/pricingengines/mcsimulation.hpp, ql/utilities/null.hpp,
	  test-suite/fdmlinearop.cpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/testsuite_vc9.vcproj:
	  
	  now builds and passes all tests under x64 for visual studio 2008

2009-03-02 14:22  Luigi Ballabio

	* [r15976] ql/time/calendars/china.cpp, ql/time/calendars/china.hpp,
	  ql/time/calendars/hongkong.cpp, ql/time/calendars/hongkong.hpp,
	  ql/time/calendars/india.cpp, ql/time/calendars/india.hpp,
	  ql/time/calendars/indonesia.cpp, ql/time/calendars/indonesia.hpp,
	  ql/time/calendars/singapore.cpp, ql/time/calendars/singapore.hpp,
	  ql/time/calendars/taiwan.cpp, ql/time/calendars/taiwan.hpp:
	  
	  Updated holidays for 2009

2009-03-02 12:23  Luigi Ballabio

	* [r15975] Examples/FittedBondCurve/FittedBondCurve.cpp,
	  ql/termstructures/yield/bondhelpers.cpp:
	  
	  Fixes for example

2009-03-02 09:26  Luigi Ballabio

	* [r15974] test-suite/convertiblebonds.cpp, test-suite/utilities.hpp:
	  
	  Avoided warnings

2009-02-27 18:24  Ferdinando Ametrano

	* [r15972] ql/termstructures/yield/bondhelpers.cpp:
	  
	  fixed bug: initializeDates was not used.
	  cleaned up FixedRateBondHelper constructor

2009-02-27 17:13  Ferdinando Ametrano

	* [r15971] ql/termstructures/yield/bondhelpers.cpp,
	  ql/termstructures/yield/bondhelpers.hpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  introduced generic BondHelper which allow any kind of bond to be
	  used in yield curve bootstrapping.
	  The previous restriction to FixedRateBond was too strong; any bond
	  can be used to bootstrap a discount yield curve, provided its
	  cashflows do not depend on the curve being bootstrapped

2009-02-27 16:02  Ferdinando Ametrano

	* [r15970] ql/termstructures/yield/bondhelpers.cpp,
	  ql/termstructures/yield/bondhelpers.hpp:
	  
	  derived FixedRateBondHelper from RelativeDateRateHelper in order to
	  calculate sensible values for earliestDate_

2009-02-27 15:50  Ferdinando Ametrano

	* [r15968] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp,
	  ql/instruments/bond.cpp, ql/instruments/bond.hpp:
	  
	  added nextCouponDate and previousCouponDate

2009-02-27 14:36  Ferdinando Ametrano

	* [r15967] ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  explicit up-casting

2009-02-27 14:33  Ferdinando Ametrano

	* [r15966] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj:
	  
	  VC8/9 catching up

2009-02-27 12:58  Luigi Ballabio

	* [r15965] ql/processes/blackscholesprocess.cpp,
	  ql/processes/blackscholesprocess.hpp:
	  
	  Disabled wrongly implemented expectation method in Black-Scholes
	  process

2009-02-25 10:53  Luigi Ballabio

	* [r15964] ql/methods/montecarlo/brownianbridge.hpp:
	  
	  Improved documentation (thanks to Bojan Nikolic)

2009-02-24 15:19  Luigi Ballabio

	* [r15962] Examples/CDS/CDS.cpp, ql/Makefile.am, ql/default.hpp,
	  ql/experimental/credit/Makefile.am, ql/experimental/credit/all.hpp,
	  ql/experimental/credit/basket.hpp,
	  ql/experimental/credit/blackcdsoptionengine.cpp,
	  ql/experimental/credit/blackcdsoptionengine.hpp,
	  ql/experimental/credit/cdsoption.cpp,
	  ql/experimental/credit/cdsoption.hpp,
	  ql/experimental/credit/issuer.cpp,
	  ql/experimental/credit/issuer.hpp,
	  ql/experimental/credit/nthtodefault.cpp,
	  ql/experimental/credit/nthtodefault.hpp,
	  ql/experimental/credit/pool.hpp,
	  ql/experimental/credit/riskybond.cpp,
	  ql/experimental/credit/riskybond.hpp,
	  ql/experimental/credit/syntheticcdo.hpp,
	  ql/instruments/creditdefaultswap.cpp,
	  ql/instruments/creditdefaultswap.hpp, ql/issuer.cpp, ql/issuer.hpp,
	  ql/pricingengines/credit/integralcdsengine.cpp,
	  ql/pricingengines/credit/integralcdsengine.hpp,
	  ql/pricingengines/credit/midpointcdsengine.cpp,
	  ql/pricingengines/credit/midpointcdsengine.hpp, ql/quantlib.hpp,
	  ql/termstructures/credit/defaultprobabilityhelpers.cpp,
	  test-suite/cdsoption.cpp, test-suite/creditdefaultswap.cpp,
	  test-suite/defaultprobabilitycurves.cpp, test-suite/issuer.cpp,
	  test-suite/nthtodefault.cpp:
	  
	  Removed broken Issuer abstraction from core library.
	  
	  The Issuer class failed to take into account the possibility of
	  several
	  default-probability curves and recovery rates for each issuer, based
	  on
	  seniority or currency.
	  In most instrument and pricing engines, instances of Issuer were
	  replaced
	  by the data members it contained. The Issuer class itself was moved
	  to
	  ql/experimental/credit to support the SyntheticCDO class, which uses
	  it
	  for the Pool and Basket classes and might used as a case study for
	  finding
	  the correct abstraction.

2009-02-24 14:38  Luigi Ballabio

	* [r15959] configure.ac:
	  
	  Added checks for more math constants

2009-02-24 14:37  Luigi Ballabio

	* [r15958] test-suite/optionletstripper.cpp:
	  
	  Increased test tolerance

2009-02-23 14:35  Luigi Ballabio

	* [r15957] ql/cashflows/rangeaccrual.cpp,
	  ql/experimental/amortizingbonds/amortizingfixedratebond.cpp,
	  ql/experimental/credit/onefactorgaussiancopula.cpp,
	  ql/experimental/credit/onefactorstudentcopula.cpp,
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.cpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.cpp,
	  ql/experimental/lattices/extendedbinomialtree.cpp,
	  ql/experimental/varianceoption/integralhestonvarianceoptionengine.cpp,
	  ql/instruments/bond.cpp, ql/math/integrals/kronrodintegral.cpp,
	  ql/math/matrixutilities/basisincompleteordered.cpp,
	  ql/math/optimization/spherecylinder.cpp, ql/math/quadratic.cpp,
	  ql/math/randomnumbers/latticersg.cpp,
	  ql/math/randomnumbers/latticerules.cpp, ql/math/surface.cpp,
	  ql/methods/lattices/binomialtree.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.cpp,
	  ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.cpp,
	  ql/models/marketmodels/marketmodel.cpp,
	  ql/models/marketmodels/models/alphafinder.cpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/capletcoterminalperiodic.cpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.cpp,
	  ql/models/marketmodels/pathwiseaccountingengine.cpp,
	  ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.cpp,
	  ql/models/marketmodels/swapforwardmappings.cpp,
	  ql/pricingengines/blackformula.cpp,
	  ql/processes/gjrgarchprocess.cpp, ql/processes/hestonprocess.cpp,
	  ql/processes/hullwhiteprocess.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.cpp:
	  
	  Fixes for Sun Solaris compilation (thanks to Andreas Spengler)

2009-02-23 12:54  Luigi Ballabio

	* [r15956] ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp,
	  ql/termstructures/inflation/piecewisezeroinflationcurve.hpp:
	  
	  Workaround for VC++9

2009-02-21 16:30  Klaus Spanderen

	* [r15955] ql/pricingengines/asian/mcdiscreteasianengine.hpp,
	  ql/pricingengines/vanilla/mcamericanengine.hpp,
	  ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp:
	  
	  avoid negative option pv's due to the usage of control variate

2009-02-21 16:06  Klaus Spanderen

	* [r15954] ql/compounding.hpp:
	  
	  removed needless include

2009-02-21 13:57  Klaus Spanderen

	* [r15953] ql/math/optimization/levenbergmarquardt.cpp:
	  
	  formatting

2009-02-20 13:53  Luigi Ballabio

	* [r15948] ql/cashflows/capflooredcoupon.cpp:
	  
	  Added check to prevent use of null value in calculations

2009-02-20 13:37  Ferdinando Ametrano

	* [r15947] ql/instruments/assetswap.cpp, ql/instruments/assetswap.hpp,
	  test-suite/assetswap.cpp:
	  
	  removed redundant parameter

2009-02-20 13:36  Ferdinando Ametrano

	* [r15946] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj:
	  
	  VC8/9 catching up

2009-02-20 11:41  Luigi Ballabio

	* [r15943] configure.ac, ql/instruments/inflationswap.cpp,
	  ql/instruments/inflationswap.hpp,
	  ql/instruments/yearonyearinflationswap.cpp,
	  ql/instruments/yearonyearinflationswap.hpp,
	  ql/instruments/zerocouponinflationswap.cpp,
	  ql/instruments/zerocouponinflationswap.hpp,
	  ql/pricingengines/Makefile.am, ql/pricingengines/all.hpp,
	  ql/pricingengines/inflation,
	  ql/pricingengines/inflation/Makefile.am,
	  ql/pricingengines/inflation/all.hpp,
	  ql/pricingengines/inflation/discountinginflationswapengines.cpp,
	  ql/pricingengines/inflation/discountinginflationswapengines.hpp,
	  ql/termstructures/inflation/inflationhelpers.cpp,
	  ql/termstructures/inflation/inflationhelpers.hpp:
	  
	  Migrated inflation swaps to pricing-engine framework

2009-02-19 14:09  Luigi Ballabio

	* [r15941] ql/instruments/assetswap.cpp, ql/instruments/assetswap.hpp,
	  ql/pricingengines/swap/discountingswapengine.cpp,
	  test-suite/assetswap.cpp:
	  
	  Fully migrated AssetSwap to pricing-engine framework

2009-02-19 09:53  Luigi Ballabio

	* [r15940] ql/instruments/assetswap.cpp, ql/instruments/assetswap.hpp:
	  
	  Moved fall-back calculations into inspectors (which makes them more
	  lazy)

2009-02-18 23:30  Roland Lichters

	* [r15939] ql/experimental/overnightswap/eoniacoupon.cpp:
	  
	  eonia swap spread on coupon rather than index

2009-02-18 23:28  Roland Lichters

	* [r15938] ql/experimental/credit/onefactorcopula.hpp:
	  
	  added lower integration bound to copula constructor

2009-02-18 15:59  Luigi Ballabio

	* [r15936] Docs/Makefile.am, Docs/images/QL.eps, Docs/images/QL.pdf,
	  Docs/images/instrument.eps, Docs/images/instrument.pdf,
	  Docs/qlintro.tex, Docs/quantlib.doxy, Docs/quantlibheader.tex,
	  Makefile.am:
	  
	  Dropped pdf/ps targets (that have been broken for a while now)

2009-02-17 16:28  Luigi Ballabio

	* [r15933] Examples/EquityOption/EquityOption.cpp,
	  ql/instruments/dividendvanillaoption.cpp,
	  ql/instruments/vanillaoption.cpp,
	  ql/pricingengines/vanilla/Makefile.am,
	  ql/pricingengines/vanilla/fdamericanengine.hpp,
	  ql/pricingengines/vanilla/fdbermudanengine.hpp,
	  ql/pricingengines/vanilla/fddividendamericanengine.hpp,
	  ql/pricingengines/vanilla/fddividendengine.cpp,
	  ql/pricingengines/vanilla/fddividendengine.hpp,
	  ql/pricingengines/vanilla/fddividendeuropeanengine.hpp,
	  ql/pricingengines/vanilla/fddividendshoutengine.hpp,
	  ql/pricingengines/vanilla/fdeuropeanengine.cpp,
	  ql/pricingengines/vanilla/fdeuropeanengine.hpp,
	  ql/pricingengines/vanilla/fdmultiperiodengine.cpp,
	  ql/pricingengines/vanilla/fdmultiperiodengine.hpp,
	  ql/pricingengines/vanilla/fdshoutengine.hpp,
	  ql/pricingengines/vanilla/fdstepconditionengine.cpp,
	  ql/pricingengines/vanilla/fdstepconditionengine.hpp,
	  test-suite/americanoption.cpp, test-suite/dividendoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/hestonmodel.cpp,
	  test-suite/mclongstaffschwartzengine.cpp:
	  
	  Added choice of evolver scheme to finite-difference vanilla engines.
	  
	  The available engines were turned into class templates, the template
	  argument
	  being the evolver. The default choice is Crank-Nicolson, which was
	  the one
	  hard-coded until now.

2009-02-16 17:29  Ferdinando Ametrano

	* [r15930] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj:
	  
	  VC8/9 catching up

2009-02-13 16:32  Luigi Ballabio

	* [r15928] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/models,
	  ql/experimental/models/Makefile.am, ql/experimental/models/all.hpp,
	  ql/experimental/models/twomixmodel.cpp,
	  ql/experimental/models/twomixmodel.hpp,
	  ql/experimental/models/twomixmodelengines.cpp,
	  ql/experimental/models/twomixmodelengines.hpp,
	  ql/experimental/models/twomixmodelhelpers.cpp,
	  ql/experimental/models/twomixmodelhelpers.hpp:
	  
	  Added two-component mixture models (thanks to Chris Kenyon)

2009-02-13 16:31  Luigi Ballabio

	* [r15927] ql/instruments/makecapfloor.cpp,
	  ql/instruments/makecapfloor.hpp:
	  
	  Added method to create a single caplet/floorlet

2009-02-13 12:19  Luigi Ballabio

	* [r15926] ql/experimental/inflation/Makefile.am,
	  ql/experimental/inflation/all.hpp,
	  ql/experimental/inflation/inflationcapfloorengines.cpp,
	  ql/experimental/inflation/inflationcapfloorengines.hpp,
	  ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp,
	  ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp,
	  ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp,
	  ql/experimental/inflation/yoycapfloortermpricesurface.cpp,
	  ql/experimental/inflation/yoycapfloortermpricesurface.hpp,
	  ql/experimental/inflation/yoyoptionlethelpers.cpp,
	  ql/experimental/inflation/yoyoptionlethelpers.hpp,
	  ql/experimental/inflation/yoyoptionletstripper.hpp,
	  ql/experimental/inflation/yoyoptionletvolatilitystructures.hpp:
	  
	  Added more inflation cap/floor volatility structures (thanks to
	  Chris Kenyon)

2009-02-13 00:38  Mark Joshi

	* [r15925] ql/time/imm.cpp, ql/utilities/dataparsers.cpp:
	  
	  removed use of lexical_cast, with this change all of the QuantLib
	  library compiles under VC9 with x64 toolset

2009-02-12 13:59  Luigi Ballabio

	* [r15924] ql/experimental/inflation/Makefile.am,
	  ql/experimental/inflation/all.hpp,
	  ql/experimental/inflation/inflationcapfloor.cpp,
	  ql/experimental/inflation/inflationcapfloor.hpp,
	  ql/experimental/inflation/inflationcapfloorengines.cpp,
	  ql/experimental/inflation/inflationcapfloorengines.hpp,
	  ql/experimental/inflation/inflationcouponpricer.hpp:
	  
	  Added experimental inflation cap/floor (thanks to Chris Kenyon)

2009-02-12 11:16  Luigi Ballabio

	* [r15923] ql/experimental/inflation/Makefile.am,
	  ql/experimental/inflation/all.hpp,
	  ql/experimental/inflation/genericindexes.hpp,
	  ql/indexes/inflation/Makefile.am, ql/indexes/inflation/all.hpp,
	  ql/indexes/inflation/aucpi.hpp, ql/indexes/inflation/frhicp.hpp:
	  
	  More inflation indexes (thanks to Chris Kenyon)

2009-02-12 10:37  Ferdinando Ametrano

	* [r15922] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj:
	  
	  VC8/9 catching up

2009-02-12 10:34  Ferdinando Ametrano

	* [r15921] ql/experimental/inflation/inflationcoupon.cpp:
	  
	  fixed bug: unary minus operator applied to unsigned type, result
	  still unsigned

2009-02-12 09:04  Luigi Ballabio

	* [r15920] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/inflation,
	  ql/experimental/inflation/Makefile.am,
	  ql/experimental/inflation/all.hpp,
	  ql/experimental/inflation/capflooredinflationcoupon.cpp,
	  ql/experimental/inflation/capflooredinflationcoupon.hpp,
	  ql/experimental/inflation/inflationcappedcouponpricer.cpp,
	  ql/experimental/inflation/inflationcappedcouponpricer.hpp,
	  ql/experimental/inflation/inflationcoupon.cpp,
	  ql/experimental/inflation/inflationcoupon.hpp,
	  ql/experimental/inflation/inflationcouponpricer.cpp,
	  ql/experimental/inflation/inflationcouponpricer.hpp,
	  ql/experimental/inflation/nominalyoyinflationcoupon.cpp,
	  ql/experimental/inflation/nominalyoyinflationcoupon.hpp,
	  ql/experimental/inflation/yoyoptionletvolatilitystructures.hpp:
	  
	  Added experimental inflation coupons (thanks to Chris Kenyon)

2009-02-11 17:19  Ferdinando Ametrano

	* [r15918] test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2009-02-11 11:16  Luigi Ballabio

	* [r15917] Makefile.am, configure.ac, m4, m4/Makefile.am:
	  
	  Support for new libtool features

2009-02-10 21:05  Klaus Spanderen

	* [r15916] ql/math/linearleastsquaresregression.hpp,
	  ql/methods/montecarlo/longstaffschwartzpathpricer.hpp,
	  test-suite/linearleastsquaresregression.cpp,
	  test-suite/linearleastsquaresregression.hpp:
	  
	  LinearLeastSquaresRegression improvements, added standardErrors and
	  LinearRegression

2009-02-10 14:25  Ferdinando Ametrano

	* [r15915] QuantLib_vc9.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  VC9 catching up

2009-02-10 14:03  Luigi Ballabio

	* [r15914] ql/experimental/credit/blackcdsoptionengine.cpp,
	  ql/experimental/credit/nthtodefault.cpp,
	  ql/experimental/credit/riskybond.hpp,
	  ql/experimental/credit/syntheticcdo.cpp, ql/issuer.cpp,
	  ql/issuer.hpp, ql/pricingengines/credit/integralcdsengine.cpp,
	  ql/pricingengines/credit/midpointcdsengine.cpp,
	  test-suite/Makefile.am, test-suite/issuer.cpp,
	  test-suite/issuer.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  Added observability to Issuer class

2009-02-09 16:39  Roland Lichters

	* [r15912] ql/experimental/credit/randomdefaultmodel.cpp,
	  ql/experimental/credit/randomdefaultmodel.hpp:
	  
	  add reset method to randomdefaultmodel.xpp

2009-02-09 15:53  Luigi Ballabio

	* [r15911] ql/termstructures/Makefile.am, ql/termstructures/all.hpp,
	  ql/termstructures/credit/interpolateddefaultdensitycurve.hpp,
	  ql/termstructures/credit/interpolatedhazardratecurve.hpp,
	  ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp,
	  ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp,
	  ql/termstructures/interpolatedcurve.hpp,
	  ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/zerocurve.hpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/piecewiseyieldcurve.hpp:
	  
	  Restored copyability for interpolated yield, inflation, and credit
	  curves

2009-02-09 14:39  Ferdinando Ametrano

	* [r15908] test-suite/fdheston.cpp:
	  
	  avoided warning

2009-02-09 11:43  Ferdinando Ametrano

	* [r15905] QuantLib_vc9.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  VC9 catching up

2009-02-09 11:28  Ferdinando Ametrano

	* [r15904] QuantLib_vc8.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2009-02-09 10:38  Luigi Ballabio

	* [r15903] test-suite/quantlibtestsuite.cpp:
	  
	  Added new test cases to test run

2009-02-08 18:58  Roland Lichters

	* [r15901] ql/experimental/overnightswap/eoniaswap.cpp,
	  ql/experimental/overnightswap/eoniaswap.hpp, test-suite/Makefile.am,
	  test-suite/eoniaswap.cpp, test-suite/eoniaswap.hpp:
	  
	  Eonia swap test and fixes

2009-02-06 16:17  Luigi Ballabio

	* [r15898] ql/instruments/vanillaswap.cpp,
	  ql/instruments/vanillaswap.hpp:
	  
	  Prevented quietly using Following convention

2009-02-06 12:56  Luigi Ballabio

	* [r15897] ql/pricingengines/hybrid/binomialconvertibleengine.hpp,
	  test-suite/convertiblebonds.cpp, test-suite/convertiblebonds.hpp:
	  
	  Added check for floating-point overflow

2009-02-06 12:56  Luigi Ballabio

	* [r15896] ql/termstructures/credit/probabilitytraits.hpp:
	  
	  higher hazard-rate limit

2009-02-05 16:33  Luigi Ballabio

	* [r15892] ql/experimental/credit/Makefile.am,
	  ql/experimental/credit/all.hpp,
	  ql/experimental/credit/blackcdsoptionengine.cpp,
	  ql/experimental/credit/blackcdsoptionengine.hpp,
	  ql/experimental/credit/cdsoption.cpp,
	  ql/experimental/credit/cdsoption.hpp, test-suite/cdsoption.cpp:
	  
	  Refactored CDS options (thanks to Jose Aparicio)

2009-02-05 15:16  Luigi Ballabio

	* [r15891] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/compoundoption,
	  ql/experimental/compoundoption/Makefile.am,
	  ql/experimental/compoundoption/all.hpp,
	  ql/experimental/compoundoption/analyticcompoundoptionengine.cpp,
	  ql/experimental/compoundoption/analyticcompoundoptionengine.hpp,
	  ql/experimental/compoundoption/compoundoption.cpp,
	  ql/experimental/compoundoption/compoundoption.hpp,
	  test-suite/Makefile.am, test-suite/compoundoption.cpp,
	  test-suite/compoundoption.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  Added experimental compound options (thanks to Dimitri Reiswich)

2009-02-05 12:23  Luigi Ballabio

	* [r15890] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj,
	  ql/models/marketmodels/evolvers/Makefile.am,
	  ql/models/marketmodels/evolvers/all.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateBalland.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateBalland.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateballand.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateballand.hpp,
	  test-suite/marketmodel.cpp:
	  
	  changed filename to lowercase; added to gcc build

2009-02-05 03:03  Mark Joshi

	* [r15887] ql/math/interpolation.hpp:
	  
	  got rid of warning about casting to int

2009-02-05 02:53  Mark Joshi

	* [r15886] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj,
	  ql/models/marketmodels/evolvers/lognormalfwdrateBalland.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateBalland.hpp,
	  test-suite/marketmodel.cpp, test-suite/testsuite_vc9.vcproj:
	  
	  added the non-iterative Balland method for evolving the LMM

2009-02-04 22:21  Klaus Spanderen

	* [r15885] ql/math/optimization/levenbergmarquardt.cpp:
	  
	  fixed residualNorm() method. Thanks to Silakhdar Krikeb

2009-02-04 16:13  Luigi Ballabio

	* [r15884] acinclude.m4:
	  
	  Fix for new Boost naming scheme on OS X (thanks to Tamas Sashalmi)

2009-02-04 09:26  Luigi Ballabio

	* [r15883] test-suite/riskstats.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  Fixed floating-point comparisons

2009-02-03 16:14  Luigi Ballabio

	* [r15882] ql/experimental/credit/Makefile.am,
	  ql/experimental/credit/all.hpp,
	  ql/experimental/credit/factorspreadedhazardratecurve.hpp,
	  ql/experimental/credit/spreadedhazardratecurve.hpp:
	  
	  Added spreaded hazard-rate curves

2009-02-03 16:12  Luigi Ballabio

	* [r15881] ql/experimental/credit/riskyassetswap.cpp,
	  ql/experimental/credit/riskyassetswap.hpp:
	  
	  Added risky-asset-swap bootstrap helper

2009-02-03 15:09  Luigi Ballabio

	* [r15880] ql/experimental/credit/Makefile.am,
	  ql/experimental/credit/all.hpp,
	  ql/experimental/credit/riskyassetswapoption.cpp,
	  ql/experimental/credit/riskyassetswapoption.hpp:
	  
	  Added experimental asset-swap option

2009-02-03 09:25  Luigi Ballabio

	* [r15878] ql/experimental/credit/all.hpp:
	  
	  Updated with new files

2009-02-02 18:34  Roland Lichters

	* [r15874] ql/experimental/credit/Makefile.am:
	  
	  risky bond added, Makefile.am

2009-02-02 18:33  Roland Lichters

	* [r15873] ql/experimental/credit/riskybond.cpp,
	  ql/experimental/credit/riskybond.hpp:
	  
	  risky bond added

2009-02-02 11:04  Luigi Ballabio

	* [r15872] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/overnightswap,
	  ql/experimental/overnightswap/eonia.cpp,
	  ql/experimental/overnightswap/eonia.hpp,
	  ql/experimental/overnightswap/eoniacoupon.cpp,
	  ql/experimental/overnightswap/eoniacoupon.hpp,
	  ql/experimental/overnightswap/eoniaswap.cpp,
	  ql/experimental/overnightswap/eoniaswap.hpp,
	  ql/experimental/overnightswap/eoniaswaphelper.cpp,
	  ql/experimental/overnightswap/eoniaswaphelper.hpp:
	  
	  Added new files to gcc build

2009-02-02 03:22  Mark Joshi

	* [r15871] ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp,
	  ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.cpp,
	  ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.hpp:
	  
	  tweaking SVBGM code

2009-02-01 23:55  Mark Joshi

	* [r15868] ql/models/marketmodels/models/abcdvol.cpp:
	  
	  removed overstringent test

2009-02-01 19:11  Roland Lichters

	* [r15867] ql/experimental/overnightswap/Makefile.am,
	  ql/experimental/overnightswap/all.hpp,
	  ql/experimental/overnightswap/eonia.cpp,
	  ql/experimental/overnightswap/eonia.hpp,
	  ql/experimental/overnightswap/eoniacoupon.cpp,
	  ql/experimental/overnightswap/eoniacoupon.hpp,
	  ql/experimental/overnightswap/eoniaswap.cpp,
	  ql/experimental/overnightswap/eoniaswap.hpp,
	  ql/experimental/overnightswap/eoniaswaphelper.cpp,
	  ql/experimental/overnightswap/eoniaswaphelper.hpp:
	  
	  eonia index, coupon, swap, helper

2009-02-01 13:00  Roland Lichters

	* [r15866] ql/experimental/overnightswap:
	  
	  new subdirectory for overnight index swaps

2009-01-28 13:21  Luigi Ballabio

	* [r15865] ql/math/optimization/simplex.cpp:
	  
	  Removed possibility of endless loop (thanks to Slava Mazur)

2009-01-27 10:14  Luigi Ballabio

	* [r15862] ql/cashflows/capflooredcoupon.cpp:
	  
	  Replaced duplicated code with call to parent method

2009-01-26 14:48  Luigi Ballabio

	* [r15861] ql/models/shortrate/onefactormodels/coxingersollross.cpp:
	  
	  Fixed instantiation of CoxIngersollRoss constraints (thanks to
	  marcmus)

2009-01-15 21:45  Klaus Spanderen

	* [r15855] test-suite/linearleastsquaresregression.cpp,
	  test-suite/linearleastsquaresregression.hpp:
	  
	  multidimensional least squares regression

2009-01-09 10:05  Luigi Ballabio

	* [r15854] Examples/CallableBonds/CallableBonds.cpp:
	  
	  Using a single bond with different engines

2009-01-09 10:00  Luigi Ballabio

	* [r15853] Examples/CallableBonds/CallableBonds.cpp:
	  
	  Comparing price instead of NPV, since that's what Bloomberg provides
	  (thanks to Bart Mosley)

2009-01-08 13:39  Luigi Ballabio

	* [r15847] ql/exercise.cpp:
	  
	  Added missing constructor definition (thanks to Andrew Kolesnikov)

2009-01-08 13:26  Luigi Ballabio

	* [r15846] ql/pricingengines/vanilla/fddividendamericanengine.hpp,
	  ql/pricingengines/vanilla/fddividendengine.cpp,
	  ql/pricingengines/vanilla/fddividendshoutengine.hpp:
	  
	  Fixed intermediate step for finite-differences dividend engines
	  (thanks to Andrew Kolesnikov)

2009-01-07 10:21  Luigi Ballabio

	* [r15845] ql/cashflows/couponpricer.cpp:
	  
	  Fix for discount calculation (thanks to Nathan Abbott)

2009-01-04 10:40  Klaus Spanderen

	* [r15844] ql/math/randomnumbers/Makefile.am,
	  ql/math/randomnumbers/all.hpp,
	  ql/math/randomnumbers/ranluxuniformrng.hpp:
	  
	  added Luescher's luxury random number generator (proxy for boost
	  implementation)

2008-12-29 19:43  Joseph Wang

	* [r15842]
	  ql/experimental/finitedifferences/fdhestonbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.cpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.cpp:
	  
	  gcc4 on amd64 was failing because the arguments to max were not the
	  same type. I reorganized the code to make the types identical

2008-12-29 19:33  Joseph Wang

	* [r15841]
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.cpp:
	  
	  fix compilation error due to type mismatch on x84_64, and refactor
	  for readability

2008-12-28 13:29  Klaus Spanderen

	* [r15840] test-suite/quantlibbenchmark.cpp:
	  
	  added benchmark results using intel c++ compilter

2008-12-26 17:12  Klaus Spanderen

	* [r15838]
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.hpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.hpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.hpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.cpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.hpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.hpp,
	  ql/experimental/finitedifferences/fdmdirichletboundary.cpp,
	  ql/experimental/finitedifferences/fdmdirichletboundary.hpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.cpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.hpp,
	  ql/experimental/finitedifferences/fdmhestonvariancemesher.cpp,
	  ql/experimental/finitedifferences/fdmhestonvariancemesher.hpp,
	  ql/experimental/finitedifferences/fdmquantohelper.cpp,
	  ql/experimental/finitedifferences/fdmquantohelper.hpp,
	  test-suite/fdheston.cpp, test-suite/fdheston.hpp,
	  test-suite/fdmlinearop.cpp, test-suite/quantlibbenchmark.cpp:
	  
	  improved fdm heston variance mesher
	  include clean-up

2008-12-22 12:54  Luigi Ballabio

	* [r15837] ql/instruments/bond.cpp, ql/instruments/bond.hpp:
	  
	  Added helper method to help set custom redemption coupon

2008-12-18 18:04  Ferdinando Ametrano

	* [r15833] QuantLib_vc8.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2008-12-18 17:40  Ferdinando Ametrano

	* [r15832] ql/termstructures/volatility/swaption/swaptionvolcube1.cpp:
	  
	  fixed formatting

2008-12-16 21:29  Klaus Spanderen

	* [r15830] ql/experimental/finitedifferences/Makefile.am,
	  ql/experimental/finitedifferences/all.hpp,
	  ql/experimental/finitedifferences/fdmhestonop.cpp,
	  ql/experimental/finitedifferences/fdmhestonop.hpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.cpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.hpp,
	  ql/experimental/finitedifferences/fdmquantohelper.cpp,
	  ql/experimental/finitedifferences/fdmquantohelper.hpp,
	  ql/experimental/finitedifferences/triplebandlinearop.cpp:
	  
	  added FDM Quanto Helper

2008-12-16 21:15  Klaus Spanderen

	* [r15829] ql/time/calendars/germany.cpp,
	  ql/time/calendars/germany.hpp:
	  
	  added EUWAX calendar

2008-12-13 15:24  Klaus Spanderen

	* [r15828] test-suite/quantlibbenchmark.cpp:
	  
	  added Heston finite difference benchmark
	  added results for more recent hardware

2008-12-13 15:23  Klaus Spanderen

	* [r15827] test-suite/Makefile.am, test-suite/fdheston.cpp,
	  test-suite/fdheston.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  added Heston finite difference testcases

2008-12-06 10:29  Klaus Spanderen

	* [r15826] test-suite/fdmlinearop.cpp, test-suite/fdmlinearop.hpp:
	  
	  removed obsolete includes

2008-11-27 17:31  Ferdinando Ametrano

	* [r15817] ql/math/interpolations/cubicinterpolation.hpp:
	  
	  implemented Parabolic and Fritsch-Butland cubic interpolations

2008-11-25 14:14  Ferdinando Ametrano

	* [r15813] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2008-11-24 18:50  Ferdinando Ametrano

	* [r15811] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2008-11-21 09:48  Luigi Ballabio

	* [r15781] ql/pricingengines/barrier/mcbarrierengine.hpp,
	  ql/pricingengines/basket/mcamericanbasketengine.hpp,
	  ql/pricingengines/basket/mceuropeanbasketengine.hpp,
	  ql/pricingengines/basket/mceverestengine.hpp,
	  ql/pricingengines/basket/mchimalayaengine.hpp,
	  ql/pricingengines/basket/mcpagodaengine.hpp,
	  ql/pricingengines/cliquet/mcperformanceengine.hpp,
	  ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/cliquetoption.cpp, test-suite/everestoption.cpp,
	  test-suite/fdmlinearop.cpp, test-suite/himalayaoption.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/pagodaoption.cpp:
	  
	  Added builders for a few MC engines

2008-11-20 23:13  Klaus Spanderen

	* [r15780] test-suite/linearleastsquaresregression.cpp:
	  
	  use inner typedef

2008-11-20 13:34  Luigi Ballabio

	* [r15779] ql/pricingengines/barrier/mcbarrierengine.hpp,
	  ql/pricingengines/basket/mceuropeanbasketengine.hpp,
	  ql/pricingengines/basket/mceverestengine.hpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/everestoption.cpp:
	  
	  Added timeSteps parameter to a few MC engines besides the existing
	  timeStepsPerYear

2008-11-20 12:44  Luigi Ballabio

	* [r15778] ql/pricingengines/forward/mcvarianceswapengine.hpp,
	  ql/pricingengines/mclongstaffschwartzengine.hpp,
	  ql/pricingengines/vanilla/mcvanillaengine.hpp:
	  
	  Fixed requirements (again)

2008-11-20 12:36  Luigi Ballabio

	* [r15777] ql/pricingengines/forward/mcvarianceswapengine.hpp,
	  ql/pricingengines/mclongstaffschwartzengine.hpp,
	  ql/pricingengines/vanilla/mcvanillaengine.hpp:
	  
	  Fixed requirements

2008-11-20 11:33  Luigi Ballabio

	* [r15776] Examples/EquityOption/EquityOption.cpp,
	  ql/experimental/mcbasket/mcpathbasketengine.hpp,
	  ql/pricingengines/asian/mc_discr_arith_av_price.hpp,
	  ql/pricingengines/asian/mc_discr_arith_av_strike.hpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  ql/pricingengines/capfloor/mchullwhiteengine.hpp,
	  ql/pricingengines/forward/mcvarianceswapengine.hpp,
	  ql/pricingengines/vanilla/mcamericanengine.hpp,
	  ql/pricingengines/vanilla/mcdigitalengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanengine.hpp,
	  ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanhestonengine.hpp,
	  test-suite/batesmodel.cpp, test-suite/gjrgarchmodel.cpp,
	  test-suite/hestonmodel.cpp,
	  test-suite/mclongstaffschwartzengine.cpp:
	  
	  Renamed method to specify the kind of requested tolerance

2008-11-20 11:24  Ferdinando Ametrano

	* [r15775] ql/time/schedule.cpp:
	  
	  fixed bug: the first (next-to-last) date was not always included in
	  the schedule

2008-11-20 10:32  Luigi Ballabio

	* [r15774] ql/pricingengines/asian/mc_discr_arith_av_price.hpp,
	  ql/pricingengines/asian/mc_discr_arith_av_strike.hpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  ql/pricingengines/asian/mcdiscreteasianengine.hpp,
	  test-suite/asianoptions.cpp:
	  
	  Removed unused time-steps parameter

2008-11-19 18:13  Ferdinando Ametrano

	* [r15773] ql/cashflows/iborcoupon.cpp:
	  
	  fixed non-positive time bug (it can happen with non-plausible
	  schedules)

2008-11-19 17:59  Ferdinando Ametrano

	* [r15772] ql/cashflows/iborcoupon.cpp:
	  
	  fixed zero time bug (it can happen with non-plausible schedules)

2008-11-19 16:24  Luigi Ballabio

	* [r15771] ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  ql/pricingengines/barrier/mcbarrierengine.hpp,
	  ql/pricingengines/basket/mcamericanbasketengine.hpp,
	  ql/pricingengines/basket/mceuropeanbasketengine.hpp,
	  ql/pricingengines/basket/mceverestengine.hpp,
	  ql/pricingengines/basket/mchimalayaengine.hpp,
	  ql/pricingengines/basket/mcpagodaengine.hpp,
	  ql/pricingengines/vanilla/mcdigitalengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanengine.hpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/everestoption.cpp, test-suite/himalayaoption.cpp,
	  test-suite/pagodaoption.cpp:
	  
	  Removed unused control-variate switch

2008-11-19 14:47  Luigi Ballabio

	* [r15770] ql/pricingengines/basket/Makefile.am,
	  ql/pricingengines/basket/all.hpp,
	  ql/pricingengines/basket/mcbasketengine.cpp,
	  ql/pricingengines/basket/mcbasketengine.hpp,
	  ql/pricingengines/basket/mceuropeanbasketengine.cpp,
	  ql/pricingengines/basket/mceuropeanbasketengine.hpp,
	  test-suite/basketoption.cpp:
	  
	  Renamed engine to more-specific name

2008-11-19 14:07  Luigi Ballabio

	* [r15769] ql/pricingengines/cliquet/mccliquetengine.cpp,
	  ql/pricingengines/cliquet/mccliquetengine.hpp:
	  
	  Removed obsolete files

2008-11-18 14:15  Luigi Ballabio

	* [r15768] Announce.txt,
	  Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/Bonds/Bonds.dev, Examples/CDS/CDS.dev,
	  Examples/CallableBonds/CallableBonds.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EquityOption/EquityOption.dev, Examples/FRA/FRA.dev,
	  Examples/FittedBondCurve/FittedBondCurve.dev,
	  Examples/Replication/Replication.dev, Examples/Repo/Repo.dev,
	  Examples/Swap/Swap.dev, QuantLib.dev, QuantLib_vc7.vcproj,
	  QuantLib_vc8.vcproj, QuantLib_vc9.vcproj, configure.ac,
	  ql/qldefines.hpp, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj,
	  test-suite/testsuite_vc9.vcproj:
	  
	  Increased version number

2008-11-18 12:04  Luigi Ballabio

	* [r15767] ., ChangeLog.txt, Docs/pages/authors.docs,
	  Docs/pages/examples.docs, Docs/pages/history.docs,
	  Docs/pages/install.docs, Docs/pages/license.docs,
	  Docs/pages/overview.docs, Docs/pages/resources.docs,
	  Docs/pages/where.docs, Docs/quantlib.css, Examples/Bonds/Bonds.dev,
	  Examples/Bonds/Bonds_vc7.vcproj, Examples/Bonds/Bonds_vc8.vcproj,
	  Examples/Bonds/Bonds_vc9.vcproj, LICENSE.TXT, News.txt, man/Bonds.1,
	  ql/cashflows/capflooredcoupon.cpp, ql/cashflows/digitalcoupon.cpp,
	  ql/experimental/commodities/commoditytype.hpp,
	  ql/experimental/commodities/exchangecontract.hpp,
	  ql/experimental/commodities/pricingperiod.hpp,
	  ql/experimental/commodities/unitofmeasureconversionmanager.hpp,
	  ql/experimental/credit/basket.cpp,
	  ql/experimental/credit/basket.hpp, ql/experimental/credit/loss.hpp,
	  ql/experimental/credit/pool.cpp, ql/experimental/credit/pool.hpp,
	  ql/experimental/credit/randomdefaultmodel.cpp,
	  ql/experimental/credit/randomdefaultmodel.hpp,
	  ql/experimental/credit/syntheticcdo.cpp,
	  ql/experimental/credit/syntheticcdo.hpp,
	  ql/experimental/credit/syntheticcdoengines.cpp,
	  ql/experimental/credit/syntheticcdoengines.hpp,
	  ql/experimental/finitedifferences/dividendbarrieroption.hpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.hpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.hpp,
	  ql/experimental/finitedifferences/fdmhestoninnervalue.hpp,
	  ql/experimental/finitedifferences/fdminnervaluecalculator.hpp,
	  ql/experimental/finitedifferences/fdmstepconditioncomposite.hpp,
	  ql/experimental/finitedifferences/ninepointlinearop.hpp,
	  ql/experimental/finitedifferences/uniform1dmesher.hpp,
	  ql/experimental/finitedifferences/uniformgridmesher.hpp,
	  ql/experimental/lattices/extendedbinomialtree.cpp,
	  ql/experimental/lattices/extendedbinomialtree.hpp,
	  ql/indexes/swap/chfliborswap.hpp, ql/indexes/swap/eurliborswap.hpp,
	  ql/indexes/swap/gbpliborswap.hpp, ql/indexes/swap/jpyliborswap.hpp,
	  ql/indexes/swap/usdliborswap.hpp, ql/instruments/bond.cpp,
	  ql/legacy/termstructures/compoundforward.hpp,
	  ql/math/interpolations/convexmonotoneinterpolation.hpp,
	  ql/math/matrixutilities/basisincompleteordered.cpp,
	  ql/math/matrixutilities/basisincompleteordered.hpp,
	  ql/math/matrixutilities/qrdecomposition.cpp,
	  ql/math/optimization/spherecylinder.cpp,
	  ql/math/randomnumbers/sobolrsg.cpp,
	  ql/models/marketmodels/evolvers/marketmodelvolprocess.cpp,
	  ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp,
	  ql/models/marketmodels/evolvers/svddfwdratepc.cpp,
	  ql/models/marketmodels/evolvers/svddfwdratepc.hpp,
	  ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.cpp,
	  ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.hpp,
	  ql/models/marketmodels/pathwiseaccountingengine.cpp,
	  ql/models/marketmodels/pathwisediscounter.cpp,
	  ql/models/marketmodels/pathwisediscounter.hpp,
	  ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/vegabumpcluster.cpp,
	  ql/models/marketmodels/pathwisemultiproduct.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp,
	  ql/pricingengines/basket/mchimalayaengine.hpp,
	  ql/pricingengines/basket/mcpagodaengine.hpp,
	  ql/pricingengines/blackformula.cpp,
	  ql/termstructures/credit/interpolateddefaultdensitycurve.hpp,
	  ql/termstructures/credit/interpolatedhazardratecurve.hpp,
	  ql/termstructures/localbootstrap.hpp,
	  ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/zerocurve.hpp, test-suite/marketmodel.cpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Merged 0.9.7 release (QuantLib, QuantLib-SWIG, and QuantLib-site
	  modules)

2008-11-06 21:34  Klaus Spanderen

	* [r15728] ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp,
	  ql/processes/hybridhestonhullwhiteprocess.cpp,
	  ql/processes/hybridhestonhullwhiteprocess.hpp,
	  test-suite/fdmlinearop.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  improve discretization and control variate of hybrid
	  Heston-Hull-White process

2008-11-06 10:44  Ferdinando Ametrano

	* [r15722] ql/termstructures/volatility/abcd.hpp:
	  
	  revisited Abcd Interpolation export to Excel

2008-10-31 15:35  Luigi Ballabio

	* [r15714] QuantLib_vc7.vcproj:
	  
	  Fixed project

2008-10-31 15:31  Luigi Ballabio

	* [r15713] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, test-suite/testsuite.dev,
	  test-suite/testsuite_vc8.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  Updated projects

2008-10-31 15:30  Luigi Ballabio

	* [r15712] ql/experimental/commodities/energycommodity.hpp:
	  
	  Enabled default construction of arguments class

2008-10-31 15:29  Luigi Ballabio

	* [r15711] test-suite/riskstats.cpp:
	  
	  Improved error message

2008-10-31 09:29  Luigi Ballabio

	* [r15710] QuantLib_vc8.vcproj:
	  
	  Updated VC++8 project

2008-10-31 09:29  Luigi Ballabio

	* [r15709] ql/experimental/credit/lossdistribution.cpp:
	  
	  Prevented NaN on Windows

2008-10-31 09:28  Luigi Ballabio

	* [r15708] test-suite/cliquetoption.cpp:
	  
	  Increased test-case tolerance

2008-10-31 08:32  Luigi Ballabio

	* [r15707] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/barrieroption,
	  ql/experimental/barrieroption/Makefile.am,
	  ql/experimental/barrieroption/all.hpp,
	  ql/experimental/barrieroption/perturbativebarrieroptionengine.cpp,
	  ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp,
	  test-suite/barrieroption.cpp, test-suite/barrieroption.hpp:
	  
	  Added experimental perturbative engine for barrier options (thanks
	  to Lorella Fatone, Maria Cristina Recchioni, and Francesco Zirilli)

2008-10-30 17:23  Marco Bianchetti

	* [r15706] QuantLib_vc7.vcproj, test-suite/testsuite_vc7.vcproj:
	  
	  VC7 catching up

2008-10-30 14:55  Luigi Ballabio

	* [r15705] QuantLib_vc8.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  Updated VC++8 projects

2008-10-30 14:55  Luigi Ballabio

	* [r15704]
	  ql/experimental/varianceoption/integralhestonvarianceoptionengine.cpp:
	  
	  Prevented stack overflow on Windows

2008-10-30 10:14  Luigi Ballabio

	* [r15703] ql/indexes/ibor/usdlibor.hpp:
	  
	  Fixed USD LIBOR calendar (settlement, not NYSE)

2008-10-29 15:21  Luigi Ballabio

	* [r15702] ql/pricingengines/asian/analytic_discr_geom_av_price.cpp,
	  ql/pricingengines/asian/mc_discr_arith_av_price.cpp,
	  ql/pricingengines/asian/mc_discr_arith_av_price.hpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.cpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  test-suite/asianoptions.cpp, test-suite/asianoptions.hpp:
	  
	  Fixed treatment of past fixings

2008-10-29 11:40  Luigi Ballabio

	* [r15701]
	  ql/experimental/varianceoption/integralhestonvarianceoptionengine.cpp,
	  test-suite/varianceoption.cpp:
	  
	  Extended to generic payoff

2008-10-29 11:39  Luigi Ballabio

	* [r15700] test-suite/cdo.cpp:
	  
	  Removed extra output

2008-10-27 16:08  Luigi Ballabio

	* [r15699] test-suite/cdo.cpp, test-suite/inflation.cpp,
	  test-suite/nthtodefault.cpp, test-suite/utilities.hpp,
	  test-suite/varianceoption.cpp:
	  
	  Correctly restore evaluation date

2008-10-27 14:25  Luigi Ballabio

	* [r15698] test-suite/varianceoption.cpp:
	  
	  More robust against evaluation-date changes in previous test cases

2008-10-27 11:21  Luigi Ballabio

	* [r15697] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/varianceoption,
	  ql/experimental/varianceoption/Makefile.am,
	  ql/experimental/varianceoption/all.hpp,
	  ql/experimental/varianceoption/integralhestonvarianceoptionengine.cpp,
	  ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp,
	  ql/experimental/varianceoption/varianceoption.cpp,
	  ql/experimental/varianceoption/varianceoption.hpp,
	  ql/experimental/varianceswap, test-suite/Makefile.am,
	  test-suite/quantlibtestsuite.cpp, test-suite/varianceoption.cpp,
	  test-suite/varianceoption.hpp:
	  
	  Correctly associated variance-option engine to instrument

2008-10-24 16:19  Ferdinando Ametrano

	* [r15696] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2008-10-24 16:14  Ferdinando Ametrano

	* [r15695] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2008-10-24 15:29  Luigi Ballabio

	* [r15691] ql/experimental/commodities/Makefile.am,
	  ql/experimental/commodities/all.hpp,
	  ql/experimental/commodities/energybasisswap.cpp,
	  ql/experimental/commodities/energybasisswap.hpp:
	  
	  Added experimental energy basis swaps (thanks to J. Erik Radmall)

2008-10-24 15:00  Luigi Ballabio

	* [r15690] ql/experimental/commodities/Makefile.am,
	  ql/experimental/commodities/all.hpp,
	  ql/experimental/commodities/energyswap.cpp,
	  ql/experimental/commodities/energyswap.hpp,
	  ql/experimental/commodities/energyvanillaswap.cpp,
	  ql/experimental/commodities/energyvanillaswap.hpp:
	  
	  Added experimental vanilla energy swaps (thanks to J. Erik Radmall)

2008-10-23 15:48  Luigi Ballabio

	* [r15685] ql/quotes/Makefile.am, ql/quotes/all.hpp:
	  
	  Autotools catching up

2008-10-23 15:37  Luigi Ballabio

	* [r15680] ql/instruments/Makefile.am, ql/instruments/all.hpp:
	  
	  Fixed file list

2008-10-23 15:36  Luigi Ballabio

	* [r15679] ql/termstructures/voltermstructure.hpp:
	  
	  Allow overriding member

2008-10-23 15:35  Luigi Ballabio

	* [r15678] ql/math/distributions/normaldistribution.cpp:
	  
	  Allow for numerical error

2008-10-23 14:50  Ferdinando Ametrano

	* [r15676] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2008-10-23 14:28  Ferdinando Ametrano

	* [r15675] QuantLib_vc8.vcproj, ql/quotes/lastfixingquote.cpp,
	  ql/quotes/lastfixingquote.hpp:
	  
	  added LastFixingQuote, a Quote adapter for the last fixing available
	  of a given Index

2008-10-22 22:05  Marco Bianchetti

	* [r15674] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2008-10-22 15:11  Luigi Ballabio

	* [r15673] Docs/quantlibheaderonline.html:
	  
	  Updated page list

2008-10-22 14:24  Luigi Ballabio

	* [r15672] QuantLib_vc7.sln, QuantLib_vc8.sln, QuantLib_vc9.sln:
	  
	  Included new example in VC++ solutions

2008-10-22 14:06  Luigi Ballabio

	* [r15671] Examples/CallableBonds/CallableBonds.cpp, man/CDS.1,
	  man/CallableBonds.1, man/FittedBondCurve.1:
	  
	  Fixed license and source references

2008-10-22 14:02  Luigi Ballabio

	* [r15670] Examples/Bonds, Examples/Bonds/Bonds.cpp,
	  Examples/Bonds/Bonds.dev, Examples/Bonds/Bonds_vc7.vcproj,
	  Examples/Bonds/Bonds_vc8.vcproj, Examples/Bonds/Bonds_vc9.vcproj,
	  Examples/Bonds/Makefile.am, Examples/Bonds/ReadMe.txt,
	  Examples/Makefile.am, configure.ac, man/Bonds.1, man/Makefile.am:
	  
	  Added bond example (thanks to Florent Grenier)

2008-10-22 12:13  Luigi Ballabio

	* [r15669] ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/quantobarrieroption.cpp,
	  ql/instruments/quantobarrieroption.hpp, test-suite/quantooption.cpp,
	  test-suite/quantooption.hpp:
	  
	  Added quanto barrier options (thanks to Paul Farrington)

2008-10-21 17:48  Ferdinando Ametrano

	* [r15668] QuantLib_vc9.vcproj, test-suite/bin:
	  
	  VC9 catching up

2008-10-21 17:16  Marco Bianchetti

	* [r15667] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2008-10-21 10:15  Ferdinando Ametrano

	* [r15666] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2008-10-21 10:15  Ferdinando Ametrano

	* [r15665] ql/indexes/ibor/euribor.cpp, ql/indexes/ibor/eurlibor.cpp,
	  ql/indexes/ibor/libor.cpp, ql/indexes/interestrateindex.hpp:
	  
	  check (normalized) internal data member instead of input parameter

2008-10-20 11:55  Luigi Ballabio

	* [r15664] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/amortizingbonds,
	  ql/experimental/amortizingbonds/Makefile.am,
	  ql/experimental/amortizingbonds/all.hpp,
	  ql/experimental/amortizingbonds/amortizingcmsratebond.cpp,
	  ql/experimental/amortizingbonds/amortizingcmsratebond.hpp,
	  ql/experimental/amortizingbonds/amortizingfixedratebond.cpp,
	  ql/experimental/amortizingbonds/amortizingfixedratebond.hpp,
	  ql/experimental/amortizingbonds/amortizingfloatingratebond.cpp,
	  ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp,
	  ql/experimental/callablebonds/blackcallablebondengine.cpp,
	  ql/experimental/callablebonds/callablebond.cpp,
	  ql/experimental/callablebonds/treecallablebondengine.cpp,
	  ql/instruments/bond.cpp, ql/instruments/bond.hpp,
	  ql/instruments/bonds/cmsratebond.cpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/fixedratebond.cpp,
	  ql/instruments/bonds/floatingratebond.cpp,
	  ql/instruments/bonds/zerocouponbond.cpp, ql/instruments/claim.cpp,
	  ql/pricingengines/bond/discountingbondengine.cpp,
	  test-suite/convertiblebonds.cpp:
	  
	  Added experimental amortizing bonds (thanks to Simon Ibbotson)

2008-10-18 14:14  Roland Lichters

	* [r15663] ql/experimental/credit/basket.cpp,
	  ql/experimental/credit/basket.hpp,
	  ql/experimental/credit/syntheticcdoengines.cpp,
	  ql/experimental/credit/syntheticcdoengines.hpp:
	  
	  CDO engine bug fix, updated basket.xpp

2008-10-17 15:36  Ferdinando Ametrano

	* [r15661] ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp:
	  
	  added support for FRA over today and FRA over tomorrow

2008-10-17 05:14  Mark Joshi

	* [r15660] ql/models/marketmodels/evolvers/svddfwdratepc.cpp,
	  ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.cpp,
	  ql/pricingengines/vanilla/analytichestonengine.cpp,
	  ql/pricingengines/vanilla/analytichestonengine.hpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite_vc8.vcproj:
	  
	  refactored analytic heston engine so it has an extra interface of
	  functional form
	  
	  debugged and introduced test for Heston SV shifted BGM

2008-10-16 15:17  Luigi Ballabio

	* [r15659] ql/cashflow.hpp:
	  
	  Removed amount comparison from earlier_than. If such a comparison is
	  needed, if should be defined separately.

2008-10-16 15:13  Ferdinando Ametrano

	* [r15658] ql/utilities/dataparsers.cpp:
	  
	  more explicative error message

2008-10-15 16:07  Luigi Ballabio

	* [r15652] ql/termstructures/yield/all.hpp:
	  
	  Updated generated header

2008-10-15 16:05  Luigi Ballabio

	* [r15651] QuantLib_vc8.vcproj, ql/termstructures/bootstraphelper.hpp,
	  ql/termstructures/yield/Makefile.am,
	  ql/termstructures/yield/bondhelpers.cpp,
	  ql/termstructures/yield/bondhelpers.hpp,
	  ql/termstructures/yield/bootstraptraits.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp,
	  ql/termstructures/yield/ratehelper.hpp,
	  ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp:
	  
	  Added visitability to bootstrap helpers
	  Changed qlRateHelperRate from method to external function
	  RateHelper no longer a class

2008-10-15 11:13  Ferdinando Ametrano

	* [r15644] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2008-10-15 11:08  Ferdinando Ametrano

	* [r15643] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2008-10-15 11:03  Ferdinando Ametrano

	* [r15642] ql/experimental/commodities/commoditycashflow.hpp:
	  
	  avoided warning

2008-10-15 10:38  Luigi Ballabio

	* [r15641] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/commodities,
	  ql/experimental/commodities/Makefile.am,
	  ql/experimental/commodities/all.hpp,
	  ql/experimental/commodities/commodity.cpp,
	  ql/experimental/commodities/commodity.hpp,
	  ql/experimental/commodities/commoditycashflow.cpp,
	  ql/experimental/commodities/commoditycashflow.hpp,
	  ql/experimental/commodities/commoditycurve.cpp,
	  ql/experimental/commodities/commoditycurve.hpp,
	  ql/experimental/commodities/commodityindex.cpp,
	  ql/experimental/commodities/commodityindex.hpp,
	  ql/experimental/commodities/commoditypricinghelpers.cpp,
	  ql/experimental/commodities/commoditypricinghelpers.hpp,
	  ql/experimental/commodities/commoditysettings.cpp,
	  ql/experimental/commodities/commoditysettings.hpp,
	  ql/experimental/commodities/commoditytype.cpp,
	  ql/experimental/commodities/commoditytype.hpp,
	  ql/experimental/commodities/commodityunitcost.cpp,
	  ql/experimental/commodities/commodityunitcost.hpp,
	  ql/experimental/commodities/dateinterval.cpp,
	  ql/experimental/commodities/dateinterval.hpp,
	  ql/experimental/commodities/energycommodity.cpp,
	  ql/experimental/commodities/energycommodity.hpp,
	  ql/experimental/commodities/energyfuture.cpp,
	  ql/experimental/commodities/energyfuture.hpp,
	  ql/experimental/commodities/exchangecontract.hpp,
	  ql/experimental/commodities/paymentterm.cpp,
	  ql/experimental/commodities/paymentterm.hpp,
	  ql/experimental/commodities/petroleumunitsofmeasure.hpp,
	  ql/experimental/commodities/pricingperiod.hpp,
	  ql/experimental/commodities/quantity.cpp,
	  ql/experimental/commodities/quantity.hpp,
	  ql/experimental/commodities/unitofmeasure.cpp,
	  ql/experimental/commodities/unitofmeasure.hpp,
	  ql/experimental/commodities/unitofmeasureconversion.cpp,
	  ql/experimental/commodities/unitofmeasureconversion.hpp,
	  ql/experimental/commodities/unitofmeasureconversionmanager.cpp,
	  ql/experimental/commodities/unitofmeasureconversionmanager.hpp:
	  
	  Added experimental commodity framework (thanks to J. Erik Radmall)

2008-10-14 08:40  Luigi Ballabio

	* [r15638]
	  ql/experimental/varianceswap/integralhestonvarianceswapengine.hpp:
	  
	  Added link to paper

2008-10-14 08:23  Luigi Ballabio

	* [r15637] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/varianceswap,
	  ql/experimental/varianceswap/Makefile.am,
	  ql/experimental/varianceswap/all.hpp,
	  ql/experimental/varianceswap/integralhestonvarianceswapengine.cpp,
	  ql/experimental/varianceswap/integralhestonvarianceswapengine.hpp:
	  
	  Added Heston-process variance-swap engine (thanks to Lorella Fatone,
	  Francesca Mariani, Maria Cristina Recchioni, and Francesco Zirilli)

2008-10-13 16:06  Ferdinando Ametrano

	* [r15635] test-suite/testsuite_vc9.vcproj:
	  
	  VC 8/9 catching up

2008-10-13 12:20  Luigi Ballabio

	* [r15634] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/finitedifferences,
	  ql/experimental/finitedifferences/Makefile.am,
	  ql/experimental/finitedifferences/all.hpp,
	  ql/experimental/finitedifferences/craigsneydscheme.cpp,
	  ql/experimental/finitedifferences/craigsneydscheme.hpp,
	  ql/experimental/finitedifferences/dividendbarrieroption.cpp,
	  ql/experimental/finitedifferences/dividendbarrieroption.hpp,
	  ql/experimental/finitedifferences/douglasscheme.cpp,
	  ql/experimental/finitedifferences/douglasscheme.hpp,
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesbarrierengine.hpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdblackscholesvanillaengine.hpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.cpp,
	  ql/experimental/finitedifferences/fdhestonbarrierengine.hpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.cpp,
	  ql/experimental/finitedifferences/fdhestonrebateengine.hpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.cpp,
	  ql/experimental/finitedifferences/fdhestonvanillaengine.hpp,
	  ql/experimental/finitedifferences/fdm1dmesher.hpp,
	  ql/experimental/finitedifferences/fdmamericanstepcondition.cpp,
	  ql/experimental/finitedifferences/fdmamericanstepcondition.hpp,
	  ql/experimental/finitedifferences/fdmblackscholesop.cpp,
	  ql/experimental/finitedifferences/fdmblackscholesop.hpp,
	  ql/experimental/finitedifferences/fdmblackscholessolver.cpp,
	  ql/experimental/finitedifferences/fdmblackscholessolver.hpp,
	  ql/experimental/finitedifferences/fdmdirichletboundary.cpp,
	  ql/experimental/finitedifferences/fdmdirichletboundary.hpp,
	  ql/experimental/finitedifferences/fdmdividendhandler.cpp,
	  ql/experimental/finitedifferences/fdmdividendhandler.hpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhiteop.cpp,
	  ql/experimental/finitedifferences/fdmhestonhullwhiteop.hpp,
	  ql/experimental/finitedifferences/fdmhestoninnervalue.hpp,
	  ql/experimental/finitedifferences/fdmhestonop.cpp,
	  ql/experimental/finitedifferences/fdmhestonop.hpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.cpp,
	  ql/experimental/finitedifferences/fdmhestonsolver.hpp,
	  ql/experimental/finitedifferences/fdmhestonvariancemesher.cpp,
	  ql/experimental/finitedifferences/fdmhestonvariancemesher.hpp,
	  ql/experimental/finitedifferences/fdminnervaluecalculator.hpp,
	  ql/experimental/finitedifferences/fdmlinearop.hpp,
	  ql/experimental/finitedifferences/fdmlinearopcomposite.hpp,
	  ql/experimental/finitedifferences/fdmlinearopiterator.hpp,
	  ql/experimental/finitedifferences/fdmlinearoplayout.cpp,
	  ql/experimental/finitedifferences/fdmlinearoplayout.hpp,
	  ql/experimental/finitedifferences/fdmmesher.hpp,
	  ql/experimental/finitedifferences/fdmmeshercomposite.cpp,
	  ql/experimental/finitedifferences/fdmmeshercomposite.hpp,
	  ql/experimental/finitedifferences/fdmsnapshotcondition.cpp,
	  ql/experimental/finitedifferences/fdmsnapshotcondition.hpp,
	  ql/experimental/finitedifferences/fdmstepconditioncomposite.cpp,
	  ql/experimental/finitedifferences/fdmstepconditioncomposite.hpp,
	  ql/experimental/finitedifferences/firstderivativeop.cpp,
	  ql/experimental/finitedifferences/firstderivativeop.hpp,
	  ql/experimental/finitedifferences/hundsdorferscheme.cpp,
	  ql/experimental/finitedifferences/hundsdorferscheme.hpp,
	  ql/experimental/finitedifferences/ninepointlinearop.cpp,
	  ql/experimental/finitedifferences/ninepointlinearop.hpp,
	  ql/experimental/finitedifferences/secondderivativeop.cpp,
	  ql/experimental/finitedifferences/secondderivativeop.hpp,
	  ql/experimental/finitedifferences/secondordermixedderivativeop.cpp,
	  ql/experimental/finitedifferences/secondordermixedderivativeop.hpp,
	  ql/experimental/finitedifferences/triplebandlinearop.cpp,
	  ql/experimental/finitedifferences/triplebandlinearop.hpp,
	  ql/experimental/finitedifferences/uniform1dmesher.hpp,
	  ql/experimental/finitedifferences/uniformgridmesher.cpp,
	  ql/experimental/finitedifferences/uniformgridmesher.hpp,
	  ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/dividendbarrieroption.cpp,
	  ql/instruments/dividendbarrieroption.hpp,
	  ql/methods/finitedifferences/Makefile.am,
	  ql/methods/finitedifferences/all.hpp,
	  ql/methods/finitedifferences/multidim,
	  ql/pricingengines/barrier/Makefile.am,
	  ql/pricingengines/barrier/all.hpp,
	  ql/pricingengines/barrier/fdblackscholesbarrierengine.cpp,
	  ql/pricingengines/barrier/fdblackscholesbarrierengine.hpp,
	  ql/pricingengines/barrier/fdblackscholesrebateengine.cpp,
	  ql/pricingengines/barrier/fdblackscholesrebateengine.hpp,
	  ql/pricingengines/barrier/fdhestonbarrierengine.cpp,
	  ql/pricingengines/barrier/fdhestonbarrierengine.hpp,
	  ql/pricingengines/barrier/fdhestonrebateengine.cpp,
	  ql/pricingengines/barrier/fdhestonrebateengine.hpp,
	  ql/pricingengines/vanilla/Makefile.am,
	  ql/pricingengines/vanilla/all.hpp,
	  ql/pricingengines/vanilla/fdblackscholesvanillaengine.cpp,
	  ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp,
	  ql/pricingengines/vanilla/fdhestonvanillaengine.cpp,
	  ql/pricingengines/vanilla/fdhestonvanillaengine.hpp,
	  test-suite/barrieroption.cpp, test-suite/europeanoption.cpp,
	  test-suite/fdmlinearop.cpp, test-suite/hestonmodel.cpp:
	  
	  Moved n-dimensional finite-difference framework to experimental

2008-10-13 09:34  Ferdinando Ametrano

	* [r15633] QuantLib_vc8.vcproj, QuantLib_vc9.vcproj:
	  
	  VC 8/9 catching up

2008-10-13 08:22  Luigi Ballabio

	* [r15632] test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  Correctly set evaluation date in test cases

2008-10-13 07:51  Luigi Ballabio

	* [r15631] configure.ac, ql/models/marketmodels/evolvers/Makefile.am,
	  ql/models/marketmodels/evolvers/all.hpp,
	  ql/models/marketmodels/evolvers/volprocesses,
	  ql/models/marketmodels/evolvers/volprocesses/Makefile.am,
	  ql/models/marketmodels/evolvers/volprocesses/all.hpp:
	  
	  Added new files to Linux build

2008-10-13 00:05  Mark Joshi

	* [r15630] QuantLib_vc8.vcproj,
	  ql/models/marketmodels/evolvers/marketmodelvolprocess.cpp,
	  ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp,
	  ql/models/marketmodels/evolvers/svddfwdratepc.cpp,
	  ql/models/marketmodels/evolvers/svddfwdratepc.hpp,
	  ql/models/marketmodels/evolvers/volprocesses,
	  ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.cpp,
	  ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.hpp:
	  
	  added first Displaced diffusion stochastic vol evolver for the LMM.
	  It builds but still needs to be tested...

2008-10-12 18:49  Klaus Spanderen

	* [r15629] test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  increase number of Monte-Carlo runs to enlarge the explanatory power
	  of the test case (and to avoid BOOST_FAIL;-)

2008-10-12 11:24  Klaus Spanderen

	* [r15628]
	  ql/methods/finitedifferences/multidim/triplebandlinearop.cpp,
	  ql/methods/finitedifferences/multidim/triplebandlinearop.hpp:
	  
	  performance improvements

2008-10-10 17:02  Ferdinando Ametrano

	* [r15625] ql/termstructures/yield/ratehelpers.cpp:
	  
	  

2008-10-10 13:58  Luigi Ballabio

	* [r15624] ql/experimental/credit/Makefile.am,
	  ql/experimental/credit/all.hpp, ql/experimental/credit/basket.cpp,
	  ql/experimental/credit/basket.hpp,
	  ql/experimental/credit/distribution.cpp,
	  ql/experimental/credit/distribution.hpp,
	  ql/experimental/credit/lossdistribution.cpp,
	  ql/experimental/credit/pool.cpp, ql/experimental/credit/pool.hpp,
	  ql/experimental/credit/randomdefaultmodel.cpp,
	  ql/experimental/credit/randomdefaultmodel.hpp,
	  ql/experimental/credit/syntheticcdo.cpp,
	  ql/experimental/credit/syntheticcdo.hpp,
	  ql/experimental/credit/syntheticcdoengines.cpp,
	  ql/experimental/credit/syntheticcdoengines.hpp, test-suite/cdo.cpp:
	  
	  Cleaned up newly added files

2008-10-10 10:08  Roland Lichters

	* [r15622] ql/experimental/credit/all.hpp,
	  ql/experimental/credit/distribution.cpp,
	  ql/experimental/credit/distribution.hpp,
	  ql/experimental/credit/lossdistribution.cpp,
	  ql/experimental/credit/lossdistribution.hpp, test-suite/cdo.cpp:
	  
	  adjustments for new synthetic CDO engines

2008-10-10 10:05  Roland Lichters

	* [r15621] ql/experimental/credit/basket.cpp,
	  ql/experimental/credit/basket.hpp, ql/experimental/credit/loss.hpp,
	  ql/experimental/credit/pool.cpp, ql/experimental/credit/pool.hpp,
	  ql/experimental/credit/randomdefaultmodel.cpp,
	  ql/experimental/credit/randomdefaultmodel.hpp,
	  ql/experimental/credit/syntheticcdo.cpp,
	  ql/experimental/credit/syntheticcdo.hpp,
	  ql/experimental/credit/syntheticcdoengines.cpp,
	  ql/experimental/credit/syntheticcdoengines.hpp:
	  
	  added synthetic CDO engines and related classes

2008-10-09 16:13  Luigi Ballabio

	* [r15620] ql/termstructures/yield/all.hpp,
	  ql/time/calendars/Makefile.am, ql/time/calendars/all.hpp,
	  ql/time/calendars/bespokecalendar.cpp,
	  ql/time/calendars/bespokecalendar.hpp, test-suite/calendars.cpp,
	  test-suite/calendars.hpp:
	  
	  Added bespoke calendar

2008-10-08 14:51  Eric Ehlers

	* [r15619] ql/termstructures/yield/Makefile.am:
	  
	  linux catching up

2008-10-07 09:11  Marco Bianchetti

	* [r15610] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2008-10-07 08:48  Luigi Ballabio

	* [r15609] Docs/quantlib.css, Docs/quantlib.doxy,
	  ql/experimental/credit/cdo.hpp:
	  
	  Upgraded to Doxygen 1.5.7

2008-10-04 13:26  Klaus Spanderen

	* [r15607]
	  ql/methods/finitedifferences/multidim/fdmblackscholesop.hpp:
	  
	  changed initialization order

2008-10-04 13:25  Klaus Spanderen

	* [r15606] ql/pricingengines/vanilla/fdblackscholesvanillaengine.cpp:
	  
	  extra QL_REQUIRE to ensure the right exercise type

2008-10-01 03:31  Joseph Wang

	* [r15600] ql/termstructures/yield/ratehelper.hpp:
	  
	  fix linux build break

2008-09-29 18:00  Ferdinando Ametrano

	* [r15598] QuantLib_vc8.vcproj,
	  ql/termstructures/yield/bondhelpers.cpp,
	  ql/termstructures/yield/bondhelpers.hpp,
	  ql/termstructures/yield/bootstraptraits.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp,
	  ql/termstructures/yield/ratehelper.hpp,
	  ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp:
	  
	  made RateHelper a real class (it was a typedef) to allow for
	  specialized interface (rate() inspector so far)

2008-09-25 14:22  Luigi Ballabio

	* [r15593] ql/experimental/volatility/Makefile.am,
	  ql/experimental/volatility/all.hpp,
	  ql/experimental/volatility/extendedblackvariancecurve.cpp,
	  ql/experimental/volatility/extendedblackvariancecurve.hpp,
	  ql/experimental/volatility/extendedblackvariancesurface.cpp,
	  ql/experimental/volatility/extendedblackvariancesurface.hpp:
	  
	  Added experimental quote-based Black-variance curve and surface
	  (thanks to Frank Hoevermann)

2008-09-24 20:14  Klaus Spanderen

	* [r15590] ql/methods/finitedifferences/multidim/Makefile.am,
	  ql/methods/finitedifferences/multidim/all.hpp,
	  ql/methods/finitedifferences/multidim/fdmhestonquantohelper.cpp,
	  ql/methods/finitedifferences/multidim/fdmhestonquantohelper.hpp:
	  
	  removed obsolete Heston quanto helper

2008-09-24 10:25  Ferdinando Ametrano

	* [r15586]
	  ql/pricingengines/lookback/analyticcontinuousfloatinglookback.cpp:
	  
	  fixed Solaris build bug by enforcing QuantLib coding standard
	  (thanks to Simon Ibbotson)

2008-09-24 09:08  Luigi Ballabio

	* [r15584] ql/indexes/swap/Makefile.am, ql/indexes/swap/all.hpp:
	  
	  Autotools catching up

2008-09-24 07:38  Marco Bianchetti

	* [r15583] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2008-09-23 17:34  Ferdinando Ametrano

	* [r15577] QuantLib_vc8.vcproj, ql/indexes/swap/chfliborswap.cpp,
	  ql/indexes/swap/chfliborswap.hpp, ql/indexes/swap/euriborswap.cpp,
	  ql/indexes/swap/euriborswap.hpp,
	  ql/indexes/swap/euriborswapfixa.cpp,
	  ql/indexes/swap/euriborswapfixa.hpp,
	  ql/indexes/swap/euriborswapfixb.cpp,
	  ql/indexes/swap/euriborswapfixb.hpp,
	  ql/indexes/swap/euriborswapfixifr.cpp,
	  ql/indexes/swap/euriborswapfixifr.hpp,
	  ql/indexes/swap/eurliborswap.cpp, ql/indexes/swap/eurliborswap.hpp,
	  ql/indexes/swap/eurliborswapfixa.cpp,
	  ql/indexes/swap/eurliborswapfixa.hpp,
	  ql/indexes/swap/eurliborswapfixb.cpp,
	  ql/indexes/swap/eurliborswapfixb.hpp,
	  ql/indexes/swap/eurliborswapfixifr.cpp,
	  ql/indexes/swap/eurliborswapfixifr.hpp,
	  ql/indexes/swap/gbpliborswap.cpp, ql/indexes/swap/gbpliborswap.hpp,
	  ql/indexes/swap/jpyliborswap.cpp, ql/indexes/swap/jpyliborswap.hpp,
	  ql/indexes/swap/usdliborswap.cpp, ql/indexes/swap/usdliborswap.hpp,
	  test-suite/assetswap.cpp, test-suite/cms.cpp,
	  test-suite/rangeaccrual.cpp, test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  introduced GBP/USD/CHF/JPY

2008-09-23 17:31  Ferdinando Ametrano

	* [r15576] ql/experimental/lattices/extendedbinomialtree.cpp,
	  ql/experimental/lattices/extendedbinomialtree.hpp:
	  
	  avoided warning and enforced proper QL coding convention

2008-09-22 12:07  Luigi Ballabio

	* [r15574] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp:
	  
	  Added two more cashflow analysis functions (thanks to Toyin Akin)

2008-09-22 11:20  Luigi Ballabio

	* [r15573] test-suite/cdsoption.cpp, test-suite/fdmlinearop.cpp:
	  
	  Fixed test output for Boost 1.36

2008-09-22 10:11  Luigi Ballabio

	* [r15572] ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/methods/finitedifferences/all.hpp,
	  ql/methods/finitedifferences/multidim,
	  ql/methods/finitedifferences/multidim/Makefile.am,
	  ql/methods/finitedifferences/multidim/all.hpp:
	  
	  Makefile.am in alphabetical order

2008-09-22 08:35  Luigi Ballabio

	* [r15571] man/CDS.1, man/CallableBonds.1,
	  ql/instruments/dividendbarrieroption.cpp,
	  ql/instruments/dividendbarrieroption.hpp,
	  ql/methods/finitedifferences/multidim/Makefile.am,
	  ql/methods/finitedifferences/multidim/all.hpp,
	  ql/methods/finitedifferences/multidim/craigsneydscheme.cpp,
	  ql/methods/finitedifferences/multidim/craigsneydscheme.hpp,
	  ql/methods/finitedifferences/multidim/douglasscheme.cpp,
	  ql/methods/finitedifferences/multidim/douglasscheme.hpp,
	  ql/methods/finitedifferences/multidim/fdm1dmesher.hpp,
	  ql/methods/finitedifferences/multidim/fdmamericanstepcondition.cpp,
	  ql/methods/finitedifferences/multidim/fdmamericanstepcondition.hpp,
	  ql/methods/finitedifferences/multidim/fdmblackscholesop.cpp,
	  ql/methods/finitedifferences/multidim/fdmblackscholesop.hpp,
	  ql/methods/finitedifferences/multidim/fdmblackscholessolver.cpp,
	  ql/methods/finitedifferences/multidim/fdmblackscholessolver.hpp,
	  ql/methods/finitedifferences/multidim/fdmdirichletboundary.cpp,
	  ql/methods/finitedifferences/multidim/fdmdirichletboundary.hpp,
	  ql/methods/finitedifferences/multidim/fdmdividendhandler.cpp,
	  ql/methods/finitedifferences/multidim/fdmdividendhandler.hpp,
	  ql/methods/finitedifferences/multidim/fdmhestonhullwhiteop.cpp,
	  ql/methods/finitedifferences/multidim/fdmhestonhullwhiteop.hpp,
	  ql/methods/finitedifferences/multidim/fdmhestoninnervalue.hpp,
	  ql/methods/finitedifferences/multidim/fdmhestonop.cpp,
	  ql/methods/finitedifferences/multidim/fdmhestonop.hpp,
	  ql/methods/finitedifferences/multidim/fdmhestonquantohelper.cpp,
	  ql/methods/finitedifferences/multidim/fdmhestonquantohelper.hpp,
	  ql/methods/finitedifferences/multidim/fdmhestonsolver.cpp,
	  ql/methods/finitedifferences/multidim/fdmhestonsolver.hpp,
	  ql/methods/finitedifferences/multidim/fdmhestonvariancemesher.cpp,
	  ql/methods/finitedifferences/multidim/fdmhestonvariancemesher.hpp,
	  ql/methods/finitedifferences/multidim/fdminnervaluecalculator.hpp,
	  ql/methods/finitedifferences/multidim/fdmlinearop.hpp,
	  ql/methods/finitedifferences/multidim/fdmlinearopcomposite.hpp,
	  ql/methods/finitedifferences/multidim/fdmlinearopiterator.hpp,
	  ql/methods/finitedifferences/multidim/fdmlinearoplayout.cpp,
	  ql/methods/finitedifferences/multidim/fdmlinearoplayout.hpp,
	  ql/methods/finitedifferences/multidim/fdmmesher.hpp,
	  ql/methods/finitedifferences/multidim/fdmmeshercomposite.cpp,
	  ql/methods/finitedifferences/multidim/fdmmeshercomposite.hpp,
	  ql/methods/finitedifferences/multidim/fdmsnapshotcondition.cpp,
	  ql/methods/finitedifferences/multidim/fdmsnapshotcondition.hpp,
	  ql/methods/finitedifferences/multidim/fdmstepconditioncomposite.cpp,
	  ql/methods/finitedifferences/multidim/fdmstepconditioncomposite.hpp,
	  ql/methods/finitedifferences/multidim/firstderivativeop.cpp,
	  ql/methods/finitedifferences/multidim/firstderivativeop.hpp,
	  ql/methods/finitedifferences/multidim/hundsdorferscheme.cpp,
	  ql/methods/finitedifferences/multidim/hundsdorferscheme.hpp,
	  ql/methods/finitedifferences/multidim/ninepointlinearop.cpp,
	  ql/methods/finitedifferences/multidim/ninepointlinearop.hpp,
	  ql/methods/finitedifferences/multidim/secondderivativeop.cpp,
	  ql/methods/finitedifferences/multidim/secondderivativeop.hpp,
	  ql/methods/finitedifferences/multidim/secondordermixedderivativeop.cpp,
	  ql/methods/finitedifferences/multidim/secondordermixedderivativeop.hpp,
	  ql/methods/finitedifferences/multidim/triplebandlinearop.cpp,
	  ql/methods/finitedifferences/multidim/triplebandlinearop.hpp,
	  ql/methods/finitedifferences/multidim/uniform1dmesher.hpp,
	  ql/methods/finitedifferences/multidim/uniformgridmesher.cpp,
	  ql/methods/finitedifferences/multidim/uniformgridmesher.hpp,
	  ql/models/marketmodels/pathwiseaccountingengine.cpp,
	  ql/models/marketmodels/pathwiseaccountingengine.hpp,
	  ql/models/marketmodels/pathwisediscounter.cpp,
	  ql/models/marketmodels/pathwisediscounter.hpp,
	  ql/models/marketmodels/pathwisegreeks/Makefile.am,
	  ql/models/marketmodels/pathwisegreeks/all.hpp,
	  ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp,
	  ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp,
	  ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp,
	  ql/models/marketmodels/pathwisegreeks/vegabumpcluster.cpp,
	  ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp,
	  ql/models/marketmodels/pathwisemultiproduct.hpp,
	  ql/models/marketmodels/products/multistep/multistepswaption.cpp,
	  ql/models/marketmodels/products/multistep/multistepswaption.hpp,
	  ql/models/marketmodels/products/pathwise/Makefile.am,
	  ql/models/marketmodels/products/pathwise/all.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductswaption.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp,
	  ql/pricingengines/barrier/fdblackscholesbarrierengine.cpp,
	  ql/pricingengines/barrier/fdblackscholesbarrierengine.hpp,
	  ql/pricingengines/barrier/fdblackscholesrebateengine.cpp,
	  ql/pricingengines/barrier/fdblackscholesrebateengine.hpp,
	  ql/pricingengines/barrier/fdhestonbarrierengine.cpp,
	  ql/pricingengines/barrier/fdhestonbarrierengine.hpp,
	  ql/pricingengines/barrier/fdhestonrebateengine.cpp,
	  ql/pricingengines/barrier/fdhestonrebateengine.hpp,
	  ql/pricingengines/vanilla/fdblackscholesvanillaengine.cpp,
	  ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp,
	  ql/pricingengines/vanilla/fdhestonvanillaengine.cpp,
	  ql/pricingengines/vanilla/fdhestonvanillaengine.hpp,
	  test-suite/fdmlinearop.cpp, test-suite/fdmlinearop.hpp:
	  
	  Fixed svn properties

2008-09-22 08:15  Luigi Ballabio

	* [r15570] ql/methods/finitedifferences/multidim/Makefile,
	  ql/methods/finitedifferences/multidim/Makefile.in:
	  
	  Removed generated files from repository

2008-09-21 18:19  Klaus Spanderen

	* [r15569]
	  ql/methods/finitedifferences/multidim/fdmhestonhullwhiteop.cpp,
	  ql/methods/finitedifferences/multidim/fdmhestonhullwhiteop.hpp,
	  ql/methods/finitedifferences/multidim/fdmhullwhitemesher.hpp:
	  
	  removed Hull-White mesher

2008-09-21 17:54  Klaus Spanderen

	* [r15568] QuantLib_vc8.vcproj, configure.ac,
	  ql/instruments/Makefile.am,
	  ql/instruments/dividendbarrieroption.cpp,
	  ql/instruments/dividendbarrieroption.hpp,
	  ql/methods/finitedifferences/Makefile.am,
	  ql/methods/finitedifferences/multidim,
	  ql/methods/finitedifferences/multidim/Makefile,
	  ql/methods/finitedifferences/multidim/Makefile.am,
	  ql/methods/finitedifferences/multidim/Makefile.in,
	  ql/methods/finitedifferences/multidim/all.hpp,
	  ql/methods/finitedifferences/multidim/craigsneydscheme.cpp,
	  ql/methods/finitedifferences/multidim/craigsneydscheme.hpp,
	  ql/methods/finitedifferences/multidim/douglasscheme.cpp,
	  ql/methods/finitedifferences/multidim/douglasscheme.hpp,
	  ql/methods/finitedifferences/multidim/fdm1dmesher.hpp,
	  ql/methods/finitedifferences/multidim/fdmamericanstepcondition.cpp,
	  ql/methods/finitedifferences/multidim/fdmamericanstepcondition.hpp,
	  ql/methods/finitedifferences/multidim/fdmblackscholesop.cpp,
	  ql/methods/finitedifferences/multidim/fdmblackscholesop.hpp,
	  ql/methods/finitedifferences/multidim/fdmblackscholessolver.cpp,
	  ql/methods/finitedifferences/multidim/fdmblackscholessolver.hpp,
	  ql/methods/finitedifferences/multidim/fdmdirichletboundary.cpp,
	  ql/methods/finitedifferences/multidim/fdmdirichletboundary.hpp,
	  ql/methods/finitedifferences/multidim/fdmdividendhandler.cpp,
	  ql/methods/finitedifferences/multidim/fdmdividendhandler.hpp,
	  ql/methods/finitedifferences/multidim/fdmhestonhullwhiteop.cpp,
	  ql/methods/finitedifferences/multidim/fdmhestonhullwhiteop.hpp,
	  ql/methods/finitedifferences/multidim/fdmhestoninnervalue.hpp,
	  ql/methods/finitedifferences/multidim/fdmhestonop.cpp,
	  ql/methods/finitedifferences/multidim/fdmhestonop.hpp,
	  ql/methods/finitedifferences/multidim/fdmhestonquantohelper.cpp,
	  ql/methods/finitedifferences/multidim/fdmhestonquantohelper.hpp,
	  ql/methods/finitedifferences/multidim/fdmhestonsolver.cpp,
	  ql/methods/finitedifferences/multidim/fdmhestonsolver.hpp,
	  ql/methods/finitedifferences/multidim/fdmhestonvariancemesher.cpp,
	  ql/methods/finitedifferences/multidim/fdmhestonvariancemesher.hpp,
	  ql/methods/finitedifferences/multidim/fdmhullwhitemesher.hpp,
	  ql/methods/finitedifferences/multidim/fdminnervaluecalculator.hpp,
	  ql/methods/finitedifferences/multidim/fdmlinearop.hpp,
	  ql/methods/finitedifferences/multidim/fdmlinearopcomposite.hpp,
	  ql/methods/finitedifferences/multidim/fdmlinearopiterator.hpp,
	  ql/methods/finitedifferences/multidim/fdmlinearoplayout.cpp,
	  ql/methods/finitedifferences/multidim/fdmlinearoplayout.hpp,
	  ql/methods/finitedifferences/multidim/fdmmesher.hpp,
	  ql/methods/finitedifferences/multidim/fdmmeshercomposite.cpp,
	  ql/methods/finitedifferences/multidim/fdmmeshercomposite.hpp,
	  ql/methods/finitedifferences/multidim/fdmsnapshotcondition.cpp,
	  ql/methods/finitedifferences/multidim/fdmsnapshotcondition.hpp,
	  ql/methods/finitedifferences/multidim/fdmstepconditioncomposite.cpp,
	  ql/methods/finitedifferences/multidim/fdmstepconditioncomposite.hpp,
	  ql/methods/finitedifferences/multidim/firstderivativeop.cpp,
	  ql/methods/finitedifferences/multidim/firstderivativeop.hpp,
	  ql/methods/finitedifferences/multidim/hundsdorferscheme.cpp,
	  ql/methods/finitedifferences/multidim/hundsdorferscheme.hpp,
	  ql/methods/finitedifferences/multidim/ninepointlinearop.cpp,
	  ql/methods/finitedifferences/multidim/ninepointlinearop.hpp,
	  ql/methods/finitedifferences/multidim/secondderivativeop.cpp,
	  ql/methods/finitedifferences/multidim/secondderivativeop.hpp,
	  ql/methods/finitedifferences/multidim/secondordermixedderivativeop.cpp,
	  ql/methods/finitedifferences/multidim/secondordermixedderivativeop.hpp,
	  ql/methods/finitedifferences/multidim/triplebandlinearop.cpp,
	  ql/methods/finitedifferences/multidim/triplebandlinearop.hpp,
	  ql/methods/finitedifferences/multidim/uniform1dmesher.hpp,
	  ql/methods/finitedifferences/multidim/uniformgridmesher.cpp,
	  ql/methods/finitedifferences/multidim/uniformgridmesher.hpp,
	  ql/pricingengines/barrier/Makefile.am,
	  ql/pricingengines/barrier/all.hpp,
	  ql/pricingengines/barrier/fdblackscholesbarrierengine.cpp,
	  ql/pricingengines/barrier/fdblackscholesbarrierengine.hpp,
	  ql/pricingengines/barrier/fdblackscholesrebateengine.cpp,
	  ql/pricingengines/barrier/fdblackscholesrebateengine.hpp,
	  ql/pricingengines/barrier/fdhestonbarrierengine.cpp,
	  ql/pricingengines/barrier/fdhestonbarrierengine.hpp,
	  ql/pricingengines/barrier/fdhestonrebateengine.cpp,
	  ql/pricingengines/barrier/fdhestonrebateengine.hpp,
	  ql/pricingengines/vanilla/Makefile.am,
	  ql/pricingengines/vanilla/all.hpp,
	  ql/pricingengines/vanilla/fdblackscholesvanillaengine.cpp,
	  ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp,
	  ql/pricingengines/vanilla/fdhestonvanillaengine.cpp,
	  ql/pricingengines/vanilla/fdhestonvanillaengine.hpp,
	  test-suite/Makefile.am, test-suite/barrieroption.cpp,
	  test-suite/europeanoption.cpp, test-suite/fdmlinearop.cpp,
	  test-suite/fdmlinearop.hpp, test-suite/hestonmodel.cpp,
	  test-suite/hestonmodel.hpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  added new multidimensional FDM framework based on operator splitting
	  using Craig-Sneyd, Hundsdorfer or Douglas schemes.

2008-09-18 14:00  Luigi Ballabio

	* [r15567] ql/settings.cpp:
	  
	  Fixed reassignment of evaluation date in SavedSettings class

2008-09-17 10:13  Luigi Ballabio

	* [r15564] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/lattices,
	  ql/experimental/lattices/Makefile.am,
	  ql/experimental/lattices/all.hpp,
	  ql/experimental/lattices/extendedbinomialtree.cpp,
	  ql/experimental/lattices/extendedbinomialtree.hpp,
	  test-suite/Makefile.am, test-suite/extendedtrees.cpp,
	  test-suite/extendedtrees.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  Added experimental time-dependent binomial trees (thanks to John
	  Maiden)

2008-09-16 15:57  Ferdinando Ametrano

	* [r15563] ql/instruments/vanillaswap.cpp,
	  ql/instruments/vanillaswap.hpp:
	  
	  moved inline code into cpp file

2008-09-16 13:14  Ferdinando Ametrano

	* [r15562] ql/indexes/swap/euriborswapfixifr.hpp,
	  ql/indexes/swap/eurliborswapfixa.hpp,
	  ql/indexes/swap/eurliborswapfixb.hpp:
	  
	  fixed descriptions

2008-09-16 10:58  Ferdinando Ametrano

	* [r15561] ql/indexes/ibor/chflibor.hpp, ql/indexes/ibor/gbplibor.hpp,
	  ql/indexes/ibor/jpylibor.hpp, ql/indexes/ibor/usdlibor.hpp:
	  
	  fixed naming convention as per EUR case

2008-09-16 10:54  Ferdinando Ametrano

	* [r15560] ql/indexes/ibor/chflibor.hpp, ql/indexes/ibor/eurlibor.hpp,
	  ql/indexes/ibor/gbplibor.hpp, ql/indexes/ibor/jpylibor.hpp,
	  ql/indexes/ibor/libor.hpp, ql/indexes/ibor/usdlibor.hpp:
	  
	  added DailyTenorXXXLibor specializations where missing

2008-09-15 11:30  Luigi Ballabio

	* [r15547] ql/termstructures/volatility/interpolatedsmilesection.hpp,
	  ql/termstructures/volatility/smilesection.cpp,
	  ql/termstructures/volatility/smilesection.hpp:
	  
	  Removed base-class ambiguity

2008-09-11 05:55  Mark Joshi

	* [r15542]
	  ql/models/marketmodels/callability/nothingexercisevalue.hpp,
	  ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.cpp,
	  test-suite/marketmodel.cpp:
	  
	  bug fix

2008-09-10 22:17  Klaus Spanderen

	* [r15541] ql/processes/hullwhiteprocess.cpp,
	  ql/processes/hullwhiteprocess.hpp:
	  
	  sync interface of HullWhiteProcess and HullWhiteForwardProcess

2008-09-10 15:10  Luigi Ballabio

	* [r15534] ql/default.cpp, ql/default.hpp,
	  test-suite/creditdefaultswap.cpp:
	  
	  Enforced uniform naming

2008-09-09 14:21  Luigi Ballabio

	* [r15531] Examples/BermudanSwaption/BermudanSwaption_vc7.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption_vc9.vcproj,
	  Examples/CDS/CDS_vc7.vcproj, Examples/CDS/CDS_vc8.vcproj,
	  Examples/CDS/CDS_vc9.vcproj,
	  Examples/CallableBonds/CallableBonds_vc7.vcproj,
	  Examples/CallableBonds/CallableBonds_vc8.vcproj,
	  Examples/CallableBonds/CallableBonds_vc9.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc7.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc8.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc9.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc7.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc8.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc9.vcproj,
	  Examples/EquityOption/EquityOption_vc7.vcproj,
	  Examples/EquityOption/EquityOption_vc8.vcproj,
	  Examples/EquityOption/EquityOption_vc9.vcproj,
	  Examples/FRA/FRA_vc7.vcproj, Examples/FRA/FRA_vc8.vcproj,
	  Examples/FRA/FRA_vc9.vcproj,
	  Examples/FittedBondCurve/FittedBondCurve_vc7.vcproj,
	  Examples/FittedBondCurve/FittedBondCurve_vc8.vcproj,
	  Examples/FittedBondCurve/FittedBondCurve_vc9.vcproj,
	  Examples/Replication/Replication_vc7.vcproj,
	  Examples/Replication/Replication_vc8.vcproj,
	  Examples/Replication/Replication_vc9.vcproj,
	  Examples/Repo/Repo_vc7.vcproj, Examples/Repo/Repo_vc8.vcproj,
	  Examples/Repo/Repo_vc9.vcproj, Examples/Swap/Swap_vc7.vcproj,
	  Examples/Swap/Swap_vc8.vcproj, Examples/Swap/Swap_vc9.vcproj,
	  QuantLib_vc7.sln, QuantLib_vc7.vcproj, QuantLib_vc8.sln,
	  QuantLib_vc8.vcproj, QuantLib_vc9.sln, QuantLib_vc9.vcproj,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj,
	  test-suite/testsuite_vc9.vcproj:
	  
	  Renamed VC++ configurations (it is advisable to rebuild all in order
	  to avoid pulling in old object files)

2008-09-09 07:57  Luigi Ballabio

	* [r15528] acinclude.m4:
	  
	  configure now finds Boost unit-test libs when full path to CC is
	  provided (thanks to Anton Blanchard)

2008-09-04 09:28  Luigi Ballabio

	* [r15502] ql/default.hpp:
	  
	  More descriptive names for Seniority and Restructuring enumerations

2008-09-02 13:32  Luigi Ballabio

	* [r15493] ql/default.hpp:
	  
	  Compilation fix for Solaris (thanks to Lutz von Grafenstein and
	  Simon Ibbotson)

2008-09-02 09:50  Luigi Ballabio

	* [r15490] ql/time/frequency.cpp, ql/time/frequency.hpp,
	  ql/time/period.cpp:
	  
	  Added OtherFrequency to Frequency enum; conversion from Frequency to
	  Period no longer fails, so that it should be now possible to create
	  bonds with unusual coupon tenors (thanks to Slava Mazur)

2008-09-02 07:02  Luigi Ballabio

	* [r15488] ql/models/shortrate/onefactormodels/coxingersollross.hpp,
	  ql/models/shortrate/onefactormodels/hullwhite.hpp,
	  ql/models/shortrate/onefactormodels/vasicek.hpp:
	  
	  Fix for the IBM xlc compiler on Linux (thanks to Anton Blanchard)

2008-09-01 21:45  Klaus Spanderen

	* [r15486] ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp,
	  ql/processes/hybridhestonhullwhiteprocess.cpp,
	  ql/processes/hybridhestonhullwhiteprocess.hpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/hybridhestonhullwhiteprocess.hpp:
	  
	  removed spooky control variate implementation

2008-08-28 22:14  Roland Lichters

	* [r15476] test-suite/cdo.cpp:
	  
	  fixed flat hazard rate curve day counter

2008-08-27 14:17  Luigi Ballabio

	* [r15461] ql/time/calendars/brazil.hpp:
	  
	  Fixed documentation (thanks to Andre Derraik)

2008-08-27 02:46  Mark Joshi

	* [r15457] ql/models/marketmodels/pathwiseaccountingengine.cpp,
	  ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp,
	  test-suite/marketmodel.cpp:
	  
	  Debugging and more tests. Pathwise market vega now works for caps in
	  tested cases.

2008-08-25 05:20  Mark Joshi

	* [r15439] ql/models/marketmodels/pathwiseaccountingengine.cpp,
	  ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp,
	  test-suite/marketmodel.cpp, test-suite/quantlibtestsuite.cpp:
	  
	  cap vega tests added, some bugs fixed, more work still needed

2008-08-21 09:32  Luigi Ballabio

	* [r15410] Authors.txt, Contributors.txt, Docs/pages/authors.docs:
	  
	  Cleaned up list of current developers

2008-08-20 16:26  Ferdinando Ametrano

	* [r15406] QuantLib_vc7.vcproj, QuantLib_vc9.vcproj,
	  test-suite/testsuite_vc9.vcproj:
	  
	  

2008-08-20 10:40  Luigi Ballabio

	* [r15403] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, ql/experimental/credit/Makefile.am,
	  ql/experimental/credit/all.hpp, ql/experimental/credit/cdo.cpp,
	  ql/experimental/credit/cdo.hpp, test-suite/Makefile.am,
	  test-suite/cdo.cpp, test-suite/cdo.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj,
	  test-suite/testsuite_vc9.vcproj:
	  
	  Added experimental CDO implementation (thanks to Roland Lichters)

2008-08-20 09:29  Luigi Ballabio

	* [r15402] ql/experimental/credit/lossdistribution.cpp:
	  
	  Avoided infinite backward loop

2008-08-20 09:26  Luigi Ballabio

	* [r15401] ql/experimental/credit/onefactorgaussiancopula.cpp,
	  ql/experimental/credit/onefactorstudentcopula.cpp:
	  
	  Removed unused 'using' directive

2008-08-19 08:44  Ferdinando Ametrano

	* [r15393] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2008-08-19 08:39  Luigi Ballabio

	* [r15391] ql/models/marketmodels/products/pathwise/Makefile.am,
	  ql/models/marketmodels/products/pathwise/all.hpp:
	  
	  Added new files to autotools build

2008-08-19 08:38  Luigi Ballabio

	* [r15390]
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.cpp:
	  
	  Compilation fix for gcc (explicit constructor required)

2008-08-19 07:07  Mark Joshi

	* [r15389]
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp,
	  test-suite/marketmodel.cpp:
	  
	  added further swaption greeks tests, also added pathwise deflated
	  caps as a prelude to testing pathwise market vegas for caps

2008-08-19 05:41  Mark Joshi

	* [r15387]
	  ql/models/marketmodels/products/pathwise/pathwiseproductswaption.cpp,
	  test-suite/marketmodel.cpp, test-suite/quantlibtestsuite.cpp:
	  
	  Pathwise market vega now works for co-terminal swaptions and is
	  tested.

2008-08-19 00:36  Mark Joshi

	* [r15386] QuantLib_vc8.vcproj,
	  ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp,
	  ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductswaption.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp,
	  ql/models/marketmodels/swapforwardmappings.cpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  

2008-08-18 15:54  Luigi Ballabio

	* [r15385] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, ql/experimental/credit/Makefile.am,
	  ql/experimental/credit/all.hpp,
	  ql/experimental/credit/riskyassetswap.cpp,
	  ql/experimental/credit/riskyassetswap.hpp:
	  
	  Added experimental risky asset swaps (thanks to Roland Lichters)

2008-08-18 14:45  Ferdinando Ametrano

	* [r15384] ql/termstructures/volatility/swaption/swaptionvolcube2.cpp:
	  
	  fixed bug (thanks to Peter Caspers)

2008-08-12 09:02  Luigi Ballabio

	* [r15364] ql/termstructure.cpp:
	  
	  More tolerant with numerical error

2008-08-12 07:53  Luigi Ballabio

	* [r15363] ql/models/marketmodels/pathwisegreeks/Makefile.am,
	  ql/models/marketmodels/pathwisegreeks/all.hpp:
	  
	  Added new files to autotools build

2008-08-12 05:30  Mark Joshi

	* [r15362] QuantLib_vc8.vcproj,
	  ql/math/matrixutilities/basisincompleteordered.cpp,
	  ql/math/matrixutilities/basisincompleteordered.hpp,
	  ql/models/marketmodels/pathwiseaccountingengine.hpp,
	  ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp,
	  ql/models/marketmodels/pathwisegreeks/vegabumpcluster.cpp,
	  ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  added the market-model market-vegas code, still to be be tested
	  however.

2008-08-11 14:00  Luigi Ballabio

	* [r15357] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, ql/legacy/pricers/Makefile.am,
	  ql/legacy/pricers/all.hpp,
	  ql/legacy/pricers/mcdiscretearithmeticaso.cpp,
	  ql/legacy/pricers/mcdiscretearithmeticaso.hpp,
	  ql/pricingengines/asian/Makefile.am,
	  ql/pricingengines/asian/all.hpp,
	  ql/pricingengines/asian/mc_discr_arith_av_strike.cpp,
	  ql/pricingengines/asian/mc_discr_arith_av_strike.hpp,
	  test-suite/Makefile.am, test-suite/asianoptions.cpp,
	  test-suite/asianoptions.hpp, test-suite/old_pricers.cpp,
	  test-suite/old_pricers.hpp, test-suite/quantlibbenchmark.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj,
	  test-suite/testsuite_vc9.vcproj:
	  
	  Ported Monte Carlo average-strike pricer to pricing-engine framework
	  (thanks to the IMAFA students at Polytech'Nice Sophia)

2008-08-11 12:17  Luigi Ballabio

	* [r15356] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj,
	  test-suite/testsuite_vc9.vcproj:
	  
	  Updated projects

2008-08-08 09:59  Luigi Ballabio

	* [r15354] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, ql/legacy/pricers/Makefile.am,
	  ql/legacy/pricers/all.hpp,
	  ql/legacy/pricers/mcperformanceoption.cpp,
	  ql/legacy/pricers/mcperformanceoption.hpp,
	  ql/pricingengines/cliquet/Makefile.am,
	  ql/pricingengines/cliquet/all.hpp,
	  ql/pricingengines/cliquet/mcperformanceengine.cpp,
	  ql/pricingengines/cliquet/mcperformanceengine.hpp,
	  test-suite/cliquetoption.cpp, test-suite/cliquetoption.hpp:
	  
	  Ported Monte Carlo performance pricer to pricing-engine framework
	  (thanks to the IMAFA students at Polytech'Nice Sophia)

2008-08-07 10:01  Eric Ehlers

	* [r15351] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj:
	  
	  Remove references to nonexistent files mcpagoda.?pp.

2008-08-06 13:35  Luigi Ballabio

	* [r15341] ChangeLog.txt, Docs/pages/history.docs, News.txt,
	  ql/termstructures/iterativebootstrap.hpp:
	  
	  Merged R000905-branch up to revision 15334 (QuantLib, QuantLib-SWIG,
	  and QuantLib-site modules only)

2008-08-06 12:56  Luigi Ballabio

	* [r15338] Announce.txt,
	  Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/CDS/CDS.dev, Examples/CallableBonds/CallableBonds.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EquityOption/EquityOption.dev, Examples/FRA/FRA.dev,
	  Examples/FittedBondCurve/FittedBondCurve.dev,
	  Examples/Replication/Replication.dev, Examples/Repo/Repo.dev,
	  Examples/Swap/Swap.dev, QuantLib.dev, QuantLib_vc7.vcproj,
	  QuantLib_vc8.vcproj, QuantLib_vc9.vcproj, configure.ac,
	  ql/qldefines.hpp, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj,
	  test-suite/testsuite_vc9.vcproj:
	  
	  Increased version number to 0.9.7

2008-08-06 10:21  Luigi Ballabio

	* [r15333] ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/pagodaoption.cpp, ql/instruments/pagodaoption.hpp,
	  ql/legacy/pricers/Makefile.am, ql/legacy/pricers/all.hpp,
	  ql/legacy/pricers/mcpagoda.cpp, ql/legacy/pricers/mcpagoda.hpp,
	  ql/pricingengines/basket/Makefile.am,
	  ql/pricingengines/basket/all.hpp,
	  ql/pricingengines/basket/mcpagodaengine.cpp,
	  ql/pricingengines/basket/mcpagodaengine.hpp, test-suite/Makefile.am,
	  test-suite/old_pricers.cpp, test-suite/old_pricers.hpp,
	  test-suite/pagodaoption.cpp, test-suite/pagodaoption.hpp,
	  test-suite/quantlibbenchmark.cpp, test-suite/quantlibtestsuite.cpp:
	  
	  Ported pagoda option to pricing-engine framework (thanks to the
	  IMAFA students at Polytech'Nice Sophia)

2008-08-04 08:27  Luigi Ballabio

	* [r15321]
	  ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.cpp:
	  
	  Fixed included file name

2008-08-04 05:33  Mark Joshi

	* [r15319]
	  ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp,
	  ql/pricingengines/blackformula.cpp,
	  ql/pricingengines/blackformula.hpp, test-suite/marketmodel.cpp:
	  
	  Added derivative of cap implied vol with respect to pseudo-root
	  elements and test.

2008-08-01 14:15  Luigi Ballabio

	* [r15317] Announce.txt,
	  Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/CDS/CDS.dev, Examples/CallableBonds/CallableBonds.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EquityOption/EquityOption.dev, Examples/FRA/FRA.dev,
	  Examples/FittedBondCurve/FittedBondCurve.dev,
	  Examples/Replication/Replication.dev, Examples/Repo/Repo.dev,
	  Examples/Swap/Swap.dev, QuantLib.dev, QuantLib_vc7.vcproj,
	  QuantLib_vc8.vcproj, QuantLib_vc9.vcproj, configure.ac,
	  ql/qldefines.hpp, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj,
	  test-suite/testsuite_vc9.vcproj:
	  
	  Increased version number to 0.9.6

2008-08-01 08:55  Luigi Ballabio

	* [r15311] Examples/Swap/swapvaluation.cpp, ql/indexes/ibor/libor.cpp,
	  ql/indexes/ibor/libor.hpp, ql/indexes/iborindex.cpp,
	  ql/indexes/iborindex.hpp, ql/termstructures/yield/ratehelpers.cpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/piecewiseyieldcurve.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Fixed a few issues with LIBOR calendars and fixing rules during and
	  after bootstrapping

2008-08-01 01:17  Mark Joshi

	* [r15309]
	  ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.cpp,
	  ql/models/marketmodels/swapforwardmappings.cpp,
	  test-suite/marketmodel.cpp:
	  
	  swaption derivative with respect to pseudo-root elements now passes
	  test

2008-07-31 15:25  Luigi Ballabio

	* [r15308] ql/time/frequency.cpp, ql/time/frequency.hpp,
	  ql/time/period.cpp:
	  
	  Added 4-week frequency

2008-07-31 14:28  Luigi Ballabio

	* [r15307] ql/instruments/varianceswap.cpp,
	  ql/instruments/varianceswap.hpp, test-suite/varianceswaps.cpp:
	  
	  Added start date to variance-swap data

2008-07-31 13:27  Luigi Ballabio

	* [r15304] ql/instruments/callabilityschedule.hpp:
	  
	  Added accept() method to Callability class

2008-07-31 09:52  Luigi Ballabio

	* [r15303] ChangeLog.txt, Docs/pages/history.docs,
	  Docs/pages/license.docs, Examples/CDS/CDS.cpp, LICENSE.TXT,
	  News.txt, man/CDS.1, man/CallableBonds.1, man/Makefile.am,
	  man/quantlib-benchmark.1, man/quantlib-config.1, ql/errors.hpp,
	  ql/instruments/creditdefaultswap.hpp,
	  ql/instruments/vanillaswap.hpp,
	  ql/math/interpolations/convexmonotoneinterpolation.hpp,
	  ql/math/matrix.cpp, ql/math/matrixutilities/qrdecomposition.cpp,
	  ql/math/matrixutilities/qrdecomposition.hpp,
	  ql/pricingengines/vanilla/analytichestonengine.cpp,
	  ql/termstructures/bootstraperror.hpp,
	  ql/termstructures/iterativebootstrap.hpp,
	  ql/termstructures/localbootstrap.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper1.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper2.hpp,
	  ql/termstructures/volatility/optionlet/strippedoptionlet.hpp,
	  ql/termstructures/yield/forwardstructure.hpp,
	  ql/termstructures/yield/zeroyieldstructure.hpp,
	  ql/time/calendars/argentina.cpp, ql/time/calendars/argentina.hpp,
	  ql/time/calendars/iceland.cpp, ql/time/calendars/iceland.hpp,
	  ql/time/calendars/indonesia.cpp, ql/time/calendars/indonesia.hpp,
	  ql/time/calendars/mexico.cpp, ql/time/calendars/mexico.hpp,
	  ql/time/calendars/ukraine.cpp, ql/time/calendars/ukraine.hpp,
	  test-suite/cms.cpp, test-suite/dividendoption.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/marketmodel.cpp,
	  test-suite/matrices.cpp, test-suite/optionletstripper.cpp,
	  test-suite/quotes.cpp:
	  
	  Merged R000905-branch up to revision 15285 (QuantLib, QuantLib-SWIG,
	  and QuantLib-site modules only)

2008-07-30 14:40  Luigi Ballabio

	* [r15300] ql/models/marketmodels/pathwisegreeks,
	  ql/models/marketmodels/products/pathwise:
	  
	  Added svn:ignore property

2008-07-30 14:38  Luigi Ballabio

	* [r15299] ql/models/marketmodels/pathwisegreeks/Makefile.am,
	  ql/models/marketmodels/pathwisegreeks/all.hpp:
	  
	  Added new files to gcc build

2008-07-29 19:22  Klaus Spanderen

	* [r15282] ql/models/marketmodels/products/multistep/Makefile.am,
	  ql/models/marketmodels/products/multistep/all.hpp:
	  
	  catch up unix Makefile

2008-07-23 03:24  Mark Joshi

	* [r15260] QuantLib_vc8.vcproj,
	  ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp,
	  ql/models/marketmodels/products/multistep/multistepswaption.cpp,
	  ql/models/marketmodels/products/multistep/multistepswaption.hpp,
	  ql/models/marketmodels/swapforwardmappings.cpp,
	  ql/models/marketmodels/swapforwardmappings.hpp,
	  test-suite/marketmodel.cpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/swapforwardmappings.cpp,
	  test-suite/swapforwardmappings.hpp:
	  
	  Added first cut at doing derivative of implied vol of a swaption
	  with respect to pseudo-root elements. Also added easy to use HW
	  approximation of swaption vol and a test for it.

2008-07-22 04:08  Mark Joshi

	* [r15250] ql/math/matrixutilities/basisincompleteordered.cpp,
	  ql/math/matrixutilities/basisincompleteordered.hpp,
	  test-suite/matrices.cpp, test-suite/matrices.hpp:
	  
	  added OrthogonalProjections class to allow finding vectors
	  orthogonal to the rest of a collection of vectors

2008-07-20 11:22  Mark Joshi

	* [r15249] ql/math/statistics/sequencestatistics.hpp,
	  ql/models/marketmodels/accountingengine.cpp,
	  ql/models/marketmodels/accountingengine.hpp,
	  ql/models/marketmodels/callability/upperboundengine.cpp,
	  ql/models/marketmodels/pathwiseaccountingengine.cpp,
	  ql/models/marketmodels/pathwiseaccountingengine.hpp,
	  ql/models/marketmodels/proxygreekengine.cpp,
	  ql/models/marketmodels/proxygreekengine.hpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/quantlibtestsuite.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  changed market model to use incremental statistics gathering.

2008-07-16 07:12  Mark Joshi

	* [r15243]
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp,
	  test-suite/marketmodel.cpp:
	  
	  pathwise vegas and deltas now have the option to do deflation inside
	  or outside the product, and tests have been added.

2008-07-16 02:08  Mark Joshi

	* [r15239] test-suite/marketmodel.cpp:
	  
	  pathwise vega tests added and are passed!

2008-07-16 02:07  Mark Joshi

	* [r15238] ql/models/marketmodels/pathwiseaccountingengine.cpp,
	  ql/models/marketmodels/pathwiseaccountingengine.hpp:
	  
	  vega stuff actually works!

2008-07-16 02:07  Mark Joshi

	* [r15237]
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp:
	  
	  increased commenting

2008-07-16 02:06  Mark Joshi

	* [r15236]
	  ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp:
	  
	  hopefully in final form!

2008-07-16 02:06  Mark Joshi

	* [r15235] ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp:
	  
	  added accessor method for Brownians, this is needed for pathwise
	  vegas

2008-07-13 02:16  Joseph Wang

	* [r15229] ql/errors.hpp:
	  
	  revert changes to else

2008-07-13 01:13  Joseph Wang

	* [r15228] ql/errors.hpp:
	  
	  put back else statements

2008-07-12 23:48  Joseph Wang

	* [r15227] ql/errors.hpp:
	  
	  remove else which causes warnings

2008-07-12 23:48  Joseph Wang

	* [r15226] ql/models/marketmodels/all.hpp:
	  
	  fix all.hpp

2008-07-12 23:33  Joseph Wang

	* [r15225] ql/models/marketmodels/Makefile.am:
	  
	  fix typo in Makefile.am

2008-07-12 23:23  Joseph Wang

	* [r15224] ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/products/pathwise/Makefile.am:
	  
	  Linux build fixes

2008-07-12 03:50  Joseph Wang

	* [r15220] ql/models/marketmodels/Makefile.am:
	  
	  Add pathwisegreeks

2008-07-12 03:35  Joseph Wang

	* [r15219] configure.ac, ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp,
	  ql/models/marketmodels/pathwisegreeks/Makefile.am,
	  ql/models/marketmodels/pathwisegreeks/all.hpp:
	  
	  add pathwise greeks directory

2008-07-11 08:53  Ferdinando Ametrano

	* [r15215] ql/math/matrixutilities/qrdecomposition.cpp:
	  
	  removed tabs and trailing spaces

2008-07-11 08:40  Ferdinando Ametrano

	* [r15213] QuantLib_vc7.vcproj, QuantLib_vc9.vcproj:
	  
	  VC7/9 catching up

2008-07-11 05:36  Mark Joshi

	* [r15212] QuantLib_vc8.vcproj, ql/models/marketmodels/pathwisegreeks,
	  ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.cpp,
	  ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  added class compute derivative of rates with respect to the
	  pseudo-square root. Also added numerical version of same class, and
	  a test routine.
	  This is a prelude to Gile Glasserman Vega code.

2008-07-10 22:45  Klaus Spanderen

	* [r15211] test-suite/matrices.cpp:
	  
	  enlarge qrSolve test case

2008-07-10 22:43  Klaus Spanderen

	* [r15210] ql/math/matrixutilities/qrdecomposition.cpp:
	  
	  removed invalid memory access

2008-07-09 23:42  Klaus Spanderen

	* [r15206] configure.ac:
	  
	  added ql/models/marketmodels/products/pathwise path

2008-07-09 12:04  Marco Bianchetti

	* [r15205] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2008-07-08 13:32  Joseph Wang

	* [r15201] ql/models/marketmodels/products/all.hpp,
	  ql/models/marketmodels/products/pathwise/all.hpp:
	  
	  Add all.hpp

2008-07-08 06:36  Joseph Wang

	* [r15199] ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp:
	  
	  Add pathwise discounter

2008-07-08 06:32  Joseph Wang

	* [r15198] ql/models/marketmodels/products/Makefile.am:
	  
	  Add pathwise to list of subdirs

2008-07-08 06:24  Joseph Wang

	* [r15197] ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/products/Makefile.am,
	  ql/models/marketmodels/products/pathwise/Makefile.am:
	  
	  add autoconf changes to pick up new files in marketmodels

2008-07-07 23:42  Mark Joshi

	* [r15196] QuantLib_vc8.vcproj:
	  
	  added files for GilesGlasserman pathwise Greeks

2008-07-07 23:42  Mark Joshi

	* [r15195] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  tests for GileGlasserman pathwise Greeks delta added

2008-07-07 23:39  Mark Joshi

	* [r15194] ql/models/marketmodels/pathwiseaccountingengine.cpp,
	  ql/models/marketmodels/pathwiseaccountingengine.hpp,
	  ql/models/marketmodels/pathwisemultiproduct.hpp:
	  
	  made it a choice whether to deflate inside or outside the product

2008-07-07 23:39  Mark Joshi

	* [r15193]
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp:
	  
	  possibility of doing deflation inside product added

2008-07-04 06:52  Mark Joshi

	* [r15171] ql/models/marketmodels/pathwiseaccountingengine.cpp,
	  ql/models/marketmodels/pathwiseaccountingengine.hpp:
	  
	  actually seems to work now!

2008-07-04 00:45  Mark Joshi

	* [r15170] ql/models/marketmodels/pathwiseaccountingengine.cpp:
	  
	  bug fix

2008-07-04 00:42  Mark Joshi

	* [r15169]
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.cpp:
	  
	  bug fix

2008-07-04 00:41  Mark Joshi

	* [r15168] ql/models/marketmodels/pathwisediscounter.cpp:
	  
	  bug fix

2008-07-03 07:02  Mark Joshi

	* [r15158] ql/models/marketmodels/products/pathwise,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.cpp,
	  ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp:
	  
	  added caplet Greeks product

2008-07-03 07:00  Mark Joshi

	* [r15157] ql/models/marketmodels/pathwiseaccountingengine.cpp,
	  ql/models/marketmodels/pathwiseaccountingengine.hpp,
	  ql/models/marketmodels/pathwisediscounter.cpp,
	  ql/models/marketmodels/pathwisediscounter.hpp,
	  ql/models/marketmodels/pathwisemultiproduct.hpp:
	  
	  code for doing Giles-Glasserman pathwise greeks, still in debugging
	  phase

2008-07-03 06:59  Mark Joshi

	* [r15156]
	  ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.cpp:
	  
	  fixed buggy test

2008-07-02 15:34  Luigi Ballabio

	* [r15152] QuantLib.dev, QuantLib_vc7.sln, QuantLib_vc7.vcproj,
	  QuantLib_vc8.sln, QuantLib_vc8.vcproj, QuantLib_vc9.sln,
	  QuantLib_vc9.vcproj, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj:
	  
	  Updated VC++ and Dev-C++ projects

2008-07-02 15:21  Luigi Ballabio

	* [r15151] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/risk,
	  ql/experimental/risk/Makefile.am, ql/experimental/risk/all.hpp,
	  ql/experimental/risk/sensitivityanalysis.cpp,
	  ql/experimental/risk/sensitivityanalysis.hpp, ql/quotes/Makefile.am,
	  ql/quotes/all.hpp, ql/quotes/sensitivityanalysis.cpp,
	  ql/quotes/sensitivityanalysis.hpp:
	  
	  Moved sensitivity analysis to experimental folder

2008-07-02 14:22  Luigi Ballabio

	* [r15149] ql/indexes/ibor/Makefile.am, ql/indexes/ibor/all.hpp:
	  
	  Added missing file to distribution

2008-07-02 14:21  Luigi Ballabio

	* [r15148] ql/termstructures/yield/ratehelpers.cpp:
	  
	  Replaced redundant calculation with calls to index methods

2008-07-01 15:51  Luigi Ballabio

	* [r15147] test-suite/capfloor.cpp, test-suite/swaption.cpp:
	  
	  Do not report bracketing failure when due to numerical precision

2008-07-01 08:08  Luigi Ballabio

	* [r15146] configure.ac:
	  
	  Removed outdated RPM specification files from distributed tarballs

2008-06-30 16:17  Luigi Ballabio

	* [r15145] ql/termstructures/inflationtermstructure.cpp:
	  
	  Fixed inflation-period calculation

2008-06-30 16:15  Luigi Ballabio

	* [r15144] ql/models/marketmodels/utilities.cpp:
	  
	  Fixed out-of-bounds access (thanks to Jan van Heys)

2008-06-27 22:02  Klaus Spanderen

	* [r15139] ql/math/matrixutilities/qrdecomposition.cpp:
	  
	  formatting

2008-06-27 22:00  Klaus Spanderen

	* [r15138] ql/math/matrixutilities/qrdecomposition.cpp:
	  
	  formatting

2008-06-27 21:55  Klaus Spanderen

	* [r15137] ql/math/matrixutilities/qrdecomposition.cpp,
	  ql/math/matrixutilities/qrdecomposition.hpp:
	  
	  formatting

2008-06-27 21:48  Klaus Spanderen

	* [r15136] ql/math/matrixutilities/qrdecomposition.cpp,
	  ql/math/matrixutilities/qrdecomposition.hpp,
	  ql/math/optimization/lmdif.hpp, test-suite/matrices.cpp:
	  
	  formatting

2008-06-27 20:52  Klaus Spanderen

	* [r15135] ql/math/optimization/levenbergmarquardt.cpp:
	  
	  removed obvious namespace

2008-06-27 20:51  Klaus Spanderen

	* [r15134] ql/math/matrixutilities/qrdecomposition.cpp,
	  ql/math/matrixutilities/qrdecomposition.hpp:
	  
	  matrix QR decomposition

2008-06-27 20:49  Klaus Spanderen

	* [r15133] ql/math/matrixutilities/Makefile.am,
	  ql/math/matrixutilities/all.hpp, ql/math/optimization/lmdif.hpp,
	  test-suite/matrices.cpp, test-suite/matrices.hpp:
	  
	  matrix QR decomposition

2008-06-27 14:57  Luigi Ballabio

	* [r15132] Examples/CDS/CDS.cpp,
	  ql/termstructures/credit/defaultprobabilityhelpers.cpp,
	  ql/termstructures/credit/defaultprobabilityhelpers.hpp,
	  test-suite/defaultprobabilitycurves.cpp:
	  
	  Added choice of date-generation rule to CDS helpers

2008-06-27 13:24  Luigi Ballabio

	* [r15131] ql/instruments/bonds/fixedratebond.cpp,
	  ql/instruments/bonds/floatingratebond.cpp,
	  ql/time/dategenerationrule.cpp, ql/time/dategenerationrule.hpp,
	  ql/time/schedule.cpp:
	  
	  Added date-generation rules for CDS schedules

2008-06-24 17:05  Ferdinando Ametrano

	* [r15125] ql/termstructures/volatility/sabr.cpp:
	  
	  

2008-06-24 16:50  Ferdinando Ametrano

	* [r15124] ql/math/interpolations/sabrinterpolation.hpp,
	  ql/termstructures/volatility/sabr.cpp,
	  ql/termstructures/volatility/smilesection.cpp:
	  
	  improved error message

2008-06-24 13:59  Luigi Ballabio

	* [r15119] test-suite/optionletstripper.cpp:
	  
	  Increased tolerance

2008-06-24 13:47  Ferdinando Ametrano

	* [r15118] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, test-suite/testsuite_vc7.vcproj,
	  test-suite/testsuite_vc8.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  VC7-8-9 cacthing up

2008-06-24 09:58  Luigi Ballabio

	* [r15115] ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/himalayaoption.cpp,
	  ql/instruments/himalayaoption.hpp, ql/legacy/pricers/Makefile.am,
	  ql/legacy/pricers/all.hpp, ql/legacy/pricers/mchimalaya.cpp,
	  ql/legacy/pricers/mchimalaya.hpp,
	  ql/pricingengines/basket/Makefile.am,
	  ql/pricingengines/basket/all.hpp,
	  ql/pricingengines/basket/mchimalayaengine.cpp,
	  ql/pricingengines/basket/mchimalayaengine.hpp,
	  test-suite/Makefile.am, test-suite/himalayaoption.cpp,
	  test-suite/himalayaoption.hpp, test-suite/old_pricers.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Ported Himalaya option to pricing-engine framework (thanks to the
	  IMAFA students at Polytech'Nice Sophia)

2008-06-23 14:18  Luigi Ballabio

	* [r15113] ql/instruments/everestoption.hpp:
	  
	  Removed unused inclusion

2008-06-23 10:56  Luigi Ballabio

	* [r15111] ql/math/distributions/studenttdistribution.cpp,
	  ql/math/matrix.cpp, ql/models/marketmodels/models/alphafinder.cpp,
	  test-suite/integrals.cpp, test-suite/old_pricers.cpp:
	  
	  Avoided compilation warnings with gcc -Wall etc

2008-06-22 07:55  Joseph Wang

	* [r15108] Examples/Swap/swapvaluation.cpp,
	  ql/methods/montecarlo/montecarlomodel.hpp:
	  
	  Fix build warning in montecarlo about else
	  Fix build break in Examples/Swap

2008-06-22 07:39  Joseph Wang

	* [r15107] Examples/FRA/FRA.cpp:
	  
	  Sync up FRA example to PiecewiseYieldCurve

2008-06-20 08:03  Klaus Spanderen

	* [r15106] ql/math/optimization/lmdif.cpp:
	  
	  removed BUG #defines

2008-06-17 15:04  Ferdinando Ametrano

	* [r15098] QuantLib_vc8.vcproj:
	  
	  

2008-06-17 14:31  Eric Ehlers

	* [r15096] ql/math/copulas/claytoncopula.cpp,
	  ql/math/copulas/farliegumbelmorgensterncopula.cpp,
	  ql/math/copulas/frankcopula.cpp, ql/math/copulas/gaussiancopula.cpp,
	  ql/math/copulas/gumbelcopula.cpp,
	  ql/math/copulas/independentcopula.cpp,
	  ql/math/copulas/marshallolkincopula.cpp,
	  ql/math/copulas/maxcopula.cpp, ql/math/copulas/mincopula.cpp,
	  ql/models/equity/gjrgarchmodel.hpp,
	  ql/pricingengines/vanilla/analyticgjrgarchengine.cpp,
	  ql/pricingengines/vanilla/analyticgjrgarchengine.hpp,
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp,
	  ql/pricingengines/vanilla/batesengine.cpp,
	  ql/pricingengines/vanilla/batesengine.hpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.cpp,
	  test-suite/quantlibbenchmark.cpp:
	  
	  replace hard tabs with 4 spaces

2008-06-13 15:03  Marco Bianchetti

	* [r15079] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2008-06-11 17:57  Marco Bianchetti

	* [r15073] QuantLib_vc7.vcproj, test-suite/testsuite_vc7.vcproj:
	  
	  VC7 catching up

2008-06-10 15:39  Ferdinando Ametrano

	* [r15070] ql/models/marketmodels/historicalforwardratesanalysis.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  introduced multiple arbitrary-date jumps

2008-06-10 15:38  Ferdinando Ametrano

	* [r15068] QuantLib_vc9.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  VC9 catching up

2008-06-10 15:37  Ferdinando Ametrano

	* [r15067] ql/prices.hpp:
	  
	  fixed description

2008-06-08 19:54  Marco Bianchetti

	* [r15056] QuantLib_vc8.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2008-06-06 13:32  Luigi Ballabio

	* [r15055] ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/everestoption.cpp, ql/instruments/everestoption.hpp,
	  ql/instruments/payoffs.cpp, ql/instruments/payoffs.hpp,
	  ql/legacy/pricers/Makefile.am, ql/legacy/pricers/all.hpp,
	  ql/legacy/pricers/mceverest.cpp, ql/legacy/pricers/mceverest.hpp,
	  ql/pricingengines/basket/Makefile.am,
	  ql/pricingengines/basket/all.hpp,
	  ql/pricingengines/basket/mceverestengine.cpp,
	  ql/pricingengines/basket/mceverestengine.hpp,
	  test-suite/Makefile.am, test-suite/everestoption.cpp,
	  test-suite/everestoption.hpp, test-suite/old_pricers.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Ported Everest option to pricing-engine framework (thanks to the
	  IMAFA students at Polytech'Nice Sophia)

2008-06-05 14:59  Luigi Ballabio

	* [r15054] ql/pricingengines/basket/mcbasketengine.hpp:
	  
	  Corrected number of steps in MC simulation

2008-06-04 07:14  Luigi Ballabio

	* [r15044] ql/indexes/interestrateindex.cpp:
	  
	  Relaxed constraint on fixing days

2008-06-03 14:49  Luigi Ballabio

	* [r15042] ql/termstructures/yield/bootstraptraits.hpp:
	  
	  Removed anonymous namespace from header file

2008-06-03 14:40  Luigi Ballabio

	* [r15041] ql/models/equity/gjrgarchmodel.cpp,
	  ql/pricingengines/vanilla/analyticgjrgarchengine.cpp,
	  ql/processes/gjrgarchprocess.cpp, ql/processes/gjrgarchprocess.hpp,
	  test-suite/gjrgarchmodel.cpp:
	  
	  Spelled out method and variable name

2008-06-03 14:31  Luigi Ballabio

	* [r15040] ql/math/matrix.cpp, ql/math/matrix.hpp,
	  test-suite/matrices.cpp:
	  
	  Spelled out method name

2008-06-03 10:43  Luigi Ballabio

	* [r15036] Docs/quantlib.doxy:
	  
	  Removed obsolete macros from Doxygen configuration

2008-06-03 10:09  Luigi Ballabio

	* [r15034] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/mcbasket,
	  ql/experimental/mcbasket/Makefile.am,
	  ql/experimental/mcbasket/all.hpp,
	  ql/experimental/mcbasket/mcpathbasketengine.cpp,
	  ql/experimental/mcbasket/mcpathbasketengine.hpp,
	  ql/experimental/mcbasket/pathmultiassetoption.cpp,
	  ql/experimental/mcbasket/pathmultiassetoption.hpp,
	  ql/experimental/mcbasket/pathpayoff.hpp:
	  
	  Added experimental generic MC basket option (thanks to Andrea
	  Odetti)

2008-05-30 13:25  Luigi Ballabio

	* [r15021] ql/experimental/coupons/quantocouponpricer.hpp,
	  ql/experimental/coupons/subperiodcoupons.hpp,
	  ql/experimental/credit/onefactorcopula.hpp,
	  ql/math/copulas/claytoncopula.hpp,
	  ql/math/integrals/gausslobattointegral.hpp,
	  ql/math/interpolations/convexmonotoneinterpolation.hpp:
	  
	  Fixes for documentation

2008-05-29 14:15  Luigi Ballabio

	* [r15018] ql/math/interpolations/Makefile.am,
	  ql/math/interpolations/all.hpp,
	  ql/math/interpolations/convexmonotoneinterpolation.hpp,
	  ql/termstructures/Makefile.am, ql/termstructures/all.hpp,
	  ql/termstructures/localbootstrap.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/piecewiseyieldcurve.hpp:
	  
	  Added local bootstrap of forward rates (thanks to Simon Ibbotson)

2008-05-29 09:16  Luigi Ballabio

	* [r15013] test-suite/quantlibtestsuite.cpp:
	  
	  Removed noise

2008-05-28 10:44  Luigi Ballabio

	* [r15008] Examples/BermudanSwaption/Makefile.am,
	  Examples/CDS/Makefile.am, Examples/CallableBonds/Makefile.am,
	  Examples/ConvertibleBonds/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EquityOption/Makefile.am, Examples/FRA/Makefile.am,
	  Examples/FittedBondCurve/Makefile.am,
	  Examples/Replication/Makefile.am, Examples/Repo/Makefile.am,
	  Examples/Swap/Makefile.am, Makefile.am,
	  ql/pricingengines/vanilla/Makefile.am,
	  ql/pricingengines/vanilla/all.hpp, test-suite/Makefile.am:
	  
	  Fixes for 'make dist'

2008-05-27 10:42  Ferdinando Ametrano

	* [r14998] QuantLib_vc9.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  VC9 catching up

2008-05-27 07:53  Luigi Ballabio

	* [r14992] ql/experimental/credit/lossdistribution.cpp:
	  
	  Replaced non-portable drand48 call

2008-05-26 21:25  Marco Bianchetti

	* [r14991] QuantLib_vc8.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2008-05-26 12:31  Luigi Ballabio

	* [r14986] ql/experimental/credit/Makefile.am,
	  ql/experimental/credit/all.hpp,
	  ql/experimental/credit/cdsoption.cpp,
	  ql/experimental/credit/cdsoption.hpp, test-suite/Makefile.am,
	  test-suite/cdsoption.cpp, test-suite/cdsoption.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Added CDS option (thanks to Roland Stamm)

2008-05-26 08:24  Luigi Ballabio

	* [r14981] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/credit,
	  ql/experimental/credit/Makefile.am, ql/experimental/credit/all.hpp,
	  ql/experimental/credit/distribution.cpp,
	  ql/experimental/credit/distribution.hpp,
	  ql/experimental/credit/lossdistribution.cpp,
	  ql/experimental/credit/lossdistribution.hpp,
	  ql/experimental/credit/nthtodefault.cpp,
	  ql/experimental/credit/nthtodefault.hpp,
	  ql/experimental/credit/onefactorcopula.cpp,
	  ql/experimental/credit/onefactorcopula.hpp,
	  ql/experimental/credit/onefactorgaussiancopula.cpp,
	  ql/experimental/credit/onefactorgaussiancopula.hpp,
	  ql/experimental/credit/onefactorstudentcopula.cpp,
	  ql/experimental/credit/onefactorstudentcopula.hpp,
	  ql/math/distributions/Makefile.am, ql/math/distributions/all.hpp,
	  ql/math/distributions/studenttdistribution.cpp,
	  ql/math/distributions/studenttdistribution.hpp,
	  test-suite/Makefile.am, test-suite/nthtodefault.cpp,
	  test-suite/nthtodefault.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  Added nth-to-default swap (thanks to Roland Lichters)

2008-05-24 08:33  Marco Bianchetti

	* [r14979] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2008-05-22 17:56  Marco Bianchetti

	* [r14975] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2008-05-21 09:16  Luigi Ballabio

	* [r14965] Examples/CDS/CDS.dev, Examples/CDS/CDS_vc7.vcproj,
	  Examples/CDS/CDS_vc8.vcproj, Examples/CDS/CDS_vc9.vcproj,
	  Examples/CallableBonds/CallableBonds.dev,
	  Examples/CallableBonds/CallableBonds_vc7.vcproj,
	  Examples/CallableBonds/CallableBonds_vc8.vcproj,
	  Examples/CallableBonds/CallableBonds_vc9.vcproj,
	  ql/math/integrals/gausslobattointegral.cpp,
	  ql/math/integrals/gausslobattointegral.hpp,
	  ql/models/equity/gjrgarchmodel.cpp,
	  ql/models/equity/gjrgarchmodel.hpp,
	  ql/pricingengines/vanilla/analyticgjrgarchengine.cpp,
	  ql/pricingengines/vanilla/analyticgjrgarchengine.hpp,
	  ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp,
	  ql/processes/batesprocess.cpp, ql/processes/batesprocess.hpp,
	  ql/processes/gjrgarchprocess.cpp, ql/processes/gjrgarchprocess.hpp,
	  test-suite/gjrgarchmodel.cpp, test-suite/gjrgarchmodel.hpp:
	  
	  Fixed svn properties

2008-05-21 08:11  Luigi Ballabio

	* [r14964] Docs/Makefile.am, Docs/quantlib.doxy,
	  Docs/quantlibheader.html:
	  
	  Upgraded to Doxygen 1.5.6

2008-05-21 08:10  Luigi Ballabio

	* [r14963] Docs/pages/examples.docs:
	  
	  Added new examples to docs

2008-05-21 08:10  Luigi Ballabio

	* [r14962] Examples/BermudanSwaption/ReadMe.txt,
	  Examples/ConvertibleBonds/ReadMe.txt,
	  Examples/FittedBondCurve/ReadMe.txt:
	  
	  Reworded ReadMe

2008-05-16 15:47  Luigi Ballabio

	* [r14949] ql/termstructures/yield/bondhelpers.cpp,
	  ql/termstructures/yield/bondhelpers.hpp:
	  
	  Fixed initialization in bond-based constructor

2008-05-15 16:15  Eric Ehlers

	* [r14946] QuantLib_vc8.vcproj:
	  
	  Fix broken paths

2008-05-15 06:50  Luigi Ballabio

	* [r14938] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/processes,
	  ql/experimental/processes/Makefile.am,
	  ql/experimental/processes/all.hpp,
	  ql/experimental/processes/extendedblackscholesprocess.cpp,
	  ql/experimental/processes/extendedblackscholesprocess.hpp:
	  
	  Added extended Black-Scholes-Merton process (thanks to Frank
	  Hoevermann)

2008-05-15 06:50  Luigi Ballabio

	* [r14937] ql/processes/Makefile.am, ql/processes/all.hpp,
	  ql/processes/endeulerdiscretization.cpp,
	  ql/processes/endeulerdiscretization.hpp:
	  
	  Added Euler end-point discretization (thanks to Frank Hoevermann)

2008-05-14 15:06  Luigi Ballabio

	* [r14936] ql/models/shortrate/calibrationhelpers/caphelper.hpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp:
	  
	  Marked known bug in short-rate calibration helpers

2008-05-14 10:12  Luigi Ballabio

	* [r14934] ql/termstructures/iterativebootstrap.hpp,
	  test-suite/defaultprobabilitycurves.cpp,
	  test-suite/defaultprobabilitycurves.hpp:
	  
	  Fixed check for numer of bootstrap helpers

2008-05-13 17:22  Ferdinando Ametrano

	* [r14923] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2008-05-13 16:15  Luigi Ballabio

	* [r14922] ql/time/calendars/china.cpp, ql/time/calendars/china.hpp,
	  ql/time/calendars/india.cpp, ql/time/calendars/india.hpp,
	  ql/time/calendars/indonesia.cpp, ql/time/calendars/indonesia.hpp,
	  ql/time/calendars/singapore.cpp, ql/time/calendars/singapore.hpp,
	  ql/time/calendars/taiwan.cpp, ql/time/calendars/taiwan.hpp:
	  
	  Updated holidays for 2008

2008-05-13 15:13  Luigi Ballabio

	* [r14921] ql/termstructures/yield/ratehelpers.cpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  Fixes for BMA-swap bootstrapping

2008-05-13 14:49  Luigi Ballabio

	* [r14920] ql/cashflows/couponpricer.cpp:
	  
	  Added sub-period coupon to pricer setter

2008-05-13 14:25  Luigi Ballabio

	* [r14916] configure.ac, ql/cashflows/couponpricer.cpp,
	  ql/cashflows/couponpricer.hpp, ql/experimental/Makefile.am,
	  ql/experimental/all.hpp, ql/experimental/coupons,
	  ql/experimental/coupons/Makefile.am,
	  ql/experimental/coupons/all.hpp,
	  ql/experimental/coupons/quantocouponpricer.cpp,
	  ql/experimental/coupons/quantocouponpricer.hpp,
	  ql/experimental/coupons/subperiodcoupons.cpp,
	  ql/experimental/coupons/subperiodcoupons.hpp:
	  
	  Added quanto-adjusted coupons and averaged coupons (thanks to Toyin
	  Akin)

2008-05-13 14:25  Eric Ehlers

	* [r14915] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj:
	  
	  Fix broken paths

2008-05-13 12:55  Ferdinando Ametrano

	* [r14911] test-suite/swaptionvolatilitymatrix.cpp:
	  
	  

2008-05-13 12:55  Ferdinando Ametrano

	* [r14910] test-suite/swaptionvolstructuresutilities.hpp:
	  
	  fixed end-of-month test failure

2008-05-13 10:53  Ferdinando Ametrano

	* [r14908] ql/instruments/makeswaption.cpp,
	  ql/instruments/makeswaption.hpp,
	  ql/termstructures/voltermstructure.hpp:
	  
	  fixed conventions

2008-05-13 10:25  Ferdinando Ametrano

	* [r14907] ql/experimental/volatility/interestratevolsurface.cpp,
	  ql/termstructures/voltermstructure.hpp:
	  
	  

2008-05-12 16:52  Ferdinando Ametrano

	* [r14904] QuantLib_vc9.vcproj:
	  
	  catching up

2008-05-12 14:20  Ferdinando Ametrano

	* [r14902] QuantLib_vc9.vcproj:
	  
	  VC9 catching up

2008-05-12 12:46  Luigi Ballabio

	* [r14895] ql/pricingengines/credit/Makefile.am,
	  ql/pricingengines/credit/all.hpp,
	  ql/pricingengines/credit/integralcdsengine.cpp,
	  ql/pricingengines/credit/integralcdsengine.hpp,
	  test-suite/creditdefaultswap.cpp:
	  
	  Added integral CDS engine (thanks to Roland Lichters)

2008-05-12 12:44  Luigi Ballabio

	* [r14894] ql/pricingengines/credit/midpointcdsengine.cpp:
	  
	  Fixed error messages

2008-05-12 10:06  Luigi Ballabio

	* [r14892] ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/claim.cpp, ql/instruments/claim.hpp,
	  ql/instruments/creditdefaultswap.cpp,
	  ql/instruments/creditdefaultswap.hpp,
	  ql/pricingengines/credit/midpointcdsengine.cpp:
	  
	  Added hook to CDS for different default claims

2008-05-12 08:10  Luigi Ballabio

	* [r14889] ql/experimental/callablebonds/blackcallablebondengine.cpp,
	  ql/experimental/callablebonds/blackcallablebondengine.hpp,
	  ql/experimental/callablebonds/callablebond.cpp,
	  ql/experimental/callablebonds/callablebond.hpp,
	  ql/experimental/callablebonds/callablebondconstantvol.cpp,
	  ql/experimental/callablebonds/callablebondconstantvol.hpp,
	  ql/experimental/callablebonds/callablebondvolstructure.cpp,
	  ql/experimental/callablebonds/callablebondvolstructure.hpp,
	  ql/experimental/callablebonds/discretizedcallablefixedratebond.cpp,
	  ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp,
	  ql/experimental/callablebonds/treecallablebondengine.cpp,
	  ql/experimental/callablebonds/treecallablebondengine.hpp:
	  
	  Fixed copyright attribution

2008-05-09 13:41  Luigi Ballabio

	* [r14885] Docs/quantlib.css:
	  
	  Added link to Symphony port

2008-05-09 11:26  Luigi Ballabio

	* [r14884] Examples/CallableBonds,
	  Examples/CallableBonds/CallableBonds.cpp,
	  Examples/CallableBonds/CallableBonds.dev,
	  Examples/CallableBonds/CallableBonds_vc7.vcproj,
	  Examples/CallableBonds/CallableBonds_vc8.vcproj,
	  Examples/CallableBonds/CallableBonds_vc9.vcproj,
	  Examples/CallableBonds/Makefile.am,
	  Examples/CallableBonds/ReadMe.txt, Examples/Makefile.am,
	  configure.ac, ql/experimental/Makefile.am, ql/experimental/all.hpp,
	  ql/experimental/callablebonds,
	  ql/experimental/callablebonds/Makefile.am,
	  ql/experimental/callablebonds/all.hpp,
	  ql/experimental/callablebonds/blackcallablebondengine.cpp,
	  ql/experimental/callablebonds/blackcallablebondengine.hpp,
	  ql/experimental/callablebonds/callablebond.cpp,
	  ql/experimental/callablebonds/callablebond.hpp,
	  ql/experimental/callablebonds/callablebondconstantvol.cpp,
	  ql/experimental/callablebonds/callablebondconstantvol.hpp,
	  ql/experimental/callablebonds/callablebondvolstructure.cpp,
	  ql/experimental/callablebonds/callablebondvolstructure.hpp,
	  ql/experimental/callablebonds/discretizedcallablefixedratebond.cpp,
	  ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp,
	  ql/experimental/callablebonds/treecallablebondengine.cpp,
	  ql/experimental/callablebonds/treecallablebondengine.hpp:
	  
	  Added callable bonds (thanks to Allen Kuo)

2008-05-09 10:40  Luigi Ballabio

	* [r14883] Examples/CDS/ReadMe.txt:
	  
	  Fixed

2008-05-08 15:34  Luigi Ballabio

	* [r14881] Examples/CDS, Examples/CDS/CDS.cpp, Examples/CDS/CDS.dev,
	  Examples/CDS/CDS_vc7.vcproj, Examples/CDS/CDS_vc8.vcproj,
	  Examples/CDS/CDS_vc9.vcproj, Examples/CDS/Makefile.am,
	  Examples/CDS/ReadMe.txt, Examples/Makefile.am, configure.ac:
	  
	  Added CDS example (thanks to Jose Aparicio)

2008-05-08 13:40  Luigi Ballabio

	* [r14879] configure.ac, ql/experimental/Makefile.am,
	  ql/experimental/abcdatmvolcurve.cpp,
	  ql/experimental/abcdatmvolcurve.hpp, ql/experimental/all.hpp,
	  ql/experimental/blackatmvolcurve.cpp,
	  ql/experimental/blackatmvolcurve.hpp,
	  ql/experimental/blackvolsurface.cpp,
	  ql/experimental/blackvolsurface.hpp,
	  ql/experimental/equityfxvolsurface.cpp,
	  ql/experimental/equityfxvolsurface.hpp,
	  ql/experimental/interestratevolsurface.cpp,
	  ql/experimental/interestratevolsurface.hpp,
	  ql/experimental/sabrvolsurface.cpp,
	  ql/experimental/sabrvolsurface.hpp, ql/experimental/volatility,
	  ql/experimental/volatility/Makefile.am,
	  ql/experimental/volatility/abcdatmvolcurve.cpp,
	  ql/experimental/volatility/abcdatmvolcurve.hpp,
	  ql/experimental/volatility/all.hpp,
	  ql/experimental/volatility/blackatmvolcurve.cpp,
	  ql/experimental/volatility/blackatmvolcurve.hpp,
	  ql/experimental/volatility/blackvolsurface.cpp,
	  ql/experimental/volatility/blackvolsurface.hpp,
	  ql/experimental/volatility/equityfxvolsurface.cpp,
	  ql/experimental/volatility/equityfxvolsurface.hpp,
	  ql/experimental/volatility/interestratevolsurface.cpp,
	  ql/experimental/volatility/interestratevolsurface.hpp,
	  ql/experimental/volatility/sabrvolsurface.cpp,
	  ql/experimental/volatility/sabrvolsurface.hpp,
	  ql/experimental/volatility/volcube.cpp,
	  ql/experimental/volatility/volcube.hpp, ql/experimental/volcube.cpp,
	  ql/experimental/volcube.hpp:
	  
	  Moved experimental volatility classes to own subfolder

2008-05-07 18:59  Klaus Spanderen

	* [r14876] ql/pricingengines/vanilla/jumpdiffusionengine.cpp:
	  
	  JumpDiffusionEngine, don't run away immediately

2008-05-07 15:09  Luigi Ballabio

	* [r14872] ql/math/copulas:
	  
	  Added svn:ignore property

2008-05-07 15:08  Luigi Ballabio

	* [r14871] configure.ac, ql/math/copulas/Makefile.am,
	  ql/math/copulas/all.hpp:
	  
	  Fixes for gcc build

2008-05-07 14:42  Ferdinando Ametrano

	* [r14870] ql/math/interpolations/cubicinterpolation.hpp:
	  
	  

2008-05-07 14:42  Ferdinando Ametrano

	* [r14869] Contributors.txt, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.vcproj, ql/math/Makefile.am, ql/math/all.hpp,
	  ql/math/copulas, ql/math/copulas/all.hpp,
	  ql/math/copulas/claytoncopula.cpp,
	  ql/math/copulas/claytoncopula.hpp,
	  ql/math/copulas/farliegumbelmorgensterncopula.cpp,
	  ql/math/copulas/farliegumbelmorgensterncopula.hpp,
	  ql/math/copulas/frankcopula.cpp, ql/math/copulas/frankcopula.hpp,
	  ql/math/copulas/gaussiancopula.cpp,
	  ql/math/copulas/gaussiancopula.hpp,
	  ql/math/copulas/gumbelcopula.cpp, ql/math/copulas/gumbelcopula.hpp,
	  ql/math/copulas/independentcopula.cpp,
	  ql/math/copulas/independentcopula.hpp,
	  ql/math/copulas/marshallolkincopula.cpp,
	  ql/math/copulas/marshallolkincopula.hpp,
	  ql/math/copulas/maxcopula.cpp, ql/math/copulas/maxcopula.hpp,
	  ql/math/copulas/mincopula.cpp, ql/math/copulas/mincopula.hpp:
	  
	  added copulas (thanks to Marek Glowacki)

2008-05-06 19:29  Klaus Spanderen

	* [r14854] ql/pricingengines/vanilla/jumpdiffusionengine.cpp:
	  
	  removed dummy strike

2008-05-06 16:17  Luigi Ballabio

	* [r14853] QuantLib.dev, test-suite/testsuite.dev:
	  
	  Updated Dev-C++ projects

2008-05-06 16:13  Luigi Ballabio

	* [r14852] test-suite/americanoption.cpp, test-suite/array.cpp,
	  test-suite/asianoptions.cpp, test-suite/assetswap.cpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/batesmodel.cpp, test-suite/bermudanswaption.cpp,
	  test-suite/bonds.cpp, test-suite/brownianbridge.cpp,
	  test-suite/calendars.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/cliquetoption.cpp,
	  test-suite/cms.cpp, test-suite/compoundforward.cpp,
	  test-suite/convertiblebonds.cpp, test-suite/covariance.cpp,
	  test-suite/creditdefaultswap.cpp, test-suite/curvestates.cpp,
	  test-suite/dates.cpp, test-suite/daycounters.cpp,
	  test-suite/defaultprobabilitycurves.cpp,
	  test-suite/digitalcoupon.cpp, test-suite/digitaloption.cpp,
	  test-suite/distributions.cpp, test-suite/dividendoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/exchangerate.cpp,
	  test-suite/factorial.cpp, test-suite/fastfouriertransform.cpp,
	  test-suite/forwardoption.cpp, test-suite/gaussianquadratures.cpp,
	  test-suite/gjrgarchmodel.cpp, test-suite/hestonmodel.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/inflation.cpp, test-suite/instruments.cpp,
	  test-suite/integrals.cpp, test-suite/interestrates.cpp,
	  test-suite/interpolations.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/linearleastsquaresregression.cpp,
	  test-suite/lookbackoptions.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/matrices.cpp, test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/mersennetwister.cpp, test-suite/money.cpp,
	  test-suite/old_pricers.cpp, test-suite/operators.cpp,
	  test-suite/optimizers.cpp, test-suite/optionletstripper.cpp,
	  test-suite/pathgenerator.cpp, test-suite/period.cpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/quantlibbenchmark.cpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/quantooption.cpp, test-suite/quotes.cpp,
	  test-suite/rangeaccrual.cpp, test-suite/riskstats.cpp,
	  test-suite/rngtraits.cpp, test-suite/rounding.cpp,
	  test-suite/sampledcurve.cpp, test-suite/shortratemodels.cpp,
	  test-suite/solvers.cpp, test-suite/stats.cpp,
	  test-suite/surface.cpp, test-suite/swap.cpp,
	  test-suite/swapforwardmappings.cpp, test-suite/swaption.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp,
	  test-suite/termstructures.cpp, test-suite/timeseries.cpp,
	  test-suite/tqreigendecomposition.cpp, test-suite/tracing.cpp,
	  test-suite/transformedgrid.cpp, test-suite/utilities.hpp,
	  test-suite/varianceswaps.cpp, test-suite/volatilitymodels.cpp:
	  
	  Avoided spurious no-assertion messages with Boost 1.35

2008-05-05 21:07  Klaus Spanderen

	* [r14843] test-suite/quantlibbenchmark.cpp:
	  
	  added new benchmark result

2008-05-05 16:06  Marco Bianchetti

	* [r14842] QuantLib_vc7.vcproj, test-suite/testsuite_vc7.vcproj:
	  
	  VC7 catching up

2008-05-02 09:39  Ferdinando Ametrano

	* [r14822] QuantLib_vc8.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2008-04-30 15:13  Luigi Ballabio

	* [r14818] QuantLib_vc9.vcproj, test-suite/testsuite_vc9.vcproj:
	  
	  Updated VC9 projects

2008-04-30 14:37  Luigi Ballabio

	* [r14817] ql/termstructures/credit/Makefile.am,
	  ql/termstructures/credit/all.hpp,
	  ql/termstructures/credit/defaultdensitystructure.cpp,
	  ql/termstructures/credit/defaultprobabilityhelpers.cpp,
	  ql/termstructures/credit/defaultprobabilityhelpers.hpp,
	  ql/termstructures/credit/interpolateddefaultdensitycurve.hpp,
	  ql/termstructures/credit/piecewisedefaultcurve.hpp,
	  ql/termstructures/credit/probabilitytraits.hpp,
	  test-suite/Makefile.am, test-suite/defaultprobabilitycurves.cpp,
	  test-suite/defaultprobabilitycurves.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Added piecewise default-probability curve

2008-04-30 13:06  Luigi Ballabio

	* [r14816] test-suite/piecewiseyieldcurve.cpp:
	  
	  Disabled hopeless test case

2008-04-30 12:58  Luigi Ballabio

	* [r14815] test-suite/piecewiseyieldcurve.cpp:
	  
	  Fixed settlement date for BMA test

2008-04-28 07:34  Ferdinando Ametrano

	* [r14799] ql/termstructures/yield/bootstraptraits.hpp:
	  
	  lowered max number of iterations

2008-04-24 09:12  Ferdinando Ametrano

	* [r14791] QuantLib_vc8.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2008-04-23 23:15  Klaus Spanderen

	* [r14788] ql/models/equity/gjrgarchmodel.cpp,
	  ql/models/equity/gjrgarchmodel.hpp, test-suite/gjrgarchmodel.cpp,
	  test-suite/gjrgarchmodel.hpp:
	  
	  enable calibration of GJR GARCH model

2008-04-23 23:14  Klaus Spanderen

	* [r14787] ql/models/equity/hestonmodel.cpp,
	  ql/models/equity/hestonmodel.hpp:
	  
	  putting the Feller Constraint into hestonmodel.hpp

2008-04-23 14:48  Luigi Ballabio

	* [r14786] configure.ac, ql/Makefile.am, ql/default.cpp,
	  ql/default.hpp, ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/creditdefaultswap.cpp,
	  ql/instruments/creditdefaultswap.hpp, ql/issuer.cpp, ql/issuer.hpp,
	  ql/pricingengines/Makefile.am, ql/pricingengines/all.hpp,
	  ql/pricingengines/credit, ql/pricingengines/credit/Makefile.am,
	  ql/pricingengines/credit/all.hpp,
	  ql/pricingengines/credit/midpointcdsengine.cpp,
	  ql/pricingengines/credit/midpointcdsengine.hpp, ql/quantlib.hpp,
	  test-suite/Makefile.am, test-suite/creditdefaultswap.cpp,
	  test-suite/creditdefaultswap.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  Added credit-default swaps (thanks to StatPro Italia, Roland
	  Lichters, and Jose Aparicio)

2008-04-22 08:13  Luigi Ballabio

	* [r14769] ql/time/calendars/southkorea.cpp,
	  ql/time/calendars/southkorea.hpp, test-suite/calendars.cpp,
	  test-suite/calendars.hpp:
	  
	  Fixes for South Korea calendar (thanks to Charles Chongseok Hyun)

2008-04-21 09:39  Luigi Ballabio

	* [r14758] ql/math/interpolations/cubicinterpolation.hpp:
	  
	  Added convenience classes back. They might be wrong, but they're
	  needed for the QuantLib-SWIG build.

2008-04-18 22:16  Klaus Spanderen

	* [r14748] ql/models/equity/gjrgarchmodel.cpp,
	  ql/pricingengines/vanilla/analyticgjrgarchengine.cpp,
	  ql/processes/gjrgarchprocess.cpp, ql/processes/gjrgarchprocess.hpp,
	  test-suite/gjrgarchmodel.cpp:
	  
	  added recent changes of the GJR-GARCH engines by Yee Man Chan

2008-04-18 15:38  Luigi Ballabio

	* [r14743] QuantLib_vc9.vcproj, ql/auto_link.hpp, ql/config.msvc.hpp,
	  test-suite/testsuite_vc9.vcproj:
	  
	  Enabled support for VC9 (requires Boost 1.35)

2008-04-18 15:38  Luigi Ballabio

	* [r14742] ql/utilities/tracing.hpp:
	  
	  Compilation fix for VC9 (thanks to Dave Compton)

2008-04-18 13:03  Luigi Ballabio

	* [r14741] Examples/BermudanSwaption/Makefile.am,
	  Examples/ConvertibleBonds/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EquityOption/Makefile.am, Examples/FRA/Makefile.am,
	  Examples/FittedBondCurve/Makefile.am,
	  Examples/Replication/Makefile.am, Examples/Repo/Makefile.am,
	  Examples/Swap/Makefile.am, configure.ac, test-suite/Makefile.am:
	  
	  examples and benchmark included in autotools build (but not
	  installed unless specified)

2008-04-18 12:10  Ferdinando Ametrano

	* [r14740] test-suite/tapcorrelations.cpp,
	  test-suite/tapcorrelations.hpp, test-suite/testsuite_vc8.vcproj:
	  
	  - VC8 catching up
	  - removed unused files

2008-04-18 09:05  Luigi Ballabio

	* [r14736] Examples/Swap/swapvaluation.cpp:
	  
	  Fixed used prices (thanks to snovik)

2008-04-17 21:33  Klaus Spanderen

	* [r14734]
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp,
	  ql/pricingengines/vanilla/batesengine.cpp,
	  ql/pricingengines/vanilla/batesengine.hpp,
	  test-suite/batesmodel.cpp:
	  
	  added new constructors to support Gauss-Lobatto integration

2008-04-17 12:05  Luigi Ballabio

	* [r14732] test-suite/gjrgarchmodel.cpp,
	  test-suite/optionletstripper.cpp:
	  
	  Removed extra messages

2008-04-16 21:22  Klaus Spanderen

	* [r14727] ql/math/interpolations/cubicinterpolation.hpp:
	  
	  reorder constructor calls to avoid g++ warnings

2008-04-16 21:19  Klaus Spanderen

	* [r14726] test-suite/quantlibtestsuite.cpp:
	  
	  added GJR-GARCH pricing engines (thanks to Yee Man Chan)

2008-04-16 21:15  Klaus Spanderen

	* [r14725] QuantLib_vc8.vcproj, ql/models/equity/Makefile.am,
	  ql/models/equity/all.hpp, ql/models/equity/gjrgarchmodel.cpp,
	  ql/models/equity/gjrgarchmodel.hpp,
	  ql/pricingengines/vanilla/Makefile.am,
	  ql/pricingengines/vanilla/all.hpp,
	  ql/pricingengines/vanilla/analyticgjrgarchengine.cpp,
	  ql/pricingengines/vanilla/analyticgjrgarchengine.hpp,
	  ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp,
	  ql/processes/Makefile.am, ql/processes/all.hpp,
	  ql/processes/gjrgarchprocess.cpp, ql/processes/gjrgarchprocess.hpp,
	  test-suite/Makefile.am, test-suite/gjrgarchmodel.cpp,
	  test-suite/gjrgarchmodel.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  added GJR-GARCH pricing engines (thanks to Yee Man Chan)

2008-04-16 17:21  Ferdinando Ametrano

	* [r14724] QuantLib_vc8.vcproj, ql/math/interpolations/Makefile.am,
	  ql/math/interpolations/all.hpp,
	  ql/math/interpolations/bicubicsplineinterpolation.hpp,
	  ql/math/interpolations/constrainedcubicspline.hpp,
	  ql/math/interpolations/cubicinterpolation.hpp,
	  ql/math/interpolations/cubicspline.hpp,
	  ql/math/interpolations/loginterpolation.hpp,
	  ql/math/sampledcurve.cpp, ql/math/sampledcurve.hpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolcurve.cpp,
	  test-suite/interpolations.cpp, test-suite/piecewiseyieldcurve.cpp:
	  
	  refactored cubic interpolation to allow for different methods to
	  calculate derivatives (spline, Kruger, etc.)
	  Most methods have to be implemented yet; convenience classes will be
	  added back later.

2008-04-09 11:11  Luigi Ballabio

	* [r14688] ql/math/integrals/all.hpp:
	  
	  Regenerated header

2008-04-09 10:16  Ferdinando Ametrano

	* [r14687] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2008-04-09 10:15  Ferdinando Ametrano

	* [r14686] test-suite/hestonmodel.cpp:
	  
	  avoided cast warning

2008-04-09 09:32  Klaus Spanderen

	* [r14685] ql/math/integrals/Makefile.am,
	  ql/math/integrals/gausslobattointegral.cpp,
	  ql/math/integrals/gausslobattointegral.hpp,
	  ql/pricingengines/vanilla/analytichestonengine.cpp,
	  ql/pricingengines/vanilla/analytichestonengine.hpp,
	  test-suite/hestonmodel.cpp, test-suite/hestonmodel.hpp,
	  test-suite/integrals.cpp, test-suite/integrals.hpp:
	  
	  rework of complex Heston integration
	  added Gauss-Lobatto integration

2008-04-01 15:45  Luigi Ballabio

	* [r14661] ql/termstructures/yield/drifttermstructure.hpp,
	  ql/termstructures/yield/forwardspreadedtermstructure.hpp,
	  ql/termstructures/yield/impliedtermstructure.hpp,
	  ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp,
	  ql/termstructures/yield/quantotermstructure.hpp,
	  ql/termstructures/yield/zerospreadedtermstructure.hpp:
	  
	  Added missing settlementDays override

2008-03-31 15:28  Luigi Ballabio

	* [r14659] acinclude.m4:
	  
	  Improved detection of Boost unit-test library

2008-03-17 11:29  Luigi Ballabio

	* [r14593]
	  ql/termstructures/credit/interpolateddefaultdensitycurve.hpp,
	  ql/termstructures/credit/interpolatedhazardratecurve.hpp,
	  ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp,
	  ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp,
	  ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/zerocurve.hpp:
	  
	  Disabled wrong copying behavior

2008-03-14 12:09  Eric Ehlers

	* [r14577] test-suite/testsuite_vc8.vcproj:
	  
	  Deactivate warning C4819 (non-ASCII characters in source code) in
	  the settings of a couple more projects

2008-03-13 09:48  Ferdinando Ametrano

	* [r14567] ql/pricingengines/barrier/mcbarrierengine.cpp:
	  
	  fixed bug (thanks to Simon Ibbotson)
	  The same code was used for BiasedBarrierPathPricer and
	  BarrierPathPricer despite the "for(i = 0; i < n-1; i++)" loop in
	  BarrierPathPricer being different from the "for(i = 1; i < n; i++)"
	  loop in the BiasedBarrierPathPricer version. It only causes an error
	  when the knockNode = n, therefore, it worked most of the time but
	  occasionally has undetermined behavior.

2008-03-12 15:57  Ferdinando Ametrano

	* [r14565] test-suite/optionletstripper.cpp,
	  test-suite/optionletstripper.hpp:
	  
	  added OptionletStripper2 test (thanks to Laurent Hoffmann)

2008-03-12 14:41  Ferdinando Ametrano

	* [r14564] ql/instruments/capfloor.cpp, ql/instruments/capfloor.hpp,
	  test-suite/capfloor.cpp:
	  
	  added optionlet method, also tested in the unit-test. Thanks to
	  Chris Kenyon.

2008-03-12 10:51  Ferdinando Ametrano

	* [r14563] ql/termstructures/volatility/smilesection.cpp:
	  
	  fixed bug (thanks to Simon Ibbotson)

2008-03-11 17:04  Luigi Ballabio

	* [r14560] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj:
	  
	  Removed non-distributed file from VC projects

2008-03-11 12:01  Luigi Ballabio

	* [r14558] ql/math/interpolations/Makefile.am,
	  ql/math/interpolations/all.hpp:
	  
	  Added new file to Linux build

2008-03-10 23:44  Eric Ehlers

	* [r14556] QuantLib_vc8.vcproj, ql/config.msvc.hpp:
	  
	  Disable warning 4819 (non ASCII characters) in project properties

2008-03-10 20:41  Klaus Spanderen

	* [r14555] ql/termstructures/credit/defaultdensitystructure.cpp,
	  ql/termstructures/credit/hazardratestructure.cpp:
	  
	  fixed gcc compiler problems

2008-03-10 18:39  Ferdinando Ametrano

	* [r14553] QuantLib_vc8.vcproj,
	  ql/math/interpolations/constrainedcubicspline.hpp,
	  ql/math/interpolations/loginterpolation.hpp:
	  
	  - added ConstrainedCubicSpline: direct solution (no need for linear
	  system solving), etc. More info will be added
	  - implemented derivative and secondDerivative of LogInterpolation
	  - exported to XL both new interpolation and its application to yield
	  curve bootstrapping

2008-03-10 09:52  Ferdinando Ametrano

	* [r14551] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2008-03-08 14:57  Klaus Spanderen

	* [r14550] test-suite/quantlibbenchmark.cpp:
	  
	  added new benchmark result

2008-03-04 23:47  Klaus Spanderen

	* [r14548] test-suite/Makefile.am, test-suite/quantlibbenchmark.cpp:
	  
	  added three new benchmarks (from market models and convertable
	  bonds)
	  switched towards PAPI for performance measurement
	  removed legacy benchmarks
	  total number of floating point operations updated for all benchmarks

2008-03-04 10:50  Eric Ehlers

	* [r14547] ql/time/calendars/ukraine.hpp:
	  
	  replace non-ASCII character with an ASCII equivalent

2008-03-04 10:45  Eric Ehlers

	* [r14546] ql/time/calendars/ukraine.cpp:
	  
	  remove non-ASCII character from file

2008-03-04 09:51  Luigi Ballabio

	* [r14545] ql/instruments/varianceswap.cpp,
	  ql/instruments/varianceswap.hpp,
	  ql/pricingengines/forward/mcvarianceswapengine.hpp,
	  ql/pricingengines/forward/replicatingvarianceswapengine.hpp,
	  test-suite/varianceswaps.cpp:
	  
	  Moved stochastic process into pricing engines

2008-03-03 13:22  Luigi Ballabio

	* [r14540] ql/cashflows/cashflows.cpp, ql/instruments/bond.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionlet.cpp,
	  ql/termstructures/volatility/swaption/cmsmarket.cpp:
	  
	  Avoided warnings in gcc -Wall compilation

2008-03-03 11:29  Luigi Ballabio

	* [r14539] ql/instruments/assetswap.cpp, ql/instruments/bmaswap.cpp,
	  ql/instruments/swap.cpp, ql/instruments/swap.hpp,
	  ql/instruments/vanillaswap.cpp:
	  
	  Added protected leg-less constructor to Swap class

2008-03-03 11:28  Luigi Ballabio

	* [r14538] ql/processes/batesprocess.hpp:
	  
	  Doc fix

2008-02-28 17:22  Luigi Ballabio

	* [r14461]
	  ql/termstructures/volatility/equityfx/blackvariancesurface.cpp:
	  
	  Removed check for monotonic variance along constant strikes

2008-02-27 13:01  Luigi Ballabio

	* [r14435] ql/termstructures/credit/defaultdensitystructure.cpp,
	  ql/termstructures/credit/hazardratestructure.cpp:
	  
	  Skip range check during integration

2008-02-27 12:25  Luigi Ballabio

	* [r14433] ql/math/interpolations/abcdinterpolation.hpp,
	  ql/math/interpolations/backwardflatinterpolation.hpp,
	  ql/math/interpolations/cubicspline.hpp,
	  ql/math/interpolations/forwardflatinterpolation.hpp,
	  ql/math/interpolations/linearinterpolation.hpp,
	  ql/math/interpolations/loginterpolation.hpp,
	  ql/math/interpolations/sabrinterpolation.hpp:
	  
	  Replaced legacy enumerations with static const variables (now
	  working with all supported compilers)

2008-02-27 11:30  Eric Ehlers

	* [r14426] ql/config.msvc.hpp:
	  
	  Disable VC warning for non ASCII characters in source code

2008-02-26 20:58  Klaus Spanderen

	* [r14425] ql/processes/batesprocess.cpp,
	  ql/processes/batesprocess.hpp:
	  
	  performance improvement for the Bates process

2008-02-26 17:29  Ferdinando Ametrano

	* [r14423] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2008-02-26 17:29  Ferdinando Ametrano

	* [r14422] ql/math/interpolations/loginterpolation.hpp:
	  
	  

2008-02-26 16:38  Luigi Ballabio

	* [r14420] ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  Forward methods to base class when available

2008-02-26 15:51  Luigi Ballabio

	* [r14419] ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp,
	  ql/termstructures/inflation/piecewisezeroinflationcurve.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  Added typedef to own type to reduce verbosity

2008-02-26 15:00  Luigi Ballabio

	* [r14418] ql/termstructures/bootstraperror.hpp,
	  ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp,
	  ql/termstructures/inflation/piecewisezeroinflationcurve.hpp,
	  ql/termstructures/iterativebootstrap.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  Added typedefs to piecewise curves to decrease template parameters
	  of bootstrap class and ensure consistency

2008-02-26 14:42  Luigi Ballabio

	* [r14416] ql/termstructures/Makefile.am, ql/termstructures/all.hpp,
	  ql/termstructures/bootstraperror.hpp,
	  ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp,
	  ql/termstructures/inflation/piecewisezeroinflationcurve.hpp,
	  ql/termstructures/iterativebootstrap.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  Moved BootstrapError in own file

2008-02-26 14:03  Luigi Ballabio

	* [r14414] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/termstructures/Makefile.am, ql/termstructures/all.hpp,
	  ql/termstructures/bootstrapper.hpp,
	  ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp,
	  ql/termstructures/inflation/piecewisezeroinflationcurve.hpp,
	  ql/termstructures/iterativebootstrap.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  Renamed bootstrapper.hpp file

2008-02-25 20:49  Klaus Spanderen

	* [r14410] ql/models/equity/hestonmodel.cpp,
	  ql/models/equity/hestonmodel.hpp:
	  
	  rename VolatilityConstraint into FellerConstraint

2008-02-25 17:07  Ferdinando Ametrano

	* [r14409] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2008-02-25 15:25  Luigi Ballabio

	* [r14403] ql/termstructures/credit/Makefile.am,
	  ql/termstructures/credit/all.hpp,
	  ql/termstructures/credit/flathazardrate.cpp,
	  ql/termstructures/credit/flathazardrate.hpp,
	  ql/termstructures/credit/interpolateddefaultdensitycurve.hpp,
	  ql/termstructures/credit/interpolatedhazardratecurve.hpp:
	  
	  Added flat hazard-rate curve and interpolated hazard-rate and
	  default-density curves (thanks to Jose Aparicio, Chris Kenyon,
	  Roland Lichters, and StatPro Italia)

2008-02-25 13:28  Luigi Ballabio

	* [r14402] ql/processes/all.hpp:
	  
	  Regenerated header

2008-02-25 12:04  Ferdinando Ametrano

	* [r14399] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2008-02-25 09:10  Ferdinando Ametrano

	* [r14392] ql/termstructures/bootstrapper.hpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/piecewiseyieldcurve.hpp:
	  
	  - fixed guess calculation: it must be performed before extending
	  interpolation to ensure that any extrapolation is performed using
	  the curve bootstrapped so far and no more
	  - improved error message
	  - added LogCubic-Discount unit test

2008-02-25 09:03  Ferdinando Ametrano

	* [r14391] ql/termstructures/yield/bootstraptraits.hpp:
	  
	  - parametrized guess with a common average rate
	  - increased maxIterations for Discount

2008-02-25 09:00  Ferdinando Ametrano

	* [r14390] test-suite/interpolations.cpp:
	  
	  - renamed NaturalMonotonicXXX as MonotonicNatural

2008-02-25 08:55  Ferdinando Ametrano

	* [r14388] ql/math/interpolations/cubicspline.hpp,
	  ql/math/interpolations/loginterpolation.hpp:
	  
	  - fixed number of required points
	  - added convenience classes
	  - renamed NaturalMonotonicXXX as MonotonicNatural

2008-02-23 16:36  Klaus Spanderen

	* [r14386] ql/processes/batesprocess.cpp,
	  ql/processes/batesprocess.hpp:
	  
	  added BatesProcess

2008-02-23 16:30  Klaus Spanderen

	* [r14385] ql/processes/Makefile.am, test-suite/batesmodel.cpp,
	  test-suite/batesmodel.hpp:
	  
	  added BatesProcess

2008-02-22 15:10  Ferdinando Ametrano

	* [r14382] ql/termstructures/bootstrapper.hpp:
	  
	  improved bootstrapping:
	  - after first successful bootstrap, successive ones reuse previous
	  curve as guess
	  - start using target interpolation as soon as possible in the first
	  iteration, not just in the second iteration

2008-02-22 15:04  Ferdinando Ametrano

	* [r14381] ql/termstructures/yield/bootstraptraits.hpp:
	  
	  smarter guess

2008-02-22 15:03  Ferdinando Ametrano

	* [r14380] ql/math/interpolations/loginterpolation.hpp:
	  
	  reverted unnatural choice

2008-02-21 17:40  Ferdinando Ametrano

	* [r14379] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2008-02-21 17:19  Ferdinando Ametrano

	* [r14378] ql/methods/finitedifferences/tridiagonaloperator.cpp:
	  
	  relaxed too stringent condition

2008-02-21 16:36  Luigi Ballabio

	* [r14377] configure.ac, ql/termstructures/Makefile.am,
	  ql/termstructures/all.hpp, ql/termstructures/credit,
	  ql/termstructures/credit/Makefile.am,
	  ql/termstructures/credit/all.hpp,
	  ql/termstructures/credit/defaultdensitystructure.cpp,
	  ql/termstructures/credit/defaultdensitystructure.hpp,
	  ql/termstructures/credit/hazardratestructure.cpp,
	  ql/termstructures/credit/hazardratestructure.hpp,
	  ql/termstructures/defaulttermstructure.cpp,
	  ql/termstructures/defaulttermstructure.hpp:
	  
	  Added interface for default-probability term structure and adapters
	  for hazard-rate and default-density structures (thanks to Jose
	  Aparicio, Chris Kenyon, Roland Lichters, and StatPro Italia)

2008-02-19 18:50  Ferdinando Ametrano

	* [r14369] ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  added safety check

2008-02-19 15:44  Luigi Ballabio

	* [r14364] Examples/FRA/FRA.cpp, Examples/Swap/swapvaluation.cpp:
	  
	  Compilation fix for examples

2008-02-18 18:25  Ferdinando Ametrano

	* [r14363] ql/instruments/vanillaswap.cpp,
	  ql/instruments/vanillaswap.hpp:
	  
	  - added explicit payment business day convention fixing bug where
	  improper (fixed leg schedule's) convention was used
	  - more inspectors added

2008-02-18 11:57  Ferdinando Ametrano

	* [r14361] ql/cashflows/cashflowvectors.hpp:
	  
	  changed hard-coded fixing days default value (2) to index natural
	  fixing days lag

2008-02-14 13:34  Ferdinando Ametrano

	* [r14351] ql/termstructures/yield/ratehelpers.cpp:
	  
	  

2008-02-13 14:12  Luigi Ballabio

	* [r14346] ql/time/calendars/unitedstates.cpp,
	  ql/time/calendars/unitedstates.hpp:
	  
	  Added one-off holiday to NYSE calendar

2008-02-13 11:46  Luigi Ballabio

	* [r14342] Docs/quantlib.css:
	  
	  Upgraded to Doxygen 1.5.5

2008-02-13 10:10  Luigi Ballabio

	* [r14341] Docs/quantlib.doxy, ql/instruments/makeswaption.hpp:
	  
	  Upgraded to Doxygen 1.5.5

2008-02-07 16:18  Ferdinando Ametrano

	* [r14307]
	  ql/termstructures/volatility/optionlet/strippedoptionlet.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionlet.hpp:
	  
	  cleaned up StrippedOptionlet class using Dates instead of Periods

2008-02-07 14:45  Ferdinando Ametrano

	* [r14306] ql/indexes/swapindex.cpp, ql/indexes/swapindex.hpp:
	  
	  in order to guarantee internal consistency:
	  - removed fixedRateSchedule(const Date&): use underlyingSwap(const
	  Date&)->fixedSchedule() instead
	  - fixed maturityDate implementation using Swap::maturityDate()

2008-02-07 14:30  Ferdinando Ametrano

	* [r14305] ql/experimental/interestratevolsurface.cpp,
	  ql/experimental/interestratevolsurface.hpp:
	  
	  implemented market standard compliant optionDateFromTenor using
	  InterestRateIndex

2008-02-07 14:28  Ferdinando Ametrano

	* [r14304] ql/cashflows/conundrumpricer.cpp:
	  
	  using VanillaSwap::fixedSchedule instead of
	  SwapIndex::fixedRateSchedule to avoid possible inconsistencies

2008-02-07 14:20  Ferdinando Ametrano

	* [r14303] ql/instruments/vanillaswap.cpp,
	  ql/instruments/vanillaswap.hpp:
	  
	  added Schedule inspectors

2008-02-07 13:09  Luigi Ballabio

	* [r14302] acinclude.m4, ql/math/matrix.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/matrices.cpp, test-suite/swapforwardmappings.cpp:
	  
	  Moved uBLAS-support check into configure script

2008-02-07 08:42  Luigi Ballabio

	* [r14301] test-suite/marketmodel.cpp:
	  
	  Re-enabled market-model tests

2008-02-06 18:34  Ferdinando Ametrano

	* [r14300] ql/termstructures/bootstrapper.hpp:
	  
	  increased error messages' information

2008-02-06 16:49  Ferdinando Ametrano

	* [r14297] test-suite/marketmodel.cpp:
	  
	  reverted Rev14294

2008-02-06 16:22  Luigi Ballabio

	* [r14296] ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  Turn-of-year recalculation when reference date changes

2008-02-06 15:33  Ferdinando Ametrano

	* [r14294] test-suite/marketmodel.cpp:
	  
	  

2008-02-06 15:25  Luigi Ballabio

	* [r14293] test-suite/swaption.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  Use struct to delete observers when test case exits

2008-02-06 15:14  Ferdinando Ametrano

	* [r14292] ql/experimental/abcdatmvolcurve.cpp,
	  ql/experimental/sabrvolsurface.cpp,
	  ql/instruments/dividendvanillaoption.cpp,
	  ql/math/matrixutilities/getcovariance.hpp,
	  ql/models/marketmodels/evolutiondescription.cpp,
	  ql/models/marketmodels/models/cotswaptofwdadapter.cpp,
	  ql/models/marketmodels/models/fwdtocotswapadapter.cpp,
	  ql/termstructures/bootstrapper.hpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolcurve.cpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolsurface.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionlet.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.cpp,
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.cpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.cpp,
	  test-suite/array.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/sampledcurve.cpp:
	  
	  fixed io::ordinal usage as per Luigi's picky preferences ;-)

2008-02-06 13:42  Ferdinando Ametrano

	* [r14287] ql/termstructures/bootstrapper.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  formatting

2008-02-06 13:37  Ferdinando Ametrano

	* [r14286] ql/models/marketmodels/historicalforwardratesanalysis.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  introduced Turn-Of-Year-Effect in yield curve bootstrapping

2008-02-06 13:18  Ferdinando Ametrano

	* [r14285] test-suite/termstructures.cpp:
	  
	  formatting

2008-02-06 13:07  Ferdinando Ametrano

	* [r14284] ql/termstructures/bootstrapper.hpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  increased error messages' information

2008-02-06 10:49  Luigi Ballabio

	* [r14282] test-suite/piecewiseyieldcurve.cpp,
	  test-suite/rangeaccrual.cpp, test-suite/swap.cpp:
	  
	  Use struct to delete observers when test case exits

2008-02-05 17:13  Luigi Ballabio

	* [r14280] test-suite/marketmodel.cpp, test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/optionletstripper.cpp:
	  
	  Use struct to delete observers when test case exits

2008-02-05 15:18  Ferdinando Ametrano

	* [r14278] test-suite/quantlibtestsuite.cpp:
	  
	  

2008-02-05 15:16  Ferdinando Ametrano

	* [r14277] ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolcurve.cpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolsurface.cpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp,
	  ql/termstructures/volatility/capfloor/constantcapfloortermvol.cpp,
	  ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp,
	  ql/termstructures/volatility/optionlet/capletvariancecurve.hpp,
	  ql/termstructures/volatility/optionlet/constantoptionletvol.cpp,
	  ql/termstructures/volatility/optionlet/constantoptionletvol.hpp,
	  ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp,
	  ql/termstructures/volatility/optionlet/spreadedoptionletvol.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionlet.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionlet.hpp,
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.cpp,
	  ql/termstructures/volatility/swaption/swaptionconstantvol.cpp,
	  ql/termstructures/volatility/swaption/swaptionconstantvol.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.cpp,
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.hpp,
	  ql/termstructures/voltermstructure.hpp, test-suite/assetswap.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/cms.cpp,
	  test-suite/digitalcoupon.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/optionletstripper.cpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/rangeaccrual.cpp, test-suite/swap.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  removed default values for BusinessDayConvention, as it is not
	  always clear what the default value should be.
	  (Actually the current optionDate calculation is not 100% correct,
	  and the proper fix will be the usage of the new interest rate
	  volatility classes, which are aware of their InterestRateIndex
	  conventions)

2008-02-05 11:54  Ferdinando Ametrano

	* [r14276] ql/instruments/makeswaption.cpp:
	  
	  fixed market convention

2008-02-05 11:38  Luigi Ballabio

	* [r14275] test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/assetswap.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/batesmodel.cpp,
	  test-suite/bermudanswaption.cpp, test-suite/bonds.cpp,
	  test-suite/brownianbridge.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/cliquetoption.cpp,
	  test-suite/cms.cpp, test-suite/compoundforward.cpp,
	  test-suite/convertiblebonds.cpp, test-suite/covariance.cpp,
	  test-suite/curvestates.cpp, test-suite/daycounters.cpp,
	  test-suite/digitalcoupon.cpp, test-suite/digitaloption.cpp,
	  test-suite/distributions.cpp, test-suite/dividendoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/gaussianquadratures.cpp, test-suite/integrals.cpp,
	  test-suite/interestrates.cpp, test-suite/interpolations.cpp,
	  test-suite/jumpdiffusion.cpp, test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/lookbackoptions.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/matrices.cpp, test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/old_pricers.cpp, test-suite/operators.cpp,
	  test-suite/optimizers.cpp, test-suite/optionletstripper.cpp,
	  test-suite/pathgenerator.cpp, test-suite/piecewiseyieldcurve.cpp,
	  test-suite/quantooption.cpp, test-suite/quotes.cpp,
	  test-suite/rangeaccrual.cpp, test-suite/rounding.cpp,
	  test-suite/shortratemodels.cpp, test-suite/solvers.cpp,
	  test-suite/stats.cpp, test-suite/swap.cpp,
	  test-suite/swapforwardmappings.cpp, test-suite/swaption.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp,
	  test-suite/tapcorrelations.cpp, test-suite/termstructures.cpp,
	  test-suite/tqreigendecomposition.cpp, test-suite/tracing.cpp,
	  test-suite/utilities.hpp, test-suite/varianceswaps.cpp:
	  
	  Removed obsolete macro

2008-02-05 09:08  Luigi Ballabio

	* [r14274] ql/termstructures/bootstraphelper.hpp:
	  
	  Fixed docs

2008-02-04 17:36  Ferdinando Ametrano

	* [r14271] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp:
	  
	  - improved IRR calculation using derivative (i.e. modified duration)
	  - extended duration and convexity to SimpleThenCompounding
	  - added example workbook

2008-02-04 09:48  Ferdinando Ametrano

	* [r14269] ql/instruments/capfloor.cpp:
	  
	  

2008-02-04 09:23  Ferdinando Ametrano

	* [r14267] ql/pricingengines/capfloor/blackcapfloorengine.cpp:
	  
	  extended additional results

2008-02-04 09:20  Ferdinando Ametrano

	* [r14266] ql/instruments/capfloor.cpp, ql/instruments/swaption.cpp,
	  test-suite/capfloor.cpp, test-suite/swaption.cpp:
	  
	  improved implied vol calculation using (vega-based) Newton solver
	  instead of Brent

2008-02-04 08:53  Ferdinando Ametrano

	* [r14265] ql/termstructures/volatility/swaption/swaptionvolcube.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube2.hpp,
	  test-suite/cms.cpp, test-suite/rangeaccrual.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  fixed bug: swaption's underlying short tenor swap has different ibor
	  index

2008-02-01 17:21  Ferdinando Ametrano

	* [r14254] ql/pricingengines/swaption/blackswaptionengine.cpp:
	  
	  - fixed proper usage of forecasting/discounting curves
	  - introduced more additional results

2008-02-01 17:13  Ferdinando Ametrano

	* [r14252] ql/instruments/capfloor.cpp,
	  ql/instruments/makeswaption.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.hpp,
	  ql/time/period.cpp, ql/time/period.hpp, test-suite/swaption.cpp:
	  
	  

2008-02-01 16:35  Luigi Ballabio

	* [r14250] test-suite/digitalcoupon.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/interpolations.cpp, test-suite/quantlibtestsuite.cpp:
	  
	  Moved some global variables in a struct so that they're destructed
	  after the test case exits

2008-02-01 15:51  Ferdinando Ametrano

	* [r14249] ql/instruments/swaption.cpp, ql/instruments/swaption.hpp,
	  test-suite/swaption.cpp:
	  
	  removed ambiguous atmRate method (didn't take into account floating
	  leg spread and forecasting/discounting curves)

2008-02-01 15:51  Ferdinando Ametrano

	* [r14248] ql/pricingengines/swaption/blackswaptionengine.cpp:
	  
	  fixed cash settlement for Payer swaption

2008-02-01 14:19  Ferdinando Ametrano

	* [r14247] ql/pricingengines/capfloor/blackcapfloorengine.cpp:
	  
	  fixed bugs:
	  - time to maturity calculation (using vol term structure)
	  - optionletPrices in the CapFloor::Collar case

2008-02-01 13:53  Ferdinando Ametrano

	* [r14244] ql/pricingengines/blackformula.cpp:
	  
	  fixed zero stdDev case

2008-02-01 12:12  Eric Ehlers

	* [r14239] ql/quotes/Makefile.am, ql/quotes/all.hpp:
	  
	  linux catching up

2008-02-01 10:20  Marco Bianchetti

	* [r14236] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2008-01-31 16:20  Ferdinando Ametrano

	* [r14233] ql/pricingengines/swaption/blackswaptionengine.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/shortratemodels.cpp,
	  test-suite/swaption.cpp, test-suite/swaptionvolatilitymatrix.cpp:
	  
	  fixed (long overdue) bug in BlackSwaptionEngine: wrong calculation
	  of swap length prevented exact recovery of expected volatilities
	  from SwaptionVolatilityStructure. The fix relies on Rev14223

2008-01-31 15:49  Ferdinando Ametrano

	* [r14232] test-suite/assetswap.cpp:
	  
	  formatting

2008-01-31 15:31  Luigi Ballabio

	* [r14231] test-suite/capflooredcoupon.cpp, test-suite/cms.cpp,
	  test-suite/compoundforward.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/curvestates.cpp:
	  
	  Moved some global variables in a struct so that they're destructed
	  after the test case exits

2008-01-31 11:53  Ferdinando Ametrano

	* [r14230] ql/termstructures/yield/ratehelpers.cpp:
	  
	  

2008-01-31 11:33  Ferdinando Ametrano

	* [r14229] test-suite/swaptionvolatilitymatrix.cpp,
	  test-suite/swaptionvolstructuresutilities.hpp:
	  
	  extended test

2008-01-31 11:29  Ferdinando Ametrano

	* [r14228] ql/instruments/makeswaption.cpp,
	  ql/instruments/makeswaption.hpp, ql/instruments/makevanillaswap.cpp:
	  
	  fixed swaption ATM calculation

2008-01-31 09:40  Ferdinando Ametrano

	* [r14227] ql/option.hpp:
	  
	  added inspectors

2008-01-31 09:02  Ferdinando Ametrano

	* [r14226] QuantLib_vc8.vcproj, ql/instruments/Makefile.am,
	  ql/instruments/all.hpp, ql/instruments/makeswaption.cpp,
	  ql/instruments/makeswaption.hpp, ql/instruments/makeswaptions.cpp,
	  ql/instruments/makeswaptions.hpp:
	  
	  renamed files

2008-01-30 17:11  Ferdinando Ametrano

	* [r14224]
	  ql/termstructures/volatility/swaption/swaptionvolstructure.hpp:
	  
	  extended interface with Date/Tenor exercise and Time swapLength
	  signatures

2008-01-30 16:49  Ferdinando Ametrano

	* [r14223] ql/termstructures/volatility/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.hpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  refactored swapLength calculation (in order to avoid
	  inconsistencies)

2008-01-30 16:26  Ferdinando Ametrano

	* [r14222] test-suite/swaption.cpp:
	  
	  formatting

2008-01-30 15:57  Ferdinando Ametrano

	* [r14220] ql/time/period.cpp, ql/time/period.hpp:
	  
	  added years/months/weeks/days conversion utility functions

2008-01-30 15:55  Luigi Ballabio

	* [r14219] ql/currencies/exchangeratemanager.cpp:
	  
	  Fixed degenerate exchange-rate lookup

2008-01-30 15:19  Luigi Ballabio

	* [r14218] ql/exchangerate.cpp:
	  
	  Fixed display of chained exchange rates

2008-01-30 15:04  Luigi Ballabio

	* [r14217] ql/currencies/america.hpp,
	  ql/currencies/exchangeratemanager.cpp:
	  
	  Added Peruvian currency

2008-01-30 13:10  Ferdinando Ametrano

	* [r14216]
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  - using Period algebra for option/swap tenor checks
	  - using SwaptionVolatilityStructure::convertSwapTenor for converting
	  swap tenors into times
	  - made few auxiliary methods private
	  - extended unit test

2008-01-30 11:37  Ferdinando Ametrano

	* [r14215]
	  ql/termstructures/volatility/swaption/swaptionvolstructure.cpp:
	  
	  improved comment

2008-01-30 10:30  Ferdinando Ametrano

	* [r14213]
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  ...ooops...

2008-01-30 10:21  Ferdinando Ametrano

	* [r14212]
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  fixed test logic (i.e. catching up with last refactoring)

2008-01-29 10:23  Luigi Ballabio

	* [r14210] Examples/BermudanSwaption/Makefile.am,
	  Examples/ConvertibleBonds/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EquityOption/Makefile.am, Examples/FRA/Makefile.am,
	  Examples/FittedBondCurve/Makefile.am,
	  Examples/Replication/Makefile.am, Examples/Repo/Makefile.am,
	  Examples/Swap/Makefile.am, test-suite/Makefile.am:
	  
	  Build fixes for Cygwin

2008-01-28 17:01  Luigi Ballabio

	* [r14200] Docs/Makefile.am, Docs/quantlibheaderonline.html:
	  
	  Trimmed size of online docs

2008-01-28 16:59  Luigi Ballabio

	* [r14199]
	  ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp,
	  ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp:
	  
	  Removed call to old method

2008-01-28 15:41  Ferdinando Ametrano

	* [r14194] ql/quotes/sensitivityanalysis.hpp:
	  
	  

2008-01-28 12:27  Ferdinando Ametrano

	* [r14192] ql/quotes/sensitivityanalysis.cpp,
	  ql/quotes/sensitivityanalysis.hpp:
	  
	  fixed bug (and typos)

2008-01-28 10:29  Luigi Ballabio

	* [r14187] ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/zerocurve.hpp:
	  
	  Prevented access violation

2008-01-28 10:10  Ferdinando Ametrano

	* [r14186] ql/quotes/sensitivityanalysis.cpp,
	  ql/quotes/sensitivityanalysis.hpp:
	  
	  added sensitivity analysis functions (sorry... I forgot to add these
	  new files)

2008-01-28 10:00  Ferdinando Ametrano

	* [r14185] QuantLib_vc8.vcproj:
	  
	  added sensitivity analysis functions

2008-01-28 09:57  Ferdinando Ametrano

	* [r14183] ql/time/businessdayconvention.cpp:
	  
	  

2008-01-25 13:33  Luigi Ballabio

	* [r14182] Examples/BermudanSwaption/Makefile.am,
	  Examples/ConvertibleBonds/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EquityOption/Makefile.am, Examples/FRA/Makefile.am,
	  Examples/FittedBondCurve/Makefile.am,
	  Examples/Replication/Makefile.am, Examples/Repo/Makefile.am,
	  Examples/Swap/Makefile.am:
	  
	  Fix for Cygwin build

2008-01-24 18:38  Ferdinando Ametrano

	* [r14180]
	  ql/termstructures/volatility/optionlet/optionletstripper.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper1.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionlet.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionlet.hpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletadapter.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp:
	  
	  cleaned up ambiguity between settlementDays and referenceDate in
	  StrippedOptionletBase

2008-01-23 16:40  Ferdinando Ametrano

	* [r14167] ql/pricingengines/blackformula.cpp,
	  ql/pricingengines/blackformula.hpp,
	  ql/quotes/eurodollarfuturesquote.cpp,
	  ql/quotes/eurodollarfuturesquote.hpp,
	  ql/quotes/impliedstddevquote.cpp, ql/quotes/impliedstddevquote.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper1.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper1.hpp,
	  test-suite/quotes.cpp:
	  
	  added explicit maxIteration parameter in implied volatility
	  calculation (warning: also moved displacement parameter in the same
	  place as other functions)

2008-01-23 16:25  Ferdinando Ametrano

	* [r14166] ql/instruments/capfloor.cpp, ql/instruments/capfloor.hpp,
	  ql/instruments/swaption.cpp, ql/instruments/swaption.hpp,
	  test-suite/capfloor.cpp, test-suite/swaption.cpp:
	  
	  - added explicit guess parameter in implied volatility calculation
	  - moved Swaption::ImpliedVolhelper out of Swaption class into
	  anonymous namespace (as in CapFloor)

2008-01-23 15:58  Ferdinando Ametrano

	* [r14165] ql/instruments/impliedvolatility.cpp,
	  ql/instruments/impliedvolatility.hpp:
	  
	  

2008-01-23 15:55  Ferdinando Ametrano

	* [r14164]
	  ql/termstructures/volatility/optionlet/optionletstripper2.cpp:
	  
	  

2008-01-23 15:11  Ferdinando Ametrano

	* [r14162] test-suite/libormarketmodel.cpp,
	  test-suite/shortratemodels.cpp:
	  
	  fixed typo

2008-01-23 15:10  Ferdinando Ametrano

	* [r14161] ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.hpp:
	  
	  cleaned up inclusions and removed unused private data member

2008-01-23 15:07  Ferdinando Ametrano

	* [r14160] ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.hpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp,
	  test-suite/libormarketmodel.cpp, test-suite/shortratemodels.cpp:
	  
	  cleaned up inclusions

2008-01-23 13:58  Marco Bianchetti

	* [r14159] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2008-01-19 15:50  Klaus Spanderen

	* [r14144] test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  test improvements

2008-01-19 15:49  Klaus Spanderen

	* [r14143] ql/processes/hybridhestonhullwhiteprocess.cpp:
	  
	  performance optimization

2008-01-18 12:56  Luigi Ballabio

	* [r14137] Announce.txt,
	  Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EquityOption/EquityOption.dev, Examples/FRA/FRA.dev,
	  Examples/FittedBondCurve/FittedBondCurve.dev,
	  Examples/Replication/Replication.dev, Examples/Repo/Repo.dev,
	  Examples/Swap/Swap.dev, QuantLib.dev, QuantLib.nsi,
	  QuantLib_vc7.vcproj, QuantLib_vc8.vcproj, QuantLib_vc9.vcproj,
	  configure.ac, ql/qldefines.hpp, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj,
	  test-suite/testsuite_vc9.vcproj:
	  
	  Increased version number

2008-01-18 10:44  Luigi Ballabio

	* [r14136] Examples/FRA/FRA.cpp,
	  Examples/FittedBondCurve/FittedBondCurve.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/indexes/ibor/chflibor.hpp,
	  ql/indexes/ibor/dkklibor.hpp:
	  
	  Compilation fixes for examples

2008-01-16 10:54  Luigi Ballabio

	* [r14115] ql/pricingengines/swap:
	  
	  Ignored TAGS file

2008-01-14 15:55  Ferdinando Ametrano

	* [r14092] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp,
	  ql/instruments/bond.cpp, ql/instruments/bond.hpp,
	  test-suite/assetswap.cpp:
	  
	  fixed next/previous coupon rate calculation when the actual real
	  coupon is decomposed in multiple coupon on the same date

2008-01-14 15:54  Ferdinando Ametrano

	* [r14091] ql/instruments/bonds/floatingratebond.hpp:
	  
	  formatting

2008-01-14 15:52  Ferdinando Ametrano

	* [r14090] ql/time/dategenerationrule.hpp, ql/time/schedule.cpp,
	  ql/time/schedule.hpp:
	  
	  - relaxed first/next-to-last (null) date requirement for
	  DateGeneration::ThirdWednesday
	  - switched to actual forward date generation instead of backward for
	  DateGeneration::ThirdWednesday
	  - fixed unused stubDate bug in MakeSchedule

2008-01-11 17:55  Ferdinando Ametrano

	* [r14082] ql/instruments/makevanillaswap.cpp,
	  ql/instruments/makevanillaswap.hpp:
	  
	  added initial support for IMM swaps

2008-01-11 15:11  Ferdinando Ametrano

	* [r14075] ql/time/period.cpp:
	  
	  avoided useless normalization when the length is zero (it would only
	  change the unit)

2008-01-11 15:06  Ferdinando Ametrano

	* [r14074] ql/time/schedule.cpp:
	  
	  fixed (infinite loop) bug (part 2... sorry folks)

2008-01-11 15:04  Ferdinando Ametrano

	* [r14073] ql/time/schedule.cpp:
	  
	  fixed (infinite loop) bug

2008-01-11 13:45  Ferdinando Ametrano

	* [r14070] ql/models/marketmodels/historicalforwardratesanalysis.hpp,
	  ql/termstructures/yield/bondhelpers.cpp,
	  ql/termstructures/yield/bondhelpers.hpp,
	  ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/termstructures.cpp:
	  
	  - removed unused parameters in DepositRateHelper and FraRateHelper
	  - added parameters in FuturesRateHelper and FixedRateBondHelper

2008-01-10 20:06  Ferdinando Ametrano

	* [r14066] ql/indexes/ibor/audlibor.hpp, ql/indexes/ibor/cadlibor.hpp,
	  ql/indexes/ibor/chflibor.hpp, ql/indexes/ibor/dkklibor.hpp,
	  ql/indexes/ibor/euribor.cpp, ql/indexes/ibor/euribor.hpp,
	  ql/indexes/ibor/eurlibor.cpp, ql/indexes/ibor/eurlibor.hpp,
	  ql/indexes/ibor/gbplibor.hpp, ql/indexes/ibor/jpylibor.hpp,
	  ql/indexes/ibor/libor.cpp, ql/indexes/ibor/libor.hpp,
	  ql/indexes/ibor/nzdlibor.hpp, ql/indexes/ibor/usdlibor.hpp:
	  
	  - added one-day deposit indexes
	  - cleaned up some logic

2008-01-10 19:55  Ferdinando Ametrano

	* [r14064] ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp:
	  
	  cleaned up inclusions

2008-01-10 19:54  Ferdinando Ametrano

	* [r14063] ql/time/calendar.cpp:
	  
	  removed redundant check

2008-01-10 19:46  Ferdinando Ametrano

	* [r14061] ql/indexes/interestrateindex.cpp:
	  
	  discriminate between different (ON, TN, SN) one day deposits

2008-01-10 19:40  Ferdinando Ametrano

	* [r14060] QuantLib_vc8.vcproj, ql/indexes/ibor/seklibor.hpp:
	  
	  added SEK Libor index

2008-01-10 10:14  Ferdinando Ametrano

	* [r14059] ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp:
	  
	  removed unused variable

2008-01-10 10:06  Ferdinando Ametrano

	* [r14058] ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp:
	  
	  - added IborIndex based constructors
	  - increased usage of IborIndex interface for internal calculations

2008-01-09 18:04  Ferdinando Ametrano

	* [r14054] ql/termstructures/bootstrapper.hpp:
	  
	  fixed non-guaranteed instrument accuracy

2008-01-09 14:32  Marco Bianchetti

	* [r14046] QuantLib_vc7.vcproj, test-suite/testsuite_vc7.vcproj:
	  
	  VC7 catching up

2008-01-09 12:27  Ferdinando Ametrano

	* [r14042] ql/termstructures/yield/bondhelpers.cpp,
	  ql/termstructures/yield/bondhelpers.hpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.cpp:
	  
	  - added bond based constructor
	  - moved in the constructor code from setTermStructure
	  - cleaned up interface

2008-01-09 12:26  Ferdinando Ametrano

	* [r14041] ql/instruments/bonds/fixedratebond.cpp,
	  ql/instruments/bonds/fixedratebond.hpp:
	  
	  extended interface

2008-01-09 12:22  Ferdinando Ametrano

	* [r14038] ql/termstructures/volatility/swaption/swaptionvolcube.cpp:
	  
	  added (unfortunate but necessary for the time being) check

2008-01-09 10:09  Luigi Ballabio

	* [r14037] ql/termstructures/volatility/capfloor/Makefile.am,
	  ql/termstructures/volatility/capfloor/all.hpp,
	  test-suite/Makefile.am:
	  
	  Added new files to gcc build

2008-01-08 17:08  Ferdinando Ametrano

	* [r14036] test-suite/optionletstripper.cpp,
	  test-suite/optionletstripper.hpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  added first non-final unit test

2008-01-08 17:07  Ferdinando Ametrano

	* [r14035] QuantLib_vc8.vcproj,
	  ql/termstructures/volatility/capfloor/constantcapfloortermvol.cpp,
	  ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp:
	  
	  added ConstantCapFloorTermVolatility class

2008-01-07 16:26  Ferdinando Ametrano

	* [r14027] ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/termstructures/volatility/optionlet/constantoptionletvol.cpp,
	  ql/termstructures/volatility/optionlet/constantoptionletvol.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper2.cpp,
	  ql/termstructures/volatility/optionlet/spreadedoptionletvol.cpp,
	  ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp,
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.cpp,
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp,
	  ql/termstructures/volatility/swaption/swaptionconstantvol.cpp,
	  ql/termstructures/volatility/swaption/swaptionconstantvol.hpp,
	  test-suite/assetswap.cpp, test-suite/capflooredcoupon.cpp,
	  test-suite/digitalcoupon.cpp,
	  test-suite/libormarketmodelprocess.cpp, test-suite/swap.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  renamed as per Luigi's request

2008-01-05 19:25  Ferdinando Ametrano

	* [r14023]
	  ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp:
	  
	  - removed redundant volatilityImpl method
	  - introduced missing smileSectionImpl method, commented out for the
	  time being as it breaks cms unit test: further investigation is
	  needed

2008-01-05 19:22  Ferdinando Ametrano

	* [r14022] test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/matrices.cpp:
	  
	  avoided warnings

2008-01-05 13:02  Ferdinando Ametrano

	* [r14021] ql/termstructures/volatility/flatsmilesection.hpp,
	  ql/termstructures/volatility/smilesection.hpp,
	  ql/termstructures/volatility/spreadedsmilesection.cpp,
	  ql/termstructures/volatility/spreadedsmilesection.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp:
	  
	  cleaned up code

2008-01-04 23:17  Klaus Spanderen

	* [r14019] ql/methods/montecarlo/montecarlomodel.hpp,
	  ql/pricingengines/mcsimulation.hpp,
	  ql/pricingengines/vanilla/mchestonhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp,
	  ql/processes/hybridhestonhullwhiteprocess.cpp,
	  ql/processes/hybridhestonhullwhiteprocess.hpp,
	  ql/processes/jointstochasticprocess.cpp,
	  ql/processes/jointstochasticprocess.hpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/hybridhestonhullwhiteprocess.hpp:
	  
	  improved control variate for hybrid heston hull white model
	  better interface & class design

2008-01-04 23:15  Klaus Spanderen

	* [r14018]
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp:
	  
	  typo corrected

2008-01-04 23:13  Klaus Spanderen

	* [r14017] test-suite/hestonmodel.cpp:
	  
	  typo corrected

2008-01-04 23:12  Klaus Spanderen

	* [r14016] ql/math/matrix.cpp, ql/math/matrix.hpp,
	  test-suite/matrices.cpp, test-suite/matrices.hpp:
	  
	  added method to calculate the determinant

2008-01-04 17:10  Ferdinando Ametrano

	* [r14013] test-suite/cms.cpp:
	  
	  

2008-01-04 17:08  Luigi Ballabio

	* [r14012]
	  ql/termstructures/volatility/swaption/swaptionvolstructure.hpp:
	  
	  Compilation fix for gcc

2008-01-04 16:34  Ferdinando Ametrano

	* [r14011]
	  ql/termstructures/volatility/swaption/swaptionvolstructure.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.hpp:
	  
	  fixed glitch and formatting

2008-01-04 16:31  Ferdinando Ametrano

	* [r14010] ql/termstructures/volatility/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.hpp:
	  
	  formatting

2008-01-04 16:29  Ferdinando Ametrano

	* [r14009] ql/termstructures/volatility/swaption/swaptionvolcube2.cpp:
	  
	  formatting

2008-01-04 16:29  Ferdinando Ametrano

	* [r14008] ql/termstructures/volatility/swaption/swaptionvolcube2.hpp:
	  
	  

2008-01-04 15:54  Ferdinando Ametrano

	* [r14007]
	  ql/termstructures/volatility/swaption/swaptionvolstructure.cpp:
	  
	  

2008-01-04 15:43  Ferdinando Ametrano

	* [r14006] ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/termstructures/volatility/optionlet/constantoptionletvol.cpp,
	  ql/termstructures/volatility/optionlet/constantoptionletvol.hpp,
	  ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp,
	  ql/termstructures/volatility/optionlet/spreadedoptionletvol.cpp,
	  ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp,
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.cpp,
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp,
	  ql/termstructures/volatility/swaption/swaptionconstantvol.cpp,
	  ql/termstructures/volatility/swaption/swaptionconstantvol.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.hpp,
	  test-suite/assetswap.cpp, test-suite/capflooredcoupon.cpp,
	  test-suite/digitalcoupon.cpp,
	  test-suite/libormarketmodelprocess.cpp, test-suite/swap.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  fixed many glitches in constant/spreaded optionlet/swaption vol
	  classes

2008-01-04 12:22  Ferdinando Ametrano

	* [r14005]
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.cpp,
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp,
	  ql/termstructures/volatility/swaption/swaptionconstantvol.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.hpp:
	  
	  fixed incoherent maxSwapLength calculation bug

2008-01-04 11:42  Luigi Ballabio

	* [r14004] ql/instruments/makecms.cpp, ql/instruments/makecms.hpp:
	  
	  Fixes for revision 13897:
	  - restored the old constructor as overloading; the ibor index
	  contained
	  in the swap index might be ok;
	  - for the principle of least surprise, if no spread is passed no
	  spread
	  should be used;
	  - replaced magic number (Null<double>) with explicit withAtmSpread
	  method

2008-01-04 11:05  Ferdinando Ametrano

	* [r14003]
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.cpp,
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.hpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  consolidated different convertSwapTenor methods in just one
	  (non-virtual) method in the SwaptionVolatilityStructure base class

2008-01-04 10:34  Ferdinando Ametrano

	* [r14002]
	  ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp:
	  
	  - avoided duplicate checks
	  - formatting

2008-01-04 09:58  Luigi Ballabio

	* [r14001]
	  ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp:
	  
	  Compilation fix for gcc

2008-01-04 09:24  Ferdinando Ametrano

	* [r14000] test-suite/swaptionvolatilitycube.cpp:
	  
	  

2008-01-04 09:14  Ferdinando Ametrano

	* [r13999] ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/termstructures/volatility/optionlet/capletvariancecurve.hpp,
	  ql/termstructures/volatility/optionlet/constantoptionletvol.cpp,
	  ql/termstructures/volatility/optionlet/constantoptionletvol.hpp,
	  ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp,
	  ql/termstructures/volatility/optionlet/spreadedoptionletvol.cpp,
	  ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp,
	  ql/termstructures/volatility/optionlet/strippedoptionlet.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionlet.hpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletadapter.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp,
	  test-suite/capflooredcoupon.cpp, test-suite/digitalcoupon.cpp,
	  test-suite/libormarketmodelprocess.cpp, test-suite/swap.cpp:
	  
	  - added smilesection methods to OptionletVolatilityStructure. Now it
	  should be evident that SwaptionVolatilityStructure is nothing else
	  that a container of many OptionletVolatilityStructure.
	  - reorder some related code

2008-01-03 19:06  Ferdinando Ametrano

	* [r13998] ql/termstructures/volatility/equityfx/blackconstantvol.hpp,
	  ql/termstructures/volatility/equityfx/blackvariancecurve.hpp,
	  ql/termstructures/volatility/equityfx/blackvariancesurface.hpp,
	  ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp:
	  
	  fixed comments

2008-01-03 19:04  Ferdinando Ametrano

	* [r13997] ql/termstructures/volatility/equityfx/localconstantvol.hpp,
	  ql/termstructures/volatility/equityfx/localvolcurve.hpp,
	  ql/termstructures/volatility/equityfx/localvolsurface.hpp:
	  
	  fixed comments

2008-01-03 18:56  Ferdinando Ametrano

	* [r13996] ql/experimental/abcdatmvolcurve.cpp,
	  ql/experimental/abcdatmvolcurve.hpp:
	  
	  cleaned up inclusions

2008-01-03 18:36  Ferdinando Ametrano

	* [r13995]
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.cpp,
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.hpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  replaced convertDates methods with equivalent (timeFromreference
	  and) convertSwapTenor methods

2008-01-03 16:47  Ferdinando Ametrano

	* [r13994]
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.hpp:
	  
	  - added void checkSwapTenor methods, and removed
	  checkRange(Time/const Date&, Time/const Period&, Rate, bool)
	  - added option date and swap tenor checks to smileSection methods
	  - added "bool extrapolate" as last input parameter to smileSection
	  methods

2008-01-03 16:35  Ferdinando Ametrano

	* [r13993] test-suite/cms.cpp:
	  
	  

2008-01-03 14:55  Ferdinando Ametrano

	* [r13992] ql/termstructures/inflationtermstructure.hpp:
	  
	  removed redundant definition

2008-01-03 14:54  Ferdinando Ametrano

	* [r13991]
	  ql/termstructures/volatility/swaption/swaptionvolstructure.hpp:
	  
	  removed redundant private data member

2008-01-03 14:37  Luigi Ballabio

	* [r13990] ql/termstructures/volatility/Makefile.am,
	  ql/termstructures/volatility/all.hpp,
	  ql/termstructures/volatility/smilesection.hpp:
	  
	  Fixes for gcc build

2008-01-03 13:15  Ferdinando Ametrano

	* [r13989] ql/experimental/abcdatmvolcurve.hpp,
	  ql/experimental/sabrvolsurface.hpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp,
	  ql/termstructures/volatility/equityfx/blackvariancecurve.hpp,
	  ql/termstructures/volatility/equityfx/blackvoltermstructure.cpp,
	  ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp,
	  ql/termstructures/volatility/equityfx/localvoltermstructure.cpp,
	  ql/termstructures/volatility/equityfx/localvoltermstructure.hpp,
	  ql/termstructures/volatility/optionlet/constantoptionletvol.hpp,
	  ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp,
	  ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.hpp,
	  ql/termstructures/voltermstructure.cpp,
	  ql/termstructures/voltermstructure.hpp:
	  
	  - moved minStrike and maxStrike in the VolatilityTermStructure
	  interface
	  - added VolatilityTermStructure::checkStrike(Rate, bool)

2008-01-03 13:13  Ferdinando Ametrano

	* [r13988] ql/index.hpp:
	  
	  - added QuantLib::Index::timeSeries() inspector
	  - exported qlTimeSeriesFromIndex constructor to QuantLibAddin

2008-01-03 10:56  Ferdinando Ametrano

	* [r13985] ql/termstructure.cpp, ql/termstructure.hpp:
	  
	  checkRange(const Date&, bool) now returns date-based error messages

2008-01-03 10:20  Ferdinando Ametrano

	* [r13984] ql/cashflows/conundrumpricer.cpp,
	  ql/cashflows/conundrumpricer.hpp,
	  ql/termstructures/volatility/swaption/cmsmarket.cpp,
	  ql/termstructures/volatility/swaption/cmsmarket.hpp,
	  test-suite/assetswap.cpp, test-suite/cms.cpp:
	  
	  cleaning up CMS conundrum code (work in progress)

2008-01-02 12:30  Ferdinando Ametrano

	* [r13974] test-suite/cms.cpp:
	  
	  

2008-01-02 12:23  Ferdinando Ametrano

	* [r13973] ql/pricingengines/capfloor/blackcapfloorengine.cpp:
	  
	  avoided useless registration

2008-01-02 12:23  Ferdinando Ametrano

	* [r13972] ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.hpp:
	  
	  added BlackSwaption constructor with Volatility input

2008-01-02 12:18  Ferdinando Ametrano

	* [r13971] ql/termstructure.cpp:
	  
	  formatting

2008-01-02 11:01  Ferdinando Ametrano

	* [r13969] ql/cashflows/cmscoupon.cpp, ql/cashflows/cmscoupon.hpp:
	  
	  formatting

2008-01-02 11:00  Ferdinando Ametrano

	* [r13968] ql/cashflows/iborcoupon.cpp, ql/cashflows/iborcoupon.hpp:
	  
	  added iborIndex inspector

2008-01-02 10:59  Ferdinando Ametrano

	* [r13967] ql/cashflows/cashflowvectors.hpp:
	  
	  default nominal = 1.0

2008-01-02 09:49  Ferdinando Ametrano

	* [r13966] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp:
	  
	  - removed const reference when it required additional object
	  creation
	  - added a couple of const reference where appropriate
	  - fixed different behavior between npv and bps when a
	  YieldTermStructure is provided

2007-12-31 14:39  Ferdinando Ametrano

	* [r13965] test-suite/swaption.cpp:
	  
	  fixed bug (testing exercise into expired swaps was not that
	  interesting...)

2007-12-31 08:43  Ferdinando Ametrano

	* [r13961]
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.cpp,
	  ql/termstructures/volatility/swaption/swaptionconstantvol.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp,
	  test-suite/rangeaccrual.cpp:
	  
	  reordered Smilesection (sorry for breaking up this change in
	  multiple commits)

2007-12-31 08:15  Ferdinando Ametrano

	* [r13960] QuantLib_vc8.vcproj:
	  
	  reordered Smilesection

2007-12-31 07:59  Ferdinando Ametrano

	* [r13959] test-suite/cms.cpp:
	  
	  cleaned up messy code

2007-12-31 07:40  Ferdinando Ametrano

	* [r13957] ql/termstructures/volatility/flatsmilesection.cpp,
	  ql/termstructures/volatility/flatsmilesection.hpp,
	  ql/termstructures/volatility/smilesection.cpp,
	  ql/termstructures/volatility/smilesection.hpp,
	  ql/termstructures/volatility/spreadedsmilesection.cpp,
	  ql/termstructures/volatility/spreadedsmilesection.hpp:
	  
	  reordered

2007-12-31 07:35  Ferdinando Ametrano

	* [r13956] ql/pricingengines/genericmodelengine.hpp:
	  
	  - allowed setting of null ModelType (to 'invalidate' object)

2007-12-31 07:34  Ferdinando Ametrano

	* [r13955] ql/instruments/makecapfloor.hpp:
	  
	  removed (wrong) default parameter

2007-12-31 07:33  Ferdinando Ametrano

	* [r13954] ql/instruments/makecms.hpp:
	  
	  formatting

2007-12-31 07:28  Ferdinando Ametrano

	* [r13953] ql/instruments/vanillaswap.hpp:
	  
	  fixed first letter capitalization (as in all other enumerations)

2007-12-31 07:27  Ferdinando Ametrano

	* [r13952] ql/cashflows/capflooredcoupon.cpp,
	  ql/cashflows/conundrumpricer.hpp, ql/cashflows/couponpricer.cpp,
	  ql/cashflows/couponpricer.hpp, ql/cashflows/digitalcoupon.hpp,
	  ql/cashflows/floatingratecoupon.cpp:
	  
	  - allowed setting of null pricer (to 'invalidate' object) and of
	  empty Handle (which can be linked later on, before being actually
	  used)
	  - added std:.ostream& operator<<(ostrem&,
	  GFunctionFuctory::ModelOfYieldCurve)
	  - formatting

2007-12-26 23:53  Ferdinando Ametrano

	* [r13930] ql/time/frequency.cpp:
	  
	  fixed first letter capitalization (as in all other enumerations)

2007-12-26 23:51  Ferdinando Ametrano

	* [r13929] ql/time/schedule.cpp:
	  
	  guarded against out-of-bound access

2007-12-26 15:01  Ferdinando Ametrano

	* [r13920] ql/termstructures/volatility/swaption/cmsmarket.cpp,
	  ql/termstructures/volatility/swaption/cmsmarket.hpp:
	  
	  cleaned up messy code (also gained some efficiency).
	  There is still a lot to do...

2007-12-26 15:00  Ferdinando Ametrano

	* [r13919]
	  ql/termstructures/volatility/swaption/cmsmarketcalibration.cpp:
	  
	  formatted, avoided a couple of useless Array copy, smarter
	  constraint test

2007-12-25 16:20  Ferdinando Ametrano

	* [r13912]
	  ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp:
	  
	  cleaned up inclusions

2007-12-25 16:09  Ferdinando Ametrano

	* [r13910] ql/instruments/makecms.hpp,
	  ql/termstructures/volatility/swaption/cmsmarket.cpp,
	  ql/termstructures/volatility/swaption/cmsmarket.hpp:
	  
	  catching up with the new makeCMs signature

2007-12-25 12:02  Ferdinando Ametrano

	* [r13909] ql/instruments/makecms.cpp:
	  
	  fixed bug: avoided null CouponPricer setting

2007-12-24 12:40  Ferdinando Ametrano

	* [r13902] ql/termstructure.hpp:
	  
	  made timeFromReference public

2007-12-24 12:38  Ferdinando Ametrano

	* [r13901] ql/instruments/vanillaswap.cpp,
	  ql/instruments/vanillaswap.hpp:
	  
	  added iborIndex inspector

2007-12-24 12:37  Ferdinando Ametrano

	* [r13900] ql/instruments/makevanillaswap.hpp,
	  ql/instruments/swap.cpp:
	  
	  

2007-12-24 12:36  Ferdinando Ametrano

	* [r13899] ql/instruments/makeswaptions.cpp,
	  ql/instruments/makeswaptions.hpp:
	  
	  - fixed signature: the option tenor is very much unlikely to be
	  0*Days!
	  - improved constness and mutability

2007-12-24 12:33  Ferdinando Ametrano

	* [r13898] ql/instruments/makecapfloor.cpp,
	  ql/instruments/makecapfloor.hpp:
	  
	  fixed bug: ATM rate must be calculated on forecasting term
	  structure.
	  removed withDiscountingTermStructure method as it should be
	  redundant with the one in the PricingEngine.
	  Further analysis is needed

2007-12-24 12:32  Ferdinando Ametrano

	* [r13897] ql/instruments/makecms.cpp, ql/instruments/makecms.hpp:
	  
	  - fixed bug: the floating IborIndex cannot inherit the term
	  structure from the SwapIndex, since they can have different
	  forecasting curves.
	  - added withCmsCouponPricer method.
	  - enhanced so that if Null<Spread>() is used as spread over
	  IborIndex, the ATM level is used

2007-12-24 12:01  Ferdinando Ametrano

	* [r13896] ql/instruments/makevanillaswap.cpp,
	  ql/instruments/makevanillaswap.hpp:
	  
	  fixed bug: the ATM strike must be calculated on forecasting curve.
	  The discountingTermStructure is immediately hidden in the
	  DiscountingSwapEngine

2007-12-23 18:51  Eric Ehlers

	* [r13876] test-suite/piecewiseyieldcurve.cpp:
	  
	  Merged revisions 13852:13875 from R000900-branch to trunk

2007-12-22 16:57  Ferdinando Ametrano

	* [r13873]
	  ql/termstructures/volatility/optionlet/optionletstripper.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper1.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper1.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper2.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper2.hpp,
	  ql/termstructures/volatility/optionlet/strippedoptionlet.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionlet.hpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletadapter.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp:
	  
	  revisited and bug fixed

2007-12-22 16:49  Ferdinando Ametrano

	* [r13872] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp:
	  
	  switched signatures to Natural instead of Integer and const Date&
	  instead of Date

2007-12-19 20:03  Ferdinando Ametrano

	* [r13855] Announce.txt, ChangeLog.txt, Contributors.txt,
	  Docs/pages/authors.docs, Docs/pages/history.docs,
	  Docs/pages/license.docs, Docs/pages/overview.docs,
	  Docs/quantlib.doxy, Docs/quantlibheader.html,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption_vc9.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc9.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/DiscreteHedging/DiscreteHedging_vc9.vcproj,
	  Examples/EquityOption/EquityOption.cpp,
	  Examples/EquityOption/EquityOption_vc9.vcproj, Examples/FRA/FRA.cpp,
	  Examples/FRA/FRA_vc9.vcproj,
	  Examples/FittedBondCurve/FittedBondCurve.cpp,
	  Examples/FittedBondCurve/FittedBondCurve_vc9.vcproj,
	  Examples/Replication/Replication.cpp,
	  Examples/Replication/Replication_vc9.vcproj, Examples/Repo/Repo.cpp,
	  Examples/Repo/Repo_vc9.vcproj, Examples/Swap/Swap_vc9.vcproj,
	  Examples/Swap/swapvaluation.cpp, LICENSE.TXT, News.txt,
	  QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  QuantLib_vc9.sln, QuantLib_vc9.vcproj, man/FittedBondCurve.1,
	  man/Makefile.am, ql/Makefile.am, ql/auto_link.hpp,
	  ql/cashflows/averagebmacoupon.cpp, ql/cashflows/couponpricer.cpp,
	  ql/cashflows/iborcoupon.cpp, ql/cashflows/replication.hpp,
	  ql/config.msvc.hpp, ql/event.hpp, ql/exercise.hpp,
	  ql/experimental/sabrvolsurface.hpp, ql/experimental/volcube.hpp,
	  ql/indexes/bmaindex.cpp, ql/indexes/iborindex.hpp,
	  ql/indexes/inflation/ukrpi.hpp, ql/indexes/inflationindex.cpp,
	  ql/indexes/inflationindex.hpp, ql/indexes/swap/euriborswapfixa.hpp,
	  ql/indexes/swap/euriborswapfixb.hpp,
	  ql/indexes/swap/euriborswapfixifr.hpp,
	  ql/indexes/swap/eurliborswapfixa.hpp,
	  ql/indexes/swap/eurliborswapfixb.hpp,
	  ql/indexes/swap/eurliborswapfixifr.hpp, ql/indexes/swapindex.cpp,
	  ql/instruments/assetswap.cpp, ql/instruments/assetswap.hpp,
	  ql/instruments/basketoption.hpp, ql/instruments/capfloor.hpp,
	  ql/instruments/inflationswap.hpp,
	  ql/instruments/makevanillaswap.cpp,
	  ql/instruments/makevanillaswap.hpp,
	  ql/instruments/yearonyearinflationswap.cpp,
	  ql/instruments/yearonyearinflationswap.hpp,
	  ql/instruments/zerocouponinflationswap.hpp,
	  ql/legacy/pricers/discretegeometricaso.hpp, ql/math/bspline.hpp,
	  ql/math/interpolations/loginterpolation.hpp,
	  ql/math/optimization/conjugategradient.cpp,
	  ql/math/optimization/simplex.cpp,
	  ql/math/randomnumbers/sobolrsg.cpp,
	  ql/methods/finitedifferences/pdeshortrate.hpp,
	  ql/methods/finitedifferences/stepcondition.hpp,
	  ql/methods/montecarlo/multipathgenerator.hpp,
	  ql/models/marketmodels/evolutiondescription.hpp,
	  ql/models/marketmodels/marketmodeldifferences.cpp,
	  ql/models/marketmodels/marketmodeldifferences.hpp,
	  ql/models/marketmodels/models/capletcoterminalperiodic.cpp,
	  ql/models/marketmodels/models/fwdperiodadapter.cpp,
	  ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp,
	  ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.cpp,
	  ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.hpp,
	  ql/option.hpp, ql/pricingengines/barrier/analyticbarrierengine.hpp,
	  ql/pricingengines/forward/replicatingvarianceswapengine.hpp,
	  ql/pricingengines/hybrid/binomialconvertibleengine.hpp,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp,
	  ql/pricingengines/vanilla/fdconditions.hpp,
	  ql/pricingengines/vanilla/mchestonhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp,
	  ql/processes/hybridhestonhullwhiteprocess.cpp,
	  ql/processes/hybridhestonhullwhiteprocess.hpp,
	  ql/processes/jointstochasticprocess.cpp,
	  ql/processes/jointstochasticprocess.hpp,
	  ql/termstructures/inflation/inflationhelpers.cpp,
	  ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp,
	  ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp,
	  ql/termstructures/volatility/equityfx/localconstantvol.hpp,
	  ql/termstructures/volatility/equityfx/localvolcurve.hpp,
	  ql/termstructures/volatility/optionlet/Makefile.am,
	  ql/termstructures/volatility/optionlet/all.hpp,
	  ql/termstructures/volatility/optionlet/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatility/optionlet/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper1.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper2.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletadapter.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp,
	  ql/termstructures/yield/bootstraptraits.hpp,
	  ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp, ql/time/calendar.cpp,
	  ql/time/calendars/brazil.cpp, ql/time/calendars/brazil.hpp,
	  test-suite/Makefile.am, test-suite/assetswap.cpp,
	  test-suite/capfloor.cpp, test-suite/digitalcoupon.cpp,
	  test-suite/digitaloption.cpp, test-suite/hestonmodel.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/hybridhestonhullwhiteprocess.hpp,
	  test-suite/inflation.cpp, test-suite/inflation.hpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/optimizers.cpp, test-suite/period.cpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/quantlibbenchmark.cpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/swapforwardmappings.cpp, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj,
	  test-suite/testsuite_vc9.vcproj:
	  
	  merged changeset 13573:13852 from branches\R000900-branch into trunk

2007-12-19 19:02  Ferdinando Ametrano

	* [r13854] ql/interestrate.hpp:
	  
	  added default parameters

2007-12-18 22:54  Mark Joshi

	* [r13843] ql/math/randomnumbers/sobolrsg.cpp:
	  
	  bug fixes for Kuo numbers

2007-12-15 09:18  Ferdinando Ametrano

	* [r13831] ql/cashflows/cashflows.cpp:
	  
	  formatting

2007-12-07 03:10  Mark Joshi

	* [r13731] ql/math/randomnumbers/sobolrsg.cpp:
	  
	  put in missing zeros from initializer lists

2007-11-30 09:14  Marco Bianchetti

	* [r13624] test-suite:
	  
	  fixed properties

2007-11-29 13:35  Ferdinando Ametrano

	* [r13605] QuantLib_vc7.vcproj,
	  ql/termstructures/volatility/optionlet/Makefile.am,
	  ql/termstructures/volatility/optionlet/all.hpp:
	  
	  gcc and VC7 catching up (DevCpp not updated...)

2007-11-29 13:28  Giorgio Facchinetti

	* [r13604]
	  ql/termstructures/volatility/optionlet/strippedoptionlet.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionlet.hpp:
	  
	  Added StrippedOptionlet class

2007-11-29 11:39  Giorgio Facchinetti

	* [r13603] QuantLib_vc8.vcproj,
	  ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp:
	  
	  Added StrippedOptionlet class

2007-11-27 12:42  Luigi Ballabio

	* [r13572] test-suite/testsuite.dev:
	  
	  Dev-C++ catching up

2007-11-27 11:23  Luigi Ballabio

	* [r13567] ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp:
	  
	  Added BMA-swap rate helper (thanks to Roland Lichters)

2007-11-27 11:23  Luigi Ballabio

	* [r13566] QuantLib.dev:
	  
	  Dev-C++ catching up

2007-11-27 10:52  Luigi Ballabio

	* [r13564] ql/quotes/Makefile.am, ql/quotes/all.hpp:
	  
	  Added new files to gcc build

2007-11-27 10:12  Giorgio Facchinetti

	* [r13562]
	  ql/termstructures/volatility/optionlet/optionletstripper1.cpp:
	  
	  minor change

2007-11-27 09:53  Luigi Ballabio

	* [r13559] QuantLib_vc7.vcproj:
	  
	  VC++7 catching up

2007-11-27 09:41  Luigi Ballabio

	* [r13558] QuantLib_vc8.vcproj:
	  
	  VC++8 catching up

2007-11-27 09:32  Ferdinando Ametrano

	* [r13557] QuantLib_vc8.vcproj, ql/quotes/forwardswapquote.cpp,
	  ql/quotes/forwardswapquote.hpp:
	  
	  introduced ForwardSwapQuote

2007-11-27 09:30  Luigi Ballabio

	* [r13556] ql/methods/montecarlo/mctypedefs.hpp:
	  
	  Removed obsolete file

2007-11-27 09:22  Luigi Ballabio

	* [r13555] QuantLib_vc7.vcproj, test-suite/testsuite_vc7.vcproj:
	  
	  VC++7 catching up

2007-11-26 17:29  Ferdinando Ametrano

	* [r13545] ql/utilities/dataparsers.cpp:
	  
	  formatting

2007-11-26 14:26  Luigi Ballabio

	* [r13538] ql/processes/jointstochasticprocess.cpp:
	  
	  Added salvaging algorithm

2007-11-26 12:46  Luigi Ballabio

	* [r13536] ql/processes/hybridhestonhullwhiteprocess.cpp,
	  ql/processes/hybridhestonhullwhiteprocess.hpp,
	  ql/processes/jointstochasticprocess.cpp,
	  ql/processes/jointstochasticprocess.hpp:
	  
	  Bug fix

2007-11-26 11:19  Luigi Ballabio

	* [r13535] ql/cashflows/averagebmacoupon.cpp:
	  
	  Fixing correction (thanks to Roland Lichters)

2007-11-26 11:00  Luigi Ballabio

	* [r13534] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/FittedBondCurve/FittedBondCurve.cpp:
	  
	  Fixed formatting of output

2007-11-26 09:43  Ferdinando Ametrano

	* [r13532] test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  avoided warning

2007-11-26 09:42  Luigi Ballabio

	* [r13531] ql/indexes/bmaindex.hpp:
	  
	  Doc fix

2007-11-26 09:30  Luigi Ballabio

	* [r13530] test-suite/lowdiscrepancysequences.cpp:
	  
	  Updated cached values for new implementation

2007-11-26 08:53  Luigi Ballabio

	* [r13529] ql/time/dategenerationrule.hpp:
	  
	  Docs fixes

2007-11-25 21:59  Luigi Ballabio

	* [r13528] ql/math/randomnumbers/sobolrsg.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  Compilation fixes for Mac OS X 10.3

2007-11-23 17:10  Luigi Ballabio

	* [r13525] ql/indexes/bmaindex.cpp, ql/instruments/makecapfloor.hpp,
	  ql/time/schedule.cpp, ql/time/schedule.hpp,
	  test-suite/convertiblebonds.cpp:
	  
	  More uniform method names; restored a couple of convenience methods

2007-11-23 17:10  Luigi Ballabio

	* [r13524] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  Examples/FittedBondCurve/FittedBondCurve.cpp,
	  Examples/Repo/Repo.cpp, Examples/Swap/swapvaluation.cpp:
	  
	  Fixed examples

2007-11-23 17:09  Luigi Ballabio

	* [r13523] ql/time/Makefile.am, ql/time/all.hpp:
	  
	  Added new files to gcc build

2007-11-23 16:14  Luigi Ballabio

	* [r13520]
	  ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp,
	  ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp,
	  ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/zerocurve.hpp:
	  
	  Added check on interpolated times

2007-11-23 16:02  Ferdinando Ametrano

	* [r13519] ql/instruments/makecapfloor.cpp,
	  ql/instruments/makecapfloor.hpp, ql/instruments/makecms.cpp,
	  ql/instruments/makecms.hpp, ql/instruments/makevanillaswap.cpp,
	  ql/instruments/makevanillaswap.hpp:
	  
	  using DateGeneration::Rule

2007-11-23 15:33  Ferdinando Ametrano

	* [r13517] ql/cashflows/rangeaccrual.cpp, ql/indexes/bmaindex.cpp,
	  ql/indexes/swapindex.cpp, ql/instruments/assetswap.cpp,
	  ql/instruments/bonds/fixedratebond.cpp,
	  ql/instruments/bonds/fixedratebond.hpp,
	  ql/instruments/bonds/floatingratebond.cpp,
	  ql/instruments/bonds/floatingratebond.hpp,
	  ql/instruments/makecms.cpp, ql/instruments/makevanillaswap.cpp,
	  ql/legacy/libormarketmodels/lfmprocess.cpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp,
	  ql/time/schedule.cpp, ql/time/schedule.hpp,
	  test-suite/assetswap.cpp, test-suite/bermudanswaption.cpp,
	  test-suite/bonds.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/cms.cpp,
	  test-suite/compoundforward.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/curvestates.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/libormarketmodel.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/rangeaccrual.cpp,
	  test-suite/shortratemodels.cpp, test-suite/swap.cpp,
	  test-suite/swapforwardmappings.cpp, test-suite/swaption.cpp:
	  
	  using DateGeneration::Rule

2007-11-23 15:16  Luigi Ballabio

	* [r13516] Docs/Makefile.am, ql/cashflows/averagebmacoupon.hpp,
	  ql/indexes/inflationindex.hpp,
	  ql/instruments/yearonyearinflationswap.hpp,
	  ql/instruments/zerocouponinflationswap.hpp,
	  ql/termstructures/bootstrapper.hpp:
	  
	  Doc fixes

2007-11-23 15:14  Luigi Ballabio

	* [r13514] ql/math/linearleastsquaresregression.hpp,
	  test-suite/linearleastsquaresregression.cpp:
	  
	  Clearer method name

2007-11-23 14:45  Luigi Ballabio

	* [r13513] ql/termstructures/yield/ratehelpers.cpp:
	  
	  Compilation fix

2007-11-23 14:39  Mark Joshi

	* [r13512] ql/math/randomnumbers/sobolrsg.cpp:
	  
	  fixed ordering of primitive polynomials for SobolLevitan and
	  SobolLevitanLemieux methods

2007-11-23 11:48  Luigi Ballabio

	* [r13510] ql/math/randomnumbers/primitivepolynomials.h,
	  ql/math/randomnumbers/sobolrsg.cpp,
	  ql/math/randomnumbers/sobolrsg.hpp, ql/patterns/singleton.hpp,
	  ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp,
	  test-suite/lowdiscrepancysequences.cpp:
	  
	  Removed hard tabs

2007-11-23 10:18  Luigi Ballabio

	* [r13507] ql/models/marketmodels/models/capletcoterminalperiodic.cpp,
	  ql/termstructure.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper1.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletadapter.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  Removed gcc warnings

2007-11-23 08:35  Luigi Ballabio

	* [r13503] Examples/Swap/swapvaluation.cpp:
	  
	  Fixed example to work with revision 13499

2007-11-22 21:55  Ferdinando Ametrano

	* [r13502] ql/time/date.hpp:
	  
	  

2007-11-22 20:00  Ferdinando Ametrano

	* [r13501] QuantLib_vc8.vcproj, ql/time/dategenerationrule.cpp,
	  ql/time/dategenerationrule.hpp:
	  
	  added DateGeneration::Rule enumeration to be used by Schedule class

2007-11-22 19:55  Ferdinando Ametrano

	* [r13500] ql/time/schedule.cpp:
	  
	  added safety check

2007-11-22 19:23  Ferdinando Ametrano

	* [r13499] ql/models/marketmodels/historicalforwardratesanalysis.hpp,
	  ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/termstructures.cpp:
	  
	  made SwapRateHelper forward start enabled (and got rid of improper
	  settlementDays input parameter)

2007-11-22 18:12  Ferdinando Ametrano

	* [r13496] QuantLib_vc8.vcproj:
	  
	  catching up with files moved into experimental folder

2007-11-22 15:47  Luigi Ballabio

	* [r13495] configure.ac, ql/Makefile.am, ql/experimental,
	  ql/experimental/Makefile.am, ql/experimental/abcdatmvolcurve.cpp,
	  ql/experimental/abcdatmvolcurve.hpp, ql/experimental/all.hpp,
	  ql/experimental/blackatmvolcurve.cpp,
	  ql/experimental/blackatmvolcurve.hpp,
	  ql/experimental/blackvolsurface.cpp,
	  ql/experimental/blackvolsurface.hpp,
	  ql/experimental/equityfxvolsurface.cpp,
	  ql/experimental/equityfxvolsurface.hpp,
	  ql/experimental/interestratevolsurface.cpp,
	  ql/experimental/interestratevolsurface.hpp,
	  ql/experimental/sabrvolsurface.cpp,
	  ql/experimental/sabrvolsurface.hpp, ql/experimental/volcube.cpp,
	  ql/experimental/volcube.hpp, ql/quantlib.hpp,
	  ql/termstructures/volatility/Makefile.am,
	  ql/termstructures/volatility/abcdatmvolcurve.cpp,
	  ql/termstructures/volatility/abcdatmvolcurve.hpp,
	  ql/termstructures/volatility/all.hpp,
	  ql/termstructures/volatility/blackatmvolcurve.cpp,
	  ql/termstructures/volatility/blackatmvolcurve.hpp,
	  ql/termstructures/volatility/blackvolsurface.cpp,
	  ql/termstructures/volatility/blackvolsurface.hpp,
	  ql/termstructures/volatility/equityfxvolsurface.cpp,
	  ql/termstructures/volatility/equityfxvolsurface.hpp,
	  ql/termstructures/volatility/interestratevolsurface.cpp,
	  ql/termstructures/volatility/interestratevolsurface.hpp,
	  ql/termstructures/volatility/sabrvolsurface.cpp,
	  ql/termstructures/volatility/sabrvolsurface.hpp,
	  ql/termstructures/volatility/volcube.cpp,
	  ql/termstructures/volatility/volcube.hpp:
	  
	  Quarantined experimental classes

2007-11-22 13:54  Luigi Ballabio

	* [r13489] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  Examples/EquityOption/EquityOption.cpp,
	  Examples/Replication/Replication.cpp, QuantLib_vc7.vcproj,
	  QuantLib_vc8.vcproj, ql/instruments/Makefile.am,
	  ql/instruments/all.hpp, ql/instruments/asianoption.cpp,
	  ql/instruments/asianoption.hpp, ql/instruments/averagetype.cpp,
	  ql/instruments/averagetype.hpp, ql/instruments/barrieroption.cpp,
	  ql/instruments/barrieroption.hpp, ql/instruments/barriertype.cpp,
	  ql/instruments/barriertype.hpp, ql/instruments/basketoption.cpp,
	  ql/instruments/basketoption.hpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/convertiblebond.hpp,
	  ql/instruments/cliquetoption.cpp, ql/instruments/cliquetoption.hpp,
	  ql/instruments/dividendvanillaoption.cpp,
	  ql/instruments/dividendvanillaoption.hpp,
	  ql/instruments/europeanoption.cpp,
	  ql/instruments/europeanoption.hpp,
	  ql/instruments/forwardvanillaoption.cpp,
	  ql/instruments/forwardvanillaoption.hpp,
	  ql/instruments/impliedvolatility.cpp,
	  ql/instruments/impliedvolatility.hpp,
	  ql/instruments/lookbackoption.cpp,
	  ql/instruments/lookbackoption.hpp,
	  ql/instruments/multiassetoption.cpp,
	  ql/instruments/multiassetoption.hpp,
	  ql/instruments/oneassetoption.cpp,
	  ql/instruments/oneassetoption.hpp,
	  ql/instruments/oneassetstrikedoption.cpp,
	  ql/instruments/oneassetstrikedoption.hpp,
	  ql/instruments/quantoforwardvanillaoption.cpp,
	  ql/instruments/quantoforwardvanillaoption.hpp,
	  ql/instruments/quantovanillaoption.cpp,
	  ql/instruments/quantovanillaoption.hpp,
	  ql/instruments/vanillaoption.cpp, ql/instruments/vanillaoption.hpp,
	  ql/models/equity/hestonmodelhelper.cpp, ql/option.hpp,
	  ql/pricingengines/asian/analytic_cont_geom_av_price.cpp,
	  ql/pricingengines/asian/analytic_cont_geom_av_price.hpp,
	  ql/pricingengines/asian/analytic_discr_geom_av_price.cpp,
	  ql/pricingengines/asian/analytic_discr_geom_av_price.hpp,
	  ql/pricingengines/asian/mc_discr_arith_av_price.hpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  ql/pricingengines/asian/mcdiscreteasianengine.hpp,
	  ql/pricingengines/barrier/analyticbarrierengine.cpp,
	  ql/pricingengines/barrier/analyticbarrierengine.hpp,
	  ql/pricingengines/barrier/mcbarrierengine.hpp,
	  ql/pricingengines/basket/mcamericanbasketengine.hpp,
	  ql/pricingengines/basket/mcbasketengine.hpp,
	  ql/pricingengines/basket/stulzengine.cpp,
	  ql/pricingengines/basket/stulzengine.hpp,
	  ql/pricingengines/cliquet/analyticcliquetengine.cpp,
	  ql/pricingengines/cliquet/analyticcliquetengine.hpp,
	  ql/pricingengines/cliquet/analyticperformanceengine.cpp,
	  ql/pricingengines/cliquet/analyticperformanceengine.hpp,
	  ql/pricingengines/forward/forwardengine.hpp,
	  ql/pricingengines/forward/forwardperformanceengine.hpp,
	  ql/pricingengines/forward/mcvarianceswapengine.hpp,
	  ql/pricingengines/forward/replicatingvarianceswapengine.hpp,
	  ql/pricingengines/hybrid/binomialconvertibleengine.hpp,
	  ql/pricingengines/hybrid/discretizedconvertible.cpp,
	  ql/pricingengines/hybrid/discretizedconvertible.hpp,
	  ql/pricingengines/latticeshortratemodelengine.hpp,
	  ql/pricingengines/lookback/analyticcontinuousfixedlookback.cpp,
	  ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp,
	  ql/pricingengines/lookback/analyticcontinuousfloatinglookback.cpp,
	  ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp,
	  ql/pricingengines/mclongstaffschwartzengine.hpp,
	  ql/pricingengines/quanto/quantoengine.hpp,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp,
	  ql/pricingengines/vanilla/analyticdigitalamericanengine.cpp,
	  ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp,
	  ql/pricingengines/vanilla/analyticdividendeuropeanengine.cpp,
	  ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp,
	  ql/pricingengines/vanilla/analyticeuropeanengine.cpp,
	  ql/pricingengines/vanilla/analyticeuropeanengine.hpp,
	  ql/pricingengines/vanilla/analytichestonengine.cpp,
	  ql/pricingengines/vanilla/analytichestonengine.hpp,
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp,
	  ql/pricingengines/vanilla/baroneadesiwhaleyengine.cpp,
	  ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp,
	  ql/pricingengines/vanilla/batesengine.cpp,
	  ql/pricingengines/vanilla/batesengine.hpp,
	  ql/pricingengines/vanilla/binomialengine.hpp,
	  ql/pricingengines/vanilla/bjerksundstenslandengine.cpp,
	  ql/pricingengines/vanilla/bjerksundstenslandengine.hpp,
	  ql/pricingengines/vanilla/discretizedvanillaoption.cpp,
	  ql/pricingengines/vanilla/discretizedvanillaoption.hpp,
	  ql/pricingengines/vanilla/fdbermudanengine.hpp,
	  ql/pricingengines/vanilla/fdconditions.hpp,
	  ql/pricingengines/vanilla/fddividendengine.hpp,
	  ql/pricingengines/vanilla/fdeuropeanengine.hpp,
	  ql/pricingengines/vanilla/fdmultiperiodengine.cpp,
	  ql/pricingengines/vanilla/fdmultiperiodengine.hpp,
	  ql/pricingengines/vanilla/fdstepconditionengine.hpp,
	  ql/pricingengines/vanilla/fdvanillaengine.cpp,
	  ql/pricingengines/vanilla/fdvanillaengine.hpp,
	  ql/pricingengines/vanilla/integralengine.cpp,
	  ql/pricingengines/vanilla/integralengine.hpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.cpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.hpp,
	  ql/pricingengines/vanilla/juquadraticengine.cpp,
	  ql/pricingengines/vanilla/juquadraticengine.hpp,
	  ql/pricingengines/vanilla/mcamericanengine.hpp,
	  ql/pricingengines/vanilla/mcdigitalengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanhestonengine.hpp,
	  ql/pricingengines/vanilla/mchestonhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp,
	  ql/pricingengines/vanilla/mcvanillaengine.hpp,
	  ql/time/frequency.hpp, test-suite/americanoption.cpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/batesmodel.cpp,
	  test-suite/cliquetoption.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/digitalcoupon.cpp, test-suite/digitaloption.cpp,
	  test-suite/dividendoption.cpp, test-suite/europeanoption.cpp,
	  test-suite/forwardoption.cpp, test-suite/hestonmodel.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/jumpdiffusion.cpp, test-suite/lookbackoptions.cpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/quantooption.cpp, test-suite/varianceswaps.cpp:
	  
	  Merged engine-refactoring branch (moved underlying process from
	  options to engines)

2007-11-22 11:01  Mark Joshi

	* [r13486] ql/math/randomnumbers/sobolrsg.cpp,
	  ql/math/randomnumbers/sobolrsg.hpp:
	  
	  added JoeKuoD5,D7 numbers

2007-11-22 10:53  Ferdinando Ametrano

	* [r13485] QuantLib_vc8.vcproj,
	  ql/termstructures/volatility/optionlet/Makefile.am,
	  ql/termstructures/volatility/optionlet/all.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper2.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripperadapter.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripperadapter.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripperbase.hpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletadapter.cpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp,
	  ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp:
	  
	  renamed OptionletStripperBase as StrippedOptionletBase and adapted
	  its interface accordingly in order to allow for exogenously stripped
	  optionlet volatility

2007-11-22 10:20  Mark Joshi

	* [r13484] ql/math/randomnumbers/sobolrsg.cpp,
	  ql/math/randomnumbers/sobolrsg.hpp:
	  
	  added JoeKuoD6 direction numbers

2007-11-21 11:44  Marco Bianchetti

	* [r13471] test-suite/interpolations.cpp:
	  
	  reverted wrong header file inclusion (sorry for the inconvenient)

2007-11-21 11:14  Luigi Ballabio

	* [r13469] ql/quantlib.hpp:
	  
	  Regenerated header file

2007-11-21 11:12  Luigi Ballabio

	* [r13468] ql/Makefile.am:
	  
	  Fix for Cygwin installation

2007-11-21 10:22  Luigi Ballabio

	* [r13466] test-suite/interpolations.cpp:
	  
	  Copyright attributions in chronological order (unless I'm
	  mistaken---if anyone knows it's usually done differently, please let
	  me know)

2007-11-21 08:43  Marco Bianchetti

	* [r13464] test-suite/interpolations.cpp:
	  
	  Added comments

2007-11-20 16:52  Luigi Ballabio

	* [r13463] Examples/FittedBondCurve/FittedBondCurve.cpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.cpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.hpp,
	  ql/termstructures/yield/nonlinearfittingmethods.cpp,
	  ql/termstructures/yield/nonlinearfittingmethods.hpp:
	  
	  Cloning fitting methods to allow persistence of results even when
	  passed to several curves

2007-11-20 15:02  Luigi Ballabio

	* [r13460] ql/patterns/singleton.hpp:
	  
	  Fix for problems when CLR support is enabled in VC++

2007-11-20 12:08  Ferdinando Ametrano

	* [r13454] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-11-20 11:38  Luigi Ballabio

	* [r13453] ql/time/calendars/china.cpp, ql/time/calendars/china.hpp,
	  ql/time/calendars/hongkong.cpp, ql/time/calendars/hongkong.hpp,
	  ql/time/calendars/indonesia.hpp:
	  
	  Updated Hong Kong's holidays for 2008 and China's for 2007

2007-11-20 10:19  Luigi Ballabio

	* [r13450] ql/time/calendars/canada.cpp, ql/time/calendars/canada.hpp:
	  
	  Added new holiday to Canadian calendars (thanks to Matt Knox)

2007-11-20 08:33  Marco Bianchetti

	* [r13444] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-11-19 16:47  Luigi Ballabio

	* [r13440] ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/bmaswap.cpp, ql/instruments/bmaswap.hpp:
	  
	  Added BMA swaps (thanks to Roland Lichters)

2007-11-19 16:35  Marco Bianchetti

	* [r13439] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-11-19 16:15  Luigi Ballabio

	* [r13438] ql/cashflows/averagebmacoupon.cpp:
	  
	  Fixed gearing/spread calculation

2007-11-19 15:43  Mark Joshi

	* [r13437] ql/math/randomnumbers/sobolrsg.cpp,
	  ql/math/randomnumbers/sobolrsg.hpp:
	  
	  added Kuo3 initialization numbers, also made all Kuo numbers work
	  with reordered primitive polynomials

2007-11-19 14:11  Luigi Ballabio

	* [r13434] ql/instruments/vanillaswap.hpp:
	  
	  Removed unneeded forward declaration (which was also stealing
	  Doxygen comment)

2007-11-19 12:33  Ferdinando Ametrano

	* [r13432] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-11-19 12:18  Luigi Ballabio

	* [r13431] test-suite/swaption.cpp:
	  
	  Reverted cached values to go with revision 13408

2007-11-19 11:44  Luigi Ballabio

	* [r13430] ql/cashflows/Makefile.am, ql/cashflows/all.hpp,
	  ql/cashflows/averagebmacoupon.cpp,
	  ql/cashflows/averagebmacoupon.hpp, ql/cashflows/cashflowvectors.cpp,
	  ql/cashflows/cashflowvectors.hpp,
	  ql/cashflows/floatingratecoupon.cpp,
	  ql/cashflows/floatingratecoupon.hpp,
	  ql/indexes/interestrateindex.hpp, ql/utilities/Makefile.am,
	  ql/utilities/all.hpp, ql/utilities/vectors.hpp:
	  
	  Added average-BMA coupon (thanks to Roland Lichters)

2007-11-19 11:41  Luigi Ballabio

	* [r13429] ql/indexes/bmaindex.cpp:
	  
	  Correct fixing schedule and check

2007-11-19 09:49  Katiuscia Manzoni

	* [r13424] test-suite/lowdiscrepancysequences.cpp:
	  
	  Fixed randomized lattice rule bug so that randomization now takes
	  fixed seed (MJ)

2007-11-19 08:28  Marco Bianchetti

	* [r13419] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-11-16 17:50  Ferdinando Ametrano

	* [r13408] ql/indexes/swap/euriborswapfixb.cpp,
	  ql/indexes/swap/euriborswapfixifr.cpp,
	  ql/indexes/swap/eurliborswapfixa.cpp,
	  ql/indexes/swap/eurliborswapfixb.cpp,
	  ql/indexes/swap/eurliborswapfixifr.cpp,
	  ql/instruments/makevanillaswap.cpp:
	  
	  reverted Rev13383

2007-11-16 17:35  Katiuscia Manzoni

	* [r13407] ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp:
	  
	  Added swapRateHelper constructor taking swap index as input

2007-11-16 17:02  Ferdinando Ametrano

	* [r13403] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-11-16 14:16  Luigi Ballabio

	* [r13396] ql/indexes/bmaindex.cpp, ql/indexes/bmaindex.hpp:
	  
	  Added missing method

2007-11-16 13:46  Luigi Ballabio

	* [r13393] ql/indexes/Makefile.am, ql/indexes/all.hpp,
	  ql/indexes/bmaindex.cpp, ql/indexes/bmaindex.hpp:
	  
	  Added BMA index (thanks to Roland Lichters)

2007-11-16 10:21  Luigi Ballabio

	* [r13388] ql/indexes/ibor/libor.cpp, ql/indexes/ibor/libor.hpp,
	  test-suite/shortratemodels.cpp, test-suite/swaption.cpp:
	  
	  Fixed joint-calendar specification (thanks to Jay Walters)

2007-11-15 13:39  Luigi Ballabio

	* [r13385] QuantLib_vc8.vcproj:
	  
	  VC++8 catching up

2007-11-15 11:38  Luigi Ballabio

	* [r13384] ql/index.hpp, ql/indexes/iborindex.hpp,
	  ql/indexes/inflationindex.hpp, ql/indexes/interestrateindex.hpp,
	  ql/indexes/swapindex.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper1.cpp,
	  ql/termstructures/volatility/sabrvolsurface.cpp:
	  
	  Made forecastFixing protected (fixing(d,true) does the same job)

2007-11-15 11:24  Ferdinando Ametrano

	* [r13383] QuantLib_vc8.vcproj, ql/indexes/swap/euriborswapfixb.cpp,
	  ql/indexes/swap/euriborswapfixifr.cpp,
	  ql/indexes/swap/eurliborswapfixa.cpp,
	  ql/indexes/swap/eurliborswapfixb.cpp,
	  ql/indexes/swap/eurliborswapfixifr.cpp,
	  ql/instruments/makevanillaswap.cpp:
	  
	  fixed bug:
	  - swap index business day convention for the fixed leg was
	  ModifiedFollowing instead of Unadjusted.
	  - MakeVanillaSwap default fixed accordingly

2007-11-15 10:37  Luigi Ballabio

	* [r13381] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/termstructures/Makefile.am,
	  ql/termstructures/inflation/Makefile.am,
	  ql/termstructures/inflation/all.hpp,
	  ql/termstructures/inflation/inflationhelpers.cpp,
	  ql/termstructures/inflation/inflationhelpers.hpp,
	  ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp,
	  ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp,
	  ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp,
	  ql/termstructures/inflation/piecewisezeroinflationcurve.hpp:
	  
	  Added piecewise inflation curves (thanks to Chris Kenyon)

2007-11-14 14:56  Luigi Ballabio

	* [r13378] ql/termstructures/bootstrapper.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  Removed hard tabs

2007-11-14 13:39  Luigi Ballabio

	* [r13377] ql/termstructures/bootstrapper.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  Mysteriously-needed fixes for VC++7

2007-11-14 11:47  Luigi Ballabio

	* [r13376] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/math/interpolations/backwardflatinterpolation.hpp,
	  ql/math/interpolations/cubicspline.hpp,
	  ql/math/interpolations/forwardflatinterpolation.hpp,
	  ql/math/interpolations/linearinterpolation.hpp,
	  ql/math/interpolations/loginterpolation.hpp,
	  ql/termstructures/Makefile.am, ql/termstructures/all.hpp,
	  ql/termstructures/bootstraphelper.hpp,
	  ql/termstructures/bootstrapper.hpp,
	  ql/termstructures/yield/Makefile.am,
	  ql/termstructures/yield/all.hpp,
	  ql/termstructures/yield/bondhelpers.cpp,
	  ql/termstructures/yield/bondhelpers.hpp,
	  ql/termstructures/yield/bootstraptraits.hpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.cpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp,
	  ql/termstructures/yield/ratehelper.cpp,
	  ql/termstructures/yield/ratehelper.hpp,
	  ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  Added universal term-structure bootstrapper (thanks to Chris Kenyon)

2007-11-14 08:49  Luigi Ballabio

	* [r13375] Authors.txt:
	  
	  Updated affiliations

2007-11-14 08:04  Marco Bianchetti

	* [r13374] Docs/pages/authors.docs:
	  
	  Updated affiliations
	  removed duplicated author

2007-11-13 14:49  Luigi Ballabio

	* [r13373] Contributors.txt, Docs/pages/authors.docs,
	  ql/math/optimization/leastsquare.cpp,
	  ql/math/optimization/leastsquare.hpp:
	  
	  Added multi-dimensional cost function for least-square problems
	  (thanks to Guillaume Pealat)

2007-11-13 14:29  Luigi Ballabio

	* [r13371] ql/instruments/yearonyearinflationswap.cpp,
	  ql/instruments/zerocouponinflationswap.cpp:
	  
	  Fixed inclusions

2007-11-13 10:35  Luigi Ballabio

	* [r13368] test-suite/daycounters.cpp, test-suite/marketmodel.hpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/swaption.hpp:
	  
	  Removed hard tabs

2007-11-13 10:28  Luigi Ballabio

	* [r13367] ql/auto_link.hpp,
	  ql/legacy/libormarketmodels/lfmhullwhiteparam.cpp,
	  ql/math/randomnumbers/latticerules.hpp,
	  ql/pricingengines/vanilla/analytichestonengine.hpp,
	  ql/time/calendars/turkey.cpp, ql/time/calendars/turkey.hpp:
	  
	  Removed trailing empty lines

2007-11-13 10:14  Luigi Ballabio

	* [r13366] ql/math/beta.hpp, ql/math/errorfunction.cpp,
	  ql/math/integrals/segmentintegral.hpp, ql/math/quadratic.cpp,
	  ql/math/quadratic.hpp, ql/math/randomnumbers/latticerules.cpp,
	  ql/math/randomnumbers/mt19937uniformrng.cpp,
	  ql/math/randomnumbers/sobolrsg.cpp,
	  ql/methods/lattices/binomialtree.cpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp,
	  ql/models/marketmodels/swapforwardmappings.hpp,
	  ql/pricingengines/asian/analytic_discr_geom_av_price.cpp,
	  ql/time/calendars/unitedstates.hpp:
	  
	  Removed hard tabs

2007-11-13 09:37  Luigi Ballabio

	* [r13365] ql/math/randomnumbers/latticersg.cpp,
	  ql/math/randomnumbers/latticersg.hpp,
	  ql/math/randomnumbers/latticerules.cpp,
	  ql/math/randomnumbers/latticerules.hpp,
	  ql/models/marketmodels/models/capletcoterminalperiodic.cpp,
	  ql/models/marketmodels/models/capletcoterminalperiodic.hpp,
	  ql/models/marketmodels/models/volatilityinterpolationspecifier.cpp,
	  ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp,
	  ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.cpp,
	  ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.hpp:
	  
	  Fixed svn properties

2007-11-12 13:33  Luigi Ballabio

	* [r13362] ql/instruments/bonds/fixedratebond.cpp:
	  
	  Fixed stub-date management (thanks to Toyin Akin)

2007-11-12 12:05  Luigi Ballabio

	* [r13361] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/yearonyearinflationswap.cpp,
	  ql/instruments/yearonyearinflationswap.hpp,
	  ql/instruments/yyiis.cpp, ql/instruments/yyiis.hpp,
	  ql/instruments/zciis.cpp, ql/instruments/zciis.hpp,
	  ql/instruments/zerocouponinflationswap.cpp,
	  ql/instruments/zerocouponinflationswap.hpp:
	  
	  Clearer names for inflation-swap files

2007-11-12 10:33  Luigi Ballabio

	* [r13360] ql/math/interpolations/cubicspline.hpp,
	  ql/math/interpolations/loginterpolation.hpp:
	  
	  Generic implementation of log interpolation

2007-11-07 11:37  Luigi Ballabio

	* [r13341] ql/time/period.cpp:
	  
	  Fixed period comparison (thanks to Chris Kenyon)

2007-11-07 11:37  Luigi Ballabio

	* [r13340] ql/termstructures/volatility/Makefile.am,
	  ql/termstructures/volatility/all.hpp:
	  
	  Autotools catching up

2007-11-06 13:04  Marco Bianchetti

	* [r13326] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-11-06 12:06  Luigi Ballabio

	* [r13325] test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  Removed leftover code

2007-11-06 11:43  Cristina Duminuco

	* [r13322] QuantLib_vc8.vcproj,
	  ql/termstructures/volatility/sabrinterpolatedsmilesection.cpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesectionNew.cpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesectionNew.hpp,
	  ql/termstructures/volatility/sabrvolsurface.hpp:
	  
	  renamed sabrinterpolatedsmilesectionNew files as
	  SabrInterpolatedSmileSection

2007-11-06 11:04  Cristina Duminuco

	* [r13314] QuantLib_vc8.vcproj,
	  ql/termstructures/volatility/sabrinterpolatedsmilesection.cpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesection2.cpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesection2.hpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesectionNew.cpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesectionNew.hpp,
	  ql/termstructures/volatility/sabrvolsurface.cpp:
	  
	  replaced old SabrInterpolatedSmileSection classes with the new one

2007-11-06 09:14  Giorgio Facchinetti

	* [r13305]
	  ql/termstructures/volatility/optionlet/optionletstripper1.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper1.hpp:
	  
	  - Added accuracy parameter to OptionletStripper1 constructor
	  - Added MaxIterations and accuracy parameters in
	  OptionletVolatilityStructureChecks.xls for implied vol calculation

2007-11-06 08:01  Marco Bianchetti

	* [r13304] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-11-05 18:50  Ferdinando Ametrano

	* [r13302] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-11-05 15:42  Luigi Ballabio

	* [r13300] ql/models/equity/hestonmodel.cpp,
	  ql/models/equity/hestonmodel.hpp, ql/models/model.cpp,
	  ql/models/model.hpp, ql/processes/hestonprocess.cpp,
	  ql/processes/hestonprocess.hpp,
	  ql/processes/hybridhestonhullwhiteprocess.cpp,
	  test-suite/batesmodel.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  Restricted access to internals of Heston process

2007-11-05 11:10  Luigi Ballabio

	* [r13298] configure.ac, ql/legacy/Makefile.am, ql/legacy/all.hpp,
	  ql/legacy/termstructures, ql/legacy/termstructures/Makefile.am,
	  ql/legacy/termstructures/all.hpp,
	  ql/legacy/termstructures/compoundforward.cpp,
	  ql/legacy/termstructures/compoundforward.hpp,
	  ql/legacy/termstructures/extendeddiscountcurve.cpp,
	  ql/legacy/termstructures/extendeddiscountcurve.hpp,
	  ql/termstructures/yield/Makefile.am,
	  ql/termstructures/yield/all.hpp,
	  ql/termstructures/yield/compoundforward.cpp,
	  ql/termstructures/yield/compoundforward.hpp,
	  ql/termstructures/yield/extendeddiscountcurve.cpp,
	  ql/termstructures/yield/extendeddiscountcurve.hpp,
	  test-suite/compoundforward.cpp, test-suite/quantlibtestsuite.cpp:
	  
	  Quarantined compound-forward and extended-discount curves into
	  ql/legacy folder

2007-11-02 15:55  Luigi Ballabio

	* [r13294] ql/time/calendars/canada.cpp, ql/time/calendars/canada.hpp:
	  
	  Split Canadian calendar into settlement and TSX (thanks to Matt
	  Knox)

2007-11-02 12:04  Cristina Duminuco

	* [r13281] ql/math/interpolations/abcdinterpolation.hpp,
	  ql/termstructures/volatility/abcdatmvolcurve.cpp,
	  ql/termstructures/volatility/abcdatmvolcurve.hpp:
	  
	  - added linear interpolation of k not corresponding to input option
	  tenors in AbcdInterpolation
	  - added inclusion flag to select volatilities to be interpolated or
	  not and corresponding management of tenors/volatilities actually
	  used in interpolations
	  - the methods atmVolImpl and atmVarianceImpl return k-adjusted
	  values

2007-10-31 18:30  Ferdinando Ametrano

	* [r13276] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-10-31 17:15  Marco Bianchetti

	* [r13273] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-10-31 16:09  Luigi Ballabio

	* [r13271] ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/inflationswap.cpp, ql/instruments/inflationswap.hpp,
	  ql/instruments/yyiis.cpp, ql/instruments/yyiis.hpp,
	  ql/instruments/zciis.cpp, ql/instruments/zciis.hpp:
	  
	  Added inflation swaps (thanks to Chris Kenyon)

2007-10-30 19:39  Ferdinando Ametrano

	* [r13260] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-10-30 17:22  Luigi Ballabio

	* [r13259] configure.ac, ql/index.hpp, ql/indexes/Makefile.am,
	  ql/indexes/all.hpp, ql/indexes/inflation,
	  ql/indexes/inflation/Makefile.am, ql/indexes/inflation/all.hpp,
	  ql/indexes/inflation/euhicp.hpp, ql/indexes/inflation/ukrpi.hpp,
	  ql/indexes/inflationindex.cpp, ql/indexes/inflationindex.hpp,
	  ql/indexes/region.cpp, ql/indexes/region.hpp,
	  ql/termstructures/inflationtermstructure.cpp,
	  ql/termstructures/inflationtermstructure.hpp:
	  
	  Added inflation indices (thanks to Chris Kenyon)

2007-10-30 16:14  Marco Bianchetti

	* [r13258] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-10-30 15:30  Ferdinando Ametrano

	* [r13255] ql/termstructures/volatility/swaption/swaptionvolcube1.cpp:
	  
	  improved efficiency (thanks to Marco Tarenghi)

2007-10-30 14:24  Luigi Ballabio

	* [r13253] ql/index.cpp, ql/index.hpp,
	  ql/indexes/interestrateindex.cpp, ql/indexes/interestrateindex.hpp:
	  
	  More abstract base class

2007-10-30 14:18  Luigi Ballabio

	* [r13252] Docs/Makefile.am, Docs/pages/examples.docs,
	  Docs/quantlib.doxy,
	  ql/termstructures/yield/fittedbonddiscountcurve.hpp:
	  
	  Upgraded to Doxygen 1.5.4; doc fixes

2007-10-30 09:49  Ferdinando Ametrano

	* [r13251] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-10-30 09:47  Ferdinando Ametrano

	* [r13250] ql/instruments/bonds/fixedratebond.cpp:
	  
	  fixed bug (thanks to Toyin Akin)

2007-10-30 09:46  Luigi Ballabio

	* [r13249] Contributors.txt, Docs/pages/authors.docs, LICENSE.TXT,
	  configure.ac, ql/termstructures/Makefile.am,
	  ql/termstructures/all.hpp, ql/termstructures/inflation,
	  ql/termstructures/inflation/Makefile.am,
	  ql/termstructures/inflation/all.hpp,
	  ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp,
	  ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp,
	  ql/termstructures/inflationtermstructure.cpp,
	  ql/termstructures/inflationtermstructure.hpp:
	  
	  Added inflation term structures (thanks to Chris Kenyon)

2007-10-30 09:44  Ferdinando Ametrano

	* [r13248] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-10-29 16:01  Marco Bianchetti

	* [r13247] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-10-29 15:16  Ferdinando Ametrano

	* [r13243] ql/math/interpolations/cubicspline.hpp:
	  
	  fixed bug

2007-10-29 12:07  Ferdinando Ametrano

	* [r13242] ql/math/interpolations/cubicspline.hpp:
	  
	  added monotonicity adjustment bool for each single cubic, and
	  exported to excel

2007-10-29 11:05  Luigi Ballabio

	* [r13240] ql/Makefile.am, ql/cashflows/conundrumpricer.cpp,
	  ql/cashflows/couponpricer.cpp, ql/cashflows/floatingratecoupon.cpp,
	  ql/cashflows/iborcoupon.cpp, ql/cashflows/rangeaccrual.cpp,
	  ql/indexes/iborindex.cpp, ql/indexes/iborindex.hpp,
	  ql/instruments/bond.hpp, ql/instruments/capfloor.cpp,
	  ql/instruments/fixedratebondforward.cpp, ql/instruments/forward.cpp,
	  ql/instruments/forward.hpp, ql/instruments/makevanillaswap.hpp,
	  ql/instruments/swap.cpp, ql/instruments/swaption.cpp,
	  ql/instruments/swaption.hpp, ql/instruments/vanillaswap.cpp,
	  ql/legacy/libormarketmodels/lfmprocess.cpp,
	  ql/legacy/pricers/mccliquetoption.hpp,
	  ql/legacy/pricers/mcdiscretearithmeticaso.hpp,
	  ql/legacy/pricers/mceverest.hpp, ql/legacy/pricers/mchimalaya.hpp,
	  ql/legacy/pricers/mcpagoda.hpp,
	  ql/legacy/pricers/mcperformanceoption.cpp,
	  ql/legacy/pricers/mcperformanceoption.hpp,
	  ql/methods/montecarlo/longstaffschwartzpathpricer.hpp,
	  ql/models/calibrationhelper.hpp,
	  ql/models/marketmodels/models/flatvol.hpp,
	  ql/pricingengines/swap/discountingswapengine.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/vanilla/mcdigitalengine.hpp,
	  ql/processes/blackscholesprocess.hpp,
	  ql/processes/hestonprocess.hpp, ql/processes/hullwhiteprocess.hpp,
	  ql/quantlib.hpp, ql/termstructures/Makefile.am,
	  ql/termstructures/all.hpp,
	  ql/termstructures/volatility/blackatmvolcurve.hpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp,
	  ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp,
	  ql/termstructures/volatility/equityfx/localvolsurface.cpp,
	  ql/termstructures/volatility/equityfx/localvoltermstructure.hpp,
	  ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.hpp,
	  ql/termstructures/voltermstructure.cpp,
	  ql/termstructures/voltermstructure.hpp,
	  ql/termstructures/yield/bondhelpers.cpp,
	  ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/flatforward.hpp,
	  ql/termstructures/yield/forwardstructure.hpp,
	  ql/termstructures/yield/impliedtermstructure.hpp,
	  ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/zeroyieldstructure.hpp,
	  ql/termstructures/yieldtermstructure.cpp,
	  ql/termstructures/yieldtermstructure.hpp, ql/voltermstructure.cpp,
	  ql/voltermstructure.hpp, ql/yieldtermstructure.cpp,
	  ql/yieldtermstructure.hpp,
	  test-suite/swaptionvolstructuresutilities.hpp,
	  test-suite/utilities.hpp:
	  
	  Moved yieldtermstructure.* and voltermstructure.* in termstructures
	  folder

2007-10-28 23:59  Ferdinando Ametrano

	* [r13238] ql/math/interpolations/cubicspline.hpp:
	  
	  changed default value

2007-10-28 19:46  Ferdinando Ametrano

	* [r13236] ql/math/interpolations/abcdinterpolation.hpp,
	  ql/math/interpolations/cubicspline.hpp,
	  ql/math/interpolations/loginterpolation.hpp,
	  ql/math/interpolations/sabrinterpolation.hpp,
	  ql/termstructures/volatility/abcdatmvolcurve.hpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolcurve.cpp,
	  ql/termstructures/volatility/interpolatedsmilesection.hpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesectionNew.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/yield/nonlinearfittingmethods.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp,
	  test-suite/interpolations.cpp, test-suite/piecewiseyieldcurve.cpp,
	  test-suite/rangeaccrual.cpp:
	  
	  assorted interpolation changes:
	  - (interpolation)error renamed as rmsError
	  - interpolationMaxError renamed as maxError
	  - CubicSpline renamed as CubicSplineInterpolation
	  - Cubic renamed as CubicSpline

2007-10-28 19:33  Ferdinando Ametrano

	* [r13235] ql/math/interpolations/backwardflatinterpolation.hpp,
	  ql/math/interpolations/forwardflatinterpolation.hpp,
	  ql/math/interpolations/linearinterpolation.hpp:
	  
	  formatting

2007-10-28 15:52  Eric Ehlers

	* [r13233] ql/math/interpolations/abcdinterpolation.hpp:
	  
	  fix typo

2007-10-28 14:35  Ferdinando Ametrano

	* [r13232] ql/math/interpolations/abcdinterpolation.hpp,
	  ql/math/interpolations/sabrinterpolation.hpp:
	  
	  added Abcd interpolation factory

2007-10-28 14:29  Ferdinando Ametrano

	* [r13231] ql/math/interpolations/cubicspline.hpp,
	  ql/math/interpolations/forwardflatinterpolation.hpp,
	  ql/math/interpolations/loginterpolation.hpp,
	  ql/math/interpolations/sabrinterpolation.hpp:
	  
	  cleaned up code

2007-10-28 13:49  Ferdinando Ametrano

	* [r13228] ql/math/interpolations/abcdinterpolation.hpp,
	  ql/models/marketmodels/models/abcdvol.cpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/termstructures/volatility/abcd.cpp,
	  ql/termstructures/volatility/abcd.hpp, test-suite/integrals.cpp,
	  test-suite/marketmodel.cpp:
	  
	  Abcd renamed as AbcdFunction

2007-10-28 13:16  Eric Ehlers

	* [r13226] ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  Add initializer

2007-10-27 15:00  Ferdinando Ametrano

	* [r13224] ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  added more inspectors

2007-10-27 13:56  Ferdinando Ametrano

	* [r13221] ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  removed BackwardFlat interpolation, relying on traits only

2007-10-27 13:54  Ferdinando Ametrano

	* [r13220] ql/math/interpolations/loginterpolation.hpp:
	  
	  boundary conditions taken into account

2007-10-26 19:35  Ferdinando Ametrano

	* [r13217] ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  getting ready for skipping first dummy value

2007-10-26 18:41  Ferdinando Ametrano

	* [r13213] ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  switch to the safer (even if potentially slower) bracketed solve
	  method

2007-10-26 18:30  Ferdinando Ametrano

	* [r13212] ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  ensuring the initial value is not used if it is dummy

2007-10-26 18:13  Ferdinando Ametrano

	* [r13211] ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  fixed small bug: the initial value (index zero) was not equal to the
	  value at index one when expected (the solver could return the root
	  without actually evaluating the objective function at the root)

2007-10-26 18:10  Ferdinando Ametrano

	* [r13210] ql/math/interpolations/loginterpolation.hpp:
	  
	  

2007-10-26 18:07  Ferdinando Ametrano

	* [r13209] ql/termstructures/yield/piecewiseyieldcurve.hpp:
	  
	  

2007-10-26 17:10  Ferdinando Ametrano

	* [r13208] ql/termstructures/yield/bootstraptraits.hpp:
	  
	  added one more trait

2007-10-26 15:01  Luigi Ballabio

	* [r13204] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj, configure.ac,
	  ql/cashflows/couponpricer.hpp,
	  ql/legacy/libormarketmodels/lfmprocess.hpp,
	  ql/legacy/libormarketmodels/liborforwardmodel.hpp,
	  ql/math/interpolations/abcdinterpolation.hpp,
	  ql/models/marketmodels/models/abcdvol.cpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.hpp,
	  ql/termstructures/volatility/Makefile.am,
	  ql/termstructures/volatility/abcd.cpp,
	  ql/termstructures/volatility/abcd.hpp,
	  ql/termstructures/volatility/abcdatmvolcurve.cpp,
	  ql/termstructures/volatility/abcdatmvolcurve.hpp,
	  ql/termstructures/volatility/abcdcalibration.cpp,
	  ql/termstructures/volatility/abcdcalibration.hpp,
	  ql/termstructures/volatility/all.hpp,
	  ql/termstructures/volatility/capfloor,
	  ql/termstructures/volatility/capfloor/all.hpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.cpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolcurve.cpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolsurface.cpp,
	  ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp,
	  ql/termstructures/volatility/interestrate,
	  ql/termstructures/volatility/optionlet,
	  ql/termstructures/volatility/optionlet/all.hpp,
	  ql/termstructures/volatility/optionlet/capletvariancecurve.hpp,
	  ql/termstructures/volatility/optionlet/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatility/optionlet/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatility/optionlet/constantoptionletvol.cpp,
	  ql/termstructures/volatility/optionlet/constantoptionletvol.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper1.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper1.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripper2.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripper2.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripperadapter.cpp,
	  ql/termstructures/volatility/optionlet/optionletstripperadapter.hpp,
	  ql/termstructures/volatility/optionlet/optionletstripperbase.hpp,
	  ql/termstructures/volatility/optionlet/optionletvolatilitystructure.cpp,
	  ql/termstructures/volatility/optionlet/spreadedoptionletvol.cpp,
	  ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp,
	  ql/termstructures/volatility/sabrvolsurface.cpp,
	  ql/termstructures/volatility/sabrvolsurface.hpp,
	  ql/termstructures/volatility/swaption,
	  ql/termstructures/volatility/swaption/all.hpp,
	  ql/termstructures/volatility/swaption/cmsmarket.cpp,
	  ql/termstructures/volatility/swaption/cmsmarket.hpp,
	  ql/termstructures/volatility/swaption/cmsmarketcalibration.cpp,
	  ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp,
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.cpp,
	  ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp,
	  ql/termstructures/volatility/swaption/swaptionconstantvol.cpp,
	  ql/termstructures/volatility/swaption/swaptionconstantvol.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube1.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolcube2.hpp,
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp,
	  ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp,
	  ql/termstructures/volatility/swaption/swaptionvolstructure.cpp,
	  ql/termstructures/volatility/volcube.cpp,
	  ql/termstructures/volatility/volcube.hpp, test-suite/assetswap.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/cms.cpp,
	  test-suite/digitalcoupon.cpp, test-suite/integrals.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp, test-suite/marketmodel.cpp,
	  test-suite/rangeaccrual.cpp, test-suite/swap.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolstructuresutilities.hpp:
	  
	  Removed one folder level inside the ql/termstructures/volatility
	  folder

2007-10-26 13:58  Luigi Ballabio

	* [r13203] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj, configure.ac,
	  ql/Makefile.am, ql/cashflows/cashflows.cpp,
	  ql/cashflows/conundrumpricer.cpp, ql/cashflows/couponpricer.hpp,
	  ql/cashflows/rangeaccrual.hpp, ql/instruments/barrieroption.cpp,
	  ql/instruments/bond.cpp, ql/instruments/oneassetoption.cpp,
	  ql/legacy/libormarketmodels/lfmprocess.hpp,
	  ql/legacy/libormarketmodels/liborforwardmodel.hpp,
	  ql/legacy/pricers/mccliquetoption.hpp,
	  ql/legacy/pricers/mcdiscretearithmeticaso.hpp,
	  ql/legacy/pricers/mceverest.hpp, ql/legacy/pricers/mchimalaya.hpp,
	  ql/legacy/pricers/mcpagoda.hpp,
	  ql/legacy/pricers/mcperformanceoption.hpp,
	  ql/math/interpolations/abcdinterpolation.hpp,
	  ql/math/interpolations/sabrinterpolation.hpp,
	  ql/methods/montecarlo/brownianbridge.hpp,
	  ql/models/marketmodels/historicalforwardratesanalysis.hpp,
	  ql/models/marketmodels/models/abcdvol.cpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp,
	  ql/pricingengines/forward/forwardengine.hpp,
	  ql/pricingengines/hybrid/binomialconvertibleengine.hpp,
	  ql/pricingengines/quanto/quantoengine.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.hpp,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/binomialengine.hpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.cpp,
	  ql/pricingengines/vanilla/mcdigitalengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanengine.hpp,
	  ql/processes/blackscholesprocess.cpp,
	  ql/processes/blackscholesprocess.hpp,
	  ql/processes/hybridhestonhullwhiteprocess.cpp, ql/quantlib.hpp,
	  ql/termstructures, ql/termstructures/Makefile.am,
	  ql/termstructures/all.hpp, ql/termstructures/volatility,
	  ql/termstructures/volatility/Makefile.am,
	  ql/termstructures/volatility/all.hpp,
	  ql/termstructures/volatility/blackatmvolcurve.cpp,
	  ql/termstructures/volatility/blackatmvolcurve.hpp,
	  ql/termstructures/volatility/blackvolsurface.cpp,
	  ql/termstructures/volatility/blackvolsurface.hpp,
	  ql/termstructures/volatility/equityfx,
	  ql/termstructures/volatility/equityfx/all.hpp,
	  ql/termstructures/volatility/equityfx/blackconstantvol.hpp,
	  ql/termstructures/volatility/equityfx/blackvariancecurve.cpp,
	  ql/termstructures/volatility/equityfx/blackvariancecurve.hpp,
	  ql/termstructures/volatility/equityfx/blackvariancesurface.cpp,
	  ql/termstructures/volatility/equityfx/blackvariancesurface.hpp,
	  ql/termstructures/volatility/equityfx/blackvoltermstructure.cpp,
	  ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp,
	  ql/termstructures/volatility/equityfx/localconstantvol.hpp,
	  ql/termstructures/volatility/equityfx/localvolcurve.hpp,
	  ql/termstructures/volatility/equityfx/localvolsurface.cpp,
	  ql/termstructures/volatility/equityfx/localvolsurface.hpp,
	  ql/termstructures/volatility/equityfx/localvoltermstructure.cpp,
	  ql/termstructures/volatility/equityfxvolsurface.cpp,
	  ql/termstructures/volatility/equityfxvolsurface.hpp,
	  ql/termstructures/volatility/interestrate,
	  ql/termstructures/volatility/interestrate/abcd.cpp,
	  ql/termstructures/volatility/interestrate/abcdatmvolcurve.cpp,
	  ql/termstructures/volatility/interestrate/abcdatmvolcurve.hpp,
	  ql/termstructures/volatility/interestrate/abcdcalibration.cpp,
	  ql/termstructures/volatility/interestrate/all.hpp,
	  ql/termstructures/volatility/interestrate/capfloor/all.hpp,
	  ql/termstructures/volatility/interestrate/capfloor/capfloortermvolatilitystructure.cpp,
	  ql/termstructures/volatility/interestrate/capfloor/capfloortermvolcurve.cpp,
	  ql/termstructures/volatility/interestrate/capfloor/capfloortermvolcurve.hpp,
	  ql/termstructures/volatility/interestrate/capfloor/capfloortermvolsurface.cpp,
	  ql/termstructures/volatility/interestrate/capfloor/capfloortermvolsurface.hpp,
	  ql/termstructures/volatility/interestrate/optionlet/all.hpp,
	  ql/termstructures/volatility/interestrate/optionlet/capletvariancecurve.hpp,
	  ql/termstructures/volatility/interestrate/optionlet/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatility/interestrate/optionlet/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatility/interestrate/optionlet/constantoptionletvol.cpp,
	  ql/termstructures/volatility/interestrate/optionlet/constantoptionletvol.hpp,
	  ql/termstructures/volatility/interestrate/optionlet/optionletstripper.cpp,
	  ql/termstructures/volatility/interestrate/optionlet/optionletstripper.hpp,
	  ql/termstructures/volatility/interestrate/optionlet/optionletstripper1.cpp,
	  ql/termstructures/volatility/interestrate/optionlet/optionletstripper1.hpp,
	  ql/termstructures/volatility/interestrate/optionlet/optionletstripper2.cpp,
	  ql/termstructures/volatility/interestrate/optionlet/optionletstripper2.hpp,
	  ql/termstructures/volatility/interestrate/optionlet/optionletstripperadapter.cpp,
	  ql/termstructures/volatility/interestrate/optionlet/optionletstripperadapter.hpp,
	  ql/termstructures/volatility/interestrate/optionlet/optionletstripperbase.hpp,
	  ql/termstructures/volatility/interestrate/optionlet/optionletvolatilitystructure.cpp,
	  ql/termstructures/volatility/interestrate/optionlet/spreadedoptionletvol.cpp,
	  ql/termstructures/volatility/interestrate/optionlet/spreadedoptionletvol.hpp,
	  ql/termstructures/volatility/interestrate/sabrvolsurface.cpp,
	  ql/termstructures/volatility/interestrate/sabrvolsurface.hpp,
	  ql/termstructures/volatility/interestrate/swaption/all.hpp,
	  ql/termstructures/volatility/interestrate/swaption/cmsmarket.cpp,
	  ql/termstructures/volatility/interestrate/swaption/cmsmarket.hpp,
	  ql/termstructures/volatility/interestrate/swaption/cmsmarketcalibration.cpp,
	  ql/termstructures/volatility/interestrate/swaption/cmsmarketcalibration.hpp,
	  ql/termstructures/volatility/interestrate/swaption/spreadedswaptionvol.cpp,
	  ql/termstructures/volatility/interestrate/swaption/spreadedswaptionvol.hpp,
	  ql/termstructures/volatility/interestrate/swaption/swaptionconstantvol.cpp,
	  ql/termstructures/volatility/interestrate/swaption/swaptionconstantvol.hpp,
	  ql/termstructures/volatility/interestrate/swaption/swaptionvolcube.cpp,
	  ql/termstructures/volatility/interestrate/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatility/interestrate/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatility/interestrate/swaption/swaptionvolcube1.hpp,
	  ql/termstructures/volatility/interestrate/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/volatility/interestrate/swaption/swaptionvolcube2.hpp,
	  ql/termstructures/volatility/interestrate/swaption/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatility/interestrate/swaption/swaptionvoldiscrete.hpp,
	  ql/termstructures/volatility/interestrate/swaption/swaptionvolmatrix.cpp,
	  ql/termstructures/volatility/interestrate/swaption/swaptionvolmatrix.hpp,
	  ql/termstructures/volatility/interestrate/swaption/swaptionvolstructure.cpp,
	  ql/termstructures/volatility/interestrate/volcube.cpp,
	  ql/termstructures/volatility/interestratevolsurface.cpp,
	  ql/termstructures/volatility/interestratevolsurface.hpp,
	  ql/termstructures/volatility/interpolatedsmilesection.hpp,
	  ql/termstructures/volatility/sabr.cpp,
	  ql/termstructures/volatility/sabr.hpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesection.cpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesection2.cpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesection2.hpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesectionNew.cpp,
	  ql/termstructures/volatility/sabrinterpolatedsmilesectionNew.hpp,
	  ql/termstructures/volatility/smilesection.cpp,
	  ql/termstructures/volatility/smilesection.hpp,
	  ql/termstructures/yield, ql/termstructures/yield/Makefile.am,
	  ql/termstructures/yield/all.hpp,
	  ql/termstructures/yield/bondhelpers.cpp,
	  ql/termstructures/yield/bondhelpers.hpp,
	  ql/termstructures/yield/bootstraptraits.hpp,
	  ql/termstructures/yield/compoundforward.cpp,
	  ql/termstructures/yield/compoundforward.hpp,
	  ql/termstructures/yield/discountcurve.hpp,
	  ql/termstructures/yield/drifttermstructure.hpp,
	  ql/termstructures/yield/extendeddiscountcurve.cpp,
	  ql/termstructures/yield/extendeddiscountcurve.hpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.cpp,
	  ql/termstructures/yield/fittedbonddiscountcurve.hpp,
	  ql/termstructures/yield/flatforward.hpp,
	  ql/termstructures/yield/forwardcurve.hpp,
	  ql/termstructures/yield/forwardspreadedtermstructure.hpp,
	  ql/termstructures/yield/forwardstructure.hpp,
	  ql/termstructures/yield/impliedtermstructure.hpp,
	  ql/termstructures/yield/nonlinearfittingmethods.cpp,
	  ql/termstructures/yield/nonlinearfittingmethods.hpp,
	  ql/termstructures/yield/piecewiseyieldcurve.hpp,
	  ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp,
	  ql/termstructures/yield/quantotermstructure.hpp,
	  ql/termstructures/yield/ratehelper.cpp,
	  ql/termstructures/yield/ratehelper.hpp,
	  ql/termstructures/yield/ratehelpers.cpp,
	  ql/termstructures/yield/ratehelpers.hpp,
	  ql/termstructures/yield/zerocurve.hpp,
	  ql/termstructures/yield/zerospreadedtermstructure.hpp,
	  ql/termstructures/yield/zeroyieldstructure.hpp,
	  ql/voltermstructures, ql/yieldtermstructures,
	  test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/assetswap.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/batesmodel.cpp,
	  test-suite/brownianbridge.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/cliquetoption.cpp,
	  test-suite/cms.cpp, test-suite/compoundforward.cpp,
	  test-suite/convertiblebonds.cpp, test-suite/digitalcoupon.cpp,
	  test-suite/digitaloption.cpp, test-suite/dividendoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/hestonmodel.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/integrals.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/lookbackoptions.cpp, test-suite/marketmodel.cpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/quantooption.cpp,
	  test-suite/quotes.cpp, test-suite/rangeaccrual.cpp,
	  test-suite/shortratemodels.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp, test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolstructuresutilities.hpp,
	  test-suite/termstructures.cpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp, test-suite/varianceswaps.cpp:
	  
	  Re-created ql/termstructures folder

2007-10-26 12:18  Luigi Ballabio

	* [r13201] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/instruments/capfloor.cpp, ql/instruments/capfloor.hpp,
	  ql/instruments/makecapfloor.cpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/pricingengines/capfloor/analyticcapfloorengine.cpp,
	  ql/pricingengines/capfloor/analyticcapfloorengine.hpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/capfloor/discretizedcapfloor.cpp,
	  ql/pricingengines/capfloor/discretizedcapfloor.hpp,
	  ql/pricingengines/capfloor/mchullwhiteengine.cpp,
	  ql/pricingengines/capfloor/mchullwhiteengine.hpp,
	  ql/pricingengines/capfloor/treecapfloorengine.cpp,
	  ql/voltermstructures/interestrate/optionlet/Makefile.am,
	  ql/voltermstructures/interestrate/optionlet/all.hpp,
	  ql/voltermstructures/interestrate/optionlet/capstripper.cpp,
	  ql/voltermstructures/interestrate/optionlet/capstripper.hpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper1.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper2.cpp,
	  test-suite/Makefile.am, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/capstripper.hpp, test-suite/libormarketmodel.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite_vc7.vcproj,
	  test-suite/testsuite_vc8.vcproj:
	  
	  Merged revisions 13187 and 13200 from engine-refactoring branch

2007-10-25 09:21  Luigi Ballabio

	* [r13171] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/legacy/libormarketmodels/Makefile.am,
	  ql/legacy/libormarketmodels/all.hpp,
	  ql/legacy/libormarketmodels/lfmcovarparam.cpp,
	  ql/legacy/libormarketmodels/lfmcovarparam.hpp,
	  ql/legacy/libormarketmodels/lfmcovarproxy.hpp,
	  ql/legacy/libormarketmodels/lfmhullwhiteparam.cpp,
	  ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp,
	  ql/legacy/libormarketmodels/lfmprocess.cpp,
	  ql/legacy/libormarketmodels/lfmprocess.hpp,
	  ql/legacy/libormarketmodels/lfmswaptionengine.cpp,
	  ql/legacy/libormarketmodels/lfmswaptionengine.hpp,
	  ql/legacy/libormarketmodels/liborforwardmodel.hpp,
	  ql/pricingengines/swaption/Makefile.am,
	  ql/pricingengines/swaption/all.hpp,
	  ql/pricingengines/swaption/lfmswaptionengine.cpp,
	  ql/pricingengines/swaption/lfmswaptionengine.hpp,
	  ql/processes/Makefile.am, ql/processes/all.hpp,
	  ql/processes/lfmcovarparam.cpp, ql/processes/lfmcovarparam.hpp,
	  ql/processes/lfmhullwhiteparam.cpp,
	  ql/processes/lfmhullwhiteparam.hpp, ql/processes/lfmprocess.cpp,
	  ql/processes/lfmprocess.hpp, test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp:
	  
	  Moved files related to old LMM implementation to legacy folder

2007-10-25 09:09  Luigi Ballabio

	* [r13170] QuantLib_vc7.sln, QuantLib_vc8.sln:
	  
	  Added new example (with dependencies) to VC7/8 solutions

2007-10-25 08:14  Luigi Ballabio

	* [r13169] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/pricingengines/capfloor/Makefile.am,
	  ql/pricingengines/capfloor/all.hpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.cpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.hpp,
	  ql/pricingengines/discountengine.cpp,
	  ql/pricingengines/discountengine.hpp, test-suite/capfloor.cpp,
	  test-suite/capfloor.hpp:
	  
	  Removed dead ends

2007-10-25 07:34  Marco Bianchetti

	* [r13168] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-10-24 19:36  Ferdinando Ametrano

	* [r13167] Examples/FittedBondCurve/FittedBondCurve.cpp,
	  ql/yieldtermstructures/bondhelpers.cpp,
	  ql/yieldtermstructures/bondhelpers.hpp,
	  ql/yieldtermstructures/fittedbonddiscountcurve.cpp,
	  ql/yieldtermstructures/fittedbonddiscountcurve.hpp,
	  ql/yieldtermstructures/ratehelper.hpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  - FixedCouponBondHelper renamed as FixedRateBondHelper, as in
	  FixedRateBond (FixedCouponXXX might be an alternative, but it should
	  be used coherently everywhere)
	  - changed return value of FixedRateBondHelper::bond() from
	  boost::shared_ptr<Bond> to boost::shared_ptr<FixedRateBond>

2007-10-24 17:42  Ferdinando Ametrano

	* [r13160] QuantLib_vc8.sln, QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-10-24 12:17  Luigi Ballabio

	* [r13149] Docs/pages/license.docs, Examples/FittedBondCurve,
	  Examples/FittedBondCurve/FittedBondCurve.cpp,
	  Examples/FittedBondCurve/FittedBondCurve.dev,
	  Examples/FittedBondCurve/FittedBondCurve_vc7.vcproj,
	  Examples/FittedBondCurve/FittedBondCurve_vc8.vcproj,
	  Examples/FittedBondCurve/Makefile.am,
	  Examples/FittedBondCurve/ReadMe.txt, Examples/Makefile.am,
	  LICENSE.TXT, configure.ac, ql/math/Makefile.am, ql/math/all.hpp,
	  ql/math/bernsteinpolynomial.cpp, ql/math/bernsteinpolynomial.hpp,
	  ql/math/bspline.cpp, ql/math/bspline.hpp,
	  ql/yieldtermstructures/Makefile.am, ql/yieldtermstructures/all.hpp,
	  ql/yieldtermstructures/bondhelpers.cpp,
	  ql/yieldtermstructures/bondhelpers.hpp,
	  ql/yieldtermstructures/fittedbonddiscountcurve.cpp,
	  ql/yieldtermstructures/fittedbonddiscountcurve.hpp,
	  ql/yieldtermstructures/nonlinearfittingmethods.cpp,
	  ql/yieldtermstructures/nonlinearfittingmethods.hpp:
	  
	  Added discount curve fitted on bond prices (thanks to Allen Kuo)

2007-10-24 11:08  Ferdinando Ametrano

	* [r13148] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Swap/swapvaluation.cpp, QuantLib_vc8.vcproj, configure.ac,
	  ql/instruments/asianoption.cpp, ql/instruments/asianoption.hpp,
	  ql/instruments/assetswap.cpp, ql/instruments/assetswap.hpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/convertiblebond.hpp,
	  ql/instruments/capfloor.cpp, ql/instruments/capfloor.hpp,
	  ql/instruments/cliquetoption.hpp, ql/instruments/makecapfloor.cpp,
	  ql/instruments/makecapfloor.hpp, ql/instruments/makecms.cpp,
	  ql/instruments/makeswaptions.cpp, ql/instruments/makeswaptions.hpp,
	  ql/instruments/makevanillaswap.cpp,
	  ql/instruments/makevanillaswap.hpp,
	  ql/instruments/multiassetoption.cpp,
	  ql/instruments/oneassetoption.cpp, ql/instruments/swap.cpp,
	  ql/instruments/swap.hpp, ql/instruments/swaption.cpp,
	  ql/instruments/swaption.hpp, ql/instruments/vanillaswap.cpp,
	  ql/instruments/vanillaswap.hpp,
	  ql/legacy/pricers/discretegeometricaso.hpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp,
	  ql/models/shortrate/twofactormodels/g2.cpp,
	  ql/models/shortrate/twofactormodels/g2.hpp, ql/option.hpp,
	  ql/pricingengine.hpp, ql/pricingengines/Makefile.am,
	  ql/pricingengines/all.hpp,
	  ql/pricingengines/bond/discountingbondengine.cpp,
	  ql/pricingengines/bond/discountingbondengine.hpp,
	  ql/pricingengines/capfloor/analyticcapfloorengine.hpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp,
	  ql/pricingengines/capfloor/discretizedcapfloor.hpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.cpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.hpp,
	  ql/pricingengines/capfloor/mchullwhiteengine.cpp,
	  ql/pricingengines/capfloor/mchullwhiteengine.hpp,
	  ql/pricingengines/capfloor/treecapfloorengine.cpp,
	  ql/pricingengines/capfloor/treecapfloorengine.hpp,
	  ql/pricingengines/discountengine.hpp,
	  ql/pricingengines/genericmodelengine.hpp,
	  ql/pricingengines/hybrid/binomialconvertibleengine.hpp,
	  ql/pricingengines/hybrid/discretizedconvertible.cpp,
	  ql/pricingengines/hybrid/discretizedconvertible.hpp,
	  ql/pricingengines/swap, ql/pricingengines/swap/Makefile.am,
	  ql/pricingengines/swap/all.hpp,
	  ql/pricingengines/swap/discountingswapengine.cpp,
	  ql/pricingengines/swap/discountingswapengine.hpp,
	  ql/pricingengines/swap/discretizedswap.cpp,
	  ql/pricingengines/swap/discretizedswap.hpp,
	  ql/pricingengines/swap/treeswapengine.cpp,
	  ql/pricingengines/swap/treeswapengine.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.hpp,
	  ql/pricingengines/swaption/discretizedswaption.cpp,
	  ql/pricingengines/swaption/discretizedswaption.hpp,
	  ql/pricingengines/swaption/g2swaptionengine.hpp,
	  ql/pricingengines/swaption/jamshidianswaptionengine.cpp,
	  ql/pricingengines/swaption/jamshidianswaptionengine.hpp,
	  ql/pricingengines/swaption/lfmswaptionengine.cpp,
	  ql/pricingengines/swaption/lfmswaptionengine.hpp,
	  ql/pricingengines/swaption/treeswaptionengine.cpp,
	  ql/pricingengines/swaption/treeswaptionengine.hpp,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp,
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/binomialengine.hpp,
	  ql/pricingengines/vanilla/discretizedvanillaoption.cpp,
	  ql/pricingengines/vanilla/discretizedvanillaoption.hpp,
	  ql/pricingengines/vanilla/fdmultiperiodengine.hpp,
	  ql/voltermstructures/interestrate/optionlet/capstripper.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper1.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper2.cpp,
	  ql/voltermstructures/interestrate/sabrvolsurface.cpp,
	  test-suite/bermudanswaption.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/cms.cpp, test-suite/compoundforward.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/libormarketmodel.cpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/shortratemodels.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp:
	  
	  merged engines-refactoring into trunk

2007-10-23 09:57  Cristina Duminuco

	* [r13128] ql/math/interpolations/abcdinterpolation.hpp,
	  ql/voltermstructures/interestrate/abcdatmvolcurve.cpp,
	  ql/voltermstructures/interestrate/abcdatmvolcurve.hpp,
	  ql/voltermstructures/interestrate/abcdcalibration.cpp,
	  ql/voltermstructures/interestrate/abcdcalibration.hpp:
	  
	  - added AbcdCoefficientHolder class (in abcdinterpolation.hpp)
	  - class AbcdInterpolationImpl inherits from AbcdCoefficientHolder
	  too
	  - added some inspectors to AbcdInterpolation class
	  - renamed AbcdCostFunction as AbcdError
	  - AbcdError and AbcdParametersTransformation are now inner classes
	  inside AbcdCalibration class
	  - added some inspectors to AbcdCalibration class

2007-10-23 08:19  Luigi Ballabio

	* [r13127] test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  Added target for early loop exit

2007-10-22 12:57  Luigi Ballabio

	* [r13118] ql/math/interpolations/Makefile.am,
	  ql/math/interpolations/all.hpp:
	  
	  Added missing file to gcc build

2007-10-22 09:56  Marco Bianchetti

	* [r13116] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-10-22 07:46  Luigi Ballabio

	* [r13113] ql/time/calendars/brazil.cpp, ql/time/calendars/brazil.hpp,
	  test-suite/bonds.cpp, test-suite/calendars.cpp:
	  
	  Fix for the Brazilian settlement calendar (thanks to Piter Dias)

2007-10-19 15:13  Luigi Ballabio

	* [r13112] ., Examples, Examples/BermudanSwaption,
	  Examples/ConvertibleBonds, Examples/DiscreteHedging,
	  Examples/EquityOption, Examples/FRA, Examples/Replication,
	  Examples/Repo, Examples/Swap, ql, ql/cashflows, ql/currencies,
	  ql/indexes, ql/indexes/ibor, ql/indexes/swap, ql/instruments,
	  ql/instruments/bonds, ql/legacy, ql/legacy/libormarketmodels,
	  ql/legacy/pricers, ql/math, ql/math/distributions,
	  ql/math/integrals, ql/math/interpolations, ql/math/matrixutilities,
	  ql/math/optimization, ql/math/randomnumbers, ql/math/solvers1d,
	  ql/math/statistics, ql/methods, ql/methods/finitedifferences,
	  ql/methods/lattices, ql/methods/montecarlo, ql/models,
	  ql/models/equity, ql/models/marketmodels,
	  ql/models/marketmodels/browniangenerators,
	  ql/models/marketmodels/callability,
	  ql/models/marketmodels/correlations,
	  ql/models/marketmodels/curvestates,
	  ql/models/marketmodels/driftcomputation,
	  ql/models/marketmodels/evolvers, ql/models/marketmodels/models,
	  ql/models/marketmodels/products,
	  ql/models/marketmodels/products/multistep,
	  ql/models/marketmodels/products/onestep, ql/models/shortrate,
	  ql/models/shortrate/calibrationhelpers,
	  ql/models/shortrate/onefactormodels,
	  ql/models/shortrate/twofactormodels, ql/models/volatility,
	  ql/patterns, ql/pricingengines, ql/pricingengines/asian,
	  ql/pricingengines/barrier, ql/pricingengines/basket,
	  ql/pricingengines/bond, ql/pricingengines/capfloor,
	  ql/pricingengines/cliquet, ql/pricingengines/forward,
	  ql/pricingengines/hybrid, ql/pricingengines/lookback,
	  ql/pricingengines/quanto, ql/pricingengines/swaption,
	  ql/pricingengines/vanilla, ql/processes, ql/quotes, ql/time,
	  ql/time/calendars, ql/time/daycounters, ql/utilities,
	  ql/voltermstructures, ql/voltermstructures/equityfx,
	  ql/voltermstructures/interestrate,
	  ql/voltermstructures/interestrate/capfloor,
	  ql/voltermstructures/interestrate/optionlet,
	  ql/voltermstructures/interestrate/swaption, ql/yieldtermstructures,
	  test-suite:
	  
	  Updated svn:ignore list

2007-10-19 15:00  Luigi Ballabio

	* [r13111] ql/cashflows/fixedratecoupon.cpp,
	  ql/cashflows/fixedratecoupon.hpp, test-suite/bonds.cpp,
	  test-suite/bonds.hpp:
	  
	  Fixed-rate coupons can now accept an InterestRate instance (thanks
	  to Piter Dias)

2007-10-19 14:54  Luigi Ballabio

	* [r13110] ql/yieldtermstructures/ratehelpers.cpp:
	  
	  Added check for empty handle

2007-10-19 14:22  Luigi Ballabio

	* [r13109] ql/math/interpolations/Makefile.am,
	  ql/math/interpolations/all.hpp,
	  ql/math/interpolations/loginterpolation.hpp:
	  
	  Fixes for gcc build

2007-10-19 13:37  Ferdinando Ametrano

	* [r13108] QuantLib_vc8.vcproj,
	  ql/math/interpolations/loginterpolation.hpp,
	  ql/math/interpolations/loglinearinterpolation.hpp,
	  ql/yieldtermstructures/discountcurve.hpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  - added LogCubic interpolation
	  - Luigi: could (all possible) log interpolations be implemented as
	  adapter of regular interpolations?

2007-10-19 13:33  Ferdinando Ametrano

	* [r13106] ql/yieldtermstructures/piecewiseyieldcurve.hpp:
	  
	  - fixed doxygen grouping
	  - added data inspector

2007-10-19 13:32  Marco Bianchetti

	* [r13105] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-10-19 13:26  Ferdinando Ametrano

	* [r13104] ql/yieldtermstructures/ratehelpers.cpp:
	  
	  reverted Rev13099 as it doesn't fix the issue, bootstrap still
	  failing

2007-10-19 12:48  Marco Bianchetti

	* [r13100] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-10-19 11:12  Luigi Ballabio

	* [r13099] ql/yieldtermstructures/ratehelpers.cpp:
	  
	  Reverted revision 13098 (and fixed the issue that prompted it)

2007-10-19 10:38  Ferdinando Ametrano

	* [r13098] ql/yieldtermstructures/ratehelpers.cpp:
	  
	  partially reverted Rev13090, which has broken the 3M yield curve
	  bootstrapping in QuantLibXL.
	  Spread dynamically changes and could even be not available at
	  construction time

2007-10-19 10:02  Luigi Ballabio

	* [r13097] test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  Increased result accuracy

2007-10-19 09:27  Ferdinando Ametrano

	* [r13096] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-10-19 08:29  Luigi Ballabio

	* [r13095] ql/voltermstructures/Makefile.am,
	  ql/voltermstructures/all.hpp,
	  ql/voltermstructures/sabrinterpolatedsmilesectionNew.cpp:
	  
	  Fixes for gcc compilation

2007-10-19 08:29  Luigi Ballabio

	* [r13094] ql/time/calendar.cpp:
	  
	  Fix for business-days calculation (thanks to Piter Dias)

2007-10-18 16:35  Luigi Ballabio

	* [r13092] ql/math/statistics/histogram.cpp:
	  
	  Fix for VC8

2007-10-18 15:48  Luigi Ballabio

	* [r13090] ql/yieldtermstructures/ratehelpers.cpp,
	  ql/yieldtermstructures/ratehelpers.hpp:
	  
	  Spread is now managed by the swap instead of manually

2007-10-18 13:53  Luigi Ballabio

	* [r13084] Contributors.txt, Docs/pages/authors.docs, LICENSE.TXT,
	  ql/math/statistics/Makefile.am, ql/math/statistics/all.hpp,
	  ql/math/statistics/histogram.cpp, ql/math/statistics/histogram.hpp:
	  
	  Added histogram class (thanks to Gang Liang)

2007-10-18 08:34  Cristina Duminuco

	* [r13079] QuantLib_vc8.vcproj,
	  ql/voltermstructures/interestrate/sabrvolsurface.cpp,
	  ql/voltermstructures/interestrate/sabrvolsurface.hpp,
	  ql/voltermstructures/sabrinterpolatedsmilesectionNew.cpp,
	  ql/voltermstructures/sabrinterpolatedsmilesectionNew.hpp:
	  
	  Work in progress with SabrVolSurface. Now it uses the new class
	  SabrInterpolatedSmileSectionNew (temporary name).

2007-10-16 08:10  Marco Bianchetti

	* [r13052] Examples/EquityOption/EquityOption.cpp:
	  
	  follow up: defined calendar = target to catch up changed signature
	  in function BlackConstantVol
	  added some comment into the code

2007-10-16 08:08  Marco Bianchetti

	* [r13051] Examples/DiscreteHedging/DiscreteHedging.cpp:
	  
	  follow up: define dcalendar = target to catch up changed signature
	  in function BlackConstantVol

2007-10-15 12:07  Luigi Ballabio

	* [r13045] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EquityOption/EquityOption.cpp,
	  ql/cashflows/replication.cpp,
	  ql/voltermstructures/interestrate/optionlet/Makefile.am,
	  ql/voltermstructures/interestrate/optionlet/all.hpp,
	  ql/voltermstructures/sabrinterpolatedsmilesection.cpp,
	  test-suite/assetswap.cpp, test-suite/bermudanswaption.cpp,
	  test-suite/bonds.cpp, test-suite/capfloor.cpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/tapcorrelations.cpp, test-suite/termstructures.cpp:
	  
	  Fixes for gcc compilation and examples

2007-10-15 07:53  Marco Bianchetti

	* [r13040]
	  ql/voltermstructures/interestrate/optionlet/optionletstripper1.cpp:
	  
	  bug fixing: unsupported VC7 vector initialization

2007-10-15 07:52  Marco Bianchetti

	* [r13039] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-10-12 15:41  Ferdinando Ametrano

	* [r13037] ql/index.hpp:
	  
	  note to self: always use close comparison instead of == when it
	  comes to float

2007-10-12 10:50  Giorgio Facchinetti

	* [r13031]
	  ql/voltermstructures/interestrate/optionlet/optionletstripper1.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper1.hpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripperadapter.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripperadapter.hpp:
	  
	  

2007-10-12 09:56  Ferdinando Ametrano

	* [r13030]
	  ql/voltermstructures/interestrate/optionlet/optionletstripper1.cpp:
	  
	  refactoring in progress

2007-10-10 15:06  Giorgio Facchinetti

	* [r13013]
	  ql/voltermstructures/interestrate/optionlet/optionletstripperadapter.cpp:
	  
	  restored linear interpolation

2007-10-10 15:01  Giorgio Facchinetti

	* [r13012] QuantLib_vc8.vcproj,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper.hpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper2.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper2.hpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripperadapter.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripperadapter.hpp:
	  
	  

2007-10-10 12:57  Giorgio Facchinetti

	* [r13008]
	  ql/voltermstructures/interestrate/optionlet/optionletstripper1.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper1.hpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripperbase.hpp:
	  
	  

2007-10-08 10:18  Ferdinando Ametrano

	* [r12987]
	  ql/voltermstructures/interestrate/optionlet/optionletstripper.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper.hpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper2.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripperadapter.cpp:
	  
	  renamed surface as termVolSurface

2007-10-03 16:48  Eric Ehlers

	* [r12963] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-10-03 15:48  Eric Ehlers

	* [r12962] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-10-03 12:18  Luigi Ballabio

	* [r12959] ql/cashflows/digitalcmscoupon.hpp,
	  ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.hpp,
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolatilitystructure.hpp,
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolcurve.hpp,
	  ql/voltermstructures/interestrate/optionlet/constantoptionletvol.hpp,
	  ql/voltermstructures/interestrate/optionlet/spreadedoptionletvol.hpp:
	  
	  Fixes for documentation

2007-10-03 12:07  Luigi Ballabio

	* [r12958] ql/pricingengines/asian/mc_discr_arith_av_price.hpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  ql/pricingengines/barrier/mcbarrierengine.hpp,
	  ql/pricingengines/basket/mcbasketengine.hpp,
	  ql/pricingengines/forward/mcvarianceswapengine.hpp,
	  ql/pricingengines/vanilla/mcdigitalengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanhestonengine.hpp,
	  ql/qldefines.hpp, ql/timegrid.hpp:
	  
	  Removed obsolete macros

2007-10-03 11:10  Luigi Ballabio

	* [r12957] ql/legacy/pricers/Makefile.am, ql/legacy/pricers/all.hpp,
	  ql/legacy/pricers/mcmaxbasket.cpp,
	  ql/legacy/pricers/mcmaxbasket.hpp, test-suite/old_pricers.cpp:
	  
	  Removed obsolete pricer

2007-10-03 10:11  Giorgio Facchinetti

	* [r12949]
	  ql/voltermstructures/interestrate/optionlet/optionletstripper2.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper2.hpp:
	  
	  new optionletstripper2

2007-10-01 22:16  Plamen Neykov

	* [r12934] ql/voltermstructures/Makefile.am,
	  ql/voltermstructures/all.hpp:
	  
	  added several missing .cpp and .hpp files in the coresponding
	  Mmmmakefile.am
	  files

2007-10-01 19:53  Plamen Neykov

	* [r12933] ql/voltermstructures/interestrate/Makefile.am,
	  ql/voltermstructures/interestrate/all.hpp:
	  
	  add sabrvolsurface.cpp and sabrvolsurface.hpp in Makefile.am

2007-10-01 18:30  Ferdinando Ametrano

	* [r12932]
	  ql/voltermstructures/interestrate/optionlet/optionletstripper.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper.hpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper2.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripperadapter.cpp:
	  
	  added switchStrike inspector

2007-10-01 14:02  Katiuscia Manzoni

	* [r12930]
	  ql/voltermstructures/interestrate/optionlet/optionletstripper.cpp:
	  
	  replaced hard-coded value for default switchStrike with average
	  optionletAtmRate across optionlet tenors

2007-10-01 10:20  Ferdinando Ametrano

	* [r12929] ql/instruments/swaption.cpp, ql/instruments/swaption.hpp:
	  
	  moved implementation in cpp file

2007-09-28 15:42  Marco Bianchetti

	* [r12923] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-09-28 13:28  Ferdinando Ametrano

	* [r12913] ql/timeseries.hpp:
	  
	  added comments and one more inclusion

2007-09-28 13:04  Cristina Duminuco

	* [r12912] ql/voltermstructures/interestrate/sabrvolsurface.cpp,
	  ql/voltermstructures/interestrate/sabrvolsurface.hpp,
	  ql/voltermstructures/interestratevolsurface.hpp:
	  
	  - preliminary version of SabrVolSurface
	  - exported SabrVolSurface constructor ,
	  SabrVolSurface::volatilitySpreads(Date) and
	  SabrVolSurface::SabrSmileSectionImpl(Time) (the last two for testing
	  purpose)

2007-09-28 09:59  Luigi Ballabio

	* [r12906]
	  ql/voltermstructures/interestrate/optionlet/optionletstripper2.cpp:
	  
	  Fix for gcc

2007-09-27 22:51  Plamen Neykov

	* [r12904] ql/voltermstructures/interestrate/optionlet/Makefile.am,
	  ql/voltermstructures/interestrate/optionlet/all.hpp:
	  
	  added optionletstripper2.hpp/optionletstripper2.cpp in the
	  Makefile.am

2007-09-27 13:30  Giorgio Facchinetti

	* [r12889]
	  ql/voltermstructures/interestrate/optionlet/optionletstripper2.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper2.hpp:
	  
	  

2007-09-27 10:36  Giorgio Facchinetti

	* [r12884]
	  ql/voltermstructures/interestrate/optionlet/optionletstripper2.cpp:
	  
	  bug fixed

2007-09-27 08:07  Giorgio Facchinetti

	* [r12876] QuantLib_vc8.vcproj,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper.hpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper2.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper2.hpp:
	  
	  Added OptionletStripper2 class

2007-09-26 12:47  Ferdinando Ametrano

	* [r12865] ql/index.cpp, ql/index.hpp:
	  
	  - added Index::addFixings(const TimeSeries<Real>& t, bool
	  forceOverwrite = false)
	  - exported to Excel

2007-09-26 10:18  Ferdinando Ametrano

	* [r12863] ql/instruments/bonds/fixedratebond.cpp,
	  ql/instruments/bonds/fixedratebond.hpp,
	  ql/instruments/bonds/floatingratebond.cpp,
	  ql/instruments/bonds/floatingratebond.hpp:
	  
	  added backward compatible endOfMonth as last parameter, default =
	  false

2007-09-26 09:59  Ferdinando Ametrano

	* [r12862] ql/pricingengines/blackformula.cpp,
	  ql/pricingengines/blackformula.hpp:
	  
	  - fixed bug in blackFormulaCashItmProbability in case of non null
	  displacement
	  - improved formatting

2007-09-26 07:19  Cristina Duminuco

	* [r12861] ql/math/interpolations/abcdinterpolation.hpp:
	  
	  bug fixing

2007-09-25 17:33  Marco Bianchetti

	* [r12860] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-09-24 17:45  Ferdinando Ametrano

	* [r12852] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-09-24 17:45  Ferdinando Ametrano

	* [r12851] ql/cashflows/duration.cpp:
	  
	  fixed code

2007-09-24 17:05  Cristina Duminuco

	* [r12848] ql/voltermstructures/interestrate/abcdatmvolcurve.hpp:
	  
	  removed unneeded calls to LazyObject::calculate() method

2007-09-24 16:48  Ferdinando Ametrano

	* [r12847] ql/voltermstructures/interestrate/abcdatmvolcurve.cpp,
	  ql/voltermstructures/interestrate/abcdatmvolcurve.hpp:
	  
	  fixed constness

2007-09-24 15:06  Luigi Ballabio

	* [r12845] ql/cashflows/Makefile.am, ql/cashflows/all.hpp,
	  ql/cashflows/capflooredcoupon.hpp, ql/cashflows/cashflowvectors.cpp,
	  ql/cashflows/cashflowvectors.hpp, ql/cashflows/cmscoupon.cpp,
	  ql/cashflows/cmscoupon.hpp, ql/cashflows/couponpricer.cpp,
	  ql/cashflows/digitalcmscoupon.cpp,
	  ql/cashflows/digitalcmscoupon.hpp, ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/digitalcoupon.hpp, ql/cashflows/digitaliborcoupon.cpp,
	  ql/cashflows/digitaliborcoupon.hpp,
	  ql/cashflows/fixedratecoupon.cpp, ql/cashflows/fixedratecoupon.hpp,
	  ql/cashflows/iborcoupon.cpp, ql/cashflows/iborcoupon.hpp,
	  ql/cashflows/rangeaccrual.cpp, ql/cashflows/rangeaccrual.hpp,
	  ql/instruments/assetswap.cpp, ql/instruments/bonds/cmsratebond.cpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/fixedratebond.cpp,
	  ql/instruments/bonds/floatingratebond.cpp,
	  ql/instruments/capfloor.hpp, ql/instruments/makecms.cpp,
	  ql/instruments/vanillaswap.cpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/processes/lfmprocess.cpp, test-suite/assetswap.cpp,
	  test-suite/capfloor.cpp, test-suite/capflooredcoupon.cpp,
	  test-suite/cms.cpp, test-suite/swap.cpp:
	  
	  Reorganized cash-flow vector builders:
	  - implemented as helper classes to ease skipping default parameters
	  and single/multiple inputs
	  - moved together with the corresponding coupon classes

2007-09-24 14:25  Katiuscia Manzoni

	* [r12844]
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolsurface.cpp:
	  
	  bug fixed: populate vols_ data member at construction time

2007-09-24 11:31  Ferdinando Ametrano

	* [r12839] ql/voltermstructures/interestrate/sabrvolsurface.hpp:
	  
	  wip

2007-09-24 10:22  Ferdinando Ametrano

	* [r12837]
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolcurve.cpp,
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolcurve.hpp,
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolsurface.cpp,
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolsurface.hpp:
	  
	  fixing constness
	  Luigi: how was it working on your machine with mismatched
	  definition/declaration?

2007-09-24 09:47  Luigi Ballabio

	* [r12835]
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolsurface.cpp:
	  
	  Fixed constness

2007-09-24 09:41  Luigi Ballabio

	* [r12833] configure.ac, ql/Makefile.am,
	  ql/voltermstructures/interestrate/Makefile.am,
	  ql/voltermstructures/interestrate/capfloor/Makefile.am,
	  ql/voltermstructures/interestrate/capfloor/all.hpp,
	  ql/voltermstructures/interestrate/optionlet/Makefile.am,
	  ql/voltermstructures/interestrate/optionlet/all.hpp:
	  
	  autotools catching up

2007-09-24 09:40  Ferdinando Ametrano

	* [r12832]
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolsurface.cpp:
	  
	  

2007-09-24 09:18  Luigi Ballabio

	* [r12831]
	  ql/voltermstructures/interestrate/swaption/swaptionvoldiscrete.cpp:
	  
	  Fix for gcc

2007-09-23 00:11  Ferdinando Ametrano

	* [r12822]
	  ql/voltermstructures/interestrate/optionlet/optionletstripper.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper.hpp:
	  
	  fixed bug: the switch strike must be the same for all option tenors
	  in order to allow the calculation of each optionlet value as
	  difference between two consecutive options of the _same_ type (cap
	  or floor)

2007-09-22 23:16  Ferdinando Ametrano

	* [r12817] QuantLib_vc8.vcproj,
	  ql/voltermstructures/interestrate/capfloor/all.hpp:
	  
	  renamed CapFloorTermVolVector as CapFloorTermVolCurve

2007-09-22 23:14  Ferdinando Ametrano

	* [r12816] ql/voltermstructures/interestrate/abcdatmvolcurve.cpp:
	  
	  

2007-09-22 23:14  Ferdinando Ametrano

	* [r12815] ql/voltermstructures/interestrate/sabrvolsurface.cpp,
	  ql/voltermstructures/interestrate/sabrvolsurface.hpp:
	  
	  using generic BlackAtmVolCurve instead of AbcdAtmVolCurve

2007-09-22 23:12  Ferdinando Ametrano

	* [r12814] ql/voltermstructures/equityfxvolsurface.cpp:
	  
	  fixed computations

2007-09-22 23:12  Ferdinando Ametrano

	* [r12813]
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolcurve.cpp,
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolcurve.hpp,
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolvector.cpp,
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolvector.hpp:
	  
	  renamed CapFloorTermVolVector as CapFloorTermVolCurve

2007-09-22 22:08  Ferdinando Ametrano

	* [r12809] QuantLib_vc8.vcproj, ql/cashflows/couponpricer.hpp,
	  ql/legacy/libormarketmodels/liborforwardmodel.hpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp,
	  ql/processes/lfmprocess.hpp,
	  ql/voltermstructures/interestrate/all.hpp,
	  ql/voltermstructures/interestrate/cap,
	  ql/voltermstructures/interestrate/capfloor,
	  ql/voltermstructures/interestrate/capfloor/all.hpp,
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolatilitystructure.cpp,
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolsurface.cpp,
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolsurface.hpp,
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolvector.cpp,
	  ql/voltermstructures/interestrate/capfloor/capfloortermvolvector.hpp,
	  ql/voltermstructures/interestrate/caplet,
	  ql/voltermstructures/interestrate/optionlet,
	  ql/voltermstructures/interestrate/optionlet/all.hpp,
	  ql/voltermstructures/interestrate/optionlet/capletvariancecurve.hpp,
	  ql/voltermstructures/interestrate/optionlet/capletvolatilitiesstructures.cpp,
	  ql/voltermstructures/interestrate/optionlet/capletvolatilitiesstructures.hpp,
	  ql/voltermstructures/interestrate/optionlet/capstripper.cpp,
	  ql/voltermstructures/interestrate/optionlet/capstripper.hpp,
	  ql/voltermstructures/interestrate/optionlet/constantoptionletvol.cpp,
	  ql/voltermstructures/interestrate/optionlet/constantoptionletvol.hpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripper.hpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripperadapter.cpp,
	  ql/voltermstructures/interestrate/optionlet/optionletstripperadapter.hpp,
	  ql/voltermstructures/interestrate/optionlet/optionletvolatilitystructure.cpp,
	  ql/voltermstructures/interestrate/optionlet/spreadedoptionletvol.cpp,
	  ql/voltermstructures/interestrate/optionlet/spreadedoptionletvol.hpp,
	  test-suite/assetswap.cpp, test-suite/capflooredcoupon.cpp,
	  test-suite/capstripper.cpp, test-suite/digitalcoupon.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp, test-suite/swap.cpp:
	  
	  renamed cap and caplet folders as capfloor and optionlet
	  respectively

2007-09-22 17:49  Ferdinando Ametrano

	* [r12805]
	  ql/voltermstructures/interestrate/caplet/optionletstripper.cpp:
	  
	  fixed bug

2007-09-22 17:08  Ferdinando Ametrano

	* [r12803] QuantLib_vc8.vcproj, ql/instruments/oneassetoption.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/hybrid/binomialconvertibleengine.hpp,
	  ql/pricingengines/vanilla/binomialengine.hpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.cpp,
	  ql/voltermstructures/equityfx/blackconstantvol.hpp,
	  ql/voltermstructures/equityfx/blackvariancesurface.cpp,
	  ql/voltermstructures/equityfx/blackvariancesurface.hpp,
	  ql/voltermstructures/equityfx/blackvoltermstructure.cpp,
	  ql/voltermstructures/equityfx/blackvoltermstructure.hpp,
	  ql/voltermstructures/equityfx/localvolcurve.hpp,
	  ql/voltermstructures/equityfx/localvolsurface.cpp,
	  ql/voltermstructures/equityfx/localvoltermstructure.cpp,
	  ql/voltermstructures/equityfx/localvoltermstructure.hpp,
	  ql/voltermstructures/equityfxvolsurface.cpp,
	  ql/voltermstructures/equityfxvolsurface.hpp,
	  ql/voltermstructures/interestrate/abcdatmvolcurve.cpp,
	  ql/voltermstructures/interestrate/abcdatmvolcurve.hpp,
	  ql/voltermstructures/interestrate/cap/all.hpp,
	  ql/voltermstructures/interestrate/cap/capfloortermvolsurface.cpp,
	  ql/voltermstructures/interestrate/cap/capfloortermvolsurface.hpp,
	  ql/voltermstructures/interestrate/cap/capfloortermvolvector.cpp,
	  ql/voltermstructures/interestrate/cap/capfloortermvolvector.hpp,
	  ql/voltermstructures/interestrate/caplet/capletconstantvol.hpp,
	  ql/voltermstructures/interestrate/caplet/capletvariancecurve.hpp,
	  ql/voltermstructures/interestrate/caplet/constantoptionletvol.cpp,
	  ql/voltermstructures/interestrate/caplet/constantoptionletvol.hpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripper.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripper.hpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletvolatilitystructure.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletvolatilitystructure.hpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvoldiscrete.cpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvoldiscrete.hpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolmatrix.cpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolstructure.cpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolstructure.hpp,
	  ql/voltermstructures/interestratevolsurface.cpp,
	  ql/voltermstructures/interestratevolsurface.hpp,
	  test-suite/assetswap.cpp, test-suite/brownianbridge.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/digitalcoupon.cpp, test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/mclongstaffschwartzengine.cpp, test-suite/swap.cpp,
	  test-suite/utilities.cpp, test-suite/varianceswaps.cpp:
	  
	  cleaning up vol term structures

2007-09-22 17:04  Ferdinando Ametrano

	* [r12802] ql/voltermstructures/blackatmvolcurve.cpp,
	  ql/voltermstructures/blackatmvolcurve.hpp,
	  ql/voltermstructures/blackvolsurface.cpp,
	  ql/voltermstructures/blackvolsurface.hpp:
	  
	  - mandatory calendar input parameter
	  - more check
	  - wip

2007-09-22 17:02  Ferdinando Ametrano

	* [r12801]
	  ql/voltermstructures/interestrate/cap/capfloortermvolatilitystructure.cpp,
	  ql/voltermstructures/interestrate/cap/capfloortermvolatilitystructure.hpp,
	  ql/voltermstructures/interestrate/cap/capfloorvolatilitystructure.cpp,
	  ql/voltermstructures/interestrate/cap/capfloorvolatilitystructure.hpp:
	  
	  renamed CapFloorVolatilityStructure as
	  CapFloorTermVolatilityStructure

2007-09-22 17:01  Ferdinando Ametrano

	* [r12800]
	  ql/voltermstructures/interestrate/caplet/spreadedcapletvolstructure.cpp,
	  ql/voltermstructures/interestrate/caplet/spreadedcapletvolstructure.hpp,
	  ql/voltermstructures/interestrate/caplet/spreadedoptionletvol.cpp,
	  ql/voltermstructures/interestrate/caplet/spreadedoptionletvol.hpp:
	  
	  renamed SpreadedCapletVolatilityStructure as SpreadedOptionletVol

2007-09-22 16:59  Ferdinando Ametrano

	* [r12799] ql/yieldtermstructures/forwardstructure.hpp:
	  
	  

2007-09-22 16:58  Ferdinando Ametrano

	* [r12798] ql/math/interpolation.hpp:
	  
	  

2007-09-22 16:56  Ferdinando Ametrano

	* [r12797] ql/voltermstructure.cpp, ql/voltermstructure.hpp:
	  
	  - splitted in hpp/cpp files
	  - mandatory calendar input parameter

2007-09-22 16:40  Ferdinando Ametrano

	* [r12795] ql/termstructure.cpp, ql/termstructure.hpp,
	  ql/yieldtermstructure.cpp, ql/yieldtermstructure.hpp:
	  
	  splitted in hpp/cpp files

2007-09-21 15:04  Mark Joshi

	* [r12781] ql/math/optimization/spherecylinder.hpp:
	  
	  add weighting to attempt to make deformations more uniform

2007-09-21 14:51  Mark Joshi

	* [r12779]
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp:
	  
	  add weighting to attempt to make deformations more uniform

2007-09-21 14:40  Mark Joshi

	* [r12778] ql/math/randomnumbers/sobolrsg.cpp,
	  ql/math/randomnumbers/sobolrsg.hpp:
	  
	  kuo 2 rule

2007-09-21 14:39  Mark Joshi

	* [r12777] ql/math/optimization/spherecylinder.cpp,
	  ql/math/optimization/spherecylinder.hpp:
	  
	  added weighting on z coordinate

2007-09-21 14:27  Katiuscia Manzoni

	* [r12775] ql/instruments/capfloor.cpp, ql/instruments/capfloor.hpp,
	  ql/voltermstructures/interestrate/caplet/capletvolatilitiesstructures.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripper.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripper.hpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.cpp,
	  test-suite/capstripper.cpp:
	  
	  - new CapFloor::lastFloatingRateCoupon() method added
	  - removed CapFloor::lastAccrualPeriod() and
	  CapFloor::lastFixingDate()
	  - optionletStripper bug fix: replaced lastFixingDate with
	  lastPaymentDate in discounting
	  - removed function qlCapFloorLastFixingDate()

2007-09-21 11:59  Ferdinando Ametrano

	* [r12770] ql/math/matrixutilities/getcovariance.cpp:
	  
	  working on correlation modeling...

2007-09-21 11:55  Marco Bianchetti

	* [r12769] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-09-21 09:05  Ferdinando Ametrano

	* [r12768] ql/math/matrixutilities/getcovariance.cpp:
	  
	  added check for positive definite matrix plus salvaging algorithm

2007-09-21 09:03  Ferdinando Ametrano

	* [r12767] QuantLib_vc8.vcproj,
	  ql/math/matrixutilities/getcovariance.cpp,
	  ql/math/matrixutilities/getcovariance.hpp,
	  ql/math/matrixutilities/symmetricschurdecomposition.cpp:
	  
	  added check for positive definite matrix plus salvaging algorithm

2007-09-21 08:52  Francois du Vignaud

	* [r12764] test-suite/americanoption.cpp:
	  
	  unsupported values fixed in Ju test

2007-09-21 07:29  Mark Joshi

	* [r12763] ql/math/randomnumbers/sobolrsg.cpp,
	  ql/math/randomnumbers/sobolrsg.hpp:
	  
	  added Kuo initialization numbers

2007-09-21 07:28  Mark Joshi

	* [r12762] ql/math/optimization/spherecylinder.cpp:
	  
	  fix to remove negative square root

2007-09-20 14:57  Luigi Ballabio

	* [r12757] ql/Makefile.am, ql/math/randomnumbers/Makefile.am,
	  ql/math/randomnumbers/all.hpp:
	  
	  gcc catching up

2007-09-20 14:17  Francois du Vignaud

	* [r12756] ql/instruments/vanillaswap.cpp,
	  ql/processes/blackscholesprocess.cpp,
	  ql/voltermstructures/interestrate/caplet/capletvolatilitiesstructures.cpp,
	  ql/yieldtermstructures/zerocurve.hpp:
	  
	  other irrelevant flags removed

2007-09-20 14:06  Luigi Ballabio

	* [r12755] ql/termstructure.hpp, ql/voltermstructure.hpp,
	  ql/voltermstructures/blackatmvolcurve.hpp,
	  ql/voltermstructures/blackvolsurface.hpp,
	  ql/voltermstructures/equityfx/blackvoltermstructure.hpp,
	  ql/voltermstructures/equityfx/localvoltermstructure.hpp,
	  ql/voltermstructures/equityfxvolsurface.hpp,
	  ql/voltermstructures/interestrate/cap/capfloorvolatilitystructure.hpp,
	  ql/voltermstructures/interestrate/caplet/optionletvolatilitystructure.hpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolstructure.hpp,
	  ql/voltermstructures/interestratevolsurface.hpp,
	  ql/voltermstructures/smilesection.hpp, ql/yieldtermstructure.hpp,
	  ql/yieldtermstructures/zeroyieldstructure.hpp:
	  
	  Replaced Actual365Fixed() default in abstract base classes with
	  DayCounter().
	  This ensures (by raising an exception) that the dayCounter_ data
	  member is
	  not used unless it was properly initialized by the derived class.

2007-09-20 13:49  Francois du Vignaud

	* [r12754] ql/termstructure.hpp:
	  
	  irrelevant flag removed

2007-09-20 13:41  Mark Joshi

	* [r12753] test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp:
	  
	  added lattice rules test

2007-09-20 13:40  Mark Joshi

	* [r12752] ql/math/randomnumbers/randomizedlds.hpp:
	  
	  made data member mutable as method is const that shouldnàt be

2007-09-20 13:39  Mark Joshi

	* [r12751] ql/math/randomnumbers/sobolrsg.cpp:
	  
	  added Kuo initialization numbers

2007-09-20 13:37  Mark Joshi

	* [r12749] ql/math/randomnumbers/latticerules.cpp,
	  ql/math/randomnumbers/latticerules.hpp:
	  
	  added cools kuo nuyens lattice rules

2007-09-20 13:17  Francois du Vignaud

	* [r12748] ql/instruments/vanillaswap.cpp, ql/math/comparison.hpp,
	  ql/math/matrixutilities/tqreigendecomposition.cpp,
	  ql/pricingengines/vanilla/juquadraticengine.cpp,
	  ql/pricingengines/vanilla/mcamericanengine.cpp,
	  ql/processes/blackscholesprocess.cpp, ql/termstructure.hpp,
	  ql/time/daycounters/actualactual.cpp,
	  ql/voltermstructures/interestrate/caplet/capletvolatilitiesstructures.cpp,
	  ql/yieldtermstructures/zerocurve.hpp:
	  
	  error floating point exceptions flagged in QL code

2007-09-20 13:13  Francois du Vignaud

	* [r12747] test-suite/batesmodel.cpp, test-suite/capstripper.cpp,
	  test-suite/europeanoption.cpp, test-suite/hestonmodel.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/marketmodel.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/mclongstaffschwartzengine.cpp, test-suite/operators.cpp,
	  test-suite/swaption.cpp:
	  
	  error floating point exceptions flagged in unit tests code

2007-09-20 10:14  Ferdinando Ametrano

	* [r12741] ql/models/marketmodels/swapforwardmappings.cpp,
	  ql/models/marketmodels/swapforwardmappings.hpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripper.hpp:
	  
	  exported Coinitial/ConstantMaturity swap <-> forward mappings

2007-09-20 09:16  Giorgio Facchinetti

	* [r12740]
	  ql/voltermstructures/interestrate/cap/capfloortermvolsurface.cpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolcube.cpp:
	  
	  

2007-09-20 09:06  Ferdinando Ametrano

	* [r12737] ql/instruments/capfloor.cpp, ql/instruments/capfloor.hpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripper.cpp:
	  
	  added lastAccrualPeriod

2007-09-20 08:56  Giorgio Facchinetti

	* [r12736]
	  ql/voltermstructures/interestrate/cap/capfloortermvolsurface.cpp:
	  
	  added new checkInputs to CapFloorTermVolSurface

2007-09-20 08:30  Marco Bianchetti

	* [r12735] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-09-19 15:04  Luigi Ballabio

	* [r12730] ql/math/randomnumbers/Makefile.am,
	  ql/math/randomnumbers/all.hpp:
	  
	  Added new files to gcc build

2007-09-19 14:09  Mark Joshi

	* [r12729] ql/math/randomnumbers/latticersg.cpp,
	  ql/math/randomnumbers/latticersg.hpp:
	  
	  added class to generate low-discrepancy sequences using a lattice
	  rule

2007-09-19 12:32  Cristina Duminuco

	* [r12725] ql/cashflows/cashflowvectors.cpp,
	  ql/cashflows/cashflowvectors.hpp, ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/digitalcoupon.hpp, ql/cashflows/replication.cpp,
	  ql/cashflows/replication.hpp, test-suite/digitalcoupon.cpp:
	  
	  - introduced class DigitalReplication
	  - DigitalReplication used as input in DigitalCoupon
	  - exposed DigitalReplication
	  - qlDigitalCmsLeg and qlDigitalIborLeg work again (w.i.p. shorter
	  input description)
	  - catching-up of CmsWithDigitalLeg.xls and SwapWithDigitalLeg.xls
	  with code modifications

2007-09-19 09:52  Marco Bianchetti

	* [r12720] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-09-19 09:29  Mark Joshi

	* [r12719] ql/models/marketmodels/swapforwardmappings.cpp,
	  ql/models/marketmodels/swapforwardmappings.hpp:
	  
	  added CMS jacobian code

2007-09-19 09:28  Mark Joshi

	* [r12718] test-suite/swapforwardmappings.cpp:
	  
	  now test CMS jacobian

2007-09-19 08:31  Mark Joshi

	* [r12717] test-suite/swapforwardmappings.cpp,
	  test-suite/swapforwardmappings.hpp:
	  
	  added test for coinitial jacobian

2007-09-19 08:30  Mark Joshi

	* [r12716] ql/models/marketmodels/swapforwardmappings.cpp:
	  
	  bug fix, now actually works

2007-09-18 17:09  Francois du Vignaud

	* [r12712] test-suite/americanoption.cpp, test-suite/basketoption.cpp,
	  test-suite/batesmodel.cpp, test-suite/capfloor.cpp,
	  test-suite/capstripper.cpp, test-suite/digitaloption.cpp,
	  test-suite/dividendoption.cpp:
	  
	  floating point exceptions flagged in test units code

2007-09-18 16:17  Luigi Ballabio

	* [r12709] ql/math/interpolations/abcdinterpolation.hpp:
	  
	  Fix for gcc

2007-09-18 15:33  Cristina Duminuco

	* [r12702] ql/math/interpolations/abcdinterpolation.hpp,
	  ql/voltermstructures/interestrate/abcdatmvolcurve.cpp:
	  
	  added missing code

2007-09-18 14:58  Giorgio Facchinetti

	* [r12699]
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.hpp:
	  
	  1) exported SabrInterpolatedSmileSection2
	  2) added referenceDate method to OptionletStripperAdapter class

2007-09-18 14:57  Luigi Ballabio

	* [r12698] ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp:
	  
	  New files added to gcc build

2007-09-18 14:49  Mark Joshi

	* [r12696] ql/models/marketmodels/swapforwardmappings.cpp,
	  ql/models/marketmodels/swapforwardmappings.hpp:
	  
	  added coinitial code (not yet tested)

2007-09-18 14:22  Ferdinando Ametrano

	* [r12693] QuantLib_vc8.vcproj,
	  ql/models/marketmodels/historicalratesanalysis.cpp,
	  ql/models/marketmodels/historicalratesanalysis.hpp:
	  
	  added historical InterestRateIndex analisys

2007-09-18 13:18  Giorgio Facchinetti

	* [r12690]
	  ql/voltermstructures/interestrate/caplet/optionletstripper.cpp:
	  
	  bug fixed

2007-09-18 12:59  Luigi Ballabio

	* [r12688] ql/pricingengines/vanilla/fddividendengine.hpp,
	  ql/pricingengines/vanilla/fdvanillaengine.hpp:
	  
	  Removed leftovers

2007-09-18 12:57  Giorgio Facchinetti

	* [r12687]
	  ql/voltermstructures/interestrate/caplet/optionletstripper.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripper.hpp:
	  
	  added switchStrikes_ member

2007-09-18 12:50  Luigi Ballabio

	* [r12686] ql/Makefile.am, ql/config.mwcw.hpp,
	  ql/math/solvers1d/bisection.hpp, ql/math/solvers1d/brent.hpp,
	  ql/math/solvers1d/falseposition.hpp, ql/math/solvers1d/newton.hpp,
	  ql/math/solvers1d/newtonsafe.hpp, ql/math/solvers1d/ridder.hpp,
	  ql/math/solvers1d/secant.hpp, ql/qldefines.hpp, ql/quantlib.hpp,
	  ql/time/calendar.cpp, ql/time/schedule.cpp,
	  ql/yieldtermstructures/compoundforward.cpp:
	  
	  Dropped CodeWarrior support

2007-09-18 11:02  Marco Bianchetti

	* [r12684] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-09-18 10:32  Giorgio Facchinetti

	* [r12683]
	  ql/voltermstructures/interestrate/caplet/optionletstripper.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripper.hpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.hpp:
	  
	  1) added switchStrikes_ member
	  2) bilinear instead of bicubicspline interpolation

2007-09-18 09:32  Mark Joshi

	* [r12681] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  added test for forward period adapter -- approximation agrees with
	  Monte Carlo price

2007-09-18 09:29  Mark Joshi

	* [r12680]
	  ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.cpp,
	  ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp:
	  
	  bug fixes

2007-09-18 08:12  Giorgio Facchinetti

	* [r12678]
	  ql/voltermstructures/interestrate/caplet/optionletstripper.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripper.hpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.cpp:
	  
	  

2007-09-18 03:11  Joseph Wang

	* [r12676] ql/voltermstructures/interestrate/cap/Makefile.am,
	  ql/voltermstructures/interestrate/caplet/Makefile.am,
	  ql/voltermstructures/interestrate/caplet/all.hpp:
	  
	  Fix autoconf files

2007-09-17 17:49  Katiuscia Manzoni

	* [r12675]
	  ql/voltermstructures/interestrate/cap/capfloortermvolsurface.hpp:
	  
	  catch up with renamed file

2007-09-17 16:52  Ferdinando Ametrano

	* [r12674] QuantLib_vc8.vcproj,
	  ql/voltermstructures/interestrate/cap/all.hpp,
	  ql/voltermstructures/interestrate/cap/capflatvolvector.cpp,
	  ql/voltermstructures/interestrate/cap/capflatvolvector.hpp,
	  ql/voltermstructures/interestrate/cap/capfloortermvolsurface.cpp,
	  ql/voltermstructures/interestrate/cap/capfloortermvolsurface.hpp,
	  ql/voltermstructures/interestrate/cap/capfloortermvolvector.cpp,
	  ql/voltermstructures/interestrate/cap/capfloortermvolvector.hpp,
	  ql/voltermstructures/interestrate/cap/capvolsurface.cpp,
	  ql/voltermstructures/interestrate/cap/capvolsurface.hpp,
	  ql/voltermstructures/interestrate/caplet/capstripper.cpp,
	  ql/voltermstructures/interestrate/caplet/capstripper.hpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripper.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripper.hpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.cpp:
	  
	  renamed CapVolatilityVector as CapFloorTermVolVector and
	  CapVolatilitySurface as CapFloorTermVolSurface

2007-09-17 16:10  Ferdinando Ametrano

	* [r12671] QuantLib_vc8.vcproj,
	  ql/voltermstructures/interestrate/caplet/all.hpp,
	  ql/voltermstructures/interestrate/caplet/capstripper2.cpp,
	  ql/voltermstructures/interestrate/caplet/capstripper2.hpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripper.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripper.hpp:
	  
	  renamed capstripper2.*pp as optionletstripper.*pp

2007-09-17 15:41  Ferdinando Ametrano

	* [r12669]
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.hpp:
	  
	  minor fixes

2007-09-17 15:04  Giorgio Facchinetti

	* [r12667]
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.cpp:
	  
	  bug fixed

2007-09-17 15:01  Giorgio Facchinetti

	* [r12666]
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.hpp:
	  
	  export OptionletStripperAdapter in progress

2007-09-17 14:50  Giorgio Facchinetti

	* [r12665] QuantLib_vc8.vcproj,
	  ql/voltermstructures/interestrate/caplet/capstripper2.cpp,
	  ql/voltermstructures/interestrate/caplet/capstripper2.hpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletstripperadapter.hpp:
	  
	  Added OptionletStripperAdapter class to OptionletVolatilityStructure
	  class

2007-09-17 13:22  Mark Joshi

	* [r12662] ql/models/marketmodels/forwardforwardmappings.cpp:
	  
	  sign fix

2007-09-17 13:22  Katiuscia Manzoni

	* [r12661] ql/voltermstructures/interestrate/caplet/capstripper2.cpp:
	  
	  hard-coded switch-strike = 4.5%

2007-09-17 13:16  Mark Joshi

	* [r12660] ql/models/marketmodels/models/fwdperiodadapter.cpp:
	  
	  small efficiency improvement

2007-09-17 13:05  Mark Joshi

	* [r12659] test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  added function for testing the multiple periods calibration

2007-09-17 12:49  Giorgio Facchinetti

	* [r12658] QuantLib_vc8.vcproj:
	  
	  

2007-09-17 12:33  Giorgio Facchinetti

	* [r12657] ql/voltermstructures/sabrinterpolatedsmilesection2.cpp,
	  ql/voltermstructures/sabrinterpolatedsmilesection2.hpp:
	  
	  

2007-09-17 12:33  Francois du Vignaud

	* [r12656] test-suite/americanoption.cpp, test-suite/basketoption.cpp,
	  test-suite/batesmodel.cpp, test-suite/capfloor.cpp,
	  test-suite/capstripper.cpp, test-suite/digitaloption.cpp,
	  test-suite/dividendoption.cpp, test-suite/europeanoption.cpp,
	  test-suite/hestonmodel.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/marketmodel.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/old_pricers.cpp, test-suite/operators.cpp,
	  test-suite/pathgenerator.cpp, test-suite/swaption.cpp:
	  
	  floating point exceptions flagged in test units

2007-09-17 12:32  Francois du Vignaud

	* [r12655] test-suite/quantlibtestsuite.cpp:
	  
	  floating point exceptions flagged in
	  test-suite/quantlibtestsuite.cpp

2007-09-17 11:05  Giorgio Facchinetti

	* [r12654] ql/voltermstructures/sabrinterpolatedsmilesection.cpp,
	  ql/voltermstructures/sabrinterpolatedsmilesection.hpp,
	  ql/voltermstructures/sabrinterpolatedsmilesection2.cpp,
	  ql/voltermstructures/sabrinterpolatedsmilesection2.hpp:
	  
	  Added SabrInterpolatedSmileSection2 class in order to create
	  swaption smile sections

2007-09-17 10:47  Luigi Ballabio

	* [r12652] configure.ac, ql/Makefile.am, ql/quantlib.hpp,
	  ql/voltermstructures/Makefile.am, ql/voltermstructures/all.hpp,
	  ql/voltermstructures/equityfx/Makefile.am,
	  ql/voltermstructures/equityfx/all.hpp,
	  ql/voltermstructures/interestrate/Makefile.am,
	  ql/voltermstructures/interestrate/abcdatmvolcurve.cpp,
	  ql/voltermstructures/interestrate/all.hpp,
	  ql/voltermstructures/interestrate/cap/Makefile.am,
	  ql/voltermstructures/interestrate/cap/all.hpp,
	  ql/voltermstructures/interestrate/caplet/Makefile.am,
	  ql/voltermstructures/interestrate/caplet/all.hpp,
	  ql/voltermstructures/interestrate/sabrvolsurface.cpp,
	  ql/voltermstructures/interestrate/swaption/Makefile.am,
	  ql/voltermstructures/interestrate/swaption/all.hpp,
	  ql/voltermstructures/interestratevolsurface.cpp,
	  ql/yieldtermstructures/Makefile.am:
	  
	  Fixes for gcc build

2007-09-17 10:43  Ferdinando Ametrano

	* [r12649] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-09-16 20:05  Ferdinando Ametrano

	* [r12643] QuantLib_vc8.vcproj, ql/cashflows/couponpricer.hpp,
	  ql/legacy/pricers/mccliquetoption.hpp,
	  ql/legacy/pricers/mcdiscretearithmeticaso.hpp,
	  ql/legacy/pricers/mceverest.hpp, ql/legacy/pricers/mchimalaya.hpp,
	  ql/legacy/pricers/mcmaxbasket.hpp, ql/legacy/pricers/mcpagoda.hpp,
	  ql/legacy/pricers/mcperformanceoption.hpp,
	  ql/methods/montecarlo/brownianbridge.hpp,
	  ql/pricingengines/bond/discountingbondengine.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.hpp,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/mcdigitalengine.hpp,
	  ql/processes/blackscholesprocess.hpp, ql/termstructures,
	  ql/voltermstructures/blackvoltermstructure.cpp,
	  ql/voltermstructures/blackvoltermstructure.hpp,
	  ql/voltermstructures/equityfx/blackconstantvol.hpp,
	  ql/voltermstructures/equityfx/blackvariancecurve.hpp,
	  ql/voltermstructures/equityfx/blackvariancesurface.hpp,
	  ql/voltermstructures/equityfx/blackvoltermstructure.cpp,
	  ql/voltermstructures/equityfx/blackvoltermstructure.hpp,
	  ql/voltermstructures/equityfx/impliedvoltermstructure.hpp,
	  ql/voltermstructures/equityfx/localvolsurface.cpp,
	  ql/voltermstructures/equityfx/localvolsurface.hpp,
	  ql/voltermstructures/equityfx/localvoltermstructure.cpp,
	  ql/voltermstructures/equityfx/localvoltermstructure.hpp,
	  ql/voltermstructures/interestrate/swaption/spreadedswaptionvol.hpp,
	  ql/voltermstructures/interestrate/swaption/swaptionconstantvol.hpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvoldiscrete.hpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolstructure.cpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolstructure.hpp,
	  ql/voltermstructures/localvoltermstructure.cpp,
	  ql/voltermstructures/localvoltermstructure.hpp,
	  ql/voltermstructures/swaptionvolstructure.cpp,
	  ql/voltermstructures/swaptionvolstructure.hpp,
	  ql/yieldtermstructures/drifttermstructure.hpp,
	  ql/yieldtermstructures/quantotermstructure.hpp,
	  test-suite/utilities.hpp:
	  
	  - cleaning up term structure folder, naming, etc (wip)

2007-09-16 19:48  Ferdinando Ametrano

	* [r12642] QuantLib_vc8.vcproj, ql/cashflows/cashflows.cpp,
	  ql/cashflows/conundrumpricer.cpp, ql/cashflows/couponpricer.hpp,
	  ql/cashflows/rangeaccrual.hpp, ql/instruments/barrieroption.cpp,
	  ql/instruments/bond.cpp, ql/instruments/oneassetoption.cpp,
	  ql/legacy/libormarketmodels/liborforwardmodel.hpp,
	  ql/legacy/pricers/mccliquetoption.hpp,
	  ql/legacy/pricers/mcdiscretearithmeticaso.hpp,
	  ql/legacy/pricers/mceverest.hpp, ql/legacy/pricers/mchimalaya.hpp,
	  ql/legacy/pricers/mcmaxbasket.hpp, ql/legacy/pricers/mcpagoda.hpp,
	  ql/legacy/pricers/mcperformanceoption.hpp,
	  ql/math/interpolations/abcdinterpolation.hpp,
	  ql/math/interpolations/sabrinterpolation.hpp,
	  ql/methods/montecarlo/brownianbridge.hpp,
	  ql/models/marketmodels/historicalforwardratesanalysis.hpp,
	  ql/models/marketmodels/models/abcdvol.cpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  ql/pricingengines/bond/discountingbondengine.hpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp,
	  ql/pricingengines/forward/forwardengine.hpp,
	  ql/pricingengines/hybrid/binomialconvertibleengine.hpp,
	  ql/pricingengines/quanto/quantoengine.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.hpp,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/binomialengine.hpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.cpp,
	  ql/pricingengines/vanilla/mcdigitalengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanengine.hpp,
	  ql/processes/blackscholesprocess.cpp,
	  ql/processes/blackscholesprocess.hpp,
	  ql/processes/hybridhestonhullwhiteprocess.cpp,
	  ql/processes/lfmprocess.hpp, ql/quantlib.hpp,
	  ql/termstructures/voltermstructures,
	  ql/termstructures/yieldtermstructures, ql/voltermstructures,
	  ql/voltermstructures/all.hpp,
	  ql/voltermstructures/blackatmvolcurve.cpp,
	  ql/voltermstructures/blackvolsurface.cpp,
	  ql/voltermstructures/blackvolsurface.hpp,
	  ql/voltermstructures/blackvoltermstructure.cpp,
	  ql/voltermstructures/equityfx/all.hpp,
	  ql/voltermstructures/equityfx/blackconstantvol.hpp,
	  ql/voltermstructures/equityfx/blackvariancecurve.cpp,
	  ql/voltermstructures/equityfx/blackvariancecurve.hpp,
	  ql/voltermstructures/equityfx/blackvariancesurface.cpp,
	  ql/voltermstructures/equityfx/blackvariancesurface.hpp,
	  ql/voltermstructures/equityfx/impliedvoltermstructure.hpp,
	  ql/voltermstructures/equityfx/localconstantvol.hpp,
	  ql/voltermstructures/equityfx/localvolcurve.hpp,
	  ql/voltermstructures/equityfx/localvolsurface.cpp,
	  ql/voltermstructures/equityfx/localvolsurface.hpp,
	  ql/voltermstructures/equityfxvolsurface.cpp,
	  ql/voltermstructures/equityfxvolsurface.hpp,
	  ql/voltermstructures/interestrate/abcd.cpp,
	  ql/voltermstructures/interestrate/abcdatmvolcurve.cpp,
	  ql/voltermstructures/interestrate/abcdatmvolcurve.hpp,
	  ql/voltermstructures/interestrate/abcdcalibration.cpp,
	  ql/voltermstructures/interestrate/all.hpp,
	  ql/voltermstructures/interestrate/cap/all.hpp,
	  ql/voltermstructures/interestrate/cap/capflatvolvector.cpp,
	  ql/voltermstructures/interestrate/cap/capflatvolvector.hpp,
	  ql/voltermstructures/interestrate/cap/capfloorvolatilitystructure.cpp,
	  ql/voltermstructures/interestrate/cap/capvolsurface.cpp,
	  ql/voltermstructures/interestrate/cap/capvolsurface.hpp,
	  ql/voltermstructures/interestrate/caplet/all.hpp,
	  ql/voltermstructures/interestrate/caplet/capletconstantvol.hpp,
	  ql/voltermstructures/interestrate/caplet/capletvariancecurve.hpp,
	  ql/voltermstructures/interestrate/caplet/capletvolatilitiesstructures.cpp,
	  ql/voltermstructures/interestrate/caplet/capletvolatilitiesstructures.hpp,
	  ql/voltermstructures/interestrate/caplet/capstripper.cpp,
	  ql/voltermstructures/interestrate/caplet/capstripper.hpp,
	  ql/voltermstructures/interestrate/caplet/capstripper2.cpp,
	  ql/voltermstructures/interestrate/caplet/optionletvolatilitystructure.cpp,
	  ql/voltermstructures/interestrate/caplet/spreadedcapletvolstructure.cpp,
	  ql/voltermstructures/interestrate/caplet/spreadedcapletvolstructure.hpp,
	  ql/voltermstructures/interestrate/sabrvolsurface.cpp,
	  ql/voltermstructures/interestrate/sabrvolsurface.hpp,
	  ql/voltermstructures/interestrate/swaption/all.hpp,
	  ql/voltermstructures/interestrate/swaption/cmsmarket.cpp,
	  ql/voltermstructures/interestrate/swaption/cmsmarket.hpp,
	  ql/voltermstructures/interestrate/swaption/cmsmarketcalibration.cpp,
	  ql/voltermstructures/interestrate/swaption/cmsmarketcalibration.hpp,
	  ql/voltermstructures/interestrate/swaption/spreadedswaptionvol.cpp,
	  ql/voltermstructures/interestrate/swaption/spreadedswaptionvol.hpp,
	  ql/voltermstructures/interestrate/swaption/swaptionconstantvol.cpp,
	  ql/voltermstructures/interestrate/swaption/swaptionconstantvol.hpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolcube.cpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolcube.hpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolcube1.cpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolcube1.hpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolcube2.cpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolcube2.hpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvoldiscrete.cpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvoldiscrete.hpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolmatrix.cpp,
	  ql/voltermstructures/interestrate/swaption/swaptionvolmatrix.hpp,
	  ql/voltermstructures/interestrate/volcube.cpp,
	  ql/voltermstructures/interestratevolsurface.cpp,
	  ql/voltermstructures/interestratevolsurface.hpp,
	  ql/voltermstructures/interpolatedsmilesection.hpp,
	  ql/voltermstructures/localvoltermstructure.cpp,
	  ql/voltermstructures/sabr.cpp,
	  ql/voltermstructures/sabrinterpolatedsmilesection.cpp,
	  ql/voltermstructures/sabrinterpolatedsmilesection.hpp,
	  ql/voltermstructures/smilesection.cpp,
	  ql/voltermstructures/swaptionvolstructure.cpp,
	  ql/yieldtermstructures, ql/yieldtermstructures/all.hpp,
	  ql/yieldtermstructures/bondhelpers.cpp,
	  ql/yieldtermstructures/bondhelpers.hpp,
	  ql/yieldtermstructures/bootstraptraits.hpp,
	  ql/yieldtermstructures/compoundforward.cpp,
	  ql/yieldtermstructures/compoundforward.hpp,
	  ql/yieldtermstructures/drifttermstructure.hpp,
	  ql/yieldtermstructures/extendeddiscountcurve.cpp,
	  ql/yieldtermstructures/extendeddiscountcurve.hpp,
	  ql/yieldtermstructures/forwardcurve.hpp,
	  ql/yieldtermstructures/forwardspreadedtermstructure.hpp,
	  ql/yieldtermstructures/piecewiseyieldcurve.hpp,
	  ql/yieldtermstructures/piecewisezerospreadedtermstructure.hpp,
	  ql/yieldtermstructures/quantotermstructure.hpp,
	  ql/yieldtermstructures/ratehelper.cpp,
	  ql/yieldtermstructures/ratehelpers.cpp,
	  ql/yieldtermstructures/ratehelpers.hpp,
	  ql/yieldtermstructures/zerocurve.hpp,
	  ql/yieldtermstructures/zerospreadedtermstructure.hpp,
	  test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/assetswap.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/batesmodel.cpp,
	  test-suite/brownianbridge.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/cliquetoption.cpp, test-suite/cms.cpp,
	  test-suite/compoundforward.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/digitalcoupon.cpp, test-suite/digitaloption.cpp,
	  test-suite/dividendoption.cpp, test-suite/europeanoption.cpp,
	  test-suite/forwardoption.cpp, test-suite/hestonmodel.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/integrals.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/lookbackoptions.cpp, test-suite/marketmodel.cpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/quantooption.cpp,
	  test-suite/quotes.cpp, test-suite/rangeaccrual.cpp,
	  test-suite/shortratemodels.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp, test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolstructuresutilities.hpp,
	  test-suite/termstructures.cpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp, test-suite/varianceswaps.cpp:
	  
	  - cleaning up term structure folder, naming, etc (wip)

2007-09-16 19:32  Ferdinando Ametrano

	* [r12641] QuantLib_vc8.vcproj, ql/cashflows/cashflows.cpp,
	  ql/cashflows/conundrumpricer.cpp, ql/cashflows/couponpricer.cpp,
	  ql/cashflows/couponpricer.hpp, ql/cashflows/floatingratecoupon.cpp,
	  ql/cashflows/iborcoupon.cpp, ql/cashflows/rangeaccrual.cpp,
	  ql/cashflows/rangeaccrual.hpp, ql/indexes/iborindex.cpp,
	  ql/indexes/iborindex.hpp, ql/instruments/barrieroption.cpp,
	  ql/instruments/bond.cpp, ql/instruments/bond.hpp,
	  ql/instruments/capfloor.cpp,
	  ql/instruments/fixedratebondforward.cpp, ql/instruments/forward.cpp,
	  ql/instruments/forward.hpp, ql/instruments/oneassetoption.cpp,
	  ql/instruments/swap.cpp, ql/instruments/swaption.cpp,
	  ql/instruments/vanillaswap.cpp,
	  ql/legacy/libormarketmodels/liborforwardmodel.hpp,
	  ql/legacy/pricers/mccliquetoption.hpp,
	  ql/legacy/pricers/mcdiscretearithmeticaso.hpp,
	  ql/legacy/pricers/mceverest.hpp, ql/legacy/pricers/mchimalaya.hpp,
	  ql/legacy/pricers/mcmaxbasket.hpp, ql/legacy/pricers/mcpagoda.hpp,
	  ql/legacy/pricers/mcperformanceoption.cpp,
	  ql/legacy/pricers/mcperformanceoption.hpp,
	  ql/math/interpolations/abcdinterpolation.hpp,
	  ql/math/interpolations/sabrinterpolation.hpp,
	  ql/methods/montecarlo/brownianbridge.hpp,
	  ql/methods/montecarlo/longstaffschwartzpathpricer.hpp,
	  ql/models/calibrationhelper.hpp,
	  ql/models/marketmodels/historicalforwardratesanalysis.hpp,
	  ql/models/marketmodels/models/abcdvol.cpp,
	  ql/models/marketmodels/models/flatvol.hpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  ql/pricingengines/bond/discountingbondengine.hpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp,
	  ql/pricingengines/discountengine.hpp,
	  ql/pricingengines/forward/forwardengine.hpp,
	  ql/pricingengines/hybrid/binomialconvertibleengine.hpp,
	  ql/pricingengines/quanto/quantoengine.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.hpp,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/binomialengine.hpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.cpp,
	  ql/pricingengines/vanilla/mcdigitalengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanengine.hpp,
	  ql/processes/blackscholesprocess.cpp,
	  ql/processes/blackscholesprocess.hpp,
	  ql/processes/hestonprocess.hpp, ql/processes/hullwhiteprocess.hpp,
	  ql/processes/hybridhestonhullwhiteprocess.cpp,
	  ql/processes/lfmprocess.cpp, ql/processes/lfmprocess.hpp,
	  ql/termstructures/Makefile.am, ql/termstructures/all.hpp,
	  ql/termstructures/blackatmvolcurve.cpp,
	  ql/termstructures/blackatmvolcurve.hpp,
	  ql/termstructures/blackvolsurface.cpp,
	  ql/termstructures/blackvolsurface.hpp,
	  ql/termstructures/blackvoltermstructure.cpp,
	  ql/termstructures/blackvoltermstructure.hpp,
	  ql/termstructures/localvoltermstructure.cpp,
	  ql/termstructures/localvoltermstructure.hpp,
	  ql/termstructures/swaptionvolstructure.cpp,
	  ql/termstructures/swaptionvolstructure.hpp,
	  ql/termstructures/volatilities,
	  ql/termstructures/voltermstructure.hpp,
	  ql/termstructures/voltermstructures,
	  ql/termstructures/voltermstructures/Makefile.am,
	  ql/termstructures/voltermstructures/all.hpp,
	  ql/termstructures/voltermstructures/blackatmvolcurve.cpp,
	  ql/termstructures/voltermstructures/blackatmvolcurve.hpp,
	  ql/termstructures/voltermstructures/blackvolsurface.cpp,
	  ql/termstructures/voltermstructures/blackvolsurface.hpp,
	  ql/termstructures/voltermstructures/blackvoltermstructure.cpp,
	  ql/termstructures/voltermstructures/blackvoltermstructure.hpp,
	  ql/termstructures/voltermstructures/equityfx,
	  ql/termstructures/voltermstructures/equityfx/all.hpp,
	  ql/termstructures/voltermstructures/equityfx/blackconstantvol.hpp,
	  ql/termstructures/voltermstructures/equityfx/blackvariancecurve.cpp,
	  ql/termstructures/voltermstructures/equityfx/blackvariancecurve.hpp,
	  ql/termstructures/voltermstructures/equityfx/blackvariancesurface.cpp,
	  ql/termstructures/voltermstructures/equityfx/blackvariancesurface.hpp,
	  ql/termstructures/voltermstructures/equityfx/impliedvoltermstructure.hpp,
	  ql/termstructures/voltermstructures/equityfx/localconstantvol.hpp,
	  ql/termstructures/voltermstructures/equityfx/localvolcurve.hpp,
	  ql/termstructures/voltermstructures/equityfx/localvolsurface.cpp,
	  ql/termstructures/voltermstructures/equityfx/localvolsurface.hpp,
	  ql/termstructures/voltermstructures/equityfxvolsurface.cpp,
	  ql/termstructures/voltermstructures/equityfxvolsurface.hpp,
	  ql/termstructures/voltermstructures/interestrate,
	  ql/termstructures/voltermstructures/interestrate/abcd.cpp,
	  ql/termstructures/voltermstructures/interestrate/abcdatmvolcurve.cpp,
	  ql/termstructures/voltermstructures/interestrate/abcdatmvolcurve.hpp,
	  ql/termstructures/voltermstructures/interestrate/abcdcalibration.cpp,
	  ql/termstructures/voltermstructures/interestrate/all.hpp,
	  ql/termstructures/voltermstructures/interestrate/cap/all.hpp,
	  ql/termstructures/voltermstructures/interestrate/cap/capflatvolvector.cpp,
	  ql/termstructures/voltermstructures/interestrate/cap/capflatvolvector.hpp,
	  ql/termstructures/voltermstructures/interestrate/cap/capfloorvolatilitystructure.cpp,
	  ql/termstructures/voltermstructures/interestrate/cap/capfloorvolatilitystructure.hpp,
	  ql/termstructures/voltermstructures/interestrate/cap/capvolsurface.cpp,
	  ql/termstructures/voltermstructures/interestrate/cap/capvolsurface.hpp,
	  ql/termstructures/voltermstructures/interestrate/caplet/all.hpp,
	  ql/termstructures/voltermstructures/interestrate/caplet/capletconstantvol.hpp,
	  ql/termstructures/voltermstructures/interestrate/caplet/capletvariancecurve.hpp,
	  ql/termstructures/voltermstructures/interestrate/caplet/capletvolatilitiesstructures.cpp,
	  ql/termstructures/voltermstructures/interestrate/caplet/capletvolatilitiesstructures.hpp,
	  ql/termstructures/voltermstructures/interestrate/caplet/capstripper.cpp,
	  ql/termstructures/voltermstructures/interestrate/caplet/capstripper.hpp,
	  ql/termstructures/voltermstructures/interestrate/caplet/capstripper2.cpp,
	  ql/termstructures/voltermstructures/interestrate/caplet/optionletvolatilitystructure.cpp,
	  ql/termstructures/voltermstructures/interestrate/caplet/optionletvolatilitystructure.hpp,
	  ql/termstructures/voltermstructures/interestrate/caplet/spreadedcapletvolstructure.cpp,
	  ql/termstructures/voltermstructures/interestrate/caplet/spreadedcapletvolstructure.hpp,
	  ql/termstructures/voltermstructures/interestrate/sabrvolsurface.cpp,
	  ql/termstructures/voltermstructures/interestrate/sabrvolsurface.hpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/all.hpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/cmsmarket.cpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/cmsmarket.hpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/cmsmarketcalibration.cpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/cmsmarketcalibration.hpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/spreadedswaptionvol.cpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/spreadedswaptionvol.hpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/swaptionconstantvol.cpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/swaptionconstantvol.hpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/swaptionvolcube.cpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/swaptionvolcube.hpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/swaptionvolcube1.hpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/swaptionvolcube2.hpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/swaptionvoldiscrete.cpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/swaptionvoldiscrete.hpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/swaptionvolmatrix.cpp,
	  ql/termstructures/voltermstructures/interestrate/swaption/swaptionvolmatrix.hpp,
	  ql/termstructures/voltermstructures/interestrate/volcube.cpp,
	  ql/termstructures/voltermstructures/interestratevolsurface.cpp,
	  ql/termstructures/voltermstructures/interestratevolsurface.hpp,
	  ql/termstructures/voltermstructures/interpolatedsmilesection.hpp,
	  ql/termstructures/voltermstructures/localvoltermstructure.cpp,
	  ql/termstructures/voltermstructures/localvoltermstructure.hpp,
	  ql/termstructures/voltermstructures/sabr.cpp,
	  ql/termstructures/voltermstructures/sabr.hpp,
	  ql/termstructures/voltermstructures/sabrinterpolatedsmilesection.cpp,
	  ql/termstructures/voltermstructures/sabrinterpolatedsmilesection.hpp,
	  ql/termstructures/voltermstructures/smilesection.cpp,
	  ql/termstructures/voltermstructures/smilesection.hpp,
	  ql/termstructures/voltermstructures/swaptionvolstructure.cpp,
	  ql/termstructures/voltermstructures/swaptionvolstructure.hpp,
	  ql/termstructures/yieldcurves,
	  ql/termstructures/yieldtermstructure.hpp,
	  ql/termstructures/yieldtermstructures,
	  ql/termstructures/yieldtermstructures/Makefile.am,
	  ql/termstructures/yieldtermstructures/all.hpp,
	  ql/termstructures/yieldtermstructures/bondhelpers.cpp,
	  ql/termstructures/yieldtermstructures/bondhelpers.hpp,
	  ql/termstructures/yieldtermstructures/bootstraptraits.hpp,
	  ql/termstructures/yieldtermstructures/compoundforward.cpp,
	  ql/termstructures/yieldtermstructures/compoundforward.hpp,
	  ql/termstructures/yieldtermstructures/discountcurve.hpp,
	  ql/termstructures/yieldtermstructures/drifttermstructure.hpp,
	  ql/termstructures/yieldtermstructures/extendeddiscountcurve.cpp,
	  ql/termstructures/yieldtermstructures/extendeddiscountcurve.hpp,
	  ql/termstructures/yieldtermstructures/flatforward.hpp,
	  ql/termstructures/yieldtermstructures/forwardcurve.hpp,
	  ql/termstructures/yieldtermstructures/forwardspreadedtermstructure.hpp,
	  ql/termstructures/yieldtermstructures/forwardstructure.hpp,
	  ql/termstructures/yieldtermstructures/impliedtermstructure.hpp,
	  ql/termstructures/yieldtermstructures/piecewiseyieldcurve.hpp,
	  ql/termstructures/yieldtermstructures/piecewisezerospreadedtermstructure.hpp,
	  ql/termstructures/yieldtermstructures/quantotermstructure.hpp,
	  ql/termstructures/yieldtermstructures/ratehelper.cpp,
	  ql/termstructures/yieldtermstructures/ratehelper.hpp,
	  ql/termstructures/yieldtermstructures/ratehelpers.cpp,
	  ql/termstructures/yieldtermstructures/ratehelpers.hpp,
	  ql/termstructures/yieldtermstructures/zerocurve.hpp,
	  ql/termstructures/yieldtermstructures/zerospreadedtermstructure.hpp,
	  ql/termstructures/yieldtermstructures/zeroyieldstructure.hpp,
	  ql/voltermstructure.hpp, ql/yieldtermstructure.hpp,
	  test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/assetswap.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/batesmodel.cpp,
	  test-suite/brownianbridge.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/cliquetoption.cpp, test-suite/cms.cpp,
	  test-suite/compoundforward.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/digitalcoupon.cpp, test-suite/digitaloption.cpp,
	  test-suite/dividendoption.cpp, test-suite/europeanoption.cpp,
	  test-suite/forwardoption.cpp, test-suite/hestonmodel.cpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/integrals.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/lookbackoptions.cpp, test-suite/marketmodel.cpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/quantooption.cpp,
	  test-suite/quotes.cpp, test-suite/rangeaccrual.cpp,
	  test-suite/shortratemodels.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp, test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolstructuresutilities.hpp,
	  test-suite/termstructures.cpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp, test-suite/varianceswaps.cpp:
	  
	  - cleaning up term structure folder, naming, etc (wip)

2007-09-16 18:22  Ferdinando Ametrano

	* [r12640] QuantLib_vc8.vcproj, ql/cashflows/couponpricer.hpp,
	  ql/instruments/assetswap.cpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/makecms.cpp, ql/instruments/vanillaswap.cpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.cpp,
	  ql/processes/lfmhullwhiteparam.cpp,
	  ql/processes/lfmhullwhiteparam.hpp, ql/processes/lfmprocess.cpp,
	  ql/processes/lfmprocess.hpp, ql/qldefines.hpp, ql/termstructure.hpp,
	  ql/termstructures/all.hpp, ql/termstructures/blackatmvolcurve.cpp,
	  ql/termstructures/blackatmvolcurve.hpp,
	  ql/termstructures/blackvolsurface.cpp,
	  ql/termstructures/blackvolsurface.hpp,
	  ql/termstructures/blackvoltermstructure.cpp,
	  ql/termstructures/blackvoltermstructure.hpp,
	  ql/termstructures/capvolstructures.hpp,
	  ql/termstructures/localvoltermstructure.cpp,
	  ql/termstructures/localvoltermstructure.hpp,
	  ql/termstructures/swaptionvolstructure.cpp,
	  ql/termstructures/swaptionvolstructure.hpp,
	  ql/termstructures/volatilities/equityfx/localvolcurve.hpp,
	  ql/termstructures/volatilities/equityfx/localvolsurface.cpp,
	  ql/termstructures/volatilities/equityfxvolsurface.cpp,
	  ql/termstructures/volatilities/equityfxvolsurface.hpp,
	  ql/termstructures/volatilities/interestrate/abcdatmvolcurve.cpp,
	  ql/termstructures/volatilities/interestrate/abcdatmvolcurve.hpp,
	  ql/termstructures/volatilities/interestrate/cap/capflatvolvector.cpp,
	  ql/termstructures/volatilities/interestrate/cap/capflatvolvector.hpp,
	  ql/termstructures/volatilities/interestrate/cap/capfloorvolatilitystructure.cpp,
	  ql/termstructures/volatilities/interestrate/cap/capfloorvolatilitystructure.hpp,
	  ql/termstructures/volatilities/interestrate/cap/capvolsurface.cpp,
	  ql/termstructures/volatilities/interestrate/cap/capvolsurface.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/capletconstantvol.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/capletvariancecurve.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatilities/interestrate/caplet/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/capstripper.cpp,
	  ql/termstructures/volatilities/interestrate/caplet/capstripper.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/optionletvolatilitystructure.cpp,
	  ql/termstructures/volatilities/interestrate/caplet/optionletvolatilitystructure.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/spreadedcapletvolstructure.cpp,
	  ql/termstructures/volatilities/interestrate/caplet/spreadedcapletvolstructure.hpp,
	  ql/termstructures/volatilities/interestrate/sabrvolsurface.cpp,
	  ql/termstructures/volatilities/interestrate/sabrvolsurface.hpp,
	  ql/termstructures/volatilities/interestratevolsurface.cpp,
	  ql/termstructures/volatilities/interestratevolsurface.hpp,
	  ql/termstructures/volatilities/smilesection.hpp,
	  ql/termstructures/voltermstructure.hpp,
	  ql/termstructures/yieldtermstructure.hpp, test-suite/assetswap.cpp,
	  test-suite/bonds.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/cms.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/digitalcoupon.cpp,
	  test-suite/libormarketmodelprocess.cpp, test-suite/swap.cpp:
	  
	  - cleaning up term structure folder, naming, etc
	  - CapletVolatilityStructure renamed as OptionletVolatilityStructure

2007-09-16 07:37  Ferdinando Ametrano

	* [r12639]
	  ql/termstructures/volatilities/interestrate/caplet/capstripper2.cpp,
	  ql/termstructures/volatilities/interestrate/caplet/capstripper2.hpp:
	  
	  force forecast, smart guess

2007-09-16 07:31  Ferdinando Ametrano

	* [r12638] ql/termstructures/voltermstructure.hpp:
	  
	  added VolTermStructure

2007-09-14 17:53  Katiuscia Manzoni

	* [r12637]
	  ql/termstructures/volatilities/interestrate/caplet/capstripper2.cpp:
	  
	  optionletstripper: switchstrike set = to 0.5*strikeRange. Work is
	  still in progress despite main results look ok.

2007-09-14 16:23  Ferdinando Ametrano

	* [r12635] ql/termstructures/yieldcurves/ratehelpers.cpp,
	  ql/termstructures/yieldcurves/ratehelpers.hpp:
	  
	  added swap inspector to SwapRateHelper

2007-09-14 13:05  Luigi Ballabio

	* [r12633]
	  ql/termstructures/volatilities/interestrate/cap/capflatvolvector.cpp:
	  
	  bug fix

2007-09-14 09:43  Luigi Ballabio

	* [r12631] test-suite/calendars.cpp:
	  
	  Added new expected holiday

2007-09-14 07:54  Luigi Ballabio

	* [r12630] ql/models/marketmodels/models/Makefile.am,
	  ql/models/marketmodels/models/all.hpp:
	  
	  Added new files to gcc build

2007-09-14 07:27  Marco Bianchetti

	* [r12629] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-09-14 06:38  Mark Joshi

	* [r12628] test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  bug fixes

2007-09-14 06:38  Mark Joshi

	* [r12627] ql/models/marketmodels/models/capletcoterminalperiodic.cpp:
	  
	  bug fix

2007-09-14 05:50  Mark Joshi

	* [r12626] QuantLib_vc8.vcproj:
	  
	  added files for periodic calibration

2007-09-14 05:42  Mark Joshi

	* [r12625] test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.hpp:
	  
	  runs test for periodic calibration

2007-09-14 05:40  Mark Joshi

	* [r12624] ql/models/marketmodels/models/capletcoterminalperiodic.cpp,
	  ql/models/marketmodels/models/capletcoterminalperiodic.hpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.hpp,
	  ql/models/marketmodels/models/volatilityinterpolationspecifier.cpp,
	  ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp,
	  ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.cpp,
	  ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.hpp:
	  
	  code for making calibration to swaptions with different underlying
	  rates than FRAs

2007-09-13 23:43  Mark Joshi

	* [r12623]
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp:
	  
	  formatting

2007-09-13 17:52  Ferdinando Ametrano

	* [r12619] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-09-13 14:02  Luigi Ballabio

	* [r12615] ql/cashflows/Makefile.am, ql/cashflows/all.hpp,
	  ql/cashflows/shortfloatingcoupon.cpp,
	  ql/cashflows/shortfloatingcoupon.hpp,
	  ql/cashflows/shortindexedcoupon.hpp:
	  
	  Removed obsolete files

2007-09-13 13:23  Eric Ehlers

	* [r12614] ql/cashflows/Makefile.am, ql/cashflows/all.hpp:
	  
	  linux catching up

2007-09-13 10:28  Katiuscia Manzoni

	* [r12610]
	  ql/termstructures/volatilities/interestrate/caplet/capstripper2.cpp,
	  ql/termstructures/volatilities/interestrate/caplet/capstripper2.hpp:
	  
	  work in progress on the OptionletStripper

2007-09-13 10:18  Katiuscia Manzoni

	* [r12609] ql/instruments/capfloor.cpp, ql/instruments/capfloor.hpp:
	  
	  added discountCurve() inspector

2007-09-13 10:08  Katiuscia Manzoni

	* [r12607] ql/math/interpolation.hpp,
	  ql/math/interpolations/interpolation2d.hpp:
	  
	  ensure condition at constructor time was too early

2007-09-13 10:05  Katiuscia Manzoni

	* [r12606] ql/termstructures/capvolstructures.hpp:
	  
	  formatting

2007-09-13 10:03  Katiuscia Manzoni

	* [r12605]
	  ql/termstructures/volatilities/interestrate/cap/capvolsurface.hpp:
	  
	  fixed bug which prevented extrapolation

2007-09-12 14:47  Ferdinando Ametrano

	* [r12588] ql/termstructures/yieldcurves/ratehelpers.cpp,
	  ql/termstructures/yieldcurves/ratehelpers.hpp:
	  
	  added spread inspector to SwapRateHelper

2007-09-12 14:45  Ferdinando Ametrano

	* [r12587] ql/prices.cpp, ql/prices.hpp:
	  
	  restored copyright

2007-09-12 13:01  Luigi Ballabio

	* [r12585] ql/time/calendars/brazil.cpp, ql/time/calendars/brazil.hpp:
	  
	  Added Brazilian exchange calendar (thanks to Richard Gomes)

2007-09-12 11:57  Luigi Ballabio

	* [r12583] Docs/images/QL.pdf, Docs/images/instrument.pdf,
	  ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.cpp,
	  ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp,
	  ql/pricingengines/bond/Makefile.am, ql/pricingengines/bond/all.hpp,
	  ql/pricingengines/bond/discountingbondengine.cpp,
	  ql/pricingengines/bond/discountingbondengine.hpp,
	  ql/pricingengines/discountengine.cpp,
	  ql/pricingengines/discountengine.hpp,
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp,
	  ql/termstructures/blackatmvolcurve.cpp,
	  ql/termstructures/blackatmvolcurve.hpp,
	  ql/termstructures/blackvolsurface.cpp,
	  ql/termstructures/blackvolsurface.hpp,
	  ql/termstructures/blackvoltermstructure.cpp,
	  ql/termstructures/blackvoltermstructure.hpp,
	  ql/termstructures/localvoltermstructure.cpp,
	  ql/termstructures/localvoltermstructure.hpp,
	  ql/termstructures/volatilities/equityfxvolsurface.cpp,
	  ql/termstructures/volatilities/equityfxvolsurface.hpp,
	  ql/termstructures/volatilities/interestrate/Makefile.am,
	  ql/termstructures/volatilities/interestrate/abcdatmvolcurve.cpp,
	  ql/termstructures/volatilities/interestrate/abcdatmvolcurve.hpp,
	  ql/termstructures/volatilities/interestrate/cap/Makefile.am,
	  ql/termstructures/volatilities/interestrate/cap/capflatvolvector.cpp,
	  ql/termstructures/volatilities/interestrate/sabrvolsurface.cpp,
	  ql/termstructures/volatilities/interestrate/sabrvolsurface.hpp,
	  ql/termstructures/volatilities/interestrate/volcube.cpp,
	  ql/termstructures/volatilities/interestrate/volcube.hpp,
	  ql/termstructures/volatilities/interestratevolsurface.cpp,
	  ql/termstructures/volatilities/interestratevolsurface.hpp:
	  
	  Fixed svn properties

2007-09-12 11:53  Luigi Ballabio

	* [r12582]
	  ql/termstructures/volatilities/interestrate/caplet/capstripper.cpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.cpp:
	  
	  Fixed initialization order

2007-09-12 11:49  Luigi Ballabio

	* [r12581] ql/models/marketmodels/products/multistep/Makefile.am,
	  ql/models/marketmodels/products/multistep/all.hpp,
	  ql/models/marketmodels/products/multistep/multistepperiodcapletsswaptions.hpp,
	  ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.cpp,
	  ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/Makefile.am,
	  ql/termstructures/volatilities/interestrate/caplet/all.hpp:
	  
	  Added new files to gcc build; fixed header name inconsistent with
	  corresponding cpp

2007-09-12 06:34  Mark Joshi

	* [r12578]
	  ql/models/marketmodels/products/multistep/multistepperiodcapletsswaptions.hpp,
	  ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.cpp:
	  
	  product for pricing caplets and swaptions with a different
	  underlying periodicity, useful for testing calibration to 1yr rate
	  swaptions when running 6m ratse

2007-09-11 14:43  Francois du Vignaud

	* [r12568]
	  ql/termstructures/volatilities/interestrate/cap/capflatvolvector.hpp:
	  
	  data type fixed

2007-09-11 12:31  Francois du Vignaud

	* [r12567]
	  ql/termstructures/volatilities/interestrate/caplet/capstripper2.hpp:
	  
	  bug fixes

2007-09-11 10:08  Katiuscia Manzoni

	* [r12566]
	  ql/termstructures/volatilities/interestrate/caplet/capstripper2.cpp,
	  ql/termstructures/volatilities/interestrate/caplet/capstripper2.hpp:
	  
	  rewritten code

2007-09-11 09:20  Katiuscia Manzoni

	* [r12565] ql/cashflows/cashflows.cpp:
	  
	  formatting

2007-09-11 07:52  Francois du Vignaud

	* [r12564]
	  ql/termstructures/volatilities/interestrate/caplet/capstripper2.cpp:
	  
	  Some bug fixes

2007-09-10 19:37  Ferdinando Ametrano

	* [r12562] ql/instruments/vanillaswap.cpp:
	  
	  formatting

2007-09-10 16:55  Francois du Vignaud

	* [r12559]
	  ql/termstructures/volatilities/interestrate/caplet/capstripper2.cpp,
	  ql/termstructures/volatilities/interestrate/caplet/capstripper2.hpp:
	  
	  some bug fix + a quote dedicated to capstripper2 allowing to use its
	  results conveniently

2007-09-10 15:57  Ferdinando Ametrano

	* [r12556] ql/termstructures/yieldcurves/ratehelpers.cpp,
	  ql/termstructures/yieldcurves/ratehelpers.hpp:
	  
	  added spread in order to deal with basis swap

2007-09-10 10:04  Ferdinando Ametrano

	* [r12552] ql/instruments/vanillaswap.cpp:
	  
	  formatting

2007-09-10 09:44  Francois du Vignaud

	* [r12550] QuantLib_vc8.vcproj,
	  ql/termstructures/volatilities/interestrate/cap/capvolsurface.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/capstripper2.cpp,
	  ql/termstructures/volatilities/interestrate/caplet/capstripper2.hpp:
	  
	  new CapStripper added

2007-09-09 12:54  Ferdinando Ametrano

	* [r12548] ql/termstructures/yieldcurves/ratehelpers.cpp:
	  
	  added IMM date check

2007-09-08 11:47  Ferdinando Ametrano

	* [r12546] News.txt:
	  
	  dummy test

2007-09-07 13:05  Ferdinando Ametrano

	* [r12545] ql/cashflows/cashflowvectors.cpp:
	  
	  fixed bug: in ref dates calculation the business day convention to
	  use is the one used for the schedule calculation

2007-09-07 06:50  Mark Joshi

	* [r12542]
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp:
	  
	  bug fix

2007-09-06 16:48  Francois du Vignaud

	* [r12539]
	  ql/termstructures/volatilities/interestrate/caplet/capstripper.cpp,
	  ql/termstructures/volatilities/interestrate/caplet/capstripper.hpp:
	  
	  new constructor added to CapsStripper

2007-09-06 14:53  Ferdinando Ametrano

	* [r12538] ql/cashflows/cashflows.hpp, ql/cashflows/duration.cpp,
	  ql/cashflows/duration.hpp:
	  
	  moved Duration::Type enumeration in its own file. std::ostream&
	  operator<< to be implemented

2007-09-06 12:23  Francois du Vignaud

	* [r12537]
	  ql/termstructures/volatilities/interestrate/cap/capvolsurface.hpp:
	  
	  some inspectors added

2007-09-06 09:33  Katiuscia Manzoni

	* [r12536]
	  ql/termstructures/volatilities/interestrate/cap/capvolsurface.cpp,
	  ql/termstructures/volatilities/interestrate/cap/capvolsurface.hpp:
	  
	  - capTermVolSurface: observability implemented
	  - QuantLibXL.xla: added loading of futures rates quotes creation
	  (030_FuturesPricesToRatesQuotes.xls) in YieldCurveBootstrapping
	  subroutine

2007-09-05 16:57  Francois du Vignaud

	* [r12532]
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.cpp:
	  
	  dedicated price to rate quote added

2007-09-05 08:58  Ferdinando Ametrano

	* [r12519]
	  ql/termstructures/volatilities/interestrate/cap/capflatvolvector.cpp,
	  ql/termstructures/volatilities/interestrate/cap/capflatvolvector.hpp,
	  ql/termstructures/volatilities/interestrate/cap/capvolsurface.cpp,
	  ql/termstructures/volatilities/interestrate/cap/capvolsurface.hpp:
	  
	  cleaned up code, added explicit daycounter

2007-09-04 12:25  Chiara Fornarola

	* [r12506] test-suite/assetswap.cpp, test-suite/assetswap.hpp:
	  
	  renamed TestSpecializedBondVsGenericBondUsingAswSpread as
	  TestSpecializedBondVsGenericBondUsingAsw
	  completed TestSpecializedBondVsGenericBondUsingAsw so to test
	  equivalence between asset swap prices and spreads for generic bond
	  and specialized bond.

2007-09-04 08:17  Luigi Ballabio

	* [r12499] Contributors.txt, Docs/pages/authors.docs:
	  
	  

2007-09-04 08:09  Ferdinando Ametrano

	* [r12498] ql/time/date.cpp:
	  
	  fixed typo (thanks to Robert Lopez)

2007-09-03 16:36  Ferdinando Ametrano

	* [r12496] ql/instruments/bond.cpp, ql/instruments/bond.hpp,
	  ql/instruments/bonds/cmsratebond.cpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/fixedratebond.cpp,
	  ql/instruments/bonds/floatingratebond.cpp,
	  ql/instruments/bonds/zerocouponbond.cpp, test-suite/assetswap.cpp:
	  
	  added explicit maturity date to Bond constructor

2007-09-03 13:20  Luigi Ballabio

	* [r12492] ql/instruments/makeswaptions.hpp,
	  ql/math/optimization/spherecylinder.hpp,
	  ql/models/marketmodels/correlations/expcorrelations.hpp,
	  ql/termstructures/blackvoltermstructure.hpp:
	  
	  Fixes for docs generation

2007-09-03 10:18  Chiara Fornarola

	* [r12490] test-suite/assetswap.cpp, test-suite/assetswap.hpp:
	  
	  Completed testGenericBondImplied. It tests that assetswap fair price
	  with spread zero returns generic bond implied value. this is done
	  for fixed, floater, cms, and zero cpn bonds (i.e.: DE0001135275 DBR
	  4 01/04/37(maturity doesn't occur on a business day), IT0006527060
	  IBRD 5 02/05/19 (maturity occurs on a business day), IT0003543847
	  ISPIM 0 09/29/13 (maturity doesn't occur on a business day),
	  XS0090566539 COE 0 09/24/18(maturity occurs on a business day),
	  XS0228052402 CRDIT 0 8/22/20(maturity doesn't occur on a business
	  day), XS0218766664 ISPIM 0 5/6/15 (maturity occurs on a business
	  day), DE0004771662 IBRD 0 12/20/15 (maturity doesn't occur on a
	  business day), and IT0001200390 ISPIM 0 02/17/28 (maturity occurs on
	  a business day)).
	  added 3 new tests: testMASWWithGenericBond,
	  testZSpreadWithGenericBond, testSpecializedBondVsGenericBond,
	  testSpecializedBondVsGenericBondUsingAswSpread.
	  testMASWWithGenericBond tests the correctness of the relationship
	  between Market asset swap spread and parassetswap spread when using
	  GenericBond this is done for the same fixed, floater, cms, and zero
	  cpn bonds used in the previous tests.
	  testZSpreadWithGenericBond tests that cleanPriceFromZSpread and
	  dirtyPriceFromZSpread with Z-spread=0 using generic bond objects
	  return theo clean and dirty prices. The test is performed for the
	  for the same fixed, floater, cms, and zero cpn bonds used in the
	  previous tests. Standard market conventions for Z-spread are used
	  (i.e. bond's frequency+ yieldcurve's coumpounding and daycounter)
	  testSpecializedBondVsGenericBond() checks that theo clean and dirty
	  prices for specialized bonds are equal to theo clean and dirty
	  prices for equivalent generic bonds. The test is performed for the
	  for the same fixed, floater, cms, and zero cpn bonds used in the
	  previous tests.
	  TestSpecializedBondVsGenericBondUsingAswSpread tests that given one
	  non null spread assetswap prices for specialized bond are equal to
	  theo clean and dirty prices for equivalent generic bond. At the
	  moment the test is performed only for IT0006527060 IBRD 5 02/05/19,
	  IT0003543847 ISPIM 0 09/29/13, XS0090566539 COE 0 09/24/18 and
	  XS0218766664 ISPIM 0 5/6/15.
	  Wip to complete this last test

2007-09-03 06:40  Mark Joshi

	* [r12486] ql/math/matrixutilities/basisincompleteordered.cpp:
	  
	  robustification

2007-08-31 16:50  Ferdinando Ametrano

	* [r12477] ql/instruments/assetswap.cpp:
	  
	  fixed possible ambiguity

2007-08-31 14:51  Luigi Ballabio

	* [r12475] ql/cashflow.hpp, ql/cashflows/coupon.hpp,
	  ql/cashflows/dividend.hpp, ql/cashflows/simplecashflow.hpp,
	  ql/event.hpp, ql/instruments/bond.hpp,
	  ql/instruments/callabilityschedule.hpp:
	  
	  Partially reverted revision 12268; Event::date() returns a Date by
	  value again.
	  The reasons were:
	  - returning a const& made it impossible for a derived event class to
	  calculate the value on the fly;
	  - Date has a small size (it only holds a long) and a trivial copy
	  constructor, so there's no penalty for returning it by value.

2007-08-31 12:42  Luigi Ballabio

	* [r12471] ql/index.cpp:
	  
	  No need to create vectors (pointers are iterators already)

2007-08-31 10:37  Cristina Duminuco

	* [r12468] ql/instruments/makecms.cpp, ql/instruments/vanillaswap.cpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/processes/lfmprocess.cpp:
	  
	  formatting

2007-08-31 10:13  Cristina Duminuco

	* [r12467] ql/cashflows/couponpricer.cpp:
	  
	  use pricers.back() if the pricer vector is shorter than the cashflow
	  vector

2007-08-30 19:15  Ferdinando Ametrano

	* [r12455]
	  ql/termstructures/volatilities/interestrate/caplet/capstripper.cpp:
	  
	  reverting rev 12448

2007-08-30 14:18  Giorgio Facchinetti

	* [r12448]
	  ql/termstructures/volatilities/interestrate/caplet/capstripper.cpp:
	  
	  trunk merge

2007-08-29 16:57  Ferdinando Ametrano

	* [r12436] ql/index.cpp, ql/index.hpp:
	  
	  Index::addFixing is now relyong on Index::addFixings

2007-08-27 10:29  Luigi Ballabio

	* [r12413] test-suite/swaption.cpp:
	  
	  Bug fix

2007-08-26 22:08  Eric Ehlers

	* [r12405] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-08-24 14:36  Luigi Ballabio

	* [r12401] ql/instruments/makecapfloor.cpp,
	  ql/instruments/makecms.cpp, ql/instruments/makeswaptions.cpp,
	  ql/instruments/makevanillaswap.cpp:
	  
	  Removed duplicated code

2007-08-24 14:34  Luigi Ballabio

	* [r12400]
	  ql/termstructures/volatilities/interestrate/cap/Makefile.am,
	  ql/termstructures/volatilities/interestrate/cap/all.hpp:
	  
	  Added new files to gcc build

2007-08-24 13:45  Katiuscia Manzoni

	* [r12399]
	  ql/termstructures/volatilities/interestrate/cap/capvolsurface.cpp,
	  ql/termstructures/volatilities/interestrate/cap/capvolsurface.hpp:
	  
	  included files... apologies

2007-08-24 13:32  Katiuscia Manzoni

	* [r12398] QuantLib_vc8.vcproj,
	  ql/termstructures/volatilities/interestrate/cap/capflatvolvector.cpp,
	  ql/termstructures/volatilities/interestrate/cap/capflatvolvector.hpp:
	  
	  1. New class added capVolatilitySurface to collect and interpolate
	  on cap term vols. Please note that observability is not fully
	  implemented yet...
	  2. Method qlCapTermVolatilityInterpVol() added returning (cubic
	  spline) interpolated vols given a cap length and strike.
	  3. Regenerated .xml files to update class_id in serialized objects
	  4. Included creation of permanent object EUR6MCapTermVol in the
	  action "Bootstrap Cap Vols"
	  5. Included test in Main Checks.xls

2007-08-24 10:16  Luigi Ballabio

	* [r12397] ql/instrument.hpp, ql/instruments/bond.hpp:
	  
	  Moved header inclusion to more specialized file

2007-08-24 09:34  Luigi Ballabio

	* [r12395] Examples/Repo/Repo.cpp, QuantLib_vc7.vcproj,
	  QuantLib_vc8.vcproj, ql/instruments/bond.cpp,
	  ql/pricingengines/bond/Makefile.am, ql/pricingengines/bond/all.hpp,
	  ql/pricingengines/bond/bondengine.cpp,
	  ql/pricingengines/bond/bondengine.hpp,
	  ql/pricingengines/bond/discountingbondengine.cpp,
	  ql/pricingengines/bond/discountingbondengine.hpp,
	  ql/termstructures/yieldcurves/bondhelpers.cpp,
	  test-suite/assetswap.cpp, test-suite/bonds.cpp,
	  test-suite/convertiblebonds.cpp, test-suite/piecewiseyieldcurve.cpp:
	  
	  Renamed BondEngine to a more descriptive name

2007-08-23 14:48  Luigi Ballabio

	* [r12393] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp,
	  ql/pricingengines/discountengine.cpp,
	  ql/pricingengines/discountengine.hpp:
	  
	  Removed duplicated code in discountengine (is it to be used, or a
	  leftover?) and hidden again implementation details in CashFlows

2007-08-22 15:30  Luigi Ballabio

	* [r12384] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Repo/Repo.cpp:
	  
	  Fixed examples after bond-engine refactoring

2007-08-22 15:15  Luigi Ballabio

	* [r12383] ql/models/marketmodels/historicalforwardratesanalysis.hpp:
	  
	  Added virtual destructor to base class

2007-08-22 15:11  Luigi Ballabio

	* [r12381] ql/math/interpolations/backwardflatinterpolation.hpp,
	  ql/math/interpolations/cubicspline.hpp,
	  ql/math/interpolations/forwardflatinterpolation.hpp,
	  ql/math/interpolations/linearinterpolation.hpp,
	  ql/math/interpolations/loglinearinterpolation.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatilities/interestrate/caplet/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionvoldiscrete.hpp:
	  
	  Re-enabled initialization of interpolations at construction time

2007-08-22 15:10  Luigi Ballabio

	* [r12380] ql/termstructures/volatilities/interestrate/Makefile.am,
	  ql/termstructures/volatilities/interestrate/cap/Makefile.am,
	  ql/termstructures/volatilities/interestrate/cap/all.hpp:
	  
	  Added generation of missing all.hpp file

2007-08-22 15:09  Luigi Ballabio

	* [r12378] ql/math/matrix.cpp:
	  
	  Disabled inverse() for gcc 3.3

2007-08-22 15:08  Luigi Ballabio

	* [r12377] ql/cashflows/cashflowvectors.cpp:
	  
	  Added default pricer for coupons with no cap/floor

2007-08-22 15:07  Luigi Ballabio

	* [r12376] ql/models/shortrate/onefactormodels/hullwhite.cpp,
	  ql/models/shortrate/onefactormodels/hullwhite.hpp,
	  ql/models/shortrate/onefactormodels/vasicek.cpp,
	  ql/processes/ornsteinuhlenbeckprocess.cpp:
	  
	  Implemented formula limits for a->0

2007-08-22 15:06  Luigi Ballabio

	* [r12375] ql/time/calendar.cpp, ql/time/calendars/china.cpp,
	  ql/time/date.cpp:
	  
	  Extended date range up to 2199

2007-08-20 09:43  Luigi Ballabio

	* [r12329] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj:
	  
	  Updated VC projects

2007-08-20 09:41  Luigi Ballabio

	* [r12328]
	  ql/termstructures/volatilities/interestrate/swaption/Makefile.am,
	  ql/termstructures/volatilities/interestrate/swaption/all.hpp,
	  ql/termstructures/volatilities/interestrate/swaption/spreadedswaptionvol.cpp,
	  ql/termstructures/volatilities/interestrate/swaption/spreadedswaptionvol.hpp,
	  ql/termstructures/volatilities/interestrate/swaption/spreadedswaptionvolstructure.cpp,
	  ql/termstructures/volatilities/interestrate/swaption/spreadedswaptionvolstructure.hpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  Shortened too-long file names (make dist was failing)

2007-08-20 09:21  Luigi Ballabio

	* [r12327] ql/pricingengines/bond,
	  ql/termstructures/volatilities/interestrate,
	  ql/termstructures/volatilities/interestrate/cap:
	  
	  Set svn:ignore property to new folders

2007-08-20 09:20  Luigi Ballabio

	* [r12326] ql/termstructures/volatilities/interestrate/all.hpp:
	  
	  Added auto-generated header file

2007-08-18 08:39  Joseph Wang

	* [r12314] configure.ac, ql/termstructures/volatilities/Makefile.am,
	  ql/termstructures/volatilities/all.hpp,
	  ql/termstructures/volatilities/equityfx/Makefile.am,
	  ql/termstructures/volatilities/interestrate/Makefile.am,
	  ql/termstructures/volatilities/interestrate/cap/Makefile.am,
	  ql/termstructures/volatilities/interestrate/caplet/Makefile.am,
	  ql/termstructures/volatilities/interestrate/caplet/all.hpp:
	  
	  Fix makefiles to deal with new IR vol directory structure

2007-08-18 08:37  Joseph Wang

	* [r12313] ql/index.hpp:
	  
	  Fix compile warning about uninitialized variables

2007-08-18 02:45  Ferdinando Ametrano

	* [r12311] ., Docs, Docs/Examples, Docs/images, Docs/pages, Examples,
	  Examples/BermudanSwaption, Examples/ConvertibleBonds,
	  Examples/DiscreteHedging, Examples/EquityOption, Examples/FRA,
	  Examples/Replication, Examples/Repo, Examples/Swap, config, man, ql,
	  ql/cashflows, ql/currencies, ql/indexes, ql/indexes/ibor,
	  ql/indexes/swap, ql/instruments, ql/instruments/bonds, ql/legacy,
	  ql/legacy/libormarketmodels, ql/legacy/pricers, ql/math,
	  ql/math/distributions, ql/math/integrals, ql/math/interpolations,
	  ql/math/matrixutilities, ql/math/optimization,
	  ql/math/randomnumbers, ql/math/solvers1d, ql/math/statistics,
	  ql/methods, ql/methods/finitedifferences, ql/methods/lattices,
	  ql/methods/montecarlo, ql/models, ql/models/equity,
	  ql/models/marketmodels, ql/models/marketmodels/browniangenerators,
	  ql/models/marketmodels/callability,
	  ql/models/marketmodels/correlations,
	  ql/models/marketmodels/curvestates,
	  ql/models/marketmodels/driftcomputation,
	  ql/models/marketmodels/evolvers, ql/models/marketmodels/models,
	  ql/models/marketmodels/products,
	  ql/models/marketmodels/products/multistep,
	  ql/models/marketmodels/products/onestep, ql/models/shortrate,
	  ql/models/shortrate/calibrationhelpers,
	  ql/models/shortrate/onefactormodels,
	  ql/models/shortrate/twofactormodels, ql/models/volatility,
	  ql/patterns, ql/pricingengines, ql/pricingengines/asian,
	  ql/pricingengines/barrier, ql/pricingengines/basket,
	  ql/pricingengines/bond, ql/pricingengines/capfloor,
	  ql/pricingengines/cliquet, ql/pricingengines/forward,
	  ql/pricingengines/hybrid, ql/pricingengines/lookback,
	  ql/pricingengines/quanto, ql/pricingengines/swaption,
	  ql/pricingengines/vanilla, ql/processes, ql/quotes,
	  ql/termstructures, ql/termstructures/volatilities,
	  ql/termstructures/volatilities/equityfx,
	  ql/termstructures/volatilities/interestrate,
	  ql/termstructures/volatilities/interestrate/cap,
	  ql/termstructures/volatilities/interestrate/caplet,
	  ql/termstructures/volatilities/interestrate/swaption,
	  ql/termstructures/yieldcurves, ql/time, ql/time/calendars,
	  ql/time/daycounters, ql/utilities, test-suite, test-suite/bin:
	  
	  set tsvn:projectlanguage property equal to 1033 (US English)

2007-08-17 13:14  Ferdinando Ametrano

	* [r12301] ql/cashflows/floatingratecoupon.cpp,
	  ql/cashflows/floatingratecoupon.hpp, ql/cashflows/iborcoupon.cpp,
	  ql/cashflows/iborcoupon.hpp:
	  
	  formatting

2007-08-16 14:21  Ferdinando Ametrano

	* [r12282] ql/instruments/makeswaptions.cpp:
	  
	  fixed business day convention used in swaption exercise date
	  calculation: it was Following, now is ModifiedFollowing

2007-08-16 12:55  Ferdinando Ametrano

	* [r12278] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/math/interpolations/abcdinterpolation.hpp,
	  ql/termstructures/blackvolsurface.cpp,
	  ql/termstructures/blackvolsurface.hpp,
	  ql/termstructures/swaptionvolstructure.hpp,
	  ql/termstructures/volatilities/equityfxvolsurface.cpp,
	  ql/termstructures/volatilities/equityfxvolsurface.hpp,
	  ql/termstructures/volatilities/interestrate/abcdatmvolcurve.cpp,
	  ql/termstructures/volatilities/interestrate/abcdatmvolcurve.hpp,
	  ql/termstructures/volatilities/interestrate/abcdcalibration.hpp,
	  ql/termstructures/volatilities/interestrate/cap/capflatvolvector.cpp,
	  ql/termstructures/volatilities/interestrate/cap/capflatvolvector.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/all.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/capflatvolvector.hpp,
	  ql/termstructures/volatilities/interestrate/sabrvolsurface.cpp,
	  ql/termstructures/volatilities/interestrate/sabrvolsurface.hpp,
	  ql/termstructures/volatilities/interestrate/swaption/spreadedswaptionvolstructure.cpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionvolmatrix.cpp,
	  ql/termstructures/volatilities/interestrate/volcube.cpp,
	  ql/termstructures/volatilities/interestrate/volcube.hpp,
	  ql/termstructures/volatilities/interestratevolsurface.cpp,
	  ql/termstructures/volatilities/interestratevolsurface.hpp,
	  ql/termstructures/volatilities/smilesection.hpp:
	  
	  - further reorganization of vol term structures
	  - introducing new classes (wip)

2007-08-14 13:08  Chiara Fornarola

	* [r12274] test-suite/assetswap.cpp, test-suite/assetswap.hpp:
	  
	  add new test case for new generic bond constructor, the test is
	  currenlty implemented only for two fixed rate bond: DE0001135275 DBR
	  4 01/04/37 and IT0006527060 IBRD 5 02/05/19 (whose maturity occurs
	  on holiday according to the bondcalendar). More bond to be added
	  under this test case. WIP...

2007-08-14 06:17  Ferdinando Ametrano

	* [r12268] ql/cashflow.hpp, ql/cashflows/coupon.hpp,
	  ql/cashflows/dividend.hpp, ql/cashflows/simplecashflow.hpp,
	  ql/event.hpp, ql/instruments/bond.cpp, ql/instruments/bond.hpp,
	  ql/instruments/bonds/cmsratebond.cpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/fixedratebond.cpp,
	  ql/instruments/bonds/floatingratebond.cpp,
	  ql/instruments/bonds/zerocouponbond.cpp,
	  ql/instruments/callabilityschedule.hpp:
	  
	  - Event::date() now returns a const Date&
	  - removed Bond::firstAccrualDate()
	  - fixed bug in Bond::maturityDate() when the Bond was initialized
	  with the default constructor (thx Chiara: good catch)
	  - handled issueDate in Bond default constructor

2007-08-13 13:46  Ferdinando Ametrano

	* [r12263] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/termstructures/blackatmvolcurve.cpp,
	  ql/termstructures/blackatmvolcurve.hpp,
	  ql/termstructures/blackvolsurface.cpp,
	  ql/termstructures/blackvolsurface.hpp,
	  ql/termstructures/volatilities/equityfxvolsurface.cpp,
	  ql/termstructures/volatilities/equityfxvolsurface.hpp:
	  
	  added new vol term structure classes, which should/will replace the
	  old ones

2007-08-12 17:39  Ferdinando Ametrano

	* [r12258] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/instruments/barrieroption.cpp, ql/instruments/oneassetoption.cpp,
	  ql/legacy/libormarketmodels/liborforwardmodel.hpp,
	  ql/math/interpolations/abcdinterpolation.hpp,
	  ql/models/marketmodels/models/abcdvol.cpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/forward/forwardengine.hpp,
	  ql/pricingengines/hybrid/binomialconvertibleengine.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/vanilla/binomialengine.hpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.cpp,
	  ql/pricingengines/vanilla/mceuropeanengine.hpp,
	  ql/processes/blackscholesprocess.cpp,
	  ql/termstructures/volatilities/abcd.cpp,
	  ql/termstructures/volatilities/abcd.hpp,
	  ql/termstructures/volatilities/abcdcalibration.cpp,
	  ql/termstructures/volatilities/abcdcalibration.hpp,
	  ql/termstructures/volatilities/all.hpp,
	  ql/termstructures/volatilities/caplet,
	  ql/termstructures/volatilities/equity,
	  ql/termstructures/volatilities/equityfx,
	  ql/termstructures/volatilities/equityfx/Makefile.am,
	  ql/termstructures/volatilities/equityfx/all.hpp,
	  ql/termstructures/volatilities/equityfx/blackconstantvol.hpp,
	  ql/termstructures/volatilities/equityfx/blackvariancecurve.cpp,
	  ql/termstructures/volatilities/equityfx/blackvariancecurve.hpp,
	  ql/termstructures/volatilities/equityfx/blackvariancesurface.cpp,
	  ql/termstructures/volatilities/equityfx/blackvariancesurface.hpp,
	  ql/termstructures/volatilities/equityfx/impliedvoltermstructure.hpp,
	  ql/termstructures/volatilities/equityfx/localconstantvol.hpp,
	  ql/termstructures/volatilities/equityfx/localvolcurve.hpp,
	  ql/termstructures/volatilities/equityfx/localvolsurface.cpp,
	  ql/termstructures/volatilities/equityfx/localvolsurface.hpp,
	  ql/termstructures/volatilities/interestrate,
	  ql/termstructures/volatilities/interestrate/abcd.cpp,
	  ql/termstructures/volatilities/interestrate/abcd.hpp,
	  ql/termstructures/volatilities/interestrate/abcdcalibration.cpp,
	  ql/termstructures/volatilities/interestrate/abcdcalibration.hpp,
	  ql/termstructures/volatilities/interestrate/cap,
	  ql/termstructures/volatilities/interestrate/caplet,
	  ql/termstructures/volatilities/interestrate/caplet/Makefile.am,
	  ql/termstructures/volatilities/interestrate/caplet/all.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/capflatvolvector.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/capletconstantvol.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/capletvariancecurve.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatilities/interestrate/caplet/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/capstripper.cpp,
	  ql/termstructures/volatilities/interestrate/caplet/capstripper.hpp,
	  ql/termstructures/volatilities/interestrate/caplet/spreadedcapletvolstructure.cpp,
	  ql/termstructures/volatilities/interestrate/caplet/spreadedcapletvolstructure.hpp,
	  ql/termstructures/volatilities/interestrate/swaption,
	  ql/termstructures/volatilities/interestrate/swaption/Makefile.am,
	  ql/termstructures/volatilities/interestrate/swaption/all.hpp,
	  ql/termstructures/volatilities/interestrate/swaption/cmsmarket.cpp,
	  ql/termstructures/volatilities/interestrate/swaption/cmsmarket.hpp,
	  ql/termstructures/volatilities/interestrate/swaption/cmsmarketcalibration.cpp,
	  ql/termstructures/volatilities/interestrate/swaption/cmsmarketcalibration.hpp,
	  ql/termstructures/volatilities/interestrate/swaption/spreadedswaptionvolstructure.cpp,
	  ql/termstructures/volatilities/interestrate/swaption/spreadedswaptionvolstructure.hpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionconstantvol.cpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionconstantvol.hpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionvolcube.cpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionvolcube1.hpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionvolcube2.hpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionvoldiscrete.hpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionvolmatrix.cpp,
	  ql/termstructures/volatilities/interestrate/swaption/swaptionvolmatrix.hpp,
	  ql/termstructures/volatilities/swaption,
	  test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/assetswap.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/brownianbridge.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/cliquetoption.cpp, test-suite/cms.cpp,
	  test-suite/convertiblebonds.cpp, test-suite/digitalcoupon.cpp,
	  test-suite/digitaloption.cpp, test-suite/dividendoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/integrals.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/lookbackoptions.cpp, test-suite/marketmodel.cpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/quantooption.cpp, test-suite/rangeaccrual.cpp,
	  test-suite/swap.cpp, test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolstructuresutilities.hpp,
	  test-suite/utilities.cpp, test-suite/varianceswaps.cpp:
	  
	  reorganized vol termstructures folders. Preliminary to some
	  refactoring to follow

2007-08-12 15:43  Joseph Wang

	* [r12257] ql/pricingengines/bond/Makefile.am,
	  ql/pricingengines/bond/all.hpp:
	  
	  Add pricingengines/bond/all.hpp

2007-08-12 05:22  Joseph Wang

	* [r12256] configure.ac, ql/pricingengines/Makefile.am,
	  ql/pricingengines/all.hpp, ql/pricingengines/bond/Makefile.am:
	  
	  Add bondengine to autoconf

2007-08-10 17:19  Ferdinando Ametrano

	* [r12255] QuantLib_vc8.vcproj:
	  
	  quick fix to make it compile...
	  never never commit from a dirty working copy! It's a bad habit!

2007-08-10 16:19  Katiuscia Manzoni

	* [r12252] QuantLib_vc8.vcproj,
	  ql/termstructures/volatilities/caplet/capflatvolvector.hpp:
	  
	  added new class 'qlCapTermVolatilityVector' and method
	  'qlCapTermVolatilityVectorInterpVol' to construct a cap term
	  volatility vector and interpolating along option tenors using cubic
	  spline interpolator. No smile is taken into account.

2007-08-10 15:53  Ferdinando Ametrano

	* [r12249] ql/index.hpp:
	  
	  changed addFixings checks:
	  - prevented non intentional fixing overwriting
	  - removed EvaluationDate checks

2007-08-10 15:49  Ferdinando Ametrano

	* [r12248] ql/instruments/makeswaptions.cpp:
	  
	  

2007-08-10 12:19  Marco Bianchetti

	* [r12243] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-08-10 09:34  Cristina Duminuco

	* [r12239]
	  ql/termstructures/volatilities/swaption/swaptionvolcube1.cpp:
	  
	  Dummy commit to rectify the log message of my previous commit of
	  this file (Revision: 12238).
	  
	  Modified calculation of interpolated spreads: spreads on ATM
	  volatilities in sparse cube are now taken into account.
	  A (small) error is introduced in the calculation of ATM volatilities
	  in dense cube, negligible in case of good fit.
	  Waiting for a better implementation.

2007-08-10 09:26  Cristina Duminuco

	* [r12238]
	  ql/termstructures/volatilities/swaption/swaptionvolcube1.cpp:
	  
	  Modified calculation of interpolated spreads: no spread on ATM
	  volatilities in sparse cube are now taken into account.
	  A (small) error is introduced in the calculation of ATM volatilities
	  in dense cube, negligible in case of good fit.
	  Waiting for a better implementation.

2007-08-10 09:01  Ferdinando Ametrano

	* [r12237] test-suite/quantlibtestsuite.cpp:
	  
	  revert rev 12235

2007-08-10 08:38  Ferdinando Ametrano

	* [r12235] QuantLib_vc8.vcproj, ql/cashflows/cashflows.cpp,
	  ql/cashflows/cashflows.hpp, ql/instrument.hpp,
	  ql/instruments/bond.cpp, ql/instruments/bond.hpp,
	  ql/instruments/bonds/cmsratebond.cpp,
	  ql/instruments/bonds/cmsratebond.hpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/fixedratebond.cpp,
	  ql/instruments/bonds/fixedratebond.hpp,
	  ql/instruments/bonds/floatingratebond.cpp,
	  ql/instruments/bonds/floatingratebond.hpp,
	  ql/instruments/bonds/zerocouponbond.cpp,
	  ql/instruments/bonds/zerocouponbond.hpp,
	  ql/instruments/makeswaptions.cpp, ql/instruments/swaption.cpp,
	  ql/instruments/swaption.hpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp,
	  ql/pricingengines/bond, ql/pricingengines/bond/bondengine.cpp,
	  ql/pricingengines/bond/bondengine.hpp,
	  ql/pricingengines/discountengine.cpp,
	  ql/pricingengines/discountengine.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.hpp,
	  ql/termstructures/yieldcurves/bondhelpers.cpp,
	  test-suite/assetswap.cpp, test-suite/bermudanswaption.cpp,
	  test-suite/bonds.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/libormarketmodel.cpp, test-suite/piecewiseyieldcurve.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/swaption.cpp:
	  
	  merged bondSwaptionRefactoring branch changeset up to rev 12234 into
	  the trunk

2007-08-09 10:41  Ferdinando Ametrano

	* [r12219] ql/utilities/dataparsers.cpp:
	  
	  formatting

2007-08-08 15:35  Ferdinando Ametrano

	* [r12210] ql/utilities/dataparsers.cpp:
	  
	  improved error messages

2007-08-08 05:54  Joseph Wang

	* [r12199] ql/indexes/iborindex.hpp:
	  
	  added an include file so that handle knows that yieldtermstructure
	  is
	  an observable

2007-08-08 05:52  Joseph Wang

	* [r12198] ql/math/matrix.cpp:
	  
	  refactor the blas definition check

2007-08-07 19:41  Ferdinando Ametrano

	* [r12194] ql/cashflows/conundrumpricer.cpp,
	  ql/instruments/makecms.cpp, ql/instruments/vanillaswap.cpp,
	  ql/processes/lfmprocess.cpp,
	  ql/termstructures/volatilities/swaption/cmsmarket.cpp,
	  ql/termstructures/yieldcurves/ratehelpers.cpp, test-suite/cms.cpp:
	  
	  cleaned up header inclusion (part 2: sorry it should have been
	  committed together with rev 12193)

2007-08-07 19:26  Ferdinando Ametrano

	* [r12193] ql/indexes/iborindex.hpp, ql/indexes/swapindex.hpp:
	  
	  cleaned up header inclusion

2007-08-07 18:36  Ferdinando Ametrano

	* [r12191] ql/indexes/swap/euriborswapfixa.cpp,
	  ql/indexes/swap/euriborswapfixa.hpp,
	  ql/indexes/swap/euriborswapfixb.cpp,
	  ql/indexes/swap/euriborswapfixb.hpp,
	  ql/indexes/swap/euriborswapfixifr.cpp,
	  ql/indexes/swap/euriborswapfixifr.hpp,
	  ql/indexes/swap/eurliborswapfixa.cpp,
	  ql/indexes/swap/eurliborswapfixa.hpp,
	  ql/indexes/swap/eurliborswapfixb.cpp,
	  ql/indexes/swap/eurliborswapfixb.hpp,
	  ql/indexes/swap/eurliborswapfixifr.cpp,
	  ql/indexes/swap/eurliborswapfixifr.hpp:
	  
	  fixed (potential) bug of swap vs 3M and 6M sharing the same fixing
	  time series.
	  Moreover, no swaps > 1Y exist with 3M floating leg, and no swaps <
	  2Y exist with 6M floating leg, so too generic constructors have been
	  removed

2007-08-06 15:59  Eric Ehlers

	* [r12171] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj:
	  
	  VC catching up

2007-08-06 14:10  Francois du Vignaud

	* [r12165] ql/math/interpolations/sabrinterpolation.hpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.cpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.hpp:
	  
	  SaSabrInterpolatedSmileSection filters dynamically market quotes

2007-08-06 02:05  Joseph Wang

	* [r12154] ql/termstructures/all.hpp,
	  ql/termstructures/yieldcurves/drifttermstructure.hpp:
	  
	  Modify to deal with the renaming of some fo the termstructure header
	  files

2007-08-05 14:54  Ferdinando Ametrano

	* [r12153] ql/termstructure.hpp:
	  
	  formatting

2007-08-04 16:03  Ferdinando Ametrano

	* [r12152] test-suite/quantlibtestsuite.cpp:
	  
	  added qlPeriodEquivalent(Period p), useful for performing some
	  Period algebra (e.g it returns 1Y3M for 1Y6M-3M, 0M for 1Y-12M, 3W5D
	  for 3W+5D, 2W2D for 3W-5D, etc)

2007-08-04 15:16  Ferdinando Ametrano

	* [r12151] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/legacy/pricers/mccliquetoption.hpp,
	  ql/legacy/pricers/mcdiscretearithmeticaso.hpp,
	  ql/legacy/pricers/mceverest.hpp, ql/legacy/pricers/mchimalaya.hpp,
	  ql/legacy/pricers/mcmaxbasket.hpp, ql/legacy/pricers/mcpagoda.hpp,
	  ql/legacy/pricers/mcperformanceoption.hpp,
	  ql/methods/montecarlo/brownianbridge.hpp,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/mcdigitalengine.hpp,
	  ql/processes/blackscholesprocess.hpp, ql/termstructures/Makefile.am,
	  ql/termstructures/blackvoltermstructure.cpp,
	  ql/termstructures/blackvoltermstructure.hpp,
	  ql/termstructures/localvoltermstructure.cpp,
	  ql/termstructures/localvoltermstructure.hpp,
	  ql/termstructures/volatilities/equity/blackconstantvol.hpp,
	  ql/termstructures/volatilities/equity/blackvariancecurve.hpp,
	  ql/termstructures/volatilities/equity/blackvariancesurface.hpp,
	  ql/termstructures/volatilities/equity/impliedvoltermstructure.hpp,
	  ql/termstructures/volatilities/equity/localvolsurface.cpp,
	  ql/termstructures/volatilities/equity/localvolsurface.hpp,
	  ql/termstructures/voltermstructure.cpp,
	  ql/termstructures/voltermstructure.hpp,
	  ql/termstructures/yieldcurves/quantotermstructure.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/utilities.hpp:
	  
	  splitted up BlackVolTermStructure and LocalVolTermStructure
	  (preliminary to some refactoring work to follow...)

2007-08-04 15:08  Ferdinando Ametrano

	* [r12150] test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  

2007-08-03 15:09  Cristina Duminuco

	* [r12144] ql/math/interpolations/sabrinterpolation.hpp:
	  
	  added interpolationWeights() method to SABRInterpolation class and
	  exposed method qlSABRInterpolationWeights

2007-08-03 13:42  Ferdinando Ametrano

	* [r12137] ql/math/interpolation.hpp,
	  ql/math/interpolations/interpolation2d.hpp:
	  
	  improved error message

2007-08-02 09:52  Ferdinando Ametrano

	* [r12120]
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.cpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.hpp:
	  
	  reverted rev 12108

2007-08-02 09:24  Luigi Ballabio

	* [r12119] ql/math/optimization/conjugategradient.cpp,
	  ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/forwardforwardmappings.cpp,
	  ql/models/marketmodels/models/alphafinder.cpp,
	  ql/models/marketmodels/models/fwdperiodadapter.cpp,
	  ql/pricingengines/vanilla/all.hpp,
	  ql/termstructures/volatilities/caplet/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.cpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.hpp,
	  ql/termstructures/volatilities/smilesection.cpp,
	  test-suite/assetswap.cpp, test-suite/digitalcoupon.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/shortratemodels.cpp:
	  
	  Fixes for gcc build

2007-08-02 08:29  Francois du Vignaud

	* [r12118] ql/termstructures/volatilities/caplet/capstripper.cpp:
	  
	  uneeded use of boost::shared_ptr removed

2007-08-02 07:33  Ferdinando Ametrano

	* [r12117] QuantLib_vc7.vcproj:
	  
	  VC7 and VC8 catching up

2007-08-01 17:49  Francois du Vignaud

	* [r12111] QuantLib_vc8.vcproj:
	  
	  historicalforwardratesanalysis.cpp removed from vc8

2007-08-01 17:44  Ferdinando Ametrano

	* [r12109] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj:
	  
	  VC7 and VC8 catching up

2007-08-01 17:41  Francois du Vignaud

	* [r12108]
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.cpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.hpp:
	  
	  SabrInterpolatedSmileSection is filtering market quotes dynamically
	  now

2007-08-01 17:35  Francois du Vignaud

	* [r12106] test-suite/capstripper.cpp:
	  
	  smilesections global data properly to avoid nasty side effects
	  between tests
	  (Indeed their were disrupting the PiecewiseYieldCurve observability
	  test by throwing an exception due to the fact their maturity date
	  was in the past for some shifted evaluation dates)

2007-08-01 13:08  Francois du Vignaud

	* [r12102] ql/models/marketmodels/historicalforwardratesanalysis.cpp,
	  ql/models/marketmodels/historicalforwardratesanalysis.hpp:
	  
	  HistoricalForwardRatesAnalysis enumerations exposed to Excel

2007-07-31 22:43  Klaus Spanderen

	* [r12097] test-suite/hybridhestonhullwhiteprocess.cpp:
	  
	  using AnalyticHestonHullWhite engine for the joint calibration test
	  case

2007-07-31 22:00  Klaus Spanderen

	* [r12096]
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp:
	  
	  added AnalyticHestonHullWhiteEngine

2007-07-31 21:59  Klaus Spanderen

	* [r12095] ql/pricingengines/vanilla/Makefile.am,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/analytichestonengine.cpp,
	  ql/pricingengines/vanilla/analytichestonengine.hpp,
	  ql/pricingengines/vanilla/batesengine.cpp,
	  ql/pricingengines/vanilla/batesengine.hpp,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/hybridhestonhullwhiteprocess.hpp:
	  
	  added AnalyticHestonHullWhiteEngine

2007-07-31 16:15  Francois du Vignaud

	* [r12087] ql/termstructures/volatilities/caplet/capstripper.cpp,
	  ql/termstructures/volatilities/caplet/capstripper.hpp:
	  
	  Capstripper evaluationDate data member renamed to evaluationDate and
	  set in the initialization list

2007-07-31 15:48  Francois du Vignaud

	* [r12086]
	  ql/termstructures/volatilities/interpolatedsmilesection.hpp:
	  
	  

2007-07-31 15:36  Francois du Vignaud

	* [r12085]
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.cpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.hpp,
	  ql/termstructures/volatilities/smilesection.cpp,
	  ql/termstructures/volatilities/smilesection.hpp:
	  
	  SmileSection class is now observing the evaluation date
	  when the EvaluationDate SabrSmileSection class is recomputed
	  accordingly
	  Warning: the SmileSection update method is not notifiying its
	  observers to avoid redundant notifications

2007-07-31 09:40  Francois du Vignaud

	* [r12049]
	  ql/termstructures/volatilities/swaption/swaptionvolmatrix.hpp:
	  
	  fixed comment

2007-07-31 07:51  Giorgio Facchinetti

	* [r12040]
	  ql/termstructures/volatilities/swaption/cmsmarketcalibration.cpp:
	  
	  correct output in CmsMarket calibration result (fixed mean rev case)

2007-07-31 07:21  Eric Ehlers

	* [r12030] Readme.txt:
	  
	  dummy commit

2007-07-31 07:20  Eric Ehlers

	* [r12029] Readme.txt:
	  
	  dummy commit

2007-07-30 13:59  Ferdinando Ametrano

	* [r12006] ql/instruments/assetswap.cpp, ql/instruments/bond.cpp,
	  ql/instruments/makecapfloor.cpp, ql/instruments/makeswaptions.cpp,
	  ql/instruments/swap.cpp, ql/instruments/swap.hpp,
	  ql/instruments/vanillaswap.cpp:
	  
	  termStructure renamed as discountCurve to convey the information
	  that is only used for discounting, not forecasting

2007-07-30 13:53  Ferdinando Ametrano

	* [r12005] ql/pricingengines/swaption/blackswaptionengine.cpp:
	  
	  formatting

2007-07-27 13:03  Francois du Vignaud

	* [r11997]
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.cpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.hpp:
	  
	  SABRInterpolation construction deferred to enhance
	  SabrInterpolatedSmileSection constructor robustness

2007-07-26 16:15  Francois du Vignaud

	* [r11984] ql/termstructures/volatilities/caplet/capstripper.hpp:
	  
	  CapStripper is no longer notifying its observers lazily. This is due
	  to the fact that the reference date observability is managed inside
	  the TermStructure update method.

2007-07-26 14:05  Luigi Ballabio

	* [r11982] Docs/images/QL-small.jpg, Docs/images/QL-title.jpg,
	  Docs/images/QL.jpg, Docs/images/QL.pdf, Docs/images/favicon.ico,
	  Docs/images/instrument.pdf, Docs/images/instrument.png,
	  Docs/images/sfnetlogo.png, QuantLib.nsi:
	  
	  Fixed svn properties

2007-07-23 09:29  Luigi Ballabio

	* [r11964] Docs/images/QL-small.jpg, Docs/images/QL-title.jpg,
	  Docs/images/QL.jpg, Docs/images/instrument.png,
	  Docs/images/sfnetlogo.png, autogen.sh, test-suite/bin/runtest.bat:
	  
	  Fixed svn properties

2007-07-17 15:26  Francois du Vignaud

	* [r11944] ql/termstructures/volatilities/sabr.cpp:
	  
	  continuity of SABR formula improved near the money using a limited
	  expansion (the remaining discrepancy is of 10e-10 now)

2007-07-17 00:56  Klaus Spanderen

	* [r11936] test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/hybridhestonhullwhiteprocess.hpp:
	  
	  added pure Heston pricing testcase

2007-07-13 08:43  Luigi Ballabio

	* [r11908] test-suite/digitalcoupon.cpp:
	  
	  Increased tolerances in digital-coupon test cases

2007-07-12 13:21  Luigi Ballabio

	* [r11893] ql/cashflows/conundrumpricer.cpp, ql/handle.hpp,
	  ql/instruments/bond.cpp, ql/instruments/capfloor.cpp,
	  ql/instruments/makecapfloor.cpp, ql/instruments/makeswaptions.cpp,
	  ql/instruments/swap.cpp,
	  ql/pricingengines/basket/mcamericanbasketengine.hpp,
	  ql/pricingengines/cliquet/mccliquetengine.hpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.cpp,
	  ql/pricingengines/vanilla/mcamericanengine.hpp,
	  ql/processes/blackscholesprocess.cpp,
	  ql/processes/hybridhestonhullwhiteprocess.cpp,
	  ql/termstructures/volatilities/swaption/cmsmarketcalibration.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube1.cpp:
	  
	  Less cumbersome syntax for retrieving pointers or references from
	  handles

2007-07-12 12:08  Francois du Vignaud

	* [r11892] ql/instruments/bond.cpp:
	  
	  bug fix, thanks Luigi for the hint

2007-07-11 19:41  Eric Ehlers

	* [r11878] ql/instruments/makeswaptions.cpp,
	  ql/instruments/makeswaptions.hpp:
	  
	  fix svn:eol-style property

2007-07-11 18:00  Ferdinando Ametrano

	* [r11875] test-suite/testsuite_vc8.vcproj:
	  
	  restored post build action for DEBUG configuration, but excluded it
	  from build (i.e. the test-suite is still not run, but it can be run
	  easily with a quick modification to the project DEBUG configuration
	  properties)

2007-07-11 16:28  Francois du Vignaud

	* [r11869] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp,
	  ql/instruments/bond.cpp, ql/instruments/capfloor.cpp,
	  ql/instruments/makecapfloor.cpp, ql/instruments/makeswaptions.cpp,
	  ql/instruments/swap.cpp:
	  
	  CashFlows::npv signature changed to avoid useless dynamic memory
	  allocation.
	  As a general rule I think that it might be a good practice to
	  dereference pointers or Handles as early as possible so we can use
	  plain reference later on. This would save indirections and remove
	  the need to store objects systematically in the heap.

2007-07-11 14:15  Francois du Vignaud

	* [r11860] ql/instruments/capfloor.cpp:
	  
	  commit 11857 fix sorry for the disruption

2007-07-11 14:01  Francois du Vignaud

	* [r11858] ql/models/marketmodels/historicalforwardratesanalysis.cpp,
	  ql/termstructures/yieldcurves/forwardcurve.hpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  some inclusions fixed

2007-07-11 13:47  Francois du Vignaud

	* [r11857] ql/instruments/capfloor.cpp:
	  
	  Possibly one the nastiest bug of the year ;-) The argument spreads
	  vector was increasing at each pricing, as a result caps stripping
	  was silently sucking all the memory...

2007-07-11 13:16  Eric Ehlers

	* [r11855] test-suite/Makefile.am, test-suite/testsuite_vc7.vcproj:
	  
	  remove swaptionvolatilitystructures files from VC7/linux build files

2007-07-11 13:03  Giorgio Facchinetti

	* [r11853]
	  ql/termstructures/volatilities/swaption/swaptionvolcube1.cpp:
	  
	  deleted duplicated values in atmOptionTimes, atmSwapLengths,
	  atmOptionDates, atmSwapTenors vectors in
	  SwaptionVolCube1::fillVolatilityCube()

2007-07-11 12:56  Cristina Duminuco

	* [r11852] test-suite/quantlibtestsuite.cpp:
	  
	  removed SwaptionVolatilityStructuresTest

2007-07-11 12:37  Cristina Duminuco

	* [r11851] test-suite/swaptionvolatilitystructures.cpp,
	  test-suite/swaptionvolatilitystructures.hpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  removed useless files swaptionvolatilitystructures

2007-07-11 12:36  Giorgio Facchinetti

	* [r11850]
	  ql/termstructures/volatilities/swaption/swaptionvolcube1.cpp:
	  
	  bug fixing: interpolation of volSpread in swaptionvolcube1

2007-07-11 09:02  Cristina Duminuco

	* [r11845] ql/indexes/swap/euriborswapfixa.cpp,
	  ql/indexes/swap/euriborswapfixb.cpp,
	  ql/indexes/swap/euriborswapfixifr.cpp,
	  ql/indexes/swap/eurliborswapfixa.cpp,
	  ql/indexes/swap/eurliborswapfixb.cpp,
	  ql/indexes/swap/eurliborswapfixifr.cpp:
	  
	  modified fixed leg business convention from Unadjusted to Modified
	  Following

2007-07-10 14:32  Ferdinando Ametrano

	* [r11838] ql/pricingengines/swaption/blackswaptionengine.cpp:
	  
	  marked subtle bug (not easy to solve... at least for the time being)

2007-07-10 08:45  Ferdinando Ametrano

	* [r11831] QuantLib_vc7.vcproj, test-suite/testsuite_vc7.vcproj:
	  
	  VC7 catching up

2007-07-10 08:33  Ferdinando Ametrano

	* [r11829] ql/models/marketmodels/evolutiondescription.hpp:
	  
	  formatting

2007-07-09 15:12  Cristina Duminuco

	* [r11823]
	  ql/termstructures/volatilities/swaption/swaptionvoldiscrete.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  Modified startDate used in methods:
	  - SwaptionVolatilityDiscrete::checkSwapTenors()
	  - SwaptionVolatilityDiscrete::initializeOptionTimes()
	  - SwaptionVolatilityDiscrete::convertDates(...)
	  in order to calculate the swapLengths_.
	  If an any option date is used, as before, and if both swaption atm
	  vol matrix and swaption vol cube are created and they have different
	  first option date, as a consequence the swap tenors of the
	  structures may differ.
	  With this modification, tests in
	  test-suite/swaptionvolatilitycube.cpp run without the evaluation
	  date fixed at 2006/09/06.

2007-07-09 13:44  Giorgio Facchinetti

	* [r11821] ql/instruments/makeswaptions.cpp:
	  
	  makeSwaption class: work in progress

2007-07-09 10:38  Luigi Ballabio

	* [r11817] ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp,
	  ql/pricingengines/vanilla/mchestonhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp,
	  ql/processes/hybridhestonhullwhiteprocess.cpp,
	  ql/processes/hybridhestonhullwhiteprocess.hpp,
	  ql/processes/jointstochasticprocess.cpp,
	  ql/processes/jointstochasticprocess.hpp, test-suite/Makefile.am,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/hybridhestonhullwhiteprocess.hpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolstructuresutilities.hpp:
	  
	  Fixes for gcc build

2007-07-09 10:18  Giorgio Facchinetti

	* [r11816] ql/instruments/makeswaptions.cpp,
	  ql/instruments/makeswaptions.hpp:
	  
	  makeSwaption class: work in progress

2007-07-09 09:21  Giorgio Facchinetti

	* [r11815] QuantLib_vc8.vcproj, ql/instruments/makeswaptions.cpp,
	  ql/instruments/makeswaptions.hpp:
	  
	  Added makeSwaption class

2007-07-08 11:42  Eric Ehlers

	* [r11814] QuantLib_vc8.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2007-07-06 06:46  Mark Joshi

	* [r11799]
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp:
	  
	  robustification and debugging

2007-07-05 14:49  Cristina Duminuco

	* [r11795] test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitycube.hpp,
	  test-suite/swaptionvolatilitymatrix.cpp,
	  test-suite/swaptionvolstructuresutilities.hpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  Reorganisation of tests on swaption volatility structures.
	  Added test on observability of evaluation date for the Cube.
	  Work in progress.

2007-07-03 12:25  Giorgio Facchinetti

	* [r11777] ql/math/interpolations/sabrinterpolation.hpp:
	  
	  bug fix: replaced arcsin expansion with std::asin function.
	  Sabr interpolation behaviour is identical only in cases where guess
	  value for rho is close to zero.

2007-07-02 12:48  Giorgio Facchinetti

	* [r11773] ql/termstructures/volatilities/abcdcalibration.cpp:
	  
	  vega weighted AbcdCalibration

2007-07-02 12:12  Luigi Ballabio

	* [r11772] ql/termstructures/yieldcurves/bootstraptraits.hpp,
	  ql/termstructures/yieldcurves/piecewiseyieldcurve.hpp:
	  
	  Restored correct minimum for discount values during bootstrap (see
	  revision 11606)

2007-07-02 09:51  Luigi Ballabio

	* [r11770] ql/pricingengines/vanilla/Makefile.am,
	  ql/pricingengines/vanilla/all.hpp:
	  
	  Fixed alphabetic order

2007-07-01 16:55  Ferdinando Ametrano

	* [r11765]
	  ql/termstructures/volatilities/swaption/cmsmarketcalibration.hpp:
	  
	  formatting

2007-07-01 16:54  Ferdinando Ametrano

	* [r11764] QuantLib_vc7.vcproj, test-suite/testsuite_vc7.vcproj:
	  
	  VC7 catching up

2007-07-01 16:47  Ferdinando Ametrano

	* [r11763] ql/index.hpp:
	  
	  addFixings std::vector safe (size checked) specialization

2007-07-01 16:44  Ferdinando Ametrano

	* [r11762] ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp:
	  
	  added (flat) Volatility BlackCapFloorEngine constructor

2007-06-30 01:40  Klaus Spanderen

	* [r11761] ql/pricingengines/vanilla/all.hpp, ql/processes/all.hpp:
	  
	  added hybrid Heston Hull-White process

2007-06-30 01:38  Klaus Spanderen

	* [r11760] ql/pricingengines/vanilla/Makefile.am,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp,
	  ql/pricingengines/vanilla/mchestonhullwhiteengine.cpp,
	  ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp,
	  ql/processes/Makefile.am, ql/processes/forwardmeasureprocess.cpp,
	  ql/processes/forwardmeasureprocess.hpp,
	  ql/processes/hullwhiteprocess.cpp,
	  ql/processes/hullwhiteprocess.hpp,
	  ql/processes/hybridhestonhullwhiteprocess.cpp,
	  ql/processes/hybridhestonhullwhiteprocess.hpp,
	  ql/processes/jointstochasticprocess.cpp,
	  ql/processes/jointstochasticprocess.hpp, test-suite/Makefile.am,
	  test-suite/hybridhestonhullwhiteprocess.cpp,
	  test-suite/hybridhestonhullwhiteprocess.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  added hybrid Heston Hull-White process

2007-06-30 01:28  Klaus Spanderen

	* [r11759] ql/processes/hestonprocess.cpp:
	  
	  minor change on the drift, typo corrected

2007-06-28 18:25  Eric Ehlers

	* [r11743] ql/instruments/forward.hpp:
	  
	  add #include required to build QuantLibAddin (or any other app that
	  #includes forward.hpp) under gcc

2007-06-28 15:52  Luigi Ballabio

	* [r11741] man/BermudanSwaption.1, man/ConvertibleBonds.1,
	  man/DiscreteHedging.1, man/EquityOption.1, man/FRA.1,
	  man/Replication.1, man/Repo.1, man/SwapValuation.1,
	  man/quantlib-benchmark.1, man/quantlib-config.1,
	  man/quantlib-test-suite.1, ql/cashflows/replication.cpp,
	  ql/cashflows/replication.hpp, ql/compounding.hpp,
	  ql/instruments/averagetype.hpp,
	  ql/models/marketmodels/correlations/expcorrelations.cpp,
	  ql/models/marketmodels/correlations/expcorrelations.hpp,
	  ql/models/marketmodels/forwardforwardmappings.cpp,
	  ql/models/marketmodels/forwardforwardmappings.hpp,
	  ql/models/marketmodels/historicalforwardratesanalysis.cpp,
	  ql/models/marketmodels/marketmodeldifferences.cpp,
	  ql/models/marketmodels/models/ctsmmcapletcalibration.cpp,
	  ql/models/marketmodels/models/ctsmmcapletcalibration.hpp,
	  ql/models/marketmodels/models/fwdperiodadapter.cpp,
	  ql/models/marketmodels/models/fwdperiodadapter.hpp, ql/position.cpp,
	  ql/settings.cpp, ql/termstructures/volatilities/abcdcalibration.cpp,
	  ql/termstructures/volatilities/abcdcalibration.hpp,
	  ql/termstructures/volatilities/swaption/cmsmarketcalibration.cpp,
	  ql/termstructures/volatilities/swaption/cmsmarketcalibration.hpp,
	  ql/termstructures/yieldcurves/ratehelper.cpp,
	  ql/termstructures/yieldcurves/ratehelper.hpp, ql/time/timeunit.cpp,
	  test-suite/period.cpp, test-suite/period.hpp,
	  test-suite/swaptionvolatilitystructures.cpp,
	  test-suite/swaptionvolatilitystructures.hpp:
	  
	  Fixed eol-style properties

2007-06-28 15:34  Eric Ehlers

	* [r11739] ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp,
	  ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp,
	  ql/models/marketmodels/evolvers/normalfwdratepc.hpp:
	  
	  fixes for gcc

2007-06-28 10:48  Francois du Vignaud

	* [r11733]
	  ql/models/marketmodels/driftcomputation/lmmdriftcalculator.cpp,
	  ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.cpp,
	  ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp,
	  ql/models/marketmodels/evolvers/lognormalcotswapratepc.cpp,
	  ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeuler.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateipc.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdratepc.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp,
	  ql/models/marketmodels/evolvers/normalfwdratepc.cpp,
	  ql/models/marketmodels/evolvers/normalfwdratepc.hpp:
	  
	  some inclusions fixed

2007-06-28 10:28  Luigi Ballabio

	* [r11730] ql/termstructures/volatilities/swaption/Makefile.am,
	  ql/termstructures/volatilities/swaption/all.hpp:
	  
	  Updated gcc build

2007-06-28 09:46  Ferdinando Ametrano

	* [r11725] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-06-28 09:42  Giorgio Facchinetti

	* [r11724] QuantLib_vc8.vcproj,
	  ql/termstructures/volatilities/swaption/cmsmarket.cpp,
	  ql/termstructures/volatilities/swaption/cmsmarket.hpp,
	  ql/termstructures/volatilities/swaption/cmsmarketcalibration.cpp,
	  ql/termstructures/volatilities/swaption/cmsmarketcalibration.hpp:
	  
	  split up CmsMarket and CmsMarketCalibration in 2 files

2007-06-28 09:34  Marco Bianchetti

	* [r11723] test-suite/testsuite_vc7.vcproj:
	  
	  VC7 catching up

2007-06-28 09:30  Luigi Ballabio

	* [r11722] Contributors.txt, Docs/pages/authors.docs,
	  ql/methods/lattices/tflattice.hpp:
	  
	  Fixed Tsiveriotis-Fernandes tree initialization (thanks to John
	  Maiden)

2007-06-28 06:01  Joseph Wang

	* [r11714] test-suite/Makefile.am:
	  
	  add required include to main.cpp

2007-06-27 18:58  Ferdinando Ametrano

	* [r11712]
	  ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.cpp,
	  ql/models/marketmodels/correlations/expcorrelations.cpp,
	  ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.cpp,
	  test-suite/marketmodel.cpp:
	  
	  fixed bug: correlation matrices were full rank even after the first
	  step

2007-06-27 18:37  Ferdinando Ametrano

	* [r11711]
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp:
	  
	  formatting

2007-06-27 15:48  Giorgio Facchinetti

	* [r11709]
	  ql/termstructures/volatilities/swaption/swaptionvolcube.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvoldiscrete.hpp,
	  ql/termstructures/volatilities/swaption/swaptionvolmatrix.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolmatrix.hpp,
	  test-suite/quantlibtestsuite.cpp,
	  test-suite/swaptionvolatilitystructures.cpp:
	  
	  SwaptionVolatilityDiscrete observes evaluation date

2007-06-27 13:13  Luigi Ballabio

	* [r11707] ql/Makefile.am, ql/cashflows/Makefile.am,
	  ql/cashflows/all.hpp:
	  
	  Updated gcc build

2007-06-27 12:21  Ferdinando Ametrano

	* [r11702] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-06-27 11:57  Francois du Vignaud

	* [r11701] ql/cashflows/couponpricer.cpp,
	  ql/cashflows/floatingratecoupon.cpp, ql/cashflows/iborcoupon.cpp,
	  ql/cashflows/rangeaccrual.cpp, ql/indexes/interestrateindex.cpp,
	  ql/indexes/interestrateindex.hpp:
	  
	  uneeded inclusion pruned

2007-06-27 10:30  Cristina Duminuco

	* [r11700] QuantLib_vc8.vcproj, ql/cashflows/replication.cpp,
	  ql/cashflows/replication.hpp, ql/position.cpp, ql/position.hpp:
	  
	  added operator<< for Position and for Replication

2007-06-27 10:07  Ferdinando Ametrano

	* [r11698] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-06-27 09:52  Ferdinando Ametrano

	* [r11696] QuantLib_vc7.vcproj:
	  
	  fixed bug

2007-06-27 09:24  Cristina Duminuco

	* [r11695] ql/cashflows/digitalcoupon.hpp,
	  ql/cashflows/replication.hpp, test-suite/digitalcoupon.cpp:
	  
	  Struct Replication moved in a dedicated file

2007-06-27 09:06  Luigi Ballabio

	* [r11693] ql/termstructures/volatilities/caplet/capstripper.cpp,
	  test-suite/Makefile.am:
	  
	  Updated gcc build

2007-06-27 07:39  Cristina Duminuco

	* [r11691] test-suite/swaptionvolatilitystructures.cpp,
	  test-suite/swaptionvolatilitystructures.hpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  added SwaptionVolatilityStructuresTest
	  - all tests in SwaptionVolatilityMatrixTest and in
	  SwaptionVolatilityCubeTest are included
	  - added coherence and observability tests for the cube
	  - all tests are commented (work in progress)

2007-06-27 07:38  Francois du Vignaud

	* [r11690] ql/models/calibrationhelper.hpp,
	  ql/models/shortrate/onefactormodel.cpp:
	  
	  some inclusions fixes

2007-06-27 07:35  Francois du Vignaud

	* [r11688] ql/termstructures/volatilities/caplet/capstripper.cpp,
	  ql/termstructures/volatilities/caplet/capstripper.hpp:
	  
	  CapsStripper is observing the evaluation date and recreate its
	  instruments if needed

2007-06-27 07:27  Giorgio Facchinetti

	* [r11687] ql/math/interpolations/sabrinterpolation.hpp:
	  
	  

2007-06-26 11:35  Luigi Ballabio

	* [r11679] ql/instruments/all.hpp:
	  
	  Updated all.hpp header

2007-06-26 10:55  Ferdinando Ametrano

	* [r11678] test-suite/interpolations.cpp:
	  
	  improved error messages

2007-06-26 08:33  Ferdinando Ametrano

	* [r11677] test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  more generic code, fixed error messages

2007-06-25 16:11  Ferdinando Ametrano

	* [r11661] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/instruments/Makefile.am, ql/instruments/asianoption.hpp,
	  ql/instruments/averagetype.hpp:
	  
	  moved Average::Type enumeration in its own file

2007-06-25 15:53  Ferdinando Ametrano

	* [r11659] ql/termstructures/volatilities/swaption/cmsmarket.hpp:
	  
	  formatting

2007-06-25 15:45  Francois du Vignaud

	* [r11658] ql/instruments/assetswap.cpp, ql/instruments/assetswap.hpp,
	  ql/instruments/basketoption.hpp, ql/instruments/bond.cpp,
	  ql/instruments/bond.hpp, ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/convertiblebond.hpp,
	  ql/instruments/capfloor.cpp, ql/instruments/capfloor.hpp,
	  ql/instruments/dividendvanillaoption.hpp,
	  ql/instruments/makecms.cpp, ql/instruments/makecms.hpp,
	  ql/instruments/multiassetoption.hpp, ql/instruments/swaption.hpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp,
	  ql/termstructures/volatilities/abcd.hpp,
	  ql/termstructures/volatilities/swaption/cmsmarket.cpp:
	  
	  inclusions fixes, some code moved in cpp file.
	  Inclusions in Instruments files are now almost clean IMO.

2007-06-25 12:32  Luigi Ballabio

	* [r11654] ql/termstructures/volatilities/abcdcalibration.cpp:
	  
	  Fixed initialization order

2007-06-25 09:56  Giorgio Facchinetti

	* [r11652] ql/math/interpolations/sabrinterpolation.hpp,
	  ql/termstructures/volatilities/swaption/cmsmarket.cpp:
	  
	  

2007-06-25 08:26  Giorgio Facchinetti

	* [r11650] ql/math/interpolations/abcdinterpolation.hpp,
	  ql/termstructures/volatilities/abcd.cpp,
	  ql/termstructures/volatilities/abcd.hpp,
	  ql/termstructures/volatilities/abcdcalibration.cpp,
	  ql/termstructures/volatilities/abcdcalibration.hpp:
	  
	  used projectedcostfunction in abcd calibration

2007-06-25 07:44  Francois du Vignaud

	* [r11648] ql/termstructures/volatilities/swaption/cmsmarket.cpp,
	  ql/termstructures/volatilities/swaption/cmsmarket.hpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube1.hpp:
	  
	  inclusions fixes, some code moved in cpp file.

2007-06-23 19:48  Joseph Wang

	* [r11647] test-suite/marketmodel.cpp:
	  
	  add abcd include file

2007-06-22 14:24  Francois du Vignaud

	* [r11644] ql/math/interpolations/abcdinterpolation.hpp,
	  ql/termstructures/volatilities/abcdcalibration.cpp,
	  ql/termstructures/volatilities/abcdcalibration.hpp:
	  
	  inclusions fixes, some code moved in the cpp file.

2007-06-22 13:57  Luigi Ballabio

	* [r11643] ., QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-06-22 13:49  Luigi Ballabio

	* [r11642] ql/termstructures/volatilities/abcdcalibration.cpp:
	  
	  Fixed initialization order

2007-06-22 13:49  Luigi Ballabio

	* [r11641] ql/termstructures/volatilities/Makefile.am,
	  ql/termstructures/volatilities/all.hpp:
	  
	  Added new files to gcc build

2007-06-22 12:57  Giorgio Facchinetti

	* [r11640] QuantLib_vc8.vcproj,
	  ql/math/interpolations/abcdinterpolation.hpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/termstructures/volatilities/abcd.cpp,
	  ql/termstructures/volatilities/abcd.hpp,
	  ql/termstructures/volatilities/abcdcalibration.cpp,
	  ql/termstructures/volatilities/abcdcalibration.hpp,
	  test-suite/marketmodel.cpp:
	  
	  abcd classes refactoring

2007-06-20 18:46  Ferdinando Ametrano

	* [r11630] test-suite/testsuite_vc7.vcproj:
	  
	  - disabled test suite project post build action for DEBUG
	  configurations (i.e. test are not automatically run)
	  - fixed a solution configuration glitch

2007-06-20 11:46  Luigi Ballabio

	* [r11624] ql/methods/lattices/binomialtree.hpp:
	  
	  Restored needed inclusion

2007-06-20 10:12  Francois du Vignaud

	* [r11622] ql/instruments/asianoption.cpp,
	  ql/instruments/asianoption.hpp, ql/instruments/barrieroption.cpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/convertiblebond.hpp,
	  ql/instruments/cliquetoption.hpp,
	  ql/instruments/multiassetoption.cpp,
	  ql/instruments/multiassetoption.hpp,
	  ql/instruments/oneassetoption.hpp, ql/legacy/pricers/mceverest.hpp,
	  ql/legacy/pricers/mchimalaya.hpp, ql/legacy/pricers/mcmaxbasket.hpp,
	  ql/legacy/pricers/mcpagoda.hpp,
	  ql/methods/lattices/binomialtree.cpp,
	  ql/methods/lattices/binomialtree.hpp,
	  ql/methods/lattices/trinomialtree.cpp,
	  ql/methods/lattices/trinomialtree.hpp,
	  ql/methods/montecarlo/brownianbridge.hpp,
	  ql/methods/montecarlo/multipathgenerator.hpp,
	  ql/methods/montecarlo/pathgenerator.hpp,
	  ql/models/equity/hestonmodelhelper.cpp,
	  ql/models/shortrate/onefactormodel.cpp,
	  ql/models/shortrate/onefactormodel.hpp,
	  ql/models/shortrate/onefactormodels/coxingersollross.hpp,
	  ql/models/shortrate/twofactormodel.hpp,
	  ql/pricingengines/forward/forwardperformanceengine.hpp:
	  
	  uneeded inclusion of ql/stochasticprocess.hpp removed,
	  beware about including this file which is including about 8000 lines
	  of code due to the fact it includes math/array.hpp indirectly

2007-06-20 09:20  Ferdinando Ametrano

	* [r11621] .:
	  
	  fixed dependencies (and project inclusion in
	  QuantLibAllDynamic_vc7.sln)

2007-06-20 08:32  Ferdinando Ametrano

	* [r11620] test-suite/marketmodel.cpp:
	  
	  in synch with latest signature

2007-06-20 08:30  Ferdinando Ametrano

	* [r11619] ql/termstructures/volatilities/abcd.cpp:
	  
	  improved error messages

2007-06-19 15:53  Francois du Vignaud

	* [r11606] ql/termstructures/yieldcurves/bootstraptraits.hpp:
	  
	  QL :
	  minValueAfter of Discount curve traits modified to allow the use of
	  CubicSpline. This method returns half of the previous DF value. This
	  change applies whatever the interpolator used is it worth
	  customizing ? (It is not a technical problem, I just try to keep
	  things as simple as possible)
	  QLA: The precision was not properly set so that it was causing
	  dummmy failures.

2007-06-19 13:55  Katiuscia Manzoni

	* [r11598] ql/models/marketmodels/historicalforwardratesanalysis.cpp,
	  ql/models/marketmodels/historicalforwardratesanalysis.hpp:
	  
	  added methods to retrieve error messages for skippedDates and
	  failedDated

2007-06-19 13:14  Giorgio Facchinetti

	* [r11594] ql/termstructures/volatilities/abcd.cpp,
	  ql/termstructures/volatilities/abcd.hpp:
	  
	  removed iterators in Abcd methods

2007-06-19 11:20  Ferdinando Ametrano

	* [r11590] ql/math/statistics/sequencestatistics.hpp:
	  
	  - removed default template specialization in
	  GenericSequenceStatistics class
	  - cleaned up header inclusions in QuantLibObject
	  - moving toward single QuantLibAddin::SequenceStatistics constructor

2007-06-19 10:38  Luigi Ballabio

	* [r11587] ql/time/period.cpp, ql/time/period.hpp:
	  
	  Fixed a couple of glitches in Period:
	  - added operator/= and written operator/ in terms of the former;
	  - prevented outputs such as "2W0D"

2007-06-19 10:26  Ferdinando Ametrano

	* [r11584] ql/models/marketmodels/historicalforwardratesanalysis.hpp:
	  
	  redesigned spreadsheet (ready for error messages)

2007-06-19 09:12  Luigi Ballabio

	* [r11580] ql/time/timeunit.hpp:
	  
	  Added missing inclusion

2007-06-19 09:12  Luigi Ballabio

	* [r11579] ql/time/Makefile.am, test-suite/Makefile.am:
	  
	  Added new files to gcc build

2007-06-19 08:44  Cristina Duminuco

	* [r11578] ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/digitalcoupon.hpp, test-suite/digitalcoupon.cpp:
	  
	  - bug fixing in asset-or-nothing digital option Replication
	  - consequently changes in test-suite/digitalcoupon
	  - introduced in testAssetOrNothing and in testCashOrNothing a check
	  vs price calculated using class VanillaOption for digital payoff.

2007-06-18 18:18  Ferdinando Ametrano

	* [r11572] QuantLib_vc8.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2007-06-18 18:01  Ferdinando Ametrano

	* [r11570] ql/time/period.hpp:
	  
	  improved comments

2007-06-18 17:41  Ferdinando Ametrano

	* [r11565] test-suite/period.cpp, test-suite/period.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite_vc7.vcproj:
	  
	  Period test added (it checks algebra and normalization)

2007-06-18 17:32  Ferdinando Ametrano

	* [r11563] ql/time/timeunit.hpp:
	  
	  

2007-06-18 17:31  Ferdinando Ametrano

	* [r11562] ql/time/period.cpp, ql/time/period.hpp:
	  
	  added Period::normalize()

2007-06-18 17:29  Ferdinando Ametrano

	* [r11561] QuantLib_vc7.vcproj, ql/time/timeunit.cpp,
	  ql/time/timeunit.hpp:
	  
	  added std::ostream& operator<<(std::ostream&, const TimeUnit&);

2007-06-18 14:58  Luigi Ballabio

	* [r11557] ql/instruments/bond.hpp,
	  ql/pricingengines/asian/mc_discr_arith_av_price.hpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  ql/pricingengines/barrier/mcbarrierengine.hpp,
	  ql/pricingengines/basket/mcamericanbasketengine.hpp,
	  ql/pricingengines/basket/mcbasketengine.hpp,
	  ql/pricingengines/vanilla/mcamericanengine.hpp:
	  
	  Restored a few inclusions. When using gcc, a slower and successful
	  compilation is preferable to a faster and failing one.

2007-06-18 13:19  Ferdinando Ametrano

	* [r11553] QuantLib_vc8.vcproj, ql/compounding.cpp:
	  
	  - VC8 catching up
	  - removing useless file

2007-06-18 13:19  Francois du Vignaud

	* [r11552] ql/instruments/bond.hpp, ql/instruments/cliquetoption.cpp,
	  ql/instruments/cliquetoption.hpp,
	  ql/instruments/dividendvanillaoption.cpp,
	  ql/instruments/fixedratebondforward.cpp,
	  ql/instruments/multiassetoption.cpp,
	  ql/instruments/oneassetoption.cpp, ql/instruments/payoffs.hpp,
	  ql/instruments/stickyratchet.hpp, ql/instruments/swaption.cpp,
	  ql/models/equity/hestonmodelhelper.cpp, ql/option.hpp,
	  ql/pricingengines/asian/analytic_cont_geom_av_price.cpp,
	  ql/pricingengines/asian/analytic_discr_geom_av_price.cpp,
	  ql/pricingengines/barrier/analyticbarrierengine.cpp,
	  ql/pricingengines/basket/stulzengine.cpp,
	  ql/pricingengines/cliquet/analyticcliquetengine.cpp,
	  ql/pricingengines/cliquet/analyticperformanceengine.cpp,
	  ql/pricingengines/forward/forwardengine.hpp,
	  ql/pricingengines/lookback/analyticcontinuousfixedlookback.cpp,
	  ql/pricingengines/lookback/analyticcontinuousfloatinglookback.cpp,
	  ql/pricingengines/vanilla/analyticdigitalamericanengine.cpp,
	  ql/pricingengines/vanilla/analyticdividendeuropeanengine.cpp,
	  ql/pricingengines/vanilla/analyticeuropeanengine.cpp,
	  ql/pricingengines/vanilla/baroneadesiwhaleyengine.cpp,
	  ql/pricingengines/vanilla/bjerksundstenslandengine.cpp,
	  ql/pricingengines/vanilla/integralengine.cpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.cpp,
	  ql/pricingengines/vanilla/juquadraticengine.cpp,
	  ql/termstructures/yieldcurves/bondhelpers.cpp:
	  
	  a big load of inclusions fixes, if one want to have an idea of the
	  relevancy of such changes please time qlo/bond.cpp compilation
	  before updating

2007-06-18 13:03  Luigi Ballabio

	* [r11550] ql/Makefile.am, ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp, ql/quantlib.hpp,
	  ql/termstructures/yieldcurves/Makefile.am,
	  ql/termstructures/yieldcurves/all.hpp:
	  
	  Added new files to gcc build

2007-06-18 09:16  Ferdinando Ametrano

	* [r11543] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-06-18 09:14  Ferdinando Ametrano

	* [r11542] QuantLib_vc8.vcproj,
	  ql/termstructures/yieldcurves/piecewiseyieldcurve.cpp:
	  
	  VC8 catching up

2007-06-18 09:08  Ferdinando Ametrano

	* [r11541] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-06-18 08:45  Cristina Duminuco

	* [r11540] QuantLib_vc8.vcproj:
	  
	  removed historicalcorrelation files from project

2007-06-18 08:01  Ferdinando Ametrano

	* [r11536] QuantLib_vc7.vcproj,
	  ql/termstructures/yieldcurves/bondhelpers.hpp,
	  ql/termstructures/yieldcurves/piecewiseyieldcurve.cpp,
	  ql/termstructures/yieldcurves/piecewiseyieldcurve.hpp,
	  ql/termstructures/yieldcurves/ratehelper.cpp,
	  ql/termstructures/yieldcurves/ratehelper.hpp,
	  ql/termstructures/yieldcurves/ratehelpers.cpp,
	  ql/termstructures/yieldcurves/ratehelpers.hpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  - moved RateHelper base class in its own file (and cleaned up header
	  inclusion)
	  - work in progress for spline bootstrapping: use Linear
	  interpolation in the first iteration

2007-06-18 07:59  Ferdinando Ametrano

	* [r11535]
	  ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.cpp,
	  ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.hpp,
	  ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.cpp,
	  ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp,
	  ql/models/marketmodels/piecewiseconstantcorrelation.hpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  - show result of alpha fitting in wbks
	  - fixed cotsmm corr class
	  - zero elements in CTSMM corr

2007-06-18 07:53  Ferdinando Ametrano

	* [r11532] ql/models/marketmodels/models/ctsmmcapletcalibration.cpp:
	  
	  code formatting

2007-06-18 07:52  Ferdinando Ametrano

	* [r11531] ql/models/marketmodels/correlations/expcorrelations.cpp,
	  ql/models/marketmodels/correlations/expcorrelations.hpp:
	  
	  cleaned up few glitches

2007-06-18 07:46  Ferdinando Ametrano

	* [r11527] ql/models/marketmodels/historicalcorrelation.cpp,
	  ql/models/marketmodels/historicalcorrelation.hpp,
	  ql/models/marketmodels/historicalforwardratesanalysis.cpp,
	  ql/models/marketmodels/historicalforwardratesanalysis.hpp:
	  
	  removed HistoricalCorrelation in favour of more general class
	  HistoricalForwardRatesAnalysis

2007-06-18 07:42  Ferdinando Ametrano

	* [r11525] ql/models/marketmodels/marketmodel.cpp,
	  ql/models/marketmodels/marketmodel.hpp:
	  
	  formatting

2007-06-18 07:38  Ferdinando Ametrano

	* [r11521] ql/math/statistics/sequencestatistics.hpp:
	  
	  - cleaned up redundant code: just one constructor
	  - exported Size to excel

2007-06-18 07:34  Ferdinando Ametrano

	* [r11520] ql/compounding.cpp, ql/compounding.hpp,
	  ql/interestrate.hpp:
	  
	  Compounding enumeration in its own file

2007-06-18 07:33  Ferdinando Ametrano

	* [r11519] ql/time/period.cpp, ql/time/period.hpp:
	  
	  - added Period operator/(const Period&, Integer n);
	  - output normalization (i.e. 18M -> 1Y6M)

2007-06-18 07:30  Ferdinando Ametrano

	* [r11518] ql/termstructure.hpp:
	  
	  verify at constructor time if Calendar and settlementDays are ok

2007-06-18 07:26  Ferdinando Ametrano

	* [r11516] ql/quote.hpp:
	  
	  comment changed

2007-06-18 07:25  Ferdinando Ametrano

	* [r11515]
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.cpp:
	  
	  fixed bug on vector size

2007-06-18 07:23  Ferdinando Ametrano

	* [r11513] ql/methods/finitedifferences/tridiagonaloperator.cpp:
	  
	  improved error message

2007-06-15 14:31  Ferdinando Ametrano

	* [r11507] test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  

2007-06-15 13:41  Ferdinando Ametrano

	* [r11505] ql/math/optimization/spherecylinder.cpp,
	  ql/models/marketmodels/forwardforwardmappings.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/fwdperiodadapter.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-15 12:04  Eric Ehlers

	* [r11494] ql/time/daycounters/business252.hpp,
	  test-suite/daycounters.cpp:
	  
	  Default ctor for Business252 daycounter so it can be enumerated in
	  QuantLibXL (Thanks to Piter Dias)

2007-06-15 08:32  Francois du Vignaud

	* [r11481] ql/math/interpolations/cubicspline.hpp,
	  test-suite/interpolations.cpp, test-suite/interpolations.hpp:
	  
	  failing cubic spline test removed, cubic spline documentation made
	  more precise

2007-06-15 00:33  Eric Ehlers

	* [r11475] ql/instruments/all.hpp:
	  
	  C++ addin - work of art in progress

2007-06-14 17:28  Ferdinando Ametrano

	* [r11472] ql/time/period.cpp:
	  
	  avoid exception when adding incompatible Periods with one of them
	  having length==0

2007-06-14 17:24  Ferdinando Ametrano

	* [r11471] ql/time/period.cpp:
	  
	  avoid exception when adding incompatible Periods with one of them
	  having length==0

2007-06-14 17:10  Ferdinando Ametrano

	* [r11469] ql/models/marketmodels/forwardforwardmappings.cpp,
	  ql/models/marketmodels/forwardforwardmappings.hpp,
	  ql/models/marketmodels/models/fwdperiodadapter.cpp,
	  ql/models/marketmodels/models/fwdperiodadapter.hpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-14 17:00  Katiuscia Manzoni

	* [r11467] ql/models/marketmodels/historicalcorrelation.cpp,
	  ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  added method stats() in HistoricalCorrelation class (to be renamed
	  later)
	  removed qlHistCorrZeroYieldLinear(), replaced by
	  qlHistoricalCorrelationCorrelation()

2007-06-14 16:54  Francois du Vignaud

	* [r11465] test-suite/interpolations.cpp,
	  test-suite/interpolations.hpp:
	  
	  Cubic Spline monotonicity constraint is not enforced, is it a bug ?
	  Is this constraint relaxed in some regions ? (Which might be a
	  sensible thing to do IMO)

2007-06-14 15:32  Ferdinando Ametrano

	* [r11462] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-06-14 14:53  Ferdinando Ametrano

	* [r11460] ql/models/marketmodels/models/ctsmmcapletcalibration.hpp,
	  ql/models/marketmodels/models/pseudorootfacade.cpp,
	  ql/models/marketmodels/models/pseudorootfacade.hpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-14 13:40  Giorgio Facchinetti

	* [r11451] ql/termstructures/volatilities/abcd.cpp:
	  
	  removed unneeded inclusions

2007-06-14 13:13  Luigi Ballabio

	* [r11449] ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp,
	  ql/models/marketmodels/correlations/all.hpp,
	  ql/models/marketmodels/models/Makefile.am,
	  ql/models/marketmodels/models/all.hpp:
	  
	  Autotools catching up

2007-06-14 12:52  Ferdinando Ametrano

	* [r11447] QuantLib_vc8.vcproj,
	  ql/models/marketmodels/correlations/Makefile.am,
	  ql/models/marketmodels/correlations/correlations.cpp,
	  ql/models/marketmodels/correlations/correlations.hpp,
	  ql/models/marketmodels/correlations/expcorrelations.cpp,
	  ql/models/marketmodels/correlations/expcorrelations.hpp,
	  ql/models/marketmodels/correlations/timehomogeneoustimedependentforwardcorrelation.cpp,
	  ql/models/marketmodels/correlations/timehomogeneoustimedependentforwardcorrelation.hpp,
	  ql/models/marketmodels/models/flatvol.cpp, test-suite/capfloor.cpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  refactored corr classes

2007-06-14 12:37  Ferdinando Ametrano

	* [r11446] QuantLib_vc7.vcproj, test-suite/quantlibtestsuite.cpp:
	  
	  VC7 catching up

2007-06-14 12:35  Giorgio Facchinetti

	* [r11445] ql/utilities/dataparsers.cpp, ql/utilities/dataparsers.hpp:
	  
	  multiple Period parser

2007-06-14 12:34  Ferdinando Ametrano

	* [r11444] QuantLib_vc8.vcproj,
	  ql/models/marketmodels/forwardforwardmappings.cpp,
	  ql/models/marketmodels/forwardforwardmappings.hpp,
	  ql/models/marketmodels/marketmodel.cpp,
	  ql/models/marketmodels/marketmodel.hpp,
	  ql/models/marketmodels/models/ctsmmcapletcalibration.cpp,
	  ql/models/marketmodels/models/ctsmmcapletcalibration.hpp,
	  ql/models/marketmodels/models/fwdperiodadapter.cpp,
	  ql/models/marketmodels/models/fwdperiodadapter.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-14 11:00  Luigi Ballabio

	* [r11442] ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/historicalcorrelation.cpp:
	  
	  Fixes for gcc build

2007-06-14 10:44  Katiuscia Manzoni

	* [r11441] QuantLib_vc8.vcproj,
	  ql/models/marketmodels/historicalcorrelation.cpp,
	  ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  added class HistoricalCorrelation and methods to return corr matrix,
	  forward rates dates, skippedDates, failedDates. All have been
	  exposed to Excel as well. Default interpolator is Linear on
	  ZeroYield.

2007-06-14 10:39  Ferdinando Ametrano

	* [r11440] ql/models/marketmodels/models/ctsmmcapletcalibration.cpp:
	  
	  fixed bug

2007-06-14 10:16  Ferdinando Ametrano

	* [r11437]
	  ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.cpp,
	  ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp:
	  
	  time homogeneous evolution of the correlation matrix delegated to
	  static function member so it can be used elsewhere

2007-06-14 07:32  Francois du Vignaud

	* [r11435] ql/models/marketmodels/marketmodeldifferences.cpp,
	  ql/models/marketmodels/marketmodeldifferences.hpp:
	  
	  bug fix: the time is now properly taken into account in the
	  coterminalSwapPseudoRoots procedure

2007-06-14 07:09  Giorgio Facchinetti

	* [r11434] ql/models/marketmodels/models/ctsmmcapletcalibration.cpp,
	  ql/models/marketmodels/models/ctsmmcapletcalibration.hpp:
	  
	  - new methods in CTSMMCapletCalibration class

2007-06-13 15:05  Ferdinando Ametrano

	* [r11428] ql/models/marketmodels/correlations/correlations.cpp,
	  ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.cpp,
	  ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.hpp,
	  ql/models/marketmodels/correlations/timehomogeneoustimedependentforwardcorrelation.cpp,
	  ql/models/marketmodels/correlations/timehomogeneoustimedependentforwardcorrelation.hpp,
	  ql/models/marketmodels/marketmodeldifferences.cpp,
	  ql/models/marketmodels/marketmodeldifferences.hpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-13 14:03  Luigi Ballabio

	* [r11426] test-suite/americanoption.cpp, test-suite/array.cpp,
	  test-suite/asianoptions.cpp, test-suite/assetswap.cpp,
	  test-suite/batesmodel.cpp, test-suite/bermudanswaption.cpp,
	  test-suite/bonds.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/cliquetoption.cpp, test-suite/cms.cpp,
	  test-suite/compoundforward.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/curvestates.cpp, test-suite/digitalcoupon.cpp,
	  test-suite/digitaloption.cpp, test-suite/dividendoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/hestonmodel.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/linearleastsquaresregression.cpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/matrices.cpp, test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/optimizers.cpp, test-suite/pathgenerator.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/quantooption.cpp,
	  test-suite/rangeaccrual.cpp, test-suite/sampledcurve.cpp,
	  test-suite/shortratemodels.cpp, test-suite/surface.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp,
	  test-suite/termstructures.cpp, test-suite/timeseries.cpp,
	  test-suite/tracing.cpp, test-suite/transformedgrid.cpp,
	  test-suite/utilities.cpp, test-suite/utilities.hpp,
	  test-suite/volatilitymodels.cpp:
	  
	  Used RAII to remove setup and teardown macros from test cases

2007-06-13 12:29  Ferdinando Ametrano

	* [r11424] ql/models/marketmodels/models/alphafinder.cpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-13 10:38  Ferdinando Ametrano

	* [r11420]
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  caplet aclibration of CTSMM (work in progress)

2007-06-13 10:13  Ferdinando Ametrano

	* [r11419]
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp,
	  ql/models/marketmodels/models/ctsmmcapletcalibration.cpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-13 08:43  Luigi Ballabio

	* [r11412] ql/models/marketmodels/models/Makefile.am,
	  ql/models/marketmodels/models/all.hpp:
	  
	  Added new files to gcc build

2007-06-13 08:42  Luigi Ballabio

	* [r11411]
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.cpp:
	  
	  Fixed initialization order (once again)

2007-06-13 08:31  Francois du Vignaud

	* [r11410] ql/termstructures/yieldcurves/piecewiseyieldcurve.hpp:
	  
	  uneeded inclusion pruned

2007-06-13 07:55  Ferdinando Ametrano

	* [r11409] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-06-13 07:52  Ferdinando Ametrano

	* [r11408] QuantLib_vc7.vcproj,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp,
	  ql/models/marketmodels/models/ctsmmcapletcalibration.cpp,
	  ql/models/marketmodels/models/ctsmmcapletcalibration.hpp,
	  ql/models/marketmodels/models/piecewiseconstantvariance.cpp,
	  ql/models/marketmodels/models/piecewiseconstantvariance.hpp,
	  ql/models/marketmodels/piecewiseconstantcorrelation.hpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-12 17:58  Ferdinando Ametrano

	* [r11400]
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-12 17:26  Ferdinando Ametrano

	* [r11395]
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-12 16:44  Chiara Fornarola

	* [r11390] test-suite/assetswap.cpp, test-suite/assetswap.hpp:
	  
	  added two new test cases in assetswap.c[h]pp files.
	  testMarketASWSpread tests the relationship between market asset swap
	  and par asset swap for the following 8 bonds:
	  DE0001135275 DBR 4 01/04/37 (fixed rate bond whose maturity doesn't
	  occur on a business day)
	  IT0006527060 IBRD 5 02/05/19 (fixed rate bond whose maturity occurs
	  on a business day)
	  IT0003543847 ISPIM 0 09/29/13 (floater whose maturity doesn't occur
	  on a business day)
	  XS0090566539 COE 0 09/24/18 (floater whose maturity occurs on a
	  business day))
	  XS0228052402 CRDIT 0 8/22/20 (cms bond whose maturity doesn't occur
	  on a business day)
	  XS0218766664 ISPIM 0 5/6/15 ( cms bond whose maturity occurs on a
	  business day)
	  DE0004771662 IBRD 0 12/20/15(zero cpn bond whose maturity doesn't
	  occur on a business day)
	  IT0001200390 ISPIM 0 02/17/28 (zero cpn bond maturity occurs on a
	  business day)
	  and testZSpread tests correctness of cleanPriceFromZSpread and
	  dirtyPriceFromZSpread bond's functions when z-spread=0 for the same
	  8 bonds listed above.
	  tests for DE0004771662 IBRD 0 12/20/15(zero cpn bond whose maturity
	  doesn't occur on a business day)
	  IT0001200390 ISPIM 0 02/17/28 (zero cpn bond maturity occurs on a
	  business day) added in testImpliedValue.
	  Consequently updated AssetSwapPricesTest.xls and added a new file
	  Z-SpreadTest.xls in order to reproduce the same test cases added in
	  the assetswap.cpp.
	  Also NEWS.txt has been updated.

2007-06-12 16:01  Luigi Ballabio

	* [r11387] ql/settings.cpp, ql/settings.hpp:
	  
	  Turned the historical-fixing setting back into a simple bool (but
	  kept the interface changes)

2007-06-12 15:28  Katiuscia Manzoni

	* [r11385] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-06-12 15:27  Ferdinando Ametrano

	* [r11384] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-06-12 15:18  Luigi Ballabio

	* [r11383] ql/Makefile.am, ql/cashflows/digitalcoupon.cpp,
	  ql/indexes/interestrateindex.cpp,
	  ql/models/marketmodels/historicalcorrelation.hpp, ql/settings.cpp,
	  ql/settings.hpp:
	  
	  Turned the historical-fixing setting into an observable value. It
	  remains to see what classes should observe it.

2007-06-12 15:07  Ferdinando Ametrano

	* [r11380] ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  

2007-06-12 15:05  Francois du Vignaud

	* [r11378] ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  adding a new optional interpolation parameter

2007-06-12 14:53  Giorgio Facchinetti

	* [r11376] ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  Splitting marketmodel file in QuantLibAddin:
	  Added correlation files

2007-06-12 13:06  Ferdinando Ametrano

	* [r11367] test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  

2007-06-12 11:01  Ferdinando Ametrano

	* [r11362] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-06-12 10:51  Luigi Ballabio

	* [r11360] test-suite/quantlibtestsuite.cpp:
	  
	  Reenabled tests

2007-06-12 10:51  Francois du Vignaud

	* [r11359] ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  minor improvements historical correlation computation: the yc is not
	  recreated at any loop since it is a floating one
	  To be fixed : we catch missing fixings errors in the function but we
	  don't report them

2007-06-12 10:45  Ferdinando Ametrano

	* [r11358] ql/indexes/swap/euriborswapfixa.hpp:
	  
	  formatting

2007-06-12 10:40  Marco Bianchetti

	* [r11357] ql/math/optimization:
	  
	  Alpha forms wrapped and exported (in their own file)
	  VC7 catching up

2007-06-12 09:39  Ferdinando Ametrano

	* [r11353] test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-12 09:18  Luigi Ballabio

	* [r11347] ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp,
	  ql/models/marketmodels/models/Makefile.am:
	  
	  Updated gcc build

2007-06-12 09:17  Luigi Ballabio

	* [r11346] ql/time/period.cpp:
	  
	  Added missing break statements; rewritten as a nested switch to
	  distinguish errors

2007-06-12 09:08  Ferdinando Ametrano

	* [r11343] QuantLib_vc7.vcproj,
	  ql/models/marketmodels/models/alphaform.cpp,
	  ql/models/marketmodels/models/alphaform.hpp:
	  
	  removed useless Alphaform default constructor

2007-06-12 09:01  Ferdinando Ametrano

	* [r11339] ql/math/optimization/spherecylinder.cpp,
	  ql/math/optimization/spherecylinder.hpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-12 08:47  Chiara Fornarola

	* [r11338] ql/termstructures/volatilities/abcd.hpp:
	  
	  modified abcd maximum value and maximum location in Abcd and
	  AbcdFunction:
	  if the abcd functional form has maximum in t<0 then the modified
	  functions will return the shortTermValue for the maximum value and
	  t=0 for the maximum location.

2007-06-12 08:24  Ferdinando Ametrano

	* [r11336] dev_tools:
	  
	  moved dev_tools folder one level above, under trunk.
	  It might be used for all modules in the repository, not just
	  QuantLib

2007-06-12 07:31  Ferdinando Ametrano

	* [r11334] ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  cleaning up historical correlation calculation

2007-06-11 22:05  Ferdinando Ametrano

	* [r11333] ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  fixed signature

2007-06-11 22:03  Ferdinando Ametrano

	* [r11332] ql/models/marketmodels/historicalcorrelation.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  cleaned up historical correlation calculation

2007-06-11 21:48  Ferdinando Ametrano

	* [r11331] QuantLib_vc7.vcproj:
	  
	  

2007-06-11 20:10  Ferdinando Ametrano

	* [r11330] ql/math/optimization/spherecylinder.cpp,
	  ql/math/optimization/spherecylinder.hpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-11 19:56  Ferdinando Ametrano

	* [r11329] ql/settings.hpp:
	  
	  added SafeSettingsBackUp

2007-06-11 19:46  Ferdinando Ametrano

	* [r11328] ql/time/period.cpp, ql/time/period.hpp:
	  
	  defined Period algebra

2007-06-11 17:43  Francois du Vignaud

	* [r11326] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/models/marketmodels/marketmodeldifferences.cpp,
	  ql/models/marketmodels/marketmodeldifferences.hpp:
	  
	  marketmodeldifferences.cpp created and added to vc8 and vc7

2007-06-11 17:14  Francois du Vignaud

	* [r11325] QuantLib_vc8.vcproj:
	  
	  TimeHomogeneousTimeDependentForwardCorrelation.xpp added to vc8
	  project
	  marketmodeldifferences.hpp also added

2007-06-11 15:53  Ferdinando Ametrano

	* [r11322] test-suite/quantlibtestsuite.cpp:
	  
	  restoring tests mistakenly commented out

2007-06-11 15:46  Ferdinando Ametrano

	* [r11321] QuantLib_vc7.vcproj,
	  ql/models/marketmodels/historicalcorrelation.hpp,
	  ql/models/marketmodels/marketmodeldifferences.hpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-11 15:08  Luigi Ballabio

	* [r11320] dev_tools/tgz2zip:
	  
	  Kept Unix EOLs in zip file when needed

2007-06-11 13:33  Luigi Ballabio

	* [r11319] Docs/Makefile.am,
	  Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/BermudanSwaption/BermudanSwaption_vc7.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj,
	  Examples/BermudanSwaption/Makefile.am,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc7.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc8.vcproj,
	  Examples/ConvertibleBonds/Makefile.am,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/DiscreteHedging/DiscreteHedging_vc7.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc8.vcproj,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EquityOption/EquityOption.dev,
	  Examples/EquityOption/EquityOption_vc7.vcproj,
	  Examples/EquityOption/EquityOption_vc8.vcproj,
	  Examples/EquityOption/Makefile.am, Examples/FRA/FRA.dev,
	  Examples/FRA/FRA_vc7.vcproj, Examples/FRA/FRA_vc8.vcproj,
	  Examples/FRA/Makefile.am, Examples/Makefile.am,
	  Examples/Replication/Makefile.am,
	  Examples/Replication/Replication.dev,
	  Examples/Replication/Replication_vc7.vcproj,
	  Examples/Replication/Replication_vc8.vcproj,
	  Examples/Repo/Makefile.am, Examples/Repo/Repo.dev,
	  Examples/Repo/Repo_vc7.vcproj, Examples/Repo/Repo_vc8.vcproj,
	  Examples/Swap/Makefile.am, Examples/Swap/Swap.dev,
	  Examples/Swap/Swap_vc7.vcproj, Examples/Swap/Swap_vc8.vcproj,
	  Makefile.am, QuantLib.dev, QuantLib.nsi, QuantLib.spec.in,
	  QuantLib_vc7.sln, QuantLib_vc7.vcproj, QuantLib_vc8.sln,
	  QuantLib_vc8.vcproj, acinclude.m4, config/Makefile.am, configure.ac,
	  dev_tools/check_all_inclusions.sh, dev_tools/check_all_licenses.sh,
	  dev_tools/check_inclusions.py, dev_tools/fix_svn_properties.sh,
	  man/Makefile.am, ql/Makefile.am, ql/cashflows/Makefile.am,
	  ql/cashflows/coupon.cpp, ql/cashflows/rangeaccrual.cpp,
	  ql/cashflows/rangeaccrual.hpp, ql/currencies/Makefile.am,
	  ql/indexes/Makefile.am, ql/indexes/ibor/Makefile.am,
	  ql/indexes/ibor/all.hpp, ql/indexes/ibor/euribor.cpp,
	  ql/indexes/ibor/eurlibor.cpp, ql/indexes/swap/Makefile.am,
	  ql/indexes/swap/all.hpp, ql/instruments/Makefile.am,
	  ql/instruments/bonds/Makefile.am, ql/instruments/bonds/all.hpp,
	  ql/legacy/Makefile.am, ql/legacy/all.hpp,
	  ql/legacy/libormarketmodels/Makefile.am,
	  ql/legacy/pricers/Makefile.am, ql/math/Makefile.am,
	  ql/math/distributions/Makefile.am, ql/math/distributions/all.hpp,
	  ql/math/integrals/Makefile.am, ql/math/integrals/all.hpp,
	  ql/math/integrals/integral.cpp, ql/math/integrals/integral.hpp,
	  ql/math/integrals/segmentintegral.cpp,
	  ql/math/interpolations/Makefile.am, ql/math/interpolations/all.hpp,
	  ql/math/interpolations/flatextrapolation2d.hpp,
	  ql/math/matrixutilities/Makefile.am,
	  ql/math/matrixutilities/all.hpp,
	  ql/math/matrixutilities/basisincompleteordered.cpp,
	  ql/math/matrixutilities/basisincompleteordered.hpp,
	  ql/math/matrixutilities/tapcorrelations.cpp,
	  ql/math/matrixutilities/tapcorrelations.hpp,
	  ql/math/optimization/Makefile.am,
	  ql/math/optimization/projectedcostfunction.cpp,
	  ql/math/optimization/projectedcostfunction.hpp,
	  ql/math/optimization/spherecylinder.cpp,
	  ql/math/optimization/spherecylinder.hpp, ql/math/quadratic.cpp,
	  ql/math/quadratic.hpp, ql/math/randomnumbers/Makefile.am,
	  ql/math/solvers1d/Makefile.am, ql/math/statistics/Makefile.am,
	  ql/math/statistics/all.hpp, ql/methods/Makefile.am,
	  ql/methods/all.hpp, ql/methods/finitedifferences/Makefile.am,
	  ql/methods/lattices/Makefile.am, ql/methods/montecarlo/Makefile.am,
	  ql/models/Makefile.am, ql/models/all.hpp,
	  ql/models/equity/Makefile.am, ql/models/equity/all.hpp,
	  ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/browniangenerators/Makefile.am,
	  ql/models/marketmodels/callability/Makefile.am,
	  ql/models/marketmodels/callability/all.hpp,
	  ql/models/marketmodels/correlations/Makefile.am,
	  ql/models/marketmodels/correlations/all.hpp,
	  ql/models/marketmodels/correlations/correlations.cpp,
	  ql/models/marketmodels/correlations/correlations.hpp,
	  ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.cpp,
	  ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp,
	  ql/models/marketmodels/correlations/timehomogeneoustimedependentforwardcorrelation.cpp,
	  ql/models/marketmodels/correlations/timehomogeneoustimedependentforwardcorrelation.hpp,
	  ql/models/marketmodels/curvestates/Makefile.am,
	  ql/models/marketmodels/driftcomputation/Makefile.am,
	  ql/models/marketmodels/evolvers/Makefile.am,
	  ql/models/marketmodels/historicalcorrelation.hpp,
	  ql/models/marketmodels/marketmodel.cpp,
	  ql/models/marketmodels/marketmodeldifferences.hpp,
	  ql/models/marketmodels/models/Makefile.am,
	  ql/models/marketmodels/models/alphafinder.cpp,
	  ql/models/marketmodels/models/alphafinder.hpp,
	  ql/models/marketmodels/models/alphaform.cpp,
	  ql/models/marketmodels/models/alphaform.hpp,
	  ql/models/marketmodels/models/alphaformconcrete.cpp,
	  ql/models/marketmodels/models/alphaformconcrete.hpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp,
	  ql/models/marketmodels/models/piecewiseconstantvariance.cpp,
	  ql/models/marketmodels/models/pseudorootfacade.cpp,
	  ql/models/marketmodels/models/pseudorootfacade.hpp,
	  ql/models/marketmodels/products/Makefile.am,
	  ql/models/marketmodels/products/multistep/Makefile.am,
	  ql/models/marketmodels/products/onestep/Makefile.am,
	  ql/models/shortrate/Makefile.am,
	  ql/models/shortrate/calibrationhelpers/Makefile.am,
	  ql/models/shortrate/onefactormodels/Makefile.am,
	  ql/models/shortrate/twofactormodels/Makefile.am,
	  ql/models/volatility/Makefile.am, ql/patterns/Makefile.am,
	  ql/pricingengines/Makefile.am, ql/pricingengines/asian/Makefile.am,
	  ql/pricingengines/barrier/Makefile.am,
	  ql/pricingengines/basket/Makefile.am,
	  ql/pricingengines/capfloor/Makefile.am,
	  ql/pricingengines/cliquet/Makefile.am,
	  ql/pricingengines/forward/Makefile.am,
	  ql/pricingengines/hybrid/Makefile.am,
	  ql/pricingengines/lookback/Makefile.am,
	  ql/pricingengines/quanto/Makefile.am,
	  ql/pricingengines/swaption/Makefile.am,
	  ql/pricingengines/vanilla/Makefile.am, ql/processes/Makefile.am,
	  ql/quotes/Makefile.am, ql/quotes/eurodollarfuturesquote.cpp,
	  ql/quotes/eurodollarfuturesquote.hpp,
	  ql/quotes/forwardvaluequote.cpp, ql/quotes/forwardvaluequote.hpp,
	  ql/quotes/impliedstddevquote.cpp, ql/quotes/impliedstddevquote.hpp,
	  ql/termstructures/Makefile.am, ql/termstructures/all.hpp,
	  ql/termstructures/volatilities/Makefile.am,
	  ql/termstructures/volatilities/caplet/Makefile.am,
	  ql/termstructures/volatilities/caplet/all.hpp,
	  ql/termstructures/volatilities/caplet/spreadedcapletvolstructure.cpp,
	  ql/termstructures/volatilities/caplet/spreadedcapletvolstructure.hpp,
	  ql/termstructures/volatilities/equity/Makefile.am,
	  ql/termstructures/volatilities/equity/all.hpp,
	  ql/termstructures/volatilities/swaption/Makefile.am,
	  ql/termstructures/volatilities/swaption/all.hpp,
	  ql/termstructures/volatilities/swaption/spreadedswaptionvolstructure.cpp,
	  ql/termstructures/volatilities/swaption/spreadedswaptionvolstructure.hpp,
	  ql/termstructures/yieldcurves/Makefile.am, ql/time/Makefile.am,
	  ql/time/all.hpp, ql/time/calendars/Makefile.am,
	  ql/time/daycounters/Makefile.am, ql/time/imm.cpp, ql/time/imm.hpp,
	  ql/utilities/Makefile.am, quantlib-config.in, quantlib.m4,
	  test-suite/Makefile.am, test-suite/digitalcoupon.cpp,
	  test-suite/digitalcoupon.hpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.hpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.hpp,
	  test-suite/optimizers.cpp, test-suite/optimizers.hpp,
	  test-suite/rangeaccrual.cpp, test-suite/rangeaccrual.hpp,
	  test-suite/tapcorrelations.cpp, test-suite/tapcorrelations.hpp,
	  test-suite/testsuite.dev, test-suite/testsuite_vc7.vcproj,
	  test-suite/testsuite_vc8.vcproj:
	  
	  Set svn:eol-style property

2007-06-11 13:00  Francois du Vignaud

	* [r11318]
	  ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp,
	  ql/models/marketmodels/callability/nothingexercisevalue.cpp,
	  ql/models/marketmodels/evolutiondescription.hpp,
	  ql/models/marketmodels/products/multiproductmultistep.cpp,
	  ql/models/marketmodels/products/multiproductonestep.cpp,
	  ql/models/marketmodels/products/multistep/cashrebate.hpp,
	  ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp,
	  ql/models/marketmodels/products/multistep/multistepoptionlets.hpp,
	  ql/models/marketmodels/products/onestep/onestepoptionlets.hpp:
	  
	  some uneeded inclusions removed

2007-06-11 12:59  Ferdinando Ametrano

	* [r11317] ql/math/optimization/spherecylinder.cpp,
	  ql/math/optimization/spherecylinder.hpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp,
	  test-suite/marketmodel_smmcapletalphacalibration.hpp,
	  test-suite/marketmodel_smmcapletcalibration.hpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.hpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-11 12:41  Francois du Vignaud

	* [r11314] ql/models/marketmodels/marketmodeldifferences.hpp:
	  
	  totalCovariancesDifferences and forwardRateCovariancesDifferences
	  method implemented

2007-06-11 12:40  Marco Bianchetti

	* [r11313] QuantLib_vc7.vcproj:
	  
	  Moved historicalcorrelation.hpp in folder correlations

2007-06-11 12:26  Luigi Ballabio

	* [r11312] dev_tools/check_all_licenses.sh:
	  
	  Smarter license-check script

2007-06-11 12:17  Luigi Ballabio

	* [r11311] ql/models/marketmodels/correlations/Makefile.am,
	  ql/models/marketmodels/correlations/all.hpp,
	  ql/models/marketmodels/correlations/timehomogeneoustimedependentforwardcorrelation.cpp:
	  
	  Added new files to gcc build

2007-06-11 10:20  Marco Bianchetti

	* [r11308] QuantLib_vc7.vcproj,
	  ql/models/marketmodels/correlations/timehomogeneoustimedependentforwardcorrelation.cpp,
	  ql/models/marketmodels/correlations/timehomogeneoustimedependentforwardcorrelation.hpp:
	  
	  Added qlTimeHomogeneousTimeDependentForwardCorrelation
	  added qlExponentialCorrelationsTimeDependent
	  wkb in progress

2007-06-11 09:57  Marco Bianchetti

	* [r11306]
	  ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.cpp:
	  
	  corrected comment

2007-06-11 08:07  Ferdinando Ametrano

	* [r11302]
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.cpp:
	  
	  caplet calibration of CTSMM (work in progress)

2007-06-11 05:52  Joseph Wang

	* [r11301]
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp:
	  
	  fix #ifdef

2007-06-09 00:20  Joseph Wang

	* [r11296] ql/cashflows/cashflowvectors.hpp:
	  
	  make the fixing date initializers match

2007-06-08 18:18  Ferdinando Ametrano

	* [r11294]
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.cpp,
	  ql/models/marketmodels/piecewiseconstantcorrelation.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  

2007-06-08 17:11  Marco Bianchetti

	* [r11291] ql/models/marketmodels/correlations/correlations.cpp,
	  ql/models/marketmodels/correlations/correlations.hpp:
	  
	  changed std::vector<Rate>& rateTimes with std::vector<Time>&
	  rateTimes

2007-06-08 15:54  Luigi Ballabio

	* [r11288] dev_tools/check_all_licenses.sh,
	  ql/cashflows/cashflowvectors.cpp:
	  
	  Fixed a couple more license links

2007-06-08 15:47  Giorgio Facchinetti

	* [r11287] ql/cashflows/cashflowvectors.cpp,
	  ql/cashflows/cashflowvectors.hpp, ql/instruments/assetswap.cpp,
	  ql/instruments/bonds/cmsratebond.cpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/floatingratebond.cpp,
	  ql/instruments/makecms.cpp, ql/instruments/vanillaswap.cpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/processes/lfmprocess.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/cms.cpp,
	  test-suite/swap.cpp:
	  
	  fixing days vector in couponvectors

2007-06-08 11:37  Francois du Vignaud

	* [r11278] ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  minor improvement of computeHistoricalCorrelations : better error
	  handling using RAII idiom
	  authors list updated

2007-06-07 17:36  Marco Bianchetti

	* [r11271] ql/models/marketmodels/correlations/correlations.cpp,
	  ql/models/marketmodels/correlations/correlations.hpp:
	  
	  L, beta, gamma correlation functional form
	  Wkb with L,Beta,Gamma and historical correlation matrices.

2007-06-07 17:10  Marco Bianchetti

	* [r11269] ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  Improved comment

2007-06-07 16:50  Francois du Vignaud

	* [r11268]
	  ql/termstructures/volatilities/swaption/swaptionconstantvol.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube2.cpp,
	  test-suite/cms.cpp, test-suite/rangeaccrual.cpp:
	  
	  another commit fix, sorry again folks, it seems that my complier is
	  no longer recompiling dependencies has it occurred to anyone ?

2007-06-07 16:35  Francois du Vignaud

	* [r11266] ql/termstructures/swaptionvolstructure.hpp,
	  ql/termstructures/volatilities/swaption/cmsmarket.cpp,
	  ql/termstructures/volatilities/swaption/cmsmarket.hpp,
	  ql/termstructures/volatilities/swaption/spreadedswaptionvolstructure.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatilities/swaption/swaptionvoldiscrete.hpp,
	  test-suite/assetswap.cpp, test-suite/swaptionvolatilitycube.cpp:
	  
	  some inclusions fixes ...

2007-06-07 15:52  Francois du Vignaud

	* [r11264]
	  ql/termstructures/volatilities/caplet/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatilities/caplet/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatilities/caplet/capstripper.cpp:
	  
	  the code refactoring which failed last time (I really hope it wont
	  this time...):
	  HybridCapletVolatilityStructure is no longer templatized
	  Just for curiosity sake: Does anyone knows if it is possible to
	  templatize constructors ?

2007-06-07 13:56  Francois du Vignaud

	* [r11261]
	  ql/termstructures/volatilities/caplet/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatilities/caplet/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatilities/caplet/capstripper.cpp:
	  
	  CapsStripper is back, sorry for all these poor commits guys

2007-06-07 13:41  Francois du Vignaud

	* [r11259] ql/termstructures/volatilities/caplet/capstripper.cpp:
	  
	  CapsStripper compilation pb quick fix, it will be temporarily
	  unavailable, sorry for the inconvenience folks

2007-06-07 13:23  Francois du Vignaud

	* [r11258]
	  ql/termstructures/volatilities/equity/blackvariancecurve.hpp:
	  
	  mistakenly removed inclusion restored

2007-06-07 13:18  Francois du Vignaud

	* [r11257]
	  ql/termstructures/volatilities/caplet/capletconstantvol.hpp,
	  ql/termstructures/volatilities/caplet/capletvariancecurve.hpp,
	  ql/termstructures/volatilities/caplet/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatilities/caplet/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatilities/caplet/capstripper.hpp,
	  ql/termstructures/volatilities/caplet/spreadedcapletvolstructure.cpp,
	  ql/termstructures/volatilities/caplet/spreadedcapletvolstructure.hpp,
	  ql/termstructures/volatilities/equity/blackvariancecurve.hpp,
	  ql/termstructures/volatilities/swaption/spreadedswaptionvolstructure.hpp,
	  test-suite/capstripper.cpp, test-suite/swaptionvolatilitycube.cpp:
	  
	  Some code cleanings in caplet volatility structure

2007-06-07 08:55  Francois du Vignaud

	* [r11251]
	  ql/termstructures/volatilities/caplet/spreadedcapletvolstructure.cpp,
	  ql/termstructures/volatilities/caplet/spreadedcapletvolstructure.hpp,
	  ql/termstructures/volatilities/smilesection.hpp,
	  ql/termstructures/volatilities/swaption/spreadedswaptionvolstructure.cpp,
	  ql/termstructures/volatilities/swaption/spreadedswaptionvolstructure.hpp:
	  
	  Minor Improvement: Spreaded vol structures are using spread are
	  wrapped in handle of quote, existing tests updated

2007-06-07 08:26  Ferdinando Ametrano

	* [r11249] ql/auto_link.hpp:
	  
	  removed residuals of VC6 support

2007-06-06 17:33  Francois du Vignaud

	* [r11242]
	  ql/termstructures/volatilities/caplet/spreadedcapletvolstructure.cpp,
	  ql/termstructures/volatilities/smilesection.hpp,
	  ql/termstructures/volatilities/swaption/spreadedswaptionvolstructure.cpp,
	  test-suite/capstripper.cpp, test-suite/swaptionvolatilitycube.cpp:
	  
	  Bug Fix: spreaded structures are now observing their underlying
	  structures, existing tests updated

2007-06-06 17:07  Joseph Wang

	* [r11241] ql/termstructures/volatilities/caplet/all.hpp,
	  ql/termstructures/volatilities/smilesection.hpp:
	  
	  fix compile problem on linux - need keyword "class"

2007-06-06 16:57  Marco Bianchetti

	* [r11240] ql/models/marketmodels/utilities.hpp:
	  
	  Improved comment

2007-06-06 16:52  Francois du Vignaud

	* [r11239] ql/termstructures/volatilities/smilesection.hpp:
	  
	  minor improvements in SpreadedSmileSection

2007-06-06 16:15  Francois du Vignaud

	* [r11237]
	  ql/termstructures/volatilities/interpolatedsmilesection.hpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.cpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.hpp,
	  ql/termstructures/volatilities/smilesection.cpp,
	  ql/termstructures/volatilities/smilesection.hpp:
	  
	  volatility and variance methods of SmileSection return corresponding
	  ATM values if strike is null

2007-06-06 14:09  Ferdinando Ametrano

	* [r11228] test-suite/quantlibtestsuite.cpp:
	  
	  

2007-06-06 14:07  Luigi Ballabio

	* [r11227] test-suite/Makefile.am:
	  
	  Added new test cases to gcc build

2007-06-06 13:57  Francois du Vignaud

	* [r11225] ql/termstructures/volatilities/sabr.cpp:
	  
	  bug fix: rounding error fixed around the ATM level

2007-06-06 12:57  Cristina Duminuco

	* [r11219] ql/cashflows/digitalcoupon.hpp:
	  
	  added comment block reporting tests done in test-suite

2007-06-06 12:51  Ferdinando Ametrano

	* [r11218] test-suite/capstripper.cpp,
	  test-suite/quantlibtestsuite.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  restoring digital coupon tests

2007-06-06 09:20  Giorgio Facchinetti

	* [r11207] ql/math/interpolations/abcdinterpolation.hpp,
	  ql/termstructures/volatilities/abcd.cpp,
	  ql/termstructures/volatilities/abcd.hpp:
	  
	  tested Levenberg Marquardt in abcd vol calibration

2007-06-06 08:11  Marco Bianchetti

	* [r11204] ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  Added choice between fixed vs rolling time grid,
	  wkb improved,
	  work in progress.

2007-06-06 07:46  Luigi Ballabio

	* [r11200] test-suite/quantlibbenchmark.cpp:
	  
	  Fixed compilation of benchmark

2007-06-05 17:46  Francois du Vignaud

	* [r11192] ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  error handling fixed, uneeded specialization removed

2007-06-05 16:29  Chiara Fornarola

	* [r11184] test-suite/assetswap.cpp:
	  
	  added 3 new test cases to assetswap.cpp in order to take into
	  account also of deal (fixed, floater, cms bonds) maturing on a day
	  which isn't a business day according to the bond's calendar.
	  The deals added are: IT0003543847, XS0228052402 and IT0006527060.
	  The same deal quoted above are added in AssetSwapPricesTest.xls.
	  BondMonitorEURCheck.xls reproduce the same test for all the bonds in
	  BondObjects_EUR not matured yet.
	  todonando.txt updated

2007-06-05 15:23  Ferdinando Ametrano

	* [r11179] QuantLib_vc7.vcproj:
	  
	  reverted mistaken version number

2007-06-05 15:10  Francois du Vignaud

	* [r11178] ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  bug fix

2007-06-05 13:53  Luigi Ballabio

	* [r11173] acinclude.m4:
	  
	  More robust Boost library detection

2007-06-05 11:50  Marco Bianchetti

	* [r11168] ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  Bug fixed,
	  wkb improved,
	  work in progress.

2007-06-05 10:38  Luigi Ballabio

	* [r11165] Docs/quantlib.doxy:
	  
	  Reduced the size of generated graphs

2007-06-05 10:26  Ferdinando Ametrano

	* [r11163] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  included new files in VC7/VC8

2007-06-05 09:55  Luigi Ballabio

	* [r11161] ql/math/Makefile.am, ql/math/all.hpp,
	  ql/math/matrixutilities/Makefile.am,
	  ql/math/matrixutilities/all.hpp,
	  ql/math/matrixutilities/basisincompletedordered.cpp,
	  ql/math/matrixutilities/basisincompleteordered.cpp,
	  ql/math/matrixutilities/basisincompleteordered.hpp,
	  ql/math/optimization/Makefile.am, ql/math/optimization/all.hpp,
	  ql/math/optimization/spherecylinder.cpp,
	  ql/math/optimization/spherecylinder.hpp,
	  ql/models/marketmodels/models/Makefile.am,
	  ql/models/marketmodels/models/all.hpp,
	  ql/models/marketmodels/models/alphafinder.cpp,
	  ql/models/marketmodels/models/alphafinder.hpp,
	  ql/models/marketmodels/models/alphaform.cpp,
	  ql/models/marketmodels/models/alphaform.hpp,
	  ql/models/marketmodels/models/alphaformconcrete.cpp,
	  ql/models/marketmodels/models/alphaformconcrete.hpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  test-suite/Makefile.am,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp:
	  
	  Included newly-added files in gcc build; fixed class-name
	  capitalization and gcc errors

2007-06-05 09:05  Marco Bianchetti

	* [r11160] ql/models/marketmodels/historicalcorrelation.hpp:
	  
	  Bug fixed, work in progress

2007-06-05 08:32  Luigi Ballabio

	* [r11157] ql/models/model.cpp, ql/models/model.hpp:
	  
	  Fixed potential bug in initialization (which goes to show the
	  importance of initializing member variables in the correct order...)

2007-06-05 03:16  Mark Joshi

	* [r11153]
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp:
	  
	  first working version

2007-06-05 03:16  Mark Joshi

	* [r11152] ql/models/marketmodels/models/alphafinder.cpp:
	  
	  moved quadratic class to its own file

2007-06-05 03:15  Mark Joshi

	* [r11151] ql/math/optimization/spherecylinder.cpp:
	  
	  fixed up the minimizer

2007-06-05 03:14  Mark Joshi

	* [r11150] ql/math/matrixutilities/basisincompletedordered.cpp:
	  
	  bug fix

2007-06-05 03:13  Mark Joshi

	* [r11149] ql/math/quadratic.cpp, ql/math/quadratic.hpp:
	  
	  quadratic polynomial, does root finding, discriminant, turningPoint

2007-06-05 03:12  Mark Joshi

	* [r11148] test-suite/marketmodel_smmcaplethomocalibration.cpp,
	  test-suite/marketmodel_smmcaplethomocalibration.hpp:
	  
	  test code for new maximal homogeneity caplet coterminal swaption
	  calibration

2007-06-04 21:47  Eric Ehlers

	* [r11147] ql/cashflows/coupon.cpp, ql/indexes/ibor/jibar.hpp,
	  ql/models/marketmodels/models/alphafinder.cpp,
	  ql/models/marketmodels/models/alphafinder.hpp,
	  ql/models/marketmodels/models/alphaform.cpp,
	  ql/models/marketmodels/models/alphaform.hpp,
	  ql/models/marketmodels/models/alphaformconcrete.cpp,
	  ql/models/marketmodels/models/alphaformconcrete.hpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp,
	  ql/termstructures/volatilities/caplet/spreadedcapletvolstructure.cpp,
	  ql/termstructures/volatilities/caplet/spreadedcapletvolstructure.hpp,
	  ql/termstructures/volatilities/swaption/spreadedswaptionvolstructure.cpp,
	  ql/termstructures/volatilities/swaption/spreadedswaptionvolstructure.hpp,
	  test-suite/assetswap.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.hpp,
	  test-suite/rangeaccrual.cpp, test-suite/rangeaccrual.hpp:
	  
	  link to license on main pages

2007-06-04 21:25  Eric Ehlers

	* [r11146] Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EquityOption/EquityOption.dev, Examples/FRA/FRA.dev,
	  Examples/Replication/Replication.dev, Examples/Repo/Repo.dev,
	  Examples/Swap/Swap.dev, QuantLib.dev, QuantLib.nsi,
	  QuantLib_vc7.vcproj, QuantLib_vc8.vcproj, configure.ac,
	  dev_tools/version_number.txt, ql/qldefines.hpp,
	  test-suite/testsuite.dev, test-suite/testsuite_vc7.vcproj,
	  test-suite/testsuite_vc8.vcproj:
	  
	  Increment version number from 0.8.0/0.8.1 to 0.9.0

2007-06-04 19:44  Eric Ehlers

	* [r11145] Announce.txt, ChangeLog.txt, Docs/pages/history.docs,
	  Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EquityOption/EquityOption.dev, Examples/FRA/FRA.dev,
	  Examples/Replication/Replication.dev, Examples/Repo/Repo.dev,
	  Examples/Swap/Swap.dev, News.txt, QuantLib.dev, QuantLib.nsi,
	  QuantLib_vc7.vcproj, QuantLib_vc8.vcproj, Readme.txt, acinclude.m4,
	  configure.ac, dev_tools/version_number.txt, ql/qldefines.hpp,
	  test-suite, test-suite/Makefile.am, test-suite/testsuite.dev,
	  test-suite/testsuite_vc7.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  Merged R000800-branch revisions 11030:11144 into the trunk

2007-06-04 17:46  Marco Bianchetti

	* [r11143] ql/models/marketmodels/historicalcorrelation.hpp,
	  test-suite/tapcorrelations.cpp:
	  
	  SwapRateHelper daycount deduced from the corresponding index

2007-06-04 15:18  Ferdinando Ametrano

	* [r11135] QuantLib_vc8.vcproj,
	  ql/math/matrixutilities/basisincompletedordered.cpp,
	  ql/math/matrixutilities/basisincompleteordered.hpp,
	  ql/math/optimization/spherecylinder.cpp,
	  ql/math/optimization/spherecylinder.hpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp:
	  
	  including new files in VC8 build

2007-06-04 15:18  Francois du Vignaud

	* [r11134] ql/models/marketmodels/historicalcorrelation.hpp,
	  test-suite/tapcorrelations.cpp:
	  
	  historicalcorrelation exposed to excel + some fixes in includes

2007-06-04 15:18  Ferdinando Ametrano

	* [r11133] ql/cashflows/cashflows.hpp,
	  ql/termstructures/volatilities/swaption/cmsmarket.cpp:
	  
	  - XXXSetPricer(s) renamed as XXXSetCouponPricers
	  - cleaned up header inclusions

2007-06-04 14:48  Luigi Ballabio

	* [r11132] ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/rangeaccrual.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  Removed gcc warnings

2007-06-04 10:12  Marco Bianchetti

	* [r11124] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-06-04 06:24  Mark Joshi

	* [r11121] ql/math/optimization/spherecylinder.cpp,
	  ql/math/optimization/spherecylinder.hpp:
	  
	  code for findClosest point on sphere and cylinder

2007-06-04 06:22  Mark Joshi

	* [r11120]
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.cpp,
	  ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp:
	  
	  code for doing max homogeneity

2007-06-04 06:21  Mark Joshi

	* [r11119] ql/models/marketmodels/models/alphafinder.cpp:
	  
	  tweaks to solving

2007-06-04 04:26  Mark Joshi

	* [r11116] ql/models/marketmodels/models/alphafinder.cpp:
	  
	  made optimizer work properly

2007-06-01 15:06  Francois du Vignaud

	* [r11109] QuantLib_vc8.vcproj,
	  ql/models/marketmodels/historicalcorrelation.hpp,
	  test-suite/tapcorrelations.cpp, test-suite/tapcorrelations.hpp:
	  
	  historical correlation between forward rates implemented

2007-06-01 07:19  Mark Joshi

	* [r11077] ql/math/matrixutilities/basisincompletedordered.cpp,
	  ql/math/matrixutilities/basisincompleteordered.hpp:
	  
	  code to turn incomplete ordered basis into orthonormal basis, i.e.
	  GramSchmidt

2007-05-31 18:40  Ferdinando Ametrano

	* [r11076] test-suite/quantlibtestsuite.cpp:
	  
	  marked tests to be checked

2007-05-31 17:01  Chiara Fornarola

	* [r11074] ql/cashflows/iborcoupon.cpp, ql/instruments/assetswap.cpp,
	  test-suite/assetswap.cpp, test-suite/bonds.cpp:
	  
	  - fixed bug in asset swap floating leg default schedule
	  - fixed bug in IborCoupon implied fixing when payment daycount
	  convention is not equal to the Index daycount convention

2007-05-31 14:17  Francois du Vignaud

	* [r11070] ql/termstructures/volatilities/caplet/capstripper.cpp:
	  
	  bug fix

2007-05-31 10:37  Francois du Vignaud

	* [r11068] ql/instruments/capfloor.hpp,
	  ql/termstructures/volatilities/caplet/capstripper.cpp:
	  
	  cleaner implementation of changeCapFloorType

2007-05-31 07:30  Francois du Vignaud

	* [r11058] ql/instruments/capfloor.hpp:
	  
	  missing file in rev 11055

2007-05-30 18:02  Francois du Vignaud

	* [r11055] ql/termstructures/volatilities/caplet/capstripper.cpp,
	  ql/termstructures/volatilities/caplet/capstripper.hpp,
	  test-suite/capstripper.cpp:
	  
	  Remove calls to the YC in CapsStripper constructor since the YC
	  might be not initialized yet. Notice the additions of a new
	  changeCapFloorType method which acts like a copy constructor and of
	  two inspectors in CapFloor interface; all these modifications have
	  been done to circumvent the creation of a type modifier in the
	  CapFloor interface. Was it the least evil ? I'm not sure...

2007-05-30 17:58  Francois du Vignaud

	* [r11054] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj:
	  
	  digitalcoupon files added to VC8 and VC7

2007-05-30 15:57  Luigi Ballabio

	* [r11052] Announce.txt, ChangeLog.txt, Docs/pages/authors.docs,
	  Docs/pages/config.docs, Docs/pages/coreclasses.docs,
	  Docs/pages/currencies.docs, Docs/pages/datetime.docs,
	  Docs/pages/engines.docs, Docs/pages/examples.docs,
	  Docs/pages/findiff.docs, Docs/pages/fixedincome.docs,
	  Docs/pages/history.docs, Docs/pages/index.docs,
	  Docs/pages/install.docs, Docs/pages/instruments.docs,
	  Docs/pages/lattices.docs, Docs/pages/license.docs,
	  Docs/pages/math.docs, Docs/pages/mcarlo.docs,
	  Docs/pages/overview.docs, Docs/pages/patterns.docs,
	  Docs/pages/processes.docs, Docs/pages/resources.docs,
	  Docs/pages/termstructures.docs, Docs/pages/usage.docs,
	  Docs/pages/utilities.docs, Docs/pages/where.docs,
	  Docs/quantlib.doxy, Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EquityOption/EquityOption.cpp, Examples/FRA/FRA.cpp,
	  Examples/Replication/Replication.cpp, Examples/Repo/Repo.cpp,
	  Examples/Swap/swapvaluation.cpp, LICENSE.TXT, News.txt,
	  QuantLib_vc7.vcproj, QuantLib_vc8.vcproj, Readme.txt, configure.ac,
	  dev_tools/check_all_headers.sh, dev_tools/check_all_inclusions.sh,
	  dev_tools/check_inclusions.py, dev_tools/collect_copyrights.py,
	  dev_tools/developers, dev_tools/update_changelog.py, ql/Makefile.am,
	  ql/auto_link.hpp, ql/cashflow.hpp, ql/cashflows/Makefile.am,
	  ql/cashflows/all.hpp, ql/cashflows/capflooredcoupon.cpp,
	  ql/cashflows/capflooredcoupon.hpp, ql/cashflows/cashflows.cpp,
	  ql/cashflows/cashflows.hpp, ql/cashflows/cashflowvectors.cpp,
	  ql/cashflows/cashflowvectors.hpp, ql/cashflows/cmscoupon.cpp,
	  ql/cashflows/cmscoupon.hpp, ql/cashflows/conundrumpricer.cpp,
	  ql/cashflows/conundrumpricer.hpp, ql/cashflows/coupon.hpp,
	  ql/cashflows/couponpricer.cpp, ql/cashflows/couponpricer.hpp,
	  ql/cashflows/digitalcoupon.cpp, ql/cashflows/digitalcoupon.hpp,
	  ql/cashflows/dividend.cpp, ql/cashflows/dividend.hpp,
	  ql/cashflows/fixedratecoupon.hpp,
	  ql/cashflows/floatingratecoupon.cpp,
	  ql/cashflows/floatingratecoupon.hpp, ql/cashflows/iborcoupon.cpp,
	  ql/cashflows/iborcoupon.hpp, ql/cashflows/rangeaccrual.cpp,
	  ql/cashflows/rangeaccrual.hpp, ql/cashflows/shortfloatingcoupon.cpp,
	  ql/cashflows/shortfloatingcoupon.hpp,
	  ql/cashflows/shortindexedcoupon.hpp,
	  ql/cashflows/simplecashflow.hpp, ql/cashflows/timebasket.cpp,
	  ql/cashflows/timebasket.hpp, ql/config.ansi.hpp, ql/config.bcc.hpp,
	  ql/config.mingw.hpp, ql/config.msvc.hpp, ql/config.mwcw.hpp,
	  ql/currencies/africa.hpp, ql/currencies/america.hpp,
	  ql/currencies/asia.hpp, ql/currencies/europe.hpp,
	  ql/currencies/exchangeratemanager.cpp,
	  ql/currencies/exchangeratemanager.hpp, ql/currencies/oceania.hpp,
	  ql/currency.cpp, ql/currency.hpp, ql/discretizedasset.cpp,
	  ql/discretizedasset.hpp, ql/errors.cpp, ql/errors.hpp, ql/event.hpp,
	  ql/exchangerate.cpp, ql/exchangerate.hpp, ql/exercise.cpp,
	  ql/exercise.hpp, ql/grid.hpp, ql/handle.hpp, ql/index.cpp,
	  ql/index.hpp, ql/indexes/ibor/audlibor.hpp,
	  ql/indexes/ibor/cadlibor.hpp, ql/indexes/ibor/cdor.hpp,
	  ql/indexes/ibor/chflibor.hpp, ql/indexes/ibor/dkklibor.hpp,
	  ql/indexes/ibor/euribor.cpp, ql/indexes/ibor/euribor.hpp,
	  ql/indexes/ibor/eurlibor.cpp, ql/indexes/ibor/eurlibor.hpp,
	  ql/indexes/ibor/gbplibor.hpp, ql/indexes/ibor/jpylibor.hpp,
	  ql/indexes/ibor/libor.cpp, ql/indexes/ibor/libor.hpp,
	  ql/indexes/ibor/nzdlibor.hpp, ql/indexes/ibor/tibor.hpp,
	  ql/indexes/ibor/trlibor.hpp, ql/indexes/ibor/usdlibor.hpp,
	  ql/indexes/ibor/zibor.hpp, ql/indexes/iborindex.cpp,
	  ql/indexes/iborindex.hpp, ql/indexes/indexmanager.cpp,
	  ql/indexes/indexmanager.hpp, ql/indexes/interestrateindex.cpp,
	  ql/indexes/interestrateindex.hpp,
	  ql/indexes/swap/euriborswapfixa.cpp,
	  ql/indexes/swap/euriborswapfixa.hpp,
	  ql/indexes/swap/euriborswapfixb.cpp,
	  ql/indexes/swap/euriborswapfixb.hpp,
	  ql/indexes/swap/euriborswapfixifr.cpp,
	  ql/indexes/swap/euriborswapfixifr.hpp,
	  ql/indexes/swap/eurliborswapfixa.cpp,
	  ql/indexes/swap/eurliborswapfixa.hpp,
	  ql/indexes/swap/eurliborswapfixb.cpp,
	  ql/indexes/swap/eurliborswapfixb.hpp,
	  ql/indexes/swap/eurliborswapfixifr.cpp,
	  ql/indexes/swap/eurliborswapfixifr.hpp, ql/indexes/swapindex.cpp,
	  ql/indexes/swapindex.hpp, ql/instrument.hpp,
	  ql/instruments/asianoption.cpp, ql/instruments/asianoption.hpp,
	  ql/instruments/assetswap.cpp, ql/instruments/assetswap.hpp,
	  ql/instruments/barrieroption.cpp, ql/instruments/barrieroption.hpp,
	  ql/instruments/basketoption.cpp, ql/instruments/basketoption.hpp,
	  ql/instruments/bond.cpp, ql/instruments/bond.hpp,
	  ql/instruments/bonds/cmsratebond.cpp,
	  ql/instruments/bonds/cmsratebond.hpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/convertiblebond.hpp,
	  ql/instruments/bonds/fixedratebond.cpp,
	  ql/instruments/bonds/fixedratebond.hpp,
	  ql/instruments/bonds/floatingratebond.cpp,
	  ql/instruments/bonds/floatingratebond.hpp,
	  ql/instruments/bonds/zerocouponbond.cpp,
	  ql/instruments/bonds/zerocouponbond.hpp,
	  ql/instruments/callabilityschedule.hpp, ql/instruments/capfloor.cpp,
	  ql/instruments/capfloor.hpp, ql/instruments/cliquetoption.cpp,
	  ql/instruments/cliquetoption.hpp,
	  ql/instruments/compositeinstrument.cpp,
	  ql/instruments/compositeinstrument.hpp,
	  ql/instruments/dividendschedule.hpp,
	  ql/instruments/dividendvanillaoption.cpp,
	  ql/instruments/dividendvanillaoption.hpp,
	  ql/instruments/europeanoption.cpp,
	  ql/instruments/europeanoption.hpp,
	  ql/instruments/fixedratebondforward.cpp,
	  ql/instruments/fixedratebondforward.hpp, ql/instruments/forward.cpp,
	  ql/instruments/forward.hpp, ql/instruments/forwardrateagreement.cpp,
	  ql/instruments/forwardrateagreement.hpp,
	  ql/instruments/forwardvanillaoption.cpp,
	  ql/instruments/forwardvanillaoption.hpp,
	  ql/instruments/lookbackoption.cpp,
	  ql/instruments/lookbackoption.hpp, ql/instruments/makecapfloor.cpp,
	  ql/instruments/makecapfloor.hpp, ql/instruments/makecms.cpp,
	  ql/instruments/makecms.hpp, ql/instruments/makevanillaswap.cpp,
	  ql/instruments/makevanillaswap.hpp,
	  ql/instruments/multiassetoption.cpp,
	  ql/instruments/multiassetoption.hpp,
	  ql/instruments/oneassetoption.cpp,
	  ql/instruments/oneassetoption.hpp,
	  ql/instruments/oneassetstrikedoption.cpp,
	  ql/instruments/oneassetstrikedoption.hpp,
	  ql/instruments/payoffs.cpp, ql/instruments/payoffs.hpp,
	  ql/instruments/quantoforwardvanillaoption.cpp,
	  ql/instruments/quantoforwardvanillaoption.hpp,
	  ql/instruments/quantovanillaoption.cpp,
	  ql/instruments/quantovanillaoption.hpp,
	  ql/instruments/stickyratchet.cpp, ql/instruments/stickyratchet.hpp,
	  ql/instruments/stock.cpp, ql/instruments/stock.hpp,
	  ql/instruments/swap.cpp, ql/instruments/swap.hpp,
	  ql/instruments/swaption.cpp, ql/instruments/swaption.hpp,
	  ql/instruments/vanillaoption.cpp, ql/instruments/vanillaoption.hpp,
	  ql/instruments/vanillaswap.cpp, ql/instruments/vanillaswap.hpp,
	  ql/instruments/varianceswap.cpp, ql/instruments/varianceswap.hpp,
	  ql/interestrate.cpp, ql/interestrate.hpp,
	  ql/legacy/libormarketmodels/lfmcovarproxy.cpp,
	  ql/legacy/libormarketmodels/lfmcovarproxy.hpp,
	  ql/legacy/libormarketmodels/liborforwardmodel.cpp,
	  ql/legacy/libormarketmodels/liborforwardmodel.hpp,
	  ql/legacy/libormarketmodels/lmconstwrappercorrmodel.hpp,
	  ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp,
	  ql/legacy/libormarketmodels/lmcorrmodel.cpp,
	  ql/legacy/libormarketmodels/lmcorrmodel.hpp,
	  ql/legacy/libormarketmodels/lmexpcorrmodel.cpp,
	  ql/legacy/libormarketmodels/lmexpcorrmodel.hpp,
	  ql/legacy/libormarketmodels/lmextlinexpvolmodel.cpp,
	  ql/legacy/libormarketmodels/lmextlinexpvolmodel.hpp,
	  ql/legacy/libormarketmodels/lmfixedvolmodel.cpp,
	  ql/legacy/libormarketmodels/lmfixedvolmodel.hpp,
	  ql/legacy/libormarketmodels/lmlinexpcorrmodel.cpp,
	  ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp,
	  ql/legacy/libormarketmodels/lmlinexpvolmodel.cpp,
	  ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp,
	  ql/legacy/libormarketmodels/lmvolmodel.cpp,
	  ql/legacy/libormarketmodels/lmvolmodel.hpp,
	  ql/legacy/pricers/discretegeometricaso.cpp,
	  ql/legacy/pricers/discretegeometricaso.hpp,
	  ql/legacy/pricers/mccliquetoption.cpp,
	  ql/legacy/pricers/mccliquetoption.hpp,
	  ql/legacy/pricers/mcdiscretearithmeticaso.cpp,
	  ql/legacy/pricers/mcdiscretearithmeticaso.hpp,
	  ql/legacy/pricers/mceverest.cpp, ql/legacy/pricers/mceverest.hpp,
	  ql/legacy/pricers/mchimalaya.cpp, ql/legacy/pricers/mchimalaya.hpp,
	  ql/legacy/pricers/mcmaxbasket.cpp,
	  ql/legacy/pricers/mcmaxbasket.hpp, ql/legacy/pricers/mcpagoda.cpp,
	  ql/legacy/pricers/mcpagoda.hpp,
	  ql/legacy/pricers/mcperformanceoption.cpp,
	  ql/legacy/pricers/mcperformanceoption.hpp,
	  ql/legacy/pricers/mcpricer.hpp,
	  ql/legacy/pricers/singleassetoption.cpp,
	  ql/legacy/pricers/singleassetoption.hpp, ql/math/array.hpp,
	  ql/math/beta.cpp, ql/math/beta.hpp, ql/math/comparison.hpp,
	  ql/math/complexarray.hpp, ql/math/curve.hpp,
	  ql/math/distributions/binomialdistribution.hpp,
	  ql/math/distributions/bivariatenormaldistribution.cpp,
	  ql/math/distributions/bivariatenormaldistribution.hpp,
	  ql/math/distributions/chisquaredistribution.cpp,
	  ql/math/distributions/chisquaredistribution.hpp,
	  ql/math/distributions/gammadistribution.cpp,
	  ql/math/distributions/gammadistribution.hpp,
	  ql/math/distributions/normaldistribution.cpp,
	  ql/math/distributions/normaldistribution.hpp,
	  ql/math/distributions/poissondistribution.hpp, ql/math/domain.hpp,
	  ql/math/errorfunction.hpp, ql/math/factorial.cpp,
	  ql/math/factorial.hpp, ql/math/fastfouriertransform.hpp,
	  ql/math/functional.hpp, ql/math/incompletegamma.cpp,
	  ql/math/incompletegamma.hpp,
	  ql/math/integrals/gaussianorthogonalpolynomial.cpp,
	  ql/math/integrals/gaussianorthogonalpolynomial.hpp,
	  ql/math/integrals/gaussianquadratures.cpp,
	  ql/math/integrals/gaussianquadratures.hpp,
	  ql/math/integrals/integral.cpp, ql/math/integrals/integral.hpp,
	  ql/math/integrals/kronrodintegral.cpp,
	  ql/math/integrals/kronrodintegral.hpp,
	  ql/math/integrals/segmentintegral.cpp,
	  ql/math/integrals/segmentintegral.hpp,
	  ql/math/integrals/simpsonintegral.hpp,
	  ql/math/integrals/trapezoidintegral.hpp, ql/math/interpolation.hpp,
	  ql/math/interpolations/abcdinterpolation.hpp,
	  ql/math/interpolations/backwardflatinterpolation.hpp,
	  ql/math/interpolations/bicubicsplineinterpolation.hpp,
	  ql/math/interpolations/bilinearinterpolation.hpp,
	  ql/math/interpolations/cubicspline.hpp,
	  ql/math/interpolations/extrapolation.hpp,
	  ql/math/interpolations/flatextrapolation2d.hpp,
	  ql/math/interpolations/forwardflatinterpolation.hpp,
	  ql/math/interpolations/interpolation2d.hpp,
	  ql/math/interpolations/linearinterpolation.hpp,
	  ql/math/interpolations/loglinearinterpolation.hpp,
	  ql/math/interpolations/multicubicspline.hpp,
	  ql/math/interpolations/sabrinterpolation.hpp,
	  ql/math/lexicographicalview.hpp,
	  ql/math/linearleastsquaresregression.hpp, ql/math/matrix.cpp,
	  ql/math/matrix.hpp,
	  ql/math/matrixutilities/choleskydecomposition.cpp,
	  ql/math/matrixutilities/choleskydecomposition.hpp,
	  ql/math/matrixutilities/getcovariance.cpp,
	  ql/math/matrixutilities/getcovariance.hpp,
	  ql/math/matrixutilities/pseudosqrt.cpp,
	  ql/math/matrixutilities/pseudosqrt.hpp,
	  ql/math/matrixutilities/svd.cpp, ql/math/matrixutilities/svd.hpp,
	  ql/math/matrixutilities/symmetricschurdecomposition.cpp,
	  ql/math/matrixutilities/symmetricschurdecomposition.hpp,
	  ql/math/matrixutilities/tapcorrelations.cpp,
	  ql/math/matrixutilities/tapcorrelations.hpp,
	  ql/math/matrixutilities/tqreigendecomposition.cpp,
	  ql/math/matrixutilities/tqreigendecomposition.hpp,
	  ql/math/optimization/armijo.cpp, ql/math/optimization/armijo.hpp,
	  ql/math/optimization/conjugategradient.cpp,
	  ql/math/optimization/conjugategradient.hpp,
	  ql/math/optimization/constraint.cpp,
	  ql/math/optimization/constraint.hpp,
	  ql/math/optimization/costfunction.hpp,
	  ql/math/optimization/endcriteria.cpp,
	  ql/math/optimization/endcriteria.hpp,
	  ql/math/optimization/leastsquare.cpp,
	  ql/math/optimization/leastsquare.hpp,
	  ql/math/optimization/levenbergmarquardt.cpp,
	  ql/math/optimization/levenbergmarquardt.hpp,
	  ql/math/optimization/linesearch.cpp,
	  ql/math/optimization/linesearch.hpp,
	  ql/math/optimization/linesearchbasedmethod.cpp,
	  ql/math/optimization/linesearchbasedmethod.hpp,
	  ql/math/optimization/lmdif.hpp, ql/math/optimization/method.hpp,
	  ql/math/optimization/problem.hpp,
	  ql/math/optimization/projectedcostfunction.cpp,
	  ql/math/optimization/projectedcostfunction.hpp,
	  ql/math/optimization/simplex.cpp, ql/math/optimization/simplex.hpp,
	  ql/math/optimization/steepestdescent.cpp,
	  ql/math/optimization/steepestdescent.hpp, ql/math/primenumbers.cpp,
	  ql/math/primenumbers.hpp,
	  ql/math/randomnumbers/boxmullergaussianrng.hpp,
	  ql/math/randomnumbers/centrallimitgaussianrng.hpp,
	  ql/math/randomnumbers/faurersg.cpp,
	  ql/math/randomnumbers/faurersg.hpp,
	  ql/math/randomnumbers/haltonrsg.cpp,
	  ql/math/randomnumbers/haltonrsg.hpp,
	  ql/math/randomnumbers/inversecumulativerng.hpp,
	  ql/math/randomnumbers/inversecumulativersg.hpp,
	  ql/math/randomnumbers/knuthuniformrng.cpp,
	  ql/math/randomnumbers/knuthuniformrng.hpp,
	  ql/math/randomnumbers/lecuyeruniformrng.cpp,
	  ql/math/randomnumbers/lecuyeruniformrng.hpp,
	  ql/math/randomnumbers/mt19937uniformrng.cpp,
	  ql/math/randomnumbers/mt19937uniformrng.hpp,
	  ql/math/randomnumbers/randomizedlds.hpp,
	  ql/math/randomnumbers/randomsequencegenerator.hpp,
	  ql/math/randomnumbers/rngtraits.hpp,
	  ql/math/randomnumbers/seedgenerator.cpp,
	  ql/math/randomnumbers/seedgenerator.hpp,
	  ql/math/randomnumbers/sobolrsg.cpp,
	  ql/math/randomnumbers/sobolrsg.hpp, ql/math/rounding.cpp,
	  ql/math/rounding.hpp, ql/math/sampledcurve.cpp,
	  ql/math/sampledcurve.hpp, ql/math/solver1d.hpp,
	  ql/math/solvers1d/bisection.hpp, ql/math/solvers1d/brent.hpp,
	  ql/math/solvers1d/falseposition.hpp, ql/math/solvers1d/newton.hpp,
	  ql/math/solvers1d/newtonsafe.hpp, ql/math/solvers1d/ridder.hpp,
	  ql/math/solvers1d/secant.hpp,
	  ql/math/statistics/convergencestatistics.hpp,
	  ql/math/statistics/discrepancystatistics.cpp,
	  ql/math/statistics/discrepancystatistics.hpp,
	  ql/math/statistics/gaussianstatistics.hpp,
	  ql/math/statistics/generalstatistics.cpp,
	  ql/math/statistics/generalstatistics.hpp,
	  ql/math/statistics/incrementalstatistics.cpp,
	  ql/math/statistics/incrementalstatistics.hpp,
	  ql/math/statistics/riskstatistics.hpp,
	  ql/math/statistics/sequencestatistics.hpp,
	  ql/math/statistics/statistics.hpp, ql/math/surface.cpp,
	  ql/math/surface.hpp, ql/math/transformedgrid.hpp,
	  ql/methods/finitedifferences/americancondition.hpp,
	  ql/methods/finitedifferences/boundarycondition.cpp,
	  ql/methods/finitedifferences/boundarycondition.hpp,
	  ql/methods/finitedifferences/bsmoperator.cpp,
	  ql/methods/finitedifferences/bsmoperator.hpp,
	  ql/methods/finitedifferences/bsmtermoperator.hpp,
	  ql/methods/finitedifferences/cranknicolson.hpp,
	  ql/methods/finitedifferences/dminus.hpp,
	  ql/methods/finitedifferences/dplus.hpp,
	  ql/methods/finitedifferences/dplusdminus.hpp,
	  ql/methods/finitedifferences/dzero.hpp,
	  ql/methods/finitedifferences/expliciteuler.hpp,
	  ql/methods/finitedifferences/fdtypedefs.hpp,
	  ql/methods/finitedifferences/finitedifferencemodel.hpp,
	  ql/methods/finitedifferences/impliciteuler.hpp,
	  ql/methods/finitedifferences/mixedscheme.hpp,
	  ql/methods/finitedifferences/onefactoroperator.hpp,
	  ql/methods/finitedifferences/operatorfactory.hpp,
	  ql/methods/finitedifferences/operatortraits.hpp,
	  ql/methods/finitedifferences/parallelevolver.hpp,
	  ql/methods/finitedifferences/pde.hpp,
	  ql/methods/finitedifferences/pdebsm.hpp,
	  ql/methods/finitedifferences/pdeshortrate.hpp,
	  ql/methods/finitedifferences/shoutcondition.hpp,
	  ql/methods/finitedifferences/stepcondition.hpp,
	  ql/methods/finitedifferences/tridiagonaloperator.cpp,
	  ql/methods/finitedifferences/tridiagonaloperator.hpp,
	  ql/methods/finitedifferences/zerocondition.hpp,
	  ql/methods/lattices/binomialtree.cpp,
	  ql/methods/lattices/binomialtree.hpp,
	  ql/methods/lattices/bsmlattice.hpp, ql/methods/lattices/lattice.hpp,
	  ql/methods/lattices/lattice1d.hpp,
	  ql/methods/lattices/lattice2d.hpp,
	  ql/methods/lattices/tflattice.hpp, ql/methods/lattices/tree.hpp,
	  ql/methods/lattices/trinomialtree.cpp,
	  ql/methods/lattices/trinomialtree.hpp,
	  ql/methods/montecarlo/brownianbridge.cpp,
	  ql/methods/montecarlo/brownianbridge.hpp,
	  ql/methods/montecarlo/earlyexercisepathpricer.hpp,
	  ql/methods/montecarlo/exercisestrategy.hpp,
	  ql/methods/montecarlo/genericlsregression.cpp,
	  ql/methods/montecarlo/genericlsregression.hpp,
	  ql/methods/montecarlo/longstaffschwartzpathpricer.hpp,
	  ql/methods/montecarlo/lsmbasissystem.cpp,
	  ql/methods/montecarlo/lsmbasissystem.hpp,
	  ql/methods/montecarlo/mctraits.hpp,
	  ql/methods/montecarlo/mctypedefs.hpp,
	  ql/methods/montecarlo/montecarlomodel.hpp,
	  ql/methods/montecarlo/multipath.hpp,
	  ql/methods/montecarlo/multipathgenerator.hpp,
	  ql/methods/montecarlo/nodedata.hpp,
	  ql/methods/montecarlo/parametricexercise.cpp,
	  ql/methods/montecarlo/parametricexercise.hpp,
	  ql/methods/montecarlo/path.hpp,
	  ql/methods/montecarlo/pathgenerator.hpp,
	  ql/methods/montecarlo/pathpricer.hpp,
	  ql/methods/montecarlo/sample.hpp, ql/models/calibrationhelper.cpp,
	  ql/models/calibrationhelper.hpp, ql/models/equity/batesmodel.cpp,
	  ql/models/equity/batesmodel.hpp, ql/models/equity/hestonmodel.cpp,
	  ql/models/equity/hestonmodel.hpp,
	  ql/models/equity/hestonmodelhelper.cpp,
	  ql/models/equity/hestonmodelhelper.hpp,
	  ql/models/marketmodels/accountingengine.cpp,
	  ql/models/marketmodels/accountingengine.hpp,
	  ql/models/marketmodels/browniangenerator.hpp,
	  ql/models/marketmodels/browniangenerators/mtbrowniangenerator.cpp,
	  ql/models/marketmodels/browniangenerators/mtbrowniangenerator.hpp,
	  ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.cpp,
	  ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp,
	  ql/models/marketmodels/callability/bermudanswaptionexercisevalue.cpp,
	  ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp,
	  ql/models/marketmodels/callability/collectnodedata.cpp,
	  ql/models/marketmodels/callability/collectnodedata.hpp,
	  ql/models/marketmodels/callability/exercisevalue.hpp,
	  ql/models/marketmodels/callability/lsstrategy.cpp,
	  ql/models/marketmodels/callability/lsstrategy.hpp,
	  ql/models/marketmodels/callability/marketmodelbasissystem.hpp,
	  ql/models/marketmodels/callability/marketmodelparametricexercise.hpp,
	  ql/models/marketmodels/callability/nodedataprovider.hpp,
	  ql/models/marketmodels/callability/nothingexercisevalue.cpp,
	  ql/models/marketmodels/callability/nothingexercisevalue.hpp,
	  ql/models/marketmodels/callability/parametricexerciseadapter.cpp,
	  ql/models/marketmodels/callability/parametricexerciseadapter.hpp,
	  ql/models/marketmodels/callability/swapbasissystem.cpp,
	  ql/models/marketmodels/callability/swapbasissystem.hpp,
	  ql/models/marketmodels/callability/swapratetrigger.cpp,
	  ql/models/marketmodels/callability/swapratetrigger.hpp,
	  ql/models/marketmodels/callability/triggeredswapexercise.cpp,
	  ql/models/marketmodels/callability/triggeredswapexercise.hpp,
	  ql/models/marketmodels/callability/upperboundengine.cpp,
	  ql/models/marketmodels/callability/upperboundengine.hpp,
	  ql/models/marketmodels/constrainedevolver.hpp,
	  ql/models/marketmodels/correlations/correlations.cpp,
	  ql/models/marketmodels/correlations/correlations.hpp,
	  ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.cpp,
	  ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.hpp,
	  ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.cpp,
	  ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp,
	  ql/models/marketmodels/curvestate.cpp,
	  ql/models/marketmodels/curvestate.hpp,
	  ql/models/marketmodels/curvestates/cmswapcurvestate.cpp,
	  ql/models/marketmodels/curvestates/cmswapcurvestate.hpp,
	  ql/models/marketmodels/curvestates/coterminalswapcurvestate.cpp,
	  ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp,
	  ql/models/marketmodels/curvestates/lmmcurvestate.cpp,
	  ql/models/marketmodels/curvestates/lmmcurvestate.hpp,
	  ql/models/marketmodels/discounter.cpp,
	  ql/models/marketmodels/discounter.hpp,
	  ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.cpp,
	  ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.hpp,
	  ql/models/marketmodels/driftcomputation/lmmdriftcalculator.cpp,
	  ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp,
	  ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.cpp,
	  ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp,
	  ql/models/marketmodels/driftcomputation/smmdriftcalculator.cpp,
	  ql/models/marketmodels/driftcomputation/smmdriftcalculator.hpp,
	  ql/models/marketmodels/duffsdeviceinnerproduct.hpp,
	  ql/models/marketmodels/evolutiondescription.cpp,
	  ql/models/marketmodels/evolutiondescription.hpp,
	  ql/models/marketmodels/evolver.hpp,
	  ql/models/marketmodels/evolvers/lognormalcmswapratepc.cpp,
	  ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp,
	  ql/models/marketmodels/evolvers/lognormalcotswapratepc.cpp,
	  ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeuler.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateipc.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdratepc.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp,
	  ql/models/marketmodels/evolvers/normalfwdratepc.cpp,
	  ql/models/marketmodels/evolvers/normalfwdratepc.hpp,
	  ql/models/marketmodels/marketmodel.cpp,
	  ql/models/marketmodels/marketmodel.hpp,
	  ql/models/marketmodels/models/abcdvol.cpp,
	  ql/models/marketmodels/models/abcdvol.hpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp,
	  ql/models/marketmodels/models/cotswaptofwdadapter.cpp,
	  ql/models/marketmodels/models/cotswaptofwdadapter.hpp,
	  ql/models/marketmodels/models/flatvol.cpp,
	  ql/models/marketmodels/models/flatvol.hpp,
	  ql/models/marketmodels/models/fwdtocotswapadapter.cpp,
	  ql/models/marketmodels/models/fwdtocotswapadapter.hpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.hpp,
	  ql/models/marketmodels/models/piecewiseconstantvariance.cpp,
	  ql/models/marketmodels/models/piecewiseconstantvariance.hpp,
	  ql/models/marketmodels/models/pseudorootfacade.cpp,
	  ql/models/marketmodels/models/pseudorootfacade.hpp,
	  ql/models/marketmodels/multiproduct.hpp,
	  ql/models/marketmodels/piecewiseconstantcorrelation.hpp,
	  ql/models/marketmodels/products/compositeproduct.cpp,
	  ql/models/marketmodels/products/compositeproduct.hpp,
	  ql/models/marketmodels/products/marketmodelratchet.cpp,
	  ql/models/marketmodels/products/marketmodelratchet.hpp,
	  ql/models/marketmodels/products/multiproductcomposite.cpp,
	  ql/models/marketmodels/products/multiproductcomposite.hpp,
	  ql/models/marketmodels/products/multiproductmultistep.cpp,
	  ql/models/marketmodels/products/multiproductmultistep.hpp,
	  ql/models/marketmodels/products/multiproductonestep.cpp,
	  ql/models/marketmodels/products/multiproductonestep.hpp,
	  ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.cpp,
	  ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp,
	  ql/models/marketmodels/products/multistep/cashrebate.cpp,
	  ql/models/marketmodels/products/multistep/cashrebate.hpp,
	  ql/models/marketmodels/products/multistep/exerciseadapter.cpp,
	  ql/models/marketmodels/products/multistep/exerciseadapter.hpp,
	  ql/models/marketmodels/products/multistep/multistepcoinitialswaps.cpp,
	  ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp,
	  ql/models/marketmodels/products/multistep/multistepcoterminalswaps.cpp,
	  ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp,
	  ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.cpp,
	  ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp,
	  ql/models/marketmodels/products/multistep/multistepforwards.cpp,
	  ql/models/marketmodels/products/multistep/multistepforwards.hpp,
	  ql/models/marketmodels/products/multistep/multistepnothing.cpp,
	  ql/models/marketmodels/products/multistep/multistepnothing.hpp,
	  ql/models/marketmodels/products/multistep/multistepoptionlets.cpp,
	  ql/models/marketmodels/products/multistep/multistepoptionlets.hpp,
	  ql/models/marketmodels/products/multistep/multistepratchet.cpp,
	  ql/models/marketmodels/products/multistep/multistepratchet.hpp,
	  ql/models/marketmodels/products/multistep/multistepswap.cpp,
	  ql/models/marketmodels/products/multistep/multistepswap.hpp,
	  ql/models/marketmodels/products/onestep/onestepcoinitialswaps.cpp,
	  ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp,
	  ql/models/marketmodels/products/onestep/onestepcoterminalswaps.cpp,
	  ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp,
	  ql/models/marketmodels/products/onestep/onestepforwards.cpp,
	  ql/models/marketmodels/products/onestep/onestepforwards.hpp,
	  ql/models/marketmodels/products/onestep/onestepoptionlets.cpp,
	  ql/models/marketmodels/products/onestep/onestepoptionlets.hpp,
	  ql/models/marketmodels/products/singleproductcomposite.cpp,
	  ql/models/marketmodels/products/singleproductcomposite.hpp,
	  ql/models/marketmodels/proxygreekengine.cpp,
	  ql/models/marketmodels/proxygreekengine.hpp,
	  ql/models/marketmodels/swapforwardmappings.cpp,
	  ql/models/marketmodels/swapforwardmappings.hpp,
	  ql/models/marketmodels/utilities.cpp,
	  ql/models/marketmodels/utilities.hpp, ql/models/model.cpp,
	  ql/models/model.hpp, ql/models/parameter.hpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.hpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp,
	  ql/models/shortrate/onefactormodel.cpp,
	  ql/models/shortrate/onefactormodel.hpp,
	  ql/models/shortrate/onefactormodels/blackkarasinski.cpp,
	  ql/models/shortrate/onefactormodels/blackkarasinski.hpp,
	  ql/models/shortrate/onefactormodels/coxingersollross.cpp,
	  ql/models/shortrate/onefactormodels/coxingersollross.hpp,
	  ql/models/shortrate/onefactormodels/extendedcoxingersollross.cpp,
	  ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp,
	  ql/models/shortrate/onefactormodels/hullwhite.cpp,
	  ql/models/shortrate/onefactormodels/hullwhite.hpp,
	  ql/models/shortrate/onefactormodels/vasicek.cpp,
	  ql/models/shortrate/onefactormodels/vasicek.hpp,
	  ql/models/shortrate/twofactormodel.cpp,
	  ql/models/shortrate/twofactormodel.hpp,
	  ql/models/shortrate/twofactormodels/g2.cpp,
	  ql/models/shortrate/twofactormodels/g2.hpp,
	  ql/models/volatility/constantestimator.cpp,
	  ql/models/volatility/constantestimator.hpp,
	  ql/models/volatility/garch.cpp, ql/models/volatility/garch.hpp,
	  ql/models/volatility/garmanklass.hpp,
	  ql/models/volatility/simplelocalestimator.hpp, ql/money.cpp,
	  ql/money.hpp, ql/numericalmethod.hpp, ql/option.hpp,
	  ql/patterns/composite.hpp, ql/patterns/curiouslyrecurring.hpp,
	  ql/patterns/lazyobject.hpp, ql/patterns/observable.hpp,
	  ql/patterns/singleton.hpp, ql/patterns/visitor.hpp, ql/payoff.hpp,
	  ql/position.hpp, ql/prices.cpp, ql/prices.hpp, ql/pricingengine.hpp,
	  ql/pricingengines/americanpayoffatexpiry.cpp,
	  ql/pricingengines/americanpayoffatexpiry.hpp,
	  ql/pricingengines/americanpayoffathit.cpp,
	  ql/pricingengines/americanpayoffathit.hpp,
	  ql/pricingengines/asian/analytic_cont_geom_av_price.cpp,
	  ql/pricingengines/asian/analytic_cont_geom_av_price.hpp,
	  ql/pricingengines/asian/analytic_discr_geom_av_price.cpp,
	  ql/pricingengines/asian/analytic_discr_geom_av_price.hpp,
	  ql/pricingengines/asian/mc_discr_arith_av_price.cpp,
	  ql/pricingengines/asian/mc_discr_arith_av_price.hpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.cpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  ql/pricingengines/asian/mcdiscreteasianengine.hpp,
	  ql/pricingengines/barrier/analyticbarrierengine.cpp,
	  ql/pricingengines/barrier/analyticbarrierengine.hpp,
	  ql/pricingengines/barrier/mcbarrierengine.cpp,
	  ql/pricingengines/barrier/mcbarrierengine.hpp,
	  ql/pricingengines/basket/mcamericanbasketengine.cpp,
	  ql/pricingengines/basket/mcamericanbasketengine.hpp,
	  ql/pricingengines/basket/mcbasketengine.cpp,
	  ql/pricingengines/basket/mcbasketengine.hpp,
	  ql/pricingengines/basket/stulzengine.cpp,
	  ql/pricingengines/basket/stulzengine.hpp,
	  ql/pricingengines/blackcalculator.cpp,
	  ql/pricingengines/blackcalculator.hpp,
	  ql/pricingengines/blackformula.cpp,
	  ql/pricingengines/blackformula.hpp,
	  ql/pricingengines/blackscholescalculator.cpp,
	  ql/pricingengines/blackscholescalculator.hpp,
	  ql/pricingengines/capfloor/analyticcapfloorengine.cpp,
	  ql/pricingengines/capfloor/analyticcapfloorengine.hpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp,
	  ql/pricingengines/capfloor/discretizedcapfloor.cpp,
	  ql/pricingengines/capfloor/discretizedcapfloor.hpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.cpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.hpp,
	  ql/pricingengines/capfloor/mchullwhiteengine.cpp,
	  ql/pricingengines/capfloor/mchullwhiteengine.hpp,
	  ql/pricingengines/capfloor/treecapfloorengine.cpp,
	  ql/pricingengines/capfloor/treecapfloorengine.hpp,
	  ql/pricingengines/cliquet/analyticcliquetengine.cpp,
	  ql/pricingengines/cliquet/analyticcliquetengine.hpp,
	  ql/pricingengines/cliquet/analyticperformanceengine.cpp,
	  ql/pricingengines/cliquet/analyticperformanceengine.hpp,
	  ql/pricingengines/cliquet/mccliquetengine.cpp,
	  ql/pricingengines/cliquet/mccliquetengine.hpp,
	  ql/pricingengines/forward/forwardengine.hpp,
	  ql/pricingengines/forward/forwardperformanceengine.hpp,
	  ql/pricingengines/forward/mcvarianceswapengine.hpp,
	  ql/pricingengines/forward/replicatingvarianceswapengine.hpp,
	  ql/pricingengines/genericmodelengine.hpp,
	  ql/pricingengines/greeks.cpp, ql/pricingengines/greeks.hpp,
	  ql/pricingengines/hybrid/binomialconvertibleengine.hpp,
	  ql/pricingengines/hybrid/discretizedconvertible.cpp,
	  ql/pricingengines/hybrid/discretizedconvertible.hpp,
	  ql/pricingengines/latticeshortratemodelengine.hpp,
	  ql/pricingengines/lookback/analyticcontinuousfixedlookback.cpp,
	  ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp,
	  ql/pricingengines/lookback/analyticcontinuousfloatinglookback.cpp,
	  ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp,
	  ql/pricingengines/mclongstaffschwartzengine.hpp,
	  ql/pricingengines/mcsimulation.hpp,
	  ql/pricingengines/quanto/quantoengine.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.hpp,
	  ql/pricingengines/swaption/discretizedswaption.cpp,
	  ql/pricingengines/swaption/discretizedswaption.hpp,
	  ql/pricingengines/swaption/g2swaptionengine.hpp,
	  ql/pricingengines/swaption/jamshidianswaptionengine.cpp,
	  ql/pricingengines/swaption/jamshidianswaptionengine.hpp,
	  ql/pricingengines/swaption/lfmswaptionengine.cpp,
	  ql/pricingengines/swaption/lfmswaptionengine.hpp,
	  ql/pricingengines/swaption/treeswaptionengine.cpp,
	  ql/pricingengines/swaption/treeswaptionengine.hpp,
	  ql/pricingengines/vanilla/analyticdigitalamericanengine.cpp,
	  ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp,
	  ql/pricingengines/vanilla/analyticdividendeuropeanengine.cpp,
	  ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp,
	  ql/pricingengines/vanilla/analyticeuropeanengine.cpp,
	  ql/pricingengines/vanilla/analyticeuropeanengine.hpp,
	  ql/pricingengines/vanilla/analytichestonengine.cpp,
	  ql/pricingengines/vanilla/analytichestonengine.hpp,
	  ql/pricingengines/vanilla/baroneadesiwhaleyengine.cpp,
	  ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp,
	  ql/pricingengines/vanilla/batesengine.cpp,
	  ql/pricingengines/vanilla/batesengine.hpp,
	  ql/pricingengines/vanilla/binomialengine.hpp,
	  ql/pricingengines/vanilla/bjerksundstenslandengine.cpp,
	  ql/pricingengines/vanilla/bjerksundstenslandengine.hpp,
	  ql/pricingengines/vanilla/discretizedvanillaoption.cpp,
	  ql/pricingengines/vanilla/discretizedvanillaoption.hpp,
	  ql/pricingengines/vanilla/fdamericanengine.hpp,
	  ql/pricingengines/vanilla/fdbermudanengine.hpp,
	  ql/pricingengines/vanilla/fdconditions.hpp,
	  ql/pricingengines/vanilla/fddividendamericanengine.hpp,
	  ql/pricingengines/vanilla/fddividendengine.cpp,
	  ql/pricingengines/vanilla/fddividendengine.hpp,
	  ql/pricingengines/vanilla/fddividendeuropeanengine.hpp,
	  ql/pricingengines/vanilla/fddividendshoutengine.hpp,
	  ql/pricingengines/vanilla/fdeuropeanengine.cpp,
	  ql/pricingengines/vanilla/fdeuropeanengine.hpp,
	  ql/pricingengines/vanilla/fdmultiperiodengine.cpp,
	  ql/pricingengines/vanilla/fdmultiperiodengine.hpp,
	  ql/pricingengines/vanilla/fdshoutengine.hpp,
	  ql/pricingengines/vanilla/fdstepconditionengine.cpp,
	  ql/pricingengines/vanilla/fdstepconditionengine.hpp,
	  ql/pricingengines/vanilla/fdvanillaengine.cpp,
	  ql/pricingengines/vanilla/fdvanillaengine.hpp,
	  ql/pricingengines/vanilla/integralengine.cpp,
	  ql/pricingengines/vanilla/integralengine.hpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.cpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.hpp,
	  ql/pricingengines/vanilla/juquadraticengine.cpp,
	  ql/pricingengines/vanilla/juquadraticengine.hpp,
	  ql/pricingengines/vanilla/mcamericanengine.cpp,
	  ql/pricingengines/vanilla/mcamericanengine.hpp,
	  ql/pricingengines/vanilla/mcdigitalengine.cpp,
	  ql/pricingengines/vanilla/mcdigitalengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanhestonengine.hpp,
	  ql/pricingengines/vanilla/mcvanillaengine.hpp,
	  ql/processes/blackscholesprocess.cpp,
	  ql/processes/blackscholesprocess.hpp, ql/processes/defaultable.hpp,
	  ql/processes/eulerdiscretization.cpp,
	  ql/processes/eulerdiscretization.hpp,
	  ql/processes/forwardmeasureprocess.cpp,
	  ql/processes/forwardmeasureprocess.hpp, ql/processes/g2process.cpp,
	  ql/processes/g2process.hpp,
	  ql/processes/geometricbrownianprocess.cpp,
	  ql/processes/geometricbrownianprocess.hpp,
	  ql/processes/hestonprocess.cpp, ql/processes/hestonprocess.hpp,
	  ql/processes/hullwhiteprocess.cpp,
	  ql/processes/hullwhiteprocess.hpp, ql/processes/lfmcovarparam.cpp,
	  ql/processes/lfmcovarparam.hpp, ql/processes/lfmhullwhiteparam.cpp,
	  ql/processes/lfmhullwhiteparam.hpp, ql/processes/lfmprocess.cpp,
	  ql/processes/lfmprocess.hpp, ql/processes/merton76process.cpp,
	  ql/processes/merton76process.hpp,
	  ql/processes/ornsteinuhlenbeckprocess.cpp,
	  ql/processes/ornsteinuhlenbeckprocess.hpp,
	  ql/processes/squarerootprocess.cpp,
	  ql/processes/squarerootprocess.hpp,
	  ql/processes/stochasticprocessarray.cpp,
	  ql/processes/stochasticprocessarray.hpp, ql/qldefines.hpp,
	  ql/quantlib.hpp, ql/quote.hpp, ql/quotes/compositequote.hpp,
	  ql/quotes/derivedquote.hpp, ql/quotes/eurodollarfuturesquote.cpp,
	  ql/quotes/eurodollarfuturesquote.hpp,
	  ql/quotes/forwardvaluequote.cpp, ql/quotes/forwardvaluequote.hpp,
	  ql/quotes/futuresconvadjustmentquote.cpp,
	  ql/quotes/futuresconvadjustmentquote.hpp,
	  ql/quotes/impliedstddevquote.cpp, ql/quotes/impliedstddevquote.hpp,
	  ql/quotes/simplequote.hpp, ql/settings.hpp,
	  ql/stochasticprocess.cpp, ql/stochasticprocess.hpp,
	  ql/termstructure.hpp, ql/termstructures/capvolstructures.hpp,
	  ql/termstructures/swaptionvolstructure.cpp,
	  ql/termstructures/swaptionvolstructure.hpp,
	  ql/termstructures/volatilities/abcd.cpp,
	  ql/termstructures/volatilities/abcd.hpp,
	  ql/termstructures/volatilities/caplet/capflatvolvector.hpp,
	  ql/termstructures/volatilities/caplet/capletconstantvol.hpp,
	  ql/termstructures/volatilities/caplet/capletvariancecurve.hpp,
	  ql/termstructures/volatilities/caplet/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatilities/caplet/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatilities/caplet/capstripper.cpp,
	  ql/termstructures/volatilities/caplet/capstripper.hpp,
	  ql/termstructures/volatilities/equity/blackconstantvol.hpp,
	  ql/termstructures/volatilities/equity/blackvariancecurve.cpp,
	  ql/termstructures/volatilities/equity/blackvariancecurve.hpp,
	  ql/termstructures/volatilities/equity/blackvariancesurface.cpp,
	  ql/termstructures/volatilities/equity/blackvariancesurface.hpp,
	  ql/termstructures/volatilities/equity/impliedvoltermstructure.hpp,
	  ql/termstructures/volatilities/equity/localconstantvol.hpp,
	  ql/termstructures/volatilities/equity/localvolcurve.hpp,
	  ql/termstructures/volatilities/equity/localvolsurface.cpp,
	  ql/termstructures/volatilities/equity/localvolsurface.hpp,
	  ql/termstructures/volatilities/interpolatedsmilesection.hpp,
	  ql/termstructures/volatilities/sabr.cpp,
	  ql/termstructures/volatilities/sabr.hpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.cpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.hpp,
	  ql/termstructures/volatilities/smilesection.cpp,
	  ql/termstructures/volatilities/smilesection.hpp,
	  ql/termstructures/volatilities/swaption/cmsmarket.cpp,
	  ql/termstructures/volatilities/swaption/cmsmarket.hpp,
	  ql/termstructures/volatilities/swaption/swaptionconstantvol.cpp,
	  ql/termstructures/volatilities/swaption/swaptionconstantvol.hpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube1.hpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube2.hpp,
	  ql/termstructures/volatilities/swaption/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvoldiscrete.hpp,
	  ql/termstructures/volatilities/swaption/swaptionvolmatrix.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolmatrix.hpp,
	  ql/termstructures/voltermstructure.cpp,
	  ql/termstructures/voltermstructure.hpp,
	  ql/termstructures/yieldcurves/bondhelpers.cpp,
	  ql/termstructures/yieldcurves/bondhelpers.hpp,
	  ql/termstructures/yieldcurves/bootstraptraits.hpp,
	  ql/termstructures/yieldcurves/compoundforward.cpp,
	  ql/termstructures/yieldcurves/compoundforward.hpp,
	  ql/termstructures/yieldcurves/discountcurve.hpp,
	  ql/termstructures/yieldcurves/drifttermstructure.hpp,
	  ql/termstructures/yieldcurves/extendeddiscountcurve.cpp,
	  ql/termstructures/yieldcurves/extendeddiscountcurve.hpp,
	  ql/termstructures/yieldcurves/flatforward.hpp,
	  ql/termstructures/yieldcurves/forwardcurve.hpp,
	  ql/termstructures/yieldcurves/forwardspreadedtermstructure.hpp,
	  ql/termstructures/yieldcurves/forwardstructure.hpp,
	  ql/termstructures/yieldcurves/impliedtermstructure.hpp,
	  ql/termstructures/yieldcurves/piecewiseyieldcurve.cpp,
	  ql/termstructures/yieldcurves/piecewiseyieldcurve.hpp,
	  ql/termstructures/yieldcurves/piecewisezerospreadedtermstructure.hpp,
	  ql/termstructures/yieldcurves/quantotermstructure.hpp,
	  ql/termstructures/yieldcurves/ratehelpers.cpp,
	  ql/termstructures/yieldcurves/ratehelpers.hpp,
	  ql/termstructures/yieldcurves/zerocurve.hpp,
	  ql/termstructures/yieldcurves/zerospreadedtermstructure.hpp,
	  ql/termstructures/yieldcurves/zeroyieldstructure.hpp,
	  ql/termstructures/yieldtermstructure.hpp,
	  ql/time/businessdayconvention.cpp,
	  ql/time/businessdayconvention.hpp, ql/time/calendar.cpp,
	  ql/time/calendar.hpp, ql/time/calendars/argentina.cpp,
	  ql/time/calendars/argentina.hpp, ql/time/calendars/australia.cpp,
	  ql/time/calendars/australia.hpp, ql/time/calendars/brazil.cpp,
	  ql/time/calendars/brazil.hpp, ql/time/calendars/canada.cpp,
	  ql/time/calendars/canada.hpp, ql/time/calendars/china.cpp,
	  ql/time/calendars/china.hpp, ql/time/calendars/czechrepublic.cpp,
	  ql/time/calendars/czechrepublic.hpp, ql/time/calendars/denmark.cpp,
	  ql/time/calendars/denmark.hpp, ql/time/calendars/finland.cpp,
	  ql/time/calendars/finland.hpp, ql/time/calendars/germany.cpp,
	  ql/time/calendars/germany.hpp, ql/time/calendars/hongkong.cpp,
	  ql/time/calendars/hongkong.hpp, ql/time/calendars/hungary.cpp,
	  ql/time/calendars/hungary.hpp, ql/time/calendars/iceland.cpp,
	  ql/time/calendars/iceland.hpp, ql/time/calendars/india.cpp,
	  ql/time/calendars/india.hpp, ql/time/calendars/indonesia.cpp,
	  ql/time/calendars/indonesia.hpp, ql/time/calendars/italy.cpp,
	  ql/time/calendars/italy.hpp, ql/time/calendars/japan.cpp,
	  ql/time/calendars/japan.hpp, ql/time/calendars/jointcalendar.cpp,
	  ql/time/calendars/jointcalendar.hpp, ql/time/calendars/mexico.cpp,
	  ql/time/calendars/mexico.hpp, ql/time/calendars/newzealand.cpp,
	  ql/time/calendars/newzealand.hpp, ql/time/calendars/norway.cpp,
	  ql/time/calendars/norway.hpp, ql/time/calendars/nullcalendar.hpp,
	  ql/time/calendars/poland.cpp, ql/time/calendars/poland.hpp,
	  ql/time/calendars/saudiarabia.cpp,
	  ql/time/calendars/saudiarabia.hpp, ql/time/calendars/singapore.cpp,
	  ql/time/calendars/singapore.hpp, ql/time/calendars/slovakia.cpp,
	  ql/time/calendars/slovakia.hpp, ql/time/calendars/southafrica.cpp,
	  ql/time/calendars/southafrica.hpp, ql/time/calendars/southkorea.cpp,
	  ql/time/calendars/southkorea.hpp, ql/time/calendars/sweden.cpp,
	  ql/time/calendars/sweden.hpp, ql/time/calendars/switzerland.cpp,
	  ql/time/calendars/switzerland.hpp, ql/time/calendars/taiwan.cpp,
	  ql/time/calendars/taiwan.hpp, ql/time/calendars/target.cpp,
	  ql/time/calendars/target.hpp, ql/time/calendars/turkey.cpp,
	  ql/time/calendars/turkey.hpp, ql/time/calendars/ukraine.cpp,
	  ql/time/calendars/ukraine.hpp, ql/time/calendars/unitedkingdom.cpp,
	  ql/time/calendars/unitedkingdom.hpp,
	  ql/time/calendars/unitedstates.cpp,
	  ql/time/calendars/unitedstates.hpp, ql/time/date.cpp,
	  ql/time/date.hpp, ql/time/daycounter.hpp,
	  ql/time/daycounters/actual360.hpp,
	  ql/time/daycounters/actual365fixed.hpp,
	  ql/time/daycounters/actualactual.cpp,
	  ql/time/daycounters/actualactual.hpp,
	  ql/time/daycounters/business252.hpp, ql/time/daycounters/one.hpp,
	  ql/time/daycounters/simpledaycounter.cpp,
	  ql/time/daycounters/simpledaycounter.hpp,
	  ql/time/daycounters/thirty360.cpp,
	  ql/time/daycounters/thirty360.hpp, ql/time/frequency.cpp,
	  ql/time/frequency.hpp, ql/time/imm.cpp, ql/time/imm.hpp,
	  ql/time/period.cpp, ql/time/period.hpp, ql/time/schedule.cpp,
	  ql/time/schedule.hpp, ql/time/timeunit.hpp, ql/time/weekday.cpp,
	  ql/time/weekday.hpp, ql/timegrid.cpp, ql/timegrid.hpp,
	  ql/timeseries.hpp, ql/types.hpp, ql/userconfig.hpp,
	  ql/utilities/clone.hpp, ql/utilities/dataformatters.cpp,
	  ql/utilities/dataformatters.hpp, ql/utilities/dataparsers.cpp,
	  ql/utilities/dataparsers.hpp, ql/utilities/disposable.hpp,
	  ql/utilities/null.hpp, ql/utilities/observablevalue.hpp,
	  ql/utilities/steppingiterator.hpp, ql/utilities/tracing.cpp,
	  ql/utilities/tracing.hpp, ql/volatilitymodel.hpp, quantlib.el,
	  test-suite/Makefile.am, test-suite/americanoption.cpp,
	  test-suite/americanoption.hpp, test-suite/array.cpp,
	  test-suite/array.hpp, test-suite/asianoptions.cpp,
	  test-suite/asianoptions.hpp, test-suite/assetswap.cpp,
	  test-suite/assetswap.hpp, test-suite/barrieroption.cpp,
	  test-suite/barrieroption.hpp, test-suite/basketoption.cpp,
	  test-suite/basketoption.hpp, test-suite/batesmodel.cpp,
	  test-suite/batesmodel.hpp, test-suite/bermudanswaption.cpp,
	  test-suite/bermudanswaption.hpp, test-suite/bonds.cpp,
	  test-suite/bonds.hpp, test-suite/brownianbridge.cpp,
	  test-suite/brownianbridge.hpp, test-suite/calendars.cpp,
	  test-suite/calendars.hpp, test-suite/capfloor.cpp,
	  test-suite/capfloor.hpp, test-suite/capflooredcoupon.cpp,
	  test-suite/capflooredcoupon.hpp, test-suite/capstripper.cpp,
	  test-suite/capstripper.hpp, test-suite/cliquetoption.cpp,
	  test-suite/cliquetoption.hpp, test-suite/cms.cpp,
	  test-suite/cms.hpp, test-suite/compoundforward.cpp,
	  test-suite/compoundforward.hpp, test-suite/convertiblebonds.cpp,
	  test-suite/convertiblebonds.hpp, test-suite/covariance.cpp,
	  test-suite/covariance.hpp, test-suite/curvestates.cpp,
	  test-suite/curvestates.hpp, test-suite/dates.cpp,
	  test-suite/dates.hpp, test-suite/daycounters.cpp,
	  test-suite/daycounters.hpp, test-suite/digitalcoupon.cpp,
	  test-suite/digitalcoupon.hpp, test-suite/digitaloption.cpp,
	  test-suite/digitaloption.hpp, test-suite/distributions.cpp,
	  test-suite/distributions.hpp, test-suite/dividendoption.cpp,
	  test-suite/dividendoption.hpp, test-suite/europeanoption.cpp,
	  test-suite/europeanoption.hpp, test-suite/exchangerate.cpp,
	  test-suite/exchangerate.hpp, test-suite/factorial.cpp,
	  test-suite/factorial.hpp, test-suite/fastfouriertransform.cpp,
	  test-suite/fastfouriertransform.hpp, test-suite/forwardoption.cpp,
	  test-suite/forwardoption.hpp, test-suite/gaussianquadratures.cpp,
	  test-suite/gaussianquadratures.hpp, test-suite/hestonmodel.cpp,
	  test-suite/hestonmodel.hpp, test-suite/instruments.cpp,
	  test-suite/instruments.hpp, test-suite/integrals.cpp,
	  test-suite/integrals.hpp, test-suite/interestrates.cpp,
	  test-suite/interestrates.hpp, test-suite/interpolations.cpp,
	  test-suite/interpolations.hpp, test-suite/jumpdiffusion.cpp,
	  test-suite/jumpdiffusion.hpp, test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodel.hpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/libormarketmodelprocess.hpp,
	  test-suite/linearleastsquaresregression.cpp,
	  test-suite/linearleastsquaresregression.hpp,
	  test-suite/lookbackoptions.cpp, test-suite/lookbackoptions.hpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel.hpp, test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_cms.hpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smm.hpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.hpp,
	  test-suite/matrices.cpp, test-suite/matrices.hpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/mclongstaffschwartzengine.hpp,
	  test-suite/mersennetwister.cpp, test-suite/mersennetwister.hpp,
	  test-suite/money.cpp, test-suite/money.hpp,
	  test-suite/old_pricers.cpp, test-suite/old_pricers.hpp,
	  test-suite/operators.cpp, test-suite/operators.hpp,
	  test-suite/optimizers.cpp, test-suite/optimizers.hpp,
	  test-suite/pathgenerator.cpp, test-suite/pathgenerator.hpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/piecewiseyieldcurve.hpp,
	  test-suite/quantlibbenchmark.cpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/quantooption.cpp, test-suite/quantooption.hpp,
	  test-suite/quotes.cpp, test-suite/quotes.hpp,
	  test-suite/riskstats.cpp, test-suite/riskstats.hpp,
	  test-suite/rngtraits.cpp, test-suite/rngtraits.hpp,
	  test-suite/rounding.cpp, test-suite/rounding.hpp,
	  test-suite/sampledcurve.cpp, test-suite/sampledcurve.hpp,
	  test-suite/shortratemodels.cpp, test-suite/shortratemodels.hpp,
	  test-suite/solvers.cpp, test-suite/solvers.hpp,
	  test-suite/stats.cpp, test-suite/stats.hpp, test-suite/surface.cpp,
	  test-suite/surface.hpp, test-suite/swap.cpp, test-suite/swap.hpp,
	  test-suite/swapforwardmappings.cpp,
	  test-suite/swapforwardmappings.hpp, test-suite/swaption.cpp,
	  test-suite/swaption.hpp, test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitycube.hpp,
	  test-suite/swaptionvolatilitymatrix.cpp,
	  test-suite/swaptionvolatilitymatrix.hpp,
	  test-suite/tapcorrelations.cpp, test-suite/tapcorrelations.hpp,
	  test-suite/termstructures.cpp, test-suite/termstructures.hpp,
	  test-suite/testsuite.dev, test-suite/testsuite_vc7.vcproj,
	  test-suite/testsuite_vc8.vcproj, test-suite/timeseries.cpp,
	  test-suite/timeseries.hpp, test-suite/tqreigendecomposition.cpp,
	  test-suite/tqreigendecomposition.hpp, test-suite/tracing.cpp,
	  test-suite/tracing.hpp, test-suite/transformedgrid.cpp,
	  test-suite/transformedgrid.hpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp, test-suite/varianceswaps.cpp,
	  test-suite/varianceswaps.hpp, test-suite/volatilitymodels.cpp,
	  test-suite/volatilitymodels.hpp:
	  
	  Merged R000800-branch into the trunk up to revision 11030

2007-05-30 12:17  Francois du Vignaud

	* [r11039] ql/termstructures/yieldcurves/flatforward.hpp,
	  test-suite/termstructures.cpp:
	  
	  FlatForward inherits from LazyObject to avoid computations at
	  construction time (so that we can pass an uninitialized quote to
	  FlatForward constructors)

2007-05-30 10:46  Luigi Ballabio

	* [r11038] ql/instruments/bonds, ql/instruments/bonds/all.hpp,
	  ql/math/matrixutilities/Makefile.am,
	  ql/math/matrixutilities/all.hpp,
	  ql/termstructures/volatilities/caplet,
	  ql/termstructures/volatilities/equity,
	  ql/termstructures/volatilities/swaption:
	  
	  Fixes for Linux build

2007-05-30 08:49  Luigi Ballabio

	* [r11036] dev_tools/branching_and_merging.txt:
	  
	  Removed unwanted space in command line

2007-05-30 08:42  Francois du Vignaud

	* [r11031] ql/instruments/bond.cpp,
	  ql/instruments/forwardrateagreement.cpp,
	  ql/instruments/forwardrateagreement.hpp,
	  ql/legacy/pricers/mcperformanceoption.cpp:
	  
	  wrong inclusions fixes

2007-05-30 07:00  Luigi Ballabio

	* [r11024] dev_tools/branching_and_merging.txt:
	  
	  Added f0 specifier to example

2007-05-29 16:29  Luigi Ballabio

	* [r11023] dev_tools/branching_and_merging.txt:
	  
	  Updated instructions so that they apply to Subversion

2007-05-28 11:35  Cristina Duminuco

	* [r10982] ql/cashflows/cashflowvectors.cpp,
	  ql/cashflows/cashflowvectors.hpp, ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/digitalcoupon.hpp, test-suite/digitalcoupon.cpp:
	  
	  -management of equal signum in payoff
	  -past rates properly managed

2007-05-25 10:34  Francois du Vignaud

	* [r10956] ql/config.msvc.hpp:
	  
	  compiler warning #4224 disabled for VC2005

2007-05-25 09:00  Francois du Vignaud

	* [r10955] ql/math/integrals/integral.cpp,
	  ql/math/integrals/integral.hpp:
	  
	  prematurely included headers removed from integral.hpp

2007-05-24 17:29  Francois du Vignaud

	* [r10954] ql/methods/montecarlo/parametricexercise.cpp,
	  ql/termstructures/volatilities/swaption/cmsmarket.hpp:
	  
	  rev 10953 missing files committed, sorry folks

2007-05-24 17:16  Francois du Vignaud

	* [r10953] ql/math/interpolations/sabrinterpolation.hpp,
	  ql/math/matrixutilities/pseudosqrt.cpp,
	  ql/math/optimization/levenbergmarquardt.cpp,
	  ql/math/optimization/linesearch.cpp,
	  ql/math/optimization/linesearchbasedmethod.hpp,
	  ql/math/optimization/method.hpp, ql/math/optimization/problem.hpp,
	  ql/math/optimization/simplex.cpp, test-suite/optimizers.cpp:
	  
	  prematurely included headers removed from method.hpp

2007-05-24 16:30  Francois du Vignaud

	* [r10952] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  all multiStepsProduct tests consolidated in a single test

2007-05-24 16:12  Francois du Vignaud

	* [r10951] test-suite/marketmodel.cpp:
	  
	  MultiStepProduct tests refactored

2007-05-24 14:18  Chiara Fornarola

	* [r10949] test-suite/assetswap.cpp:
	  
	  add very stupid case to assetswap.cpp in order to make ensure that
	  bond's currentCoupon returns correct value.
	  consequently updated my todos

2007-05-23 16:29  Ferdinando Ametrano

	* [r10932] QuantLib_vc7.vcproj,
	  ql/termstructures/volatilities/caplet/Makefile.am:
	  
	  VC7/gcc catching up

2007-05-23 16:10  Chiara Fornarola

	* [r10928] ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp,
	  ql/instruments/bond.cpp, ql/instruments/bond.hpp:
	  
	  renamed the following functions:
	  qlLegLastCouponRate->qlLegPreviousCouponRate
	  qlBondLastCoupon->qlBondPreviousCoupon

2007-05-23 16:07  Ferdinando Ametrano

	* [r10926] ql/cashflows/conundrumpricer.hpp,
	  ql/cashflows/couponpricer.hpp, ql/instruments/basketoption.hpp,
	  ql/math/integrals/integral.hpp,
	  ql/math/interpolations/cubicspline.hpp,
	  ql/methods/finitedifferences/pde.hpp,
	  ql/methods/finitedifferences/stepcondition.hpp,
	  ql/models/shortrate/onefactormodel.hpp, ql/patterns/visitor.hpp,
	  ql/pricingengines/vanilla/fdvanillaengine.hpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube1.hpp,
	  ql/volatilitymodel.hpp:
	  
	  removed useless semicolon

2007-05-23 10:36  Giorgio Facchinetti

	* [r10913] QuantLib_vc8.vcproj,
	  ql/termstructures/volatilities/caplet/spreadedcapletvolstructure.cpp,
	  ql/termstructures/volatilities/caplet/spreadedcapletvolstructure.hpp,
	  ql/termstructures/volatilities/swaption/spreadedswaptionvolstructure.cpp,
	  ql/termstructures/volatilities/swaption/spreadedswaptionvolstructure.hpp,
	  test-suite/capstripper.cpp, test-suite/capstripper.hpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  Added SpreadedCapletVolatilityStructure class

2007-05-23 07:49  Francois du Vignaud

	* [r10909] test-suite/capstripper.cpp, test-suite/rangeaccrual.cpp:
	  
	  test suite catching up

2007-05-22 15:03  Francois du Vignaud

	* [r10907]
	  ql/termstructures/volatilities/interpolatedsmilesection.hpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.hpp,
	  ql/termstructures/volatilities/smilesection.cpp,
	  ql/termstructures/volatilities/smilesection.hpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube2.cpp:
	  
	  SmileSection atmLevel method implemented

2007-05-22 13:18  Ferdinando Ametrano

	* [r10905] ql/termstructures/volatilities/smilesection.hpp:
	  
	  romoved useless semicolon

2007-05-22 02:17  Joseph Wang

	* [r10893] test-suite/swaptionvolatilitycube.cpp:
	  
	  change to reflect new directory

2007-05-22 02:14  Joseph Wang

	* [r10892] test-suite/swaptionvolatilitycube.cpp:
	  
	  fix typo in includes

2007-05-22 02:07  Joseph Wang

	* [r10891] configure.ac, ql/termstructures/volatilities/Makefile.am,
	  ql/termstructures/volatilities/all.hpp,
	  ql/termstructures/volatilities/caplet/Makefile.am,
	  ql/termstructures/volatilities/caplet/all.hpp,
	  ql/termstructures/volatilities/equity/Makefile.am,
	  ql/termstructures/volatilities/equity/all.hpp,
	  ql/termstructures/volatilities/swaption/Makefile.am,
	  ql/termstructures/volatilities/swaption/all.hpp, ql/time/all.hpp:
	  
	  fix build files to work with linux

2007-05-21 19:21  Ferdinando Ametrano

	* [r10890] test-suite/assetswap.cpp, test-suite/cms.cpp,
	  test-suite/rangeaccrual.cpp:
	  
	  moved vol termstructures in swaption/caplet/equity subfolders

2007-05-21 19:09  Ferdinando Ametrano

	* [r10889] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/legacy/libormarketmodels/liborforwardmodel.hpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/termstructures/volatilities/Makefile.am,
	  ql/termstructures/volatilities/all.hpp,
	  ql/termstructures/volatilities/caplet,
	  ql/termstructures/volatilities/caplet/all.hpp,
	  ql/termstructures/volatilities/caplet/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatilities/caplet/capstripper.cpp,
	  ql/termstructures/volatilities/caplet/capstripper.hpp,
	  ql/termstructures/volatilities/capletvol,
	  ql/termstructures/volatilities/swaption,
	  ql/termstructures/volatilities/swaption/all.hpp,
	  ql/termstructures/volatilities/swaption/cmsmarket.cpp,
	  ql/termstructures/volatilities/swaption/cmsmarket.hpp,
	  ql/termstructures/volatilities/swaption/spreadedswaptionvolstructure.cpp,
	  ql/termstructures/volatilities/swaption/swaptionconstantvol.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube.hpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube1.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube1.hpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube2.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolcube2.hpp,
	  ql/termstructures/volatilities/swaption/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolmatrix.cpp,
	  ql/termstructures/volatilities/swaption/swaptionvolmatrix.hpp,
	  ql/termstructures/volatilities/swaptionvol,
	  test-suite/assetswap.cpp, test-suite/capflooredcoupon.cpp,
	  test-suite/capstripper.cpp, test-suite/cms.cpp,
	  test-suite/digitalcoupon.cpp, test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp, test-suite/rangeaccrual.cpp,
	  test-suite/swap.cpp, test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  moved vol termstructures in swaption/caplet/equity subfolders

2007-05-21 18:24  Ferdinando Ametrano

	* [r10888] QuantLib_vc8.vcproj, ql/instruments/barrieroption.cpp,
	  ql/instruments/multiassetoption.cpp,
	  ql/instruments/oneassetoption.cpp,
	  ql/legacy/libormarketmodels/liborforwardmodel.hpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/forward/forwardengine.hpp,
	  ql/pricingengines/hybrid/binomialconvertibleengine.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/vanilla/binomialengine.hpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.cpp,
	  ql/pricingengines/vanilla/mceuropeanengine.hpp,
	  ql/processes/blackscholesprocess.cpp,
	  ql/termstructures/volatilities/Makefile.am,
	  ql/termstructures/volatilities/all.hpp,
	  ql/termstructures/volatilities/blackconstantvol.hpp,
	  ql/termstructures/volatilities/blackvariancecurve.cpp,
	  ql/termstructures/volatilities/blackvariancecurve.hpp,
	  ql/termstructures/volatilities/blackvariancesurface.cpp,
	  ql/termstructures/volatilities/blackvariancesurface.hpp,
	  ql/termstructures/volatilities/capflatvolvector.hpp,
	  ql/termstructures/volatilities/capletconstantvol.hpp,
	  ql/termstructures/volatilities/capletvariancecurve.hpp,
	  ql/termstructures/volatilities/capletvol,
	  ql/termstructures/volatilities/capletvol/Makefile.am,
	  ql/termstructures/volatilities/capletvol/all.hpp,
	  ql/termstructures/volatilities/capletvol/capflatvolvector.hpp,
	  ql/termstructures/volatilities/capletvol/capletconstantvol.hpp,
	  ql/termstructures/volatilities/capletvol/capletvariancecurve.hpp,
	  ql/termstructures/volatilities/capletvol/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatilities/capletvol/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatilities/capletvol/capstripper.cpp,
	  ql/termstructures/volatilities/capletvol/capstripper.hpp,
	  ql/termstructures/volatilities/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatilities/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatilities/capstripper.cpp,
	  ql/termstructures/volatilities/capstripper.hpp,
	  ql/termstructures/volatilities/cmsmarket.cpp,
	  ql/termstructures/volatilities/cmsmarket.hpp,
	  ql/termstructures/volatilities/equity,
	  ql/termstructures/volatilities/equity/Makefile.am,
	  ql/termstructures/volatilities/equity/all.hpp,
	  ql/termstructures/volatilities/equity/blackconstantvol.hpp,
	  ql/termstructures/volatilities/equity/blackvariancecurve.cpp,
	  ql/termstructures/volatilities/equity/blackvariancecurve.hpp,
	  ql/termstructures/volatilities/equity/blackvariancesurface.cpp,
	  ql/termstructures/volatilities/equity/blackvariancesurface.hpp,
	  ql/termstructures/volatilities/equity/impliedvoltermstructure.hpp,
	  ql/termstructures/volatilities/equity/localconstantvol.hpp,
	  ql/termstructures/volatilities/equity/localvolcurve.hpp,
	  ql/termstructures/volatilities/equity/localvolsurface.cpp,
	  ql/termstructures/volatilities/equity/localvolsurface.hpp,
	  ql/termstructures/volatilities/impliedvoltermstructure.hpp,
	  ql/termstructures/volatilities/localconstantvol.hpp,
	  ql/termstructures/volatilities/localvolcurve.hpp,
	  ql/termstructures/volatilities/localvolsurface.cpp,
	  ql/termstructures/volatilities/localvolsurface.hpp,
	  ql/termstructures/volatilities/spreadedswaptionvolstructure.cpp,
	  ql/termstructures/volatilities/spreadedswaptionvolstructure.hpp,
	  ql/termstructures/volatilities/swaptionconstantvol.cpp,
	  ql/termstructures/volatilities/swaptionconstantvol.hpp,
	  ql/termstructures/volatilities/swaptionvol,
	  ql/termstructures/volatilities/swaptionvol/Makefile.am,
	  ql/termstructures/volatilities/swaptionvol/all.hpp,
	  ql/termstructures/volatilities/swaptionvol/cmsmarket.cpp,
	  ql/termstructures/volatilities/swaptionvol/cmsmarket.hpp,
	  ql/termstructures/volatilities/swaptionvol/spreadedswaptionvolstructure.cpp,
	  ql/termstructures/volatilities/swaptionvol/spreadedswaptionvolstructure.hpp,
	  ql/termstructures/volatilities/swaptionvol/swaptionconstantvol.cpp,
	  ql/termstructures/volatilities/swaptionvol/swaptionconstantvol.hpp,
	  ql/termstructures/volatilities/swaptionvol/swaptionvolcube.cpp,
	  ql/termstructures/volatilities/swaptionvol/swaptionvolcube.hpp,
	  ql/termstructures/volatilities/swaptionvol/swaptionvolcube1.cpp,
	  ql/termstructures/volatilities/swaptionvol/swaptionvolcube1.hpp,
	  ql/termstructures/volatilities/swaptionvol/swaptionvolcube2.cpp,
	  ql/termstructures/volatilities/swaptionvol/swaptionvolcube2.hpp,
	  ql/termstructures/volatilities/swaptionvol/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatilities/swaptionvol/swaptionvoldiscrete.hpp,
	  ql/termstructures/volatilities/swaptionvol/swaptionvolmatrix.cpp,
	  ql/termstructures/volatilities/swaptionvol/swaptionvolmatrix.hpp,
	  ql/termstructures/volatilities/swaptionvolcube.cpp,
	  ql/termstructures/volatilities/swaptionvolcube.hpp,
	  ql/termstructures/volatilities/swaptionvolcube1.cpp,
	  ql/termstructures/volatilities/swaptionvolcube1.hpp,
	  ql/termstructures/volatilities/swaptionvolcube2.cpp,
	  ql/termstructures/volatilities/swaptionvolcube2.hpp,
	  ql/termstructures/volatilities/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatilities/swaptionvoldiscrete.hpp,
	  ql/termstructures/volatilities/swaptionvolmatrix.cpp,
	  ql/termstructures/volatilities/swaptionvolmatrix.hpp,
	  test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/assetswap.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/brownianbridge.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/cliquetoption.cpp, test-suite/cms.cpp,
	  test-suite/convertiblebonds.cpp, test-suite/digitalcoupon.cpp,
	  test-suite/digitaloption.cpp, test-suite/dividendoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/jumpdiffusion.cpp, test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/lookbackoptions.cpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/quantooption.cpp, test-suite/rangeaccrual.cpp,
	  test-suite/swap.cpp, test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp, test-suite/utilities.cpp,
	  test-suite/varianceswaps.cpp:
	  
	  moved vol termstructures in swaption/caplet/equity subfolders

2007-05-21 15:03  Francois du Vignaud

	* [r10881] ql/quotes/simplequote.hpp:
	  
	  Observability bug fixed

2007-05-21 13:48  Ferdinando Ametrano

	* [r10880] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/cashflows/Makefile.am, ql/cashflows/all.hpp,
	  ql/cashflows/analysis.cpp, ql/cashflows/analysis.hpp,
	  ql/cashflows/cashflows.cpp, ql/cashflows/cashflows.hpp,
	  ql/instruments/assetswap.cpp, ql/instruments/bond.cpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/capfloor.cpp, ql/instruments/makecapfloor.cpp,
	  ql/instruments/makecms.cpp, ql/instruments/swap.cpp,
	  ql/instruments/swaption.cpp, ql/instruments/vanillaswap.cpp,
	  ql/models/marketmodels/models/alphafinder.cpp,
	  ql/models/marketmodels/models/alphafinder.hpp,
	  ql/models/marketmodels/models/alphaform.cpp,
	  ql/models/marketmodels/models/alphaform.hpp,
	  ql/models/marketmodels/models/alphaformconcrete.cpp,
	  ql/models/marketmodels/models/alphaformconcrete.hpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/processes/lfmprocess.cpp,
	  ql/termstructures/volatilities/cmsmarket.cpp,
	  test-suite/assetswap.cpp, test-suite/bonds.cpp,
	  test-suite/capfloor.cpp, test-suite/capflooredcoupon.cpp,
	  test-suite/cms.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/rangeaccrual.cpp, test-suite/swap.cpp:
	  
	  - renamed ql/analisys.*pp as cashflows.*pp
	  - created qlo/leg.*pp new files
	  - created leg.xml new file

2007-05-19 17:51  Joseph Wang

	* [r10865] ql/termstructures/Makefile.am, ql/termstructures/all.hpp,
	  ql/termstructures/volatilities/all.hpp:
	  
	  add some hpp files

2007-05-19 17:49  Joseph Wang

	* [r10864] test-suite/swaptionvolatilitycube.cpp:
	  
	  fix tolerance problem should use fabs for floating point

2007-05-19 17:44  Joseph Wang

	* [r10863] test-suite/optimizers.cpp:
	  
	  decompose return to fix build break with g++

2007-05-19 17:34  Joseph Wang

	* [r10862] ql/models/marketmodels/correlations/Makefile.am,
	  ql/models/marketmodels/correlations/all.hpp:
	  
	  fix broken build

2007-05-18 17:40  Ferdinando Ametrano

	* [r10839] ql/cashflows/analysis.cpp, ql/cashflows/analysis.hpp,
	  ql/instruments/bond.cpp, ql/instruments/bond.hpp,
	  ql/time/schedule.cpp, ql/time/schedule.hpp:
	  
	  - added lastCashFlow, nextCashFlow, lastCouponRate,
	  currentCouponRate to CashFlows
	  - added lastCoupon to Bond
	  - new Bond::currentCoupon implementation using
	  CashFlows::currentCouponRate
	  - exported the above to Excel
	  
	  more tests are needed to assess the robustness of these
	  functionalities

2007-05-18 17:30  Ferdinando Ametrano

	* [r10838] ql/quotes/simplequote.hpp:
	  
	  - added and exported to Excel SimpleQuote::reset()

2007-05-18 11:19  Francois du Vignaud

	* [r10829] test-suite/marketmodel.cpp:
	  
	  testMultiStepCoterminalSwapsAndSwaptions fixed

2007-05-18 10:50  Ferdinando Ametrano

	* [r10828] QuantLib_vc7.vcproj,
	  ql/termstructures/volatilities/Makefile.am:
	  
	  VC7, gcc catching up

2007-05-18 10:45  Ferdinando Ametrano

	* [r10827] ql/time/schedule.cpp, ql/time/schedule.hpp:
	  
	  - few more inspectors added to Schedule class, cleaned up some minor
	  implementation detail
	  - full Schedule interface exported to Excel

2007-05-18 09:47  Giorgio Facchinetti

	* [r10824]
	  ql/termstructures/volatilities/spreadedswaptionvolstructure.cpp,
	  ql/termstructures/volatilities/spreadedswaptionvolstructure.hpp:
	  
	  Added SpreadedSwaptionVolatilityStructure class

2007-05-18 09:21  Katiuscia Manzoni

	* [r10821] ql/quotes/compositequote.hpp, ql/quotes/derivedquote.hpp,
	  ql/quotes/eurodollarfuturesquote.hpp, ql/quotes/simplequote.hpp:
	  
	  

2007-05-18 08:48  Giorgio Facchinetti

	* [r10818] QuantLib_vc8.vcproj, ql/termstructure.hpp,
	  ql/termstructures/swaptionvolstructure.hpp,
	  ql/termstructures/volatilities/smilesection.hpp,
	  ql/termstructures/volatilities/swaptionvolcube.hpp,
	  ql/termstructures/volatilities/swaptionvolcube2.cpp,
	  ql/termstructures/volatilities/swaptionvolcube2.hpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitycube.hpp:
	  
	  Added SpreadedSwaptionVolatilityStructure class

2007-05-18 07:23  Francois du Vignaud

	* [r10817] test-suite/marketmodel.cpp:
	  
	  MultiStepCoterminalSwaps test fixed, MultiStepCoterminalSwaption is
	  still failing

2007-05-17 15:12  Ferdinando Ametrano

	* [r10814] ql/quote.hpp, ql/quotes/compositequote.hpp,
	  ql/quotes/derivedquote.hpp, ql/quotes/eurodollarfuturesquote.cpp,
	  ql/quotes/eurodollarfuturesquote.hpp,
	  ql/quotes/forwardvaluequote.cpp, ql/quotes/forwardvaluequote.hpp,
	  ql/quotes/futuresconvadjustmentquote.cpp,
	  ql/quotes/futuresconvadjustmentquote.hpp,
	  ql/quotes/impliedstddevquote.cpp, ql/quotes/impliedstddevquote.hpp,
	  ql/quotes/simplequote.hpp:
	  
	  digital signature added back

2007-05-17 15:09  Ferdinando Ametrano

	* [r10812] ql/time/schedule.cpp, ql/time/schedule.hpp:
	  
	  expanded Schedule interface
	  - added const_iterator lower_bound(const Date& d = Null<Date>())
	  const;
	  - added Date previousDate(const Date& refDate) const;
	  - added Date nextDate(const Date& refDate) const;
	  - exported full Schedule interface to Excel

2007-05-17 09:54  Marco Bianchetti

	* [r10806] ql/math/optimization/conjugategradient.cpp,
	  ql/math/optimization/conjugategradient.hpp,
	  ql/math/optimization/endcriteria.cpp,
	  ql/math/optimization/endcriteria.hpp, test-suite/optimizers.cpp:
	  
	  Bug fixed in conjugate gradient.
	  Conjugate gradient added to the optimizers test.

2007-05-17 09:50  Marco Bianchetti

	* [r10805] ql/math/interpolations/sabrinterpolation.hpp:
	  
	  Just renamed a variable with a more appropriate name

2007-05-17 08:43  Francois du Vignaud

	* [r10803] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/math/matrixutilities/tapcorrelations.cpp,
	  ql/math/matrixutilities/tapcorrelations.hpp,
	  ql/models/marketmodels/correlations/tapcorrelations.cpp,
	  ql/models/marketmodels/correlations/tapcorrelations.hpp,
	  test-suite/tapcorrelations.cpp:
	  
	  tapcorrelations files moved in math/matrixutilities/

2007-05-17 08:37  Francois du Vignaud

	* [r10802] test-suite/quotes.cpp:
	  
	  revision 10732 forwardported

2007-05-17 07:42  Francois du Vignaud

	* [r10799] ql/math/optimization/levenbergmarquardt.cpp,
	  ql/math/optimization/levenbergmarquardt.hpp,
	  ql/math/optimization/lmdif.cpp, ql/math/optimization/lmdif.hpp,
	  test-suite/optimizers.cpp:
	  
	  Nested LevenbergMarquardt optimizations bug fixed

2007-05-17 07:13  Marco Bianchetti

	* [r10798] ql/math/integrals/simpsonintegral.hpp:
	  
	  Correction for VC7 compilation error

2007-05-16 16:33  Marco Bianchetti

	* [r10793] ql/termstructures/volatilities/swaptionvolcube1.cpp,
	  ql/termstructures/volatilities/swaptionvolcube1.hpp:
	  
	  tested Levenberg-Marquardt in sabr interpolation:
	  - extended signature of SABRInterpolations and Swaptionvol1
	  - exported new signature in QLXL
	  - updated and tested swaptionvol1.xls and
	  MultiIndexSingleMeanRevCalibration.xls
	  - Found a bug for nested Levenberg-Marquardt optimizations (work in
	  progress)

2007-05-16 13:54  Francois du Vignaud

	* [r10783] ql/math/integrals/integral.cpp,
	  ql/math/integrals/simpsonintegral.hpp,
	  ql/math/integrals/trapezoidintegral.hpp, test-suite/integrals.cpp,
	  test-suite/interpolations.cpp:
	  
	  last refactoring of the integration framework

2007-05-16 13:17  Ferdinando Ametrano

	* [r10780] ql/termstructures/swaptionvolstructure.hpp,
	  ql/termstructures/volatilities/swaptionconstantvol.cpp,
	  ql/termstructures/volatilities/swaptionconstantvol.hpp,
	  ql/termstructures/volatilities/swaptionvolcube.hpp,
	  ql/termstructures/volatilities/swaptionvolcube1.cpp,
	  ql/termstructures/volatilities/swaptionvolcube1.hpp,
	  ql/termstructures/volatilities/swaptionvolcube2.cpp,
	  ql/termstructures/volatilities/swaptionvolcube2.hpp,
	  ql/termstructures/volatilities/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatilities/swaptionvolmatrix.cpp,
	  ql/termstructures/volatilities/swaptionvolmatrix.hpp:
	  
	  - cleaned up SwaptionVolatilityStructure interface
	  - renamed "boost::shared_ptr<SmileSection> smileSection(Time, Time)
	  const" as "boost::shared_ptr<SmileSection> smileSectionImpl(Time,
	  Time) const"

2007-05-16 13:01  Francois du Vignaud

	* [r10777] ql/cashflows/conundrumpricer.cpp:
	  
	  root not bracketed bug in cms calibration explained but not fixed

2007-05-16 12:52  Marco Bianchetti

	* [r10776] test-suite/optimizers.cpp:
	  
	  correct set up of the test (ConjugateGradient and SteepestDescent
	  still disabled, work in progress)

2007-05-16 09:36  Marco Bianchetti

	* [r10771] test-suite/optimizers.cpp, test-suite/optimizers.hpp:
	  
	  Added one more optimization test to reproduce a bug found in QLXL
	  with nested LevenbergMarquardt optimizations.
	  At the moment it is disabled, if enabled, it crashes because of
	  wrong management of the problem data (presently a global variable)
	  between inner and outer optimizations.

2007-05-15 15:28  Ferdinando Ametrano

	* [r10750] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj, ql/Makefile.am,
	  ql/capvolstructures.hpp, ql/cashflows/conundrumpricer.cpp,
	  ql/cashflows/couponpricer.hpp, ql/indexes/iborindex.cpp,
	  ql/indexes/iborindex.hpp, ql/indexes/interestrateindex.hpp,
	  ql/instruments/bond.hpp, ql/instruments/capfloor.cpp,
	  ql/instruments/fixedratebondforward.cpp, ql/instruments/forward.cpp,
	  ql/instruments/swap.cpp, ql/instruments/swaption.cpp,
	  ql/legacy/pricers/mccliquetoption.hpp,
	  ql/legacy/pricers/mcdiscretearithmeticaso.hpp,
	  ql/legacy/pricers/mceverest.hpp, ql/legacy/pricers/mchimalaya.hpp,
	  ql/legacy/pricers/mcmaxbasket.hpp, ql/legacy/pricers/mcpagoda.hpp,
	  ql/legacy/pricers/mcperformanceoption.hpp,
	  ql/methods/montecarlo/brownianbridge.hpp,
	  ql/methods/montecarlo/longstaffschwartzpathpricer.hpp,
	  ql/models/calibrationhelper.hpp,
	  ql/models/marketmodels/models/flatvol.hpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.hpp,
	  ql/pricingengines/vanilla/mcdigitalengine.hpp,
	  ql/processes/blackscholesprocess.hpp,
	  ql/processes/hestonprocess.hpp, ql/processes/hullwhiteprocess.hpp,
	  ql/processes/lfmprocess.hpp, ql/quantlib.hpp,
	  ql/swaptionvolstructure.cpp, ql/swaptionvolstructure.hpp,
	  ql/termstructures/Makefile.am,
	  ql/termstructures/capvolstructures.hpp,
	  ql/termstructures/swaptionvolstructure.cpp,
	  ql/termstructures/swaptionvolstructure.hpp,
	  ql/termstructures/volatilities/blackconstantvol.hpp,
	  ql/termstructures/volatilities/blackvariancecurve.hpp,
	  ql/termstructures/volatilities/blackvariancesurface.hpp,
	  ql/termstructures/volatilities/capflatvolvector.hpp,
	  ql/termstructures/volatilities/capletconstantvol.hpp,
	  ql/termstructures/volatilities/capletvariancecurve.hpp,
	  ql/termstructures/volatilities/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatilities/impliedvoltermstructure.hpp,
	  ql/termstructures/volatilities/localvolsurface.hpp,
	  ql/termstructures/volatilities/swaptionconstantvol.hpp,
	  ql/termstructures/volatilities/swaptionvoldiscrete.hpp,
	  ql/termstructures/voltermstructure.cpp,
	  ql/termstructures/voltermstructure.hpp,
	  ql/termstructures/yieldcurves/discountcurve.hpp,
	  ql/termstructures/yieldcurves/drifttermstructure.hpp,
	  ql/termstructures/yieldcurves/flatforward.hpp,
	  ql/termstructures/yieldcurves/forwardstructure.hpp,
	  ql/termstructures/yieldcurves/impliedtermstructure.hpp,
	  ql/termstructures/yieldcurves/quantotermstructure.hpp,
	  ql/termstructures/yieldcurves/zeroyieldstructure.hpp,
	  ql/termstructures/yieldtermstructure.hpp, ql/voltermstructure.cpp,
	  ql/voltermstructure.hpp, ql/yieldtermstructure.hpp,
	  test-suite/utilities.hpp:
	  
	  TermStructure derived classes moved into termstructures folder

2007-05-15 14:06  Francois du Vignaud

	* [r10742] ql/models/marketmodels/correlations/tapcorrelations.cpp,
	  test-suite/tapcorrelations.cpp:
	  
	  FrobeniusCostFunction::values small bug fixed
	  Unconstrained parametric versions tests added
	  -> unconstraining improves optimizations only for
	  triangularAnglesParametrization
	  -> lmmTriangularAnglesParametrizationUnconstrained can be slightly
	  improved by adding an extra lambda value (ie: a number which
	  modifies the size of the optimization steps) to the
	  LevenbergMarquardt method, still the plain parametrization is more
	  efficient

2007-05-15 10:07  Ferdinando Ametrano

	* [r10734] ql/models/marketmodels/correlations/tapcorrelations.cpp,
	  ql/models/marketmodels/correlations/tapcorrelations.hpp:
	  
	  formatting

2007-05-14 18:04  Chiara Fornarola

	* [r10725] ql/instruments/bond.cpp, ql/instruments/bond.hpp:
	  
	  added two new functions:
	  qlBondCleanPriceFromZSpread and qlBondDirtyPriceFromZspread
	  they return clean and dirty price for a given bond object whe
	  inputing a zero cpn spread.

2007-05-14 16:19  Chiara Fornarola

	* [r10720]
	  ql/termstructures/yieldcurves/zerospreadedtermstructure.hpp:
	  
	  added and commented out the requirement for spread daycounter equal
	  to yieldtermstructure daycounter.
	  to be reviewed by nando

2007-05-14 15:38  Cristina Duminuco

	* [r10715] test-suite/digitalcoupon.cpp, test-suite/digitalcoupon.hpp:
	  
	  -catching-up with new signature of DigitalCoupon constructor
	  -new test introduced: testCallPutParity() and testReplicationType()

2007-05-14 15:37  Cristina Duminuco

	* [r10714] ql/cashflows/cashflowvectors.cpp,
	  ql/cashflows/cashflowvectors.hpp:
	  
	  catching-up with new signature of DigitalCoupon constructor

2007-05-14 15:35  Cristina Duminuco

	* [r10713] ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/digitalcoupon.hpp:
	  
	  - changed signature
	  - removed method optionRate() and added methods callOptionRate() and
	  putOptionRate()
	  - introduced Sub/Central/Super Replication

2007-05-14 14:11  Francois du Vignaud

	* [r10711] ql/quotes/eurodollarfuturesquote.cpp,
	  ql/quotes/eurodollarfuturesquote.hpp,
	  ql/quotes/impliedstddevquote.cpp, ql/quotes/impliedstddevquote.hpp:
	  
	  cleaner bug fix in LazyObject use
	  DerivedQuotes.xls udpated to test
	  EurodollarFuturesImpliedStdDevQuote observability

2007-05-14 12:53  Chiara Fornarola

	* [r10707] ql/instruments/bond.cpp, ql/instruments/bond.hpp:
	  
	  currentCoupon as a new method of bond class
	  qlBondCurrentCoupon esposed to excel and used in BondMonitor_EUR.xls
	  and BondFunctions.xls
	  wip for Z-spread

2007-05-14 10:51  Francois du Vignaud

	* [r10704] ql/quotes/eurodollarfuturesquote.cpp:
	  
	  bug fix in LazyObject use

2007-05-13 10:53  Klaus Spanderen

	* [r10701] ql/methods/lattices/binomialtree.hpp,
	  ql/methods/lattices/trinomialtree.hpp:
	  
	  gcc-4.0.x compile fix

2007-05-11 17:58  Joseph Wang

	* [r10700] configure.ac, ql/index.hpp:
	  
	  add required include into index.hpp
	  add bond subdirectory into configure.ac

2007-05-11 11:44  Ferdinando Ametrano

	* [r10694] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/bonds, ql/instruments/bonds/Makefile.am,
	  ql/instruments/bonds/cmsratebond.cpp,
	  ql/instruments/bonds/cmsratebond.hpp,
	  ql/instruments/bonds/convertiblebond.cpp,
	  ql/instruments/bonds/convertiblebond.hpp,
	  ql/instruments/bonds/fixedratebond.cpp,
	  ql/instruments/bonds/fixedratebond.hpp,
	  ql/instruments/bonds/floatingratebond.cpp,
	  ql/instruments/bonds/floatingratebond.hpp,
	  ql/instruments/bonds/zerocouponbond.cpp,
	  ql/instruments/bonds/zerocouponbond.hpp,
	  ql/instruments/cmsratebond.cpp, ql/instruments/cmsratebond.hpp,
	  ql/instruments/convertiblebond.cpp,
	  ql/instruments/convertiblebond.hpp,
	  ql/instruments/fixedratebond.cpp, ql/instruments/fixedratebond.hpp,
	  ql/instruments/fixedratebondforward.hpp,
	  ql/instruments/floatingratebond.cpp,
	  ql/instruments/floatingratebond.hpp,
	  ql/instruments/zerocouponbond.cpp,
	  ql/instruments/zerocouponbond.hpp,
	  ql/pricingengines/hybrid/binomialconvertibleengine.hpp,
	  ql/pricingengines/hybrid/discretizedconvertible.hpp,
	  ql/termstructures/yieldcurves/bondhelpers.hpp,
	  test-suite/assetswap.cpp, test-suite/bonds.cpp,
	  test-suite/convertiblebonds.cpp:
	  
	  moved bonds in their own instruments subfolder

2007-05-11 10:05  Marco Bianchetti

	* [r10692] ql/math/optimization/simplex.cpp,
	  ql/termstructures/volatilities/abcd.cpp, test-suite/optimizers.cpp:
	  
	  - Set up OptimizersTest in testsuite
	  - Found a wrong behaviour of simplex in the very simple case of a 1D
	  parabole (see the comment in testsuite optimzers.cpp)
	  => Improved simplex: change termination criteria from the f(x)
	  values (as in Numerical Recipes) to the x values (as in the GSL for
	  instance)
	  - set the correct x tolerance in abcd.cpp

2007-05-11 09:56  Marco Bianchetti

	* [r10691] ql/models/model.cpp, ql/models/model.hpp,
	  test-suite/shortratemodels.cpp:
	  
	  Improved ShortRateModelTest::testCachedHullWhite with:
	  1) use of endCriteria
	  2) exposing minimzation results of calibrated model
	  3) moving from simplex to LevenbergMarquardt optimizer

2007-05-11 09:21  Marco Bianchetti

	* [r10687] ql/math/interpolations/sabrinterpolation.hpp:
	  
	  changed comment: parameters restored in LevenbergMarquardt(1e-8,
	  1e-8, 1e-8));

2007-05-11 09:06  Cristina Duminuco

	* [r10686] test-suite/quantlibtestsuite.cpp:
	  
	  restored all tests

2007-05-11 09:01  Ferdinando Ametrano

	* [r10685] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj, ql/Makefile.am,
	  ql/cashflows/Makefile.am, ql/cashflows/cashflowvectors.hpp,
	  ql/cashflows/coupon.cpp, ql/cashflows/coupon.hpp,
	  ql/cashflows/fixedratecoupon.hpp,
	  ql/cashflows/floatingratecoupon.hpp, ql/daycounter.hpp,
	  ql/indexes/interestrateindex.hpp, ql/instruments/bond.hpp,
	  ql/instruments/forward.hpp, ql/instruments/makevanillaswap.hpp,
	  ql/interestrate.hpp, ql/quantlib.hpp, ql/time/Makefile.am,
	  ql/time/daycounter.hpp, ql/time/daycounters/actual360.hpp,
	  ql/time/daycounters/actual365fixed.hpp,
	  ql/time/daycounters/actualactual.hpp,
	  ql/time/daycounters/business252.hpp, ql/time/daycounters/one.hpp,
	  ql/time/daycounters/simpledaycounter.hpp,
	  ql/time/daycounters/thirty360.hpp:
	  
	  moved daycounter.hpp into time folder

2007-05-11 08:09  Ferdinando Ametrano

	* [r10682] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/cashflows/cashflowvectors.cpp, ql/cashflows/cashflowvectors.hpp,
	  ql/cashflows/conundrumpricer.cpp, ql/cashflows/rangeaccrual.cpp,
	  ql/cashflows/rangeaccrual.hpp, ql/indexes/swapindex.cpp,
	  ql/indexes/swapindex.hpp, ql/instruments/assetswap.cpp,
	  ql/instruments/assetswap.hpp, ql/instruments/cmsratebond.cpp,
	  ql/instruments/convertiblebond.hpp,
	  ql/instruments/fixedratebond.cpp,
	  ql/instruments/floatingratebond.cpp, ql/instruments/makecms.cpp,
	  ql/instruments/makevanillaswap.cpp,
	  ql/instruments/makevanillaswap.hpp, ql/instruments/vanillaswap.cpp,
	  ql/instruments/vanillaswap.hpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp,
	  ql/processes/lfmprocess.cpp,
	  ql/termstructures/volatilities/capstripper.cpp,
	  ql/termstructures/yieldcurves/ratehelpers.cpp,
	  test-suite/bermudanswaption.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/cms.cpp,
	  test-suite/compoundforward.cpp, test-suite/libormarketmodel.cpp,
	  test-suite/rangeaccrual.cpp, test-suite/shortratemodels.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp:
	  
	  using forward declaration to avoid early inclusion of schedule.hpp
	  (and iborindex.hpp)

2007-05-10 18:42  Marco Bianchetti

	* [r10681] ql/math/optimization/endcriteria.cpp,
	  ql/math/optimization/endcriteria.hpp:
	  
	  added setter method setRootEpsilon

2007-05-10 18:05  Marco Bianchetti

	* [r10680] test-suite/testsuite_vc7.vcproj:
	  
	  VC7 catching up of range accrual tests

2007-05-10 17:37  Ferdinando Ametrano

	* [r10679] QuantLib_vc8.vcproj, test-suite/quantlibtestsuite.cpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  latest caplet/swaption calibration files added to VC8

2007-05-09 17:53  Katiuscia Manzoni

	* [r10667] ql/index.hpp:
	  
	  bug fix: fixing date is valid if it's <= reference/evaluation date

2007-05-09 01:26  Mark Joshi

	* [r10659] test-suite/marketmodel_smmcapletalphacalibration.cpp:
	  
	  changed test to test iterative outside alpha calibration

2007-05-09 01:25  Mark Joshi

	* [r10658] ql/models/marketmodels/models/alphafinder.cpp,
	  ql/models/marketmodels/models/alphafinder.hpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp:
	  
	  we now have alpha solving inside iterative loop and
	  have achieved automatic simultaneous exact calibration to coterminal
	  swaptions and caplets even in the difficult case

2007-05-08 15:46  Cristina Duminuco

	* [r10654] ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/digitalcoupon.hpp, test-suite/digitalcoupon.cpp:
	  
	  relaxed requirement on gearing=1 and spread=0
	  effectiveCallStrike and effectivePutStrike removed
	  testAssetOrNothing and testCashOrNothing work with gearing not equal
	  to 1 and non zero spread

2007-05-08 12:54  Cristina Duminuco

	* [r10644] ql/cashflows/digitalcoupon.cpp:
	  
	  removed boost::shared_ptr where not needed

2007-05-08 10:22  Cristina Duminuco

	* [r10638] test-suite/digitalcoupon.cpp:
	  
	  improved tests
	  now testAssetOrNothing is working

2007-05-08 10:19  Cristina Duminuco

	* [r10637] ql/cashflows/digitalcoupon.hpp:
	  
	  Changed inspectors hasPut() and hasCall(): now they respectively
	  check only if the coupon has a call or a put option, regardless of
	  the presence of a collar option.

2007-05-08 07:23  Marco Bianchetti

	* [r10629] ql/math/interpolations/sabrinterpolation.hpp:
	  
	  Added LevenbergMarquardt optimizer (commented, not active), for
	  testing purposes

2007-05-08 07:13  Marco Bianchetti

	* [r10628] ql/termstructures/volatilities/swaptionvolcube1.cpp:
	  
	  bug fixing: default endCriteria was not properly initialized in
	  QL_ENSURE()

2007-05-08 06:51  Mark Joshi

	* [r10627] test-suite/marketmodel_smmcapletalphacalibration.cpp:
	  
	  changes related to updates of alpha calibration

2007-05-08 06:50  Mark Joshi

	* [r10626] ql/models/marketmodels/models/alphafinder.cpp,
	  ql/models/marketmodels/models/alphafinder.hpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.cpp:
	  
	  added ability to solve for alpha in a way that maximizes time
	  homogeneity and seems to work better in a test case that was
	  previously problematic
	  
	  also put in a w0 adjustment which seems to get vols within 0.1%
	  without iteration

2007-05-07 16:10  Francois du Vignaud

	* [r10623] ql/models/marketmodels/correlations/tapcorrelations.cpp,
	  ql/models/marketmodels/correlations/tapcorrelations.hpp,
	  test-suite/tapcorrelations.cpp, test-suite/tapcorrelations.hpp:
	  
	  triangularAnglesParametrization ready to be reviewed

2007-05-07 11:55  Giorgio Facchinetti

	* [r10617] ql/cashflows/rangeaccrual.cpp,
	  ql/cashflows/rangeaccrual.hpp, test-suite/rangeaccrual.cpp,
	  test-suite/rangeaccrual.hpp, test-suite/testsuite_vc8.vcproj:
	  
	  added range accrual test

2007-05-07 11:27  Cristina Duminuco

	* [r10616] ql/cashflows/digitalcoupon.cpp:
	  
	  - added requirement on cashRate
	  - initialisation of callCsi_ and putCsi_ to zero
	  - inspectors methods (callStrike, putStrike and cashRate) returns
	  explicitely Null<Rate>() if we have no call, no put and cash rate.
	  Done for make them work in QLXL

2007-05-04 15:01  Cristina Duminuco

	* [r10607] ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/digitalcoupon.hpp:
	  
	  added inspectors
	  renamed some inspectors

2007-05-04 13:18  Cristina Duminuco

	* [r10605] ql/cashflows/digitalcoupon.cpp:
	  
	  bug fixing (wrong input order)

2007-05-04 12:12  Marco Bianchetti

	* [r10602] QuantLib_vc7.vcproj, test-suite/testsuite_vc7.vcproj:
	  
	  VC7 catching up

2007-05-04 12:11  Ferdinando Ametrano

	* [r10601] ql/index.hpp:
	  
	  improved error message

2007-05-04 11:54  Ferdinando Ametrano

	* [r10600] ql/index.hpp:
	  
	  - prevented the addition of fixings at date later than
	  Settings::instance().evaluationDate()
	  - related workbooks NOT tested yet

2007-05-04 10:55  Giorgio Facchinetti

	* [r10595] test-suite/interpolations.cpp:
	  
	  

2007-05-04 10:52  Eric Ehlers

	* [r10594] ql/cashflows/conundrumpricer.cpp,
	  ql/cashflows/digitalcoupon.cpp, ql/cashflows/rangeaccrual.cpp,
	  ql/legacy/libormarketmodels/lfmcovarproxy.cpp,
	  ql/math/integrals/integral.cpp, ql/math/integrals/integral.hpp,
	  ql/math/integrals/kronrodintegral.cpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.cpp,
	  ql/processes/lfmcovarparam.cpp, test-suite/integrals.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/optimizers.cpp, test-suite/swapforwardmappings.cpp:
	  
	  merged R000800-branch revisions 10556:10591 to trunk.

2007-05-04 10:44  Giorgio Facchinetti

	* [r10592] test-suite/interpolations.cpp:
	  
	  modified sabr interpolation test:
	  all combinations of fixed/free guess_sabr_parameters are now tested
	  with several optimization methods

2007-05-04 09:01  Cristina Duminuco

	* [r10589] ql/cashflows/digitalcoupon.cpp:
	  
	  bug fixed

2007-05-04 08:15  Marco Bianchetti

	* [r10588] test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  deleted uneeded inclusions (already commented)

2007-05-04 04:31  Mark Joshi

	* [r10584] test-suite/marketmodel_smmcapletalphacalibration.cpp,
	  test-suite/marketmodel_smmcapletalphacalibration.hpp:
	  
	  tests for alpha solving in caplet coterminal swaption calibration

2007-05-04 04:30  Mark Joshi

	* [r10583] ql/models/marketmodels/models/alphafinder.cpp,
	  ql/models/marketmodels/models/alphafinder.hpp,
	  ql/models/marketmodels/models/alphaform.cpp,
	  ql/models/marketmodels/models/alphaform.hpp,
	  ql/models/marketmodels/models/alphaformconcrete.cpp,
	  ql/models/marketmodels/models/alphaformconcrete.hpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp:
	  
	  added code to allow solving for alpha in the caplet coterminal
	  swaption approach
	  
	  it includes the ability to specify the function form for alphafinder
	  
	  does not yet iterate to get from truncated HW to full HW correct

2007-05-03 16:57  Marco Bianchetti

	* [r10579] ql/termstructures/volatilities/abcd.cpp,
	  test-suite/marketmodel.cpp:
	  
	  set functionEpsilon for simplex optimizer to the suggested value
	  (see Numerical Recipes in C++, p. 410)

2007-05-03 16:54  Marco Bianchetti

	* [r10578] ql/math/optimization/simplex.cpp:
	  
	  minor changes, improved comments.
	  still to be decided about endCriteria and requirement on tolerance
	  (ftol, see Numerical recipes in C++, p. 410)

2007-05-03 16:52  Marco Bianchetti

	* [r10577] test-suite/optimizers.cpp:
	  
	  optimizer test revisited.
	  Presently it works with 1 optimizer at once, loop over optimizers
	  still to be fixed.

2007-05-03 16:48  Marco Bianchetti

	* [r10575] test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  uneeded inclusions removed

2007-05-03 15:21  Cristina Duminuco

	* [r10571] ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/digitalcoupon.hpp:
	  
	  added methods accept(...) for sub classes DigitalIborCoupon and
	  DigitalCmsCoupon

2007-05-03 15:20  Cristina Duminuco

	* [r10570] ql/cashflows/cashflowvectors.cpp:
	  
	  coherent with class constructor

2007-05-03 13:17  Cristina Duminuco

	* [r10567] ql/cashflows/cashflowvectors.cpp,
	  ql/cashflows/cashflowvectors.hpp:
	  
	  Added DigitalIborLeg and DigitalCmsLeg functions

2007-05-03 13:16  Cristina Duminuco

	* [r10566] ql/cashflows/digitalcoupon.hpp:
	  
	  Constructors of DigitalIborCoupon and DigitalCmsCoupon are now
	  public!

2007-05-03 12:40  Cristina Duminuco

	* [r10564] ql/cashflows/couponpricer.cpp,
	  ql/cashflows/couponpricer.hpp:
	  
	  added visit(...) method in CouponSelectorToSetPricer class for
	  DigitalIborCoupon and DigitalCmsCoupon

2007-05-03 11:24  Cristina Duminuco

	* [r10560] test-suite/digitalcoupon.cpp, test-suite/digitalcoupon.hpp:
	  
	  catching up with modification of DigitalCoupon class
	  TODO: test on Asset-or-nothing case

2007-05-03 10:59  Giorgio Facchinetti

	* [r10558] test-suite/cms.cpp:
	  
	  bug fixed

2007-05-03 10:59  Cristina Duminuco

	* [r10557] ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/digitalcoupon.hpp:
	  
	  1) more clear management of possible payoff (to be tested and
	  decided the behaviour in case negative output of method rate())
	  2) added sub-classes DigitalIborCoupon and DigitalCmsCoupon
	  3) bug fix for effective rates
	  TODO: manage inclusion/exclusion of "=" in cash-or-nothing option

2007-05-03 10:54  Luigi Ballabio

	* [r10555] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj:
	  
	  Updated Windows projects

2007-05-03 10:45  Luigi Ballabio

	* [r10554] ql/indexes/ibor/Makefile.am, ql/indexes/ibor/audlibor.hpp,
	  ql/indexes/ibor/cadlibor.hpp, ql/indexes/ibor/chflibor.hpp,
	  ql/indexes/ibor/dkklibor.hpp, ql/indexes/ibor/euribor.cpp,
	  ql/indexes/ibor/euribor.hpp, ql/indexes/ibor/eurlibor.cpp,
	  ql/indexes/ibor/eurlibor.hpp, ql/indexes/ibor/gbplibor.hpp,
	  ql/indexes/ibor/jpylibor.hpp, ql/indexes/ibor/libor.cpp,
	  ql/indexes/ibor/libor.hpp, ql/indexes/ibor/nzdlibor.hpp,
	  ql/indexes/ibor/usdlibor.hpp, test-suite/capfloor.cpp,
	  test-suite/cms.cpp, test-suite/digitalcoupon.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp, test-suite/quotes.cpp,
	  test-suite/shortratemodels.cpp, test-suite/swap.cpp:
	  
	  Libor and Euribor indexes now deduce their conventions from tenor

2007-05-03 09:21  Luigi Ballabio

	* [r10549] QuantLib.dev:
	  
	  Dev-C++ project is now up to date with recent changes

2007-05-03 08:22  Luigi Ballabio

	* [r10547] ql/indexes/Makefile.am, ql/indexes/ibor,
	  ql/indexes/ibor/Makefile.am, ql/indexes/ibor/all.hpp,
	  ql/indexes/swap, ql/indexes/swap/Makefile.am,
	  ql/indexes/swap/all.hpp:
	  
	  Added autogenerated all.hpp files in new folders

2007-05-03 08:21  Luigi Ballabio

	* [r10546] Examples/FRA/FRA.cpp:
	  
	  Updated to latest IborIndex interface

2007-05-03 08:18  Luigi Ballabio

	* [r10544] ql/indexes/ibor/audlibor.hpp, ql/indexes/ibor/cadlibor.hpp,
	  ql/indexes/ibor/chflibor.hpp, ql/indexes/ibor/dkklibor.hpp,
	  ql/indexes/ibor/gbplibor.hpp, ql/indexes/ibor/jpylibor.hpp,
	  ql/indexes/ibor/nzdlibor.hpp:
	  
	  Fixed header inclusions

2007-05-03 07:16  Joseph Wang

	* [r10540] configure.ac, ql/indexes/Makefile.am, ql/indexes/all.hpp,
	  ql/indexes/ibor/Makefile.am, ql/indexes/swap/Makefile.am:
	  
	  redo Makefile.am's

2007-05-02 18:07  Ferdinando Ametrano

	* [r10535] ql/index.hpp, ql/indexes/ibor/eurlibor.cpp,
	  ql/indexes/ibor/eurlibor.hpp, ql/indexes/ibor/libor.cpp,
	  ql/indexes/ibor/libor.hpp:
	  
	  updating copyright attributions

2007-05-02 18:03  Ferdinando Ametrano

	* [r10534] ql/index.hpp:
	  
	  improved robustness: all valid fixings added before throwing an
	  exception for invalid fixings (if any)

2007-05-02 17:29  Ferdinando Ametrano

	* [r10533] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-05-02 17:05  Chiara Fornarola

	* [r10531] QuantLib_vc8.vcproj, ql/cashflows/floatingratecoupon.cpp,
	  ql/cashflows/iborcoupon.cpp, ql/cashflows/rangeaccrual.cpp,
	  ql/index.cpp, ql/index.hpp, ql/indexes/audlibor.hpp,
	  ql/indexes/cadlibor.hpp, ql/indexes/cdor.hpp,
	  ql/indexes/chflibor.hpp, ql/indexes/dkklibor.hpp,
	  ql/indexes/euribor.hpp, ql/indexes/euriborswapfixa.cpp,
	  ql/indexes/euriborswapfixa.hpp, ql/indexes/euriborswapfixb.cpp,
	  ql/indexes/euriborswapfixb.hpp, ql/indexes/euriborswapfixifr.cpp,
	  ql/indexes/euriborswapfixifr.hpp, ql/indexes/eurlibor.hpp,
	  ql/indexes/eurliborswapfixa.cpp, ql/indexes/eurliborswapfixa.hpp,
	  ql/indexes/eurliborswapfixb.cpp, ql/indexes/eurliborswapfixb.hpp,
	  ql/indexes/eurliborswapfixifr.cpp,
	  ql/indexes/eurliborswapfixifr.hpp, ql/indexes/gbplibor.hpp,
	  ql/indexes/ibor, ql/indexes/ibor/audlibor.hpp,
	  ql/indexes/ibor/cadlibor.hpp, ql/indexes/ibor/cdor.hpp,
	  ql/indexes/ibor/chflibor.hpp, ql/indexes/ibor/dkklibor.hpp,
	  ql/indexes/ibor/euribor.hpp, ql/indexes/ibor/eurlibor.cpp,
	  ql/indexes/ibor/eurlibor.hpp, ql/indexes/ibor/gbplibor.hpp,
	  ql/indexes/ibor/jibar.hpp, ql/indexes/ibor/jpylibor.hpp,
	  ql/indexes/ibor/libor.cpp, ql/indexes/ibor/libor.hpp,
	  ql/indexes/ibor/nzdlibor.hpp, ql/indexes/ibor/tibor.hpp,
	  ql/indexes/ibor/trlibor.hpp, ql/indexes/ibor/usdlibor.hpp,
	  ql/indexes/ibor/zibor.hpp, ql/indexes/iborindex.cpp,
	  ql/indexes/iborindex.hpp, ql/indexes/interestrateindex.cpp,
	  ql/indexes/interestrateindex.hpp, ql/indexes/jibar.hpp,
	  ql/indexes/jpylibor.hpp, ql/indexes/libor.cpp, ql/indexes/libor.hpp,
	  ql/indexes/nzdlibor.hpp, ql/indexes/swap,
	  ql/indexes/swap/euriborswapfixa.cpp,
	  ql/indexes/swap/euriborswapfixa.hpp,
	  ql/indexes/swap/euriborswapfixb.cpp,
	  ql/indexes/swap/euriborswapfixb.hpp,
	  ql/indexes/swap/euriborswapfixifr.cpp,
	  ql/indexes/swap/euriborswapfixifr.hpp,
	  ql/indexes/swap/eurliborswapfixa.cpp,
	  ql/indexes/swap/eurliborswapfixa.hpp,
	  ql/indexes/swap/eurliborswapfixb.cpp,
	  ql/indexes/swap/eurliborswapfixb.hpp,
	  ql/indexes/swap/eurliborswapfixifr.cpp,
	  ql/indexes/swap/eurliborswapfixifr.hpp, ql/indexes/swapindex.cpp,
	  ql/indexes/tibor.hpp, ql/indexes/trlibor.hpp,
	  ql/indexes/usdlibor.hpp, ql/indexes/zibor.hpp,
	  ql/instruments/assetswap.cpp,
	  ql/instruments/forwardrateagreement.cpp, ql/instruments/makecms.cpp,
	  ql/instruments/makevanillaswap.cpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp,
	  ql/processes/lfmprocess.cpp,
	  ql/termstructures/volatilities/capstripper.cpp,
	  ql/termstructures/volatilities/cmsmarket.cpp,
	  ql/termstructures/volatilities/cmsmarket.hpp,
	  ql/termstructures/volatilities/swaptionvolcube.cpp,
	  ql/termstructures/yieldcurves/ratehelpers.cpp,
	  test-suite/assetswap.cpp, test-suite/bermudanswaption.cpp,
	  test-suite/bonds.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/cms.cpp, test-suite/compoundforward.cpp,
	  test-suite/convertiblebonds.cpp, test-suite/digitalcoupon.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/quotes.cpp,
	  test-suite/shortratemodels.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp, test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  - moved InterestRateIndex::calendar() to Index::fixingCalendar()
	  - fixed bug in EurLibor fixing calendar, value date, and maturity
	  date calculation
	  - provided WeeklyTenorLibor and MonthlyTenorLibor (which should/will
	  be used instead of Libor)

2007-05-02 11:50  Luigi Ballabio

	* [r10516] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  test-suite/testsuite.dev:
	  
	  Windows projects are now up to date

2007-05-02 10:16  Ferdinando Ametrano

	* [r10513] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-05-02 09:46  Luigi Ballabio

	* [r10511] configure.ac, ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp, ql/models/marketmodels/correlations,
	  ql/models/marketmodels/correlations/Makefile.am,
	  ql/models/marketmodels/correlations/all.hpp,
	  ql/models/marketmodels/correlations/correlations.cpp,
	  ql/models/marketmodels/correlations/correlations.hpp,
	  ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.cpp,
	  ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.hpp,
	  ql/models/marketmodels/correlations/tapcorrelations.cpp,
	  ql/models/marketmodels/correlations/tapcorrelations.hpp,
	  ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.cpp,
	  ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp,
	  ql/models/marketmodels/models/flatvol.cpp,
	  ql/models/marketmodels/piecewiseconstantcorrelations,
	  test-suite/capfloor.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/swapforwardmappings.cpp, test-suite/tapcorrelations.cpp:
	  
	  Shortened sub-folder name (it was preventing generation of
	  distribution tarball)

2007-05-02 09:11  Ferdinando Ametrano

	* [r10509] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj:
	  
	  VC7 and VC8 catching up

2007-05-02 08:41  Luigi Ballabio

	* [r10508] ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/accountingengine.cpp,
	  ql/models/marketmodels/accountingengine.hpp,
	  ql/models/marketmodels/all.hpp,
	  ql/models/marketmodels/callability/collectnodedata.cpp,
	  ql/models/marketmodels/callability/exercisevalue.hpp,
	  ql/models/marketmodels/callability/lsstrategy.cpp,
	  ql/models/marketmodels/callability/upperboundengine.cpp,
	  ql/models/marketmodels/constrainedevolver.hpp,
	  ql/models/marketmodels/discounter.cpp,
	  ql/models/marketmodels/discounter.hpp,
	  ql/models/marketmodels/evolver.hpp,
	  ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp,
	  ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp,
	  ql/models/marketmodels/evolvers/normalfwdratepc.hpp,
	  ql/models/marketmodels/marketmodeldiscounter.cpp,
	  ql/models/marketmodels/marketmodeldiscounter.hpp,
	  ql/models/marketmodels/marketmodelevolver.hpp,
	  ql/models/marketmodels/marketmodelmultiproduct.hpp,
	  ql/models/marketmodels/multiproduct.hpp,
	  ql/models/marketmodels/products/compositeproduct.hpp,
	  ql/models/marketmodels/products/marketmodelratchet.hpp,
	  ql/models/marketmodels/products/multiproductmultistep.hpp,
	  ql/models/marketmodels/products/multiproductonestep.hpp,
	  ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp,
	  ql/models/marketmodels/products/multistep/cashrebate.hpp,
	  ql/models/marketmodels/proxygreekengine.cpp,
	  ql/models/marketmodels/proxygreekengine.hpp,
	  test-suite/marketmodel.cpp:
	  
	  Shortened radundant file names

2007-05-02 08:20  Luigi Ballabio

	* [r10506] ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp, ql/models/marketmodels/callability,
	  ql/models/marketmodels/callability/Makefile.am,
	  ql/models/marketmodels/callability/all.hpp,
	  ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp,
	  ql/models/marketmodels/callability/collectnodedata.cpp,
	  ql/models/marketmodels/callability/exercisevalue.hpp,
	  ql/models/marketmodels/callability/lsstrategy.hpp,
	  ql/models/marketmodels/callability/marketmodelbasissystem.hpp,
	  ql/models/marketmodels/callability/marketmodelparametricexercise.hpp,
	  ql/models/marketmodels/callability/nodedataprovider.hpp,
	  ql/models/marketmodels/callability/nothingexercisevalue.hpp,
	  ql/models/marketmodels/callability/upperboundengine.cpp,
	  ql/models/marketmodels/marketmodelexercisevalue.hpp,
	  ql/models/marketmodels/marketmodelnodedataprovider.hpp,
	  ql/models/marketmodels/products/multistep/exerciseadapter.hpp:
	  
	  Completed changes in revision 10504

2007-05-02 08:05  Luigi Ballabio

	* [r10504] configure.ac, ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp, ql/models/marketmodels/basissystems,
	  ql/models/marketmodels/callability,
	  ql/models/marketmodels/callability/bermudanswaptionexercisevalue.cpp,
	  ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp,
	  ql/models/marketmodels/callability/collectnodedata.cpp,
	  ql/models/marketmodels/callability/collectnodedata.hpp,
	  ql/models/marketmodels/callability/lsstrategy.cpp,
	  ql/models/marketmodels/callability/lsstrategy.hpp,
	  ql/models/marketmodels/callability/marketmodelbasissystem.hpp,
	  ql/models/marketmodels/callability/marketmodelparametricexercise.hpp,
	  ql/models/marketmodels/callability/nothingexercisevalue.cpp,
	  ql/models/marketmodels/callability/nothingexercisevalue.hpp,
	  ql/models/marketmodels/callability/parametricexerciseadapter.cpp,
	  ql/models/marketmodels/callability/parametricexerciseadapter.hpp,
	  ql/models/marketmodels/callability/swapbasissystem.cpp,
	  ql/models/marketmodels/callability/swapbasissystem.hpp,
	  ql/models/marketmodels/callability/swapratetrigger.cpp,
	  ql/models/marketmodels/callability/swapratetrigger.hpp,
	  ql/models/marketmodels/callability/triggeredswapexercise.cpp,
	  ql/models/marketmodels/callability/triggeredswapexercise.hpp,
	  ql/models/marketmodels/callability/upperboundengine.cpp,
	  ql/models/marketmodels/callability/upperboundengine.hpp,
	  ql/models/marketmodels/collectnodedata.cpp,
	  ql/models/marketmodels/collectnodedata.hpp,
	  ql/models/marketmodels/exercisestrategies,
	  ql/models/marketmodels/exercisevalues,
	  ql/models/marketmodels/nodedataproviders,
	  ql/models/marketmodels/upperboundengine.cpp,
	  ql/models/marketmodels/upperboundengine.hpp,
	  test-suite/marketmodel.cpp:
	  
	  Moved callability-related parts of market-model module in a single
	  folder

2007-05-02 07:53  Ferdinando Ametrano

	* [r10502] test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  back to 2 iterations, 4 are not needed

2007-05-02 00:14  Mark Joshi

	* [r10497] test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  changed call to match new function signature in
	  CapletCoterminalCalibration

2007-05-02 00:12  Mark Joshi

	* [r10496]
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp:
	  
	  added full hull white approximation, using a[j]=b[j] = 1.0 for j >
	  i. also added flag so you can choose whether to use it. (it
	  currently makes things worse.)

2007-04-30 16:37  Luigi Ballabio

	* [r10473] ql/math/optimization/conjugategradient.cpp,
	  ql/math/optimization/levenbergmarquardt.cpp,
	  ql/math/optimization/method.hpp, ql/math/optimization/simplex.cpp,
	  ql/math/optimization/steepestdescent.cpp,
	  ql/termstructures/volatilities/cmsmarket.cpp,
	  ql/termstructures/volatilities/cmsmarket.hpp:
	  
	  Removed timing instrumentation from the core library

2007-04-30 16:35  Ferdinando Ametrano

	* [r10471] ql/time/date.hpp, ql/time/daycounters/simpledaycounter.cpp:
	  
	  - Date::isOEM renamed as Date::isEndOfMonth
	  - QLXL Date and IMM functions renamed as in qlDateXXX, qlIMMXXX
	  pattern

2007-04-30 16:02  Luigi Ballabio

	* [r10468] ql/pricingengines/vanilla/binomialengine.hpp,
	  test-suite/europeanoption.cpp:
	  
	  Improved binomial-engine theta by deriving it from value, delta, and
	  gamma

2007-04-30 15:13  Ferdinando Ametrano

	* [r10460] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj:
	  
	  VC7 and VC8 catching up

2007-04-30 12:34  Luigi Ballabio

	* [r10455] ql/time/date.hpp, ql/types.hpp:
	  
	  Moved Day and Year typedefs back together with Month. As day of
	  month and calendar year, they make best sense in the context of
	  class Date.

2007-04-30 12:11  Luigi Ballabio

	* [r10453] Examples/Swap/swapvaluation.cpp,
	  ql/quotes/futuresconvadjustmentquote.cpp, ql/time/Makefile.am,
	  ql/time/all.hpp, ql/time/date.cpp, ql/time/date.hpp,
	  ql/time/imm.cpp, ql/time/imm.hpp, test-suite/dates.cpp:
	  
	  Moved IMM-related methods from Date to own class

2007-04-30 11:09  Chiara Fornarola

	* [r10449] QuantLib_vc8.vcproj:
	  
	  vc8 cacthing up

2007-04-30 10:43  Luigi Ballabio

	* [r10447] ql/pricingengines/capfloor/marketmodelcapfloorengine.hpp,
	  test-suite/capfloor.cpp:
	  
	  Added market-model cap-floor engine to the list of classes with
	  known bugs; disabled the corresponding test case

2007-04-30 09:57  Luigi Ballabio

	* [r10445] ql/quotes/Makefile.am, ql/quotes/all.hpp,
	  ql/quotes/derivedquote.cpp, ql/quotes/derivedquote.hpp,
	  ql/quotes/eurodollarfuturesquote.cpp,
	  ql/quotes/eurodollarfuturesquote.hpp,
	  ql/quotes/forwardvaluequote.cpp, ql/quotes/forwardvaluequote.hpp,
	  ql/quotes/impliedstddevquote.cpp, ql/quotes/impliedstddevquote.hpp,
	  test-suite/quotes.cpp:
	  
	  Derived quotes moved into their own files. Windows projects need to
	  be brough up to date.

2007-04-30 09:06  Ferdinando Ametrano

	* [r10441] ql/math/optimization/simplex.cpp:
	  
	  reverted revision changes 10422:10440
	  revision 10440 breaks the test-suite and needs further
	  investigations

2007-04-29 12:25  Klaus Spanderen

	* [r10434] ql/pricingengines/asian/analytic_discr_geom_av_price.cpp,
	  test-suite/asianoptions.cpp:
	  
	  bug fix for greeks of an analytic_discr_geom_av_price (when option
	  has fixings)

2007-04-27 18:22  Marco Bianchetti

	* [r10426] test-suite/optimizers.cpp:
	  
	  fixed test

2007-04-27 18:19  Marco Bianchetti

	* [r10425] ql/math/optimization/simplex.cpp:
	  
	  fixed exit strategy

2007-04-27 18:09  Ferdinando Ametrano

	* [r10424] ql/math/matrixutilities/pseudosqrt.cpp:
	  
	  formatting

2007-04-27 17:32  Marco Bianchetti

	* [r10423] ql/math/optimization/simplex.cpp:
	  
	  minor changes, improved comments

2007-04-27 16:22  Francois du Vignaud

	* [r10420]
	  ql/models/marketmodels/piecewiseconstantcorrelations/tapcorrelations.cpp,
	  ql/models/marketmodels/piecewiseconstantcorrelations/tapcorrelations.hpp,
	  test-suite/tapcorrelations.cpp:
	  
	  Work in progress

2007-04-27 16:19  Francois du Vignaud

	* [r10419] ql/patterns/lazyobject.hpp, test-suite/instruments.cpp:
	  
	  LazyObject made lazier than ever, it propagates notifications only
	  once between two successive calculations...
	  observability tests changes accordingly

2007-04-27 15:32  Cristina Duminuco

	* [r10416] test-suite/digitalcoupon.cpp, test-suite/digitalcoupon.hpp:
	  
	  more tests added

2007-04-27 15:32  Cristina Duminuco

	* [r10415] ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/digitalcoupon.hpp:
	  
	  added comments

2007-04-27 15:29  Luigi Ballabio

	* [r10414] test-suite/Makefile.am:
	  
	  New files added to gcc build

2007-04-27 14:48  Ferdinando Ametrano

	* [r10412] ql/math/matrixutilities/pseudosqrt.cpp:
	  
	  factoring out common code in normalizePseudoRoot function (and other
	  minor improvements)

2007-04-27 13:17  Ferdinando Ametrano

	* [r10409] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/math/integrals/Makefile.am,
	  ql/math/integrals/gaussianquadratures.cpp,
	  ql/math/integrals/gaussianquadratures.hpp,
	  ql/math/integrals/integral.cpp, ql/math/integrals/integral.hpp,
	  ql/math/integrals/kronrodintegral.cpp,
	  ql/math/integrals/kronrodintegral.hpp,
	  ql/math/integrals/segmentintegral.cpp,
	  ql/math/integrals/segmentintegral.hpp,
	  ql/math/integrals/simpsonintegral.hpp,
	  ql/math/integrals/trapezoidintegral.hpp:
	  
	  formatting

2007-04-27 13:03  Cristina Duminuco

	* [r10407] ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/digitalcoupon.hpp:
	  
	  class member are now private
	  added effective rates, but use of gearing<>1 and spread<>0 is
	  prevented

2007-04-27 10:03  Francois du Vignaud

	* [r10403]
	  ql/models/marketmodels/piecewiseconstantcorrelations/tapcorrelations.cpp:
	  
	  bug fix

2007-04-27 09:05  Marco Bianchetti

	* [r10400] QuantLib_vc7.vcproj, test-suite/testsuite_vc7.vcproj:
	  
	  VC7 catching up

2007-04-27 08:03  Cristina Duminuco

	* [r10398] test-suite/digitalcoupon.cpp, test-suite/digitalcoupon.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite_vc8.vcproj:
	  
	  added test for digital coupon
	  only cash-or-nothing is working
	  work in progress

2007-04-27 07:56  Cristina Duminuco

	* [r10396] QuantLib_vc8.vcproj, ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/digitalcoupon.hpp:
	  
	  some code re-factoring and addition to project

2007-04-27 07:16  Giorgio Facchinetti

	* [r10395] ql/cashflows/cashflowvectors.cpp,
	  ql/cashflows/cashflowvectors.hpp:
	  
	  Added RangeAccrualLeg

2007-04-27 07:05  Francois du Vignaud

	* [r10394] ql/math/integrals/segmentintegral.hpp,
	  ql/models/shortrate/twofactormodels/g2.cpp,
	  ql/pricingengines/forward/mcvarianceswapengine.hpp,
	  ql/pricingengines/vanilla/integralengine.cpp,
	  test-suite/integrals.cpp, test-suite/marketmodel.cpp:
	  
	  dummy values removed from SegmentIntegral constructor

2007-04-26 17:20  Francois du Vignaud

	* [r10393]
	  ql/models/marketmodels/piecewiseconstantcorrelations/tapcorrelations.cpp,
	  ql/models/marketmodels/piecewiseconstantcorrelations/tapcorrelations.hpp,
	  test-suite/tapcorrelations.cpp, test-suite/tapcorrelations.hpp:
	  
	  Triangular Angles Parametrized correlation matrix calibration
	  implemented, corresponding tests added but not enabled yet

2007-04-26 14:49  Luigi Ballabio

	* [r10390] ql/cashflows/analysis.hpp:
	  
	  Fixed docs and regrouped similar methods

2007-04-26 12:58  Giorgio Facchinetti

	* [r10387] ql/cashflows/couponpricer.cpp,
	  ql/cashflows/couponpricer.hpp, ql/cashflows/rangeaccrual.cpp,
	  ql/cashflows/rangeaccrual.hpp:
	  
	  RangeAccrualFloatersCoupon into FloatingRateCoupon hierarchy

2007-04-26 11:21  Luigi Ballabio

	* [r10386] ql/math/interpolations/Makefile.am,
	  ql/math/interpolations/all.hpp:
	  
	  Added new file to gcc build

2007-04-26 10:40  Giorgio Facchinetti

	* [r10383] QuantLib_vc8.vcproj,
	  ql/math/interpolations/flatextrapolation2d.hpp,
	  ql/termstructures/volatilities/swaptionvolcube1.cpp,
	  ql/termstructures/volatilities/swaptionvolcube1.hpp:
	  
	  Added FlatExtrapolator2D class

2007-04-26 08:58  Marco Bianchetti

	* [r10381] QuantLib_vc7.vcproj, test-suite/testsuite_vc7.vcproj:
	  
	  VC7 catching up

2007-04-26 07:49  Luigi Ballabio

	* [r10380]
	  ql/models/marketmodels/piecewiseconstantcorrelations/Makefile.am,
	  ql/models/marketmodels/piecewiseconstantcorrelations/all.hpp,
	  test-suite/Makefile.am:
	  
	  Fixed for gcc build

2007-04-25 17:16  Francois du Vignaud

	* [r10378] ql/math/integrals/simpsonintegral.hpp,
	  ql/math/integrals/trapezoidintegral.hpp, test-suite/integrals.cpp:
	  
	  bug fixed

2007-04-25 16:16  Francois du Vignaud

	* [r10377] QuantLib_vc8.vcproj,
	  ql/models/marketmodels/piecewiseconstantcorrelations/tapcorrelations.cpp,
	  ql/models/marketmodels/piecewiseconstantcorrelations/tapcorrelations.hpp,
	  test-suite/tapcorrelations.cpp, test-suite/tapcorrelations.hpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  Triangular Angles Parametrized correlation matrix implementation
	  added, corresponding tests added but not enabled yet.

2007-04-25 16:13  Francois du Vignaud

	* [r10376] ql/math/integrals/simpsonintegral.hpp,
	  ql/math/integrals/trapezoidintegral.hpp:
	  
	  SimpsonIntegral and TrapezoidIntegral adapted to the new framework

2007-04-25 12:16  Francois du Vignaud

	* [r10375]
	  ql/models/marketmodels/piecewiseconstantcorrelations/correlations.cpp:
	  
	  uneeded inclusion removed

2007-04-25 11:24  Joseph Wang

	* [r10374] ql/math/integrals/segmentintegral.hpp:
	  
	  fix syntax issues

2007-04-24 17:28  Ferdinando Ametrano

	* [r10373] ql/models/marketmodels/TODO.txt:
	  
	  updated

2007-04-24 17:04  Francois du Vignaud

	* [r10372] ql/math/integrals/segmentintegral.hpp,
	  ql/models/shortrate/twofactormodels/g2.cpp,
	  ql/pricingengines/forward/mcvarianceswapengine.hpp,
	  ql/pricingengines/vanilla/integralengine.cpp,
	  test-suite/integrals.cpp, test-suite/marketmodel.cpp:
	  
	  SegmentIntegral adapted to the new framework

2007-04-24 16:01  Luigi Ballabio

	* [r10371] ql/cashflows/conundrumpricer.cpp:
	  
	  Moved helper classes in anonymous namespace to prevent name clashes
	  at link time

2007-04-24 12:34  Chiara Fornarola

	* [r10365] test-suite/assetswap.cpp:
	  
	  set evaluation date to 24,April,2007
	  last fixing for swap and ibor indexes passed as input values

2007-04-24 12:03  Cristina Duminuco

	* [r10362] ql/cashflows/cashflowvectors.cpp:
	  
	  bug fixing
	  in FloatingZeroLeg, in order to set the payment date, the schedule
	  was accessed beyond its dimension

2007-04-24 10:55  Luigi Ballabio

	* [r10361] test-suite/capstripper.cpp:
	  
	  Fixed cap-stripper test behavior on holidays

2007-04-24 09:24  Luigi Ballabio

	* [r10360] configure.ac, ql/math/statistics,
	  ql/math/statistics/Makefile.am, ql/math/statistics/all.hpp:
	  
	  More fixes for gcc build

2007-04-24 08:58  Ferdinando Ametrano

	* [r10359] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/math/Makefile.am, ql/math/all.hpp,
	  ql/math/convergencestatistics.hpp,
	  ql/math/discrepancystatistics.cpp,
	  ql/math/discrepancystatistics.hpp, ql/math/gaussianstatistics.hpp,
	  ql/math/generalstatistics.cpp, ql/math/generalstatistics.hpp,
	  ql/math/incrementalstatistics.cpp,
	  ql/math/incrementalstatistics.hpp, ql/math/riskstatistics.hpp,
	  ql/math/sequencestatistics.hpp, ql/math/statistics,
	  ql/math/statistics.hpp, ql/math/statistics/Makefile.am,
	  ql/math/statistics/convergencestatistics.hpp,
	  ql/math/statistics/discrepancystatistics.cpp,
	  ql/math/statistics/discrepancystatistics.hpp,
	  ql/math/statistics/gaussianstatistics.hpp,
	  ql/math/statistics/generalstatistics.cpp,
	  ql/math/statistics/generalstatistics.hpp,
	  ql/math/statistics/incrementalstatistics.cpp,
	  ql/math/statistics/incrementalstatistics.hpp,
	  ql/math/statistics/riskstatistics.hpp,
	  ql/math/statistics/sequencestatistics.hpp,
	  ql/math/statistics/statistics.hpp,
	  ql/methods/montecarlo/genericlsregression.cpp,
	  ql/methods/montecarlo/montecarlomodel.hpp,
	  ql/models/marketmodels/accountingengine.hpp,
	  ql/models/marketmodels/proxygreekengine.hpp,
	  ql/models/marketmodels/upperboundengine.hpp,
	  test-suite/brownianbridge.cpp, test-suite/covariance.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/riskstats.cpp, test-suite/stats.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  - statistics files moved into math/statistics folder
	  - using lower case <ql/xx.hpp> in xml files

2007-04-24 08:28  Giorgio Facchinetti

	* [r10358] ql/cashflows/rangeaccrual.cpp,
	  ql/cashflows/rangeaccrual.hpp:
	  
	  added RangeAccrualFloatersCoupon inspectors

2007-04-24 07:44  Luigi Ballabio

	* [r10355] ql/models/marketmodels/basissystems,
	  ql/models/marketmodels/basissystems/Makefile.am,
	  ql/models/marketmodels/basissystems/all.hpp,
	  ql/models/marketmodels/nodedataproviders,
	  ql/models/marketmodels/nodedataproviders/Makefile.am,
	  ql/models/marketmodels/nodedataproviders/all.hpp:
	  
	  More fixes for gcc build

2007-04-24 07:01  Ferdinando Ametrano

	* [r10354] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-04-24 02:43  Joseph Wang

	* [r10353] configure.ac, ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp,
	  ql/models/marketmodels/basissystems/Makefile.am,
	  ql/models/marketmodels/exercisestrategies/all.hpp:
	  
	  add new Makefile.am files

2007-04-23 16:57  Ferdinando Ametrano

	* [r10351] ql/models/marketmodels/TODO.txt,
	  test-suite/curvestates.cpp:
	  
	  fixed test (this test actually does not test anything relevant at
	  all, besides constructors... it should/will be fixed)

2007-04-23 16:55  Ferdinando Ametrano

	* [r10350] test-suite/capfloor.cpp:
	  
	  formatting

2007-04-23 15:47  Ferdinando Ametrano

	* [r10348] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/models/marketmodels/Makefile.am, ql/models/marketmodels/all.hpp,
	  ql/models/marketmodels/basissystems,
	  ql/models/marketmodels/basissystems/swapbasissystem.cpp,
	  ql/models/marketmodels/basissystems/swapbasissystem.hpp,
	  ql/models/marketmodels/exercisestrategies/Makefile.am,
	  ql/models/marketmodels/exercisestrategies/lsstrategy.hpp,
	  ql/models/marketmodels/exercisestrategies/parametricexerciseadapter.cpp,
	  ql/models/marketmodels/exercisestrategies/parametricexerciseadapter.hpp,
	  ql/models/marketmodels/marketmodelbasissystem.hpp,
	  ql/models/marketmodels/marketmodelparametricexercise.hpp,
	  ql/models/marketmodels/nodedataproviders,
	  ql/models/marketmodels/nodedataproviders/marketmodelbasissystem.hpp,
	  ql/models/marketmodels/nodedataproviders/marketmodelparametricexercise.hpp,
	  ql/models/marketmodels/nodedataproviders/triggeredswapexercise.cpp,
	  ql/models/marketmodels/nodedataproviders/triggeredswapexercise.hpp,
	  ql/models/marketmodels/parametricexerciseadapter.cpp,
	  ql/models/marketmodels/parametricexerciseadapter.hpp,
	  ql/models/marketmodels/swapbasissystem.cpp,
	  ql/models/marketmodels/swapbasissystem.hpp,
	  ql/models/marketmodels/triggeredswapexercise.cpp,
	  ql/models/marketmodels/triggeredswapexercise.hpp,
	  test-suite/marketmodel.cpp:
	  
	  - adopted lower case filters in VC8 project
	  - in folder marketmodels: moved all derived classes in their proper
	  sub-folder

2007-04-23 15:20  Luigi Ballabio

	* [r10346] test-suite/marketmodel.cpp:
	  
	  Better test coverage---hopefully.
	  Instead of one test using one strategy and three measures, three
	  tests are run using one distinct strategy and measure each.

2007-04-23 15:19  Ferdinando Ametrano

	* [r10345] ql/models/marketmodels/maketmodelnodedataprovider.hpp:
	  
	  removed spurious file

2007-04-23 15:03  Giorgio Facchinetti

	* [r10343] ql/cashflows/rangeaccrual.cpp,
	  ql/cashflows/rangeaccrual.hpp:
	  
	  double --> Real

2007-04-23 14:43  Luigi Ballabio

	* [r10341] ql/math/matrixutilities,
	  ql/models/marketmodels/piecewiseconstantcorrelations:
	  
	  Added gcc build artifacts to svn:ignore

2007-04-23 14:41  Luigi Ballabio

	* [r10340] ql/cashflows/Makefile.am, ql/cashflows/all.hpp,
	  ql/cashflows/rangeaccrual.cpp, ql/cashflows/rangeaccrual.hpp,
	  ql/methods/montecarlo/Makefile.am, ql/methods/montecarlo/all.hpp,
	  ql/models/marketmodels/Makefile.am, ql/models/marketmodels/all.hpp:
	  
	  Fixes for gcc build

2007-04-23 14:24  Marco Bianchetti

	* [r10338] ql/cashflows/rangeaccrual.cpp:
	  
	  fixed bug

2007-04-23 14:24  Marco Bianchetti

	* [r10337] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-04-23 14:09  Marco Bianchetti

	* [r10336] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-04-23 13:29  Ferdinando Ametrano

	* [r10331] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/methods/montecarlo/all.hpp,
	  ql/methods/montecarlo/genericparametricearlyexercise.cpp,
	  ql/methods/montecarlo/genericparametricearlyexercise.hpp,
	  ql/methods/montecarlo/parametricexercise.cpp,
	  ql/methods/montecarlo/parametricexercise.hpp,
	  ql/models/marketmodels/TODO.txt,
	  ql/models/marketmodels/accountingengine.hpp,
	  ql/models/marketmodels/all.hpp,
	  ql/models/marketmodels/collectnodedata.cpp,
	  ql/models/marketmodels/collectnodedata.hpp,
	  ql/models/marketmodels/constrainedevolver.hpp,
	  ql/models/marketmodels/curvestate.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp,
	  ql/models/marketmodels/exercisestrategies/lsstrategy.hpp,
	  ql/models/marketmodels/exercisevalue.hpp,
	  ql/models/marketmodels/exercisevalues/bermudanswaptionexercisevalue.hpp,
	  ql/models/marketmodels/exercisevalues/nothingexercisevalue.hpp,
	  ql/models/marketmodels/lsbasisfunctions.hpp,
	  ql/models/marketmodels/lsdatacollector.cpp,
	  ql/models/marketmodels/lsdatacollector.hpp,
	  ql/models/marketmodels/maketmodelnodedataprovider.hpp,
	  ql/models/marketmodels/marketmodelbasissystem.hpp,
	  ql/models/marketmodels/marketmodelconstrainedevolver.hpp,
	  ql/models/marketmodels/marketmodelexercisevalue.hpp,
	  ql/models/marketmodels/marketmodelmultiproduct.hpp,
	  ql/models/marketmodels/marketmodelnodedataprovider.hpp,
	  ql/models/marketmodels/marketmodelparametricexercise.hpp,
	  ql/models/marketmodels/marketmodelproduct.hpp,
	  ql/models/marketmodels/nodedataprovider.hpp,
	  ql/models/marketmodels/parametricexercise.hpp,
	  ql/models/marketmodels/parametricexerciseadapter.cpp,
	  ql/models/marketmodels/parametricswapexercise.cpp,
	  ql/models/marketmodels/parametricswapexercise.hpp,
	  ql/models/marketmodels/piecewiseconstantcorrelation.hpp,
	  ql/models/marketmodels/products/compositeproduct.hpp,
	  ql/models/marketmodels/products/marketmodelratchet.hpp,
	  ql/models/marketmodels/products/multiproductmultistep.hpp,
	  ql/models/marketmodels/products/multiproductonestep.hpp,
	  ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp,
	  ql/models/marketmodels/products/multistep/cashrebate.hpp,
	  ql/models/marketmodels/products/multistep/exerciseadapter.hpp,
	  ql/models/marketmodels/proxygreekengine.cpp,
	  ql/models/marketmodels/proxygreekengine.hpp,
	  ql/models/marketmodels/swapbasissystem.hpp,
	  ql/models/marketmodels/triggeredswapexercise.cpp,
	  ql/models/marketmodels/triggeredswapexercise.hpp,
	  ql/models/marketmodels/upperboundengine.cpp,
	  test-suite/curvestates.cpp, test-suite/marketmodel.cpp:
	  
	  renamed files in accordance with their current actual content

2007-04-23 13:19  Giorgio Facchinetti

	* [r10329] QuantLib_vc8.vcproj, ql/cashflows/rangeaccrual.cpp,
	  ql/cashflows/rangeaccrual.hpp:
	  
	  floater range accrual added

2007-04-23 12:17  Luigi Ballabio

	* [r10328] ql/Makefile.am, ql/math/Makefile.am, ql/math/all.hpp,
	  ql/quantlib.hpp:
	  
	  Fixes for Linux build

2007-04-23 10:49  Francois du Vignaud

	* [r10326] QuantLib_vc8.vcproj, ql/math/solver1d.hpp,
	  ql/math/solvers1d/bisection.hpp, ql/math/solvers1d/brent.hpp,
	  ql/math/solvers1d/falseposition.hpp,
	  ql/math/solvers1d/newtonsafe.hpp, ql/math/solvers1d/ridder.hpp,
	  ql/math/solvers1d/secant.hpp, ql/quantlib.hpp, ql/solver1d.hpp:
	  
	  solver1d.hpp moved to math folder

2007-04-23 10:22  Francois du Vignaud

	* [r10324] ql/cashflows/conundrumpricer.cpp,
	  ql/legacy/libormarketmodels/lfmcovarproxy.cpp,
	  ql/math/integrals/integral.cpp, ql/math/integrals/integral.hpp,
	  ql/math/integrals/kronrodintegral.cpp,
	  ql/math/integrals/kronrodintegral.hpp,
	  ql/processes/lfmcovarparam.cpp, test-suite/integrals.cpp,
	  test-suite/integrals.hpp:
	  
	  Integration refactoring in progress:
	  the old GaussKronrod class has been renamed in
	  GaussKronrodNonAdaptive and adapted to the new framework, client
	  code and tests updated accordingly

2007-04-23 09:36  Chiara Fornarola

	* [r10321] test-suite/assetswap.cpp:
	  
	  added a 3rd case to AssetSwapTest regarding cms pricing, the
	  underlying bond is a real Cmsbon (isin:XS0218766664)

2007-04-23 09:36  Ferdinando Ametrano

	* [r10320] ql/models/marketmodels/TODO.txt:
	  
	  - checking for increasing times
	  - formatting

2007-04-23 09:33  Ferdinando Ametrano

	* [r10319]
	  ql/models/marketmodels/browniangenerators/mtbrowniangenerator.cpp,
	  ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.cpp,
	  ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp,
	  ql/models/marketmodels/curvestate.cpp,
	  ql/models/marketmodels/curvestates/coterminalswapcurvestate.cpp,
	  ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.cpp,
	  ql/models/marketmodels/evolutiondescription.cpp,
	  ql/models/marketmodels/exercisestrategies/swapratetrigger.cpp,
	  ql/models/marketmodels/exercisevalues/bermudanswaptionexercisevalue.cpp,
	  ql/models/marketmodels/exercisevalues/nothingexercisevalue.cpp,
	  ql/models/marketmodels/marketmodeldiscounter.cpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/models/marketmodels/models/pseudorootfacade.cpp,
	  ql/models/marketmodels/parametricswapexercise.cpp,
	  ql/models/marketmodels/piecewiseconstantcorrelations/correlations.cpp,
	  ql/models/marketmodels/piecewiseconstantcorrelations/timehomogeneousforwardcorrelation.cpp,
	  ql/models/marketmodels/products/marketmodelratchet.cpp,
	  ql/models/marketmodels/products/multistep/cashrebate.cpp,
	  ql/models/marketmodels/products/multistep/multistepcoinitialswaps.cpp,
	  ql/models/marketmodels/products/multistep/multistepcoterminalswaps.cpp,
	  ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.cpp,
	  ql/models/marketmodels/products/multistep/multistepforwards.cpp,
	  ql/models/marketmodels/products/multistep/multistepoptionlets.cpp,
	  ql/models/marketmodels/products/multistep/multistepratchet.cpp,
	  ql/models/marketmodels/products/multistep/multistepswap.cpp,
	  ql/models/marketmodels/products/onestep/onestepcoinitialswaps.cpp,
	  ql/models/marketmodels/products/onestep/onestepcoterminalswaps.cpp,
	  ql/models/marketmodels/products/onestep/onestepforwards.cpp,
	  ql/models/marketmodels/products/onestep/onestepoptionlets.cpp,
	  ql/models/marketmodels/swapbasissystem.cpp,
	  ql/models/marketmodels/utilities.cpp,
	  ql/models/marketmodels/utilities.hpp:
	  
	  - checking for increasing times
	  - formatting

2007-04-23 09:09  Luigi Ballabio

	* [r10317] ql/math/Makefile.am, ql/math/all.hpp,
	  ql/math/matrixutilities/all.hpp, ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp,
	  ql/models/marketmodels/evolvers/Makefile.am,
	  ql/models/marketmodels/models/Makefile.am,
	  ql/models/marketmodels/models/all.hpp,
	  ql/models/marketmodels/piecewiseconstantcorrelations/Makefile.am,
	  ql/models/marketmodels/piecewiseconstantcorrelations/all.hpp:
	  
	  More fixes for Makefiles

2007-04-23 08:01  Ferdinando Ametrano

	* [r10315] ql/models/marketmodels/TODO.txt,
	  ql/models/marketmodels/accountingengine.cpp,
	  ql/models/marketmodels/accountingengine.hpp,
	  ql/models/marketmodels/curvestate.cpp,
	  ql/models/marketmodels/curvestate.hpp,
	  ql/models/marketmodels/curvestates/cmswapcurvestate.cpp,
	  ql/models/marketmodels/curvestates/coterminalswapcurvestate.cpp,
	  ql/models/marketmodels/curvestates/lmmcurvestate.cpp,
	  ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.cpp,
	  ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.hpp,
	  ql/models/marketmodels/driftcomputation/lmmdriftcalculator.cpp,
	  ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp,
	  ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.cpp,
	  ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp,
	  ql/models/marketmodels/driftcomputation/smmdriftcalculator.cpp,
	  ql/models/marketmodels/driftcomputation/smmdriftcalculator.hpp,
	  ql/models/marketmodels/evolutiondescription.cpp,
	  ql/models/marketmodels/evolutiondescription.hpp,
	  ql/models/marketmodels/evolvers/lognormalcmswapratepc.cpp,
	  ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp,
	  ql/models/marketmodels/evolvers/lognormalcotswapratepc.cpp,
	  ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeuler.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateipc.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdratepc.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp,
	  ql/models/marketmodels/evolvers/normalfwdratepc.cpp,
	  ql/models/marketmodels/evolvers/normalfwdratepc.hpp,
	  ql/models/marketmodels/exercisevalues/bermudanswaptionexercisevalue.cpp,
	  ql/models/marketmodels/exercisevalues/nothingexercisevalue.cpp,
	  ql/models/marketmodels/marketmodeldiscounter.cpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.hpp,
	  ql/models/marketmodels/piecewiseconstantcorrelations/timehomogeneousforwardcorrelation.cpp,
	  ql/models/marketmodels/piecewiseconstantcorrelations/timehomogeneousforwardcorrelation.hpp:
	  
	  - using "rateTimes.empty() ? 0 : rateTimes.size()-1" plus a later
	  check instead of rateTimes.size()-1 (rateTimes could be a null
	  vector)
	  - formatting

2007-04-23 08:00  Ferdinando Ametrano

	* [r10314] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-04-22 15:16  Joseph Wang

	* [r10310] ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp:
	  
	  add subdirectory

2007-04-21 22:27  Joseph Wang

	* [r10309] ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp:
	  
	  synch with tree

2007-04-21 05:28  Joseph Wang

	* [r10308] ql/math/Makefile.am, ql/math/all.hpp:
	  
	  sync updates

2007-04-21 02:23  Joseph Wang

	* [r10307] configure.ac, ql/math/all.hpp,
	  ql/math/optimization/Makefile.am, ql/math/optimization/all.hpp,
	  ql/methods/montecarlo/all.hpp, ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp,
	  ql/models/marketmodels/models/Makefile.am,
	  ql/models/marketmodels/models/all.hpp:
	  
	  more am file synching

2007-04-20 22:29  Joseph Wang

	* [r10306] ql/models/marketmodels/evolvers/Makefile.am,
	  ql/models/marketmodels/evolvers/all.hpp:
	  
	  sync with changes

2007-04-20 22:18  Joseph Wang

	* [r10305] ql/math/matrixutilities/Makefile.am:
	  
	  add new files

2007-04-20 22:14  Joseph Wang

	* [r10304] configure.ac:
	  
	  added new directory

2007-04-20 22:01  Joseph Wang

	* [r10303] ql/math/optimization/Makefile.am,
	  ql/math/optimization/all.hpp:
	  
	  remove constrained cost function

2007-04-20 21:41  Ferdinando Ametrano

	* [r10302] test-suite/quantlibtestsuite.cpp:
	  
	  removed redundant tests

2007-04-20 21:40  Ferdinando Ametrano

	* [r10301] test-suite/capfloor.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/swaption.cpp:
	  
	  fixed messages

2007-04-20 21:24  Ferdinando Ametrano

	* [r10300] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/models/marketmodels/evolvers/Makefile.am,
	  ql/models/marketmodels/evolvers/lognormalfwdrateconstrainedeuler.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateconstrainedeuler.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp,
	  test-suite/marketmodel.cpp:
	  
	  renamed all evolver classes and files using the pattern
	  Normal/LogNormal + FwdRate/CotSwapRate/CmSwapRate + Pc/Ipc/Euler +
	  _/Constrained (fourth and final pass)

2007-04-20 21:14  Ferdinando Ametrano

	* [r10299] QuantLib_vc8.vcproj,
	  ql/models/marketmodels/evolvers/lognormalcmswapratepc.cpp,
	  ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp,
	  ql/models/marketmodels/evolvers/lognormalcmswapratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/lognormalcmswapratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/lognormalcotswapratepc.cpp,
	  ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp,
	  ql/models/marketmodels/evolvers/lognormalcotswapratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/lognormalcotswapratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateconstrainedeuler.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateconstrainedeuler.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateconstrainedeulerevolver.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateconstrainedeulerevolver.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeuler.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerevolver.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerevolver.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateipc.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateipcevolver.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateipcevolver.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdratepc.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/normalfwdratepc.cpp,
	  ql/models/marketmodels/evolvers/normalfwdratepc.hpp,
	  ql/models/marketmodels/evolvers/normalfwdratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/normalfwdratepcevolver.hpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.cpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  renamed all evolver classes and files using the pattern
	  Normal/LogNormal + FwdRate/CotSwapRate/CmSwapRate + Pc/Ipc/Euler +
	  _/Constrained (third pass)

2007-04-20 20:46  Ferdinando Ametrano

	* [r10298] QuantLib_vc8.vcproj,
	  ql/models/marketmodels/evolvers/cmswaprates,
	  ql/models/marketmodels/evolvers/cotswaprates,
	  ql/models/marketmodels/evolvers/fwdrates,
	  ql/models/marketmodels/evolvers/lognormalcmswapratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/lognormalcmswapratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/lognormalcotswapratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/lognormalcotswapratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateconstrainedeulerevolver.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateconstrainedeulerevolver.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerevolver.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateeulerevolver.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateipcevolver.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdrateipcevolver.hpp,
	  ql/models/marketmodels/evolvers/lognormalfwdratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/lognormalfwdratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/normalfwdratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/normalfwdratepcevolver.hpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.cpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  renamed all evolver classes and file using the pattern
	  Normal/LogNormal + FwdRate/CotSwapRate/CmSwapRate +
	  Pc/Ipc/Euler/ConstrainedEuler (second pass)

2007-04-20 20:37  Ferdinando Ametrano

	* [r10297] QuantLib_vc8.vcproj, ql/models/marketmodels/TODO.txt,
	  ql/models/marketmodels/evolvers/cmswaprates/lognormal/cmswapratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/cmswaprates/lognormal/cmswapratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/cmswaprates/lognormal/lognormalcmswapratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/cmswaprates/lognormal/lognormalcmswapratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/cotswaprates/lognormal/coterminalswapratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/cotswaprates/lognormal/coterminalswapratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/cotswaprates/lognormal/lognormalcotswapratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/cotswaprates/lognormal/lognormalcotswapratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardrateconstrainedeuler.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardrateconstrainedeuler.hpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardrateeulerevolver.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardrateeulerevolver.hpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardrateipcevolver.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardrateipcevolver.hpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/lognormalfwdrateconstrainedeulerevolver.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/lognormalfwdrateconstrainedeulerevolver.hpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/lognormalfwdrateeulerevolver.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/lognormalfwdrateeulerevolver.hpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/lognormalfwdrateipcevolver.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/lognormalfwdrateipcevolver.hpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/lognormalfwdratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/lognormalfwdratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/fwdrates/normal/forwardratenormalpcevolver.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/normal/forwardratenormalpcevolver.hpp,
	  ql/models/marketmodels/evolvers/fwdrates/normal/normalfwdratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/normal/normalfwdratepcevolver.hpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.cpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  renamed all evolver classes and file using the pattern
	  Normal/LogNormal + FwdRate/CotSwapRate/CmSwapRate +
	  Pc/Ipc/Euler/ConstrainedEuler (first pass)

2007-04-20 20:08  Ferdinando Ametrano

	* [r10296] QuantLib_vc8.vcproj,
	  ql/models/marketmodels/models/abcdvol.cpp,
	  ql/models/marketmodels/models/all.hpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp,
	  ql/models/marketmodels/models/flatvol.cpp,
	  ql/models/marketmodels/piecewiseconstantcorrelation.hpp,
	  ql/models/marketmodels/piecewiseconstantcorrelations,
	  ql/models/marketmodels/piecewiseconstantcorrelations/correlations.cpp,
	  ql/models/marketmodels/piecewiseconstantcorrelations/cotswapfromfwdcorrelation.cpp,
	  ql/models/marketmodels/piecewiseconstantcorrelations/cotswapfromfwdcorrelation.hpp,
	  ql/models/marketmodels/piecewiseconstantcorrelations/timehomogeneousforwardcorrelation.cpp,
	  ql/models/marketmodels/piecewiseconstantcorrelations/timehomogeneousforwardcorrelation.hpp,
	  ql/models/marketmodels/timedependantcorrelationstructure.hpp,
	  ql/models/marketmodels/timedependantcorrelationstructures,
	  test-suite/capfloor.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  renamed TimeDependantCorrelationStructure class and folder as
	  PiecewiseConstantCorrelation

2007-04-20 19:55  Ferdinando Ametrano

	* [r10295] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/legacy/libormarketmodels/lmcorrmodel.cpp,
	  ql/legacy/libormarketmodels/lmexpcorrmodel.cpp,
	  ql/legacy/libormarketmodels/lmlinexpcorrmodel.cpp,
	  ql/math/Makefile.am, ql/math/choleskydecomposition.cpp,
	  ql/math/choleskydecomposition.hpp,
	  ql/math/integrals/gaussianquadratures.cpp,
	  ql/math/linearleastsquaresregression.hpp, ql/math/matrixutilities,
	  ql/math/matrixutilities/Makefile.am,
	  ql/math/matrixutilities/choleskydecomposition.cpp,
	  ql/math/matrixutilities/choleskydecomposition.hpp,
	  ql/math/matrixutilities/getcovariance.cpp,
	  ql/math/matrixutilities/getcovariance.hpp,
	  ql/math/matrixutilities/pseudosqrt.cpp,
	  ql/math/matrixutilities/pseudosqrt.hpp,
	  ql/math/matrixutilities/svd.cpp, ql/math/matrixutilities/svd.hpp,
	  ql/math/matrixutilities/symmetricschurdecomposition.cpp,
	  ql/math/matrixutilities/symmetricschurdecomposition.hpp,
	  ql/math/matrixutilities/tqreigendecomposition.cpp,
	  ql/math/matrixutilities/tqreigendecomposition.hpp,
	  ql/math/pseudosqrt.cpp, ql/math/pseudosqrt.hpp, ql/math/svd.cpp,
	  ql/math/svd.hpp, ql/math/symmetricschurdecomposition.cpp,
	  ql/math/symmetricschurdecomposition.hpp,
	  ql/math/tqreigendecomposition.cpp,
	  ql/math/tqreigendecomposition.hpp,
	  ql/methods/montecarlo/Makefile.am,
	  ql/methods/montecarlo/genericlsregression.cpp,
	  ql/methods/montecarlo/getcovariance.cpp,
	  ql/methods/montecarlo/getcovariance.hpp,
	  ql/methods/montecarlo/multipathgenerator.hpp,
	  ql/models/marketmodels/models/abcdvol.cpp,
	  ql/models/marketmodels/models/abcdvol.hpp,
	  ql/models/marketmodels/models/all.hpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp,
	  ql/models/marketmodels/models/flatvol.cpp,
	  ql/models/marketmodels/models/flatvol.hpp,
	  ql/models/marketmodels/models/pseudorootfacade.cpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructure.hpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructures,
	  ql/models/marketmodels/timedependantcorrelationstructure.hpp,
	  ql/models/marketmodels/timedependantcorrelationstructures,
	  ql/models/marketmodels/timedependantcorrelationstructures/correlations.cpp,
	  ql/models/marketmodels/timedependantcorrelationstructures/correlations.hpp,
	  ql/models/marketmodels/timedependantcorrelationstructures/cotswapfromfwdcorrelation.cpp,
	  ql/models/marketmodels/timedependantcorrelationstructures/cotswapfromfwdcorrelation.hpp,
	  ql/models/marketmodels/timedependantcorrelationstructures/timehomogeneousforwardcorrelation.cpp,
	  ql/models/marketmodels/timedependantcorrelationstructures/timehomogeneousforwardcorrelation.hpp,
	  ql/processes/lfmhullwhiteparam.cpp,
	  ql/processes/stochasticprocessarray.cpp, test-suite/capfloor.cpp,
	  test-suite/covariance.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/matrices.cpp, test-suite/old_pricers.cpp,
	  test-suite/swapforwardmappings.cpp,
	  test-suite/tqreigendecomposition.cpp:
	  
	  - created math/matrixutilities folder
	  - removed pseudoRoots method from PiecewiseConstantCorrelation in
	  favor of correlations method (no more factor reduction in
	  PiecewiseConstantCorrelation)

2007-04-20 17:24  Ferdinando Ametrano

	* [r10292] ql/models/marketmodels/evolutiondescription.cpp,
	  ql/models/marketmodels/evolutiondescription.hpp:
	  
	  commented out effectiveStopTimes method, since it is not really
	  needed anymore...

2007-04-20 14:20  Katiuscia Manzoni

	* [r10286] ql/termstructures/volatilities/swaptionvolcube1.cpp:
	  
	  enriched information in error messages

2007-04-20 14:19  Katiuscia Manzoni

	* [r10285] ql/cashflows/conundrumpricer.cpp:
	  
	  1.renamed newtonSolver with solver. 2.Enriched information in solver
	  error message

2007-04-20 14:12  Ferdinando Ametrano

	* [r10284] ql/models/marketmodels/evolutiondescription.cpp,
	  ql/models/marketmodels/evolutiondescription.hpp,
	  ql/models/marketmodels/models/abcdvol.cpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp,
	  ql/models/marketmodels/models/flatvol.cpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructure.hpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructures/cotswapfromfwdcorrelation.cpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructures/cotswapfromfwdcorrelation.hpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructures/timehomogeneousforwardcorrelation.cpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructures/timehomogeneousforwardcorrelation.hpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  relevant refactoring:
	  - TimeDependantCorrelationStructure doesn't rule the factor
	  reduction anymore, since full factor correlation matrices are needed
	  in order to calculate covariance matrices between evolution times
	  when evolution times are not equal to correlation times
	  - proper handling of piecewise constant correlation matrices

2007-04-20 12:40  Giorgio Facchinetti

	* [r10281] ql/termstructures/volatilities/cmsmarket.cpp,
	  ql/termstructures/volatilities/cmsmarket.hpp:
	  
	  rename functions of SimultaneousCalibration class

2007-04-20 11:35  Francois du Vignaud

	* [r10278] ql/math/optimization/projectedcostfunction.cpp,
	  ql/math/optimization/projectedcostfunction.hpp:
	  
	  comments improved

2007-04-20 10:09  Francois du Vignaud

	* [r10276] ql/math/interpolations/abcdinterpolation.hpp:
	  
	  uneeded inclusions removed

2007-04-20 09:50  Francois du Vignaud

	* [r10275] QuantLib_vc8.vcproj,
	  ql/math/interpolations/sabrinterpolation.hpp,
	  ql/math/optimization/constrainedcostfunction.cpp,
	  ql/math/optimization/constrainedcostfunction.hpp,
	  ql/math/optimization/projectedcostfunction.cpp,
	  ql/math/optimization/projectedcostfunction.hpp:
	  
	  ConstrainedCostFunction renamed in ProjectedCostFunction -> files
	  renamed accordingly, comments added, variable renamed

2007-04-20 09:45  Chiara Fornarola

	* [r10274] test-suite/assetswap.cpp:
	  
	  set evaluation date to a past date

2007-04-20 09:30  Luigi Ballabio

	* [r10273] ql/math/optimization/Makefile.am,
	  ql/math/optimization/all.hpp:
	  
	  Added new source files to Linux build

2007-04-20 08:35  Francois du Vignaud

	* [r10271] test-suite/integrals.cpp:
	  
	  non adaptive Gauss Kronrod algorithm tested in the test suite

2007-04-20 08:15  Giorgio Facchinetti

	* [r10270] QuantLib_vc8.vcproj,
	  ql/math/interpolations/sabrinterpolation.hpp,
	  ql/math/optimization/constrainedcostfunction.cpp,
	  ql/math/optimization/constrainedcostfunction.hpp,
	  ql/math/optimization/costfunction.hpp:
	  
	  Added ConstrainedCostFunction class for optimization

2007-04-19 17:40  Francois du Vignaud

	* [r10265] test-suite/integrals.cpp, test-suite/integrals.hpp:
	  
	  non adaptive Gauss Kronrod algorithm added to the test suite

2007-04-19 17:37  Francois du Vignaud

	* [r10264] test-suite/capstripper.cpp:
	  
	  catching up with my last commit...

2007-04-19 17:06  Francois du Vignaud

	* [r10262]
	  ql/termstructures/volatilities/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatilities/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatilities/capstripper.cpp,
	  ql/termstructures/volatilities/capstripper.hpp,
	  ql/termstructures/volatilities/cmsmarket.hpp,
	  ql/termstructures/volatilities/swaptionvoldiscrete.hpp,
	  ql/volatilitymodel.hpp:
	  
	  uneeded or redundant inclusions removed

2007-04-19 17:03  Francois du Vignaud

	* [r10261] ql/models/marketmodels/curvestate.cpp:
	  
	  variable renamed

2007-04-19 14:58  Luigi Ballabio

	* [r10253] ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/evolvers/Makefile.am,
	  ql/models/marketmodels/evolvers/all.hpp,
	  ql/models/marketmodels/models/Makefile.am,
	  ql/models/marketmodels/models/all.hpp:
	  
	  Correctly regenerated all.hpp files

2007-04-19 14:57  Luigi Ballabio

	* [r10252] ql/math/integrals/integral.cpp:
	  
	  Fixed compilation error (extra semicolon) in gcc

2007-04-19 14:56  Luigi Ballabio

	* [r10251] ql/pricingengines/vanilla/binomialengine.hpp,
	  test-suite/europeanoption.cpp, test-suite/europeanoption.hpp:
	  
	  Delta, gamma and theta added to binomial engine for vanilla options
	  (thanks to Steve Cook.)
	  Theta is currently not close enough to analytic values.
	  Investigation would be needed.

2007-04-19 14:22  Francois du Vignaud

	* [r10248] ql/math/optimization/endcriteria.hpp:
	  
	  redundant inclusion removed

2007-04-19 08:05  Ferdinando Ametrano

	* [r10242] QuantLib_vc7.vcproj:
	  
	  VC7 catching up

2007-04-18 22:21  Joseph Wang

	* [r10240] ql/models/marketmodels/evolvers/Makefile.am,
	  ql/models/marketmodels/evolvers/all.hpp,
	  ql/models/marketmodels/models/Makefile.am,
	  ql/models/marketmodels/models/all.hpp:
	  
	  add nobase prefix to header files in am

2007-04-18 21:52  Joseph Wang

	* [r10239] test-suite/assetswap.cpp:
	  
	  capitalization tweak

2007-04-18 21:40  Joseph Wang

	* [r10238] ql/models/marketmodels/Makefile.am,
	  ql/models/marketmodels/all.hpp,
	  ql/models/marketmodels/evolvers/all.hpp,
	  ql/models/marketmodels/models/Makefile.am,
	  ql/models/marketmodels/models/all.hpp:
	  
	  fix automake files.
	  the build is causing new all.hpp files to be created, these should
	  probably be removed

2007-04-18 20:51  Joseph Wang

	* [r10237] ql/models/marketmodels/evolvers/Makefile.am:
	  
	  fix am file to synch with directory. right now there are too few
	  files
	  to justify creating a hierarchy of am files

2007-04-18 20:13  Joseph Wang

	* [r10236] ql/math/integrals/integral.hpp:
	  
	  add virtual destructor since there is now a virtual function

2007-04-18 17:31  Ferdinando Ametrano

	* [r10232] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/models/marketmodels/models/cotswapfromfwdcorrelation.cpp,
	  ql/models/marketmodels/models/cotswapfromfwdcorrelation.hpp,
	  ql/models/marketmodels/models/flatvol.cpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructure,
	  ql/models/marketmodels/models/timedependantcorrelationstructures,
	  ql/models/marketmodels/models/timedependantcorrelationstructures/correlations.cpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructures/cotswapfromfwdcorrelation.cpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructures/cotswapfromfwdcorrelation.hpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructures/timehomogeneousforwardcorrelation.cpp,
	  test-suite/capfloor.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  moving also cotswapfromfwdcorrelation.*pp into correlation folder

2007-04-18 17:19  Ferdinando Ametrano

	* [r10231] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/models/marketmodels/TODO.txt,
	  ql/models/marketmodels/models/abcdvol.cpp,
	  ql/models/marketmodels/models/abcdvol.hpp,
	  ql/models/marketmodels/models/calibratedmarketmodel.cpp,
	  ql/models/marketmodels/models/calibratedmarketmodel.hpp,
	  ql/models/marketmodels/models/capletcoterminalcalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalcalibration.hpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp,
	  ql/models/marketmodels/models/correlations.cpp,
	  ql/models/marketmodels/models/correlations.hpp,
	  ql/models/marketmodels/models/coterminaltoforwardadapter.cpp,
	  ql/models/marketmodels/models/coterminaltoforwardadapter.hpp,
	  ql/models/marketmodels/models/cotswapfromfwdcorrelation.cpp,
	  ql/models/marketmodels/models/cotswapfromfwdcorrelation.hpp,
	  ql/models/marketmodels/models/cotswaptofwdadapter.cpp,
	  ql/models/marketmodels/models/cotswaptofwdadapter.hpp,
	  ql/models/marketmodels/models/expcorrabcdvol.cpp,
	  ql/models/marketmodels/models/expcorrabcdvol.hpp,
	  ql/models/marketmodels/models/expcorrflatvol.cpp,
	  ql/models/marketmodels/models/expcorrflatvol.hpp,
	  ql/models/marketmodels/models/flatvol.cpp,
	  ql/models/marketmodels/models/flatvol.hpp,
	  ql/models/marketmodels/models/forwardtocoterminaladapter.cpp,
	  ql/models/marketmodels/models/forwardtocoterminaladapter.hpp,
	  ql/models/marketmodels/models/fwdtocotswapadapter.cpp,
	  ql/models/marketmodels/models/fwdtocotswapadapter.hpp,
	  ql/models/marketmodels/models/pseudorootfacade.cpp,
	  ql/models/marketmodels/models/swapfromfracorrelationstructure.cpp,
	  ql/models/marketmodels/models/swapfromfracorrelationstructure.hpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructure,
	  ql/models/marketmodels/models/timedependantcorrelationstructure.hpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructure/correlations.cpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructure/correlations.hpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructure/timehomogeneousforwardcorrelation.cpp,
	  ql/models/marketmodels/models/timedependantcorrelationstructure/timehomogeneousforwardcorrelation.hpp,
	  ql/models/marketmodels/models/timehomogeneousforwardcorrelation.cpp,
	  ql/models/marketmodels/models/timehomogeneousforwardcorrelation.hpp,
	  ql/models/marketmodels/swapforwardconversionmatrix.cpp,
	  ql/models/marketmodels/swapforwardconversionmatrix.hpp,
	  ql/models/marketmodels/swapforwardmappings.hpp,
	  test-suite/capfloor.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  refactoring/renaming/moving (part 1): using
	  TimeDependantCorrelationStructure for achiving correlation model
	  abstraction

2007-04-18 17:16  Ferdinando Ametrano

	* [r10230] ql/math/pseudosqrt.cpp:
	  
	  warning avoided

2007-04-18 16:56  Francois du Vignaud

	* [r10229] ql/termstructures/volatilities/abcd.hpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.cpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.hpp:
	  
	  uneeded inclusions removed

2007-04-18 16:46  Chiara Fornarola

	* [r10228] test-suite/assetswap.cpp:
	  
	  added floating rate bond to the test case.
	  this case should be reviewed to set the evaluation date in the past.
	  Work in progress to add cms rate bond

2007-04-18 14:55  Francois du Vignaud

	* [r10222] ql/cashflows/conundrumpricer.cpp,
	  ql/math/integrals/integral.cpp, ql/math/integrals/integral.hpp,
	  ql/math/integrals/kronrodintegral.cpp,
	  ql/math/integrals/kronrodintegral.hpp:
	  
	  Integral base class finished
	  GaussKronrodNonAdaptive class refactored to fit to the new
	  integration framework
	  ConundrumPricer code updated

2007-04-18 13:46  Ferdinando Ametrano

	* [r10219] QuantLib_vc7.vcproj, QuantLib_vc8.vcproj,
	  ql/models/marketmodels/TODO.txt,
	  ql/models/marketmodels/evolvers/cmswapratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/cmswapratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/cmswaprates,
	  ql/models/marketmodels/evolvers/cmswaprates/lognormal,
	  ql/models/marketmodels/evolvers/cmswaprates/lognormal/cmswapratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/cmswaprates/lognormal/cmswapratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/cmswaprates/normal,
	  ql/models/marketmodels/evolvers/coterminalswapratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/coterminalswapratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/cotswaprates,
	  ql/models/marketmodels/evolvers/cotswaprates/lognormal,
	  ql/models/marketmodels/evolvers/cotswaprates/lognormal/coterminalswapratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/cotswaprates/lognormal/coterminalswapratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/cotswaprates/normal,
	  ql/models/marketmodels/evolvers/forwardrateconstrainedeuler.cpp,
	  ql/models/marketmodels/evolvers/forwardrateconstrainedeuler.hpp,
	  ql/models/marketmodels/evolvers/forwardrateeulerevolver.cpp,
	  ql/models/marketmodels/evolvers/forwardrateeulerevolver.hpp,
	  ql/models/marketmodels/evolvers/forwardrateipcevolver.cpp,
	  ql/models/marketmodels/evolvers/forwardrateipcevolver.hpp,
	  ql/models/marketmodels/evolvers/forwardratenormalpcevolver.cpp,
	  ql/models/marketmodels/evolvers/forwardratenormalpcevolver.hpp,
	  ql/models/marketmodels/evolvers/forwardratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/forwardratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/fwdrates,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardrateconstrainedeuler.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardrateconstrainedeuler.hpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardrateeulerevolver.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardrateeulerevolver.hpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardrateipcevolver.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardrateipcevolver.hpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/lognormal/forwardratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/fwdrates/normal,
	  ql/models/marketmodels/evolvers/fwdrates/normal/forwardratenormalpcevolver.cpp,
	  ql/models/marketmodels/evolvers/fwdrates/normal/forwardratenormalpcevolver.hpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.cpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  evolvers classified in their own folder tree, depending on rate type
	  (fwd, cotswap, cmswap) and dynamic (normal, lognormal)

2007-04-18 12:43  Ferdinando Ametrano

	* [r10217] ql/models/marketmodels/TODO.txt:
	  
	  merged branches/DevCycle/Testing changes r10208:10216 into trunk

2007-04-18 10:54  Giorgio Facchinetti

	* [r10210] ql/math/interpolations/sabrinterpolation.hpp:
	  
	  Sabr calibration with fixed beta and nu

2007-04-18 08:48  Francois du Vignaud

	* [r10204]
	  ql/models/marketmodels/evolvers/forwardrateconstrainedeuler.cpp:
	  
	  some minor cosmetic cleanings

2007-04-18 06:56  Francois du Vignaud

	* [r10202]
	  ql/models/marketmodels/evolvers/forwardrateconstrainedeuler.cpp,
	  test-suite/marketmodel.cpp:
	  
	  one more market model crashing test fixed

2007-04-17 15:10  Luigi Ballabio

	* [r10193] Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption_vc7.vcproj,
	  Examples/BermudanSwaption/Makefile.am,
	  Examples/ConvertibleBonds/ConvertibleBonds.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc7.vcproj,
	  Examples/ConvertibleBonds/Makefile.am,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc7.vcproj,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EquityOption/EquityOption.vcproj,
	  Examples/EquityOption/EquityOption_vc7.vcproj,
	  Examples/EquityOption/Makefile.am, Examples/FRA/FRA.vcproj,
	  Examples/FRA/FRA_vc7.vcproj, Examples/FRA/Makefile.am,
	  Examples/Replication/Makefile.am,
	  Examples/Replication/Replication.vcproj,
	  Examples/Replication/Replication_vc7.vcproj,
	  Examples/Repo/Makefile.am, Examples/Repo/Repo.vcproj,
	  Examples/Repo/Repo_vc7.vcproj, Examples/Swap/Makefile.am,
	  Examples/Swap/Swap.vcproj, Examples/Swap/Swap_vc7.vcproj,
	  Makefile.am, QuantLib.sln, QuantLib.vcproj, QuantLib_vc7.sln,
	  QuantLib_vc7.vcproj, dev_tools/version_number.txt,
	  test-suite/Makefile.am, test-suite/testsuite.vcproj,
	  test-suite/testsuite_vc7.vcproj:
	  
	  Renamed VC7 projects and solution to avoid confusion

2007-04-17 13:36  Luigi Ballabio

	* [r10191] QuantLib.dev, QuantLib.vcproj, test-suite/testsuite.dev:
	  
	  VC7 and Dev-C++ projects are now in sync with latest changes

2007-04-17 11:56  Eric Ehlers

	* [r10187] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-04-17 11:23  Francois du Vignaud

	* [r10186] QuantLib_vc8.vcproj:
	  
	  one upper case letter left removed from filter name

2007-04-17 10:54  Francois du Vignaud

	* [r10185] QuantLib_vc8.vcproj:
	  
	  filter names case in synch with corresponding physical names

2007-04-17 09:56  Francois du Vignaud

	* [r10184] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-04-17 09:18  Luigi Ballabio

	* [r10183] ql/legacy/libormarketmodels/liborforwardmodel.hpp,
	  ql/legacy/libormarketmodels/lmcorrmodel.hpp,
	  ql/legacy/libormarketmodels/lmvolmodel.hpp, ql/models/Makefile.am,
	  ql/models/all.hpp, ql/models/calibrationhelper.cpp,
	  ql/models/calibrationhelper.hpp, ql/models/equity/hestonmodel.hpp,
	  ql/models/equity/hestonmodelhelper.hpp,
	  ql/models/marketmodels/models/calibratedmarketmodel.hpp,
	  ql/models/model.cpp, ql/models/model.hpp, ql/models/parameter.hpp,
	  ql/models/shortrate/Makefile.am, ql/models/shortrate/all.hpp,
	  ql/models/shortrate/calibrationhelper.cpp,
	  ql/models/shortrate/calibrationhelper.hpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.hpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp,
	  ql/models/shortrate/model.cpp, ql/models/shortrate/model.hpp,
	  ql/models/shortrate/onefactormodel.hpp,
	  ql/models/shortrate/parameter.hpp,
	  ql/models/shortrate/twofactormodel.hpp,
	  ql/pricingengines/capfloor/analyticcapfloorengine.hpp,
	  ql/pricingengines/latticeshortratemodelengine.hpp:
	  
	  Moved generic files from ql/models/shortrate to ql/models

2007-04-17 08:44  Luigi Ballabio

	* [r10181] configure.ac, ql/models/Makefile.am, ql/models/all.hpp,
	  ql/models/equity, ql/models/equity/Makefile.am,
	  ql/models/equity/all.hpp, ql/models/equity/batesmodel.cpp,
	  ql/models/equity/batesmodel.hpp, ql/models/equity/hestonmodel.cpp,
	  ql/models/equity/hestonmodel.hpp,
	  ql/models/equity/hestonmodelhelper.cpp,
	  ql/models/equity/hestonmodelhelper.hpp,
	  ql/models/shortrate/calibrationhelpers/Makefile.am,
	  ql/models/shortrate/calibrationhelpers/all.hpp,
	  ql/models/shortrate/calibrationhelpers/hestonmodelhelper.cpp,
	  ql/models/shortrate/calibrationhelpers/hestonmodelhelper.hpp,
	  ql/models/shortrate/twofactormodels/Makefile.am,
	  ql/models/shortrate/twofactormodels/all.hpp,
	  ql/models/shortrate/twofactormodels/batesmodel.cpp,
	  ql/models/shortrate/twofactormodels/batesmodel.hpp,
	  ql/models/shortrate/twofactormodels/hestonmodel.cpp,
	  ql/models/shortrate/twofactormodels/hestonmodel.hpp,
	  ql/pricingengines/vanilla/analytichestonengine.hpp,
	  ql/pricingengines/vanilla/batesengine.hpp,
	  test-suite/batesmodel.cpp, test-suite/hestonmodel.cpp:
	  
	  Moved Heston and Bates model in a newly-added ql/models/equity
	  folder

2007-04-17 08:28  Luigi Ballabio

	* [r10180] configure.ac, ql/Makefile.am,
	  ql/legacy/libormarketmodels/liborforwardmodel.hpp,
	  ql/legacy/libormarketmodels/lmcorrmodel.hpp,
	  ql/legacy/libormarketmodels/lmvolmodel.hpp, ql/marketmodels,
	  ql/methods/finitedifferences/onefactoroperator.hpp,
	  ql/methods/finitedifferences/pdeshortrate.hpp, ql/models,
	  ql/models/Makefile.am, ql/models/all.hpp, ql/models/marketmodels,
	  ql/models/marketmodels/accountingengine.cpp,
	  ql/models/marketmodels/accountingengine.hpp,
	  ql/models/marketmodels/all.hpp,
	  ql/models/marketmodels/browniangenerators/all.hpp,
	  ql/models/marketmodels/browniangenerators/mtbrowniangenerator.cpp,
	  ql/models/marketmodels/browniangenerators/mtbrowniangenerator.hpp,
	  ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.cpp,
	  ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp,
	  ql/models/marketmodels/curvestate.cpp,
	  ql/models/marketmodels/curvestates/all.hpp,
	  ql/models/marketmodels/curvestates/cmswapcurvestate.cpp,
	  ql/models/marketmodels/curvestates/cmswapcurvestate.hpp,
	  ql/models/marketmodels/curvestates/coterminalswapcurvestate.cpp,
	  ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp,
	  ql/models/marketmodels/curvestates/lmmcurvestate.cpp,
	  ql/models/marketmodels/curvestates/lmmcurvestate.hpp,
	  ql/models/marketmodels/driftcomputation/all.hpp,
	  ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.cpp,
	  ql/models/marketmodels/driftcomputation/lmmdriftcalculator.cpp,
	  ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.cpp,
	  ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp,
	  ql/models/marketmodels/driftcomputation/smmdriftcalculator.cpp,
	  ql/models/marketmodels/evolutiondescription.cpp,
	  ql/models/marketmodels/evolvers/all.hpp,
	  ql/models/marketmodels/evolvers/cmswapratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/cmswapratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/coterminalswapratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/coterminalswapratepcevolver.hpp,
	  ql/models/marketmodels/evolvers/forwardrateconstrainedeuler.cpp,
	  ql/models/marketmodels/evolvers/forwardrateconstrainedeuler.hpp,
	  ql/models/marketmodels/evolvers/forwardrateeulerevolver.cpp,
	  ql/models/marketmodels/evolvers/forwardrateeulerevolver.hpp,
	  ql/models/marketmodels/evolvers/forwardrateipcevolver.cpp,
	  ql/models/marketmodels/evolvers/forwardrateipcevolver.hpp,
	  ql/models/marketmodels/evolvers/forwardratenormalpcevolver.cpp,
	  ql/models/marketmodels/evolvers/forwardratenormalpcevolver.hpp,
	  ql/models/marketmodels/evolvers/forwardratepcevolver.cpp,
	  ql/models/marketmodels/evolvers/forwardratepcevolver.hpp,
	  ql/models/marketmodels/exercisestrategies/all.hpp,
	  ql/models/marketmodels/exercisestrategies/lsstrategy.cpp,
	  ql/models/marketmodels/exercisestrategies/lsstrategy.hpp,
	  ql/models/marketmodels/exercisestrategies/swapratetrigger.cpp,
	  ql/models/marketmodels/exercisestrategies/swapratetrigger.hpp,
	  ql/models/marketmodels/exercisevalue.hpp,
	  ql/models/marketmodels/exercisevalues/all.hpp,
	  ql/models/marketmodels/exercisevalues/bermudanswaptionexercisevalue.cpp,
	  ql/models/marketmodels/exercisevalues/bermudanswaptionexercisevalue.hpp,
	  ql/models/marketmodels/exercisevalues/nothingexercisevalue.cpp,
	  ql/models/marketmodels/exercisevalues/nothingexercisevalue.hpp,
	  ql/models/marketmodels/lsbasisfunctions.hpp,
	  ql/models/marketmodels/lsdatacollector.cpp,
	  ql/models/marketmodels/marketmodel.cpp,
	  ql/models/marketmodels/marketmodelconstrainedevolver.hpp,
	  ql/models/marketmodels/marketmodeldiscounter.cpp,
	  ql/models/marketmodels/models/all.hpp,
	  ql/models/marketmodels/models/calibratedmarketmodel.cpp,
	  ql/models/marketmodels/models/calibratedmarketmodel.hpp,
	  ql/models/marketmodels/models/capletcoterminalcalibration.cpp,
	  ql/models/marketmodels/models/capletcoterminalcalibration.hpp,
	  ql/models/marketmodels/models/correlations.cpp,
	  ql/models/marketmodels/models/coterminaltoforwardadapter.cpp,
	  ql/models/marketmodels/models/coterminaltoforwardadapter.hpp,
	  ql/models/marketmodels/models/expcorrabcdvol.cpp,
	  ql/models/marketmodels/models/expcorrabcdvol.hpp,
	  ql/models/marketmodels/models/expcorrflatvol.cpp,
	  ql/models/marketmodels/models/expcorrflatvol.hpp,
	  ql/models/marketmodels/models/forwardtocoterminaladapter.cpp,
	  ql/models/marketmodels/models/forwardtocoterminaladapter.hpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/models/marketmodels/models/piecewiseconstantabcdvariance.hpp,
	  ql/models/marketmodels/models/piecewiseconstantvariance.cpp,
	  ql/models/marketmodels/models/pseudorootfacade.cpp,
	  ql/models/marketmodels/models/pseudorootfacade.hpp,
	  ql/models/marketmodels/models/swapfromfracorrelationstructure.cpp,
	  ql/models/marketmodels/models/swapfromfracorrelationstructure.hpp,
	  ql/models/marketmodels/models/timehomogeneousforwardcorrelation.cpp,
	  ql/models/marketmodels/models/timehomogeneousforwardcorrelation.hpp,
	  ql/models/marketmodels/parametricexercise.hpp,
	  ql/models/marketmodels/parametricexerciseadapter.cpp,
	  ql/models/marketmodels/parametricswapexercise.cpp,
	  ql/models/marketmodels/parametricswapexercise.hpp,
	  ql/models/marketmodels/products/all.hpp,
	  ql/models/marketmodels/products/compositeproduct.cpp,
	  ql/models/marketmodels/products/compositeproduct.hpp,
	  ql/models/marketmodels/products/marketmodelratchet.cpp,
	  ql/models/marketmodels/products/marketmodelratchet.hpp,
	  ql/models/marketmodels/products/multiproductcomposite.cpp,
	  ql/models/marketmodels/products/multiproductcomposite.hpp,
	  ql/models/marketmodels/products/multiproductmultistep.cpp,
	  ql/models/marketmodels/products/multiproductmultistep.hpp,
	  ql/models/marketmodels/products/multiproductonestep.cpp,
	  ql/models/marketmodels/products/multiproductonestep.hpp,
	  ql/models/marketmodels/products/multistep/all.hpp,
	  ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.cpp,
	  ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp,
	  ql/models/marketmodels/products/multistep/cashrebate.cpp,
	  ql/models/marketmodels/products/multistep/cashrebate.hpp,
	  ql/models/marketmodels/products/multistep/exerciseadapter.cpp,
	  ql/models/marketmodels/products/multistep/exerciseadapter.hpp,
	  ql/models/marketmodels/products/multistep/multistepcoinitialswaps.cpp,
	  ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp,
	  ql/models/marketmodels/products/multistep/multistepcoterminalswaps.cpp,
	  ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp,
	  ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.cpp,
	  ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp,
	  ql/models/marketmodels/products/multistep/multistepforwards.cpp,
	  ql/models/marketmodels/products/multistep/multistepforwards.hpp,
	  ql/models/marketmodels/products/multistep/multistepnothing.cpp,
	  ql/models/marketmodels/products/multistep/multistepnothing.hpp,
	  ql/models/marketmodels/products/multistep/multistepoptionlets.cpp,
	  ql/models/marketmodels/products/multistep/multistepoptionlets.hpp,
	  ql/models/marketmodels/products/multistep/multistepratchet.cpp,
	  ql/models/marketmodels/products/multistep/multistepratchet.hpp,
	  ql/models/marketmodels/products/multistep/multistepswap.cpp,
	  ql/models/marketmodels/products/multistep/multistepswap.hpp,
	  ql/models/marketmodels/products/onestep/all.hpp,
	  ql/models/marketmodels/products/onestep/onestepcoinitialswaps.cpp,
	  ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp,
	  ql/models/marketmodels/products/onestep/onestepcoterminalswaps.cpp,
	  ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp,
	  ql/models/marketmodels/products/onestep/onestepforwards.cpp,
	  ql/models/marketmodels/products/onestep/onestepforwards.hpp,
	  ql/models/marketmodels/products/onestep/onestepoptionlets.cpp,
	  ql/models/marketmodels/products/onestep/onestepoptionlets.hpp,
	  ql/models/marketmodels/products/singleproductcomposite.cpp,
	  ql/models/marketmodels/products/singleproductcomposite.hpp,
	  ql/models/marketmodels/proxygreekengine.cpp,
	  ql/models/marketmodels/proxygreekengine.hpp,
	  ql/models/marketmodels/swapbasissystem.cpp,
	  ql/models/marketmodels/swapbasissystem.hpp,
	  ql/models/marketmodels/swapforwardconversionmatrix.cpp,
	  ql/models/marketmodels/swapforwardconversionmatrix.hpp,
	  ql/models/marketmodels/swapforwardmappings.cpp,
	  ql/models/marketmodels/upperboundengine.cpp,
	  ql/models/marketmodels/upperboundengine.hpp,
	  ql/models/marketmodels/utilities.cpp, ql/models/shortrate,
	  ql/models/shortrate/all.hpp,
	  ql/models/shortrate/calibrationhelper.cpp,
	  ql/models/shortrate/calibrationhelpers/all.hpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.cpp,
	  ql/models/shortrate/calibrationhelpers/caphelper.hpp,
	  ql/models/shortrate/calibrationhelpers/hestonmodelhelper.cpp,
	  ql/models/shortrate/calibrationhelpers/hestonmodelhelper.hpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp,
	  ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp,
	  ql/models/shortrate/model.cpp, ql/models/shortrate/model.hpp,
	  ql/models/shortrate/onefactormodel.cpp,
	  ql/models/shortrate/onefactormodel.hpp,
	  ql/models/shortrate/onefactormodels/all.hpp,
	  ql/models/shortrate/onefactormodels/blackkarasinski.cpp,
	  ql/models/shortrate/onefactormodels/blackkarasinski.hpp,
	  ql/models/shortrate/onefactormodels/coxingersollross.cpp,
	  ql/models/shortrate/onefactormodels/coxingersollross.hpp,
	  ql/models/shortrate/onefactormodels/extendedcoxingersollross.cpp,
	  ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp,
	  ql/models/shortrate/onefactormodels/hullwhite.cpp,
	  ql/models/shortrate/onefactormodels/hullwhite.hpp,
	  ql/models/shortrate/onefactormodels/vasicek.cpp,
	  ql/models/shortrate/onefactormodels/vasicek.hpp,
	  ql/models/shortrate/twofactormodel.cpp,
	  ql/models/shortrate/twofactormodel.hpp,
	  ql/models/shortrate/twofactormodels/all.hpp,
	  ql/models/shortrate/twofactormodels/batesmodel.cpp,
	  ql/models/shortrate/twofactormodels/batesmodel.hpp,
	  ql/models/shortrate/twofactormodels/g2.cpp,
	  ql/models/shortrate/twofactormodels/g2.hpp,
	  ql/models/shortrate/twofactormodels/hestonmodel.cpp,
	  ql/models/shortrate/twofactormodels/hestonmodel.hpp,
	  ql/models/volatility, ql/models/volatility/all.hpp,
	  ql/models/volatility/constantestimator.cpp,
	  ql/models/volatility/garch.cpp,
	  ql/pricingengines/capfloor/analyticcapfloorengine.hpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.cpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.hpp,
	  ql/pricingengines/capfloor/mchullwhiteengine.hpp,
	  ql/pricingengines/capfloor/treecapfloorengine.cpp,
	  ql/pricingengines/latticeshortratemodelengine.hpp,
	  ql/pricingengines/swaption/g2swaptionengine.hpp,
	  ql/pricingengines/swaption/jamshidianswaptionengine.hpp,
	  ql/pricingengines/vanilla/analytichestonengine.hpp,
	  ql/pricingengines/vanilla/batesengine.hpp, ql/quantlib.hpp,
	  ql/quotes/futuresconvadjustmentquote.cpp, ql/shortratemodels,
	  ql/volatilitymodels, test-suite/batesmodel.cpp,
	  test-suite/bermudanswaption.cpp, test-suite/capfloor.cpp,
	  test-suite/curvestates.cpp, test-suite/hestonmodel.cpp,
	  test-suite/libormarketmodel.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/shortratemodels.cpp, test-suite/swapforwardmappings.cpp,
	  test-suite/volatilitymodels.cpp:
	  
	  Moved marketmodels, shortratemodels and volatilitymodels under a
	  newly-added "models" folder. Windows projects were not updated.

2007-04-16 18:09  Ferdinando Ametrano

	* [r10178] ql/marketmodels/TODO.txt:
	  
	  updated: to be re-organized to make up the work-schedule for the
	  next weeks

2007-04-16 18:02  Ferdinando Ametrano

	* [r10177] ql/marketmodels/models/capletcoterminalcalibration.cpp,
	  ql/marketmodels/models/capletcoterminalcalibration.hpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  - refactored caplet+cot_swaption calibration in
	  CapletCoterminalSwaptionCalibration class
	  - provided unit test
	  - exported to Excel
	  - provided test workbook

2007-04-16 17:31  Francois du Vignaud

	* [r10175] ql/marketmodels/curvestate.hpp,
	  ql/marketmodels/curvestates/cmswapcurvestate.hpp,
	  ql/marketmodels/curvestates/coterminalswapcurvestate.hpp,
	  ql/marketmodels/curvestates/lmmcurvestate.hpp,
	  ql/marketmodels/upperboundengine.cpp:
	  
	  Here is the definitive fix of the UpperBoundEngine::DecoratedHedge,
	  thanks to Luigi's advise

2007-04-16 15:21  Francois du Vignaud

	* [r10173] ql/marketmodels/upperboundengine.cpp,
	  test-suite/marketmodel.cpp:
	  
	  UpperBoundEngine::DecoratedHedge bug fixed
	  This fix is temporary since we assume that the CurveState passed in
	  is of LMMCurveState type.
	  corresponding tests reenabled in the testsuite

2007-04-16 15:16  Ferdinando Ametrano

	* [r10172] QuantLib_vc8.vcproj,
	  ql/marketmodels/models/capletcoterminalcalibration.cpp,
	  ql/marketmodels/models/capletcoterminalcalibration.hpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.hpp:
	  
	  calibration to coterminal_swaptions+caplets:
	  - introduced and tested IterativeCapletCoterminalSwaptionCalibration
	  class

2007-04-16 15:04  Chiara Fornarola

	* [r10168] ql/pricingengines/blackformula.cpp,
	  ql/pricingengines/blackformula.hpp:
	  
	  The following functions have been modified in order to take as an
	  input parameter a value for the displacement:
	  blackFormulaImpliedStdDevApproximation,
	  blackFormulaImpliedStdDevApproximation2,
	  blackFormulaCashItmProbability, blackFormulaCashItmProbability2,
	  blackFormulaStdDevDerivative, blackFormulaStdDevDerivative2

2007-04-16 10:18  Ferdinando Ametrano

	* [r10161] QuantLib.vcproj:
	  
	  VC7 catching up

2007-04-16 09:58  Ferdinando Ametrano

	* [r10160] test-suite/capfloor.cpp:
	  
	  no need to have 71 assertions to fail: just one is enough to make
	  the test fail

2007-04-13 18:00  Ferdinando Ametrano

	* [r10156] ql/marketmodels/TODO.txt,
	  ql/marketmodels/models/capletcoterminalcalibration.cpp,
	  ql/marketmodels/models/capletcoterminalcalibration.hpp:
	  
	  introduced IterativeCapletCoterminalCalibration class

2007-04-13 16:49  Ferdinando Ametrano

	* [r10153] ql/marketmodels/TODO.txt:
	  
	  updated

2007-04-13 16:09  Ferdinando Ametrano

	* [r10150] ql/marketmodels/models/capletcoterminalcalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  calibration to coterminal_swaptions+caplets wip:
	  - we can improve the caplet approximation formula
	  - we should find a robust way to solve for alpha

2007-04-13 15:25  Luigi Ballabio

	* [r10148] ql/marketmodels/models/all.hpp:
	  
	  Regenerated all.hpp including newly-added files

2007-04-13 14:42  Katiuscia Manzoni

	* [r10145] ql/marketmodels/models/capletcoterminalcalibration.cpp,
	  ql/marketmodels/models/capletcoterminalcalibration.hpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.hpp:
	  
	  added iterative caplet+coterminal_swaption calibration

2007-04-13 13:29  Ferdinando Ametrano

	* [r10144] ql/marketmodels/models/capletcoterminalcalibration.cpp:
	  
	  fixed bug

2007-04-13 13:02  Katiuscia Manzoni

	* [r10143]
	  ql/marketmodels/models/timehomogeneousforwardcorrelation.cpp:
	  
	  formatting

2007-04-13 12:54  Ferdinando Ametrano

	* [r10141] ql/marketmodels/models/capletcoterminalcalibration.cpp,
	  ql/marketmodels/models/capletcoterminalcalibration.hpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  work in progress

2007-04-13 12:41  Ferdinando Ametrano

	* [r10140] ql/marketmodels/models/Makefile.am,
	  ql/marketmodels/models/abcdmarketmodel.cpp,
	  ql/marketmodels/models/abcdmarketmodel.hpp:
	  
	  redundant files removed

2007-04-13 11:37  Luigi Ballabio

	* [r10139] test-suite/cms.cpp, test-suite/exchangerate.cpp,
	  test-suite/money.cpp, test-suite/pathgenerator.cpp,
	  test-suite/shortratemodels.cpp:
	  
	  Reduced header inclusions

2007-04-13 11:36  Luigi Ballabio

	* [r10138] ql/Makefile.am, ql/cashflows/Makefile.am,
	  ql/currencies/Makefile.am, ql/indexes/Makefile.am,
	  ql/instruments/Makefile.am, ql/legacy/Makefile.am,
	  ql/legacy/libormarketmodels/Makefile.am,
	  ql/legacy/pricers/Makefile.am, ql/marketmodels/Makefile.am,
	  ql/marketmodels/browniangenerators/Makefile.am,
	  ql/marketmodels/curvestates/Makefile.am,
	  ql/marketmodels/driftcomputation/Makefile.am,
	  ql/marketmodels/evolvers/Makefile.am,
	  ql/marketmodels/exercisestrategies/Makefile.am,
	  ql/marketmodels/exercisevalues/Makefile.am,
	  ql/marketmodels/models/Makefile.am,
	  ql/marketmodels/products/Makefile.am,
	  ql/marketmodels/products/multistep/Makefile.am,
	  ql/marketmodels/products/onestep/Makefile.am, ql/math/Makefile.am,
	  ql/math/distributions/Makefile.am, ql/math/integrals/Makefile.am,
	  ql/math/interpolations/Makefile.am,
	  ql/math/optimization/Makefile.am, ql/math/randomnumbers/Makefile.am,
	  ql/math/solvers1d/Makefile.am, ql/methods/Makefile.am,
	  ql/methods/finitedifferences/Makefile.am,
	  ql/methods/lattices/Makefile.am, ql/methods/montecarlo/Makefile.am,
	  ql/patterns/Makefile.am, ql/pricingengines/Makefile.am,
	  ql/pricingengines/asian/Makefile.am,
	  ql/pricingengines/barrier/Makefile.am,
	  ql/pricingengines/basket/Makefile.am,
	  ql/pricingengines/capfloor/Makefile.am,
	  ql/pricingengines/cliquet/Makefile.am,
	  ql/pricingengines/forward/Makefile.am,
	  ql/pricingengines/hybrid/Makefile.am,
	  ql/pricingengines/lookback/Makefile.am,
	  ql/pricingengines/quanto/Makefile.am,
	  ql/pricingengines/swaption/Makefile.am,
	  ql/pricingengines/vanilla/Makefile.am, ql/processes/Makefile.am,
	  ql/quotes/Makefile.am, ql/shortratemodels/Makefile.am,
	  ql/shortratemodels/calibrationhelpers/Makefile.am,
	  ql/shortratemodels/onefactormodels/Makefile.am,
	  ql/shortratemodels/twofactormodels/Makefile.am,
	  ql/termstructures/Makefile.am,
	  ql/termstructures/volatilities/Makefile.am,
	  ql/termstructures/yieldcurves/Makefile.am, ql/time/Makefile.am,
	  ql/time/calendars/Makefile.am, ql/time/daycounters/Makefile.am,
	  ql/utilities/Makefile.am, ql/volatilitymodels/Makefile.am:
	  
	  made quantlib.hpp and friends dependent on Makefile.am (not
	  Makefile) to avoid unnecessary regeneration

2007-04-13 11:15  Luigi Ballabio

	* [r10137] ql/math/interpolations/sabrinterpolation.hpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/quotes/derivedquote.cpp, test-suite/quotes.cpp:
	  
	  Changed calls to black* to blackFormula* as for change committed in
	  r10134

2007-04-13 11:12  Luigi Ballabio

	* [r10136] ql/marketmodels/models/abcdmarketmodel.cpp:
	  
	  Fixed the case of an included header

2007-04-13 11:11  Luigi Ballabio

	* [r10135] ql/marketmodels/models/Makefile.am,
	  ql/marketmodels/models/all.hpp:
	  
	  Added new files to Linux build

2007-04-13 09:18  Chiara Fornarola

	* [r10134] ql/pricingengines/blackformula.cpp,
	  ql/pricingengines/blackformula.hpp:
	  
	  The following functions have been renamed in order to clarify that
	  they belong to a collection of functions and can be used together:
	  from blackImpliedStdDevApproximation to
	  blackFormulaImpliedStdDevApproximation
	  from blackImpliedStdDev to blackFormulaImpliedStdDev
	  from blackCashItmProbability to blackFormulaCashItmProbability
	  from blackStdDevDerivative to blackFormulaStdDevDerivative

2007-04-13 09:09  Marco Bianchetti

	* [r10133] test-suite/quantlibtestsuite.cpp:
	  
	  tests were commented out, now restored, sorry folks

2007-04-13 08:36  Marco Bianchetti

	* [r10131] test-suite/quantlibtestsuite.cpp:
	  
	  changed some output, test still failing, work in progress.

2007-04-13 08:19  Marco Bianchetti

	* [r10128] ql/pricingengines/capfloor/marketmodelcapfloorengine.cpp,
	  test-suite/capfloor.cpp:
	  
	  restored original values, test still failing, work in progress.

2007-04-12 19:03  Joseph Wang

	* [r10127] ql/marketmodels/models/Makefile.am,
	  ql/marketmodels/models/all.hpp:
	  
	  add pseudorootfacade.hpp

2007-04-12 17:54  Marco Bianchetti

	* [r10124] QuantLib.vcproj:
	  
	  VC7 catching up

2007-04-12 17:35  Ferdinando Ametrano

	* [r10122] test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  tested calibration to coterminal swaptions and caplets

2007-04-12 17:34  Ferdinando Ametrano

	* [r10121] test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  tested exact recovering of swaption and caplet vols

2007-04-12 17:33  Ferdinando Ametrano

	* [r10120] ql/marketmodels/marketmodel.cpp:
	  
	  improved error messages

2007-04-12 17:32  Ferdinando Ametrano

	* [r10119] ql/marketmodels/models/forwardtocoterminaladapter.cpp,
	  ql/marketmodels/models/forwardtocoterminaladapter.hpp:
	  
	  formatting and removal of obsolate/duplicated computations

2007-04-12 17:31  Ferdinando Ametrano

	* [r10118] ql/marketmodels/models/coterminaltoforwardadapter.cpp,
	  ql/marketmodels/models/coterminaltoforwardadapter.hpp:
	  
	  fixed bug: rows which had to be zeroed were not

2007-04-12 16:05  Ferdinando Ametrano

	* [r10116] QuantLib_vc8.vcproj,
	  ql/marketmodels/models/capletcoterminalcalibration.hpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  - VC8 project file updated
	  - fixed mismatched files (sorry folks)

2007-04-12 15:48  Ferdinando Ametrano

	* [r10115] ql/marketmodels/models/capletcoterminalcalibration.cpp,
	  ql/marketmodels/models/swapfromfracorrelationstructure.cpp,
	  ql/marketmodels/models/swapfromfracorrelationstructure.hpp,
	  ql/marketmodels/models/timedependantcorrelationstructure.hpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  changed abstract TimeDependandantCorrelationStructure class
	  interface

2007-04-12 15:45  Ferdinando Ametrano

	* [r10114] ql/marketmodels/models/pseudorootfacade.cpp,
	  ql/marketmodels/models/pseudorootfacade.hpp,
	  ql/marketmodels/models/timehomogeneousforwardcorrelation.cpp,
	  ql/marketmodels/models/timehomogeneousforwardcorrelation.hpp:
	  
	  work in progress new files

2007-04-12 12:50  Francois du Vignaud

	* [r10111] QuantLib_vc8.vcproj,
	  ql/marketmodels/models/abcdmarketmodel.cpp,
	  ql/marketmodels/models/abcdmarketmodel.hpp:
	  
	  AbcdMarketModel class added

2007-04-12 12:07  Giorgio Facchinetti

	* [r10110] ql/marketmodels/models/expcorrflatvol.cpp,
	  ql/marketmodels/models/expcorrflatvol.hpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.cpp,
	  test-suite/capfloor.cpp:
	  
	  

2007-04-12 10:37  Ferdinando Ametrano

	* [r10109] ql/marketmodels/models/capletcoterminalcalibration.cpp,
	  ql/marketmodels/models/capletcoterminalcalibration.hpp,
	  ql/marketmodels/models/swapfromfracorrelationstructure.cpp,
	  ql/marketmodels/models/swapfromfracorrelationstructure.hpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  - work in progress on swaption/caplet calibration: both recovered.
	  - displacement taken into account

2007-04-12 10:37  Ferdinando Ametrano

	* [r10108] ql/methods/lattices/binomialtree.cpp,
	  ql/methods/lattices/binomialtree.hpp:
	  
	  formatting

2007-04-12 08:34  Luigi Ballabio

	* [r10107] ql/Makefile.am, ql/cashflows/Makefile.am,
	  ql/cashflows/all.hpp, ql/cashflows/core.hpp, ql/core.hpp,
	  ql/currencies/Makefile.am, ql/currencies/all.hpp,
	  ql/indexes/Makefile.am, ql/indexes/all.hpp, ql/indexes/core.hpp,
	  ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/core.hpp, ql/legacy/Makefile.am, ql/legacy/all.hpp,
	  ql/legacy/libormarketmodels/Makefile.am,
	  ql/legacy/libormarketmodels/all.hpp, ql/legacy/pricers/Makefile.am,
	  ql/legacy/pricers/all.hpp, ql/legacy/pricers/core.hpp,
	  ql/marketmodels/Makefile.am, ql/marketmodels/all.hpp,
	  ql/marketmodels/browniangenerators/Makefile.am,
	  ql/marketmodels/browniangenerators/all.hpp,
	  ql/marketmodels/core.hpp, ql/marketmodels/curvestates/Makefile.am,
	  ql/marketmodels/curvestates/all.hpp,
	  ql/marketmodels/driftcomputation/Makefile.am,
	  ql/marketmodels/driftcomputation/all.hpp,
	  ql/marketmodels/evolvers/Makefile.am,
	  ql/marketmodels/evolvers/all.hpp,
	  ql/marketmodels/exercisestrategies/Makefile.am,
	  ql/marketmodels/exercisestrategies/all.hpp,
	  ql/marketmodels/exercisevalues/Makefile.am,
	  ql/marketmodels/exercisevalues/all.hpp,
	  ql/marketmodels/models/Makefile.am, ql/marketmodels/models/all.hpp,
	  ql/marketmodels/products/Makefile.am,
	  ql/marketmodels/products/all.hpp,
	  ql/marketmodels/products/multistep/Makefile.am,
	  ql/marketmodels/products/multistep/all.hpp,
	  ql/marketmodels/products/onestep/Makefile.am,
	  ql/marketmodels/products/onestep/all.hpp, ql/math/Makefile.am,
	  ql/math/all.hpp, ql/math/core.hpp,
	  ql/math/distributions/Makefile.am, ql/math/distributions/all.hpp,
	  ql/math/integrals/Makefile.am, ql/math/integrals/all.hpp,
	  ql/math/interpolations/Makefile.am, ql/math/interpolations/all.hpp,
	  ql/math/optimization/Makefile.am, ql/math/optimization/all.hpp,
	  ql/math/optimization/core.hpp, ql/math/randomnumbers/Makefile.am,
	  ql/math/randomnumbers/all.hpp, ql/math/randomnumbers/core.hpp,
	  ql/math/solvers1d/Makefile.am, ql/math/solvers1d/all.hpp,
	  ql/methods/Makefile.am, ql/methods/all.hpp,
	  ql/methods/finitedifferences/Makefile.am,
	  ql/methods/finitedifferences/all.hpp,
	  ql/methods/finitedifferences/core.hpp,
	  ql/methods/lattices/Makefile.am, ql/methods/lattices/all.hpp,
	  ql/methods/lattices/core.hpp, ql/methods/montecarlo/Makefile.am,
	  ql/methods/montecarlo/all.hpp, ql/methods/montecarlo/core.hpp,
	  ql/patterns/Makefile.am, ql/patterns/all.hpp,
	  ql/pricingengines/Makefile.am, ql/pricingengines/all.hpp,
	  ql/pricingengines/asian/Makefile.am,
	  ql/pricingengines/asian/all.hpp,
	  ql/pricingengines/barrier/Makefile.am,
	  ql/pricingengines/barrier/all.hpp,
	  ql/pricingengines/basket/Makefile.am,
	  ql/pricingengines/basket/all.hpp,
	  ql/pricingengines/capfloor/Makefile.am,
	  ql/pricingengines/capfloor/all.hpp,
	  ql/pricingengines/cliquet/Makefile.am,
	  ql/pricingengines/cliquet/all.hpp, ql/pricingengines/core.hpp,
	  ql/pricingengines/forward/Makefile.am,
	  ql/pricingengines/forward/all.hpp,
	  ql/pricingengines/hybrid/Makefile.am,
	  ql/pricingengines/hybrid/all.hpp,
	  ql/pricingengines/lookback/Makefile.am,
	  ql/pricingengines/lookback/all.hpp,
	  ql/pricingengines/quanto/Makefile.am,
	  ql/pricingengines/quanto/all.hpp,
	  ql/pricingengines/swaption/Makefile.am,
	  ql/pricingengines/swaption/all.hpp,
	  ql/pricingengines/vanilla/Makefile.am,
	  ql/pricingengines/vanilla/all.hpp, ql/processes/Makefile.am,
	  ql/processes/all.hpp, ql/quantlib.hpp, ql/quotes/Makefile.am,
	  ql/quotes/all.hpp, ql/shortratemodels/Makefile.am,
	  ql/shortratemodels/all.hpp,
	  ql/shortratemodels/calibrationhelpers/Makefile.am,
	  ql/shortratemodels/calibrationhelpers/all.hpp,
	  ql/shortratemodels/core.hpp,
	  ql/shortratemodels/onefactormodels/Makefile.am,
	  ql/shortratemodels/onefactormodels/all.hpp,
	  ql/shortratemodels/twofactormodels/Makefile.am,
	  ql/shortratemodels/twofactormodels/all.hpp,
	  ql/termstructures/Makefile.am, ql/termstructures/all.hpp,
	  ql/termstructures/volatilities/Makefile.am,
	  ql/termstructures/volatilities/all.hpp,
	  ql/termstructures/yieldcurves/Makefile.am,
	  ql/termstructures/yieldcurves/all.hpp, ql/time/Makefile.am,
	  ql/time/all.hpp, ql/time/calendars/Makefile.am,
	  ql/time/calendars/all.hpp, ql/time/daycounters/Makefile.am,
	  ql/time/daycounters/all.hpp, ql/utilities/Makefile.am,
	  ql/utilities/all.hpp, ql/volatilitymodels/Makefile.am,
	  ql/volatilitymodels/all.hpp:
	  
	  quantlib.hpp and the several all.hpp files are now autogenerated
	  during the
	  build process under Linux.
	  They are still kept under version control and included in released
	  tarballs
	  for the comfort of Windows users.
	  The core.hpp files were removed.

2007-04-12 08:15  Luigi Ballabio

	* [r10106] ql/instruments/swaption.cpp:
	  
	  Removed unecessary inclusion

2007-04-11 21:40  Ferdinando Ametrano

	* [r10104] Examples/EquityOption/EquityOption.cpp,
	  test-suite/europeanoption.cpp, test-suite/europeanoption.hpp:
	  
	  added Joshi Binomial Tree to testsuite, EquityOption example, and
	  exported to Excel

2007-04-11 20:15  Katiuscia Manzoni

	* [r10101] test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  restoring valid tests

2007-04-11 19:50  Ferdinando Ametrano

	* [r10100] test-suite/marketmodel.cpp:
	  
	  - restored valid test
	  - few tests fail or crashes and should be checked

2007-04-11 19:30  Katiuscia Manzoni

	* [r10099] test-suite/quantlibtestsuite.cpp:
	  
	  restoring valid test

2007-04-11 19:20  Ferdinando Ametrano

	* [r10098] ql/marketmodels/models/expcorrabcdvol.cpp,
	  ql/marketmodels/models/expcorrabcdvol.hpp,
	  ql/marketmodels/models/expcorrflatvol.cpp,
	  ql/marketmodels/models/expcorrflatvol.hpp, test-suite/capfloor.cpp:
	  
	  - reverted all expcorr*.*pp files to the revision of Sunday April 8,
	  then updated to reflect new signature and base class

2007-04-11 18:28  Ferdinando Ametrano

	* [r10095] ql/marketmodels/models/capletcoterminalcalibration.cpp:
	  
	  - work in progress on swaption/caplet calibration: both recovered.
	  Not stable enough yet

2007-04-11 17:41  Francois du Vignaud

	* [r10094] test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  one more crashing test commented out ...

2007-04-11 17:03  Francois du Vignaud

	* [r10093] test-suite/marketmodel.cpp:
	  
	  uncommented out crashing tests recommented out

2007-04-11 16:48  Francois du Vignaud

	* [r10092] ql/marketmodels/models/expcorrabcdvol.cpp:
	  
	  quick fix to avoid testsuite crashes, apologies for this guys

2007-04-11 15:58  Ferdinando Ametrano

	* [r10090] ql/marketmodels/models/capletcoterminalcalibration.cpp:
	  
	  - work in progress on swaption/caplet calibration: both recovered in
	  the casa of flat vol

2007-04-11 14:26  Luigi Ballabio

	* [r10088] Docs/quantlib.doxy, Docs/quantlibheader.html,
	  Docs/quantlibheaderonline.html, ql/index.hpp,
	  ql/math/integrals/integral.hpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.hpp:
	  
	  Fixed documentation issues and upgraded configuration file to
	  Doxygen 1.5.2

2007-04-11 14:07  Luigi Ballabio

	* [r10087] ql/marketmodels/models/Makefile.am:
	  
	  Added piecewiseconstantvariance.cpp to Linux build

2007-04-11 13:31  Ferdinando Ametrano

	* [r10086] QuantLib_vc8.vcproj, ql/marketmodels/marketmodel.cpp,
	  ql/marketmodels/marketmodel.hpp,
	  ql/marketmodels/models/capletcoterminalcalibration.cpp,
	  ql/marketmodels/models/expcorrabcdvol.cpp,
	  ql/marketmodels/models/expcorrabcdvol.hpp,
	  ql/marketmodels/models/expcorrflatvol.cpp,
	  ql/marketmodels/models/expcorrflatvol.hpp,
	  ql/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/marketmodels/models/piecewiseconstantabcdvariance.hpp,
	  ql/marketmodels/models/piecewiseconstantvariance.cpp,
	  ql/marketmodels/models/piecewiseconstantvariance.hpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  - MarketModel is back to an abstract base class with just a couple
	  of methods with default implementations
	  - work in progress on swaption/caplet calibration: both recovered in
	  the casa of flat vol

2007-04-11 12:35  Luigi Ballabio

	* [r10085] ql/Makefile.am, ql/cashflows/Makefile.am,
	  ql/currencies/Makefile.am, ql/indexes/Makefile.am,
	  ql/instruments/Makefile.am, ql/legacy/Makefile.am,
	  ql/legacy/libormarketmodels/Makefile.am,
	  ql/legacy/pricers/Makefile.am, ql/marketmodels/Makefile.am,
	  ql/marketmodels/browniangenerators/Makefile.am,
	  ql/marketmodels/curvestates/Makefile.am,
	  ql/marketmodels/driftcomputation/Makefile.am,
	  ql/marketmodels/evolvers/Makefile.am,
	  ql/marketmodels/exercisestrategies/Makefile.am,
	  ql/marketmodels/exercisevalues/Makefile.am,
	  ql/marketmodels/models/Makefile.am,
	  ql/marketmodels/products/Makefile.am,
	  ql/marketmodels/products/multistep/Makefile.am,
	  ql/marketmodels/products/onestep/Makefile.am, ql/math/Makefile.am,
	  ql/math/distributions/Makefile.am, ql/math/integrals/Makefile.am,
	  ql/math/interpolations/Makefile.am,
	  ql/math/optimization/Makefile.am, ql/math/randomnumbers/Makefile.am,
	  ql/math/solvers1d/Makefile.am, ql/methods/Makefile.am,
	  ql/methods/finitedifferences/Makefile.am,
	  ql/methods/lattices/Makefile.am, ql/methods/montecarlo/Makefile.am,
	  ql/patterns/Makefile.am, ql/pricingengines/Makefile.am,
	  ql/pricingengines/asian/Makefile.am,
	  ql/pricingengines/barrier/Makefile.am,
	  ql/pricingengines/basket/Makefile.am,
	  ql/pricingengines/capfloor/Makefile.am,
	  ql/pricingengines/cliquet/Makefile.am,
	  ql/pricingengines/forward/Makefile.am,
	  ql/pricingengines/hybrid/Makefile.am,
	  ql/pricingengines/lookback/Makefile.am,
	  ql/pricingengines/quanto/Makefile.am,
	  ql/pricingengines/swaption/Makefile.am,
	  ql/pricingengines/vanilla/Makefile.am, ql/processes/Makefile.am,
	  ql/quotes/Makefile.am, ql/shortratemodels/Makefile.am,
	  ql/shortratemodels/calibrationhelpers/Makefile.am,
	  ql/shortratemodels/onefactormodels/Makefile.am,
	  ql/shortratemodels/twofactormodels/Makefile.am,
	  ql/termstructures/Makefile.am,
	  ql/termstructures/volatilities/Makefile.am,
	  ql/termstructures/yieldcurves/Makefile.am, ql/time/Makefile.am,
	  ql/time/calendars/Makefile.am, ql/time/daycounters/Makefile.am,
	  ql/utilities/Makefile.am, ql/volatilitymodels/Makefile.am:
	  
	  Modified Makefile.am files in source tree so that:
	  - installation no longer discards the --includedir option passed to
	  configure;
	  - Makefile.am no longer needs to be edited when its containing
	  folder is moved.

2007-04-11 11:52  Francois du Vignaud

	* [r10080] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/marketmodels/Makefile.am, ql/marketmodels/marketmodel.cpp,
	  ql/marketmodels/marketmodel.hpp,
	  ql/marketmodels/models/expcorrabcdvol.cpp,
	  ql/marketmodels/models/expcorrabcdvol.hpp,
	  ql/marketmodels/models/expcorrflatvol.cpp,
	  ql/marketmodels/models/expcorrflatvol.hpp:
	  
	  some MarketModel methods implemented in a new dedicated cpp file
	  The covariance and the totalCovariance are now returning the values
	  resulting from the factor reduction

2007-04-11 11:13  Chiara Fornarola

	* [r10079] ql/cashflows/conundrumpricer.cpp:
	  
	  fixed a bug in the upperBoundary estimation

2007-04-11 10:36  Ferdinando Ametrano

	* [r10078] ql/marketmodels/models/capletcoterminalcalibration.cpp,
	  ql/marketmodels/models/capletcoterminalcalibration.hpp,
	  ql/marketmodels/models/piecewiseconstantvariance.hpp,
	  ql/marketmodels/models/swapfromfracorrelationstructure.cpp:
	  
	  work in progress on swaption/caplet calibration: swaption vols are
	  recovered ;-)

2007-04-11 10:34  Ferdinando Ametrano

	* [r10077] QuantLib_vc8.vcproj:
	  
	  in order to speed up compilation time:
	  - removed browse information
	  - lowered debug info level from 4 to 3 (no more edit and continue)
	  - removed empty (commented out code) file from the project

2007-04-11 08:07  Francois du Vignaud

	* [r10071] ql/marketmodels/models/expcorrabcdvol.cpp:
	  
	  correlation matrix sliding access implemented

2007-04-10 21:14  Klaus Spanderen

	* [r10068] ql/processes/hestonprocess.cpp,
	  ql/processes/hestonprocess.hpp,
	  ql/shortratemodels/calibrationhelpers/hestonmodelhelper.cpp,
	  ql/shortratemodels/calibrationhelpers/hestonmodelhelper.hpp,
	  test-suite/batesmodel.cpp, test-suite/hestonmodel.cpp:
	  
	  rollback of last commit
	  replace RelinkableHandle by Handle

2007-04-10 20:18  Joseph Wang

	* [r10067] test-suite/Makefile.am:
	  
	  add optimizers to test suite

2007-04-10 19:58  Ferdinando Ametrano

	* [r10064] ql/marketmodels/models/capletcoterminalcalibration.cpp,
	  ql/marketmodels/models/capletcoterminalcalibration.hpp,
	  ql/marketmodels/models/correlations.cpp,
	  ql/marketmodels/models/correlations.hpp,
	  ql/marketmodels/models/expcorrabcdvol.cpp,
	  ql/marketmodels/models/expcorrflatvol.cpp,
	  ql/marketmodels/models/expcorrflatvol.hpp,
	  ql/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/marketmodels/models/piecewiseconstantabcdvariance.hpp,
	  ql/marketmodels/models/piecewiseconstantvariance.hpp,
	  ql/marketmodels/models/swapfromfracorrelationstructure.cpp,
	  ql/marketmodels/models/swapfromfracorrelationstructure.hpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/quantlibtestsuite.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  - removed (Real longTermCorrelation, Real beta) input parameters in
	  favour of const Matrix& correlationMatrix
	  - fixed bug in exponentialCorrelations
	  - work in progress on caplet and swaption market model calibration

2007-04-10 19:53  Ferdinando Ametrano

	* [r10063] test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2007-04-10 17:55  Marco Bianchetti

	* [r10061] QuantLib.vcproj, test-suite/marketmodel.cpp,
	  test-suite/optimizers.cpp, test-suite/optimizers.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite.vcproj:
	  
	  implementing a test for optimizers (work still in progress)
	  VC7 catching up

2007-04-10 16:17  Francois du Vignaud

	* [r10058] ql/marketmodels/models/Makefile.am,
	  ql/marketmodels/models/all.hpp:
	  
	  catching up with new ExpCorrExpCorrAbcdVol constructor signature

2007-04-10 16:13  Francois du Vignaud

	* [r10055] ql/marketmodels/models/expcorrabcdvol.cpp,
	  ql/marketmodels/models/expcorrabcdvol.hpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  ExpCorrAbcdVol constructor signature changed
	  -> correlations matrix is now computed externally

2007-04-10 16:05  Cristina Duminuco

	* [r10054] test-suite/marketmodel.cpp:
	  
	  capletCalibration --> calibration

2007-04-10 16:04  Cristina Duminuco

	* [r10053] ql/termstructures/volatilities/abcd.cpp,
	  ql/termstructures/volatilities/abcd.hpp:
	  
	  capletCalibration --> calibration

2007-04-10 15:52  Luigi Ballabio

	* [r10049] QuantLib.dev, QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/termstructures/yieldcurves/Makefile.am,
	  ql/termstructures/yieldcurves/piecewiseflatforward.cpp,
	  ql/termstructures/yieldcurves/piecewiseflatforward.hpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseflatforward.hpp:
	  
	  Removed VC++6-only piecewise-flat forward curve

2007-04-10 15:49  Luigi Ballabio

	* [r10047] ql/termstructures/yieldcurves/piecewiseyieldcurve.hpp:
	  
	  Forced piecewise yield-curve to recalculate before returning its
	  nodes

2007-04-10 15:47  Luigi Ballabio

	* [r10045] QuantLib.dev, QuantLib.vcproj,
	  ql/legacy/libormarketmodels/Makefile.am, test-suite/testsuite.dev:
	  
	  VC++7 and Dev-C++ projects are now up to date with the latest folder
	  shuffling (and with less recent changes in the Dev-C++ case)

2007-04-10 15:23  Francois du Vignaud

	* [r10044] QuantLib_vc8.vcproj,
	  ql/marketmodels/models/correlations.cpp,
	  ql/marketmodels/models/correlations.hpp:
	  
	  catching up with latest changes in folder hierarchy
	  new correlations files added

2007-04-10 14:28  Luigi Ballabio

	* [r10043] ql/math/pseudosqrt.cpp, ql/math/pseudosqrt.hpp,
	  test-suite/matrices.cpp, test-suite/matrices.hpp:
	  
	  Added Higham's nearest correlation matrix method (contributed by
	  Neil Firth)

2007-04-10 12:53  Luigi Ballabio

	* [r10042] QuantLib.dev, configure.ac, ql/Makefile.am, ql/legacy,
	  ql/legacy/Makefile.am, ql/legacy/all.hpp,
	  ql/legacy/libormarketmodels,
	  ql/legacy/libormarketmodels/Makefile.am,
	  ql/legacy/libormarketmodels/all.hpp,
	  ql/legacy/libormarketmodels/lfmcovarproxy.cpp,
	  ql/legacy/libormarketmodels/lfmcovarproxy.hpp,
	  ql/legacy/libormarketmodels/liborforwardmodel.cpp,
	  ql/legacy/libormarketmodels/liborforwardmodel.hpp,
	  ql/legacy/libormarketmodels/lmconstwrappercorrmodel.hpp,
	  ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp,
	  ql/legacy/libormarketmodels/lmcorrmodel.cpp,
	  ql/legacy/libormarketmodels/lmcorrmodel.hpp,
	  ql/legacy/libormarketmodels/lmexpcorrmodel.cpp,
	  ql/legacy/libormarketmodels/lmexpcorrmodel.hpp,
	  ql/legacy/libormarketmodels/lmextlinexpvolmodel.cpp,
	  ql/legacy/libormarketmodels/lmextlinexpvolmodel.hpp,
	  ql/legacy/libormarketmodels/lmfixedvolmodel.cpp,
	  ql/legacy/libormarketmodels/lmfixedvolmodel.hpp,
	  ql/legacy/libormarketmodels/lmlinexpcorrmodel.cpp,
	  ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp,
	  ql/legacy/libormarketmodels/lmlinexpvolmodel.cpp,
	  ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp,
	  ql/legacy/libormarketmodels/lmvolmodel.cpp,
	  ql/legacy/libormarketmodels/lmvolmodel.hpp, ql/legacy/pricers,
	  ql/legacy/pricers/Makefile.am, ql/legacy/pricers/all.hpp,
	  ql/legacy/pricers/core.hpp,
	  ql/legacy/pricers/discretegeometricaso.cpp,
	  ql/legacy/pricers/discretegeometricaso.hpp,
	  ql/legacy/pricers/mccliquetoption.cpp,
	  ql/legacy/pricers/mccliquetoption.hpp,
	  ql/legacy/pricers/mcdiscretearithmeticaso.cpp,
	  ql/legacy/pricers/mcdiscretearithmeticaso.hpp,
	  ql/legacy/pricers/mceverest.cpp, ql/legacy/pricers/mceverest.hpp,
	  ql/legacy/pricers/mchimalaya.cpp, ql/legacy/pricers/mchimalaya.hpp,
	  ql/legacy/pricers/mcmaxbasket.cpp,
	  ql/legacy/pricers/mcmaxbasket.hpp, ql/legacy/pricers/mcpagoda.cpp,
	  ql/legacy/pricers/mcpagoda.hpp,
	  ql/legacy/pricers/mcperformanceoption.cpp,
	  ql/legacy/pricers/mcperformanceoption.hpp,
	  ql/legacy/pricers/mcpricer.hpp,
	  ql/legacy/pricers/singleassetoption.cpp,
	  ql/legacy/pricers/singleassetoption.hpp,
	  ql/marketmodels/models/calibratedmarketmodel.hpp, ql/pricers,
	  ql/pricingengines/swaption/lfmswaptionengine.hpp,
	  ql/pricingengines/vanilla/discretizedvanillaoption.hpp,
	  ql/quantlib.hpp, ql/shortratemodels/Makefile.am,
	  ql/shortratemodels/all.hpp, ql/shortratemodels/libormarketmodels,
	  test-suite/libormarketmodel.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/old_pricers.cpp:
	  
	  Created ql/legacy folder containing code based on obsolete
	  frameworks,
	  namely, a few Monte Carlo pricers and the first LIBOR market model.
	  The code within should be ported to the corresponding new frameworks
	  before release 1.0 (or better yet, 0.9.0)

2007-04-10 10:56  Eric Ehlers

	* [r10037] QuantLib_vc8.vcproj:
	  
	  fix broken paths

2007-04-10 09:55  Luigi Ballabio

	* [r10036] ql/pricingengines/quanto/quantoengine.hpp,
	  ql/termstructures/Makefile.am, ql/termstructures/all.hpp,
	  ql/termstructures/bondhelpers.cpp,
	  ql/termstructures/bondhelpers.hpp,
	  ql/termstructures/bootstraptraits.hpp,
	  ql/termstructures/drifttermstructure.hpp,
	  ql/termstructures/quantotermstructure.hpp,
	  ql/termstructures/ratehelpers.cpp,
	  ql/termstructures/ratehelpers.hpp,
	  ql/termstructures/yieldcurves/Makefile.am,
	  ql/termstructures/yieldcurves/all.hpp,
	  ql/termstructures/yieldcurves/bondhelpers.cpp,
	  ql/termstructures/yieldcurves/bondhelpers.hpp,
	  ql/termstructures/yieldcurves/bootstraptraits.hpp,
	  ql/termstructures/yieldcurves/drifttermstructure.hpp,
	  ql/termstructures/yieldcurves/piecewiseyieldcurve.hpp,
	  ql/termstructures/yieldcurves/quantotermstructure.hpp,
	  ql/termstructures/yieldcurves/ratehelpers.cpp,
	  ql/termstructures/yieldcurves/ratehelpers.hpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/termstructures.cpp:
	  
	  The files in ql/termstructures were actually related to yield term
	  structures.
	  They were moved accordingly.

2007-04-10 09:11  Luigi Ballabio

	* [r10035] configure.ac, ql/core.hpp, ql/math/Makefile.am,
	  ql/math/all.hpp, ql/math/distributions,
	  ql/math/distributions/Makefile.am, ql/math/distributions/all.hpp,
	  ql/math/integrals, ql/math/integrals/Makefile.am,
	  ql/math/integrals/all.hpp, ql/math/interpolations,
	  ql/math/interpolations/Makefile.am, ql/math/interpolations/all.hpp,
	  ql/methods, ql/methods/Makefile.am, ql/methods/all.hpp,
	  ql/quantlib.hpp, ql/termstructures/Makefile.am,
	  ql/termstructures/all.hpp, ql/termstructures/yieldcurves,
	  ql/termstructures/yieldcurves/all.hpp, ql/time, ql/time/Makefile.am,
	  ql/time/all.hpp:
	  
	  More polishing up after the Great Folder Migration:
	  - created all.hpp headers in new folders and cleaned up old ones;
	  - added svn:ignore property to new folders.

2007-04-10 08:17  Luigi Ballabio

	* [r10034] QuantLib.dev, QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/marketmodels/accountingengine.hpp,
	  ql/marketmodels/proxygreekengine.hpp,
	  ql/marketmodels/upperboundengine.hpp, ql/math/Makefile.am,
	  ql/math/core.hpp, ql/math/discrepancystatistics.hpp,
	  ql/math/distributions/Makefile.am,
	  ql/math/distributions/sequencestatistics.hpp,
	  ql/math/sequencestatistics.hpp,
	  ql/methods/montecarlo/genericlsregression.cpp,
	  test-suite/brownianbridge.cpp, test-suite/covariance.cpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/riskstats.cpp, test-suite/stats.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  sequence statistics seemed to have slipped into
	  ql/math/distributions. I put it back into ql/math.

2007-04-07 00:06  Klaus Spanderen

	* [r10031]
	  ql/shortratemodels/calibrationhelpers/hestonmodelhelper.cpp,
	  ql/shortratemodels/calibrationhelpers/hestonmodelhelper.hpp:
	  
	  use relinkableHandle for all parameters

2007-04-07 00:00  Klaus Spanderen

	* [r10030] ql/processes/hestonprocess.cpp,
	  ql/processes/hestonprocess.hpp, test-suite/batesmodel.cpp,
	  test-suite/hestonmodel.cpp:
	  
	  use relinkableHandle for all parameters

2007-04-06 22:51  Joseph Wang

	* [r10029] ql/math/distributions/Makefile.am,
	  ql/math/integrals/Makefile.am, ql/math/interpolations/Makefile.am,
	  ql/math/optimization/Makefile.am, ql/math/randomnumbers/Makefile.am,
	  ql/math/solvers1d/Makefile.am,
	  ql/methods/finitedifferences/Makefile.am,
	  ql/methods/lattices/Makefile.am, ql/methods/montecarlo/Makefile.am,
	  ql/termstructures/volatilities/Makefile.am,
	  ql/termstructures/yieldcurves/Makefile.am,
	  ql/time/calendars/Makefile.am, ql/time/daycounters/Makefile.am:
	  
	  fix makefile.am to install in correct directories

2007-04-06 22:30  Joseph Wang

	* [r10028] ql/math/integrals/Makefile.am:
	  
	  add integral.cpp to build

2007-04-06 22:16  Joseph Wang

	* [r10027] configure.ac, ql/Makefile.am, ql/math/Makefile.am,
	  ql/math/distributions/Makefile.am, ql/math/integrals/Makefile.am,
	  ql/math/interpolations/Makefile.am, ql/methods/Makefile.am,
	  ql/termstructures/Makefile.am,
	  ql/termstructures/yieldcurves/Makefile.am, ql/time/Makefile.am:
	  
	  change autoconf files to fit new directory structure

2007-04-06 17:48  Francois du Vignaud

	* [r10026] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/businessdayconvention.cpp, ql/businessdayconvention.hpp,
	  ql/calendar.cpp, ql/calendar.hpp, ql/calendars,
	  ql/cashflows/analysis.cpp, ql/cashflows/cashflowvectors.hpp,
	  ql/cashflows/conundrumpricer.cpp, ql/cashflows/timebasket.hpp,
	  ql/core.hpp, ql/currencies/exchangeratemanager.hpp, ql/date.cpp,
	  ql/date.hpp, ql/daycounter.hpp, ql/daycounters, ql/event.hpp,
	  ql/exercise.hpp, ql/finitedifferences, ql/frequency.cpp,
	  ql/frequency.hpp, ql/index.hpp, ql/indexes/audlibor.hpp,
	  ql/indexes/cadlibor.hpp, ql/indexes/cdor.hpp,
	  ql/indexes/chflibor.hpp, ql/indexes/dkklibor.hpp,
	  ql/indexes/euribor.hpp, ql/indexes/euriborswapfixa.hpp,
	  ql/indexes/euriborswapfixb.hpp, ql/indexes/euriborswapfixifr.hpp,
	  ql/indexes/eurlibor.hpp, ql/indexes/eurliborswapfixa.hpp,
	  ql/indexes/eurliborswapfixb.hpp, ql/indexes/eurliborswapfixifr.hpp,
	  ql/indexes/gbplibor.hpp, ql/indexes/interestrateindex.hpp,
	  ql/indexes/jibar.hpp, ql/indexes/jpylibor.hpp, ql/indexes/libor.cpp,
	  ql/indexes/nzdlibor.hpp, ql/indexes/tibor.hpp,
	  ql/indexes/trlibor.hpp, ql/indexes/usdlibor.hpp,
	  ql/indexes/zibor.hpp, ql/instruments/assetswap.hpp,
	  ql/instruments/barrieroption.cpp, ql/instruments/bond.cpp,
	  ql/instruments/bond.hpp, ql/instruments/capfloor.cpp,
	  ql/instruments/convertiblebond.hpp, ql/instruments/forward.hpp,
	  ql/instruments/forwardrateagreement.cpp, ql/instruments/makecms.cpp,
	  ql/instruments/makevanillaswap.cpp,
	  ql/instruments/multiassetoption.cpp,
	  ql/instruments/oneassetoption.cpp, ql/instruments/swaption.cpp,
	  ql/instruments/vanillaswap.hpp, ql/lattices,
	  ql/marketmodels/browniangenerators/mtbrowniangenerator.hpp,
	  ql/marketmodels/browniangenerators/sobolbrowniangenerator.hpp,
	  ql/marketmodels/exercisestrategies/lsstrategy.hpp,
	  ql/marketmodels/exercisestrategies/swapratetrigger.hpp,
	  ql/marketmodels/lsdatacollector.cpp,
	  ql/marketmodels/models/expcorrabcdvol.cpp,
	  ql/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/marketmodels/parametricexercise.hpp,
	  ql/marketmodels/parametricexerciseadapter.hpp,
	  ql/marketmodels/products/multistep/callspecifiedmultiproduct.hpp,
	  ql/marketmodels/upperboundengine.hpp,
	  ql/math/distributions/chisquaredistribution.cpp,
	  ql/math/interpolations/abcdinterpolation.hpp,
	  ql/math/interpolations/cubicspline.hpp,
	  ql/math/interpolations/sabrinterpolation.hpp, ql/math/optimization,
	  ql/math/optimization/Makefile.am, ql/math/optimization/all.hpp,
	  ql/math/optimization/armijo.cpp, ql/math/optimization/armijo.hpp,
	  ql/math/optimization/conjugategradient.cpp,
	  ql/math/optimization/conjugategradient.hpp,
	  ql/math/optimization/constraint.cpp,
	  ql/math/optimization/constraint.hpp, ql/math/optimization/core.hpp,
	  ql/math/optimization/costfunction.hpp,
	  ql/math/optimization/endcriteria.cpp,
	  ql/math/optimization/endcriteria.hpp,
	  ql/math/optimization/leastsquare.cpp,
	  ql/math/optimization/leastsquare.hpp,
	  ql/math/optimization/levenbergmarquardt.cpp,
	  ql/math/optimization/levenbergmarquardt.hpp,
	  ql/math/optimization/linesearch.cpp,
	  ql/math/optimization/linesearch.hpp,
	  ql/math/optimization/linesearchbasedmethod.cpp,
	  ql/math/optimization/linesearchbasedmethod.hpp,
	  ql/math/optimization/lmdif.cpp, ql/math/optimization/lmdif.hpp,
	  ql/math/optimization/method.hpp, ql/math/optimization/problem.hpp,
	  ql/math/optimization/simplex.cpp, ql/math/optimization/simplex.hpp,
	  ql/math/optimization/steepestdescent.cpp,
	  ql/math/optimization/steepestdescent.hpp, ql/math/pseudosqrt.cpp,
	  ql/math/randomnumbers, ql/math/randomnumbers/Makefile.am,
	  ql/math/randomnumbers/all.hpp,
	  ql/math/randomnumbers/boxmullergaussianrng.hpp,
	  ql/math/randomnumbers/centrallimitgaussianrng.hpp,
	  ql/math/randomnumbers/core.hpp, ql/math/randomnumbers/faurersg.cpp,
	  ql/math/randomnumbers/faurersg.hpp,
	  ql/math/randomnumbers/haltonrsg.cpp,
	  ql/math/randomnumbers/haltonrsg.hpp,
	  ql/math/randomnumbers/inversecumulativerng.hpp,
	  ql/math/randomnumbers/inversecumulativersg.hpp,
	  ql/math/randomnumbers/knuthuniformrng.cpp,
	  ql/math/randomnumbers/knuthuniformrng.hpp,
	  ql/math/randomnumbers/lecuyeruniformrng.cpp,
	  ql/math/randomnumbers/lecuyeruniformrng.hpp,
	  ql/math/randomnumbers/mt19937uniformrng.cpp,
	  ql/math/randomnumbers/mt19937uniformrng.hpp,
	  ql/math/randomnumbers/primitivepolynomials.c,
	  ql/math/randomnumbers/primitivepolynomials.h,
	  ql/math/randomnumbers/randomizedlds.hpp,
	  ql/math/randomnumbers/randomsequencegenerator.hpp,
	  ql/math/randomnumbers/rngtraits.hpp,
	  ql/math/randomnumbers/seedgenerator.cpp,
	  ql/math/randomnumbers/seedgenerator.hpp,
	  ql/math/randomnumbers/sobolrsg.cpp,
	  ql/math/randomnumbers/sobolrsg.hpp, ql/math/solvers1d,
	  ql/math/solvers1d/Makefile.am, ql/math/solvers1d/all.hpp,
	  ql/math/solvers1d/bisection.hpp, ql/math/solvers1d/brent.hpp,
	  ql/math/solvers1d/falseposition.hpp, ql/math/solvers1d/newton.hpp,
	  ql/math/solvers1d/newtonsafe.hpp, ql/math/solvers1d/ridder.hpp,
	  ql/math/solvers1d/secant.hpp, ql/methods,
	  ql/methods/finitedifferences,
	  ql/methods/finitedifferences/Makefile.am,
	  ql/methods/finitedifferences/all.hpp,
	  ql/methods/finitedifferences/americancondition.hpp,
	  ql/methods/finitedifferences/boundarycondition.cpp,
	  ql/methods/finitedifferences/boundarycondition.hpp,
	  ql/methods/finitedifferences/bsmoperator.cpp,
	  ql/methods/finitedifferences/bsmoperator.hpp,
	  ql/methods/finitedifferences/bsmtermoperator.hpp,
	  ql/methods/finitedifferences/core.hpp,
	  ql/methods/finitedifferences/cranknicolson.hpp,
	  ql/methods/finitedifferences/dminus.hpp,
	  ql/methods/finitedifferences/dplus.hpp,
	  ql/methods/finitedifferences/dplusdminus.hpp,
	  ql/methods/finitedifferences/dzero.hpp,
	  ql/methods/finitedifferences/expliciteuler.hpp,
	  ql/methods/finitedifferences/fdtypedefs.hpp,
	  ql/methods/finitedifferences/finitedifferencemodel.hpp,
	  ql/methods/finitedifferences/impliciteuler.hpp,
	  ql/methods/finitedifferences/mixedscheme.hpp,
	  ql/methods/finitedifferences/onefactoroperator.hpp,
	  ql/methods/finitedifferences/operatorfactory.hpp,
	  ql/methods/finitedifferences/operatortraits.hpp,
	  ql/methods/finitedifferences/parallelevolver.hpp,
	  ql/methods/finitedifferences/pde.hpp,
	  ql/methods/finitedifferences/pdebsm.hpp,
	  ql/methods/finitedifferences/pdeshortrate.hpp,
	  ql/methods/finitedifferences/shoutcondition.hpp,
	  ql/methods/finitedifferences/stepcondition.hpp,
	  ql/methods/finitedifferences/tridiagonaloperator.cpp,
	  ql/methods/finitedifferences/tridiagonaloperator.hpp,
	  ql/methods/finitedifferences/zerocondition.hpp, ql/methods/lattices,
	  ql/methods/lattices/Makefile.am, ql/methods/lattices/all.hpp,
	  ql/methods/lattices/binomialtree.cpp,
	  ql/methods/lattices/binomialtree.hpp,
	  ql/methods/lattices/bsmlattice.hpp, ql/methods/lattices/core.hpp,
	  ql/methods/lattices/lattice.hpp, ql/methods/lattices/lattice1d.hpp,
	  ql/methods/lattices/lattice2d.hpp,
	  ql/methods/lattices/tflattice.hpp, ql/methods/lattices/tree.hpp,
	  ql/methods/lattices/trinomialtree.cpp,
	  ql/methods/lattices/trinomialtree.hpp, ql/methods/montecarlo,
	  ql/methods/montecarlo/Makefile.am, ql/methods/montecarlo/all.hpp,
	  ql/methods/montecarlo/brownianbridge.cpp,
	  ql/methods/montecarlo/brownianbridge.hpp,
	  ql/methods/montecarlo/core.hpp,
	  ql/methods/montecarlo/earlyexercisepathpricer.hpp,
	  ql/methods/montecarlo/exercisestrategy.hpp,
	  ql/methods/montecarlo/genericlsregression.cpp,
	  ql/methods/montecarlo/genericlsregression.hpp,
	  ql/methods/montecarlo/genericparametricearlyexercise.cpp,
	  ql/methods/montecarlo/genericparametricearlyexercise.hpp,
	  ql/methods/montecarlo/getcovariance.cpp,
	  ql/methods/montecarlo/getcovariance.hpp,
	  ql/methods/montecarlo/longstaffschwartzpathpricer.hpp,
	  ql/methods/montecarlo/lsmbasissystem.cpp,
	  ql/methods/montecarlo/lsmbasissystem.hpp,
	  ql/methods/montecarlo/mctraits.hpp,
	  ql/methods/montecarlo/mctypedefs.hpp,
	  ql/methods/montecarlo/montecarlomodel.hpp,
	  ql/methods/montecarlo/multipath.hpp,
	  ql/methods/montecarlo/multipathgenerator.hpp,
	  ql/methods/montecarlo/nodedata.hpp, ql/methods/montecarlo/path.hpp,
	  ql/methods/montecarlo/pathgenerator.hpp,
	  ql/methods/montecarlo/pathpricer.hpp,
	  ql/methods/montecarlo/sample.hpp, ql/montecarlo, ql/optimization,
	  ql/period.cpp, ql/period.hpp, ql/pricers/mchimalaya.cpp,
	  ql/pricers/mcperformanceoption.cpp, ql/pricers/mcpricer.hpp,
	  ql/pricers/singleassetoption.cpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  ql/pricingengines/basket/mcamericanbasketengine.cpp,
	  ql/pricingengines/basket/mcamericanbasketengine.hpp,
	  ql/pricingengines/blackformula.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp,
	  ql/pricingengines/forward/forwardengine.hpp,
	  ql/pricingengines/hybrid/binomialconvertibleengine.hpp,
	  ql/pricingengines/mclongstaffschwartzengine.hpp,
	  ql/pricingengines/mcsimulation.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/swaption/jamshidianswaptionengine.cpp,
	  ql/pricingengines/vanilla/binomialengine.hpp,
	  ql/pricingengines/vanilla/discretizedvanillaoption.hpp,
	  ql/pricingengines/vanilla/fdamericanengine.hpp,
	  ql/pricingengines/vanilla/fdconditions.hpp,
	  ql/pricingengines/vanilla/fddividendshoutengine.hpp,
	  ql/pricingengines/vanilla/fdeuropeanengine.cpp,
	  ql/pricingengines/vanilla/fdmultiperiodengine.hpp,
	  ql/pricingengines/vanilla/fdstepconditionengine.cpp,
	  ql/pricingengines/vanilla/fdstepconditionengine.hpp,
	  ql/pricingengines/vanilla/fdvanillaengine.cpp,
	  ql/pricingengines/vanilla/fdvanillaengine.hpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.cpp,
	  ql/pricingengines/vanilla/mcamericanengine.hpp,
	  ql/pricingengines/vanilla/mcdigitalengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanengine.hpp,
	  ql/processes/blackscholesprocess.cpp, ql/processes/lfmprocess.cpp,
	  ql/quantlib.hpp, ql/randomnumbers, ql/schedule.cpp, ql/schedule.hpp,
	  ql/settings.hpp, ql/shortratemodels/calibrationhelper.cpp,
	  ql/shortratemodels/libormarketmodels/liborforwardmodel.hpp,
	  ql/shortratemodels/model.cpp, ql/shortratemodels/model.hpp,
	  ql/shortratemodels/onefactormodel.cpp,
	  ql/shortratemodels/onefactormodel.hpp,
	  ql/shortratemodels/onefactormodels/blackkarasinski.cpp,
	  ql/shortratemodels/onefactormodels/coxingersollross.cpp,
	  ql/shortratemodels/onefactormodels/extendedcoxingersollross.cpp,
	  ql/shortratemodels/onefactormodels/hullwhite.cpp,
	  ql/shortratemodels/parameter.hpp,
	  ql/shortratemodels/twofactormodel.hpp,
	  ql/shortratemodels/twofactormodels/g2.cpp, ql/solvers1d,
	  ql/stochasticprocess.hpp, ql/swaptionvolstructure.cpp,
	  ql/swaptionvolstructure.hpp, ql/termstructure.hpp,
	  ql/termstructures/all.hpp, ql/termstructures/bondhelpers.hpp,
	  ql/termstructures/bootstraptraits.hpp,
	  ql/termstructures/compoundforward.cpp,
	  ql/termstructures/compoundforward.hpp,
	  ql/termstructures/discountcurve.hpp,
	  ql/termstructures/drifttermstructure.hpp,
	  ql/termstructures/extendeddiscountcurve.cpp,
	  ql/termstructures/extendeddiscountcurve.hpp,
	  ql/termstructures/flatforward.hpp,
	  ql/termstructures/forwardcurve.hpp,
	  ql/termstructures/forwardspreadedtermstructure.hpp,
	  ql/termstructures/forwardstructure.hpp,
	  ql/termstructures/impliedtermstructure.hpp,
	  ql/termstructures/piecewiseflatforward.cpp,
	  ql/termstructures/piecewiseflatforward.hpp,
	  ql/termstructures/piecewiseyieldcurve.cpp,
	  ql/termstructures/piecewiseyieldcurve.hpp,
	  ql/termstructures/piecewisezerospreadedtermstructure.hpp,
	  ql/termstructures/quantotermstructure.hpp,
	  ql/termstructures/ratehelpers.cpp,
	  ql/termstructures/ratehelpers.hpp, ql/termstructures/volatilities,
	  ql/termstructures/volatilities/Makefile.am,
	  ql/termstructures/volatilities/abcd.cpp,
	  ql/termstructures/volatilities/abcd.hpp,
	  ql/termstructures/volatilities/all.hpp,
	  ql/termstructures/volatilities/blackconstantvol.hpp,
	  ql/termstructures/volatilities/blackvariancecurve.cpp,
	  ql/termstructures/volatilities/blackvariancecurve.hpp,
	  ql/termstructures/volatilities/blackvariancesurface.cpp,
	  ql/termstructures/volatilities/blackvariancesurface.hpp,
	  ql/termstructures/volatilities/capflatvolvector.hpp,
	  ql/termstructures/volatilities/capletconstantvol.hpp,
	  ql/termstructures/volatilities/capletvariancecurve.hpp,
	  ql/termstructures/volatilities/capletvolatilitiesstructures.cpp,
	  ql/termstructures/volatilities/capletvolatilitiesstructures.hpp,
	  ql/termstructures/volatilities/capstripper.cpp,
	  ql/termstructures/volatilities/capstripper.hpp,
	  ql/termstructures/volatilities/cmsmarket.cpp,
	  ql/termstructures/volatilities/cmsmarket.hpp,
	  ql/termstructures/volatilities/impliedvoltermstructure.hpp,
	  ql/termstructures/volatilities/interpolatedsmilesection.hpp,
	  ql/termstructures/volatilities/localconstantvol.hpp,
	  ql/termstructures/volatilities/localvolcurve.hpp,
	  ql/termstructures/volatilities/localvolsurface.cpp,
	  ql/termstructures/volatilities/localvolsurface.hpp,
	  ql/termstructures/volatilities/sabr.cpp,
	  ql/termstructures/volatilities/sabr.hpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.cpp,
	  ql/termstructures/volatilities/sabrinterpolatedsmilesection.hpp,
	  ql/termstructures/volatilities/smilesection.cpp,
	  ql/termstructures/volatilities/smilesection.hpp,
	  ql/termstructures/volatilities/swaptionconstantvol.cpp,
	  ql/termstructures/volatilities/swaptionconstantvol.hpp,
	  ql/termstructures/volatilities/swaptionvolcube.cpp,
	  ql/termstructures/volatilities/swaptionvolcube.hpp,
	  ql/termstructures/volatilities/swaptionvolcube1.cpp,
	  ql/termstructures/volatilities/swaptionvolcube1.hpp,
	  ql/termstructures/volatilities/swaptionvolcube2.cpp,
	  ql/termstructures/volatilities/swaptionvolcube2.hpp,
	  ql/termstructures/volatilities/swaptionvoldiscrete.cpp,
	  ql/termstructures/volatilities/swaptionvoldiscrete.hpp,
	  ql/termstructures/volatilities/swaptionvolmatrix.cpp,
	  ql/termstructures/volatilities/swaptionvolmatrix.hpp,
	  ql/termstructures/yieldcurves,
	  ql/termstructures/yieldcurves/all.hpp,
	  ql/termstructures/yieldcurves/compoundforward.cpp,
	  ql/termstructures/yieldcurves/compoundforward.hpp,
	  ql/termstructures/yieldcurves/discountcurve.hpp,
	  ql/termstructures/yieldcurves/extendeddiscountcurve.cpp,
	  ql/termstructures/yieldcurves/extendeddiscountcurve.hpp,
	  ql/termstructures/yieldcurves/flatforward.hpp,
	  ql/termstructures/yieldcurves/forwardcurve.hpp,
	  ql/termstructures/yieldcurves/forwardspreadedtermstructure.hpp,
	  ql/termstructures/yieldcurves/forwardstructure.hpp,
	  ql/termstructures/yieldcurves/impliedtermstructure.hpp,
	  ql/termstructures/yieldcurves/piecewiseflatforward.cpp,
	  ql/termstructures/yieldcurves/piecewiseflatforward.hpp,
	  ql/termstructures/yieldcurves/piecewiseyieldcurve.cpp,
	  ql/termstructures/yieldcurves/piecewiseyieldcurve.hpp,
	  ql/termstructures/yieldcurves/piecewisezerospreadedtermstructure.hpp,
	  ql/termstructures/yieldcurves/zerocurve.hpp,
	  ql/termstructures/yieldcurves/zerospreadedtermstructure.hpp,
	  ql/termstructures/yieldcurves/zeroyieldstructure.hpp,
	  ql/termstructures/zerocurve.hpp,
	  ql/termstructures/zerospreadedtermstructure.hpp,
	  ql/termstructures/zeroyieldstructure.hpp, ql/time,
	  ql/time/businessdayconvention.cpp,
	  ql/time/businessdayconvention.hpp, ql/time/calendar.cpp,
	  ql/time/calendar.hpp, ql/time/calendars,
	  ql/time/calendars/Makefile.am, ql/time/calendars/all.hpp,
	  ql/time/calendars/argentina.cpp, ql/time/calendars/argentina.hpp,
	  ql/time/calendars/australia.cpp, ql/time/calendars/australia.hpp,
	  ql/time/calendars/brazil.cpp, ql/time/calendars/brazil.hpp,
	  ql/time/calendars/canada.cpp, ql/time/calendars/canada.hpp,
	  ql/time/calendars/china.cpp, ql/time/calendars/china.hpp,
	  ql/time/calendars/czechrepublic.cpp,
	  ql/time/calendars/czechrepublic.hpp, ql/time/calendars/denmark.cpp,
	  ql/time/calendars/denmark.hpp, ql/time/calendars/finland.cpp,
	  ql/time/calendars/finland.hpp, ql/time/calendars/germany.cpp,
	  ql/time/calendars/germany.hpp, ql/time/calendars/hongkong.cpp,
	  ql/time/calendars/hongkong.hpp, ql/time/calendars/hungary.cpp,
	  ql/time/calendars/hungary.hpp, ql/time/calendars/iceland.cpp,
	  ql/time/calendars/iceland.hpp, ql/time/calendars/india.cpp,
	  ql/time/calendars/india.hpp, ql/time/calendars/indonesia.cpp,
	  ql/time/calendars/indonesia.hpp, ql/time/calendars/italy.cpp,
	  ql/time/calendars/italy.hpp, ql/time/calendars/japan.cpp,
	  ql/time/calendars/japan.hpp, ql/time/calendars/jointcalendar.cpp,
	  ql/time/calendars/jointcalendar.hpp, ql/time/calendars/mexico.cpp,
	  ql/time/calendars/mexico.hpp, ql/time/calendars/newzealand.cpp,
	  ql/time/calendars/newzealand.hpp, ql/time/calendars/norway.cpp,
	  ql/time/calendars/norway.hpp, ql/time/calendars/nullcalendar.hpp,
	  ql/time/calendars/poland.cpp, ql/time/calendars/poland.hpp,
	  ql/time/calendars/saudiarabia.cpp,
	  ql/time/calendars/saudiarabia.hpp, ql/time/calendars/singapore.cpp,
	  ql/time/calendars/singapore.hpp, ql/time/calendars/slovakia.cpp,
	  ql/time/calendars/slovakia.hpp, ql/time/calendars/southafrica.cpp,
	  ql/time/calendars/southafrica.hpp, ql/time/calendars/southkorea.cpp,
	  ql/time/calendars/southkorea.hpp, ql/time/calendars/sweden.cpp,
	  ql/time/calendars/sweden.hpp, ql/time/calendars/switzerland.cpp,
	  ql/time/calendars/switzerland.hpp, ql/time/calendars/taiwan.cpp,
	  ql/time/calendars/taiwan.hpp, ql/time/calendars/target.cpp,
	  ql/time/calendars/target.hpp, ql/time/calendars/turkey.cpp,
	  ql/time/calendars/turkey.hpp, ql/time/calendars/ukraine.cpp,
	  ql/time/calendars/ukraine.hpp, ql/time/calendars/unitedkingdom.cpp,
	  ql/time/calendars/unitedkingdom.hpp,
	  ql/time/calendars/unitedstates.cpp,
	  ql/time/calendars/unitedstates.hpp, ql/time/date.cpp,
	  ql/time/date.hpp, ql/time/daycounters,
	  ql/time/daycounters/Makefile.am, ql/time/daycounters/actual360.hpp,
	  ql/time/daycounters/actual365fixed.hpp,
	  ql/time/daycounters/actualactual.cpp,
	  ql/time/daycounters/actualactual.hpp, ql/time/daycounters/all.hpp,
	  ql/time/daycounters/business252.hpp, ql/time/daycounters/one.hpp,
	  ql/time/daycounters/simpledaycounter.cpp,
	  ql/time/daycounters/simpledaycounter.hpp,
	  ql/time/daycounters/thirty360.cpp,
	  ql/time/daycounters/thirty360.hpp, ql/time/frequency.cpp,
	  ql/time/frequency.hpp, ql/time/period.cpp, ql/time/period.hpp,
	  ql/time/schedule.cpp, ql/time/schedule.hpp, ql/time/timeunit.hpp,
	  ql/time/weekday.cpp, ql/time/weekday.hpp, ql/timeseries.hpp,
	  ql/timeunit.hpp, ql/utilities/dataparsers.cpp,
	  ql/utilities/dataparsers.hpp, ql/volatilities, ql/weekday.cpp,
	  ql/weekday.hpp, test-suite/americanoption.cpp,
	  test-suite/asianoptions.cpp, test-suite/assetswap.cpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/batesmodel.cpp, test-suite/bermudanswaption.cpp,
	  test-suite/bonds.cpp, test-suite/brownianbridge.cpp,
	  test-suite/calendars.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/cliquetoption.cpp, test-suite/cms.cpp,
	  test-suite/compoundforward.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/covariance.cpp, test-suite/curvestates.cpp,
	  test-suite/dates.cpp, test-suite/daycounters.cpp,
	  test-suite/digitaloption.cpp, test-suite/dividendoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/hestonmodel.cpp, test-suite/integrals.cpp,
	  test-suite/interestrates.cpp, test-suite/interpolations.cpp,
	  test-suite/jumpdiffusion.cpp, test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/linearleastsquaresregression.cpp,
	  test-suite/lookbackoptions.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/mersennetwister.cpp, test-suite/old_pricers.cpp,
	  test-suite/operators.cpp, test-suite/pathgenerator.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/quantooption.cpp,
	  test-suite/quotes.cpp, test-suite/riskstats.cpp,
	  test-suite/rngtraits.cpp, test-suite/shortratemodels.cpp,
	  test-suite/solvers.cpp, test-suite/swap.cpp,
	  test-suite/swapforwardmappings.cpp, test-suite/swaption.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp,
	  test-suite/termstructures.cpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp, test-suite/varianceswaps.cpp:
	  
	  Well, let say that things have gone a little out of control...
	  Here is the commit of all changes in folders structures evoked on
	  ql-dev mailing list. I'm a little ashamed to make such a huge
	  commit, so you can't catch up with all the changes at once please
	  let me know and I will rollback this commit and split it into more
	  palatable ones.
	  That said i'm pretty sure that, on the long run, the improvement in
	  clarity will outweight the disturbance caused by such a drastic
	  change.
	  VC8 and VC7 are in sync
	  the testsuite and QLXL are compiling

2007-04-06 13:30  Francois du Vignaud

	* [r10025] QuantLib.dev, QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/marketmodels/models/expcorrflatvol.cpp,
	  ql/math/abcdinterpolation.hpp, ql/math/all.hpp,
	  ql/math/backwardflatinterpolation.hpp,
	  ql/math/bicubicsplineinterpolation.hpp,
	  ql/math/bilinearinterpolation.hpp, ql/math/cubicspline.hpp,
	  ql/math/extrapolation.hpp, ql/math/forwardflatinterpolation.hpp,
	  ql/math/interpolation.hpp, ql/math/interpolation2d.hpp,
	  ql/math/interpolations,
	  ql/math/interpolations/abcdinterpolation.hpp,
	  ql/math/interpolations/backwardflatinterpolation.hpp,
	  ql/math/interpolations/bicubicsplineinterpolation.hpp,
	  ql/math/interpolations/bilinearinterpolation.hpp,
	  ql/math/interpolations/cubicspline.hpp,
	  ql/math/interpolations/extrapolation.hpp,
	  ql/math/interpolations/forwardflatinterpolation.hpp,
	  ql/math/interpolations/interpolation2d.hpp,
	  ql/math/interpolations/linearinterpolation.hpp,
	  ql/math/interpolations/loglinearinterpolation.hpp,
	  ql/math/interpolations/multicubicspline.hpp,
	  ql/math/interpolations/sabrinterpolation.hpp,
	  ql/math/linearinterpolation.hpp, ql/math/loglinearinterpolation.hpp,
	  ql/math/multicubicspline.hpp, ql/math/sabrinterpolation.hpp,
	  ql/math/sampledcurve.hpp, ql/swaptionvolstructure.hpp,
	  ql/termstructure.hpp, ql/termstructures/discountcurve.hpp,
	  ql/termstructures/forwardcurve.hpp,
	  ql/termstructures/piecewiseyieldcurve.hpp,
	  ql/termstructures/zerocurve.hpp,
	  ql/volatilities/blackvariancecurve.cpp,
	  ql/volatilities/blackvariancesurface.cpp,
	  ql/volatilities/blackvariancesurface.hpp,
	  ql/volatilities/capflatvolvector.hpp,
	  ql/volatilities/capletvolatilitiesstructures.hpp,
	  ql/volatilities/interpolatedsmilesection.hpp,
	  ql/volatilities/sabrinterpolatedsmilesection.hpp,
	  ql/volatilities/swaptionvolcube1.cpp,
	  ql/volatilities/swaptionvolcube1.hpp,
	  ql/volatilities/swaptionvolcube2.cpp,
	  ql/volatilities/swaptionvolcube2.hpp,
	  ql/volatilities/swaptionvolmatrix.hpp, test-suite/distributions.cpp,
	  test-suite/factorial.cpp, test-suite/gaussianquadratures.cpp,
	  test-suite/integrals.cpp, test-suite/interpolations.cpp,
	  test-suite/operators.cpp, test-suite/piecewiseyieldcurve.cpp:
	  
	  new folder math/interpolations created and populated
	  VC8, VC7, DevCPP in sync
	  test-suite, examples
	  hope this is true this time !

2007-04-06 11:43  Francois du Vignaud

	* [r10024] test-suite/brownianbridge.cpp, test-suite/covariance.cpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/riskstats.cpp, test-suite/stats.cpp,
	  test-suite/swapforwardmappings.cpp:
	  
	  another sequel of my last commit, sorry again for that guys

2007-04-06 11:19  Francois du Vignaud

	* [r10023] QuantLib.dev, QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/cashflows/conundrumpricer.cpp, ql/lattices/binomialtree.cpp,
	  ql/marketmodels/accountingengine.hpp,
	  ql/marketmodels/browniangenerators/mtbrowniangenerator.hpp,
	  ql/marketmodels/browniangenerators/sobolbrowniangenerator.hpp,
	  ql/marketmodels/evolvers/forwardrateconstrainedeuler.cpp,
	  ql/marketmodels/proxygreekengine.hpp,
	  ql/marketmodels/upperboundengine.hpp, ql/math/all.hpp,
	  ql/math/beta.hpp, ql/math/binomialdistribution.hpp,
	  ql/math/bivariatenormaldistribution.cpp,
	  ql/math/bivariatenormaldistribution.hpp,
	  ql/math/chisquaredistribution.cpp,
	  ql/math/chisquaredistribution.hpp, ql/math/core.hpp,
	  ql/math/discrepancystatistics.hpp, ql/math/distributions,
	  ql/math/distributions/binomialdistribution.hpp,
	  ql/math/distributions/bivariatenormaldistribution.cpp,
	  ql/math/distributions/bivariatenormaldistribution.hpp,
	  ql/math/distributions/chisquaredistribution.cpp,
	  ql/math/distributions/chisquaredistribution.hpp,
	  ql/math/distributions/gammadistribution.cpp,
	  ql/math/distributions/gammadistribution.hpp,
	  ql/math/distributions/normaldistribution.cpp,
	  ql/math/distributions/normaldistribution.hpp,
	  ql/math/distributions/poissondistribution.hpp,
	  ql/math/distributions/sequencestatistics.hpp, ql/math/factorial.cpp,
	  ql/math/gammadistribution.cpp, ql/math/gammadistribution.hpp,
	  ql/math/gaussianstatistics.hpp, ql/math/incompletegamma.cpp,
	  ql/math/integrals/gaussianorthogonalpolynomial.cpp,
	  ql/math/normaldistribution.cpp, ql/math/normaldistribution.hpp,
	  ql/math/poissondistribution.hpp, ql/math/sequencestatistics.hpp,
	  ql/montecarlo/genericlsregression.cpp,
	  ql/pricers/discretegeometricaso.hpp,
	  ql/pricingengines/americanpayoffatexpiry.cpp,
	  ql/pricingengines/americanpayoffathit.cpp,
	  ql/pricingengines/asian/analytic_discr_geom_av_price.cpp,
	  ql/pricingengines/barrier/analyticbarrierengine.hpp,
	  ql/pricingengines/basket/stulzengine.cpp,
	  ql/pricingengines/blackcalculator.cpp,
	  ql/pricingengines/blackformula.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp,
	  ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp,
	  ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp,
	  ql/pricingengines/vanilla/baroneadesiwhaleyengine.cpp,
	  ql/pricingengines/vanilla/binomialengine.hpp,
	  ql/pricingengines/vanilla/bjerksundstenslandengine.cpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.cpp,
	  ql/pricingengines/vanilla/juquadraticengine.cpp,
	  ql/processes/hestonprocess.cpp, ql/randomnumbers/rngtraits.hpp,
	  ql/shortratemodels/onefactormodels/coxingersollross.cpp,
	  ql/shortratemodels/onefactormodels/extendedcoxingersollross.cpp,
	  ql/shortratemodels/twofactormodels/g2.cpp:
	  
	  new folder math/distributions created and populated
	  VC8, VC7, DevCPP in sync

2007-04-06 10:43  Francois du Vignaud

	* [r10022] ql/math/all.hpp, ql/math/integrals/simpsonintegral.hpp,
	  test-suite/gaussianquadratures.cpp, test-suite/integrals.cpp,
	  test-suite/interpolations.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  sequel of my last commit, sorry for that guys

2007-04-06 10:20  Francois du Vignaud

	* [r10021] QuantLib_vc8.vcproj, ql/cashflows/conundrumpricer.cpp,
	  ql/math/all.hpp, ql/math/bivariatenormaldistribution.cpp,
	  ql/math/gaussianorthogonalpolynomial.cpp,
	  ql/math/gaussianorthogonalpolynomial.hpp,
	  ql/math/gaussianquadratures.cpp, ql/math/gaussianquadratures.hpp,
	  ql/math/integral.cpp, ql/math/integral.hpp,
	  ql/math/integrals/gaussianorthogonalpolynomial.cpp,
	  ql/math/integrals/gaussianorthogonalpolynomial.hpp,
	  ql/math/integrals/gaussianquadratures.cpp,
	  ql/math/integrals/gaussianquadratures.hpp,
	  ql/math/integrals/integral.cpp, ql/math/integrals/integral.hpp,
	  ql/math/integrals/kronrodintegral.cpp,
	  ql/math/integrals/kronrodintegral.hpp,
	  ql/math/integrals/segmentintegral.hpp,
	  ql/math/integrals/simpsonintegral.hpp,
	  ql/math/integrals/trapezoidintegral.hpp,
	  ql/math/kronrodintegral.cpp, ql/math/kronrodintegral.hpp,
	  ql/math/segmentintegral.hpp, ql/math/simpsonintegral.hpp,
	  ql/math/trapezoidintegral.hpp, ql/montecarlo/lsmbasissystem.cpp,
	  ql/pricingengines/forward/mcvarianceswapengine.hpp,
	  ql/pricingengines/vanilla/analytichestonengine.hpp,
	  ql/pricingengines/vanilla/integralengine.cpp,
	  ql/processes/lfmcovarparam.cpp,
	  ql/shortratemodels/libormarketmodels/lfmcovarproxy.cpp,
	  ql/shortratemodels/twofactormodels/g2.cpp:
	  
	  files moved to integrals folder

2007-04-06 06:38  Francois du Vignaud

	* [r10020] ql/math/integrals:
	  
	  new folder added

2007-04-05 16:12  Francois du Vignaud

	* [r10019] QuantLib_vc8.vcproj, ql/math/integral.cpp,
	  ql/math/integral.hpp:
	  
	  integral base draft added

2007-04-05 08:54  Luigi Ballabio

	* [r10009] ql/cashflows/capflooredcoupon.cpp,
	  ql/cashflows/capflooredcoupon.hpp, ql/cashflows/cmscoupon.hpp,
	  ql/cashflows/conundrumpricer.cpp, ql/cashflows/conundrumpricer.hpp,
	  ql/cashflows/couponpricer.cpp, ql/cashflows/floatingratecoupon.cpp,
	  ql/cashflows/iborcoupon.cpp, ql/instruments/assetswap.cpp,
	  ql/instruments/convertiblebond.cpp, ql/instruments/makecms.cpp,
	  ql/instruments/vanillaswap.cpp, ql/processes/lfmprocess.cpp,
	  ql/shortratemodels/calibrationhelpers/caphelper.cpp:
	  
	  Fixed compilation issues with gcc -Wall, namely,
	  * errors: folders in source tree are now lowercase. Including them
	  as uppercase works on Windows, but fails on case-sensitive systems.
	  * warnings: data members should be initialized in the same order
	  they were declared.

2007-04-04 16:43  Joseph Wang

	* [r10004] ql/cashflows/digitalcoupon.hpp:
	  
	  include pricer so that the cast will work

2007-04-04 15:25  Francois du Vignaud

	* [r9990] ql/cashflows/conundrumpricer.cpp:
	  
	  ConundrumPricerByNumericalIntegration::integrate makes use of the
	  new integration algorithm.
	  This is only a temporary hack because I haven't refactored the
	  integration framework yet.
	  The change of variable can be tuned even more, the idea would be to
	  adapt its shape according to the integration boundaries or some
	  information about the integrand shape.

2007-04-04 15:12  Luigi Ballabio

	* [r9989] test-suite/testsuite_vc8.vcproj:
	  
	  VC++8 project now generates manifest for test suite (required for
	  running)

2007-04-04 15:10  Francois du Vignaud

	* [r9988] test-suite/capfloor.cpp, test-suite/capflooredcoupon.cpp,
	  test-suite/swap.cpp:
	  
	  the sequel of my last commit

2007-04-04 13:48  Francois du Vignaud

	* [r9987] ql/cashflows/capflooredcoupon.cpp,
	  ql/cashflows/capflooredcoupon.hpp, ql/cashflows/conundrumpricer.cpp,
	  ql/cashflows/couponpricer.cpp, ql/cashflows/floatingratecoupon.cpp,
	  ql/cashflows/floatingratecoupon.hpp, ql/cashflows/iborcoupon.cpp,
	  ql/cashflows/iborcoupon.hpp, ql/instruments/assetswap.cpp,
	  ql/instruments/capfloor.cpp, ql/instruments/convertiblebond.cpp,
	  ql/instruments/makecms.cpp, ql/instruments/vanillaswap.cpp,
	  ql/instruments/vanillaswap.hpp, ql/processes/lfmprocess.cpp,
	  ql/shortratemodels/calibrationhelpers/caphelper.cpp,
	  ql/volatilities/cmsmarket.cpp, ql/volatilities/cmsmarket.hpp:
	  
	  yet another batch of uneeded or too general headers removed, sorry
	  for the disturbance folks :-)

2007-04-04 12:45  Francois du Vignaud

	* [r9986] ql/cashflows/cmscoupon.cpp, ql/cashflows/cmscoupon.hpp,
	  ql/cashflows/conundrumpricer.cpp:
	  
	  a new batch of uneeded or too general headers removed

2007-04-04 12:34  Francois du Vignaud

	* [r9985] ql/cashflows/conundrumpricer.cpp,
	  ql/cashflows/conundrumpricer.hpp:
	  
	  some code clean up:
	  ->uneeded or too general headers removed from conundrumpricer.hpp
	  ->obsolete elapsed function removed from
	  ConundrumPricerByNumericalIntegration
	  ->definition of ConundrumPricer::meanReversion() moved in
	  conundrumpricer.cpp to allow forward declaration of Quote

2007-04-04 12:00  Francois du Vignaud

	* [r9984] ql/cashflows/conundrumpricer.cpp:
	  
	  the GFunctionFactory::GFunctionWithShifts::calibrationOfShift
	  objective function behaves well enough to be used with plain newton
	  solver

2007-04-04 09:05  Luigi Ballabio

	* [r9982] ql/cashflows/conundrumpricer.cpp:
	  
	  Avoided warnings in gcc -Wall

2007-04-04 08:57  Luigi Ballabio

	* [r9981] ql/cashflows/conundrumpricer.hpp:
	  
	  correct case in header inclusion

2007-04-04 08:30  Giorgio Facchinetti

	* [r9978] ql/cashflows/conundrumpricer.cpp,
	  ql/cashflows/conundrumpricer.hpp:
	  
	  upperLimit = 8 std Dev

2007-04-04 07:51  Ferdinando Ametrano

	* [r9976] ql/cashflows/couponpricer.cpp, ql/config.msvc.hpp,
	  ql/finitedifferences/tridiagonaloperator.hpp,
	  ql/indexes/indexmanager.cpp, ql/instruments/asianoption.cpp,
	  ql/instruments/barrieroption.cpp, ql/instruments/basketoption.cpp,
	  ql/instruments/cliquetoption.cpp,
	  ql/instruments/convertiblebond.cpp,
	  ql/instruments/dividendvanillaoption.cpp,
	  ql/instruments/lookbackoption.cpp,
	  ql/instruments/multiassetoption.cpp,
	  ql/instruments/oneassetoption.cpp, ql/instruments/swaption.cpp,
	  ql/math/bicubicsplineinterpolation.hpp,
	  ql/math/bilinearinterpolation.hpp,
	  ql/math/linearleastsquaresregression.hpp,
	  ql/montecarlo/lsmbasissystem.cpp, ql/montecarlo/lsmbasissystem.hpp,
	  ql/patterns/singleton.hpp,
	  ql/pricingengines/asian/mcdiscreteasianengine.hpp,
	  ql/pricingengines/basket/mcamericanbasketengine.cpp,
	  ql/pricingengines/basket/mcamericanbasketengine.hpp,
	  ql/pricingengines/vanilla/analytichestonengine.cpp,
	  ql/pricingengines/vanilla/analytichestonengine.hpp,
	  ql/pricingengines/vanilla/batesengine.cpp,
	  ql/pricingengines/vanilla/batesengine.hpp,
	  ql/pricingengines/vanilla/mcamericanengine.cpp,
	  ql/pricingengines/vanilla/mcamericanengine.hpp, ql/settings.hpp,
	  ql/termstructures/piecewiseflatforward.hpp,
	  ql/termstructures/piecewiseyieldcurve.hpp,
	  ql/utilities/observablevalue.hpp,
	  ql/volatilities/blackvariancecurve.cpp,
	  ql/volatilities/blackvariancecurve.hpp,
	  ql/volatilities/blackvariancesurface.cpp,
	  ql/volatilities/blackvariancesurface.hpp,
	  ql/volatilities/capletvariancecurve.hpp,
	  test-suite/basketoption.cpp, test-suite/batesmodel.cpp,
	  test-suite/interpolations.cpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  1) removed QL_PATCH_MSVC6 sice we have dropped support for VC6
	  2) also removed QL_PATCH_MSVC70 since we've never really supported
	  VC70

2007-04-03 21:24  Ferdinando Ametrano

	* [r9975] ql/marketmodels/models/expcorrflatvol.cpp,
	  ql/math/backwardflatinterpolation.hpp, ql/math/cubicspline.hpp,
	  ql/math/forwardflatinterpolation.hpp, ql/math/interpolation.hpp,
	  ql/math/linearinterpolation.hpp, ql/math/loglinearinterpolation.hpp,
	  ql/math/sabrinterpolation.hpp, ql/math/sampledcurve.cpp,
	  ql/math/sampledcurve.hpp, ql/termstructures/compoundforward.cpp,
	  ql/termstructures/discountcurve.hpp,
	  ql/termstructures/extendeddiscountcurve.cpp,
	  ql/termstructures/forwardcurve.hpp,
	  ql/termstructures/piecewiseyieldcurve.hpp,
	  ql/termstructures/zerocurve.hpp,
	  ql/volatilities/blackvariancecurve.hpp,
	  ql/volatilities/capflatvolvector.hpp,
	  ql/volatilities/capletvolatilitiesstructures.cpp,
	  ql/volatilities/sabrinterpolatedsmilesection.cpp,
	  ql/volatilities/swaptionvolcube1.cpp,
	  ql/volatilities/swaptionvoldiscrete.cpp,
	  test-suite/interpolations.cpp:
	  
	  1) calculate/update methods now called just update in the
	  Interpolation and InterpolatinImpl class
	  2) update is never called at constructor time to allow for
	  constructing object with references to temporary invalid values
	  3) sabr bug fix involving (vega) weights calculation

2007-04-03 20:30  Ferdinando Ametrano

	* [r9974] test-suite/interpolations.cpp:
	  
	  restored missed check

2007-04-03 18:20  Francois du Vignaud

	* [r9973] ql/cashflows/conundrumpricer.cpp,
	  ql/cashflows/conundrumpricer.hpp:
	  
	  GFunctionFactory::GFunctionWithShifts::calibrationOfShift is using
	  NewtonSafe instead of brent solver

2007-04-03 16:06  Francois du Vignaud

	* [r9970] Authors.txt:
	  
	  redundant poor coder name removed ;-)

2007-04-03 13:00  Ferdinando Ametrano

	* [r9963] test-suite/testsuite.vcproj:
	  
	  test suite auto run disabled in Debug Configuration

2007-04-03 12:59  Ferdinando Ametrano

	* [r9962] ql/volatilities/swaptionvolcube1.cpp:
	  
	  more explicative error message

2007-04-02 22:07  Klaus Spanderen

	* [r9956] test-suite/hestonmodel.cpp:
	  
	  bug fix for new heston test

2007-04-02 21:40  Klaus Spanderen

	* [r9955] ql/math/chisquaredistribution.cpp,
	  ql/math/chisquaredistribution.hpp, ql/processes/hestonprocess.cpp,
	  ql/processes/hestonprocess.hpp, test-suite/hestonmodel.cpp,
	  test-suite/hestonmodel.hpp:
	  
	  added new discretization schema

2007-04-02 17:56  Francois du Vignaud

	* [r9953] ql/date.cpp, ql/indexes/indexmanager.hpp, ql/instrument.hpp,
	  ql/period.hpp, ql/quote.hpp, ql/timegrid.cpp, ql/timegrid.hpp:
	  
	  uneeded inclusions removed

2007-04-02 17:31  Ferdinando Ametrano

	* [r9952] test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2007-04-02 16:12  Marco Bianchetti

	* [r9946] QuantLib.vcproj, test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2007-04-02 13:55  Francois du Vignaud

	* [r9939] ql/calendar.cpp:
	  
	  uneeded include removed

2007-04-02 10:09  Luigi Ballabio

	* [r9935] Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/ConvertibleBonds/ConvertibleBonds.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/EquityOption/EquityOption.dsp, Examples/FRA/FRA.dsp,
	  Examples/Replication/Replication.dsp, Examples/Repo/Repo.dsp,
	  Examples/Swap/Swap.dsp, QuantLib.dsp, QuantLib.dsw,
	  test-suite/testsuite.dsp:
	  
	  Removed unsupported (and outdated) VC++6 project files from trunk

2007-04-02 10:03  Luigi Ballabio

	* [r9934] Docs/makefile.mak, Examples/BermudanSwaption/makefile.mak,
	  Examples/ConvertibleBonds/makefile.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EquityOption/makefile.mak, Examples/FRA/makefile.mak,
	  Examples/Replication/makefile.mak, Examples/Repo/makefile.mak,
	  Examples/Swap/makefile.mak, Examples/makefile.mak, makefile.mak,
	  ql/calendars/makefile.mak, ql/cashflows/makefile.mak,
	  ql/currencies/makefile.mak, ql/daycounters/makefile.mak,
	  ql/finitedifferences/makefile.mak, ql/indexes/makefile.mak,
	  ql/instruments/makefile.mak, ql/lattices/makefile.mak,
	  ql/makefile.mak, ql/marketmodels/browniangenerators/makefile.mak,
	  ql/marketmodels/evolvers/makefile.mak,
	  ql/marketmodels/exercisestrategies/makefile.mak,
	  ql/marketmodels/exercisevalues/makefile.mak,
	  ql/marketmodels/makefile.mak, ql/marketmodels/models/makefile.mak,
	  ql/marketmodels/products/makefile.mak,
	  ql/marketmodels/products/multistep/makefile.mak,
	  ql/marketmodels/products/onestep/makefile.mak, ql/math/makefile.mak,
	  ql/montecarlo/makefile.mak, ql/optimization/makefile.mak,
	  ql/pricers/makefile.mak, ql/pricingengines/asian/makefile.mak,
	  ql/pricingengines/barrier/makefile.mak,
	  ql/pricingengines/basket/makefile.mak,
	  ql/pricingengines/capfloor/makefile.mak,
	  ql/pricingengines/cliquet/makefile.mak,
	  ql/pricingengines/forward/makefile.mak,
	  ql/pricingengines/hybrid/makefile.mak,
	  ql/pricingengines/lookback/makefile.mak,
	  ql/pricingengines/makefile.mak,
	  ql/pricingengines/quanto/makefile.mak,
	  ql/pricingengines/swaption/makefile.mak,
	  ql/pricingengines/vanilla/makefile.mak, ql/processes/makefile.mak,
	  ql/randomnumbers/makefile.mak,
	  ql/shortratemodels/calibrationhelpers/makefile.mak,
	  ql/shortratemodels/libormarketmodels/makefile.mak,
	  ql/shortratemodels/makefile.mak,
	  ql/shortratemodels/onefactormodels/makefile.mak,
	  ql/shortratemodels/twofactormodels/makefile.mak,
	  ql/termstructures/makefile.mak, ql/utilities/makefile.mak,
	  ql/volatilities/makefile.mak, ql/volatilitymodels/makefile.mak,
	  test-suite/makefile.mak:
	  
	  Removed unsupported (and outdated) Borland makefiles from trunk

2007-04-02 09:57  Luigi Ballabio

	* [r9933] QuantLib.dev, QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/math/Makefile.am, ql/math/all.hpp,
	  ql/math/bicubicsplineinterpolation.hpp,
	  ql/math/bilinearinterpolation.hpp, ql/math/interpolation2D.hpp,
	  ql/math/interpolation2d.hpp,
	  ql/volatilities/blackvariancesurface.hpp,
	  ql/volatilities/swaptionvolcube2.hpp:
	  
	  changed 2D-interpolation header name to lowercase

2007-04-02 09:32  Luigi Ballabio

	* [r9932] test-suite/Makefile.am, test-suite/quantlibtestsuite.cpp,
	  test-suite/swapForwardMappings.cpp,
	  test-suite/swapForwardMappings.hpp,
	  test-suite/swapforwardmappings.cpp,
	  test-suite/swapforwardmappings.hpp, test-suite/testsuite.vcproj,
	  test-suite/testsuite_vc8.vcproj:
	  
	  Fixed test for swap-forward mappings (random capitalization in file
	  and class names, header inclusions, and inclusion in Makefile and
	  test suite)

2007-04-01 12:46  Luigi Ballabio

	* [r9926] QuantLib.dev, QuantLib.vcproj, QuantLib_vc8.vcproj,
	  configure.ac, ql/Calendars_, ql/CashFlows_, ql/Currencies_,
	  ql/DayCounters_, ql/FiniteDifferences_, ql/Indexes_,
	  ql/Instruments_, ql/Lattices_, ql/Makefile.am, ql/MarketModels_,
	  ql/MarketModels_BrownianGenerators_, ql/MarketModels_CurveStates_,
	  ql/MarketModels_DriftComputation_, ql/MarketModels_Evolvers_,
	  ql/MarketModels_ExerciseStrategies_,
	  ql/MarketModels_ExerciseValues_, ql/MarketModels_Models_,
	  ql/MarketModels_Products_, ql/MarketModels_Products_MultiStep_,
	  ql/MarketModels_Products_OneStep_, ql/Math_, ql/MonteCarlo_,
	  ql/Optimization_, ql/Patterns_, ql/Pricers_, ql/PricingEngines_,
	  ql/PricingEngines_Asian_, ql/PricingEngines_Barrier_,
	  ql/PricingEngines_Basket_, ql/PricingEngines_CapFloor_,
	  ql/PricingEngines_Cliquet_, ql/PricingEngines_Forward_,
	  ql/PricingEngines_Hybrid_, ql/PricingEngines_Lookback_,
	  ql/PricingEngines_Quanto_, ql/PricingEngines_Swaption_,
	  ql/PricingEngines_Vanilla_, ql/Processes_, ql/Quotes_,
	  ql/RandomNumbers_, ql/ShortRateModels_,
	  ql/ShortRateModels_CalibrationHelpers_,
	  ql/ShortRateModels_LiborMarketModels_,
	  ql/ShortRateModels_OneFactorModels_,
	  ql/ShortRateModels_TwoFactorModels_, ql/Solvers1D_,
	  ql/TermStructures_, ql/Utilities_, ql/Volatilities_,
	  ql/VolatilityModels_, ql/businessdayconvention.hpp, ql/calendars,
	  ql/calendars/Makefile.am, ql/calendars/all.hpp,
	  ql/calendars/argentina.cpp, ql/calendars/australia.cpp,
	  ql/calendars/brazil.cpp, ql/calendars/canada.cpp,
	  ql/calendars/china.cpp, ql/calendars/czechrepublic.cpp,
	  ql/calendars/denmark.cpp, ql/calendars/finland.cpp,
	  ql/calendars/germany.cpp, ql/calendars/hongkong.cpp,
	  ql/calendars/hungary.cpp, ql/calendars/iceland.cpp,
	  ql/calendars/india.cpp, ql/calendars/indonesia.cpp,
	  ql/calendars/italy.cpp, ql/calendars/japan.cpp,
	  ql/calendars/jointcalendar.cpp, ql/calendars/jointcalendar.hpp,
	  ql/calendars/mexico.cpp, ql/calendars/newzealand.cpp,
	  ql/calendars/norway.cpp, ql/calendars/poland.cpp,
	  ql/calendars/saudiarabia.cpp, ql/calendars/singapore.cpp,
	  ql/calendars/slovakia.cpp, ql/calendars/southafrica.cpp,
	  ql/calendars/southkorea.cpp, ql/calendars/sweden.cpp,
	  ql/calendars/switzerland.cpp, ql/calendars/taiwan.cpp,
	  ql/calendars/target.cpp, ql/calendars/turkey.cpp,
	  ql/calendars/ukraine.cpp, ql/calendars/unitedkingdom.cpp,
	  ql/calendars/unitedstates.cpp, ql/cashflow.hpp, ql/cashflows,
	  ql/cashflows/Makefile.am, ql/cashflows/all.hpp,
	  ql/cashflows/analysis.cpp, ql/cashflows/analysis.hpp,
	  ql/cashflows/capflooredcoupon.cpp,
	  ql/cashflows/capflooredcoupon.hpp, ql/cashflows/cashflowvectors.cpp,
	  ql/cashflows/cashflowvectors.hpp, ql/cashflows/cmscoupon.cpp,
	  ql/cashflows/cmscoupon.hpp, ql/cashflows/conundrumpricer.cpp,
	  ql/cashflows/conundrumpricer.hpp, ql/cashflows/core.hpp,
	  ql/cashflows/couponpricer.cpp, ql/cashflows/digitalcoupon.cpp,
	  ql/cashflows/digitalcoupon.hpp, ql/cashflows/dividend.cpp,
	  ql/cashflows/dividend.hpp, ql/cashflows/fixedratecoupon.hpp,
	  ql/cashflows/floatingratecoupon.cpp,
	  ql/cashflows/floatingratecoupon.hpp, ql/cashflows/iborcoupon.cpp,
	  ql/cashflows/iborcoupon.hpp, ql/cashflows/shortfloatingcoupon.cpp,
	  ql/cashflows/shortfloatingcoupon.hpp,
	  ql/cashflows/shortindexedcoupon.hpp, ql/cashflows/timebasket.cpp,
	  ql/cashflows/timebasket.hpp, ql/currencies,
	  ql/currencies/Makefile.am, ql/currencies/all.hpp,
	  ql/currencies/exchangeratemanager.cpp,
	  ql/currencies/exchangeratemanager.hpp, ql/currency.hpp, ql/date.cpp,
	  ql/daycounters, ql/daycounters/Makefile.am,
	  ql/daycounters/actualactual.cpp, ql/daycounters/all.hpp,
	  ql/daycounters/simpledaycounter.cpp, ql/daycounters/thirty360.cpp,
	  ql/discretizedasset.hpp, ql/event.hpp, ql/exchangerate.hpp,
	  ql/finitedifferences, ql/finitedifferences/Makefile.am,
	  ql/finitedifferences/all.hpp,
	  ql/finitedifferences/americancondition.hpp,
	  ql/finitedifferences/boundarycondition.cpp,
	  ql/finitedifferences/boundarycondition.hpp,
	  ql/finitedifferences/bsmoperator.cpp,
	  ql/finitedifferences/bsmoperator.hpp,
	  ql/finitedifferences/bsmtermoperator.hpp,
	  ql/finitedifferences/core.hpp,
	  ql/finitedifferences/cranknicolson.hpp,
	  ql/finitedifferences/dminus.hpp, ql/finitedifferences/dplus.hpp,
	  ql/finitedifferences/dplusdminus.hpp,
	  ql/finitedifferences/dzero.hpp,
	  ql/finitedifferences/expliciteuler.hpp,
	  ql/finitedifferences/fdtypedefs.hpp,
	  ql/finitedifferences/finitedifferencemodel.hpp,
	  ql/finitedifferences/impliciteuler.hpp,
	  ql/finitedifferences/mixedscheme.hpp,
	  ql/finitedifferences/onefactoroperator.hpp,
	  ql/finitedifferences/operatorfactory.hpp,
	  ql/finitedifferences/operatortraits.hpp,
	  ql/finitedifferences/parallelevolver.hpp,
	  ql/finitedifferences/pde.hpp, ql/finitedifferences/pdebsm.hpp,
	  ql/finitedifferences/pdeshortrate.hpp,
	  ql/finitedifferences/shoutcondition.hpp,
	  ql/finitedifferences/stepcondition.hpp,
	  ql/finitedifferences/tridiagonaloperator.cpp,
	  ql/finitedifferences/tridiagonaloperator.hpp,
	  ql/finitedifferences/zerocondition.hpp, ql/frequency.hpp,
	  ql/grid.hpp, ql/handle.hpp, ql/index.hpp, ql/indexes,
	  ql/indexes/Makefile.am, ql/indexes/all.hpp, ql/indexes/audlibor.hpp,
	  ql/indexes/cadlibor.hpp, ql/indexes/cdor.hpp,
	  ql/indexes/chflibor.hpp, ql/indexes/core.hpp,
	  ql/indexes/dkklibor.hpp, ql/indexes/euribor.hpp,
	  ql/indexes/euriborswapfixa.cpp, ql/indexes/euriborswapfixa.hpp,
	  ql/indexes/euriborswapfixb.cpp, ql/indexes/euriborswapfixb.hpp,
	  ql/indexes/euriborswapfixifr.cpp, ql/indexes/euriborswapfixifr.hpp,
	  ql/indexes/eurlibor.hpp, ql/indexes/eurliborswapfixa.cpp,
	  ql/indexes/eurliborswapfixa.hpp, ql/indexes/eurliborswapfixb.cpp,
	  ql/indexes/eurliborswapfixb.hpp, ql/indexes/eurliborswapfixifr.cpp,
	  ql/indexes/eurliborswapfixifr.hpp, ql/indexes/gbplibor.hpp,
	  ql/indexes/iborindex.cpp, ql/indexes/iborindex.hpp,
	  ql/indexes/indexmanager.cpp, ql/indexes/indexmanager.hpp,
	  ql/indexes/interestrateindex.cpp, ql/indexes/jibar.hpp,
	  ql/indexes/jpylibor.hpp, ql/indexes/libor.cpp, ql/indexes/libor.hpp,
	  ql/indexes/nzdlibor.hpp, ql/indexes/swapindex.cpp,
	  ql/indexes/swapindex.hpp, ql/indexes/tibor.hpp,
	  ql/indexes/trlibor.hpp, ql/indexes/usdlibor.hpp,
	  ql/indexes/zibor.hpp, ql/instrument.hpp, ql/instruments,
	  ql/instruments/Makefile.am, ql/instruments/all.hpp,
	  ql/instruments/asianoption.cpp, ql/instruments/asianoption.hpp,
	  ql/instruments/assetswap.cpp, ql/instruments/assetswap.hpp,
	  ql/instruments/barrieroption.cpp, ql/instruments/barrieroption.hpp,
	  ql/instruments/basketoption.cpp, ql/instruments/basketoption.hpp,
	  ql/instruments/bond.cpp, ql/instruments/callabilityschedule.hpp,
	  ql/instruments/capfloor.cpp, ql/instruments/capfloor.hpp,
	  ql/instruments/cliquetoption.cpp, ql/instruments/cliquetoption.hpp,
	  ql/instruments/cmsratebond.cpp, ql/instruments/cmsratebond.hpp,
	  ql/instruments/compositeinstrument.cpp,
	  ql/instruments/convertiblebond.cpp,
	  ql/instruments/convertiblebond.hpp, ql/instruments/core.hpp,
	  ql/instruments/dividendschedule.hpp,
	  ql/instruments/dividendvanillaoption.cpp,
	  ql/instruments/dividendvanillaoption.hpp,
	  ql/instruments/europeanoption.cpp,
	  ql/instruments/europeanoption.hpp, ql/instruments/fixedratebond.cpp,
	  ql/instruments/fixedratebond.hpp,
	  ql/instruments/fixedratebondforward.cpp,
	  ql/instruments/fixedratebondforward.hpp,
	  ql/instruments/floatingratebond.cpp,
	  ql/instruments/floatingratebond.hpp, ql/instruments/forward.cpp,
	  ql/instruments/forwardrateagreement.cpp,
	  ql/instruments/forwardrateagreement.hpp,
	  ql/instruments/forwardvanillaoption.cpp,
	  ql/instruments/forwardvanillaoption.hpp,
	  ql/instruments/lookbackoption.cpp,
	  ql/instruments/lookbackoption.hpp, ql/instruments/makecapfloor.cpp,
	  ql/instruments/makecapfloor.hpp, ql/instruments/makecms.cpp,
	  ql/instruments/makecms.hpp, ql/instruments/makevanillaswap.cpp,
	  ql/instruments/makevanillaswap.hpp,
	  ql/instruments/multiassetoption.cpp,
	  ql/instruments/multiassetoption.hpp,
	  ql/instruments/oneassetoption.cpp,
	  ql/instruments/oneassetoption.hpp,
	  ql/instruments/oneassetstrikedoption.cpp,
	  ql/instruments/oneassetstrikedoption.hpp,
	  ql/instruments/payoffs.cpp,
	  ql/instruments/quantoforwardvanillaoption.cpp,
	  ql/instruments/quantoforwardvanillaoption.hpp,
	  ql/instruments/quantovanillaoption.cpp,
	  ql/instruments/quantovanillaoption.hpp,
	  ql/instruments/stickyratchet.cpp, ql/instruments/stock.cpp,
	  ql/instruments/swap.cpp, ql/instruments/swaption.cpp,
	  ql/instruments/swaption.hpp, ql/instruments/vanillaoption.cpp,
	  ql/instruments/vanillaoption.hpp, ql/instruments/vanillaswap.cpp,
	  ql/instruments/vanillaswap.hpp, ql/instruments/varianceswap.cpp,
	  ql/instruments/varianceswap.hpp, ql/instruments/zerocouponbond.cpp,
	  ql/instruments/zerocouponbond.hpp, ql/interestrate.cpp, ql/lattices,
	  ql/lattices/Makefile.am, ql/lattices/all.hpp,
	  ql/lattices/binomialtree.cpp, ql/lattices/binomialtree.hpp,
	  ql/lattices/bsmlattice.hpp, ql/lattices/core.hpp,
	  ql/lattices/lattice.hpp, ql/lattices/lattice1d.hpp,
	  ql/lattices/lattice2d.hpp, ql/lattices/tflattice.hpp,
	  ql/lattices/tree.hpp, ql/lattices/trinomialtree.cpp,
	  ql/lattices/trinomialtree.hpp, ql/makefile.mak, ql/marketmodels,
	  ql/marketmodels/Makefile.am, ql/marketmodels/accountingengine.cpp,
	  ql/marketmodels/accountingengine.hpp, ql/marketmodels/all.hpp,
	  ql/marketmodels/browniangenerators,
	  ql/marketmodels/browniangenerators/Makefile.am,
	  ql/marketmodels/browniangenerators/all.hpp,
	  ql/marketmodels/browniangenerators/mtbrowniangenerator.cpp,
	  ql/marketmodels/browniangenerators/mtbrowniangenerator.hpp,
	  ql/marketmodels/browniangenerators/sobolbrowniangenerator.cpp,
	  ql/marketmodels/browniangenerators/sobolbrowniangenerator.hpp,
	  ql/marketmodels/core.hpp, ql/marketmodels/curvestate.cpp,
	  ql/marketmodels/curvestate.hpp, ql/marketmodels/curvestates,
	  ql/marketmodels/curvestates/Makefile.am,
	  ql/marketmodels/curvestates/all.hpp,
	  ql/marketmodels/curvestates/cmswapcurvestate.cpp,
	  ql/marketmodels/curvestates/cmswapcurvestate.hpp,
	  ql/marketmodels/curvestates/coterminalswapcurvestate.cpp,
	  ql/marketmodels/curvestates/coterminalswapcurvestate.hpp,
	  ql/marketmodels/curvestates/lmmcurvestate.cpp,
	  ql/marketmodels/curvestates/lmmcurvestate.hpp,
	  ql/marketmodels/driftcomputation,
	  ql/marketmodels/driftcomputation/Makefile.am,
	  ql/marketmodels/driftcomputation/all.hpp,
	  ql/marketmodels/driftcomputation/cmsmmdriftcalculator.cpp,
	  ql/marketmodels/driftcomputation/cmsmmdriftcalculator.hpp,
	  ql/marketmodels/driftcomputation/lmmdriftcalculator.cpp,
	  ql/marketmodels/driftcomputation/lmmdriftcalculator.hpp,
	  ql/marketmodels/driftcomputation/lmmnormaldriftcalculator.cpp,
	  ql/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp,
	  ql/marketmodels/driftcomputation/smmdriftcalculator.cpp,
	  ql/marketmodels/driftcomputation/smmdriftcalculator.hpp,
	  ql/marketmodels/evolutiondescription.cpp,
	  ql/marketmodels/evolutiondescription.hpp, ql/marketmodels/evolvers,
	  ql/marketmodels/evolvers/Makefile.am,
	  ql/marketmodels/evolvers/all.hpp,
	  ql/marketmodels/evolvers/cmswapratepcevolver.cpp,
	  ql/marketmodels/evolvers/cmswapratepcevolver.hpp,
	  ql/marketmodels/evolvers/coterminalswapratepcevolver.cpp,
	  ql/marketmodels/evolvers/coterminalswapratepcevolver.hpp,
	  ql/marketmodels/evolvers/forwardrateconstrainedeuler.cpp,
	  ql/marketmodels/evolvers/forwardrateconstrainedeuler.hpp,
	  ql/marketmodels/evolvers/forwardrateeulerevolver.cpp,
	  ql/marketmodels/evolvers/forwardrateeulerevolver.hpp,
	  ql/marketmodels/evolvers/forwardrateipcevolver.cpp,
	  ql/marketmodels/evolvers/forwardrateipcevolver.hpp,
	  ql/marketmodels/evolvers/forwardratenormalpcevolver.cpp,
	  ql/marketmodels/evolvers/forwardratenormalpcevolver.hpp,
	  ql/marketmodels/evolvers/forwardratepcevolver.cpp,
	  ql/marketmodels/evolvers/forwardratepcevolver.hpp,
	  ql/marketmodels/exercisestrategies,
	  ql/marketmodels/exercisestrategies/Makefile.am,
	  ql/marketmodels/exercisestrategies/all.hpp,
	  ql/marketmodels/exercisestrategies/lsstrategy.cpp,
	  ql/marketmodels/exercisestrategies/lsstrategy.hpp,
	  ql/marketmodels/exercisestrategies/swapratetrigger.cpp,
	  ql/marketmodels/exercisestrategies/swapratetrigger.hpp,
	  ql/marketmodels/exercisevalue.hpp, ql/marketmodels/exercisevalues,
	  ql/marketmodels/exercisevalues/Makefile.am,
	  ql/marketmodels/exercisevalues/all.hpp,
	  ql/marketmodels/exercisevalues/bermudanswaptionexercisevalue.cpp,
	  ql/marketmodels/exercisevalues/bermudanswaptionexercisevalue.hpp,
	  ql/marketmodels/exercisevalues/nothingexercisevalue.cpp,
	  ql/marketmodels/exercisevalues/nothingexercisevalue.hpp,
	  ql/marketmodels/lsbasisfunctions.hpp,
	  ql/marketmodels/lsdatacollector.cpp, ql/marketmodels/makefile.mak,
	  ql/marketmodels/marketmodel.hpp,
	  ql/marketmodels/marketmodelconstrainedevolver.hpp,
	  ql/marketmodels/marketmodeldiscounter.cpp, ql/marketmodels/models,
	  ql/marketmodels/models/Makefile.am, ql/marketmodels/models/all.hpp,
	  ql/marketmodels/models/calibratedmarketmodel.cpp,
	  ql/marketmodels/models/calibratedmarketmodel.hpp,
	  ql/marketmodels/models/capletcoterminalcalibration.cpp,
	  ql/marketmodels/models/capletcoterminalcalibration.hpp,
	  ql/marketmodels/models/coterminaltoforwardadapter.cpp,
	  ql/marketmodels/models/coterminaltoforwardadapter.hpp,
	  ql/marketmodels/models/expcorrabcdvol.cpp,
	  ql/marketmodels/models/expcorrabcdvol.hpp,
	  ql/marketmodels/models/expcorrflatvol.cpp,
	  ql/marketmodels/models/expcorrflatvol.hpp,
	  ql/marketmodels/models/forwardtocoterminaladapter.cpp,
	  ql/marketmodels/models/forwardtocoterminaladapter.hpp,
	  ql/marketmodels/models/piecewiseconstantabcdvariance.cpp,
	  ql/marketmodels/models/piecewiseconstantabcdvariance.hpp,
	  ql/marketmodels/models/swapfromfracorrelationstructure.cpp,
	  ql/marketmodels/models/swapfromfracorrelationstructure.hpp,
	  ql/marketmodels/models/timedependantcorrelationstructure.hpp,
	  ql/marketmodels/parametricexercise.hpp,
	  ql/marketmodels/parametricexerciseadapter.cpp,
	  ql/marketmodels/parametricexerciseadapter.hpp,
	  ql/marketmodels/parametricswapexercise.cpp,
	  ql/marketmodels/parametricswapexercise.hpp,
	  ql/marketmodels/products, ql/marketmodels/products/Makefile.am,
	  ql/marketmodels/products/all.hpp,
	  ql/marketmodels/products/compositeproduct.cpp,
	  ql/marketmodels/products/compositeproduct.hpp,
	  ql/marketmodels/products/makefile.mak,
	  ql/marketmodels/products/marketmodelratchet.cpp,
	  ql/marketmodels/products/marketmodelratchet.hpp,
	  ql/marketmodels/products/multiproductcomposite.cpp,
	  ql/marketmodels/products/multiproductcomposite.hpp,
	  ql/marketmodels/products/multiproductmultistep.cpp,
	  ql/marketmodels/products/multiproductmultistep.hpp,
	  ql/marketmodels/products/multiproductonestep.cpp,
	  ql/marketmodels/products/multiproductonestep.hpp,
	  ql/marketmodels/products/multistep,
	  ql/marketmodels/products/multistep/Makefile.am,
	  ql/marketmodels/products/multistep/all.hpp,
	  ql/marketmodels/products/multistep/callspecifiedmultiproduct.cpp,
	  ql/marketmodels/products/multistep/callspecifiedmultiproduct.hpp,
	  ql/marketmodels/products/multistep/cashrebate.cpp,
	  ql/marketmodels/products/multistep/cashrebate.hpp,
	  ql/marketmodels/products/multistep/exerciseadapter.cpp,
	  ql/marketmodels/products/multistep/exerciseadapter.hpp,
	  ql/marketmodels/products/multistep/multistepcoinitialswaps.cpp,
	  ql/marketmodels/products/multistep/multistepcoinitialswaps.hpp,
	  ql/marketmodels/products/multistep/multistepcoterminalswaps.cpp,
	  ql/marketmodels/products/multistep/multistepcoterminalswaps.hpp,
	  ql/marketmodels/products/multistep/multistepcoterminalswaptions.cpp,
	  ql/marketmodels/products/multistep/multistepcoterminalswaptions.hpp,
	  ql/marketmodels/products/multistep/multistepforwards.cpp,
	  ql/marketmodels/products/multistep/multistepforwards.hpp,
	  ql/marketmodels/products/multistep/multistepnothing.cpp,
	  ql/marketmodels/products/multistep/multistepnothing.hpp,
	  ql/marketmodels/products/multistep/multistepoptionlets.cpp,
	  ql/marketmodels/products/multistep/multistepoptionlets.hpp,
	  ql/marketmodels/products/multistep/multistepratchet.cpp,
	  ql/marketmodels/products/multistep/multistepratchet.hpp,
	  ql/marketmodels/products/multistep/multistepswap.cpp,
	  ql/marketmodels/products/multistep/multistepswap.hpp,
	  ql/marketmodels/products/onestep,
	  ql/marketmodels/products/onestep/Makefile.am,
	  ql/marketmodels/products/onestep/all.hpp,
	  ql/marketmodels/products/onestep/onestepcoinitialswaps.cpp,
	  ql/marketmodels/products/onestep/onestepcoinitialswaps.hpp,
	  ql/marketmodels/products/onestep/onestepcoterminalswaps.cpp,
	  ql/marketmodels/products/onestep/onestepcoterminalswaps.hpp,
	  ql/marketmodels/products/onestep/onestepforwards.cpp,
	  ql/marketmodels/products/onestep/onestepforwards.hpp,
	  ql/marketmodels/products/onestep/onestepoptionlets.cpp,
	  ql/marketmodels/products/onestep/onestepoptionlets.hpp,
	  ql/marketmodels/products/singleproductcomposite.cpp,
	  ql/marketmodels/products/singleproductcomposite.hpp,
	  ql/marketmodels/proxygreekengine.cpp,
	  ql/marketmodels/proxygreekengine.hpp,
	  ql/marketmodels/swapbasissystem.cpp,
	  ql/marketmodels/swapbasissystem.hpp,
	  ql/marketmodels/swapforwardconversionmatrix.cpp,
	  ql/marketmodels/swapforwardconversionmatrix.hpp,
	  ql/marketmodels/swapforwardmappings.cpp,
	  ql/marketmodels/swapforwardmappings.hpp,
	  ql/marketmodels/upperboundengine.cpp,
	  ql/marketmodels/upperboundengine.hpp, ql/marketmodels/utilities.cpp,
	  ql/math, ql/math/Makefile.am, ql/math/abcdinterpolation.hpp,
	  ql/math/all.hpp, ql/math/array.hpp,
	  ql/math/backwardflatinterpolation.hpp, ql/math/beta.cpp,
	  ql/math/beta.hpp, ql/math/bicubicsplineinterpolation.hpp,
	  ql/math/bilinearinterpolation.hpp, ql/math/binomialdistribution.hpp,
	  ql/math/bivariatenormaldistribution.cpp,
	  ql/math/bivariatenormaldistribution.hpp,
	  ql/math/chisquaredistribution.cpp,
	  ql/math/choleskydecomposition.cpp,
	  ql/math/choleskydecomposition.hpp, ql/math/complexarray.hpp,
	  ql/math/core.hpp, ql/math/cubicspline.hpp,
	  ql/math/discrepancystatistics.cpp,
	  ql/math/discrepancystatistics.hpp, ql/math/errorfunction.cpp,
	  ql/math/factorial.cpp, ql/math/fastfouriertransform.hpp,
	  ql/math/forwardflatinterpolation.hpp, ql/math/gammadistribution.cpp,
	  ql/math/gaussianorthogonalpolynomial.cpp,
	  ql/math/gaussianquadratures.cpp, ql/math/gaussianquadratures.hpp,
	  ql/math/gaussianstatistics.hpp, ql/math/generalstatistics.cpp,
	  ql/math/generalstatistics.hpp, ql/math/incompletegamma.cpp,
	  ql/math/incrementalstatistics.cpp,
	  ql/math/incrementalstatistics.hpp, ql/math/interpolation.hpp,
	  ql/math/interpolation2D.hpp, ql/math/kronrodintegral.cpp,
	  ql/math/kronrodintegral.hpp, ql/math/lexicographicalview.hpp,
	  ql/math/linearinterpolation.hpp,
	  ql/math/linearleastsquaresregression.hpp,
	  ql/math/loglinearinterpolation.hpp, ql/math/matrix.cpp,
	  ql/math/matrix.hpp, ql/math/normaldistribution.cpp,
	  ql/math/normaldistribution.hpp, ql/math/poissondistribution.hpp,
	  ql/math/primenumbers.cpp, ql/math/pseudosqrt.cpp,
	  ql/math/pseudosqrt.hpp, ql/math/riskstatistics.hpp,
	  ql/math/rounding.cpp, ql/math/sabrinterpolation.hpp,
	  ql/math/sampledcurve.cpp, ql/math/sampledcurve.hpp,
	  ql/math/sequencestatistics.hpp, ql/math/simpsonintegral.hpp,
	  ql/math/statistics.hpp, ql/math/surface.cpp, ql/math/svd.cpp,
	  ql/math/svd.hpp, ql/math/symmetricschurdecomposition.cpp,
	  ql/math/symmetricschurdecomposition.hpp,
	  ql/math/tqreigendecomposition.cpp,
	  ql/math/tqreigendecomposition.hpp, ql/math/transformedgrid.hpp,
	  ql/math/trapezoidintegral.hpp, ql/money.cpp, ql/montecarlo,
	  ql/montecarlo/Makefile.am, ql/montecarlo/all.hpp,
	  ql/montecarlo/brownianbridge.cpp, ql/montecarlo/brownianbridge.hpp,
	  ql/montecarlo/core.hpp, ql/montecarlo/earlyexercisepathpricer.hpp,
	  ql/montecarlo/genericlsregression.cpp,
	  ql/montecarlo/genericlsregression.hpp,
	  ql/montecarlo/genericparametricearlyexercise.cpp,
	  ql/montecarlo/genericparametricearlyexercise.hpp,
	  ql/montecarlo/getcovariance.cpp, ql/montecarlo/getcovariance.hpp,
	  ql/montecarlo/longstaffschwartzpathpricer.hpp,
	  ql/montecarlo/lsmbasissystem.cpp, ql/montecarlo/lsmbasissystem.hpp,
	  ql/montecarlo/mctraits.hpp, ql/montecarlo/mctypedefs.hpp,
	  ql/montecarlo/montecarlomodel.hpp, ql/montecarlo/multipath.hpp,
	  ql/montecarlo/multipathgenerator.hpp, ql/montecarlo/path.hpp,
	  ql/montecarlo/pathgenerator.hpp, ql/numericalmethod.hpp,
	  ql/optimization, ql/optimization/Makefile.am,
	  ql/optimization/all.hpp, ql/optimization/armijo.cpp,
	  ql/optimization/armijo.hpp, ql/optimization/conjugategradient.cpp,
	  ql/optimization/conjugategradient.hpp,
	  ql/optimization/constraint.cpp, ql/optimization/constraint.hpp,
	  ql/optimization/core.hpp, ql/optimization/costfunction.hpp,
	  ql/optimization/endcriteria.cpp, ql/optimization/endcriteria.hpp,
	  ql/optimization/leastsquare.cpp, ql/optimization/leastsquare.hpp,
	  ql/optimization/levenbergmarquardt.cpp,
	  ql/optimization/levenbergmarquardt.hpp,
	  ql/optimization/linesearch.cpp, ql/optimization/linesearch.hpp,
	  ql/optimization/linesearchbasedmethod.cpp,
	  ql/optimization/linesearchbasedmethod.hpp,
	  ql/optimization/lmdif.cpp, ql/optimization/method.hpp,
	  ql/optimization/problem.hpp, ql/optimization/simplex.cpp,
	  ql/optimization/simplex.hpp, ql/optimization/steepestdescent.cpp,
	  ql/optimization/steepestdescent.hpp, ql/option.hpp, ql/patterns,
	  ql/patterns/Makefile.am, ql/patterns/all.hpp,
	  ql/patterns/lazyobject.hpp, ql/payoff.hpp, ql/pricers,
	  ql/pricers/Makefile.am, ql/pricers/all.hpp, ql/pricers/core.hpp,
	  ql/pricers/discretegeometricaso.cpp,
	  ql/pricers/discretegeometricaso.hpp, ql/pricers/mccliquetoption.cpp,
	  ql/pricers/mccliquetoption.hpp,
	  ql/pricers/mcdiscretearithmeticaso.cpp,
	  ql/pricers/mcdiscretearithmeticaso.hpp, ql/pricers/mceverest.cpp,
	  ql/pricers/mceverest.hpp, ql/pricers/mchimalaya.cpp,
	  ql/pricers/mchimalaya.hpp, ql/pricers/mcmaxbasket.cpp,
	  ql/pricers/mcmaxbasket.hpp, ql/pricers/mcpagoda.cpp,
	  ql/pricers/mcpagoda.hpp, ql/pricers/mcperformanceoption.cpp,
	  ql/pricers/mcperformanceoption.hpp, ql/pricers/mcpricer.hpp,
	  ql/pricers/singleassetoption.cpp, ql/pricers/singleassetoption.hpp,
	  ql/pricingengine.hpp, ql/pricingengines,
	  ql/pricingengines/Makefile.am, ql/pricingengines/all.hpp,
	  ql/pricingengines/americanpayoffatexpiry.cpp,
	  ql/pricingengines/americanpayoffatexpiry.hpp,
	  ql/pricingengines/americanpayoffathit.cpp,
	  ql/pricingengines/americanpayoffathit.hpp, ql/pricingengines/asian,
	  ql/pricingengines/asian/Makefile.am,
	  ql/pricingengines/asian/all.hpp,
	  ql/pricingengines/asian/analytic_cont_geom_av_price.cpp,
	  ql/pricingengines/asian/analytic_cont_geom_av_price.hpp,
	  ql/pricingengines/asian/analytic_discr_geom_av_price.cpp,
	  ql/pricingengines/asian/analytic_discr_geom_av_price.hpp,
	  ql/pricingengines/asian/mc_discr_arith_av_price.cpp,
	  ql/pricingengines/asian/mc_discr_arith_av_price.hpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.cpp,
	  ql/pricingengines/asian/mc_discr_geom_av_price.hpp,
	  ql/pricingengines/asian/mcdiscreteasianengine.hpp,
	  ql/pricingengines/barrier, ql/pricingengines/barrier/Makefile.am,
	  ql/pricingengines/barrier/all.hpp,
	  ql/pricingengines/barrier/analyticbarrierengine.cpp,
	  ql/pricingengines/barrier/analyticbarrierengine.hpp,
	  ql/pricingengines/barrier/mcbarrierengine.cpp,
	  ql/pricingengines/barrier/mcbarrierengine.hpp,
	  ql/pricingengines/basket, ql/pricingengines/basket/Makefile.am,
	  ql/pricingengines/basket/all.hpp,
	  ql/pricingengines/basket/mcamericanbasketengine.cpp,
	  ql/pricingengines/basket/mcamericanbasketengine.hpp,
	  ql/pricingengines/basket/mcbasketengine.cpp,
	  ql/pricingengines/basket/mcbasketengine.hpp,
	  ql/pricingengines/basket/stulzengine.cpp,
	  ql/pricingengines/basket/stulzengine.hpp,
	  ql/pricingengines/blackcalculator.cpp,
	  ql/pricingengines/blackcalculator.hpp,
	  ql/pricingengines/blackformula.cpp,
	  ql/pricingengines/blackformula.hpp,
	  ql/pricingengines/blackscholescalculator.cpp,
	  ql/pricingengines/blackscholescalculator.hpp,
	  ql/pricingengines/capfloor, ql/pricingengines/capfloor/Makefile.am,
	  ql/pricingengines/capfloor/all.hpp,
	  ql/pricingengines/capfloor/analyticcapfloorengine.cpp,
	  ql/pricingengines/capfloor/analyticcapfloorengine.hpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.cpp,
	  ql/pricingengines/capfloor/blackcapfloorengine.hpp,
	  ql/pricingengines/capfloor/discretizedcapfloor.cpp,
	  ql/pricingengines/capfloor/discretizedcapfloor.hpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.cpp,
	  ql/pricingengines/capfloor/marketmodelcapfloorengine.hpp,
	  ql/pricingengines/capfloor/mchullwhiteengine.cpp,
	  ql/pricingengines/capfloor/mchullwhiteengine.hpp,
	  ql/pricingengines/capfloor/treecapfloorengine.cpp,
	  ql/pricingengines/capfloor/treecapfloorengine.hpp,
	  ql/pricingengines/cliquet, ql/pricingengines/cliquet/Makefile.am,
	  ql/pricingengines/cliquet/all.hpp,
	  ql/pricingengines/cliquet/analyticcliquetengine.cpp,
	  ql/pricingengines/cliquet/analyticcliquetengine.hpp,
	  ql/pricingengines/cliquet/analyticperformanceengine.cpp,
	  ql/pricingengines/cliquet/analyticperformanceengine.hpp,
	  ql/pricingengines/cliquet/mccliquetengine.cpp,
	  ql/pricingengines/cliquet/mccliquetengine.hpp,
	  ql/pricingengines/core.hpp, ql/pricingengines/forward,
	  ql/pricingengines/forward/Makefile.am,
	  ql/pricingengines/forward/all.hpp,
	  ql/pricingengines/forward/forwardengine.hpp,
	  ql/pricingengines/forward/forwardperformanceengine.hpp,
	  ql/pricingengines/forward/mcvarianceswapengine.hpp,
	  ql/pricingengines/forward/replicatingvarianceswapengine.hpp,
	  ql/pricingengines/greeks.cpp, ql/pricingengines/greeks.hpp,
	  ql/pricingengines/hybrid, ql/pricingengines/hybrid/Makefile.am,
	  ql/pricingengines/hybrid/all.hpp,
	  ql/pricingengines/hybrid/binomialconvertibleengine.hpp,
	  ql/pricingengines/hybrid/discretizedconvertible.cpp,
	  ql/pricingengines/hybrid/discretizedconvertible.hpp,
	  ql/pricingengines/latticeshortratemodelengine.hpp,
	  ql/pricingengines/lookback, ql/pricingengines/lookback/Makefile.am,
	  ql/pricingengines/lookback/all.hpp,
	  ql/pricingengines/lookback/analyticcontinuousfixedlookback.cpp,
	  ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp,
	  ql/pricingengines/lookback/analyticcontinuousfloatinglookback.cpp,
	  ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp,
	  ql/pricingengines/makefile.mak,
	  ql/pricingengines/mclongstaffschwartzengine.hpp,
	  ql/pricingengines/mcsimulation.hpp, ql/pricingengines/quanto,
	  ql/pricingengines/quanto/Makefile.am,
	  ql/pricingengines/quanto/all.hpp,
	  ql/pricingengines/quanto/quantoengine.hpp,
	  ql/pricingengines/swaption, ql/pricingengines/swaption/Makefile.am,
	  ql/pricingengines/swaption/all.hpp,
	  ql/pricingengines/swaption/blackswaptionengine.cpp,
	  ql/pricingengines/swaption/blackswaptionengine.hpp,
	  ql/pricingengines/swaption/discretizedswaption.cpp,
	  ql/pricingengines/swaption/discretizedswaption.hpp,
	  ql/pricingengines/swaption/g2swaptionengine.hpp,
	  ql/pricingengines/swaption/jamshidianswaptionengine.cpp,
	  ql/pricingengines/swaption/jamshidianswaptionengine.hpp,
	  ql/pricingengines/swaption/lfmswaptionengine.cpp,
	  ql/pricingengines/swaption/lfmswaptionengine.hpp,
	  ql/pricingengines/swaption/treeswaptionengine.cpp,
	  ql/pricingengines/swaption/treeswaptionengine.hpp,
	  ql/pricingengines/vanilla, ql/pricingengines/vanilla/Makefile.am,
	  ql/pricingengines/vanilla/all.hpp,
	  ql/pricingengines/vanilla/analyticdigitalamericanengine.cpp,
	  ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp,
	  ql/pricingengines/vanilla/analyticdividendeuropeanengine.cpp,
	  ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp,
	  ql/pricingengines/vanilla/analyticeuropeanengine.cpp,
	  ql/pricingengines/vanilla/analyticeuropeanengine.hpp,
	  ql/pricingengines/vanilla/analytichestonengine.cpp,
	  ql/pricingengines/vanilla/analytichestonengine.hpp,
	  ql/pricingengines/vanilla/baroneadesiwhaleyengine.cpp,
	  ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp,
	  ql/pricingengines/vanilla/batesengine.cpp,
	  ql/pricingengines/vanilla/batesengine.hpp,
	  ql/pricingengines/vanilla/binomialengine.hpp,
	  ql/pricingengines/vanilla/bjerksundstenslandengine.cpp,
	  ql/pricingengines/vanilla/bjerksundstenslandengine.hpp,
	  ql/pricingengines/vanilla/discretizedvanillaoption.cpp,
	  ql/pricingengines/vanilla/discretizedvanillaoption.hpp,
	  ql/pricingengines/vanilla/fdamericanengine.hpp,
	  ql/pricingengines/vanilla/fdbermudanengine.hpp,
	  ql/pricingengines/vanilla/fdconditions.hpp,
	  ql/pricingengines/vanilla/fddividendamericanengine.hpp,
	  ql/pricingengines/vanilla/fddividendengine.cpp,
	  ql/pricingengines/vanilla/fddividendengine.hpp,
	  ql/pricingengines/vanilla/fddividendeuropeanengine.hpp,
	  ql/pricingengines/vanilla/fddividendshoutengine.hpp,
	  ql/pricingengines/vanilla/fdeuropeanengine.cpp,
	  ql/pricingengines/vanilla/fdeuropeanengine.hpp,
	  ql/pricingengines/vanilla/fdmultiperiodengine.cpp,
	  ql/pricingengines/vanilla/fdmultiperiodengine.hpp,
	  ql/pricingengines/vanilla/fdshoutengine.hpp,
	  ql/pricingengines/vanilla/fdstepconditionengine.cpp,
	  ql/pricingengines/vanilla/fdstepconditionengine.hpp,
	  ql/pricingengines/vanilla/fdvanillaengine.cpp,
	  ql/pricingengines/vanilla/fdvanillaengine.hpp,
	  ql/pricingengines/vanilla/integralengine.cpp,
	  ql/pricingengines/vanilla/integralengine.hpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.cpp,
	  ql/pricingengines/vanilla/jumpdiffusionengine.hpp,
	  ql/pricingengines/vanilla/juquadraticengine.cpp,
	  ql/pricingengines/vanilla/juquadraticengine.hpp,
	  ql/pricingengines/vanilla/mcamericanengine.cpp,
	  ql/pricingengines/vanilla/mcamericanengine.hpp,
	  ql/pricingengines/vanilla/mcdigitalengine.cpp,
	  ql/pricingengines/vanilla/mcdigitalengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanengine.hpp,
	  ql/pricingengines/vanilla/mceuropeanhestonengine.hpp,
	  ql/pricingengines/vanilla/mcvanillaengine.hpp, ql/processes,
	  ql/processes/Makefile.am, ql/processes/all.hpp,
	  ql/processes/blackscholesprocess.cpp,
	  ql/processes/blackscholesprocess.hpp,
	  ql/processes/eulerdiscretization.cpp,
	  ql/processes/forwardmeasureprocess.cpp, ql/processes/g2process.cpp,
	  ql/processes/g2process.hpp,
	  ql/processes/geometricbrownianprocess.cpp,
	  ql/processes/hestonprocess.cpp, ql/processes/hullwhiteprocess.cpp,
	  ql/processes/hullwhiteprocess.hpp, ql/processes/lfmcovarparam.cpp,
	  ql/processes/lfmcovarparam.hpp, ql/processes/lfmhullwhiteparam.cpp,
	  ql/processes/lfmhullwhiteparam.hpp, ql/processes/lfmprocess.cpp,
	  ql/processes/lfmprocess.hpp, ql/processes/merton76process.cpp,
	  ql/processes/merton76process.hpp,
	  ql/processes/ornsteinuhlenbeckprocess.cpp,
	  ql/processes/squarerootprocess.cpp,
	  ql/processes/squarerootprocess.hpp,
	  ql/processes/stochasticprocessarray.cpp, ql/quantlib.hpp,
	  ql/quote.hpp, ql/quotes, ql/quotes/Makefile.am, ql/quotes/all.hpp,
	  ql/quotes/derivedquote.cpp,
	  ql/quotes/futuresconvadjustmentquote.cpp,
	  ql/quotes/futuresconvadjustmentquote.hpp, ql/randomnumbers,
	  ql/randomnumbers/Makefile.am, ql/randomnumbers/all.hpp,
	  ql/randomnumbers/boxmullergaussianrng.hpp,
	  ql/randomnumbers/centrallimitgaussianrng.hpp,
	  ql/randomnumbers/core.hpp, ql/randomnumbers/faurersg.cpp,
	  ql/randomnumbers/faurersg.hpp, ql/randomnumbers/haltonrsg.cpp,
	  ql/randomnumbers/haltonrsg.hpp,
	  ql/randomnumbers/inversecumulativerng.hpp,
	  ql/randomnumbers/inversecumulativersg.hpp,
	  ql/randomnumbers/knuthuniformrng.cpp,
	  ql/randomnumbers/knuthuniformrng.hpp,
	  ql/randomnumbers/lecuyeruniformrng.cpp,
	  ql/randomnumbers/lecuyeruniformrng.hpp,
	  ql/randomnumbers/mt19937uniformrng.cpp,
	  ql/randomnumbers/mt19937uniformrng.hpp,
	  ql/randomnumbers/primitivepolynomials.c,
	  ql/randomnumbers/randomizedlds.hpp,
	  ql/randomnumbers/randomsequencegenerator.hpp,
	  ql/randomnumbers/rngtraits.hpp, ql/randomnumbers/seedgenerator.cpp,
	  ql/randomnumbers/seedgenerator.hpp, ql/randomnumbers/sobolrsg.cpp,
	  ql/randomnumbers/sobolrsg.hpp, ql/schedule.hpp, ql/settings.hpp,
	  ql/shortratemodels, ql/shortratemodels/Makefile.am,
	  ql/shortratemodels/all.hpp,
	  ql/shortratemodels/calibrationhelper.cpp,
	  ql/shortratemodels/calibrationhelpers,
	  ql/shortratemodels/calibrationhelpers/Makefile.am,
	  ql/shortratemodels/calibrationhelpers/all.hpp,
	  ql/shortratemodels/calibrationhelpers/caphelper.cpp,
	  ql/shortratemodels/calibrationhelpers/caphelper.hpp,
	  ql/shortratemodels/calibrationhelpers/hestonmodelhelper.cpp,
	  ql/shortratemodels/calibrationhelpers/hestonmodelhelper.hpp,
	  ql/shortratemodels/calibrationhelpers/swaptionhelper.cpp,
	  ql/shortratemodels/calibrationhelpers/swaptionhelper.hpp,
	  ql/shortratemodels/core.hpp, ql/shortratemodels/libormarketmodels,
	  ql/shortratemodels/libormarketmodels/Makefile.am,
	  ql/shortratemodels/libormarketmodels/all.hpp,
	  ql/shortratemodels/libormarketmodels/lfmcovarproxy.cpp,
	  ql/shortratemodels/libormarketmodels/lfmcovarproxy.hpp,
	  ql/shortratemodels/libormarketmodels/liborforwardmodel.cpp,
	  ql/shortratemodels/libormarketmodels/liborforwardmodel.hpp,
	  ql/shortratemodels/libormarketmodels/lmconstwrappercorrmodel.hpp,
	  ql/shortratemodels/libormarketmodels/lmconstwrappervolmodel.hpp,
	  ql/shortratemodels/libormarketmodels/lmcorrmodel.cpp,
	  ql/shortratemodels/libormarketmodels/lmcorrmodel.hpp,
	  ql/shortratemodels/libormarketmodels/lmexpcorrmodel.cpp,
	  ql/shortratemodels/libormarketmodels/lmexpcorrmodel.hpp,
	  ql/shortratemodels/libormarketmodels/lmextlinexpvolmodel.cpp,
	  ql/shortratemodels/libormarketmodels/lmextlinexpvolmodel.hpp,
	  ql/shortratemodels/libormarketmodels/lmfixedvolmodel.cpp,
	  ql/shortratemodels/libormarketmodels/lmfixedvolmodel.hpp,
	  ql/shortratemodels/libormarketmodels/lmlinexpcorrmodel.cpp,
	  ql/shortratemodels/libormarketmodels/lmlinexpcorrmodel.hpp,
	  ql/shortratemodels/libormarketmodels/lmlinexpvolmodel.cpp,
	  ql/shortratemodels/libormarketmodels/lmlinexpvolmodel.hpp,
	  ql/shortratemodels/libormarketmodels/lmvolmodel.cpp,
	  ql/shortratemodels/libormarketmodels/lmvolmodel.hpp,
	  ql/shortratemodels/makefile.mak, ql/shortratemodels/model.cpp,
	  ql/shortratemodels/model.hpp, ql/shortratemodels/onefactormodel.cpp,
	  ql/shortratemodels/onefactormodel.hpp,
	  ql/shortratemodels/onefactormodels,
	  ql/shortratemodels/onefactormodels/Makefile.am,
	  ql/shortratemodels/onefactormodels/all.hpp,
	  ql/shortratemodels/onefactormodels/blackkarasinski.cpp,
	  ql/shortratemodels/onefactormodels/blackkarasinski.hpp,
	  ql/shortratemodels/onefactormodels/coxingersollross.cpp,
	  ql/shortratemodels/onefactormodels/coxingersollross.hpp,
	  ql/shortratemodels/onefactormodels/extendedcoxingersollross.cpp,
	  ql/shortratemodels/onefactormodels/extendedcoxingersollross.hpp,
	  ql/shortratemodels/onefactormodels/hullwhite.cpp,
	  ql/shortratemodels/onefactormodels/hullwhite.hpp,
	  ql/shortratemodels/onefactormodels/vasicek.cpp,
	  ql/shortratemodels/onefactormodels/vasicek.hpp,
	  ql/shortratemodels/parameter.hpp,
	  ql/shortratemodels/twofactormodel.cpp,
	  ql/shortratemodels/twofactormodel.hpp,
	  ql/shortratemodels/twofactormodels,
	  ql/shortratemodels/twofactormodels/Makefile.am,
	  ql/shortratemodels/twofactormodels/all.hpp,
	  ql/shortratemodels/twofactormodels/batesmodel.cpp,
	  ql/shortratemodels/twofactormodels/batesmodel.hpp,
	  ql/shortratemodels/twofactormodels/g2.cpp,
	  ql/shortratemodels/twofactormodels/g2.hpp,
	  ql/shortratemodels/twofactormodels/hestonmodel.cpp,
	  ql/shortratemodels/twofactormodels/hestonmodel.hpp, ql/solver1d.hpp,
	  ql/solvers1d, ql/solvers1d/Makefile.am, ql/solvers1d/all.hpp,
	  ql/solvers1d/newton.hpp, ql/stochasticprocess.hpp,
	  ql/swaptionvolstructure.hpp, ql/termstructure.hpp,
	  ql/termstructures, ql/termstructures/Makefile.am,
	  ql/termstructures/all.hpp, ql/termstructures/bondhelpers.cpp,
	  ql/termstructures/bondhelpers.hpp,
	  ql/termstructures/bootstraptraits.hpp,
	  ql/termstructures/compoundforward.cpp,
	  ql/termstructures/compoundforward.hpp,
	  ql/termstructures/discountcurve.hpp,
	  ql/termstructures/drifttermstructure.hpp,
	  ql/termstructures/extendeddiscountcurve.cpp,
	  ql/termstructures/extendeddiscountcurve.hpp,
	  ql/termstructures/flatforward.hpp,
	  ql/termstructures/forwardcurve.hpp,
	  ql/termstructures/forwardspreadedtermstructure.hpp,
	  ql/termstructures/piecewiseflatforward.cpp,
	  ql/termstructures/piecewiseflatforward.hpp,
	  ql/termstructures/piecewiseyieldcurve.cpp,
	  ql/termstructures/piecewiseyieldcurve.hpp,
	  ql/termstructures/piecewisezerospreadedtermstructure.hpp,
	  ql/termstructures/quantotermstructure.hpp,
	  ql/termstructures/ratehelpers.cpp,
	  ql/termstructures/ratehelpers.hpp, ql/termstructures/zerocurve.hpp,
	  ql/termstructures/zerospreadedtermstructure.hpp, ql/timegrid.hpp,
	  ql/timeseries.hpp, ql/timeunit.hpp, ql/utilities,
	  ql/utilities/Makefile.am, ql/utilities/all.hpp,
	  ql/utilities/dataformatters.cpp, ql/utilities/dataformatters.hpp,
	  ql/utilities/dataparsers.cpp, ql/utilities/observablevalue.hpp,
	  ql/utilities/tracing.cpp, ql/utilities/tracing.hpp, ql/volatilities,
	  ql/volatilities/Makefile.am, ql/volatilities/abcd.cpp,
	  ql/volatilities/abcd.hpp, ql/volatilities/all.hpp,
	  ql/volatilities/blackconstantvol.hpp,
	  ql/volatilities/blackvariancecurve.cpp,
	  ql/volatilities/blackvariancecurve.hpp,
	  ql/volatilities/blackvariancesurface.cpp,
	  ql/volatilities/blackvariancesurface.hpp,
	  ql/volatilities/capflatvolvector.hpp,
	  ql/volatilities/capletconstantvol.hpp,
	  ql/volatilities/capletvariancecurve.hpp,
	  ql/volatilities/capletvolatilitiesstructures.cpp,
	  ql/volatilities/capletvolatilitiesstructures.hpp,
	  ql/volatilities/capstripper.cpp, ql/volatilities/capstripper.hpp,
	  ql/volatilities/cmsmarket.cpp, ql/volatilities/cmsmarket.hpp,
	  ql/volatilities/interpolatedsmilesection.hpp,
	  ql/volatilities/localconstantvol.hpp,
	  ql/volatilities/localvolcurve.hpp,
	  ql/volatilities/localvolsurface.cpp, ql/volatilities/sabr.cpp,
	  ql/volatilities/sabrinterpolatedsmilesection.cpp,
	  ql/volatilities/sabrinterpolatedsmilesection.hpp,
	  ql/volatilities/smilesection.cpp, ql/volatilities/smilesection.hpp,
	  ql/volatilities/swaptionconstantvol.cpp,
	  ql/volatilities/swaptionvolcube.cpp,
	  ql/volatilities/swaptionvolcube.hpp,
	  ql/volatilities/swaptionvolcube1.cpp,
	  ql/volatilities/swaptionvolcube1.hpp,
	  ql/volatilities/swaptionvolcube2.cpp,
	  ql/volatilities/swaptionvolcube2.hpp,
	  ql/volatilities/swaptionvoldiscrete.cpp,
	  ql/volatilities/swaptionvolmatrix.cpp,
	  ql/volatilities/swaptionvolmatrix.hpp, ql/volatilitymodels,
	  ql/volatilitymodels/Makefile.am, ql/volatilitymodels/all.hpp,
	  ql/volatilitymodels/constantestimator.cpp,
	  ql/volatilitymodels/garch.cpp, ql/voltermstructure.hpp,
	  ql/weekday.hpp, test-suite/americanoption.cpp, test-suite/array.cpp,
	  test-suite/asianoptions.cpp, test-suite/assetswap.cpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/batesmodel.cpp, test-suite/bermudanswaption.cpp,
	  test-suite/bonds.cpp, test-suite/brownianbridge.cpp,
	  test-suite/calendars.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/cliquetoption.cpp, test-suite/cms.cpp,
	  test-suite/compoundforward.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/covariance.cpp, test-suite/curvestates.cpp,
	  test-suite/curvestates.hpp, test-suite/dates.cpp,
	  test-suite/daycounters.cpp, test-suite/digitaloption.cpp,
	  test-suite/distributions.cpp, test-suite/dividendoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/exchangerate.cpp,
	  test-suite/factorial.cpp, test-suite/fastfouriertransform.cpp,
	  test-suite/forwardoption.cpp, test-suite/gaussianquadratures.cpp,
	  test-suite/hestonmodel.cpp, test-suite/instruments.cpp,
	  test-suite/integrals.cpp, test-suite/interestrates.cpp,
	  test-suite/interpolations.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/linearleastsquaresregression.cpp,
	  test-suite/lookbackoptions.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/matrices.cpp, test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/mersennetwister.cpp, test-suite/money.cpp,
	  test-suite/old_pricers.cpp, test-suite/operators.cpp,
	  test-suite/pathgenerator.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/quantooption.cpp,
	  test-suite/quotes.cpp, test-suite/riskstats.cpp,
	  test-suite/rngtraits.cpp, test-suite/rounding.cpp,
	  test-suite/sampledcurve.cpp, test-suite/shortratemodels.cpp,
	  test-suite/solvers.cpp, test-suite/stats.cpp,
	  test-suite/surface.cpp, test-suite/swap.cpp,
	  test-suite/swapForwardMappings.cpp,
	  test-suite/swapForwardMappings.hpp, test-suite/swaption.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp,
	  test-suite/termstructures.cpp, test-suite/tqreigendecomposition.cpp,
	  test-suite/tracing.cpp, test-suite/transformedgrid.cpp,
	  test-suite/utilities.cpp, test-suite/utilities.hpp,
	  test-suite/varianceswaps.cpp, test-suite/volatilitymodels.cpp:
	  
	  Changed folder names to lowercase in the source tree

2007-03-31 09:40  Luigi Ballabio

	* [r9925] ql/Calendars, ql/Calendars_, ql/CashFlows, ql/CashFlows_,
	  ql/Currencies, ql/Currencies_, ql/DayCounters, ql/DayCounters_,
	  ql/FiniteDifferences, ql/FiniteDifferences_, ql/Indexes,
	  ql/Indexes_, ql/Instruments, ql/Instruments_, ql/Lattices,
	  ql/Lattices_, ql/MarketModels, ql/MarketModels_,
	  ql/MarketModels_/BrownianGenerators, ql/MarketModels_/CurveStates,
	  ql/MarketModels_/DriftComputation, ql/MarketModels_/Evolvers,
	  ql/MarketModels_/ExerciseStrategies,
	  ql/MarketModels_/ExerciseValues, ql/MarketModels_/Models,
	  ql/MarketModels_/Products, ql/MarketModels_BrownianGenerators_,
	  ql/MarketModels_CurveStates_, ql/MarketModels_DriftComputation_,
	  ql/MarketModels_Evolvers_, ql/MarketModels_ExerciseStrategies_,
	  ql/MarketModels_ExerciseValues_, ql/MarketModels_Models_,
	  ql/MarketModels_Products_, ql/MarketModels_Products_/MultiStep,
	  ql/MarketModels_Products_/OneStep,
	  ql/MarketModels_Products_MultiStep_,
	  ql/MarketModels_Products_OneStep_, ql/Math, ql/Math_, ql/MonteCarlo,
	  ql/MonteCarlo_, ql/Optimization, ql/Optimization_, ql/Patterns,
	  ql/Patterns_, ql/Pricers, ql/Pricers_, ql/PricingEngines,
	  ql/PricingEngines_, ql/PricingEngines_/Asian,
	  ql/PricingEngines_/Barrier, ql/PricingEngines_/Basket,
	  ql/PricingEngines_/CapFloor, ql/PricingEngines_/Cliquet,
	  ql/PricingEngines_/Forward, ql/PricingEngines_/Hybrid,
	  ql/PricingEngines_/Lookback, ql/PricingEngines_/Quanto,
	  ql/PricingEngines_/Swaption, ql/PricingEngines_/Vanilla,
	  ql/PricingEngines_Asian_, ql/PricingEngines_Barrier_,
	  ql/PricingEngines_Basket_, ql/PricingEngines_CapFloor_,
	  ql/PricingEngines_Cliquet_, ql/PricingEngines_Forward_,
	  ql/PricingEngines_Hybrid_, ql/PricingEngines_Lookback_,
	  ql/PricingEngines_Quanto_, ql/PricingEngines_Swaption_,
	  ql/PricingEngines_Vanilla_, ql/Processes, ql/Processes_, ql/Quotes,
	  ql/Quotes_, ql/RandomNumbers, ql/RandomNumbers_, ql/ShortRateModels,
	  ql/ShortRateModels_, ql/ShortRateModels_/CalibrationHelpers,
	  ql/ShortRateModels_/LiborMarketModels,
	  ql/ShortRateModels_/OneFactorModels,
	  ql/ShortRateModels_/TwoFactorModels,
	  ql/ShortRateModels_CalibrationHelpers_,
	  ql/ShortRateModels_LiborMarketModels_,
	  ql/ShortRateModels_OneFactorModels_,
	  ql/ShortRateModels_TwoFactorModels_, ql/Solvers1D, ql/Solvers1D_,
	  ql/TermStructures, ql/TermStructures_, ql/Utilities, ql/Utilities_,
	  ql/Volatilities, ql/Volatilities_, ql/VolatilityModels,
	  ql/VolatilityModels_:
	  
	  Intermediate step for changing source folders to lowercase.

2007-03-30 19:38  Luigi Ballabio

	* [r9924] .cvsignore, Docs/.cvsignore, Docs/Examples/.cvsignore,
	  Docs/images/.cvsignore, Docs/pages/.cvsignore, Examples/.cvsignore,
	  Examples/BermudanSwaption/.cvsignore,
	  Examples/ConvertibleBonds/.cvsignore,
	  Examples/DiscreteHedging/.cvsignore,
	  Examples/EquityOption/.cvsignore, Examples/FRA/.cvsignore,
	  Examples/Replication/.cvsignore, Examples/Repo/.cvsignore,
	  Examples/Swap/.cvsignore, config/.cvsignore, man/.cvsignore,
	  ql/.cvsignore, ql/Calendars/.cvsignore, ql/CashFlows/.cvsignore,
	  ql/Currencies/.cvsignore, ql/DayCounters/.cvsignore,
	  ql/FiniteDifferences/.cvsignore, ql/Indexes/.cvsignore,
	  ql/Instruments/.cvsignore, ql/Lattices/.cvsignore,
	  ql/MarketModels/.cvsignore,
	  ql/MarketModels/BrownianGenerators/.cvsignore,
	  ql/MarketModels/CurveStates/.cvsignore,
	  ql/MarketModels/DriftComputation/.cvsignore,
	  ql/MarketModels/Evolvers/.cvsignore,
	  ql/MarketModels/ExerciseStrategies/.cvsignore,
	  ql/MarketModels/ExerciseValues/.cvsignore,
	  ql/MarketModels/Models/.cvsignore,
	  ql/MarketModels/Products/.cvsignore,
	  ql/MarketModels/Products/MultiStep/.cvsignore,
	  ql/MarketModels/Products/OneStep/.cvsignore, ql/Math/.cvsignore,
	  ql/MonteCarlo/.cvsignore, ql/Optimization/.cvsignore,
	  ql/Patterns/.cvsignore, ql/Pricers/.cvsignore,
	  ql/PricingEngines/.cvsignore, ql/PricingEngines/Asian/.cvsignore,
	  ql/PricingEngines/Barrier/.cvsignore,
	  ql/PricingEngines/Basket/.cvsignore,
	  ql/PricingEngines/CapFloor/.cvsignore,
	  ql/PricingEngines/Cliquet/.cvsignore,
	  ql/PricingEngines/Forward/.cvsignore,
	  ql/PricingEngines/Hybrid/.cvsignore,
	  ql/PricingEngines/Lookback/.cvsignore,
	  ql/PricingEngines/Quanto/.cvsignore,
	  ql/PricingEngines/Swaption/.cvsignore,
	  ql/PricingEngines/Vanilla/.cvsignore, ql/Processes/.cvsignore,
	  ql/Quotes/.cvsignore, ql/RandomNumbers/.cvsignore,
	  ql/ShortRateModels/.cvsignore,
	  ql/ShortRateModels/CalibrationHelpers/.cvsignore,
	  ql/ShortRateModels/LiborMarketModels/.cvsignore,
	  ql/ShortRateModels/OneFactorModels/.cvsignore,
	  ql/ShortRateModels/TwoFactorModels/.cvsignore,
	  ql/Solvers1D/.cvsignore, ql/TermStructures/.cvsignore,
	  ql/Utilities/.cvsignore, ql/Volatilities/.cvsignore,
	  ql/VolatilityModels/.cvsignore, test-suite/.cvsignore,
	  test-suite/bin/.cvsignore:
	  
	  Removed obsolete .cvsignore files

2007-03-30 08:22  Francois du Vignaud

	* [r9913] QuantLib_vc8.vcproj:
	  
	  GaussianOrthogonalPolynomial classes moved to integrals filter

2007-03-29 16:42  Marco Bianchetti

	* [r9902] ql/Instruments/stickyratchet.hpp:
	  
	  changed from spread to real type

2007-03-29 15:59  Luigi Ballabio

	* [r9899] ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/Swaption/g2swaptionengine.hpp,
	  ql/PricingEngines/blackmodel.cpp, ql/PricingEngines/blackmodel.hpp,
	  ql/ShortRateModels/calibrationhelper.hpp:
	  
	  Removed empty files

2007-03-29 15:57  Luigi Ballabio

	* [r9898] ql/Volatilities/sabrinterpolatedsmilesection.hpp:
	  
	  Fix for gcc

2007-03-29 15:18  Ferdinando Ametrano

	* [r9896] ql/Volatilities/Makefile.am, ql/Volatilities/makefile.mak:
	  
	  *** empty log message ***

2007-03-29 15:16  Ferdinando Ametrano

	* [r9895] QuantLib_vc8.vcproj,
	  ql/Volatilities/sabrinterpolatedsmilesection.cpp,
	  ql/Volatilities/sabrinterpolatedsmilesection.hpp:
	  
	  (excessive) lazyness bug fixed

2007-03-29 13:13  Francois du Vignaud

	* [r9891] ql/Instruments/makecms.hpp, ql/Volatilities/cmsmarket.cpp:
	  
	  uneeded inclusion removed

2007-03-29 10:10  Chiara Fornarola

	* [r9883] ql/CashFlows/cashflowvectors.cpp:
	  
	  added comment for future improvements

2007-03-29 10:10  Chiara Fornarola

	* [r9882] ql/Instruments/assetswap.cpp, ql/Instruments/assetswap.hpp,
	  test-suite/assetswap.cpp:
	  
	  fixed bug: payments on non-business days

2007-03-29 09:52  Luigi Ballabio

	* [r9881] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  Fix for new EndCriteria interface

2007-03-29 09:52  Luigi Ballabio

	* [r9880] ql/CashFlows/conundrumpricer.cpp, ql/Math/pseudosqrt.cpp,
	  ql/Math/sabrinterpolation.hpp,
	  ql/MonteCarlo/genericparametricearlyexercise.cpp,
	  ql/Optimization/endcriteria.cpp, ql/Optimization/leastsquare.hpp,
	  ql/Volatilities/abcd.hpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp,
	  test-suite/curvestates.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  Avoided warnings

2007-03-29 09:51  Luigi Ballabio

	* [r9879] test-suite/Makefile.am:
	  
	  Added new files to Makefile

2007-03-29 08:20  Ferdinando Ametrano

	* [r9876] ql/Math/kronrodintegral.hpp:
	  
	  *** empty log message ***

2007-03-29 07:46  Chiara Fornarola

	* [r9874] test-suite/assetswap.cpp, test-suite/assetswap.hpp:
	  
	  added assetswap.c[h]pp to the test suite

2007-03-28 20:05  Eric Ehlers

	* [r9873] makefile.mak:
	  
	  decrement version number

2007-03-28 17:23  Francois du Vignaud

	* [r9870] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  computation of initial guess for shift improved

2007-03-28 16:37  Marco Bianchetti

	* [r9868] QuantLib.vcproj, ql/Math/abcdinterpolation.hpp,
	  ql/Math/pseudosqrt.cpp, ql/Math/sabrinterpolation.hpp,
	  ql/Optimization/armijo.cpp, ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/endcriteria.cpp, ql/Optimization/endcriteria.hpp,
	  ql/Optimization/leastsquare.cpp,
	  ql/Optimization/levenbergmarquardt.cpp, ql/Optimization/method.hpp,
	  ql/Optimization/simplex.cpp, ql/Optimization/simplex.hpp,
	  ql/Optimization/steepestdescent.cpp, ql/Volatilities/abcd.cpp,
	  test-suite/batesmodel.cpp, test-suite/hestonmodel.cpp,
	  test-suite/libormarketmodel.cpp, test-suite/marketmodel.cpp,
	  test-suite/shortratemodels.cpp:
	  
	  Optimization EndCriteria refactory

2007-03-28 16:25  Chiara Fornarola

	* [r9866] test-suite/quantlibtestsuite.cpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  added assetswap.c[h]pp to the test suite
	  testImpliedValue added in order to check that bond theo clean price
	  = asset swap fair
	  price when the asset swap has spread equal to zero
	  further tests to be added

2007-03-28 07:51  Luigi Ballabio

	* [r9856] Docs/Makefile.am, Docs/quantlib.css,
	  Docs/quantlibheaderonline.html:
	  
	  Added search box to online docs

2007-03-28 07:46  Luigi Ballabio

	* [r9855] ql/CashFlows/capflooredcoupon.hpp,
	  ql/CashFlows/digitalcoupon.hpp, ql/CashFlows/iborcoupon.hpp,
	  ql/Instruments/basketoption.hpp, ql/Instruments/cmsratebond.hpp,
	  ql/Instruments/fixedratebond.hpp,
	  ql/Instruments/fixedratebondforward.hpp,
	  ql/Instruments/floatingratebond.hpp,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/lmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.hpp,
	  ql/Optimization/endcriteria.hpp:
	  
	  Documentation fixes

2007-03-27 16:27  Francois du Vignaud

	* [r9850] test-suite/capstripper.hpp:
	  
	  unimplemented functions declarations removed

2007-03-27 11:40  Francois du Vignaud

	* [r9847] ql/Math/kronrodintegral.cpp, ql/Math/kronrodintegral.hpp:
	  
	  more comments added

2007-03-27 03:37  Mark Joshi

	* [r9844] ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp:
	  
	  added code for tree with third order convergence

2007-03-26 16:43  Ferdinando Ametrano

	* [r9839] ql/Optimization/levenbergmarquardt.cpp:
	  
	  avoided useless variable

2007-03-26 16:18  Luigi Ballabio

	* [r9838] ql/Lattices/bsmlattice.hpp, ql/Lattices/lattice.hpp,
	  ql/Lattices/lattice1d.hpp, ql/Lattices/lattice2d.hpp,
	  ql/PricingEngines/CapFloor/treecapfloorengine.cpp,
	  ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/model.hpp, ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/twofactormodel.cpp,
	  ql/ShortRateModels/twofactormodel.hpp, ql/discretizedasset.hpp,
	  ql/numericalmethod.hpp:
	  
	  Renamed too generic NumericalMethod to lattice

2007-03-26 15:13  Luigi Ballabio

	* [r9833] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Repo/Repo.cpp:
	  
	  Avoided removed features

2007-03-26 12:04  Luigi Ballabio

	* [r9829] Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EquityOption/EquityOption.dev, Examples/FRA/FRA.dev,
	  Examples/Replication/Replication.dev, Examples/Repo/Repo.dev,
	  Examples/Swap/Swap.dev, QuantLib.dev, QuantLib.dsp, QuantLib.nsi,
	  QuantLib.vcproj, QuantLib_vc8.vcproj, configure.ac,
	  dev_tools/version_number.txt, ql/qldefines.hpp,
	  test-suite/testsuite.dev, test-suite/testsuite.dsp,
	  test-suite/testsuite.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  Changed version number

2007-03-26 10:41  Luigi Ballabio

	* [r9828] ql/Math/Makefile.am, ql/Math/kronrodintegral.cpp:
	  
	  Fixes for gcc

2007-03-25 09:43  Klaus Spanderen

	* [r9824] test-suite/quantlibbenchmark.cpp:
	  
	  added few new example results

2007-03-23 21:13  Klaus Spanderen

	* [r9823] ql/PricingEngines/Vanilla/analytichestonengine.cpp,
	  ql/Processes/hestonprocess.cpp, ql/Processes/hestonprocess.hpp,
	  ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp,
	  ql/ShortRateModels/TwoFactorModels/hestonmodel.cpp,
	  ql/ShortRateModels/TwoFactorModels/hestonmodel.hpp,
	  test-suite/batesmodel.cpp, test-suite/hestonmodel.cpp:
	  
	  more consistent use of the HestonProcess within the HestonModel.

2007-03-23 17:10  Francois du Vignaud

	* [r9819] QuantLib_vc8.vcproj:
	  
	  Gauss-Kronrod cpp file added to the vc8 project ...

2007-03-23 16:38  Francois du Vignaud

	* [r9816] ql/Math/kronrodintegral.cpp, ql/Math/kronrodintegral.hpp:
	  
	  The actual Gauss-Kronrod Integration method is available now :-)

2007-03-22 11:10  Luigi Ballabio

	* [r9800] ql/Makefile.am:
	  
	  Fixed wrong fix for symbolic link to installed static library

2007-03-21 18:26  Ferdinando Ametrano

	* [r9795] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp, ql/Optimization/method.hpp,
	  ql/Volatilities/cmsmarket.cpp, ql/Volatilities/cmsmarket.hpp:
	  
	  1) performance methods renamed into elapsed
	  2) elapsed is always returning Real
	  3) secondsToString function provided

2007-03-21 17:01  Luigi Ballabio

	* [r9790] ql/period.hpp:
	  
	  Another try at a generic fix for the Integer/Natural/Whatever
	  problem

2007-03-21 12:16  Luigi Ballabio

	* [r9787] ql/Makefile.am:
	  
	  Fixed symbolic link to installed static library

2007-03-20 10:20  Ferdinando Ametrano

	* [r9772] ql/Optimization/method.hpp:
	  
	  *** empty log message ***

2007-03-20 10:20  Ferdinando Ametrano

	* [r9771] ql/Math/pseudosqrt.cpp:
	  
	  using close for floating comparison

2007-03-20 08:59  Luigi Ballabio

	* [r9767] ql/CashFlows/conundrumpricer.cpp:
	  
	  *** empty log message ***

2007-03-20 08:01  Giorgio Facchinetti

	* [r9766] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  *** empty log message ***

2007-03-20 07:50  Giorgio Facchinetti

	* [r9765] ql/CashFlows/digitalcoupon.cpp,
	  ql/CashFlows/digitalcoupon.hpp:
	  
	  bug fixed

2007-03-19 14:04  Luigi Ballabio

	* [r9756] ql/Instruments/stickyratchet.cpp:
	  
	  Fixed check and warning

2007-03-18 18:25  Klaus Spanderen

	* [r9746] ql/Math/sequencestatistics.hpp:
	  
	  added a default constructor to enable usage as a Statistics within a
	  McSimulation

2007-03-18 18:22  Klaus Spanderen

	* [r9745] ql/PricingEngines/Vanilla/mcvanillaengine.hpp:
	  
	  extra consistent checks for control variate engine

2007-03-18 13:10  Eric Ehlers

	* [r9743] ql/Instruments/Makefile.am,
	  ql/Instruments/stickyratchet.cpp:
	  
	  linux catching up

2007-03-17 05:18  Joseph Wang

	* [r9742] ql/period.hpp:
	  
	  changed the calling arguments to operator * so that there is one
	  call to
	  integer * Period and one call to unsigned * Period. This removes the
	  call
	  to size_t. Hopefully, this will compile on all compilers. Let me
	  know if
	  it doesn't.

2007-03-16 15:21  Giorgio Facchinetti

	* [r9741] ql/Volatilities/cmsmarket.cpp:
	  
	  minor change

2007-03-16 12:59  Giorgio Facchinetti

	* [r9736] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  *** empty log message ***

2007-03-16 10:00  Giorgio Facchinetti

	* [r9734] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  *** empty log message ***

2007-03-16 08:16  Marco Bianchetti

	* [r9732] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  made pure virtual values method in costfunction class
	  implemented in cmsmarket costfunction

2007-03-16 04:13  Joseph Wang

	* [r9731] ql/Volatilities/cmsmarket.hpp:
	  
	  add non-implemented tag to method needed for compile

2007-03-15 17:14  Giorgio Facchinetti

	* [r9729] ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/levenbergmarquardt.cpp, ql/Optimization/method.hpp,
	  ql/Optimization/simplex.cpp, ql/Optimization/steepestdescent.cpp,
	  ql/Volatilities/cmsmarket.cpp, ql/Volatilities/cmsmarket.hpp:
	  
	  Added performance method to OptimizationMethod classes

2007-03-15 16:55  Marco Bianchetti

	* [r9728] ql/Math/pseudosqrt.cpp,
	  ql/MonteCarlo/genericparametricearlyexercise.cpp,
	  ql/Optimization/costfunction.hpp, ql/Optimization/leastsquare.hpp,
	  ql/Volatilities/abcd.hpp:
	  
	  made pure virtual values method in costfunction class
	  implemented in cmsmarket costfunction

2007-03-15 16:04  Marco Bianchetti

	* [r9723] ql/Optimization/levenbergmarquardt.cpp,
	  ql/Optimization/levenbergmarquardt.hpp:
	  
	  implemented endCriteria

2007-03-15 12:38  Marco Bianchetti

	* [r9719] ql/Optimization/endcriteria.cpp,
	  ql/Optimization/endcriteria.hpp:
	  
	  some comments and minor reformatting

2007-03-15 12:37  Marco Bianchetti

	* [r9718] ql/Math/sabrinterpolation.hpp,
	  ql/Optimization/costfunction.hpp:
	  
	  bug fixed

2007-03-15 12:05  Giorgio Facchinetti

	* [r9717] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  *** empty log message ***

2007-03-14 19:06  Marco Bianchetti

	* [r9710] ql/Math/sabrinterpolation.hpp:
	  
	  Levenberg Marquardt can be used now !

2007-03-14 16:00  Giorgio Facchinetti

	* [r9698] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  *** empty log message ***

2007-03-14 14:57  Marco Bianchetti

	* [r9679] ql/Optimization/levenbergmarquardt.cpp:
	  
	  updated comments

2007-03-14 12:54  Marco Bianchetti

	* [r9673] test-suite/batesmodel.cpp, test-suite/hestonmodel.cpp,
	  test-suite/libormarketmodel.cpp, test-suite/marketmodel.cpp,
	  test-suite/shortratemodels.cpp:
	  
	  removing default parameters

2007-03-14 12:24  Marco Bianchetti

	* [r9672] ql/Math/pseudosqrt.cpp, ql/Math/sabrinterpolation.hpp,
	  ql/Optimization/armijo.hpp, ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/constraint.cpp, ql/Optimization/constraint.hpp,
	  ql/Optimization/endcriteria.cpp, ql/Optimization/endcriteria.hpp,
	  ql/Optimization/leastsquare.cpp, ql/Optimization/leastsquare.hpp,
	  ql/Optimization/linesearch.cpp, ql/Optimization/problem.hpp,
	  ql/Optimization/simplex.cpp, ql/Optimization/simplex.hpp,
	  ql/Volatilities/abcd.cpp:
	  
	  removing default parameters

2007-03-14 12:18  Marco Bianchetti

	* [r9671] QuantLib.vcproj:
	  
	  VC7 catching up

2007-03-14 11:40  Giorgio Facchinetti

	* [r9670] ql/CashFlows/conundrumpricer.cpp:
	  
	  *** empty log message ***

2007-03-14 10:41  Giorgio Facchinetti

	* [r9666] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  *** empty log message ***

2007-03-13 22:15  Joseph Wang

	* [r9664] ql/Instruments/basketoption.cpp,
	  ql/Instruments/basketoption.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp:
	  
	  major refactoring of basket engines

2007-03-13 09:52  Luigi Ballabio

	* [r9641] test-suite/capfloor.cpp:
	  
	  Using old dates for comparison

2007-03-12 19:18  Ferdinando Ametrano

	* [r9632] QuantLib.vcproj, QuantLib_vc8.vcproj:
	  
	  VC catching up

2007-03-12 16:44  Luigi Ballabio

	* [r9622] ql/PricingEngines/CapFloor/Makefile.am,
	  ql/PricingEngines/CapFloor/marketmodelcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/marketmodelcapfloorengine.hpp,
	  test-suite/capfloor.cpp, test-suite/capfloor.hpp:
	  
	  Added draft market-model cap/floor engine (needs work)

2007-03-12 16:31  Luigi Ballabio

	* [r9621] ql/MarketModels/Models/Makefile.am,
	  ql/MarketModels/Models/coterminaltoforwardadapter.cpp,
	  ql/MarketModels/Models/coterminaltoforwardadapter.hpp,
	  ql/MarketModels/Models/expcorrflatvol.cpp,
	  ql/MarketModels/Models/expcorrflatvol.hpp,
	  ql/MarketModels/Models/forwardtocoterminaladapter.cpp,
	  ql/MarketModels/Models/forwardtocoterminaladapter.hpp,
	  ql/MarketModels/marketmodel.hpp:
	  
	  Added market-model factories

2007-03-12 15:56  Luigi Ballabio

	* [r9618] ql/MarketModels/Evolvers/all.hpp,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.hpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.hpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp:
	  
	  Forward declaration of T is not enough to declare std::vector<T>

2007-03-12 13:39  Giorgio Facchinetti

	* [r9616] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  bug fixed

2007-03-12 13:22  Ferdinando Ametrano

	* [r9615] QuantLib.vcproj:
	  
	  VC7 catching up

2007-03-12 09:24  Luigi Ballabio

	* [r9613] ql/Volatilities/cmsmarket.cpp:
	  
	  Fixed initialization order

2007-03-12 09:19  Francois du Vignaud

	* [r9612] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp, ql/Math/kronrodintegral.hpp:
	  
	  compilation errror fix

2007-03-11 14:16  Klaus Spanderen

	* [r9611] ql/CashFlows/capflooredcoupon.cpp,
	  ql/CashFlows/couponpricer.cpp, ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp, ql/CashFlows/iborcoupon.hpp,
	  ql/Indexes/interestrateindex.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp:
	  
	  removed includes to reduce compile time and dependencies

2007-03-11 07:23  Joseph Wang

	* [r9610] ql/Instruments/multiassetoption.cpp:
	  
	  need to register as observer

2007-03-09 16:17  Francois du Vignaud

	* [r9607] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  *** empty log message ***

2007-03-08 23:46  Joseph Wang

	* [r9594] ql/Instruments/bond.hpp:
	  
	  include yieldtermstructure in order to pull in observable definition

2007-03-08 23:36  Joseph Wang

	* [r9593] ql/Indexes/iborindex.hpp:
	  
	  need to include superclass so that handle knows that
	  yieldtermstructure
	  is an observable

2007-03-08 18:13  Ferdinando Ametrano

	* [r9589] ql/Makefile.am, ql/makefile.mak:
	  
	  BusinessDayConvention in its own file

2007-03-08 18:06  Ferdinando Ametrano

	* [r9586] ql/businessdayconvention.cpp, ql/businessdayconvention.hpp:
	  
	  1) BusinessDayConvention in its own file
	  2) more forward declarations

2007-03-08 18:05  Ferdinando Ametrano

	* [r9585] QuantLib_vc8.vcproj, ql/CashFlows/analysis.hpp,
	  ql/CashFlows/coupon.hpp, ql/Indexes/iborindex.cpp,
	  ql/Indexes/interestrateindex.cpp, ql/Indexes/interestrateindex.hpp,
	  ql/Instruments/bond.hpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/fixedratebondforward.cpp, ql/Instruments/forward.cpp,
	  ql/Instruments/forward.hpp, ql/Instruments/makevanillaswap.cpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Lattices/tflattice.hpp,
	  ql/ShortRateModels/LiborMarketModels/lmcorrmodel.hpp,
	  ql/ShortRateModels/LiborMarketModels/lmvolmodel.hpp,
	  ql/ShortRateModels/parameter.hpp, ql/Volatilities/capstripper.hpp,
	  ql/calendar.cpp, ql/calendar.hpp, ql/index.hpp:
	  
	  *** empty log message ***

2007-03-08 11:45  Luigi Ballabio

	* [r9575] Docs/Makefile.am, Docs/makefile.mak, Docs/pages/faq.docs,
	  Docs/pages/history.docs, Docs/qlintro.tex, Docs/quantlibheader.html,
	  Docs/quantlibheaderonline.html:
	  
	  Removed FAQ from reference manual (it is now one of the main pages)

2007-03-08 09:52  Francois du Vignaud

	* [r9573] ql/period.hpp:
	  
	  msvc compilation error fix ->roll back of last J Wang commit: fix so
	  that code is ISO compliant

2007-03-07 22:38  Joseph Wang

	* [r9568] ql/period.hpp:
	  
	  fix so that code is ISO compliant

2007-03-07 16:14  Ferdinando Ametrano

	* [r9563] ql/MarketModels/CurveStates/cmswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/cmswapcurvestate.hpp:
	  
	  bug fix

2007-03-07 10:44  Ferdinando Ametrano

	* [r9551] ql/CashFlows/capflooredcoupon.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp, ql/CashFlows/iborcoupon.cpp,
	  ql/CashFlows/iborcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/dkklibor.hpp, ql/Indexes/eurlibor.hpp,
	  ql/Indexes/iborindex.cpp, ql/Indexes/iborindex.hpp,
	  ql/Indexes/interestrateindex.cpp, ql/Indexes/interestrateindex.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/libor.cpp, ql/Indexes/libor.hpp,
	  ql/Indexes/nzdlibor.hpp, ql/Indexes/swapindex.cpp,
	  ql/Indexes/swapindex.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Instruments/assetswap.cpp, ql/Instruments/bond.cpp,
	  ql/Instruments/bond.hpp, ql/Instruments/cmsratebond.cpp,
	  ql/Instruments/cmsratebond.hpp, ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/Instruments/fixedratebond.cpp, ql/Instruments/fixedratebond.hpp,
	  ql/Instruments/fixedratebondforward.cpp,
	  ql/Instruments/fixedratebondforward.hpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp, ql/Instruments/forward.cpp,
	  ql/Instruments/forward.hpp, ql/Instruments/makecms.cpp,
	  ql/Instruments/makevanillaswap.cpp,
	  ql/Instruments/zerocouponbond.cpp,
	  ql/Instruments/zerocouponbond.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/TermStructures/bondhelpers.cpp,
	  ql/TermStructures/bondhelpers.hpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardcurve.hpp,
	  ql/TermStructures/forwardstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zeroyieldstructure.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/swaptionconstantvol.cpp,
	  ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvoldiscrete.cpp,
	  ql/Volatilities/swaptionvoldiscrete.hpp, ql/capvolstructures.hpp,
	  ql/swaptionvolstructure.cpp, ql/swaptionvolstructure.hpp,
	  ql/termstructure.hpp, ql/voltermstructure.hpp,
	  ql/yieldtermstructure.hpp, test-suite/bermudanswaption.cpp,
	  test-suite/bonds.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/cms.cpp, test-suite/compoundforward.cpp,
	  test-suite/convertiblebonds.cpp, test-suite/piecewiseyieldcurve.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/termstructures.cpp:
	  
	  using Natural instead of Integer (and reserving Size of container
	  indexes)

2007-03-07 05:37  Joseph Wang

	* [r9545] ql/Instruments/basketoption.hpp:
	  
	  some STL refactorings for basket options

2007-03-07 05:03  Joseph Wang

	* [r9544] ql/Instruments/basketoption.cpp,
	  ql/Instruments/basketoption.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp:
	  
	  major refactoring of basket option code to allow for basket options
	  other than min/max

2007-03-06 17:44  Luigi Ballabio

	* [r9539] ql/Makefile.am, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp:
	  
	  *** empty log message ***

2007-03-06 16:25  Ferdinando Ametrano

	* [r9534] ql/Makefile.am:
	  
	  catching up

2007-03-06 16:17  Ferdinando Ametrano

	* [r9533] QuantLib_vc8.vcproj:
	  
	  *** empty log message ***

2007-03-06 14:49  Ferdinando Ametrano

	* [r9531] QuantLib.vcproj:
	  
	  VC7 catching up

2007-03-06 14:47  Ferdinando Ametrano

	* [r9530] QuantLib.vcproj:
	  
	  VC7 catching up

2007-03-06 13:54  Ferdinando Ametrano

	* [r9528] QuantLib.vcproj:
	  
	  Weekday enumeration in its own file

2007-03-06 13:46  Ferdinando Ametrano

	* [r9527] QuantLib_vc8.vcproj, ql/date.cpp, ql/date.hpp:
	  
	  Weekday enumeration in its own file

2007-03-06 11:11  Ferdinando Ametrano

	* [r9517] ql/weekday.cpp, ql/weekday.hpp:
	  
	  *** empty log message ***

2007-03-06 10:15  Marco Bianchetti

	* [r9513] ql/MarketModels/DriftComputation/lmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.hpp:
	  
	  Updated comments

2007-03-06 10:07  Luigi Ballabio

	* [r9512] ql/CashFlows/couponpricer.cpp, ql/Instruments/bond.cpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/MarketModels/CurveStates/cmswapcurvestate.cpp,
	  ql/MarketModels/Evolvers/forwardratenormalpcevolver.cpp,
	  ql/Optimization/levenbergmarquardt.cpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp, ql/calendar.cpp,
	  ql/calendar.hpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  Removed a few warnings

2007-03-06 10:07  Luigi Ballabio

	* [r9511] ql/Indexes/interestrateindex.cpp:
	  
	  bug fix

2007-03-05 23:32  Joseph Wang

	* [r9509] ql/Makefile.am:
	  
	  more compile fixes

2007-03-05 23:22  Joseph Wang

	* [r9508] ql/Makefile.am, ql/Volatilities/Makefile.am:
	  
	  add new files

2007-03-05 19:07  Klaus Spanderen

	* [r9507] ql/Math/array.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/mcsimulation.hpp:
	  
	  more consistent use of result_type in MCSimulation and
	  MCVanillaEngine

2007-03-05 18:13  Ferdinando Ametrano

	* [r9506] test-suite/testsuite_vc8.vcproj:
	  
	  disabling Browse information

2007-03-05 18:01  Ferdinando Ametrano

	* [r9504] ql/calendar.hpp:
	  
	  *** empty log message ***

2007-03-05 17:52  Ferdinando Ametrano

	* [r9503] QuantLib.vcproj, QuantLib_vc8.vcproj, ql/calendar.hpp:
	  
	  *** empty log message ***

2007-03-05 17:43  Ferdinando Ametrano

	* [r9502] ql/frequency.cpp, ql/frequency.hpp, ql/period.cpp,
	  ql/period.hpp, ql/timeunit.hpp:
	  
	  moving Frequency and TimeUnit enumerations in their own file

2007-03-05 17:37  Ferdinando Ametrano

	* [r9501] QuantLib.vcproj, QuantLib_vc8.vcproj:
	  
	  *** empty log message ***

2007-03-05 17:03  Ferdinando Ametrano

	* [r9500] ql/Instruments/forwardrateagreement.cpp:
	  
	  fix

2007-03-05 17:01  Ferdinando Ametrano

	* [r9499] ql/Volatilities/swaptionconstantvol.cpp,
	  ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvoldiscrete.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.cpp,
	  ql/swaptionvolstructure.hpp:
	  
	  const Period& maxSwapTenor()
	  instead of
	  Period maxSwapTenor()

2007-03-05 16:47  Ferdinando Ametrano

	* [r9498] ql/date.hpp:
	  
	  moving Day and Year typedefs into types.hpp

2007-03-05 16:45  Ferdinando Ametrano

	* [r9497] ql/date.hpp, ql/types.hpp:
	  
	  moving Day and Year typedefs into types.hpp

2007-03-05 16:43  Ferdinando Ametrano

	* [r9496] ql/Indexes/interestrateindex.hpp, ql/daycounter.hpp,
	  ql/exercise.cpp:
	  
	  *** empty log message ***

2007-03-05 16:32  Ferdinando Ametrano

	* [r9495] ql/calendar.cpp, ql/calendar.hpp:
	  
	  *** empty log message ***

2007-03-05 16:32  Ferdinando Ametrano

	* [r9494] QuantLib.vcproj, test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2007-03-05 16:05  Ferdinando Ametrano

	* [r9493] ql/Calendars/brazil.cpp, ql/Calendars/germany.cpp,
	  ql/Calendars/italy.cpp, ql/Calendars/jointcalendar.cpp,
	  ql/Calendars/unitedkingdom.cpp, ql/Calendars/unitedstates.cpp,
	  ql/CashFlows/timebasket.cpp, ql/Utilities/dataparsers.cpp,
	  ql/VolatilityModels/garch.cpp, ql/prices.cpp, ql/schedule.hpp,
	  test-suite/batesmodel.cpp, test-suite/calendars.cpp,
	  test-suite/cliquetoption.cpp, test-suite/daycounters.cpp,
	  test-suite/hestonmodel.cpp:
	  
	  *** empty log message ***

2007-03-05 14:49  Ferdinando Ametrano

	* [r9489] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/CashFlows/capflooredcoupon.hpp, ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/CashFlows/cmscoupon.cpp,
	  ql/CashFlows/cmscoupon.hpp, ql/CashFlows/coupon.hpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp, ql/CashFlows/iborcoupon.cpp,
	  ql/CashFlows/iborcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/dkklibor.hpp, ql/Indexes/eurlibor.hpp,
	  ql/Indexes/iborindex.cpp, ql/Indexes/iborindex.hpp,
	  ql/Indexes/interestrateindex.cpp, ql/Indexes/interestrateindex.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/libor.cpp, ql/Indexes/libor.hpp,
	  ql/Indexes/nzdlibor.hpp, ql/Indexes/swapindex.cpp,
	  ql/Indexes/swapindex.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Instruments/Makefile.am, ql/Instruments/all.hpp,
	  ql/Instruments/assetswap.cpp, ql/Instruments/assetswap.hpp,
	  ql/Instruments/bond.cpp, ql/Instruments/bond.hpp,
	  ql/Instruments/cmscouponbond.cpp, ql/Instruments/cmscouponbond.hpp,
	  ql/Instruments/cmsratebond.cpp, ql/Instruments/cmsratebond.hpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbond.hpp,
	  ql/Instruments/fixedcouponbondforward.cpp,
	  ql/Instruments/fixedcouponbondforward.hpp,
	  ql/Instruments/fixedratebond.cpp, ql/Instruments/fixedratebond.hpp,
	  ql/Instruments/fixedratebondforward.cpp,
	  ql/Instruments/fixedratebondforward.hpp,
	  ql/Instruments/floatingcouponbond.cpp,
	  ql/Instruments/floatingcouponbond.hpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp, ql/Instruments/forward.cpp,
	  ql/Instruments/forward.hpp, ql/Instruments/forwardrateagreement.cpp,
	  ql/Instruments/makecms.cpp, ql/Instruments/makefile.mak,
	  ql/Instruments/makevanillaswap.cpp, ql/Instruments/vanillaswap.cpp,
	  ql/Instruments/zerocouponbond.cpp,
	  ql/Instruments/zerocouponbond.hpp, ql/Lattices/tflattice.hpp,
	  ql/Processes/lfmprocess.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/TermStructures/bondhelpers.cpp,
	  ql/TermStructures/bondhelpers.hpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardcurve.hpp,
	  ql/TermStructures/forwardstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zeroyieldstructure.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/capletconstantvol.hpp,
	  ql/Volatilities/capstripper.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvoldiscrete.cpp,
	  ql/Volatilities/swaptionvoldiscrete.hpp, ql/calendar.cpp,
	  ql/calendar.hpp, ql/capvolstructures.hpp, ql/period.hpp,
	  ql/swaptionvolstructure.hpp, ql/termstructure.hpp,
	  ql/voltermstructure.hpp, ql/yieldtermstructure.hpp,
	  test-suite/bermudanswaption.cpp, test-suite/bonds.cpp,
	  test-suite/capfloor.cpp, test-suite/capflooredcoupon.cpp,
	  test-suite/capstripper.cpp, test-suite/cms.cpp,
	  test-suite/compoundforward.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp, test-suite/termstructures.cpp:
	  
	  1) refactored bond (schedule as input oparameter, renamed classes,
	  etc.)
	  2) adopted Size type (instead of Integer) for settlement/fixing days

2007-03-05 13:55  Klaus Spanderen

	* [r9487] ql/Processes/stochasticprocessarray.cpp,
	  ql/Processes/stochasticprocessarray.hpp:
	  
	  delegate evolve to underlying processess

2007-03-05 13:51  Klaus Spanderen

	* [r9486] ql/PricingEngines/Basket/mcbasketengine.hpp:
	  
	  additional include

2007-03-05 13:39  Klaus Spanderen

	* [r9485] ql/ShortRateModels/LiborMarketModels/lmlinexpcorrmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/lmlinexpcorrmodel.hpp:
	  
	  support factors < size using rankReducedSqrt

2007-03-05 13:32  Klaus Spanderen

	* [r9484] ql/MonteCarlo/multipathgenerator.hpp:
	  
	  removed useless include

2007-03-05 10:23  Luigi Ballabio

	* [r9480] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2007-03-05 10:17  Francois du Vignaud

	* [r9478] test-suite/testsuite.vcproj:
	  
	  swapForwardMappings files added to VC7 project

2007-03-05 10:13  Francois du Vignaud

	* [r9477] test-suite/swapForwardMappings.cpp,
	  test-suite/swapForwardMappings.hpp:
	  
	  properly name formatted files readded, sorrry for the inconvenience
	  folks ;-)

2007-03-05 10:10  Francois du Vignaud

	* [r9475] test-suite/SwapForwardMappings.cpp,
	  test-suite/SwapForwardMappings.hpp, test-suite/testsuite_vc8.vcproj:
	  
	  First capital letter removed from files names

2007-03-02 20:36  Ferdinando Ametrano

	* [r9472] ql/Instruments/assetswap.cpp,
	  ql/Instruments/convertiblebond.cpp, ql/Instruments/makecms.cpp,
	  ql/Instruments/vanillaswap.cpp, ql/Processes/lfmprocess.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  test-suite/bonds.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/cms.cpp,
	  test-suite/convertiblebonds.cpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/swap.cpp:
	  
	  *** empty log message ***

2007-03-02 20:17  Ferdinando Ametrano

	* [r9471] ql/CashFlows/couponpricer.cpp,
	  ql/CashFlows/couponpricer.hpp:
	  
	  usig forward declarations

2007-03-02 20:04  Ferdinando Ametrano

	* [r9470] ql/Instruments/convertiblebond.cpp:
	  
	  avoiding test-suite runtime crash.
	  Girogio: please look into it!!

2007-03-02 19:55  Ferdinando Ametrano

	* [r9469] test-suite/bonds.cpp, test-suite/convertiblebonds.cpp:
	  
	  *** empty log message ***

2007-03-02 19:43  Ferdinando Ametrano

	* [r9468] ql/TermStructures/piecewiseyieldcurve.hpp:
	  
	  *** empty log message ***

2007-03-02 19:31  Ferdinando Ametrano

	* [r9467] ql/Instruments/fixedcouponbondforward.cpp,
	  ql/Instruments/fixedcouponbondforward.hpp,
	  ql/Instruments/forward.cpp, ql/Instruments/forward.hpp:
	  
	  *** empty log message ***

2007-03-02 19:30  Ferdinando Ametrano

	* [r9466] ql/Volatilities/cmsmarket.cpp,
	  test-suite/bermudanswaption.cpp, test-suite/swaption.cpp:
	  
	  using Leg typedef

2007-03-02 19:24  Ferdinando Ametrano

	* [r9465] ql/CashFlows/core.hpp, ql/Instruments/bond.cpp,
	  ql/Instruments/bond.hpp:
	  
	  *** empty log message ***

2007-03-02 16:46  Giorgio Facchinetti

	* [r9464] ql/Instruments/convertiblebond.cpp:
	  
	  *** empty log message ***

2007-03-02 16:11  Ferdinando Ametrano

	* [r9463] ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  removing deprecated code

2007-03-02 15:49  Luigi Ballabio

	* [r9461] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  ql/MonteCarlo/Makefile.am, ql/MonteCarlo/core.hpp,
	  ql/MonteCarlo/mctypedefs.hpp, ql/MonteCarlo/montecarlomodel.hpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, ql/Pricers/mcpricer.hpp,
	  ql/PricingEngines/Asian/mcdiscreteasianengine.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/CapFloor/mchullwhiteengine.hpp,
	  ql/PricingEngines/Forward/mcvarianceswapengine.hpp,
	  ql/PricingEngines/Vanilla/mcamericanengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/mclongstaffschwartzengine.hpp,
	  ql/PricingEngines/mcsimulation.hpp,
	  test-suite/mclongstaffschwartzengine.cpp:
	  
	  Used template template classes to further decouple MC and RNG traits

2007-03-02 15:31  Luigi Ballabio

	* [r9460] ql/Instruments/Makefile.am:
	  
	  *** empty log message ***

2007-03-02 14:10  Cristina Duminuco

	* [r9459] ql/CashFlows/cashflowvectors.cpp:
	  
	  new template functions: FloatingLeg(...) and FloatingZeroLeg(...).
	  IborLeg(...) and CmsLeg(...), IborZeroLeg(...) and CmsZeroLeg(...)
	  instatiate the function template.

2007-03-02 11:18  Giorgio Facchinetti

	* [r9457] ql/Instruments/bond.cpp, ql/Instruments/bond.hpp,
	  ql/Instruments/cmscouponbond.cpp, ql/Instruments/cmscouponbond.hpp,
	  ql/Instruments/floatingcouponbond.cpp,
	  ql/Instruments/floatingcouponbond.hpp, test-suite/bonds.cpp,
	  test-suite/convertiblebonds.cpp:
	  
	  pricer is not in the Bond constructors

2007-03-02 11:03  Ferdinando Ametrano

	* [r9456] QuantLib_vc8.vcproj, ql/Instruments/all.hpp,
	  ql/Instruments/cappedflooredcouponbond.cpp,
	  ql/Instruments/cappedflooredcouponbond.hpp,
	  ql/Instruments/floatingcouponbond.cpp,
	  ql/Instruments/floatingcouponbond.hpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp, test-suite/bonds.cpp,
	  test-suite/convertiblebonds.cpp:
	  
	  introduced FloatingCouponBond.
	  removed FloatingRateBond and CappedFlooredFlatingBond

2007-03-02 10:38  Giorgio Facchinetti

	* [r9454] ql/CashFlows/couponpricer.cpp,
	  ql/CashFlows/couponpricer.hpp:
	  
	  *** empty log message ***

2007-03-02 09:31  Ferdinando Ametrano

	* [r9449] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, test-suite/swap.cpp:
	  
	  first pass at leg functions' refactoring. work in progress

2007-03-01 19:52  Ferdinando Ametrano

	* [r9448] QuantLib_vc8.vcproj, ql/CashFlows/analysis.cpp,
	  ql/CashFlows/analysis.hpp, ql/CashFlows/cashflowvectors.cpp:
	  
	  *** empty log message ***

2007-03-01 19:14  Ferdinando Ametrano

	* [r9447] ql/CashFlows/couponpricer.cpp, ql/DayCounters/actual360.hpp,
	  ql/DayCounters/actual365fixed.hpp, ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/actualactual.hpp, ql/DayCounters/business252.hpp,
	  ql/DayCounters/one.hpp, ql/DayCounters/simpledaycounter.hpp,
	  ql/DayCounters/thirty360.hpp, ql/daycounter.hpp:
	  
	  code formatting

2007-03-01 16:22  Ferdinando Ametrano

	* [r9444] ql/Instruments/assetswap.cpp,
	  ql/Instruments/cmscouponbond.cpp, ql/Instruments/cmscouponbond.hpp:
	  
	  copyright attributions

2007-03-01 16:11  Cristina Duminuco

	* [r9443] ql/CashFlows/cashflowvectors.cpp:
	  
	  minor changes in CmsLeg code

2007-03-01 16:01  Chiara Fornarola

	* [r9442] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp:
	  
	  code formatting

2007-03-01 15:53  Chiara Fornarola

	* [r9440] ql/CashFlows/capflooredcoupon.cpp,
	  ql/CashFlows/capflooredcoupon.hpp:
	  
	  bug fix

2007-03-01 15:53  Chiara Fornarola

	* [r9439] ql/Instruments/assetswap.cpp, ql/Instruments/assetswap.hpp,
	  ql/Instruments/bond.hpp, ql/Instruments/swap.hpp:
	  
	  code formatting

2007-03-01 15:49  Chiara Fornarola

	* [r9438] ql/CashFlows/cashflowvectors.cpp:
	  
	  bug fix (the whole file is to be reviewed)

2007-03-01 15:47  Giorgio Facchinetti

	* [r9437] ql/Instruments/bond.cpp, ql/Instruments/bond.hpp:
	  
	  setPricer method for Bond

2007-03-01 15:11  Giorgio Facchinetti

	* [r9435] ql/Instruments/makecms.cpp, ql/Instruments/makecms.hpp,
	  ql/Volatilities/cmsmarket.cpp, ql/Volatilities/cmsmarket.hpp:
	  
	  cmsmarket observability

2007-03-01 14:58  Luigi Ballabio

	* [r9432] ql/Instruments/Makefile.am, ql/Instruments/all.hpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp, test-suite/bonds.cpp:
	  
	  Floating-rate bond resurrected (although just forwarding to the
	  newly
	  introduced capped-floored bond.)
	  The plain-vanilla flavor is common enough that new users should be
	  able
	  to find it with its common name instead of having to research and
	  find out
	  that it is a specialized case of the more generic capped-floored
	  one.

2007-03-01 14:04  Luigi Ballabio

	* [r9429] ql/Instruments/cappedflooredcouponbond.cpp:
	  
	  *** empty log message ***

2007-03-01 12:37  Luigi Ballabio

	* [r9425] ql/CashFlows/digitalcoupon.cpp:
	  
	  Initialization is now in the correct order. Come on, folks, it's not
	  that hard.

2007-03-01 04:25  Joseph Wang

	* [r9413] ql/Calendars/hongkong.cpp:
	  
	  fix typo Chinese new year is in februrary

2007-02-28 19:14  Francois du Vignaud

	* [r9410] ql/MarketModels/Models/coterminaltoforwardadapter.cpp:
	  
	  bug fixed

2007-02-28 19:14  Francois du Vignaud

	* [r9409] test-suite/SwapForwardMappings.cpp,
	  test-suite/SwapForwardMappings.hpp, test-suite/testsuite_vc8.vcproj:
	  
	  SwapForwardmappings Test added but not successfully passed yet

2007-02-28 16:28  Joseph Wang

	* [r9405] ql/Instruments/Makefile.am:
	  
	  fix type should be .cpp instead of .hpp

2007-02-28 16:24  Joseph Wang

	* [r9404] ql/Instruments/Makefile.am:
	  
	  add new file

2007-02-28 13:52  Cristina Duminuco

	* [r9391] ql/CashFlows/capflooredcoupon.cpp:
	  
	  removed require conditions on positive cap/floor rates

2007-02-28 11:54  Ferdinando Ametrano

	* [r9388] ql/Instruments/assetswap.cpp:
	  
	  bug fix

2007-02-28 11:36  Cristina Duminuco

	* [r9385] ql/CashFlows/couponpricer.cpp,
	  ql/CashFlows/couponpricer.hpp:
	  
	  added visitor to Coupon

2007-02-27 19:17  Chiara Fornarola

	* [r9367] QuantLib_vc8.vcproj, ql/CashFlows/analysis.hpp,
	  ql/CashFlows/capflooredcoupon.cpp, ql/CashFlows/cashflowvectors.cpp,
	  ql/Instruments/all.hpp, ql/Instruments/assetswap.cpp,
	  ql/Instruments/bond.cpp, ql/Instruments/bond.hpp,
	  ql/Instruments/cappedflooredcouponbond.cpp,
	  ql/Instruments/cappedflooredcouponbond.hpp,
	  ql/Instruments/cmscouponbond.cpp, ql/Instruments/cmscouponbond.hpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp, ql/Instruments/swap.cpp,
	  ql/Instruments/zerocouponbond.cpp, test-suite/bonds.cpp,
	  test-suite/convertiblebonds.cpp:
	  
	  refactored couponvectors and bonds

2007-02-27 13:59  Giorgio Facchinetti

	* [r9355] ql/CashFlows/analysis.hpp, ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/CashFlows/couponpricer.cpp,
	  ql/CashFlows/couponpricer.hpp, ql/Instruments/assetswap.cpp,
	  ql/Instruments/cappedflooredcouponbond.cpp,
	  ql/Instruments/cmscouponbond.cpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/floatingratebond.cpp, ql/Instruments/makecms.cpp,
	  ql/Instruments/vanillaswap.cpp, ql/Processes/lfmprocess.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  test-suite/capfloor.cpp, test-suite/capflooredcoupon.cpp,
	  test-suite/cms.cpp, test-suite/swap.cpp:
	  
	  setPricer method for Legs

2007-02-27 09:46  Ferdinando Ametrano

	* [r9350] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2007-02-27 09:41  Ferdinando Ametrano

	* [r9349] ql/RandomNumbers/sobolrsg.hpp:
	  
	  comment fixed

2007-02-23 14:36  Luigi Ballabio

	* [r9315] ql/CashFlows/Makefile.am, ql/CashFlows/all.hpp:
	  
	  *** empty log message ***

2007-02-23 14:05  Giorgio Facchinetti

	* [r9313] ql/CashFlows/capflooredcoupon.hpp:
	  
	  *** empty log message ***

2007-02-23 14:05  Giorgio Facchinetti

	* [r9312] ql/CashFlows/digitalcoupon.cpp,
	  ql/CashFlows/digitalcoupon.hpp:
	  
	  preliminary version of digital coupon - work in progress

2007-02-23 10:43  Luigi Ballabio

	* [r9310] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/couponpricer.cpp, ql/CashFlows/iborcoupon.cpp,
	  ql/Indexes/iborindex.hpp, ql/Indexes/interestrateindex.hpp,
	  ql/Indexes/swapindex.cpp, ql/Indexes/swapindex.hpp,
	  ql/Instruments/bond.hpp, ql/Instruments/forward.hpp,
	  ql/Instruments/makecms.cpp, ql/Instruments/makevanillaswap.cpp,
	  ql/Instruments/oneassetoption.cpp, ql/Instruments/varianceswap.cpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.cpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.cpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp,
	  ql/PricingEngines/Vanilla/integralengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.cpp,
	  ql/PricingEngines/Vanilla/mcamericanengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/Processes/blackscholesprocess.cpp,
	  ql/Processes/blackscholesprocess.hpp,
	  ql/Processes/hestonprocess.cpp, ql/Processes/hestonprocess.hpp,
	  ql/Processes/merton76process.cpp, ql/Processes/merton76process.hpp,
	  ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp,
	  ql/handle.hpp, test-suite/libormarketmodel.cpp,
	  test-suite/mclongstaffschwartzengine.cpp:
	  
	  It is now safe to return handles from inspectors

2007-02-22 13:32  Luigi Ballabio

	* [r9283] ql/Volatilities/swaptionvolcube.cpp, test-suite/cms.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  Removed unneeded accesses to current link

2007-02-22 11:00  Luigi Ballabio

	* [r9277] ql/CashFlows/cashflowvectors.cpp:
	  
	  Removed a few unnecessary dynamic casts

2007-02-22 10:30  Luigi Ballabio

	* [r9276] test-suite/interpolations.cpp:
	  
	  Slightly increased tolerance

2007-02-22 09:59  Cristina Duminuco

	* [r9274] ql/CashFlows/cashflowvectors.cpp:
	  
	  possible fixed rate coupons constructed in IborLeg and CmsLeg have
	  as fixed rate the effective rate calculated as
	  min(cap,max(floor,spread))

2007-02-22 09:56  Cristina Duminuco

	* [r9273] test-suite/capflooredcoupon.cpp:
	  
	  removed condition forcing error message

2007-02-22 09:04  Cristina Duminuco

	* [r9271] ql/CashFlows/cashflowvectors.cpp:
	  
	  IborLeg modified in order to work correctly with vector of cap/floor
	  rates in case of convesion to fixed rate coupon

2007-02-21 17:14  Luigi Ballabio

	* [r9257] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/FRA/FRA.cpp, Examples/Repo/Repo.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/Instruments/oneassetoption.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/Processes/blackscholesprocess.hpp,
	  ql/TermStructures/bondhelpers.cpp,
	  ql/TermStructures/bondhelpers.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/capletconstantvol.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/swaptionconstantvol.hpp, ql/handle.hpp,
	  test-suite/bermudanswaption.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/cms.cpp, test-suite/compoundforward.cpp,
	  test-suite/convertiblebonds.cpp, test-suite/instruments.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/marketmodel_smm.cpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/pathgenerator.cpp, test-suite/piecewiseyieldcurve.cpp,
	  test-suite/quotes.cpp, test-suite/shortratemodels.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/termstructures.cpp:
	  
	  - vanilla Handle cannot be relinked. This prevents one from getting
	  hold
	  of a handle and relinking it without knowing whether or not others
	  are
	  observing it.
	  - RelinkableHandle is provided for handles that one actually wants
	  to relink.

2007-02-21 14:35  Ferdinando Ametrano

	* [r9253] test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_smm.cpp:
	  
	  *** empty log message ***

2007-02-21 14:33  Giorgio Facchinetti

	* [r9252] test-suite/interpolations.cpp,
	  test-suite/interpolations.hpp:
	  
	  Added testSabrInterpolation

2007-02-21 12:16  Cristina Duminuco

	* [r9249] ql/CashFlows/cashflowvectors.cpp:
	  
	  IborLeg constructs either ibor or fixed rate coupons, following the
	  gearing value (if zero or not)

2007-02-21 11:23  Cristina Duminuco

	* [r9246] ql/CashFlows/cashflowvectors.cpp:
	  
	  CmsLeg constructs either cms or fixed rate coupons, following the
	  gearing value (if zero or not)

2007-02-21 10:46  Ferdinando Ametrano

	* [r9244] ql/MarketModels/BrownianGenerators/mtbrowniangenerator.cpp,
	  ql/MarketModels/BrownianGenerators/mtbrowniangenerator.hpp,
	  ql/MarketModels/BrownianGenerators/sobolbrowniangenerator.cpp,
	  ql/MarketModels/BrownianGenerators/sobolbrowniangenerator.hpp,
	  ql/MarketModels/Evolvers/cmswapratepcevolver.hpp,
	  ql/MarketModels/Evolvers/coterminalswapratepcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.hpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.hpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratenormalpcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp,
	  ql/MarketModels/Products/OneStep/onestepforwards.cpp,
	  ql/MarketModels/Products/OneStep/onestepforwards.hpp,
	  ql/MarketModels/Products/compositeproduct.cpp,
	  ql/MarketModels/Products/multiproductmultistep.cpp,
	  ql/MarketModels/Products/multiproductonestep.cpp,
	  ql/MarketModels/browniangenerator.hpp,
	  ql/MarketModels/curvestate.cpp,
	  ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/marketmodeldiscounter.cpp,
	  ql/MarketModels/parametricswapexercise.cpp,
	  ql/MarketModels/parametricswapexercise.hpp,
	  ql/MarketModels/swapbasissystem.cpp,
	  ql/MarketModels/swapforwardmappings.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/RandomNumbers/faurersg.cpp, ql/RandomNumbers/faurersg.hpp,
	  ql/RandomNumbers/haltonrsg.cpp, ql/RandomNumbers/haltonrsg.hpp,
	  ql/RandomNumbers/inversecumulativersg.hpp,
	  ql/RandomNumbers/randomizedlds.hpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp,
	  ql/RandomNumbers/sobolrsg.cpp, ql/RandomNumbers/sobolrsg.hpp,
	  test-suite/brownianbridge.cpp, test-suite/interpolations.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/rngtraits.cpp:
	  
	  using std::vector<Real> instead of QuantLib::Array in places where
	  linear algebra
	  in not used

2007-02-21 10:04  Luigi Ballabio

	* [r9237] test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_smm.cpp:
	  
	  *** empty log message ***

2007-02-21 09:11  Luigi Ballabio

	* [r9232] ql/CashFlows/iborcoupon.cpp, ql/quote.hpp:
	  
	  Fixes for gcc

2007-02-21 09:10  Luigi Ballabio

	* [r9231] ql/MarketModels/Models/swapfromfracorrelationstructure.cpp:
	  
	  Correct initialization order (mind your data members, folks. It's
	  not that difficult.)

2007-02-21 08:43  Luigi Ballabio

	* [r9229] ql/MarketModels/Models/Makefile.am,
	  ql/MarketModels/Models/all.hpp, test-suite/Makefile.am:
	  
	  Added new files to Makefiles

2007-02-21 08:42  Luigi Ballabio

	* [r9228] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  Fix for new optimizer interface

2007-02-21 08:40  Luigi Ballabio

	* [r9227] ql/MarketModels/Evolvers/cmswapratepcevolver.hpp,
	  ql/MarketModels/Evolvers/coterminalswapratepcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratenormalpcevolver.hpp:
	  
	  Forward declaration is not enough for std::vector declaration in gcc

2007-02-21 08:20  Luigi Ballabio

	* [r9226] Announce.txt, Authors.txt, ChangeLog.txt, Contributors.txt,
	  Docs/pages/authors.docs, Docs/pages/history.docs,
	  Docs/pages/install.docs, Docs/pages/license.docs,
	  Docs/pages/overview.docs, Docs/pages/usage.docs,
	  Docs/quantlibheader.tex,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp, Examples/FRA/FRA.cpp,
	  Examples/Swap/swapvaluation.cpp, LICENSE.TXT, News.txt,
	  QuantLib_vc8.sln, ql/Calendars/hongkong.cpp,
	  ql/Calendars/hongkong.hpp, ql/Calendars/india.cpp,
	  ql/Calendars/india.hpp, ql/Instruments/assetswap.cpp,
	  ql/Instruments/bond.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/cmscouponbond.cpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/lookbackoption.hpp, ql/Instruments/makecms.cpp,
	  ql/Instruments/makecms.hpp, ql/Instruments/makevanillaswap.hpp,
	  ql/Instruments/vanillaswap.cpp,
	  ql/MarketModels/swapforwardconversionmatrix.hpp, ql/Math/beta.cpp,
	  ql/Math/gaussianorthogonalpolynomial.cpp,
	  ql/Math/multicubicspline.hpp, ql/Math/surface.hpp, ql/Math/svd.cpp,
	  ql/Optimization/leastsquare.hpp,
	  ql/Optimization/linesearchbasedmethod.hpp,
	  ql/Optimization/lmdif.cpp, ql/Processes/g2process.cpp,
	  ql/Processes/lfmprocess.cpp,
	  ql/Processes/ornsteinuhlenbeckprocess.cpp,
	  ql/Processes/ornsteinuhlenbeckprocess.hpp,
	  ql/RandomNumbers/sobolrsg.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/TermStructures/Makefile.am, ql/TermStructures/all.hpp,
	  ql/TermStructures/makefile.mak,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Volatilities/abcd.hpp,
	  ql/Volatilities/capletvolatilitiesstructures.cpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp,
	  ql/Volatilities/capstripper.cpp, ql/Volatilities/capstripper.hpp,
	  ql/Volatilities/interpolatedsmilesection.hpp,
	  ql/Volatilities/sabrinterpolatedsmilesection.hpp,
	  ql/Volatilities/swaptionvolcube1.hpp,
	  ql/Volatilities/swaptionvolcube2.hpp,
	  ql/Volatilities/swaptionvoldiscrete.hpp, ql/date.hpp,
	  ql/settings.hpp, ql/userconfig.hpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/capstripper.cpp,
	  test-suite/cms.hpp, test-suite/europeanoption.cpp,
	  test-suite/gaussianquadratures.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/makefile.mak,
	  test-suite/marketmodel.cpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/swap.cpp,
	  test-suite/termstructures.cpp, test-suite/testsuite.dev,
	  test-suite/testsuite.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  Merged 0.4.0 branch

2007-02-21 07:58  Ferdinando Ametrano

	* [r9224] ql/MarketModels/CurveStates/cmswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/cmswapcurvestate.hpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.hpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.cpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.hpp,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/lmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.hpp,
	  ql/MarketModels/Evolvers/cmswapratepcevolver.cpp,
	  ql/MarketModels/Evolvers/cmswapratepcevolver.hpp,
	  ql/MarketModels/Evolvers/coterminalswapratepcevolver.cpp,
	  ql/MarketModels/Evolvers/coterminalswapratepcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.cpp,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.hpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.hpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratenormalpcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratenormalpcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp,
	  ql/MarketModels/ExerciseStrategies/lsstrategy.cpp,
	  ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.cpp,
	  ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.hpp,
	  ql/MarketModels/ExerciseValues/nothingexercisevalue.hpp,
	  ql/MarketModels/Models/capletcoterminalcalibration.cpp,
	  ql/MarketModels/Models/capletcoterminalcalibration.hpp,
	  ql/MarketModels/Models/coterminaltoforwardadapter.cpp,
	  ql/MarketModels/Models/coterminaltoforwardadapter.hpp,
	  ql/MarketModels/Models/expcorrabcdvol.cpp,
	  ql/MarketModels/Models/expcorrabcdvol.hpp,
	  ql/MarketModels/Models/expcorrflatvol.hpp,
	  ql/MarketModels/Models/forwardtocoterminaladapter.cpp,
	  ql/MarketModels/Models/forwardtocoterminaladapter.hpp,
	  ql/MarketModels/Models/piecewiseconstantvariance.hpp,
	  ql/MarketModels/Models/swapfromfracorrelationstructure.cpp,
	  ql/MarketModels/Models/swapfromfracorrelationstructure.hpp,
	  ql/MarketModels/Models/timedependantcorrelationstructure.hpp,
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.hpp,
	  ql/MarketModels/Products/MultiStep/cashrebate.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcoinitialswaps.cpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaps.cpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaptions.cpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaptions.hpp,
	  ql/MarketModels/Products/MultiStep/multistepforwards.cpp,
	  ql/MarketModels/Products/MultiStep/multistepoptionlets.cpp,
	  ql/MarketModels/Products/MultiStep/multistepoptionlets.hpp,
	  ql/MarketModels/Products/MultiStep/multistepratchet.cpp,
	  ql/MarketModels/Products/MultiStep/multistepswap.cpp,
	  ql/MarketModels/Products/OneStep/onestepcoinitialswaps.cpp,
	  ql/MarketModels/Products/OneStep/onestepcoterminalswaps.cpp,
	  ql/MarketModels/Products/OneStep/onestepforwards.cpp,
	  ql/MarketModels/Products/OneStep/onestepoptionlets.cpp,
	  ql/MarketModels/Products/OneStep/onestepoptionlets.hpp,
	  ql/MarketModels/Products/compositeproduct.hpp,
	  ql/MarketModels/Products/marketmodelratchet.cpp,
	  ql/MarketModels/Products/marketmodelratchet.hpp,
	  ql/MarketModels/Products/multiproductmultistep.hpp,
	  ql/MarketModels/Products/multiproductonestep.hpp,
	  ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp,
	  ql/MarketModels/browniangenerator.hpp,
	  ql/MarketModels/curvestate.cpp, ql/MarketModels/curvestate.hpp,
	  ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp,
	  ql/MarketModels/exercisevalue.hpp,
	  ql/MarketModels/lsbasisfunctions.hpp,
	  ql/MarketModels/lsdatacollector.cpp,
	  ql/MarketModels/lsdatacollector.hpp,
	  ql/MarketModels/marketmodeldiscounter.hpp,
	  ql/MarketModels/marketmodelevolver.hpp,
	  ql/MarketModels/marketmodelproduct.hpp,
	  ql/MarketModels/nodedataprovider.hpp,
	  ql/MarketModels/parametricexerciseadapter.cpp,
	  ql/MarketModels/parametricexerciseadapter.hpp,
	  ql/MarketModels/parametricswapexercise.cpp,
	  ql/MarketModels/parametricswapexercise.hpp,
	  ql/MarketModels/proxygreekengine.cpp,
	  ql/MarketModels/proxygreekengine.hpp,
	  ql/MarketModels/swapbasissystem.cpp,
	  ql/MarketModels/swapbasissystem.hpp,
	  ql/MarketModels/swapforwardconversionmatrix.hpp,
	  ql/MarketModels/swapforwardmappings.hpp,
	  ql/MarketModels/upperboundengine.cpp,
	  ql/MarketModels/upperboundengine.hpp, test-suite/marketmodel.cpp:
	  
	  clean up, forward declaration, copyright attribution

2007-02-20 19:04  Ferdinando Ametrano

	* [r9217] test-suite/marketmodel_smmcapletcalibration.cpp:
	  
	  caplet+coterminalSwap calibration runs...

2007-02-20 19:04  Ferdinando Ametrano

	* [r9216] ql/MarketModels/Models/capletcoterminalcalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.cpp,
	  test-suite/marketmodel_smmcapletcalibration.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite_vc8.vcproj:
	  
	  caplet+coterminalSwap calibration runs...

2007-02-20 18:42  Ferdinando Ametrano

	* [r9215] ql/MarketModels/evolutiondescription.cpp:
	  
	  bug fix

2007-02-20 18:11  Ferdinando Ametrano

	* [r9212] ql/MarketModels/Models/capletcoterminalcalibration.hpp:
	  
	  *** empty log message ***

2007-02-20 18:05  Ferdinando Ametrano

	* [r9211] ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp:
	  
	  smarter constructor

2007-02-20 17:56  Cristina Duminuco

	* [r9207] ql/MarketModels/Models/piecewiseconstantabcdvariance.cpp,
	  ql/MarketModels/Models/piecewiseconstantabcdvariance.hpp:
	  
	  work in progress

2007-02-20 17:26  Ferdinando Ametrano

	* [r9206] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2007-02-20 17:20  Ferdinando Ametrano

	* [r9205] ql/MarketModels/Models/capletcoterminalcalibration.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/quantlibtestsuite.cpp:
	  
	  LogNormal CMS Market Model is OK!

2007-02-20 16:50  Francois du Vignaud

	* [r9203] ql/MarketModels/Models/swapfromfracorrelationstructure.cpp:
	  
	  bug fix
	  excel test wbk added

2007-02-20 16:49  Ferdinando Ametrano

	* [r9202] ql/MarketModels/Models/capletcoterminalcalibration.hpp:
	  
	  Mark Joshi 6th week, day 5

2007-02-20 16:36  Ferdinando Ametrano

	* [r9201] QuantLib_vc8.vcproj,
	  ql/MarketModels/Models/capletcoterminalcalibration.hpp:
	  
	  *** empty log message ***

2007-02-20 16:25  Francois du Vignaud

	* [r9200] ql/MarketModels/Models/swapfromfracorrelationstructure.cpp,
	  ql/MarketModels/Models/swapfromfracorrelationstructure.hpp:
	  
	  SwapFromFRACorrelationStructure implemented and exposed to Excel

2007-02-20 14:05  Marco Bianchetti

	* [r9198] QuantLib.vcproj,
	  ql/MarketModels/Models/piecewiseconstantabcdvariance.cpp,
	  ql/MarketModels/Models/piecewiseconstantabcdvariance.hpp:
	  
	  Implementing (work in progress)

2007-02-20 10:42  Ferdinando Ametrano

	* [r9196] ql/MarketModels/Models/capletcoterminalcalibration.hpp:
	  
	  *** empty log message ***

2007-02-20 10:41  Ferdinando Ametrano

	* [r9195] QuantLib_vc8.vcproj,
	  ql/MarketModels/Models/piecewiseconstantabcdvariance.cpp,
	  ql/MarketModels/Models/piecewiseconstantabcdvariance.hpp,
	  ql/MarketModels/Models/piecewiseconstantvariance.hpp,
	  ql/MarketModels/Models/swapfromfracorrelationstructure.cpp,
	  ql/MarketModels/Models/swapfromfracorrelationstructure.hpp,
	  ql/MarketModels/Models/timedependantcorrelationstructure.hpp:
	  
	  Mark 6th week, day 5

2007-02-20 08:47  Ferdinando Ametrano

	* [r9194] test-suite/marketmodel_cms.cpp:
	  
	  *** empty log message ***

2007-02-20 08:09  Francois du Vignaud

	* [r9193] QuantLib.dev:
	  
	  catching up with previous changes

2007-02-19 20:43  Ferdinando Ametrano

	* [r9192] ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.cpp,
	  ql/MarketModels/Evolvers/cmswapratepcevolver.cpp,
	  ql/MarketModels/Evolvers/cmswapratepcevolver.hpp,
	  ql/MarketModels/Evolvers/coterminalswapratepcevolver.cpp,
	  ql/MarketModels/Evolvers/coterminalswapratepcevolver.hpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp:
	  
	  WIP on LogNormal CMS Market Model

2007-02-19 18:14  Francois du Vignaud

	* [r9191] QuantLib_vc8.vcproj:
	  
	  .\ql\Math\matrix.cpp added to VC8 other environnements will be
	  updated later

2007-02-19 16:28  Giorgio Facchinetti

	* [r9185] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp, ql/CashFlows/couponpricer.hpp,
	  ql/CashFlows/floatingratecoupon.hpp:
	  
	  Observability

2007-02-19 16:10  Francois du Vignaud

	* [r9184] test-suite/curvestates.cpp:
	  
	  output cleaned up

2007-02-19 15:02  Giorgio Facchinetti

	* [r9183] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  single mean reversion calibration

2007-02-19 11:16  Cristina Duminuco

	* [r9181] ql/CashFlows/floatingratecoupon.cpp:
	  
	  null gearing not admitted

2007-02-19 08:39  Giorgio Facchinetti

	* [r9179] ql/Math/sabrinterpolation.hpp:
	  
	  bug fixed

2007-02-17 13:43  Klaus Spanderen

	* [r9178] ql/Math/Makefile.am, ql/Math/matrix.cpp, ql/Math/matrix.hpp,
	  test-suite/matrices.cpp, test-suite/matrices.hpp:
	  
	  added method to calculate the invese of a square matrix (based on
	  boost/ublas)

2007-02-16 20:08  Ferdinando Ametrano

	* [r9175] test-suite/quantlibtestsuite.cpp:
	  
	  Francois please clean up the output

2007-02-16 20:00  Ferdinando Ametrano

	* [r9174] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2007-02-16 19:59  Ferdinando Ametrano

	* [r9173] ql/MarketModels/curvestate.cpp:
	  
	  *** empty log message ***

2007-02-16 19:39  Ferdinando Ametrano

	* [r9172] ql/MarketModels/curvestate.cpp:
	  
	  one more check

2007-02-16 19:16  Ferdinando Ametrano

	* [r9170] test-suite/marketmodel_smm.cpp:
	  
	  Mark Joshi 6th week, day 4
	  LogNormal Coterminal Swap Rate Market Model is OK!

2007-02-16 16:49  Ferdinando Ametrano

	* [r9165] test-suite/marketmodel_smm.cpp:
	  
	  *** empty log message ***

2007-02-16 16:48  Ferdinando Ametrano

	* [r9164] ql/MarketModels/DriftComputation/smmdriftcalculator.cpp,
	  test-suite/marketmodel_cms.cpp, test-suite/marketmodel_smm.cpp:
	  
	  *** empty log message ***

2007-02-16 16:22  Francois du Vignaud

	* [r9163] test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_cms.hpp:
	  
	  catching up with Coterminal test

2007-02-16 15:59  Ferdinando Ametrano

	* [r9162] test-suite/marketmodel_smm.cpp:
	  
	  *** empty log message ***

2007-02-16 15:53  Ferdinando Ametrano

	* [r9161] ql/MarketModels/Evolvers/coterminalswapratepcevolver.cpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel_cms.cpp:
	  
	  *** empty log message ***

2007-02-16 15:50  Ferdinando Ametrano

	* [r9160] test-suite/marketmodel_smm.cpp:
	  
	  proper test

2007-02-16 15:50  Ferdinando Ametrano

	* [r9159] ql/MarketModels/Evolvers/forwardratepcevolver.cpp:
	  
	  formatting

2007-02-16 15:49  Ferdinando Ametrano

	* [r9158]
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaptions.cpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaptions.hpp:
	  
	  bug fix

2007-02-16 14:40  Luigi Ballabio

	* [r9155] ql/Currencies/exchangeratemanager.cpp, ql/currency.cpp,
	  ql/currency.hpp, ql/money.cpp:
	  
	  Using standard method name for checking validity of Currency
	  instance

2007-02-16 14:24  Luigi Ballabio

	* [r9154] ql/Calendars/jointcalendar.cpp,
	  ql/Calendars/nullcalendar.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/Optimization/constraint.cpp,
	  ql/Optimization/constraint.hpp, ql/Patterns/Makefile.am,
	  ql/Patterns/all.hpp, ql/Patterns/bridge.hpp,
	  ql/ShortRateModels/parameter.hpp, ql/calendar.hpp,
	  ql/daycounter.hpp:
	  
	  Removed misleading Bridge pattern

2007-02-16 13:57  Luigi Ballabio

	* [r9153] test-suite/Makefile.am:
	  
	  *** empty log message ***

2007-02-16 13:56  Francois du Vignaud

	* [r9152] test-suite/marketmodel_cms.cpp:
	  
	  *** empty log message ***

2007-02-16 13:38  Francois du Vignaud

	* [r9151] test-suite/marketmodel_cms.cpp,
	  test-suite/marketmodel_cms.hpp:
	  
	  *** empty log message ***

2007-02-16 13:16  Francois du Vignaud

	* [r9150] test-suite/testsuite_vc8.vcproj:
	  
	  CMS model added

2007-02-16 11:21  Giorgio Facchinetti

	* [r9149] ql/Optimization/problem.hpp:
	  
	  minor change

2007-02-16 11:16  Francois du Vignaud

	* [r9148] ql/MarketModels/CurveStates/cmswapcurvestate.hpp:
	  
	  constructor defined as explicit

2007-02-16 08:29  Marco Bianchetti

	* [r9147] ql/MarketModels/CurveStates/coterminalswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.hpp,
	  test-suite/marketmodel_smm.cpp:
	  
	  Some minor reformatting/commenting

2007-02-16 08:16  Marco Bianchetti

	* [r9146] QuantLib.vcproj:
	  
	  VC7 catching up

2007-02-16 06:34  Joseph Wang

	* [r9144] ql/Optimization/core.hpp:
	  
	  fix typo
	  `

2007-02-16 04:55  Joseph Wang

	* [r9143] test-suite/Makefile.am:
	  
	  add new file

2007-02-16 03:48  Joseph Wang

	* [r9142] ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp:
	  
	  match constructor with variable definition order

2007-02-15 21:25  Klaus Spanderen

	* [r9141] ql/Processes/hestonprocess.cpp:
	  
	  small change within the drift calculation to reduce the
	  discretization bias

2007-02-15 19:27  Ferdinando Ametrano

	* [r9139] ql/MarketModels/CurveStates/coterminalswapcurvestate.hpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.hpp,
	  ql/MarketModels/Evolvers/coterminalswapratepcevolver.cpp:
	  
	  explicit constructor

2007-02-15 18:45  Ferdinando Ametrano

	* [r9136] ql/MarketModels/DriftComputation/lmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.hpp,
	  ql/MarketModels/Evolvers/forwardratenormalpcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratenormalpcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  test-suite/marketmodel.cpp:
	  
	  Mark Joshi 6th week, day 3
	  Normal Forward rate is OK!

2007-02-15 18:22  Ferdinando Ametrano

	* [r9135]
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.hpp,
	  ql/MarketModels/Evolvers/forwardratenormalpcevolver.cpp,
	  test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2007-02-15 17:46  Ferdinando Ametrano

	* [r9134] ql/MarketModels/DriftComputation/lmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.hpp:
	  
	  *** empty log message ***

2007-02-15 17:19  Ferdinando Ametrano

	* [r9132]
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.hpp:
	  
	  Mark Joshi 6th week, day 3

2007-02-15 17:10  Ferdinando Ametrano

	* [r9131] ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.hpp:
	  
	  Mark Joshi 6th week, day 3

2007-02-15 17:05  Ferdinando Ametrano

	* [r9130] ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.cpp:
	  
	  Mark Joshi 6th week, day 3

2007-02-15 16:09  Ferdinando Ametrano

	* [r9129] ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp:
	  
	  Mark Joshi 6th week, day 3

2007-02-15 15:58  Ferdinando Ametrano

	* [r9126] ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.hpp:
	  
	  Mark Joshi 6th week, day 3

2007-02-15 15:48  Cristina Duminuco

	* [r9124] test-suite/marketmodel_smm.cpp,
	  test-suite/marketmodel_smm.hpp:
	  
	  not working for terminal measure

2007-02-15 15:47  Cristina Duminuco

	* [r9123] test-suite/capflooredcoupon.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  eliminated commented lines

2007-02-15 15:39  Cristina Duminuco

	* [r9122] ql/MarketModels/Evolvers/coterminalswapratepcevolver.cpp,
	  ql/MarketModels/Evolvers/coterminalswapratepcevolver.hpp,
	  test-suite/capflooredcoupon.cpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  work in progress

2007-02-15 15:17  Ferdinando Ametrano

	* [r9120] ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.cpp:
	  
	  bug fixes

2007-02-15 11:26  Ferdinando Ametrano

	* [r9119] ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.cpp:
	  
	  bug fixes, now tested!

2007-02-15 11:24  Cristina Duminuco

	* [r9118] QuantLib_vc8.vcproj,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.hpp,
	  ql/MarketModels/Evolvers/coterminalswapratepcevolver.cpp:
	  
	  work in progress

2007-02-15 11:24  Luigi Ballabio

	* [r9117] ql/MarketModels/CurveStates,
	  ql/MarketModels/CurveStates/.cvsignore,
	  ql/MarketModels/CurveStates/Makefile.am,
	  ql/MarketModels/CurveStates/all.hpp,
	  ql/MarketModels/DriftComputation,
	  ql/MarketModels/DriftComputation/.cvsignore,
	  ql/MarketModels/DriftComputation/Makefile.am,
	  ql/MarketModels/DriftComputation/all.hpp,
	  ql/MarketModels/Evolvers/Makefile.am, ql/MarketModels/Makefile.am,
	  ql/MarketModels/all.hpp, ql/MarketModels/curvestate.cpp,
	  ql/Math/sabrinterpolation.hpp, ql/Optimization/Makefile.am,
	  test-suite/curvestates.cpp:
	  
	  More fixes for gcc (please mind your semicolons, folks)

2007-02-15 11:08  Chiara Fornarola

	* [r9115] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  Normal Forward Market Model test added

2007-02-15 11:01  Chiara Fornarola

	* [r9114] ql/MarketModels/curvestate.cpp,
	  ql/MarketModels/curvestate.hpp:
	  
	  more constness

2007-02-15 09:55  Ferdinando Ametrano

	* [r9113] ql/MarketModels/CurveStates/cmswapcurvestate.cpp,
	  ql/MarketModels/curvestate.cpp:
	  
	  bug fixes, now tested!

2007-02-15 04:34  Joseph Wang

	* [r9111] configure.ac, ql/MarketModels/CurveStates/Makefile.am,
	  ql/MarketModels/Makefile.am, test-suite/Makefile.am:
	  
	  update to build files

2007-02-14 22:06  Ferdinando Ametrano

	* [r9109] ql/MarketModels/CurveStates/cmswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.cpp,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/lmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.hpp,
	  ql/MarketModels/curvestate.cpp, ql/MarketModels/curvestate.hpp,
	  ql/MarketModels/proxygreekengine.cpp:
	  
	  Mark Joshi 6th week, day 2

2007-02-14 21:24  Joseph Wang

	* [r9108] ql/MarketModels/curvestate.hpp:
	  
	  put in virtual destructor for curvestate since that has virtual
	  functions

2007-02-14 19:47  Katiuscia Manzoni

	* [r9107] ql/userconfig.hpp:
	  
	  *** empty log message ***

2007-02-14 19:32  Ferdinando Ametrano

	* [r9106] ql/MarketModels/CurveStates/cmswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.cpp:
	  
	  Mark Joshi 6th week, day 2

2007-02-14 19:30  Katiuscia Manzoni

	* [r9105] ql/MarketModels/DriftComputation/cmsmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.cpp,
	  ql/userconfig.hpp:
	  
	  *** empty log message ***

2007-02-14 18:46  Ferdinando Ametrano

	* [r9104] ql/MarketModels/CurveStates/cmswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/cmswapcurvestate.hpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.hpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.cpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.hpp,
	  ql/MarketModels/curvestate.hpp:
	  
	  Mark Joshi 6th week, day 2
	  added CurveState::cmSwapRates

2007-02-14 18:27  Francois du Vignaud

	* [r9103] ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp:
	  
	  two more dummy bugs fixed

2007-02-14 18:24  Francois du Vignaud

	* [r9102] ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp:
	  
	  bug fix

2007-02-14 18:18  Ferdinando Ametrano

	* [r9101] ql/MarketModels/curvestate.hpp:
	  
	  Mark Joshi 6th week, day 2

2007-02-14 18:16  Francois du Vignaud

	* [r9100] ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp:
	  
	  one more dummy big fixed

2007-02-14 18:05  Francois du Vignaud

	* [r9099] QuantLib_vc8.vcproj,
	  ql/MarketModels/Evolvers/coterminalswapratepcevolver.cpp,
	  ql/MarketModels/Evolvers/coterminalswapratepcevolver.hpp:
	  
	  CoterminalSwapRatePcEvolver fixed and added to QL

2007-02-14 18:05  Francois du Vignaud

	* [r9098] test-suite/curvestates.cpp:
	  
	  bug fixes

2007-02-14 17:56  Francois du Vignaud

	* [r9097] ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp:
	  
	  bug fix

2007-02-14 17:34  Ferdinando Ametrano

	* [r9095] ql/MarketModels/CurveStates/lmmcurvestate.cpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.hpp,
	  ql/MarketModels/curvestate.hpp:
	  
	  Mark Joshi 6th week, day 2

2007-02-14 16:54  Ferdinando Ametrano

	* [r9092] ql/MarketModels/curvestate.cpp,
	  ql/MarketModels/curvestate.hpp:
	  
	  Mark Joshi 6th week, day 2

2007-02-14 16:52  Ferdinando Ametrano

	* [r9091] QuantLib_vc8.vcproj,
	  ql/MarketModels/CurveStates/cmswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/cmswapcurvestate.hpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.hpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.cpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.hpp,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/lmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.cpp,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.cpp,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.hpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.hpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratenormalpcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratenormalpcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp,
	  ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.cpp,
	  ql/MarketModels/Models/coterminaltoforwardadapter.cpp,
	  ql/MarketModels/Models/forwardtocoterminaladapter.cpp,
	  ql/MarketModels/curvestate.cpp, ql/MarketModels/curvestate.hpp,
	  ql/MarketModels/marketmodeldiscounter.hpp,
	  ql/MarketModels/newcurvestate.hpp,
	  ql/MarketModels/proxygreekengine.cpp,
	  ql/MarketModels/swapforwardconversionmatrix.cpp,
	  ql/MarketModels/swapforwardconversionmatrix.hpp,
	  ql/MarketModels/swapforwardmappings.cpp,
	  ql/MarketModels/upperboundengine.cpp, test-suite/curvestates.cpp,
	  test-suite/marketmodel.cpp:
	  
	  Mark Joshi 6th week, day 2

2007-02-14 16:40  Cristina Duminuco

	* [r9090] ql/MarketModels/Evolvers/coterminalswapratepcevolver.cpp,
	  ql/MarketModels/Evolvers/coterminalswapratepcevolver.hpp:
	  
	  not working

2007-02-14 16:34  Francois du Vignaud

	* [r9089] test-suite/curvestates.cpp, test-suite/curvestates.hpp:
	  
	  *** empty log message ***

2007-02-14 15:41  Chiara Fornarola

	* [r9088] ql/MarketModels/newcurvestate.hpp:
	  
	  added 3 new functions to calculate:
	  forward from discounts
	  coterminal swap from discounts
	  constant maturity swap from discounts

2007-02-14 15:30  Francois du Vignaud

	* [r9086] ql/MarketModels/Evolvers/cmswapratepcevolver.cpp,
	  ql/MarketModels/Evolvers/cmswapratepcevolver.hpp:
	  
	  *** empty log message ***

2007-02-14 15:17  Cristina Duminuco

	* [r9085] ql/MarketModels/CurveStates/coterminalswapcurvestate.cpp:
	  
	  probally bug fixing

2007-02-14 14:47  Francois du Vignaud

	* [r9084] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  dedicated CurveState tests added

2007-02-14 14:42  Francois du Vignaud

	* [r9083] ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp:
	  
	  *** empty log message ***

2007-02-14 14:42  Ferdinando Ametrano

	* [r9082] ql/MarketModels/CurveStates/cmswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/cmswapcurvestate.hpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.hpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.cpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.hpp,
	  ql/MarketModels/newcurvestate.hpp:
	  
	  Mark Joshi 6th week, day 2

2007-02-14 13:48  Francois du Vignaud

	* [r9081] ql/MarketModels/CurveStates/cmswapcurvestate.cpp:
	  
	  *** empty log message ***

2007-02-14 12:28  Francois du Vignaud

	* [r9080] ql/MarketModels/CurveStates/cmswapcurvestate.cpp:
	  
	  comment updated

2007-02-14 12:26  Francois du Vignaud

	* [r9079] ql/MarketModels/CurveStates/cmswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/cmswapcurvestate.hpp:
	  
	  catching up with new NewCurveState interface

2007-02-14 11:02  Ferdinando Ametrano

	* [r9077] QuantLib_vc8.vcproj,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.hpp:
	  
	  Mark 6th week, day 2

2007-02-14 10:15  Ferdinando Ametrano

	* [r9076] ql/MarketModels/CurveStates/coterminalswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.hpp:
	  
	  Mark 6th week, day 2

2007-02-14 10:13  Chiara Fornarola

	* [r9075] ql/MarketModels/DriftComputation/smmdriftcalculator.cpp:
	  
	  *** empty log message ***

2007-02-14 10:06  Ferdinando Ametrano

	* [r9074] ql/MarketModels/CurveStates/coterminalswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.hpp,
	  ql/MarketModels/DriftComputation/lmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.hpp,
	  ql/MarketModels/curvestate.hpp, ql/MarketModels/newcurvestate.hpp:
	  
	  Mark 6th week, day 2

2007-02-14 09:29  Marco Bianchetti

	* [r9073] QuantLib.vcproj,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.hpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.hpp:
	  
	  Implementation of smm curve state (work in progress)

2007-02-14 09:25  Francois du Vignaud

	* [r9072] ql/MarketModels/CurveStates/cmswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/cmswapcurvestate.hpp,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite_vc8.vcproj:
	  
	  *** empty log message ***

2007-02-14 03:16  Joseph Wang

	* [r9071] ql/MarketModels/Makefile.am, ql/Math/sabrinterpolation.hpp,
	  ql/Optimization/Makefile.am:
	  
	  remove unused endcriteria call. fix Makefile.am's

2007-02-14 02:36  Joseph Wang

	* [r9070] ql/Optimization/Makefile.am:
	  
	  name change from criteria to endcriteria

2007-02-13 16:44  Chiara Fornarola

	* [r9066] QuantLib_vc8.vcproj,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmnormaldriftcalculator.hpp,
	  ql/MarketModels/Evolvers/forwardratenormalpcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratenormalpcevolver.hpp:
	  
	  computing drift under assumption of normal evolution of foward
	  rates. an exercise
	  on the general methodology for computing drifts for rates

2007-02-13 14:02  Francois du Vignaud

	* [r9063] ql/MarketModels/CurveStates/coterminalswapcurvestate.hpp:
	  
	  typp fixed

2007-02-13 13:38  Joseph Wang

	* [r9062] ql/Math/matrix.hpp:
	  
	  revert fill addition. It's better to do this in STL

2007-02-13 12:19  Cristina Duminuco

	* [r9060] ql/CashFlows/capflooredcoupon.cpp,
	  ql/CashFlows/capflooredcoupon.hpp:
	  
	  bug fixed on convexity adjustment

2007-02-13 10:48  Marco Bianchetti

	* [r9055] QuantLib.vcproj:
	  
	  VC7 catching up

2007-02-13 09:40  Ferdinando Ametrano

	* [r9053] QuantLib_vc8.vcproj,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.cpp:
	  
	  Mark Joshi 6th week, day 1

2007-02-13 09:10  Ferdinando Ametrano

	* [r9051] QuantLib_vc8.vcproj,
	  ql/MarketModels/CurveStates/cmswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.cpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.hpp:
	  
	  Mark Joshi 6th week, day 1

2007-02-12 20:31  Eric Ehlers

	* [r9047] QuantLib_vc8.vcproj:
	  
	  remove obsolete files from workspace

2007-02-12 20:24  Joseph Wang

	* [r9046] ql/MarketModels/DriftComputation/Makefile.am:
	  
	  disable noncompiling files

2007-02-12 20:16  Joseph Wang

	* [r9045] ql/Math/matrix.hpp:
	  
	  add matrix fill

2007-02-12 19:57  Joseph Wang

	* [r9042] configure.ac, ql/MarketModels/DriftComputation/Makefile.am,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.hpp,
	  ql/MarketModels/Makefile.am:
	  
	  tweaks to get it to compile

2007-02-12 17:37  Ferdinando Ametrano

	* [r9041] QuantLib_vc8.vcproj,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/lmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.hpp,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.cpp,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.hpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.hpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp,
	  ql/MarketModels/all.hpp, test-suite/marketmodel.cpp:
	  
	  Mark Joshi 6th week

2007-02-12 17:07  Ferdinando Ametrano

	* [r9039] ql/MarketModels/CurveStates/cmswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/cmswapcurvestate.hpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.hpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.hpp,
	  ql/MarketModels/newcurvestate.hpp:
	  
	  Mark 6th week

2007-02-12 16:52  Ferdinando Ametrano

	* [r9038] ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/driftcalculator.hpp,
	  ql/MarketModels/newcurvestate.hpp:
	  
	  *** empty log message ***

2007-02-12 16:51  Ferdinando Ametrano

	* [r9037] ql/MarketModels/CurveStates,
	  ql/MarketModels/CurveStates/cmswapcurvestate.cpp,
	  ql/MarketModels/CurveStates/cmswapcurvestate.hpp,
	  ql/MarketModels/CurveStates/coterminalswapcurvestate.hpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.cpp,
	  ql/MarketModels/CurveStates/lmmcurvestate.hpp,
	  ql/MarketModels/DriftComputation,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/cmsmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/lmmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/lmmdriftcalculator.hpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.cpp,
	  ql/MarketModels/DriftComputation/smmdriftcalculator.hpp:
	  
	  Mark 6th week

2007-02-12 10:02  Francois du Vignaud

	* [r9031] ql/MarketModels/curvestate.hpp:
	  
	  possible bug fix

2007-02-09 16:08  Ferdinando Ametrano

	* [r9017] QuantLib.vcproj:
	  
	  VC7 catching up

2007-02-09 15:21  Ferdinando Ametrano

	* [r9016] QuantLib.vcproj:
	  
	  VC7 catching up

2007-02-09 14:52  Giorgio Facchinetti

	* [r9015] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/couponpricer.cpp:
	  
	  bug fixed

2007-02-09 14:32  Giorgio Facchinetti

	* [r9014] ql/CashFlows/capflooredcoupon.cpp,
	  ql/CashFlows/capflooredcoupon.hpp, ql/CashFlows/conundrumpricer.cpp:
	  
	  bug fixed

2007-02-09 13:57  Ferdinando Ametrano

	* [r9012] QuantLib.vcproj:
	  
	  stateless EndCriteria (state information moved into Problem)

2007-02-09 13:50  Ferdinando Ametrano

	* [r9009] QuantLib_vc8.vcproj, ql/Optimization/armijo.cpp,
	  ql/Optimization/armijo.hpp, ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/constraint.cpp, ql/Optimization/constraint.hpp,
	  ql/Optimization/core.hpp, ql/Optimization/costfunction.hpp,
	  ql/Optimization/criteria.cpp, ql/Optimization/criteria.hpp,
	  ql/Optimization/endcriteria.cpp, ql/Optimization/endcriteria.hpp,
	  ql/Optimization/leastsquare.cpp, ql/Optimization/leastsquare.hpp,
	  ql/Optimization/levenbergmarquardt.cpp,
	  ql/Optimization/linesearch.hpp, ql/Optimization/method.hpp,
	  ql/Optimization/simplex.cpp, ql/Optimization/steepestdescent.cpp,
	  ql/Volatilities/abcd.hpp, ql/Volatilities/swaptionvolcube1.hpp:
	  
	  stateless EndCriteria (state information moved into Problem)

2007-02-09 12:29  Giorgio Facchinetti

	* [r9008] ql/CashFlows/conundrumpricer.cpp:
	  
	  bug fixed

2007-02-09 08:58  Giorgio Facchinetti

	* [r8997] ql/Volatilities/swaptionvolcube1.cpp,
	  ql/Volatilities/swaptionvolcube1.hpp:
	  
	  *** empty log message ***

2007-02-09 03:08  Joseph Wang

	* [r8993] ql/Optimization/leastsquare.hpp:
	  
	  change interfaces so that it compiles

2007-02-08 21:54  Joseph Wang

	* [r8989] ql/Indexes/Makefile.am:
	  
	  more build fixes

2007-02-08 21:41  Joseph Wang

	* [r8988] ql/CashFlows/Makefile.am:
	  
	  fix build to include new files

2007-02-08 21:35  Joseph Wang

	* [r8987] ql/CashFlows/Makefile.am, ql/CashFlows/couponpricer.cpp:
	  
	  add couponpricer.cpp and fix newline

2007-02-08 21:10  Joseph Wang

	* [r8986] ql/Math/sabrinterpolation.hpp, ql/Optimization/Makefile.am:
	  
	  compile fixes

2007-02-08 20:22  Joseph Wang

	* [r8985] ql/CashFlows/Makefile.am, ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/floatingratecoupon.cpp:
	  
	  sync compiler with Makefile.am
	  add missing ending newlines

2007-02-08 17:08  Giorgio Facchinetti

	* [r8980] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp, ql/Volatilities/swaptionvolcube1.cpp,
	  ql/Volatilities/swaptionvolcube1.hpp:
	  
	  Added maxErrorTolerance and maxIteration parameters to SwaptionVol1
	  constructor

2007-02-08 16:41  Francois du Vignaud

	* [r8978] ql/Volatilities/capletvolatilitiesstructures.cpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp,
	  ql/Volatilities/capstripper.cpp, ql/Volatilities/capstripper.hpp:
	  
	  New CapletVolatilityStructure class (DecInterpCapletVolStructure)
	  implemented
	  - This class uses two different interpolations in strike and Time
	  instead of using a bilinearinterpolation like in the
	  BilinInterpCapletVolStructure class
	  - This class can be used by to boostrap caps, ( a new boolean had
	  been added to capstripper constructor, a dedicated factory might be
	  implemented)

2007-02-08 16:31  Francois du Vignaud

	* [r8976] ql/Volatilities/capletvolatilitiesstructures.cpp:
	  
	  capstripper extrapolation with low strike and low maturity allowed

2007-02-08 15:22  Giorgio Facchinetti

	* [r8973] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp, ql/Volatilities/cmsmarket.cpp,
	  test-suite/cms.cpp:
	  
	  meanRev given to CmsCouponPricer as Handle<Quote>

2007-02-08 15:05  Ferdinando Ametrano

	* [r8972] ql/Optimization/criteria.cpp, ql/Optimization/criteria.hpp,
	  ql/Optimization/method.hpp, ql/Optimization/problem.hpp:
	  
	  *** empty log message ***

2007-02-08 14:58  Ferdinando Ametrano

	* [r8970] QuantLib_vc8.vcproj, ql/Math/pseudosqrt.cpp,
	  ql/Math/sabrinterpolation.hpp,
	  ql/MonteCarlo/genericparametricearlyexercise.cpp,
	  ql/Optimization/armijo.cpp, ql/Optimization/armijo.hpp,
	  ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp, ql/Optimization/criteria.cpp,
	  ql/Optimization/criteria.hpp,
	  ql/Optimization/levenbergmarquardt.cpp,
	  ql/Optimization/levenbergmarquardt.hpp,
	  ql/Optimization/linesearch.hpp,
	  ql/Optimization/linesearchbasedmethod.cpp,
	  ql/Optimization/linesearchbasedmethod.hpp,
	  ql/Optimization/method.cpp, ql/Optimization/method.hpp,
	  ql/Optimization/problem.hpp, ql/Optimization/simplex.cpp,
	  ql/Optimization/simplex.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp, ql/ShortRateModels/model.cpp,
	  ql/Volatilities/abcd.cpp, ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/swaptionvolcube1.cpp,
	  test-suite/libormarketmodel.cpp, test-suite/marketmodel.cpp:
	  
	  refactored Optimization framework:
	  - OptimizationMethod is now a stateless class
	  - most of the OptimizationMethod member functions moved into Problem
	  class
	  - new syntax: optimizer.(problem, endCriteria)
	  - Problem::setCurrentValue to set initial value

2007-02-08 13:36  Giorgio Facchinetti

	* [r8966] QuantLib_vc8.vcproj, ql/CashFlows/all.hpp,
	  ql/CashFlows/capflooredcoupon.cpp,
	  ql/CashFlows/capflooredcoupon.hpp, ql/CashFlows/capfloorlet.cpp,
	  ql/CashFlows/capfloorlet.hpp, ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/CashFlows/cmscoupon.cpp,
	  ql/CashFlows/cmscoupon.hpp, ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp, ql/CashFlows/couponpricer.cpp,
	  ql/CashFlows/couponpricer.hpp, ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp, ql/CashFlows/iborcoupon.cpp,
	  ql/CashFlows/iborcoupon.hpp, ql/CashFlows/inarrearindexedcoupon.cpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexedcashflowvectors.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp, ql/Instruments/assetswap.cpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/cappedflooredcouponbond.cpp,
	  ql/Instruments/cappedflooredcouponbond.hpp,
	  ql/Instruments/cmscouponbond.cpp, ql/Instruments/cmscouponbond.hpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp, ql/Instruments/makecms.cpp,
	  ql/Instruments/makecms.hpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/vanillaswap.cpp,
	  ql/MarketModels/Products/MultiStep/multistepratchet.cpp,
	  ql/Processes/lfmprocess.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/Volatilities/capletvolatilitiesstructures.cpp,
	  ql/Volatilities/cmsmarket.cpp, ql/Volatilities/cmsmarket.hpp,
	  test-suite/bonds.cpp, test-suite/capfloor.cpp,
	  test-suite/capflooredcoupon.cpp, test-suite/cms.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/swap.cpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  *** Refactoring of floatingRateCoupon and derived classes ***
	  *** Introduction of a corresponding hierarchy of
	  floatingRateCouponPricer ***
	  *** Partial refactoring of Leg methods ***
	  Added the following classes: IborCoupon, FloatingRateCouponPricer,
	  IborCouponPricer, BlackIborCouponPricer.
	  Removed the following classes: ParCoupon, UpfrontindexedCoupon,
	  InarrearsindexedCoupon, Capfloorlet.
	  - In arrears/up front features managed directly in
	  FloatingRateCoupon class.
	  - par coupon / upfront indexed coupon are managed directly in
	  IborCoupon class, following definition or not of
	  QL_USE_INDEXED_COUPON in userconfig.hpp
	  Completely commented the following classes: ShortFloatingCoupon,
	  ShortIndexCoupon (never used), to be reintroduced later.

2007-02-08 11:54  Francois du Vignaud

	* [r8963] Docs/pages/authors.docs:
	  
	  My name added to list of glorious QL contributors, do I really
	  deserve such an honour ? ;-)

2007-02-08 10:50  Francois du Vignaud

	* [r8960] Authors.txt:
	  
	  My name added to list of glorious QL contributors, do I really
	  deserve such an honour ? ;-)

2007-02-07 17:48  Katiuscia Manzoni

	* [r8943] QuantLib_vc8.vcproj, ql/Indexes/all.hpp,
	  ql/Indexes/euriborswapfixb.cpp, ql/Indexes/euriborswapfixb.hpp:
	  
	  added index family EuriborSwapFixB

2007-02-07 16:45  Marco Bianchetti

	* [r8941] QuantLib.vcproj:
	  
	  VC7 catching up

2007-02-07 15:15  Marco Bianchetti

	* [r8937] ql/Instruments/payoffs.hpp,
	  ql/Instruments/stickyratchet.cpp:
	  
	  exposed doubleStickyRatchets payoffs to excel

2007-02-07 12:34  Marco Bianchetti

	* [r8933] ql/Instruments/stickyratchet.cpp,
	  ql/Instruments/stickyratchet.hpp:
	  
	  added method "name" to DoubleStickyRatchetPayoff

2007-02-07 09:11  Chiara Fornarola

	* [r8925] ql/Instruments/bond.cpp:
	  
	  modified NPV according to the changes in analysis.[h]cpp

2007-02-07 09:09  Chiara Fornarola

	* [r8924] ql/CashFlows/analysis.cpp, ql/CashFlows/analysis.hpp:
	  
	  added the following new parameters: settlementDate, npvDate,
	  exDividendDays to NPV,
	  Duration, ATMrates, BPSsensitivity.

2007-02-06 09:28  Cristina Duminuco

	* [r8912] ql/CashFlows/cashflowvectors.cpp:
	  
	  bug fixing

2007-02-06 09:01  Chiara Fornarola

	* [r8911] ql/CashFlows/cashflowvectors.cpp,
	  ql/Instruments/cappedflooredcouponbond.cpp,
	  ql/Instruments/cappedflooredcouponbond.hpp:
	  
	  proper capitalization

2007-02-06 08:56  Chiara Fornarola

	* [r8910] ql/Instruments/cappedflooredcouponbond.cpp,
	  ql/Instruments/cappedflooredcouponbond.hpp:
	  
	  *** empty log message ***

2007-02-06 08:41  Chiara Fornarola

	* [r8909] QuantLib_vc8.vcproj:
	  
	  *** empty log message ***

2007-02-05 21:10  Joseph Wang

	* [r8907] ql/Optimization/leastsquare.hpp:
	  
	  make consistent with EndCriteria refactor

2007-02-05 18:33  Chiara Fornarola

	* [r8904] QuantLib_vc8.vcproj,
	  ql/Instruments/cappedflooredcouponbond.cpp,
	  ql/Instruments/cappedflooredcouponbond.hpp:
	  
	  created a new instrument: cappedflooredcouponbond to contruct
	  reversefloater bond
	  objects
	  there's still a bug to be fixed concerning day counter:
	  cappedfloatercouponbond accepts
	  a daycounter in input bond when performing bond flow analysis it
	  returns the daycount
	  of the underlying index, despite of the input value passed for day
	  counter.
	  this will be fixed with cristina in cappendflooredcoupon.

2007-02-05 17:33  Ferdinando Ametrano

	* [r8903] ql/userconfig.hpp:
	  
	  *** empty log message ***

2007-02-05 17:08  Ferdinando Ametrano

	* [r8899] ql/Math/pseudosqrt.cpp, ql/Math/sabrinterpolation.hpp,
	  ql/MonteCarlo/genericparametricearlyexercise.cpp,
	  ql/MonteCarlo/genericparametricearlyexercise.hpp,
	  ql/Optimization/armijo.cpp, ql/Optimization/armijo.hpp,
	  ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/levenbergmarquardt.cpp,
	  ql/Optimization/levenbergmarquardt.hpp,
	  ql/Optimization/linesearch.hpp,
	  ql/Optimization/linesearchbasedmethod.cpp,
	  ql/Optimization/linesearchbasedmethod.hpp,
	  ql/Optimization/method.cpp, ql/Optimization/method.hpp,
	  ql/Optimization/problem.hpp, ql/Optimization/simplex.cpp,
	  ql/Optimization/simplex.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp, ql/ShortRateModels/model.cpp,
	  ql/ShortRateModels/model.hpp, ql/Volatilities/abcd.cpp,
	  ql/Volatilities/abcd.hpp, ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp,
	  ql/Volatilities/sabrinterpolatedsmilesection.hpp,
	  ql/Volatilities/swaptionvolcube1.cpp, ql/userconfig.hpp,
	  test-suite/batesmodel.cpp, test-suite/hestonmodel.cpp,
	  test-suite/libormarketmodel.cpp, test-suite/marketmodel.cpp,
	  test-suite/shortratemodels.cpp:
	  
	  removed EndCriteria from Method constructors into minimize member
	  function

2007-02-05 16:50  Ferdinando Ametrano

	* [r8898] ql/instrument.hpp:
	  
	  avoided spurious tag creation when looking for non-existant tags

2007-02-05 16:49  Ferdinando Ametrano

	* [r8897] QuantLib_vc8.vcproj, ql/Math/interpolation.hpp:
	  
	  xValues and yValues added

2007-02-05 16:48  Ferdinando Ametrano

	* [r8896] ql/Math/interpolation2D.hpp:
	  
	  *** empty log message ***

2007-02-02 17:26  Marco Bianchetti

	* [r8877] ql/Instruments/stickyratchet.hpp:
	  
	  changed ifndef

2007-02-02 09:25  Marco Bianchetti

	* [r8866] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/Instruments/stickyratchet.cpp, ql/Instruments/stickyratchet.hpp:
	  
	  Implemented stick/ratchet double option payoffs

2007-02-01 14:57  Ferdinando Ametrano

	* [r8853] QuantLib.vcproj, QuantLib_vc8.vcproj:
	  
	  VC7 and VC8 catching up

2007-02-01 13:26  Luigi Ballabio

	* [r8843] ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp, ql/Instruments/assetswap.cpp,
	  ql/Instruments/assetswap.hpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp, ql/Instruments/basketoption.cpp,
	  ql/Instruments/basketoption.hpp, ql/Instruments/bond.cpp,
	  ql/Instruments/bond.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/cliquetoption.cpp,
	  ql/Instruments/cliquetoption.hpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/Instruments/dividendvanillaoption.cpp,
	  ql/Instruments/dividendvanillaoption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/lookbackoption.cpp,
	  ql/Instruments/lookbackoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp, ql/Instruments/vanillaswap.cpp,
	  ql/Instruments/vanillaswap.hpp, ql/Instruments/varianceswap.cpp,
	  ql/Instruments/varianceswap.hpp, ql/Makefile.am,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/PricingEngines/Asian/mcdiscreteasianengine.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Vanilla/fddividendengine.cpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.hpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/mcamericanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/argsandresults.hpp, ql/core.hpp, ql/instrument.hpp,
	  ql/option.hpp, ql/pricingengine.hpp, test-suite/capfloor.cpp,
	  test-suite/europeanoption.cpp, test-suite/swaption.cpp:
	  
	  Added hook for returning engine-specific results

2007-01-30 14:08  Ferdinando Ametrano

	* [r8793] test-suite/batesmodel.cpp:
	  
	  higher tolerance, improved error report

2007-01-30 10:02  Francois du Vignaud

	* [r8770] ql/MarketModels/Products/multiproductonestep.cpp:
	  
	  Safety check added

2007-01-29 17:19  Chiara Fornarola

	* [r8757] ql/Instruments/assetswap.cpp, ql/Instruments/assetswap.hpp:
	  
	  Schedule as optional parameter

2007-01-29 15:21  Ferdinando Ametrano

	* [r8749] ql/Instruments/assetswap.cpp, ql/Instruments/assetswap.hpp:
	  
	  changed signature to allow for one more option input parameter

2007-01-29 15:20  Ferdinando Ametrano

	* [r8748] ql/schedule.hpp:
	  
	  constness added

2007-01-29 15:02  Ferdinando Ametrano

	* [r8746] ql/Instruments/assetswap.cpp, ql/schedule.hpp:
	  
	  null Schedule

2007-01-29 11:16  Cristina Duminuco

	* [r8731] ql/CashFlows/capflooredcoupon.cpp,
	  ql/CashFlows/cmscoupon.cpp:
	  
	  added control: floor<=cap

2007-01-29 07:43  Ferdinando Ametrano

	* [r8718] ql/CashFlows/analysis.cpp, ql/CashFlows/analysis.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/indexedcashflowvectors.hpp,
	  ql/Instruments/assetswap.cpp, ql/Instruments/assetswap.hpp,
	  ql/Instruments/bond.cpp, ql/Instruments/bond.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/cmscouponbond.cpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbondforward.cpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/makecapfloor.cpp, ql/Instruments/makecms.cpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/vanillaswap.cpp,
	  ql/Instruments/vanillaswap.hpp, ql/Instruments/zerocouponbond.cpp,
	  ql/Processes/lfmprocess.cpp, ql/Processes/lfmprocess.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/Volatilities/cmsmarket.hpp, ql/cashflow.hpp,
	  test-suite/capfloor.cpp, test-suite/capflooredcoupon.cpp,
	  test-suite/cms.cpp, test-suite/swap.cpp:
	  
	  1) CashFlows renamed as CashFlows
	  2) typedef std::vector<boost::shared_ptr<CashFlow> > Leg;
	  3) *CouponVector *Leg
	  4) struct earlier_than<CashFlow> bug fix

2007-01-26 16:23  Luigi Ballabio

	* [r8698] ql/Math/comparison.hpp, ql/cashflow.hpp:
	  
	  Partially specialized earlier_than for shared pointers

2007-01-26 16:07  Ferdinando Ametrano

	* [r8697] ql/Math/comparison.hpp, ql/cashflow.hpp:
	  
	  introducing earlier_than functor. For the time being the only
	  specialization is for
	  CashFlow

2007-01-25 14:41  Giorgio Facchinetti

	* [r8681] test-suite/cms.cpp:
	  
	  bug fixed

2007-01-25 14:17  Giorgio Facchinetti

	* [r8679] test-suite/cms.cpp:
	  
	  bug fixed

2007-01-25 11:50  Katiuscia Manzoni

	* [r8671] ql/cashflow.hpp:
	  
	  added bool operator< for CashFlow

2007-01-25 11:01  Marco Bianchetti

	* [r8668] ql/CashFlows/inarrearindexedcoupon.cpp:
	  
	  Added a better approximation for convexity adjustment as in Hull,
	  4th ed., page 553, but NOT active (it is commented out)

2007-01-25 10:19  Cristina Duminuco

	* [r8667] test-suite/capfloor.cpp:
	  
	  Increased tolerance in testVega + minor bug fix in error output
	  string

2007-01-24 13:07  Cristina Duminuco

	* [r8649] ql/CashFlows/inarrearindexedcoupon.hpp:
	  
	  modified constructor

2007-01-19 18:29  Chiara Fornarola

	* [r8611] ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbond.hpp:
	  
	  uneffective bool parameter long final removed
	  added stub date in order to reproduced correctly bonds schedules in
	  particular bond
	  with odd coupons (e.g. long last cpn or short first cpn)

2007-01-19 18:27  Chiara Fornarola

	* [r8610] ql/Instruments/bond.hpp:
	  
	  datedDate correctly defined and use as interestAccrualDate
	  unproperly used firstCouponDate replaced by interestAccrualDate

2007-01-19 18:22  Chiara Fornarola

	* [r8609] ql/Instruments/assetswap.cpp:
	  
	  corrected definition of back payment

2007-01-19 12:04  Ferdinando Ametrano

	* [r8605] QuantLib.vcproj:
	  
	  VC7 catching up

2007-01-18 17:23  Luigi Ballabio

	* [r8595] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/Indexes/Makefile.am,
	  ql/Indexes/all.hpp, ql/Indexes/euriborswapfixa.cpp,
	  ql/Indexes/euriborswapfixa.hpp, ql/Indexes/euriborswapfixifr.cpp,
	  ql/Indexes/euriborswapfixifr.hpp, ql/Indexes/eurliborswapfixa.cpp,
	  ql/Indexes/eurliborswapfixa.hpp, ql/Indexes/eurliborswapfixb.cpp,
	  ql/Indexes/eurliborswapfixb.hpp, ql/Indexes/eurliborswapfixifr.cpp,
	  ql/Indexes/eurliborswapfixifr.hpp, ql/Indexes/iborindex.cpp,
	  ql/Indexes/iborindex.hpp, ql/Indexes/interestrateindex.cpp,
	  ql/Indexes/interestrateindex.hpp, ql/Indexes/libor.cpp,
	  ql/Indexes/libor.hpp, ql/Indexes/swapindex.cpp,
	  ql/Indexes/swapindex.hpp, ql/Indexes/xibor.hpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/makevanillaswap.cpp,
	  ql/Instruments/makevanillaswap.hpp,
	  ql/Instruments/oneassetoption.hpp, ql/Instruments/swap.cpp,
	  ql/Instruments/swap.hpp, ql/Instruments/swaption.hpp,
	  ql/Instruments/vanillaswap.cpp, ql/Instruments/vanillaswap.hpp,
	  ql/MarketModels/BrownianGenerators/sobolbrowniangenerator.hpp,
	  ql/Math/Makefile.am, ql/Math/all.hpp,
	  ql/MonteCarlo/brownianbridge.cpp, ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/pathgenerator.hpp,
	  ql/Optimization/levenbergmarquardt.cpp,
	  ql/Optimization/levenbergmarquardt.hpp,
	  ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/PricingEngines/blackcalculator.cpp,
	  ql/PricingEngines/blackcalculator.hpp,
	  ql/PricingEngines/blackformula.hpp, ql/Quotes/compositequote.hpp,
	  ql/Quotes/derivedquote.hpp, ql/Quotes/simplequote.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseyieldcurve.cpp,
	  ql/TermStructures/ratehelpers.cpp, ql/Utilities/Makefile.am,
	  ql/Utilities/all.hpp, ql/Utilities/strings.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/capletconstantvol.hpp,
	  ql/Volatilities/interpolatedsmilesection.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/calendar.cpp,
	  ql/calendar.hpp, ql/prices.hpp, ql/quote.hpp,
	  ql/swaptionvolstructure.hpp, test-suite/batesmodel.cpp,
	  test-suite/bonds.cpp, test-suite/brownianbridge.cpp,
	  test-suite/instruments.cpp, test-suite/libormarketmodel.cpp,
	  test-suite/operators.cpp, test-suite/pathgenerator.cpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/quotes.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  Removed deprecated features

2007-01-18 15:56  Ferdinando Ametrano

	* [r8593] test-suite/cms.cpp:
	  
	  avoiding usage of deprecated features

2007-01-18 14:46  Ferdinando Ametrano

	* [r8591] ql/Instruments/makecms.cpp:
	  
	  avoiding usage of deprecated features

2007-01-18 14:35  Ferdinando Ametrano

	* [r8590] ql/Instruments/makecms.cpp:
	  
	  avoiding usage of deprecated features

2007-01-18 14:08  Ferdinando Ametrano

	* [r8588] ql/Instruments/cmscouponbond.cpp:
	  
	  avoiding usage of deprecated features

2007-01-18 12:34  Francois du Vignaud

	* [r8585] ql/RandomNumbers/faurersg.cpp,
	  ql/RandomNumbers/haltonrsg.cpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp,
	  ql/RandomNumbers/sobolrsg.cpp:
	  
	  Safety checks added

2007-01-18 12:00  Ferdinando Ametrano

	* [r8584] ql/Instruments/assetswap.cpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/fixedcouponbond.cpp, ql/Instruments/vanillaswap.cpp,
	  ql/Processes/lfmprocess.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  test-suite/capfloor.cpp, test-suite/capflooredcoupon.cpp,
	  test-suite/swap.cpp:
	  
	  avoiding usage of deprecated features

2007-01-18 11:55  Ferdinando Ametrano

	* [r8582] ql/Indexes/interestrateindex.cpp,
	  ql/Indexes/interestrateindex.hpp:
	  
	  InterestrateIndex::fixingDate(const Date& valueDate) method added

2007-01-18 11:41  Ferdinando Ametrano

	* [r8580] ql/CashFlows/parcoupon.cpp:
	  
	  *** empty log message ***

2007-01-18 11:33  Ferdinando Ametrano

	* [r8578] ql/Instruments/forwardrateagreement.cpp,
	  ql/Instruments/makevanillaswap.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/TermStructures/ratehelpers.cpp, test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  avoiding usage of deprecated feautures

2007-01-18 11:28  Ferdinando Ametrano

	* [r8577] ql/Volatilities/swaptionvolcube.cpp:
	  
	  avoiding usage of deprecated features

2007-01-18 11:27  Ferdinando Ametrano

	* [r8576] QuantLib_vc8.vcproj:
	  
	  new Bond filter added

2007-01-18 11:20  Ferdinando Ametrano

	* [r8575] ql/CashFlows/cashflowvectors.hpp:
	  
	  useless constness removed

2007-01-17 16:13  Giorgio Facchinetti

	* [r8557] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp, test-suite/cms.cpp:
	  
	  changed order of input parameters in CmsCoupon constructor following
	  FloatingRateCoupon

2007-01-17 16:07  Francois du Vignaud

	* [r8555] QuantLib.dev, QuantLib.vcproj, QuantLib_vc8.vcproj:
	  
	  abcdinterpolation.hpp removed from project files, sorry for the
	  inconvenience folks !

2007-01-17 15:55  Cristina Duminuco

	* [r8553] test-suite/capflooredcoupon.cpp:
	  
	  Removed forgotten conditions forcing the execution of BOOST_ERROR

2007-01-17 15:47  Cristina Duminuco

	* [r8552] test-suite/capflooredcoupon.cpp:
	  
	  added tests for negative gearings

2007-01-17 15:28  Luigi Ballabio

	* [r8550] Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EquityOption/EquityOption.dev, Examples/FRA/FRA.dev,
	  Examples/Replication/Replication.dev, Examples/Repo/Repo.dev,
	  Examples/Swap/Swap.dev, QuantLib.dev, QuantLib.dsp, QuantLib.nsi,
	  QuantLib.vcproj, QuantLib_vc8.vcproj, configure.ac,
	  dev_tools/version_number.txt, makefile.mak, ql/qldefines.hpp,
	  test-suite/testsuite.dev, test-suite/testsuite.dsp,
	  test-suite/testsuite.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  Increased version number

2007-01-17 15:25  Giorgio Facchinetti

	* [r8549] test-suite/cms.cpp:
	  
	  setPricer method in cmsCoupon

2007-01-17 15:18  Giorgio Facchinetti

	* [r8548] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp:
	  
	  setPricer method in cmsCoupon

2007-01-17 15:01  Luigi Ballabio

	* [r8546] ql/CashFlows/Makefile.am, ql/Math/Makefile.am,
	  ql/Math/all.hpp:
	  
	  *** empty log message ***

2007-01-17 14:35  Giorgio Facchinetti

	* [r8543] QuantLib_vc8.vcproj, ql/CashFlows/cmscoupon.cpp,
	  ql/CashFlows/cmscoupon.hpp, ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.cpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexedcashflowvectors.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp, test-suite/swap.cpp:
	  
	  Added to FloatingRateCoupon data member isInArrears

2007-01-17 13:56  Cristina Duminuco

	* [r8539] test-suite/capflooredcoupon.cpp:
	  
	  Improved tests, but tests for negative gearings still to do

2007-01-17 13:52  Cristina Duminuco

	* [r8538] ql/CashFlows/capflooredcoupon.cpp,
	  ql/CashFlows/capflooredcoupon.hpp, ql/CashFlows/capfloorlet.cpp,
	  ql/CashFlows/capfloorlet.hpp:
	  
	  Management of negative gearings

2007-01-16 18:00  Chiara Fornarola

	* [r8523] ql/Instruments/assetswap.cpp:
	  
	  added backpayment for par asset swap

2007-01-16 16:30  Francois du Vignaud

	* [r8519] ql/Math/abcdinterpolation.hpp:
	  
	  answer to comment

2007-01-16 16:04  Francois du Vignaud

	* [r8518] QuantLib.dev, QuantLib.vcproj, QuantLib_vc8.vcproj:
	  
	  abcdinterpolation.hpp added to project files

2007-01-16 15:49  Francois du Vignaud

	* [r8514] ql/Volatilities/capletvolatilitiesstructures.cpp:
	  
	  new input check added to avoid Excel crashes, should'nt we rely on
	  some systematic checks performed at the QuantLibAddin layer ?

2007-01-16 14:43  Francois du Vignaud

	* [r8510] ql/Quotes/derivedquote.cpp, ql/Quotes/derivedquote.hpp,
	  test-suite/quotes.cpp:
	  
	  - impliedStdev quotes classes inherit from lazyObject to ensure
	  numerical stability and improve performances. (They were returning a
	  different result at each call since the previous result was used in
	  the soving algorithm)
	  - rename impliedVolatility_ to impliedStdev_

2007-01-16 14:32  Giorgio Facchinetti

	* [r8509] ql/Volatilities/swaptionvolcube1.cpp,
	  ql/Volatilities/swaptionvolcube1.hpp, test-suite/cms.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  SwaptionVolCube1 observer of parameter guess quotes

2007-01-15 11:12  Giorgio Facchinetti

	* [r8482] ql/CashFlows/cmscoupon.hpp:
	  
	  *** empty log message ***

2007-01-15 10:37  Luigi Ballabio

	* [r8480] ql/Instruments/bond.cpp, ql/Instruments/bond.hpp:
	  
	  Added possibility to set an engine to a bond

2007-01-15 10:22  Eric Ehlers

	* [r8479] ql/MarketModels/Makefile.am:
	  
	  distribute header required by QuantLibAddin

2007-01-15 09:06  Luigi Ballabio

	* [r8478]
	  ql/PricingEngines/Lookback/analyticcontinuousfixedlookback.cpp:
	  
	  Relaxed checks a bit

2007-01-15 09:04  Luigi Ballabio

	* [r8477] ql/CashFlows/coupon.hpp:
	  
	  More inspectors

2007-01-13 19:34  Klaus Spanderen

	* [r8471] ql/Optimization/levenbergmarquardt.cpp,
	  ql/Optimization/levenbergmarquardt.hpp:
	  
	  sessionId() safe version of the LM algorithm to support multi
	  threading

2007-01-13 14:08  Eric Ehlers

	* [r8461] Docs/quantlibheaderonline.html:
	  
	  use latest HTML provided by SourceForge for wrapping their logo

2007-01-13 13:59  Eric Ehlers

	* [r8457] Docs/pages/faq.docs:
	  
	  update QuantLibAddin URL

2007-01-12 18:57  Katiuscia Manzoni

	* [r8450] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp:
	  
	  deprecated old constructors in favour of new ones

2007-01-12 18:56  Katiuscia Manzoni

	* [r8449] ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/indexedcashflowvectors.hpp:
	  
	  removing VC6 patch

2007-01-12 18:54  Katiuscia Manzoni

	* [r8448] ql/CashFlows/parcoupon.cpp, ql/CashFlows/parcoupon.hpp:
	  
	  constness removed

2007-01-12 18:53  Katiuscia Manzoni

	* [r8447] ql/Indexes/interestrateindex.cpp,
	  ql/Indexes/interestrateindex.hpp, ql/Indexes/libor.cpp,
	  ql/Indexes/swapindex.cpp:
	  
	  deprecated settlementDays and renamed as fixingDays()

2007-01-12 17:26  Luigi Ballabio

	* [r8446] Docs/pages/faq.docs, ql/Math/Makefile.am, ql/Math/all.hpp:
	  
	  *** empty log message ***

2007-01-12 17:22  Luigi Ballabio

	* [r8445] ql/Instruments/swap.cpp:
	  
	  Worked around bug in gcc

2007-01-12 17:14  Giorgio Facchinetti

	* [r8444] ql/CashFlows/cmscoupon.hpp:
	  
	  fixed bug: correct convexityAdjustment for capped and floored Cms

2007-01-12 15:45  Ferdinando Ametrano

	* [r8443] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp:
	  
	  renamed parameters for improved clarity

2007-01-12 15:44  Ferdinando Ametrano

	* [r8442] ql/period.cpp:
	  
	  improved comparison operator

2007-01-12 12:16  Giorgio Facchinetti

	* [r8441] ql/CashFlows/cmscoupon.hpp:
	  
	  fixed bug: correct convexityAdjustment for capped and floored Cms

2007-01-12 10:11  Luigi Ballabio

	* [r8440] Docs/pages/faq.docs:
	  
	  *** empty log message ***

2007-01-12 09:54  Ferdinando Ametrano

	* [r8439] ql/TermStructures/ratehelpers.cpp,
	  test-suite/compoundforward.cpp:
	  
	  preferred usage of non deprecated features

2007-01-12 09:53  Ferdinando Ametrano

	* [r8438] ql/Instruments/swap.cpp, ql/Instruments/swap.hpp:
	  
	  startDate and maturityDate implementation is now based upon the
	  Cashflows::startDate
	  and Cashflows::maturityDate

2007-01-12 09:51  Ferdinando Ametrano

	* [r8437] ql/CashFlows/analysis.cpp, ql/CashFlows/analysis.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp:
	  
	  startDate and maturityDate added

2007-01-12 09:49  Ferdinando Ametrano

	* [r8436] ql/Math/all.hpp:
	  
	  *** empty log message ***

2007-01-12 09:17  Chiara Fornarola

	* [r8435] ql/Instruments/cmscouponbond.cpp:
	  
	  bug fixed by using fixingdays in the cmscouponvector

2007-01-11 12:35  Luigi Ballabio

	* [r8434] ql/Math/Makefile.am, ql/Math/all.hpp:
	  
	  Maybe not working, but it is included by other files so it needs to
	  be here

2007-01-10 14:16  Chiara Fornarola

	* [r8433] ql/Instruments/assetswap.cpp:
	  
	  modified in order to take into account that
	  in the market asset swap, the notional of the floating leg is then
	  scaled by the full price

2007-01-10 14:07  Cristina Duminuco

	* [r8432] ql/CashFlows/capflooredcoupon.cpp,
	  ql/CashFlows/capflooredcoupon.hpp:
	  
	  Added interface method convexityAdjustment()

2007-01-10 11:50  Chiara Fornarola

	* [r8431] ql/Instruments/assetswap.cpp, ql/Instruments/assetswap.hpp,
	  ql/Instruments/bond.cpp, ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/zerocouponbond.cpp:
	  
	  working on (non-par) market asset swap

2007-01-10 11:15  Ferdinando Ametrano

	* [r8430] ql/Volatilities/abcd.hpp, test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2007-01-10 11:04  Chiara Fornarola

	* [r8429] ql/Math/all.hpp:
	  
	  not ready yet for prime time

2007-01-10 09:51  Ferdinando Ametrano

	* [r8428] ql/index.cpp:
	  
	  *** empty log message ***

2007-01-10 09:45  Francois du Vignaud

	* [r8427] ql/Volatilities/abcd.hpp:
	  
	  *** empty log message ***

2007-01-10 09:07  Francois du Vignaud

	* [r8426] ql/Volatilities/abcd.hpp:
	  
	  work in progress

2007-01-10 09:05  Francois du Vignaud

	* [r8425] ql/Optimization/levenbergmarquardt.cpp,
	  ql/Optimization/levenbergmarquardt.hpp, test-suite/batesmodel.cpp:
	  
	  LevenbergMarquardt ambiguity removed, sorry for the delay Luigi

2007-01-09 18:27  Katiuscia Manzoni

	* [r8424] ql/PricingEngines/CapFloor/blackcapfloorengine.cpp:
	  
	  additional condition on fixing times: discard optionlets that are
	  not expired and whose fixing time is at a past date. For optionlets
	  not expired but with past fixing dates std dev and vega have been
	  set = 0.

2007-01-09 17:10  Francois du Vignaud

	* [r8423] ql/Volatilities/interpolatedsmilesection.hpp,
	  ql/Volatilities/sabrinterpolatedsmilesection.hpp,
	  ql/Volatilities/smilesection.hpp:
	  
	  minStrike and maxStrike methods added to SmileSections

2007-01-09 17:08  Francois du Vignaud

	* [r8422] ql/Volatilities/capletvolatilitiesstructures.cpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp,
	  ql/Volatilities/capstripper.cpp, ql/Volatilities/capstripper.hpp:
	  
	  time interpolation allowed in CapsStripper class

2007-01-09 13:59  Cristina Duminuco

	* [r8421] ql/CashFlows/capflooredcoupon.cpp,
	  ql/CashFlows/capfloorlet.cpp:
	  
	  Gearing and spread are managed

2007-01-08 18:39  Ferdinando Ametrano

	* [r8418] ql/Quotes/futuresconvadjustmentquote.cpp,
	  ql/Quotes/futuresconvadjustmentquote.hpp:
	  
	  added constructor using IMM-code

2007-01-08 17:28  Francois du Vignaud

	* [r8417] ql/Optimization/levenbergmarquardt.cpp:
	  
	  new constructor provided even for QL_DISABLE_DEPRECATED compilation

2007-01-08 16:25  Francois du Vignaud

	* [r8416] ql/Optimization/levenbergmarquardt.hpp:
	  
	  new constructor provided even for QL_DISABLE_DEPRECATED compilation

2007-01-08 15:39  Cristina Duminuco

	* [r8415] ql/CashFlows/capflooredcoupon.cpp,
	  ql/CashFlows/capflooredcoupon.hpp, ql/CashFlows/capfloorlet.cpp,
	  ql/CashFlows/capfloorlet.hpp:
	  
	  Capflooredcoupon: Added default null vectors for cap and floor rates

2007-01-08 15:10  Luigi Ballabio

	* [r8414] ql/Optimization/levenbergmarquardt.cpp,
	  ql/Optimization/levenbergmarquardt.hpp,
	  test-suite/libormarketmodel.cpp:
	  
	  Still ambiguous

2007-01-08 15:08  Luigi Ballabio

	* [r8413] ql/Instruments/Makefile.am, ql/Instruments/all.hpp:
	  
	  *** empty log message ***

2007-01-08 14:54  Chiara Fornarola

	* [r8412] QuantLib_vc8.vcproj, ql/Instruments/cmscouponbond.cpp,
	  ql/Instruments/cmscouponbond.hpp:
	  
	  added cmscouponbond

2007-01-08 14:17  Ferdinando Ametrano

	* [r8411] ql/Optimization/levenbergmarquardt.hpp,
	  test-suite/batesmodel.cpp, test-suite/hestonmodel.cpp:
	  
	  avoiding default constructor ambiguity

2007-01-08 14:16  Ferdinando Ametrano

	* [r8410] ql/CashFlows/capflooredcoupon.hpp:
	  
	  *** empty log message ***

2007-01-08 11:22  Ferdinando Ametrano

	* [r8409] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2007-01-08 10:20  Cristina Duminuco

	* [r8408] ql/CashFlows/capflooredcoupon.cpp,
	  ql/CashFlows/capflooredcoupon.hpp, ql/CashFlows/capfloorlet.cpp,
	  ql/CashFlows/cashflowvectors.cpp, test-suite/capflooredcoupon.cpp:
	  
	  The underlying FloatingRateCoupon can be either an
	  UpFrontIndexedCoupon or a ParCoupon, following userconfig.hpp
	  definitions.

2007-01-08 09:48  Ferdinando Ametrano

	* [r8407] ql/Optimization/levenbergmarquardt.hpp,
	  test-suite/libormarketmodel.cpp, test-suite/quantlibtestsuite.cpp:
	  
	  preferred usage of non deprecated features

2007-01-08 09:36  Ferdinando Ametrano

	* [r8406] ql/Volatilities/abcd.hpp:
	  
	  *** empty log message ***

2007-01-08 09:36  Ferdinando Ametrano

	* [r8405] ql/Optimization/levenbergmarquardt.cpp,
	  ql/Optimization/levenbergmarquardt.hpp:
	  
	  bug fix

2007-01-08 09:35  Ferdinando Ametrano

	* [r8404] ql/Math/Makefile.am:
	  
	  abcd interpolation doesn't work yet
	  I'll take care of makefile.am when it's finished

2007-01-08 09:23  Luigi Ballabio

	* [r8403] ql/Math/Makefile.am, ql/Math/all.hpp,
	  ql/Volatilities/abcd.hpp, test-suite/quotes.cpp:
	  
	  *** empty log message ***

2007-01-08 09:03  Cristina Duminuco

	* [r8402] ql/Math/sabrinterpolation.hpp:
	  
	  Restored old lambda input value in function Simplex

2007-01-05 20:10  Ferdinando Ametrano

	* [r8401] ql/Volatilities/abcd.cpp, ql/Volatilities/abcd.hpp:
	  
	  work in progress

2007-01-05 19:45  Ferdinando Ametrano

	* [r8400] ql/date.cpp, ql/date.hpp, test-suite/dates.cpp:
	  
	  *** empty log message ***

2007-01-05 19:36  Ferdinando Ametrano

	* [r8399] ql/Math/abcdinterpolation.hpp:
	  
	  work in progress

2007-01-05 15:36  Francois du Vignaud

	* [r8398] ql/Math/sabrinterpolation.hpp:
	  
	  SABRInterpolationImpl fixed and refactored, previous maxIteration
	  and precision restored
	  SabrInterpolatedSmileSection maxIteration and precision defined at
	  QLAddin level
	  SmileSections graphs added to CapsStripperTest.xls

2007-01-05 15:21  Luigi Ballabio

	* [r8397] Docs/Makefile.am, Examples/BermudanSwaption/Makefile.am,
	  Examples/ConvertibleBonds/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EquityOption/Makefile.am, Examples/FRA/Makefile.am,
	  Examples/Makefile.am, Examples/Replication/Makefile.am,
	  Examples/Repo/Makefile.am, Examples/Swap/Makefile.am, Makefile.am,
	  ql/Calendars/Makefile.am, ql/CashFlows/Makefile.am,
	  ql/Currencies/Makefile.am, ql/DayCounters/Makefile.am,
	  ql/FiniteDifferences/Makefile.am, ql/Indexes/Makefile.am,
	  ql/Instruments/Makefile.am, ql/Lattices/Makefile.am, ql/Makefile.am,
	  ql/MarketModels/BrownianGenerators/Makefile.am,
	  ql/MarketModels/Evolvers/Makefile.am,
	  ql/MarketModels/ExerciseStrategies/Makefile.am,
	  ql/MarketModels/ExerciseValues/Makefile.am,
	  ql/MarketModels/Makefile.am, ql/MarketModels/Models/Makefile.am,
	  ql/MarketModels/Products/Makefile.am,
	  ql/MarketModels/Products/MultiStep/Makefile.am,
	  ql/MarketModels/Products/OneStep/Makefile.am, ql/Math/Makefile.am,
	  ql/MonteCarlo/Makefile.am, ql/Optimization/Makefile.am,
	  ql/Pricers/Makefile.am, ql/PricingEngines/Asian/Makefile.am,
	  ql/PricingEngines/Barrier/Makefile.am,
	  ql/PricingEngines/Basket/Makefile.am,
	  ql/PricingEngines/CapFloor/Makefile.am,
	  ql/PricingEngines/Cliquet/Makefile.am,
	  ql/PricingEngines/Hybrid/Makefile.am,
	  ql/PricingEngines/Lookback/Makefile.am,
	  ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/Swaption/Makefile.am,
	  ql/PricingEngines/Vanilla/Makefile.am, ql/Processes/Makefile.am,
	  ql/Quotes/Makefile.am, ql/RandomNumbers/Makefile.am,
	  ql/ShortRateModels/CalibrationHelpers/Makefile.am,
	  ql/ShortRateModels/LiborMarketModels/Makefile.am,
	  ql/ShortRateModels/Makefile.am,
	  ql/ShortRateModels/OneFactorModels/Makefile.am,
	  ql/ShortRateModels/TwoFactorModels/Makefile.am,
	  ql/TermStructures/Makefile.am, ql/Utilities/Makefile.am,
	  ql/Volatilities/Makefile.am, ql/VolatilityModels/Makefile.am,
	  test-suite/Makefile.am:
	  
	  Removed VC6 and BCC files from distribution

2007-01-05 14:45  Ferdinando Ametrano

	* [r8396] ql/PricingEngines/blackformula.cpp:
	  
	  *** empty log message ***

2007-01-05 12:46  Ferdinando Ametrano

	* [r8395] ql/PricingEngines/blackformula.cpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp,
	  test-suite/quotes.cpp:
	  
	  *** empty log message ***

2007-01-04 18:56  Francois du Vignaud

	* [r8394] ql/Optimization/levenbergmarquardt.cpp,
	  ql/Optimization/levenbergmarquardt.hpp:
	  
	  new constructor using EndCriteria provided
	  redundant private members removed
	  in the constructor signature gTol might also be removed but I'm not
	  sure that it has the same meaning as gradientEpsilon in EndCriteria

2007-01-04 18:08  Francois du Vignaud

	* [r8393] ql/Math/sabrinterpolation.hpp:
	  
	  precision and maxiteration increased

2007-01-04 13:39  Ferdinando Ametrano

	* [r8392] QuantLib.vcproj:
	  
	  VC7 catching up

2007-01-04 11:56  Ferdinando Ametrano

	* [r8391] test-suite/cms.cpp:
	  
	  *** empty log message ***

2007-01-04 11:39  Chiara Fornarola

	* [r8390] ql/TermStructures/zerospreadedtermstructure.hpp:
	  
	  coumpounding, frequency, daycounter been made explicit input
	  parameters

2007-01-04 11:35  Luigi Ballabio

	* [r8389] ql/MarketModels/Products/MultiStep/Makefile.am,
	  ql/MarketModels/Products/MultiStep/all.hpp,
	  ql/MarketModels/Products/MultiStep/multistepratchet.cpp:
	  
	  Fixes for gcc

2007-01-04 11:22  Francois du Vignaud

	* [r8388] test-suite/capstripper.cpp:
	  
	  Smile section date defintion bug fix: these dates are floating
	  instead of being fixed

2007-01-04 10:38  Giorgio Facchinetti

	* [r8387] QuantLib_vc8.vcproj,
	  ql/MarketModels/Products/MultiStep/multistepratchet.cpp,
	  ql/MarketModels/Products/MultiStep/multistepratchet.hpp:
	  
	  Added multistepratchet files

2007-01-04 09:40  Luigi Ballabio

	* [r8386] ql/MarketModels/Products/multiproductonestep.cpp:
	  
	  *** empty log message ***

2007-01-03 22:02  Joseph Wang

	* [r8385] test-suite/cms.cpp:
	  
	  ISO fix to allow gcc compile

2007-01-03 14:29  Ferdinando Ametrano

	* [r8384] ql/CashFlows/analysis.cpp, ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cmscoupon.cpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/Lattices/lattice.hpp, ql/Lattices/tflattice.hpp, ql/Math/svd.cpp,
	  ql/RandomNumbers/faurersg.cpp, ql/RandomNumbers/knuthuniformrng.cpp:
	  
	  use pre-increment where appropriate

2007-01-03 14:12  Ferdinando Ametrano

	* [r8383] ql/date.cpp:
	  
	  using Date::operator++() in the implementation of
	  Date::operator++(int)

2007-01-03 14:04  Giorgio Facchinetti

	* [r8382] test-suite/cms.cpp:
	  
	  fixed bug

2007-01-03 10:55  Luigi Ballabio

	* [r8381] Docs/quantlib.css, Docs/quantlibheaderonline.html:
	  
	  *** empty log message ***

2007-01-03 10:51  Chiara Fornarola

	* [r8380] ql/Instruments/assetswap.cpp, ql/Instruments/assetswap.hpp:
	  
	  add another type of asset swap: market asset swap

2007-01-03 09:50  Luigi Ballabio

	* [r8379] Docs/quantlib.css:
	  
	  *** empty log message ***

2007-01-03 09:50  Luigi Ballabio

	* [r8378] ql/Utilities/strings.hpp:
	  
	  Giving people a chance to define QL_DISABLE_DEPRECATED before
	  checking

2007-01-03 09:02  Ferdinando Ametrano

	* [r8377] ql/Utilities/strings.hpp:
	  
	  *** empty log message ***

2007-01-02 19:51  Katiuscia Manzoni

	* [r8376] ql/index.hpp:
	  
	  Real used instead of Rate

2007-01-02 16:09  Ferdinando Ametrano

	* [r8375] QuantLib.vcproj:
	  
	  VC7 catching up

2007-01-02 15:53  Ferdinando Ametrano

	* [r8374] ql/Math/sabrinterpolation.hpp:
	  
	  formatting and renaming

2007-01-02 15:29  Ferdinando Ametrano

	* [r8373] QuantLib.vcproj, test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2007-01-02 14:55  Ferdinando Ametrano

	* [r8372] ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/lsdatacollector.cpp:
	  
	  ...oops...

2007-01-02 14:51  Ferdinando Ametrano

	* [r8371] ql/CashFlows/conundrumpricer.cpp,
	  ql/MarketModels/lsdatacollector.cpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/Volatilities/swaptionvolcube1.cpp:
	  
	  "Use reserve to avoid unnecessary reallocations" -- Scott Mayers
	  "Effective STL", item 14

2007-01-02 14:46  Ferdinando Ametrano

	* [r8370] ql/CashFlows/conundrumpricer.cpp, ql/CashFlows/dividend.cpp,
	  ql/FiniteDifferences/parallelevolver.hpp,
	  ql/Indexes/indexmanager.cpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/oneassetoption.cpp, ql/Instruments/swaption.cpp,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.cpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/ExerciseStrategies/lsstrategy.cpp,
	  ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/lsdatacollector.cpp,
	  ql/MarketModels/proxygreekengine.cpp,
	  ql/MarketModels/upperboundengine.cpp,
	  ql/Math/bicubicsplineinterpolation.hpp, ql/Math/interpolation2D.hpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/Volatilities/cmsmarket.cpp, ql/Volatilities/swaptionvolcube1.cpp,
	  ql/prices.cpp, ql/timegrid.cpp, ql/timegrid.hpp, ql/timeseries.hpp,
	  ql/yieldtermstructure.hpp:
	  
	  "Use reserve to avoid unnecessary reallocations" -- Scott Mayers
	  "Effective STL", item 14

2007-01-02 13:48  Luigi Ballabio

	* [r8369] ql/Utilities/Makefile.am, ql/Utilities/strings.hpp:
	  
	  Fixes for gcc

2007-01-02 13:31  Ferdinando Ametrano

	* [r8368] test-suite/mclongstaffschwartzengine.cpp:
	  
	  *** empty log message ***

2007-01-02 13:31  Ferdinando Ametrano

	* [r8367] test-suite/europeanoption.cpp:
	  
	  "Call empty() instead of checking size() against zero" -- Scott
	  Mayers "Effective STL", item 4

2007-01-02 13:25  Ferdinando Ametrano

	* [r8366]
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp,
	  ql/MarketModels/utilities.cpp, ql/Math/primenumbers.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp:
	  
	  *** empty log message ***

2007-01-02 12:19  Ferdinando Ametrano

	* [r8365]
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp,
	  ql/MarketModels/Products/compositeproduct.cpp,
	  ql/MarketModels/utilities.cpp, ql/Math/primenumbers.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp:
	  
	  "Almost all uses of copy where the destination range is specified
	  using an insert iterator should
	  be replaced with calls to range member functions" -- Scott Mayers
	  "Effective STL", item 5

2007-01-02 12:15  Ferdinando Ametrano

	* [r8364] ql/Instruments/capfloor.cpp,
	  ql/Volatilities/swaptionvolcube1.cpp,
	  ql/Volatilities/swaptionvolcube2.cpp:
	  
	  "Use reserve to avoid unnecessary reallocations" -- Scott Mayers
	  "Effective STL", item 14

2007-01-02 11:56  Ferdinando Ametrano

	* [r8363] QuantLib_vc8.vcproj, ql/Indexes/indexmanager.cpp,
	  ql/Utilities/all.hpp, ql/Utilities/dataparsers.cpp,
	  ql/Utilities/strings.cpp, ql/Utilities/strings.hpp, ql/date.cpp:
	  
	  using boost::algorithm::to_upper_copy instead of QuantLib::uppercase

2007-01-02 11:51  Ferdinando Ametrano

	* [r8362] ql/Patterns/observable.hpp:
	  
	  *** empty log message ***

2007-01-02 11:50  Ferdinando Ametrano

	* [r8361] ql/CashFlows/indexedcashflowvectors.hpp,
	  ql/CashFlows/timebasket.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Forward/replicatingvarianceswapengine.hpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp,
	  ql/Processes/lfmcovarparam.cpp,
	  ql/ShortRateModels/LiborMarketModels/lfmcovarproxy.cpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/piecewisezerospreadedtermstructure.hpp:
	  
	  "Call empty() instead of checking size()
	  against zero" -- Scott Mayers "Effective STL", item 4

2007-01-02 11:43  Ferdinando Ametrano

	* [r8360] ql/timegrid.hpp:
	  
	  "Almost all uses of copy where the destination range is specified
	  using an insert iterator should
	  be replaced with calls to range member functions" -- Scott Mayers
	  "Effective STL", item 5

2007-01-02 11:43  Ferdinando Ametrano

	* [r8359] ql/discretizedasset.hpp, ql/timegrid.hpp:
	  
	  "Almost all uses of copy where the destination range is specified
	  using an insert iterator should
	  be replaced with calls to range member functions" -- Scott Mayers
	  "Effective STL", item 5

2007-01-02 11:41  Ferdinando Ametrano

	* [r8358] ql/schedule.cpp:
	  
	  "Call empty() instead of checking size()
	  against zero" -- Scott Mayers "Effective STL", item 4

2007-01-02 10:45  Luigi Ballabio

	* [r8357] ql/Calendars/india.cpp, ql/Calendars/india.hpp,
	  ql/Calendars/singapore.cpp, ql/Calendars/singapore.hpp,
	  ql/Calendars/southkorea.hpp, ql/Calendars/taiwan.cpp,
	  ql/Calendars/taiwan.hpp:
	  
	  Added a few 2006/2007 holidays

2007-01-02 09:44  Ferdinando Ametrano

	* [r8356] ql/Volatilities/capstripper.cpp:
	  
	  more explicit error message

2006-12-22 15:29  Francois du Vignaud

	* [r8355] ql/Volatilities/sabrinterpolatedsmilesection.hpp:
	  
	  alpha, beta, nu, rho, interpolationError, MaxInterpolationError,
	  endCriteria SabrInterpolatedSmileSection methods created and exposed
	  to Excel

2006-12-22 13:55  Luigi Ballabio

	* [r8354] Docs, Docs/.cvsignore, Docs/Makefile.am, Docs/quantlib.css,
	  Docs/quantlibfooter.html, Docs/quantlibfooteronline.html,
	  Docs/quantlibheaderonline.html:
	  
	  *** empty log message ***

2006-12-22 11:31  Francois du Vignaud

	* [r8352] ql/Volatilities/sabrinterpolatedsmilesection.hpp:
	  
	  method argument of SabrInterpolatedSmileSection class is back !

2006-12-21 16:47  Ferdinando Ametrano

	* [r8350] ql/Volatilities/sabrinterpolatedsmilesection.hpp:
	  
	  sabrInterpolated SmileSection are created with date instead of time

2006-12-21 11:24  Luigi Ballabio

	* [r8349] ql/Math/sabrinterpolation.hpp, ql/Volatilities/Makefile.am,
	  ql/Volatilities/all.hpp, ql/Volatilities/capstripper.cpp:
	  
	  Usual fixes for gcc

2006-12-21 10:47  Francois du Vignaud

	* [r8348] ql/Volatilities/capstripper.cpp:
	  
	  rate format added in error message

2006-12-21 09:14  Cristina Duminuco

	* [r8347] test-suite/capflooredcoupon.cpp:
	  
	  some adjustments in code

2006-12-21 01:19  Joseph Wang

	* [r8346] ql/Math/curve.hpp:
	  
	  fix include guards

2006-12-20 19:18  Francois du Vignaud

	* [r8345] ql/Volatilities/sabrinterpolatedsmilesection.hpp:
	  
	  method is no longer an argument of SabrInterpolatedSmileSection
	  class, Simplex method is always used now

2006-12-20 14:38  Francois du Vignaud

	* [r8344] ql/Math/sabrinterpolation.hpp:
	  
	  SABRInterpolationImpl Forward value is stored as a reference, as a
	  result QuantLibAddin::SABRInterpolation has a new data member to
	  store this value
	  The forward value test is done during the calculate() method and not
	  at construction time since this value might not be inititalized yet
	  SABRInterpolation and SABRInterpolationImpl have a new boolean
	  arguement indicating if the calculate method should be called at the
	  end of the construction of SABRInterpolationImpl

2006-12-20 14:29  Francois du Vignaud

	* [r8343] QuantLib_vc8.vcproj,
	  ql/Volatilities/sabrinterpolatedsmilesection.hpp:
	  
	  new SabrInterpolatedClass added

2006-12-20 08:33  Luigi Ballabio

	* [r8342] ql/Math/curve.hpp, ql/Math/domain.hpp,
	  ql/Math/sabrinterpolation.hpp,
	  ql/Quotes/futuresconvadjustmentquote.cpp:
	  
	  Fixed for gcc

2006-12-19 19:09  Francois du Vignaud

	* [r8341] ql/Math/sabrinterpolation.hpp:
	  
	  SabrInterpolation is constructed with a const reference to the
	  forward rate value

2006-12-19 19:09  Francois du Vignaud

	* [r8340] ql/Volatilities/interpolatedsmilesection.hpp:
	  
	  exercise time is accessed through an accessor not directly

2006-12-19 15:10  Ferdinando Ametrano

	* [r8339] ql/prices.hpp:
	  
	  bug fix

2006-12-19 11:40  Ferdinando Ametrano

	* [r8338] ql/prices.cpp, ql/prices.hpp:
	  
	  MidRobust renamed as MidSafe

2006-12-18 18:51  Joseph Wang

	* [r8337] ql/Math/surface.cpp, ql/Math/surface.hpp:
	  
	  change surface from naked pointer to boost shared pointer

2006-12-18 09:23  Marco Bianchetti

	* [r8336] QuantLib.vcproj:
	  
	  VC7 catching up

2006-12-18 08:00  Luigi Ballabio

	* [r8335] ql/Quotes/Makefile.am, ql/Quotes/all.hpp:
	  
	  *** empty log message ***

2006-12-15 16:37  Ferdinando Ametrano

	* [r8334] ql/Volatilities/interpolatedsmilesection.hpp:
	  
	  interpolation is updated during perform calculation

2006-12-15 15:31  Ferdinando Ametrano

	* [r8333] QuantLib_vc8.vcproj:
	  
	  *** empty log message ***

2006-12-15 15:25  Giorgio Facchinetti

	* [r8332] ql/Quotes/futuresconvadjustmentquote.hpp:
	  
	  *** empty log message ***

2006-12-15 13:31  Giorgio Facchinetti

	* [r8331] QuantLib_vc8.vcproj, ql/Quotes/derivedquote.cpp,
	  ql/Quotes/derivedquote.hpp,
	  ql/Quotes/futuresconvadjustmentquote.cpp,
	  ql/Quotes/futuresconvadjustmentquote.hpp:
	  
	  *** empty log message ***

2006-12-15 09:52  Ferdinando Ametrano

	* [r8330] ql/Quotes/derivedquote.cpp, ql/Quotes/derivedquote.hpp:
	  
	  work in progress

2006-12-14 16:02  Chiara Fornarola

	* [r8329] ql/Instruments/bond.cpp, ql/Instruments/bond.hpp:
	  
	  reverting back wrong changes

2006-12-14 16:00  Giorgio Facchinetti

	* [r8328] ql/Quotes/derivedquote.cpp, ql/Quotes/derivedquote.hpp:
	  
	  Added FuturesConvAdjustmentQuote

2006-12-14 10:24  Giorgio Facchinetti

	* [r8327] ql/Volatilities/interpolatedsmilesection.hpp:
	  
	  fixed bug

2006-12-14 09:19  Giorgio Facchinetti

	* [r8326] test-suite/cms.cpp:
	  
	  changed initial guess for sabr calibration

2006-12-14 08:31  Francois du Vignaud

	* [r8325] ql/Calendars/jointcalendar.hpp:
	  
	  redudant include removed

2006-12-13 21:24  Ferdinando Ametrano

	* [r8324] ql/userconfig.hpp:
	  
	  new default

2006-12-13 21:23  Ferdinando Ametrano

	* [r8323] ql/Quotes/simplequote.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/quote.hpp:
	  
	  1) allowing creation of SimpleQuote with no value
	  2) ensuring that SimpleQuote always returns a proper value()
	  3) removing redundant Futures check

2006-12-13 19:25  Ferdinando Ametrano

	* [r8322] ql/TermStructures/piecewiseyieldcurve.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  ensuring valid futures price

2006-12-13 17:48  Francois du Vignaud

	* [r8321] ql/Quotes/derivedquote.cpp, ql/Quotes/derivedquote.hpp:
	  
	  guess bug fixed

2006-12-13 16:10  Ferdinando Ametrano

	* [r8320] ql/Quotes/derivedquote.cpp, ql/Quotes/derivedquote.hpp:
	  
	  *** empty log message ***

2006-12-13 11:47  Ferdinando Ametrano

	* [r8319] ql/Indexes/all.hpp, ql/Indexes/xibor.hpp:
	  
	  *** empty log message ***

2006-12-13 11:06  Giorgio Facchinetti

	* [r8318] ql/Volatilities/swaptionvolcube1.cpp,
	  ql/Volatilities/swaptionvolcube1.hpp:
	  
	  fixed bug

2006-12-13 10:42  Giorgio Facchinetti

	* [r8317] ql/Volatilities/smilesection.cpp:
	  
	  fixed bug

2006-12-12 21:10  Joseph Wang

	* [r8316] ql/Indexes/all.hpp:
	  
	  include xibor.hpp

2006-12-12 19:28  Francois du Vignaud

	* [r8315] ql/Quotes/derivedquote.cpp:
	  
	  bug fixed
	  error handling improved

2006-12-12 18:52  Ferdinando Ametrano

	* [r8314] ql/calendar.hpp, ql/currency.cpp, ql/currency.hpp,
	  ql/daycounter.hpp:
	  
	  1) removing useless code, formatting, etc.
	  2) std::ostream& operator<<(std::ostream&, const Currency&) returns
	  just the code()

2006-12-12 17:37  Ferdinando Ametrano

	* [r8313] ql/TermStructures/piecewiseyieldcurve.hpp:
	  
	  fixed just introduced bug

2006-12-12 13:35  Luigi Ballabio

	* [r8312] ql/Quotes, ql/Quotes/.cvsignore:
	  
	  *** empty log message ***

2006-12-11 21:47  Joseph Wang

	* [r8311] ql/Makefile.am, ql/Quotes/Makefile.am:
	  
	  fix quotes

2006-12-11 17:57  Ferdinando Ametrano

	* [r8310] ql/Volatilities/swaptionvolcube2.cpp:
	  
	  switching to standard deviation instead of vol

2006-12-11 17:07  Ferdinando Ametrano

	* [r8309] ql/Quotes/derivedquote.cpp:
	  
	  bug fix

2006-12-11 17:07  Ferdinando Ametrano

	* [r8308] ql/Volatilities/interpolatedsmilesection.hpp:
	  
	  switching to standard deviation instead of vol

2006-12-11 15:29  Ferdinando Ametrano

	* [r8307] QuantLib.vcproj:
	  
	  VC7 catching up

2006-12-11 15:09  Chiara Fornarola

	* [r8306] ql/Instruments/forward.hpp, ql/Instruments/payoffs.cpp,
	  ql/Instruments/payoffs.hpp, ql/PricingEngines/blackcalculator.cpp,
	  ql/payoff.hpp:
	  
	  fixed some payoff, added new ones

2006-12-11 14:48  Chiara Fornarola

	* [r8305] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/FRA/FRA.cpp, Examples/Swap/swapvaluation.cpp:
	  
	  renamed Xibor as IborIndex

2006-12-11 14:18  Ferdinando Ametrano

	* [r8304] QuantLib_vc8.vcproj, ql/Quotes/derivedquote.cpp,
	  ql/Quotes/derivedquote.hpp:
	  
	  introduced EurodollarFuturesImpliedStdDevQuote

2006-12-11 14:02  Luigi Ballabio

	* [r8303] ql/Indexes/Makefile.am, ql/Indexes/core.hpp,
	  ql/MarketModels/Models/Makefile.am, ql/MarketModels/Models/all.hpp,
	  ql/Math/Makefile.am, ql/Math/all.hpp, ql/Volatilities/Makefile.am,
	  ql/Volatilities/all.hpp:
	  
	  *** empty log message ***

2006-12-11 10:32  Ferdinando Ametrano

	* [r8302] test-suite/integrals.cpp:
	  
	  moving abcd into Volatilities folder

2006-12-11 10:03  Ferdinando Ametrano

	* [r8301] ql/userconfig.hpp:
	  
	  *** empty log message ***

2006-12-11 09:44  Ferdinando Ametrano

	* [r8300] QuantLib.vcproj, ql/userconfig.hpp:
	  
	  VC7 catching up

2006-12-11 09:37  Ferdinando Ametrano

	* [r8299] ql/userconfig.hpp:
	  
	  *** empty log message ***

2006-12-11 09:36  Ferdinando Ametrano

	* [r8298] QuantLib_vc8.vcproj, ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp, ql/Indexes/cdor.hpp,
	  ql/Indexes/core.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/euriborswapfixa.cpp, ql/Indexes/euriborswapfixifr.cpp,
	  ql/Indexes/eurliborswapfixa.cpp, ql/Indexes/eurliborswapfixb.cpp,
	  ql/Indexes/eurliborswapfixifr.cpp, ql/Indexes/iborindex.cpp,
	  ql/Indexes/iborindex.hpp, ql/Indexes/jibar.hpp,
	  ql/Indexes/libor.cpp, ql/Indexes/libor.hpp,
	  ql/Indexes/swapindex.cpp, ql/Indexes/swapindex.hpp,
	  ql/Indexes/tibor.hpp, ql/Indexes/trlibor.hpp, ql/Indexes/xibor.cpp,
	  ql/Indexes/xibor.hpp, ql/Indexes/zibor.hpp,
	  ql/Instruments/assetswap.cpp, ql/Instruments/assetswap.hpp,
	  ql/Instruments/bond.cpp, ql/Instruments/bond.hpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp,
	  ql/Instruments/forwardrateagreement.cpp,
	  ql/Instruments/forwardrateagreement.hpp,
	  ql/Instruments/makecapfloor.cpp, ql/Instruments/makecapfloor.hpp,
	  ql/Instruments/makecms.cpp, ql/Instruments/makecms.hpp,
	  ql/Instruments/makevanillaswap.cpp,
	  ql/Instruments/makevanillaswap.hpp, ql/Instruments/vanillaswap.cpp,
	  ql/Instruments/vanillaswap.hpp, ql/Processes/lfmprocess.cpp,
	  ql/Processes/lfmprocess.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/Volatilities/capstripper.cpp,
	  ql/Volatilities/capstripper.hpp, ql/userconfig.hpp,
	  test-suite/bermudanswaption.cpp, test-suite/bonds.cpp,
	  test-suite/capfloor.cpp, test-suite/capflooredcoupon.cpp,
	  test-suite/capstripper.cpp, test-suite/cms.cpp,
	  test-suite/compoundforward.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/shortratemodels.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/termstructures.cpp:
	  
	  renamed Xibor as IborIndex

2006-12-11 09:34  Ferdinando Ametrano

	* [r8297] ql/Volatilities/swaptionvolcube.cpp:
	  
	  deprecating SwapIndex::fixedLegFrequency in favor of
	  SwapIndex::fixedLegTenor

2006-12-11 09:33  Ferdinando Ametrano

	* [r8296] ql/Volatilities/smilesection.cpp,
	  ql/Volatilities/smilesection.hpp:
	  
	  removing constness

2006-12-11 09:32  Ferdinando Ametrano

	* [r8295] ql/Quotes/derivedquote.hpp, test-suite/quotes.cpp:
	  
	  renaming ImpliedStdevQuote into ImpliedStdDevQuote

2006-12-11 09:31  Ferdinando Ametrano

	* [r8294] ql/MarketModels/Models/abcd.cpp,
	  ql/MarketModels/Models/abcd.hpp,
	  ql/MarketModels/Models/expcorrabcdvol.hpp, ql/Volatilities/abcd.cpp,
	  ql/Volatilities/abcd.hpp:
	  
	  moving abcd into Volatilities folder

2006-12-11 09:29  Ferdinando Ametrano

	* [r8293] ql/MonteCarlo/getcovariance.cpp,
	  ql/MonteCarlo/getcovariance.hpp:
	  
	  cleaning up descriptions and implementation

2006-12-11 09:04  Francois du Vignaud

	* [r8292] QuantLib.dev:
	  
	  surface sources added
	  swaptionVolCubeBySabr removed

2006-12-11 08:45  Francois du Vignaud

	* [r8291] QuantLib_vc8.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  surface sources added

2006-12-11 03:26  Joseph Wang

	* [r8290] ql/Math/Makefile.am, ql/Math/all.hpp, ql/Math/curve.hpp,
	  ql/Math/domain.hpp, ql/Math/makefile.mak, ql/Math/surface.cpp,
	  ql/Math/surface.hpp, test-suite/Makefile.am,
	  test-suite/quantlibtestsuite.cpp, test-suite/surface.cpp,
	  test-suite/surface.hpp:
	  
	  add surface/curve interface

2006-12-11 03:21  Joseph Wang

	* [r8289] test-suite/quotes.cpp:
	  
	  fix variable so that it is not named the same as a type

2006-12-07 13:09  Francois du Vignaud

	* [r8288] ql/Quotes/derivedquote.hpp, test-suite/quotes.cpp:
	  
	  FowardValueQuote renamed into ForwardValueQuote
	  ForwardValueQuote and ImpliedStdevQuote exposed to Excel

2006-12-06 18:41  Francois du Vignaud

	* [r8287] ql/Quotes/derivedquote.hpp:
	  
	  uneeded blank lines removed

2006-12-06 17:17  Francois du Vignaud

	* [r8286] test-suite/quotes.cpp:
	  
	  ImpliedStdevQuote is tested now

2006-12-06 17:15  Francois du Vignaud

	* [r8285] ql/Indexes/xibor.cpp:
	  
	  observer behavior bug fixed

2006-12-06 15:40  Luigi Ballabio

	* [r8284] configure.ac, ql/CashFlows/Makefile.am, ql/Makefile.am,
	  ql/Quotes, ql/Quotes/.cvsignore, ql/Quotes/Makefile.am,
	  ql/Quotes/all.hpp, ql/Quotes/derivedquote.hpp,
	  ql/Volatilities/Makefile.am, ql/Volatilities/all.hpp,
	  ql/Volatilities/interpolatedsmilesection.hpp,
	  ql/Volatilities/smilesection.cpp, ql/Volatilities/smilesection.hpp,
	  ql/quantlib.hpp, test-suite/Makefile.am,
	  test-suite/capflooredcoupon.cpp:
	  
	  Fixed for gcc

2006-12-06 09:12  Ferdinando Ametrano

	* [r8283] QuantLib.vcproj, test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2006-12-05 17:32  Francois du Vignaud

	* [r8282] ql/Quotes/compositequote.hpp, ql/Quotes/derivedquote.hpp,
	  ql/Quotes/simplequote.hpp, test-suite/quotes.cpp,
	  test-suite/quotes.hpp:
	  
	  FowardValueQuote and ImpliedStdevQuote classes implemented
	  FowardValueQuote is tested but not ImpliedStdevQuote yet
	  backward compatibility quote definition fixes

2006-12-05 17:10  Ferdinando Ametrano

	* [r8281] test-suite/quotes.cpp:
	  
	  *** empty log message ***

2006-12-05 15:41  Francois du Vignaud

	* [r8280] test-suite/bonds.cpp:
	  
	  backward compatibility of quotes definition ensured

2006-12-05 14:49  Ferdinando Ametrano

	* [r8279] ql/userconfig.hpp:
	  
	  fixed back

2006-12-05 14:46  Francois du Vignaud

	* [r8278] QuantLib_vc8.vcproj, ql/Instruments/capfloor.hpp,
	  ql/Instruments/oneassetoption.hpp, ql/Instruments/swaption.hpp,
	  ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Quotes/compositequote.hpp,
	  ql/Quotes/derivedquote.hpp, ql/Quotes/simplequote.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseyieldcurve.cpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/capletconstantvol.hpp,
	  ql/Volatilities/interpolatedsmilesection.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/swaptionvolmatrix.cpp, ql/quote.hpp,
	  ql/userconfig.hpp, test-suite/instruments.cpp,
	  test-suite/operators.cpp, test-suite/pathgenerator.cpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/quotes.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp,
	  test-suite/termstructures.cpp:
	  
	  backward compatibility of quotes definition ensured

2006-12-05 14:14  Francois du Vignaud

	* [r8277] ql/schedule.hpp:
	  
	  redundant inclusion pruned

2006-12-05 14:01  Ferdinando Ametrano

	* [r8276] ql/Calendars/china.cpp:
	  
	  fixed bug

2006-12-05 13:00  Francois du Vignaud

	* [r8275] ql/currency.hpp:
	  
	  redundant inclusion pruned

2006-12-05 10:44  Francois du Vignaud

	* [r8274] ql/interestrate.cpp:
	  
	  redundant inclusions pruned

2006-12-05 10:28  Ferdinando Ametrano

	* [r8273] ql/Quotes, ql/Quotes/simplequote.hpp:
	  
	  moving Quotes in their own folder

2006-12-05 10:18  Ferdinando Ametrano

	* [r8272] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/Instruments/capfloor.hpp, ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/swaption.hpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseyieldcurve.cpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/capletconstantvol.hpp,
	  ql/Volatilities/interpolatedsmilesection.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/swaptionvolmatrix.cpp, ql/quote.hpp,
	  test-suite/bonds.cpp, test-suite/instruments.cpp,
	  test-suite/operators.cpp, test-suite/pathgenerator.cpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/quotes.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  *** empty log message ***

2006-12-04 16:22  Cristina Duminuco

	* [r8271] test-suite/capflooredcoupon.hpp:
	  
	  modified comment

2006-12-04 16:15  Cristina Duminuco

	* [r8270] test-suite/capflooredcoupon.cpp,
	  test-suite/capflooredcoupon.hpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  Tests work (high tolerances!), conventions have to be checked.

2006-12-04 16:14  Cristina Duminuco

	* [r8269] QuantLib_vc8.vcproj, ql/CashFlows/capflooredcoupon.cpp,
	  ql/CashFlows/capflooredcoupon.hpp, ql/CashFlows/capfloorlet.cpp,
	  ql/CashFlows/capfloorlet.hpp, ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp:
	  
	  A very first version of Capped-Floored Floating Rate coupon vector

2006-12-04 16:00  Giorgio Facchinetti

	* [r8268] ql/Volatilities/smilesection.cpp,
	  ql/Volatilities/smilesection.hpp,
	  ql/Volatilities/swaptionvolcube1.cpp:
	  
	  forward value in SabrSmileSection signature

2006-12-04 15:17  Francois du Vignaud

	* [r8267] ql/Volatilities/interpolatedsmilesection.hpp:
	  
	  InterpolatedSmileSection default template parameter is Linear now

2006-12-04 14:46  Francois du Vignaud

	* [r8266] ql/discretizedasset.hpp, ql/settings.hpp:
	  
	  redundant inclusions pruned

2006-12-04 14:35  Ferdinando Ametrano

	* [r8265] ql/Volatilities/smilesection.cpp,
	  ql/Volatilities/smilesection.hpp:
	  
	  minor changes

2006-12-04 11:13  Giorgio Facchinetti

	* [r8263] ql/Volatilities/swaptionvolcube2.cpp:
	  
	  bug fixed

2006-12-04 10:03  Giorgio Facchinetti

	* [r8262] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  exported optimization method for cms market calibration

2006-12-04 09:04  Giorgio Facchinetti

	* [r8261] ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcube1.hpp,
	  ql/Volatilities/swaptionvolcube2.hpp:
	  
	  minor change

2006-12-01 21:07  Ferdinando Ametrano

	* [r8260] ql/CashFlows/conundrumpricer.hpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp,
	  ql/Volatilities/capstripper.cpp, ql/Volatilities/capstripper.hpp,
	  ql/Volatilities/interpolatedsmilesection.hpp,
	  ql/Volatilities/smilesection.cpp, ql/Volatilities/smilesection.hpp,
	  ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcube1.cpp,
	  ql/Volatilities/swaptionvolcube1.hpp,
	  ql/Volatilities/swaptionvolcube2.cpp,
	  ql/Volatilities/swaptionvolcube2.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp,
	  test-suite/capstripper.cpp:
	  
	  1) SmileSectionInterface renamed SmileSection
	  2) SabrSmileSection signature changed

2006-12-01 19:54  Ferdinando Ametrano

	* [r8259] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/Volatilities/Makefile.am, ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp, ql/Volatilities/makefile.mak,
	  ql/Volatilities/swaptionvolcube1.cpp,
	  ql/Volatilities/swaptionvolcube1.hpp,
	  ql/Volatilities/swaptionvolcube2.cpp,
	  ql/Volatilities/swaptionvolcube2.hpp,
	  ql/Volatilities/swaptionvolcubebylinear.cpp,
	  ql/Volatilities/swaptionvolcubebylinear.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp, test-suite/cms.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  renamed
	  1) SwaptionVolCubeBySabr as SwaptionVol1
	  2) SwaptionVolCubeByLinear as SwaptionVol2

2006-12-01 19:34  Ferdinando Ametrano

	* [r8258] ql/Volatilities/capletvolatilitiesstructures.cpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp,
	  ql/Volatilities/capstripper.cpp,
	  ql/Volatilities/interpolatedsmilesection.hpp,
	  ql/Volatilities/smilesection.cpp, ql/Volatilities/smilesection.hpp,
	  ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvolcubebylinear.cpp,
	  ql/Volatilities/swaptionvolcubebylinear.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp, test-suite/capstripper.cpp,
	  test-suite/cms.cpp, test-suite/swaptionvolatilitycube.cpp:
	  
	  SmileSection refactoring

2006-12-01 16:54  Francois du Vignaud

	* [r8257] ql/Volatilities/interpolatedsmilesection.hpp:
	  
	  bug fixed

2006-12-01 16:45  Francois du Vignaud

	* [r8256] QuantLib.dev, QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/Volatilities/interpolatedsmilesection.hpp:
	  
	  GenrericInterpolatedSmileSection class added ( should replace
	  InterpolatedSmileSection later on ...)
	  Luigi: We have copied the PiecewiseYieldCurve class using a
	  interpolation factory as a template argument. I don't understand why
	  do we templatize the factory since the factory is already
	  abstracting out the interpolation (I hope this will be clear
	  enough).

2006-12-01 15:28  Francois du Vignaud

	* [r8255] ql/Math/sabrinterpolation.hpp:
	  
	  SABR factory added

2006-12-01 15:27  Francois du Vignaud

	* [r8254] ql/Volatilities/capletvolatilitiesstructures.cpp:
	  
	  -bug fixed
	  -extrapolation enabling to be fixed

2006-12-01 14:13  Ferdinando Ametrano

	* [r8253] ql/TermStructures/ratehelpers.cpp:
	  
	  additional checks

2006-12-01 09:49  Giorgio Facchinetti

	* [r8252] ql/Volatilities/cmsmarket.cpp:
	  
	  bug fixed

2006-12-01 08:43  Luigi Ballabio

	* [r8251] ql/Optimization/Makefile.am, ql/Optimization/criteria.cpp,
	  ql/Volatilities/capstripper.cpp, ql/yieldtermstructure.hpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  *** empty log message ***

2006-12-01 02:45  Joseph Wang

	* [r8250] ql/Optimization/Makefile.am, ql/Volatilities/Makefile.am:
	  
	  change .am files to match new files

2006-11-30 15:17  Chiara Fornarola

	* [r8249] ql/TermStructures/ratehelpers.cpp:
	  
	  ensured convexity quote greater than zero

2006-11-29 18:47  Ferdinando Ametrano

	* [r8248] ql/TermStructures/forwardstructure.hpp,
	  ql/TermStructures/zeroyieldstructure.hpp,
	  ql/Volatilities/smilesection.hpp, ql/capvolstructures.hpp,
	  ql/swaptionvolstructure.hpp, ql/termstructure.hpp,
	  ql/voltermstructure.hpp, ql/yieldtermstructure.hpp:
	  
	  using Actual365Fixed as default DayCounter

2006-11-29 18:46  Ferdinando Ametrano

	* [r8247] ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/piecewisezerospreadedtermstructure.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp:
	  
	  bug fix (accessing empty Handle)

2006-11-29 18:46  Ferdinando Ametrano

	* [r8246] ql/handle.hpp:
	  
	  exception thrown when dereferencing empty Handle.
	  Luigi: is it OK or am I missing something?

2006-11-29 18:46  Ferdinando Ametrano

	* [r8245] ql/Math/sabrinterpolation.hpp:
	  
	  restoring previous values

2006-11-29 18:30  Ferdinando Ametrano

	* [r8244] test-suite/marketmodel.cpp:
	  
	  formatting

2006-11-29 17:17  Ferdinando Ametrano

	* [r8243] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/MarketModels/Models/abcd.cpp, ql/MarketModels/Models/abcd.hpp,
	  ql/Math/pseudosqrt.cpp, ql/Math/sabrinterpolation.hpp,
	  ql/Optimization/armijo.cpp, ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp, ql/Optimization/criteria.cpp,
	  ql/Optimization/criteria.hpp,
	  ql/Optimization/levenbergmarquardt.cpp,
	  ql/Optimization/levenbergmarquardt.hpp,
	  ql/Optimization/linesearch.cpp, ql/Optimization/linesearch.hpp,
	  ql/Optimization/linesearchbasedmethod.cpp,
	  ql/Optimization/linesearchbasedmethod.hpp,
	  ql/Optimization/method.cpp, ql/Optimization/method.hpp,
	  ql/Optimization/problem.hpp, ql/Optimization/simplex.cpp,
	  ql/Optimization/simplex.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp, ql/ShortRateModels/model.cpp,
	  ql/ShortRateModels/model.hpp, ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/sabr.cpp, test-suite/marketmodel.cpp,
	  test-suite/shortratemodels.cpp:
	  
	  1) major (even if only partial) refactoring of the Optimization
	  framework (LevenbergMarquardt
	  has never been in the framework and it is not yet)
	  2) SABR refactoring

2006-11-29 16:13  Giorgio Facchinetti

	* [r8242] test-suite/cms.cpp:
	  
	  bug fixed

2006-11-28 20:39  Ferdinando Ametrano

	* [r8241] ql/Volatilities/sabr.cpp, ql/Volatilities/sabr.hpp:
	  
	  1) SABR optimization refactored and improved
	  2) SABR functions moved into their own file

2006-11-28 11:48  Francois du Vignaud

	* [r8240] test-suite/capstripper.cpp:
	  
	  code cleaning up

2006-11-28 11:19  Ferdinando Ametrano

	* [r8239] test-suite/swaption.cpp:
	  
	  revisited test now using MakeVanillaSwap

2006-11-28 11:18  Ferdinando Ametrano

	* [r8238] ql/Volatilities/capstripper.cpp:
	  
	  improved error message

2006-11-28 11:17  Ferdinando Ametrano

	* [r8237] ql/swaptionvolstructure.hpp:
	  
	  one more check

2006-11-28 11:13  Ferdinando Ametrano

	* [r8236] ql/Instruments/makevanillaswap.cpp,
	  ql/Instruments/makevanillaswap.hpp:
	  
	  added withType method

2006-11-28 11:12  Ferdinando Ametrano

	* [r8235] ql/CashFlows/analysis.cpp, ql/CashFlows/analysis.hpp:
	  
	  more generic behaviour for the atmRate method

2006-11-28 10:18  Francois du Vignaud

	* [r8234] ql/Volatilities/capstripper.cpp:
	  
	  Excel guess bug fixed

2006-11-28 10:16  Francois du Vignaud

	* [r8233] ql/Volatilities/capletvolatilitiesstructures.cpp:
	  
	  bug fixed

2006-11-28 09:54  Giorgio Facchinetti

	* [r8232] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  *** empty log message ***

2006-11-27 18:59  Ferdinando Ametrano

	* [r8231] ql/TermStructures/zeroyieldstructure.hpp,
	  ql/capvolstructures.hpp, ql/voltermstructure.hpp,
	  ql/yieldtermstructure.hpp:
	  
	  backward compatible default constructor

2006-11-27 18:35  Ferdinando Ametrano

	* [r8230] ql/userconfig.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  restoring proper files... sorry

2006-11-27 18:29  Ferdinando Ametrano

	* [r8229] ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardcurve.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/forwardstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp,
	  ql/TermStructures/piecewisezerospreadedtermstructure.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/TermStructures/zeroyieldstructure.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/capletconstantvol.hpp,
	  ql/Volatilities/capletvariancecurve.hpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.cpp, ql/capvolstructures.hpp,
	  ql/userconfig.hpp, ql/voltermstructure.hpp,
	  ql/yieldtermstructure.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2006-11-27 18:28  Ferdinando Ametrano

	* [r8228] ql/Volatilities/swaptionvolmatrix.cpp:
	  
	  deprecated code catching up...

2006-11-27 18:04  Ferdinando Ametrano

	* [r8227] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp:
	  
	  added discretized Swaption Vol structure (intermediate) class

2006-11-27 17:34  Ferdinando Ametrano

	* [r8226] ql/Volatilities/swaptionvoldiscrete.cpp,
	  ql/Volatilities/swaptionvoldiscrete.hpp:
	  
	  added discretized Swaption Vol structure (intermediate) class

2006-11-27 17:09  Ferdinando Ametrano

	* [r8225] ql/termstructure.hpp:
	  
	  adding dayCounter to TermStructure base class

2006-11-27 15:09  Marco Bianchetti

	* [r8224] ql/Instruments/forwardrateagreement.cpp:
	  
	  Exported method qlFRAisExpired

2006-11-27 14:17  Marco Bianchetti

	* [r8223] ql/Instruments/forwardrateagreement.cpp:
	  
	  Vary small adjustments in comments

2006-11-27 14:03  Marco Bianchetti

	* [r8222] ql/Instruments/forwardrateagreement.hpp:
	  
	  Vary small adjustments in comments

2006-11-24 16:15  Ferdinando Ametrano

	* [r8220] ql/swaptionvolstructure.hpp:
	  
	  using virtual public method instead of private data member

2006-11-24 16:15  Ferdinando Ametrano

	* [r8219] ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  error formatting

2006-11-24 16:00  Giorgio Facchinetti

	* [r8218] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  *** empty log message ***

2006-11-24 14:17  Giorgio Facchinetti

	* [r8217] ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebylinear.cpp,
	  ql/Volatilities/swaptionvolcubebylinear.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp,
	  test-suite/swaptionvolatilitymatrix.cpp:
	  
	  *** empty log message ***

2006-11-24 09:35  Ferdinando Ametrano

	* [r8216] ql/Indexes/euriborswapfixa.cpp,
	  ql/Indexes/euriborswapfixa.hpp, ql/Indexes/euriborswapfixifr.cpp,
	  ql/Indexes/euriborswapfixifr.hpp, ql/Indexes/eurliborswapfixa.cpp,
	  ql/Indexes/eurliborswapfixa.hpp, ql/Indexes/eurliborswapfixb.cpp,
	  ql/Indexes/eurliborswapfixb.hpp, ql/Indexes/eurliborswapfixifr.cpp,
	  ql/Indexes/eurliborswapfixifr.hpp:
	  
	  fixed 1Y swap indexes (vs 3M instead of vs 6M)

2006-11-24 09:16  Giorgio Facchinetti

	* [r8215] ql/CashFlows/cmscoupon.hpp,
	  ql/CashFlows/conundrumpricer.cpp, ql/CashFlows/conundrumpricer.hpp,
	  ql/Volatilities/smilesection.hpp,
	  ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebylinear.cpp,
	  ql/Volatilities/swaptionvolcubebylinear.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp:
	  
	  *** empty log message ***

2006-11-22 16:31  Ferdinando Ametrano

	* [r8214] ql/yieldtermstructure.hpp:
	  
	  added period based method

2006-11-22 11:05  Ferdinando Ametrano

	* [r8213] test-suite/marketmodel.cpp:
	  
	  changed looping order (factors before measure)

2006-11-22 10:58  Giorgio Facchinetti

	* [r8212] ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebylinear.cpp,
	  ql/Volatilities/swaptionvolcubebylinear.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp:
	  
	  *** empty log message ***

2006-11-22 10:20  Luigi Ballabio

	* [r8211] ql/CashFlows/conundrumpricer.cpp:
	  
	  Fixes for gcc

2006-11-21 18:51  Francois du Vignaud

	* [r8210] test-suite/marketmodel.cpp:
	  
	  testMultiStepForwardsAndOptionlets reenabled

2006-11-21 18:49  Francois du Vignaud

	* [r8209] test-suite/marketmodel.cpp:
	  
	  testMultiStepCoterminalSwapsAndSwaptions errorThreshold increased

2006-11-21 18:48  Francois du Vignaud

	* [r8208] ql/Volatilities/capletvolatilitiesstructures.cpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp,
	  ql/Volatilities/capstripper.cpp:
	  
	  HybridCapletVolatilityStructure to be used constructed with a
	  boost::shared_ptr<SmileSectionsVolStructure> instead of
	  boost::shared_ptr<CapletVolatilityStructure>
	  
	  CapsStripper: error handling improved (the cap tenor and strike are
	  reported in the error message in case of bootstrap failure)

2006-11-21 18:33  Francois du Vignaud

	* [r8207] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  testMultiStepCoterminalSwapsAndSwaptions implemented
	  swaption test not finished yet

2006-11-21 18:31  Francois du Vignaud

	* [r8206] ql/MarketModels/curvestate.cpp:
	  
	  bug fix

2006-11-21 14:01  Giorgio Facchinetti

	* [r8205] test-suite/swaptionvolatilitycube.cpp:
	  
	  *** empty log message ***

2006-11-21 13:53  Giorgio Facchinetti

	* [r8204] ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  *** empty log message ***

2006-11-21 13:46  Giorgio Facchinetti

	* [r8203] ql/Volatilities/swaptionvolcubebysabr.cpp,
	  test-suite/cms.cpp:
	  
	  Require in sabrcalibration method of swaptionvolcubebysabr

2006-11-21 09:31  Giorgio Facchinetti

	* [r8202] ql/Optimization/simplex.cpp, ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  *** empty log message ***

2006-11-21 08:10  Giorgio Facchinetti

	* [r8201] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/CashFlows/cmscoupon.cpp,
	  ql/CashFlows/cmscoupon.hpp, ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp, ql/Instruments/makecms.cpp,
	  ql/Instruments/makecms.hpp, ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp, test-suite/cms.cpp:
	  
	  cms pricer

2006-11-17 21:01  Ferdinando Ametrano

	* [r8200] test-suite/testsuite.vcproj:
	  
	  removing benchmark from VC7 project as it doesn't compile

2006-11-17 20:45  Ferdinando Ametrano

	* [r8199] ql/MarketModels/utilities.cpp:
	  
	  *** empty log message ***

2006-11-17 15:59  Ferdinando Ametrano

	* [r8198] ql/Indexes/interestrateindex.cpp,
	  ql/Volatilities/capletvolatilitiesstructures.cpp:
	  
	  *** empty log message ***

2006-11-17 15:36  Luigi Ballabio

	* [r8197]
	  ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.cpp,
	  ql/MarketModels/Products/MultiStep/all.hpp,
	  ql/MarketModels/Products/OneStep/all.hpp,
	  ql/Volatilities/capletvolatilitiesstructures.cpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp,
	  ql/Volatilities/capstripper.cpp, ql/termstructure.hpp,
	  test-suite/Makefile.am:
	  
	  Fixes for gcc

2006-11-17 14:29  Ferdinando Ametrano

	* [r8196] ql/Indexes/interestrateindex.cpp:
	  
	  fixed bug

2006-11-17 14:28  Ferdinando Ametrano

	* [r8195] ql/PricingEngines/blackcalculator.hpp,
	  ql/PricingEngines/blackscholescalculator.hpp:
	  
	  improved comments

2006-11-17 14:16  Francois du Vignaud

	* [r8194] ql/Volatilities/capstripper.cpp,
	  ql/Volatilities/capstripper.hpp, test-suite/capstripper.cpp:
	  
	  Capstripper class constructor argument :
	  const boost::shared_ptr<SmileSectionsVolStructure>
	  smileSectionsVolStructure
	  replaced by:
	  std::vector<boost::shared_ptr<SmileSectionInterface> >&
	  smileSectionInterfaces

2006-11-17 11:23  Francois du Vignaud

	* [r8193] test-suite/capstripper.cpp, test-suite/capstripper.hpp:
	  
	  strippedVolCapStrippingConsistency renamed to highPrecisionTest
	  test precision set to 1e-12

2006-11-17 11:15  Francois du Vignaud

	* [r8192] ql/Volatilities/capstripper.cpp,
	  ql/Volatilities/capstripper.hpp, test-suite/capstripper.cpp:
	  
	  FloatingLeg Helper class has been removed, makeCapFloor is used
	  instead
	  the following arguments have been removed:
	  capScheduleConvention, capScheduleFixingDays, calendar
	  since they are deduced by makeCapFloor
	  redudant includes pruned from test-suite\capsstripper.cpp

2006-11-17 11:07  Giorgio Facchinetti

	* [r8191] test-suite/cms.cpp:
	  
	  *** empty log message ***

2006-11-17 09:21  Francois du Vignaud

	* [r8190] ql/Volatilities/capletvolatilitiesstructures.cpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp,
	  ql/Volatilities/capstripper.cpp, ql/Volatilities/capstripper.hpp:
	  
	  new CapsStripper constructor provided
	  Smile Sections based CapletVolatilityStructure added

2006-11-17 09:00  Ferdinando Ametrano

	* [r8189] test-suite/marketmodel.cpp:
	  
	  bug fix

2006-11-16 15:09  Giorgio Facchinetti

	* [r8188] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  *** empty log message ***

2006-11-16 14:54  Ferdinando Ametrano

	* [r8187] test-suite/capfloor.cpp:
	  
	  *** empty log message ***

2006-11-16 14:45  Ferdinando Ametrano

	* [r8186] ql/Instruments/makecms.cpp,
	  ql/Instruments/makevanillaswap.cpp:
	  
	  bug fix

2006-11-16 14:40  Francois du Vignaud

	* [r8185]
	  ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.cpp,
	  ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaptions.cpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaptions.hpp,
	  test-suite/marketmodel.cpp:
	  
	  Payoff class used in market models product ...

2006-11-16 14:37  Ferdinando Ametrano

	* [r8184] ql/Instruments/makecms.cpp:
	  
	  temporary patch

2006-11-16 14:36  Francois du Vignaud

	* [r8183] ql/PricingEngines/blackformula.hpp:
	  
	  inlined blackItmProbability

2006-11-16 14:02  Ferdinando Ametrano

	* [r8182] ql/PricingEngines/blackcalculator.hpp,
	  ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackformula.hpp:
	  
	  improved comments and names

2006-11-16 11:44  Francois du Vignaud

	* [r8181] test-suite/swaptionvolatilitymatrix.cpp:
	  
	  bug fixed

2006-11-16 11:14  Ferdinando Ametrano

	* [r8180] test-suite/swaptionvolatilitymatrix.cpp,
	  test-suite/swaptionvolatilitymatrix.hpp:
	  
	  clean up

2006-11-16 08:17  Giorgio Facchinetti

	* [r8179] test-suite/swaptionvolatilitymatrix.cpp:
	  
	  bug fixed

2006-11-15 19:43  Ferdinando Ametrano

	* [r8178] test-suite/swaptionvolatilitymatrix.cpp:
	  
	  swaption vol matrix test moved into its own proper file

2006-11-15 19:42  Ferdinando Ametrano

	* [r8177] test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitycube.hpp,
	  test-suite/swaptionvolatilitymatrix.cpp,
	  test-suite/swaptionvolatilitymatrix.hpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  swaption vol matrix test moved into its own proper file

2006-11-15 17:49  Francois du Vignaud

	* [r8176] test-suite/Makefile.am:
	  
	  Swaption volatility matrix tests added

2006-11-15 17:39  Francois du Vignaud

	* [r8175] test-suite/testsuite.dev:
	  
	  Swaption volatility matrix tests added

2006-11-15 17:34  Ferdinando Ametrano

	* [r8174] test-suite/swaptionVolatilityMatrix.hpp,
	  test-suite/swaptionvolatilitymatrix.hpp:
	  
	  renaming to lower case

2006-11-15 17:20  Francois du Vignaud

	* [r8173] test-suite/testsuite.dev:
	  
	  Swaption volatility matrix tests added

2006-11-15 17:17  Ferdinando Ametrano

	* [r8172] test-suite/swaption.cpp:
	  
	  higher tolerance

2006-11-15 14:41  Giorgio Facchinetti

	* [r8171] ql/Volatilities/swaptionvolmatrix.cpp:
	  
	  bug fixed

2006-11-15 11:42  Ferdinando Ametrano

	* [r8170] test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2006-11-15 11:41  Ferdinando Ametrano

	* [r8169] ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  minor clean-up

2006-11-15 11:38  Ferdinando Ametrano

	* [r8168] ql/termstructure.hpp:
	  
	  moving_ upgrated to protected

2006-11-15 10:43  Francois du Vignaud

	* [r8167] test-suite/quantlibtestsuite.cpp,
	  test-suite/swaptionVolatilityMatrix.hpp,
	  test-suite/swaptionvolatilitymatrix.cpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  Swaption volatility matrix tests added

2006-11-15 09:29  Luigi Ballabio

	* [r8166] ql/Instruments/Makefile.am, ql/Instruments/makecms.cpp,
	  ql/MarketModels/Makefile.am, ql/MarketModels/all.hpp,
	  ql/MarketModels/curvestate.hpp, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/all.hpp, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/all.hpp, ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackformula.hpp, ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  Fixes for gcc

2006-11-14 17:24  Francois du Vignaud

	* [r8165] ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  SwaptionVolatlityMatrix lazy object inheritance implemented

2006-11-14 16:43  Ferdinando Ametrano

	* [r8164] test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-11-14 16:22  Marco Bianchetti

	* [r8163] QuantLib.vcproj:
	  
	  VC7 catching up

2006-11-14 15:16  Ferdinando Ametrano

	* [r8162] QuantLib_vc8.vcproj, ql/MarketModels/all.hpp,
	  ql/MarketModels/lsbasisfunctions.hpp,
	  ql/MarketModels/lsdatacollector.cpp,
	  ql/MarketModels/lsdatacollector.hpp,
	  ql/MarketModels/nodedataprovider.hpp,
	  ql/MarketModels/parametricexercise.hpp,
	  ql/MarketModels/parametricexerciseadapter.cpp,
	  ql/MarketModels/parametricexerciseadapter.hpp,
	  ql/MarketModels/parametricswapexercise.cpp,
	  ql/MarketModels/parametricswapexercise.hpp,
	  ql/MarketModels/proxygreekengine.cpp, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/all.hpp, ql/MonteCarlo/genericlsregression.cpp,
	  ql/MonteCarlo/genericlsregression.hpp,
	  ql/MonteCarlo/genericparametricearlyexercise.cpp,
	  ql/MonteCarlo/genericparametricearlyexercise.hpp,
	  ql/MonteCarlo/nodedata.hpp, test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-11-14 12:08  Cristina Duminuco

	* [r8161] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/Instruments/makecms.cpp:
	  
	  Modified order of inputs (from spread, gearing to grearing, spread
	  in CMSCouponVector, CMSZeroCouponVector, CMSInArrearsCouponVector.

2006-11-14 12:07  Giorgio Facchinetti

	* [r8160] QuantLib.vcproj:
	  
	  *** empty log message ***

2006-11-14 11:17  Giorgio Facchinetti

	* [r8159] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp:
	  
	  cms market calibration

2006-11-14 10:40  Ferdinando Ametrano

	* [r8158] test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-11-14 10:37  Ferdinando Ametrano

	* [r8157] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  Anderson lower bound test

2006-11-13 17:28  Francois du Vignaud

	* [r8156] ql/PricingEngines/blackformula.cpp:
	  
	  fix for stdev == 0

2006-11-13 16:13  Ferdinando Ametrano

	* [r8155] ql/MarketModels/TODO.txt:
	  
	  *** empty log message ***

2006-11-13 11:40  Ferdinando Ametrano

	* [r8154] ql/MarketModels/Evolvers/forwardrateconstrainedeuler.cpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  *** empty log message ***

2006-11-13 10:30  Ferdinando Ametrano

	* [r8153] ql/MarketModels/swapforwardmappings.cpp:
	  
	  *** empty log message ***

2006-11-13 09:09  Ferdinando Ametrano

	* [r8152] ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.cpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.cpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.cpp,
	  ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackformula.hpp, test-suite/batesmodel.cpp,
	  test-suite/hestonmodel.cpp:
	  
	  *** empty log message ***

2006-11-13 08:59  Ferdinando Ametrano

	* [r8151] QuantLib_vc8.vcproj, ql/PricingEngines/blackcalculator.cpp,
	  ql/PricingEngines/blackcalculator.hpp,
	  ql/PricingEngines/blackscholescalculator.cpp,
	  ql/PricingEngines/blackscholescalculator.hpp:
	  
	  adding BlackCalculator and BlackScholesCalculator

2006-11-13 08:58  Ferdinando Ametrano

	* [r8150] ql/Instruments/forward.hpp, ql/Instruments/payoffs.cpp,
	  ql/Instruments/payoffs.hpp, ql/payoff.hpp:
	  
	  extended Payoff interface with type() and description()

2006-11-13 08:54  Ferdinando Ametrano

	* [r8149] ql/option.hpp:
	  
	  capitalization

2006-11-13 08:42  Ferdinando Ametrano

	* [r8148] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  lower and upper bound test merged

2006-11-13 08:39  Ferdinando Ametrano

	* [r8147]
	  ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.cpp,
	  ql/MarketModels/swapforwardconversionmatrix.cpp:
	  
	  *** empty log message ***

2006-11-13 08:38  Ferdinando Ametrano

	* [r8146] ql/MarketModels/Evolvers/forwardrateconstrainedeuler.cpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp:
	  
	  switching to new CurveState constructor and methods

2006-11-13 08:37  Ferdinando Ametrano

	* [r8145] ql/MarketModels/Models/coterminaltoforwardadapter.cpp,
	  ql/MarketModels/Models/forwardtocoterminaladapter.cpp,
	  ql/MarketModels/curvestate.cpp, ql/MarketModels/curvestate.hpp,
	  ql/MarketModels/swapforwardmappings.cpp,
	  ql/MarketModels/swapforwardmappings.hpp:
	  
	  1) added coterminal swap rate (lazy evaluation)
	  2) refactored

2006-11-13 08:36  Ferdinando Ametrano

	* [r8144] ql/MarketModels/Models/expcorrabcdvol.cpp,
	  ql/MarketModels/Models/expcorrflatvol.cpp:
	  
	  added check numberOfRates_<=numberOfFactors_*numberOfSteps_

2006-11-13 08:22  Luigi Ballabio

	* [r8143] Docs/pages/license.docs, LICENSE.TXT, ql/date.cpp,
	  ql/date.hpp:
	  
	  *** empty log message ***

2006-11-11 04:05  Joseph Wang

	* [r8142] ql/MarketModels/Products/MultiStep/Makefile.am,
	  ql/MarketModels/Products/OneStep/Makefile.am:
	  
	  change .am files to work with new files

2006-11-11 00:02  Joseph Wang

	* [r8141] ql/Instruments/makecapfloor.cpp:
	  
	  capitalization

2006-11-10 17:58  Ferdinando Ametrano

	* [r8140] QuantLib.dev, QuantLib_vc8.vcproj,
	  ql/MarketModels/Products/MultiStep/multistepcaplets.cpp,
	  ql/MarketModels/Products/MultiStep/multistepcaplets.hpp,
	  ql/MarketModels/Products/MultiStep/multistepexoticcaplets.cpp,
	  ql/MarketModels/Products/MultiStep/multistepexoticcaplets.hpp,
	  ql/MarketModels/Products/MultiStep/multistepoptionlets.cpp,
	  ql/MarketModels/Products/MultiStep/multistepoptionlets.hpp,
	  ql/MarketModels/Products/OneStep/onestepcaplets.cpp,
	  ql/MarketModels/Products/OneStep/onestepcaplets.hpp,
	  ql/MarketModels/Products/OneStep/onestepoptionlets.cpp,
	  ql/MarketModels/Products/OneStep/onestepoptionlets.hpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  using Payoff to generalize from caplet to optionlet (cap, floor,
	  digital, etc)

2006-11-10 17:13  Ferdinando Ametrano

	* [r8139] test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-11-10 17:12  Ferdinando Ametrano

	* [r8138] ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackformula.hpp:
	  
	  removed duplicated functions

2006-11-10 17:10  Ferdinando Ametrano

	* [r8137] QuantLib.dev:
	  
	  updated

2006-11-10 17:09  Ferdinando Ametrano

	* [r8136] ql/MarketModels/upperboundengine.cpp:
	  
	  removed useless variable

2006-11-10 17:00  Ferdinando Ametrano

	* [r8135] ql/MarketModels/TODO.txt, test-suite/marketmodel.cpp:
	  
	  Mark Joshi's 5th week, day 3

2006-11-10 16:20  Ferdinando Ametrano

	* [r8134] QuantLib_vc8.vcproj,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.cpp,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.hpp,
	  ql/MarketModels/Products/MultiStep/multistepexoticcaplets.cpp,
	  ql/MarketModels/marketmodelconstrainedevolver.hpp,
	  ql/MarketModels/proxygreekengine.cpp,
	  ql/MarketModels/proxygreekengine.hpp, test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-11-10 15:56  Ferdinando Ametrano

	* [r8133] QuantLib_vc8.vcproj,
	  ql/MarketModels/Products/MultiStep/cashrebate.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcaplets.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcoinitialswaps.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaps.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaptions.hpp,
	  ql/MarketModels/Products/MultiStep/multistepexoticcaplets.cpp,
	  ql/MarketModels/Products/MultiStep/multistepexoticcaplets.hpp,
	  ql/MarketModels/Products/MultiStep/multistepforwards.hpp,
	  ql/MarketModels/Products/MultiStep/multistepswap.hpp,
	  ql/MarketModels/Products/OneStep/onestepcaplets.hpp,
	  ql/MarketModels/Products/OneStep/onestepcoinitialswaps.hpp,
	  ql/MarketModels/Products/OneStep/onestepcoterminalswaps.hpp,
	  ql/MarketModels/Products/OneStep/onestepforwards.hpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  added MultiStepExoticCaplets

2006-11-09 17:32  Ferdinando Ametrano

	* [r8132] QuantLib_vc8.vcproj,
	  ql/MarketModels/Models/coterminaltoforwardadapter.hpp,
	  ql/MarketModels/Models/forwardtocoterminaladapter.hpp,
	  ql/MarketModels/swapforwardmappings.cpp,
	  ql/MarketModels/swapforwardmappings.hpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel.hpp:
	  
	  Mark Joshi's 5th week, day 2

2006-11-09 16:51  Ferdinando Ametrano

	* [r8131] ql/MarketModels/Models/coterminaltoforwardadapter.cpp,
	  ql/MarketModels/Models/coterminaltoforwardadapter.hpp,
	  ql/MarketModels/Models/forwardtocoterminaladapter.cpp,
	  ql/MarketModels/Models/forwardtocoterminaladapter.hpp,
	  ql/MarketModels/swapforwardmappings.cpp,
	  ql/MarketModels/swapforwardmappings.hpp,
	  ql/MarketModels/upperboundengine.cpp:
	  
	  Mark Joshi's 5th week, day 2

2006-11-09 10:05  Ferdinando Ametrano

	* [r8130] ql/MarketModels/upperboundengine.cpp:
	  
	  *** empty log message ***

2006-11-09 09:40  Ferdinando Ametrano

	* [r8129] QuantLib_vc8.vcproj,
	  ql/MarketModels/Products/compositeproduct.cpp,
	  ql/MarketModels/Products/compositeproduct.hpp,
	  ql/MarketModels/upperboundengine.cpp,
	  ql/MarketModels/upperboundengine.hpp:
	  
	  Mark Joshi's 5th week, day 2

2006-11-08 17:35  Ferdinando Ametrano

	* [r8128] ql/Instruments/makecapfloor.cpp:
	  
	  using Cashflows::atmRate

2006-11-08 17:34  Ferdinando Ametrano

	* [r8127] ql/MarketModels/Evolvers/forwardrateconstrainedeuler.cpp,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.hpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.hpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp,
	  ql/MarketModels/marketmodelevolver.hpp:
	  
	  added setInitialState method

2006-11-08 17:33  Ferdinando Ametrano

	* [r8126]
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp,
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.hpp:
	  
	  added enable/disable callability methods

2006-11-08 17:29  Ferdinando Ametrano

	* [r8125] ql/CashFlows/analysis.hpp:
	  
	  re-ordering

2006-11-08 17:29  Ferdinando Ametrano

	* [r8124] ql/MarketModels/utilities.hpp:
	  
	  *** empty log message ***

2006-11-08 17:17  Ferdinando Ametrano

	* [r8123] ql/MarketModels/Products/MultiStep/exerciseadapter.hpp:
	  
	  added exerciseValue inspector

2006-11-08 17:15  Ferdinando Ametrano

	* [r8122] ql/MarketModels/evolutiondescription.cpp:
	  
	  *** empty log message ***

2006-11-08 17:15  Ferdinando Ametrano

	* [r8121] ql/MarketModels/upperboundengine.cpp,
	  ql/MarketModels/upperboundengine.hpp:
	  
	  Mark Joshi's 5th week, day 1

2006-11-07 20:28  Marco Bianchetti

	* [r8120] test-suite/marketmodel.cpp:
	  
	  Work in progress on SwapCovarianceApproximator.
	  test to be finished
	  swapCovarianceMatrix exported to QlAddin

2006-11-07 20:13  Marco Bianchetti

	* [r8119] ql/Math/matrix.hpp:
	  
	  Enriched matrix algebra error messages

2006-11-07 19:37  Ferdinando Ametrano

	* [r8118] ql/TermStructures/ratehelpers.cpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  avoiding usage of deprecated features

2006-11-07 16:09  Luigi Ballabio

	* [r8117] ql/Volatilities/Makefile.am, ql/Volatilities/all.hpp,
	  ql/Volatilities/capletvolatilitiesstructures.cpp:
	  
	  Fixes for gcc

2006-11-07 15:39  Ferdinando Ametrano

	* [r8116] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp, test-suite/cms.cpp:
	  
	  proper capitalization of the YieldCurveModel enumeration

2006-11-07 14:59  Francois du Vignaud

	* [r8115] ql/Volatilities/capletvolatilitiesstructures.cpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp,
	  ql/Volatilities/smilesection.hpp:
	  
	  new SmileSectionInterface taken into account
	  SmileSectionInterface inherits from observable

2006-11-07 14:58  Francois du Vignaud

	* [r8114] ql/Volatilities/capstripper.cpp,
	  ql/Volatilities/capstripper.hpp:
	  
	  constructor arguments renamed

2006-11-07 14:57  Ferdinando Ametrano

	* [r8113] ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  "realistic" bounds

2006-11-07 13:46  Francois du Vignaud

	* [r8112] QuantLib.dev, QuantLib.vcproj:
	  
	  capletvolatilitiesstructures.cpp and
	  capletvolatilitiesstructures.hpp added to projects

2006-11-07 12:03  Luigi Ballabio

	* [r8110] Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EquityOption/EquityOption.dev, Examples/FRA/FRA.dev,
	  Examples/Replication/Replication.dev, Examples/Repo/Repo.dev,
	  Examples/Swap/Swap.dev, QuantLib.dev, QuantLib.dsp, QuantLib.nsi,
	  QuantLib.vcproj, QuantLib_vc8.vcproj, configure.ac,
	  dev_tools/version_number.txt, makefile.mak, ql/qldefines.hpp,
	  test-suite/testsuite.dev, test-suite/testsuite.dsp,
	  test-suite/testsuite.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  Incremented version number

2006-11-07 11:42  Ferdinando Ametrano

	* [r8109] ql/Volatilities/smilesection.cpp,
	  ql/Volatilities/smilesection.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  refactored interface

2006-11-07 10:47  Ferdinando Ametrano

	* [r8108] ql/Instruments/makevanillaswap.hpp:
	  
	  *** empty log message ***

2006-11-07 09:25  Ferdinando Ametrano

	* [r8106] ql/Math/sabrinterpolation.hpp:
	  
	  weaker require

2006-11-07 09:25  Ferdinando Ametrano

	* [r8105] ql/CashFlows/conundrumpricer.cpp:
	  
	  *** empty log message ***

2006-11-07 09:24  Ferdinando Ametrano

	* [r8104] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/CashFlows/cmscoupon.cpp,
	  ql/CashFlows/cmscoupon.hpp:
	  
	  moved coupon-vector functions in their own file

2006-11-07 08:55  Luigi Ballabio

	* [r8103] Announce.txt, ChangeLog.txt, Contributors.txt,
	  Docs/Makefile.am, Docs/pages/authors.docs, Docs/pages/history.docs,
	  Docs/pages/license.docs, Docs/print.css, Docs/quantlib.css,
	  Docs/quantlib.doxy, Docs/quantlibheader.html,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc8.vcproj,
	  Examples/EquityOption/EquityOption.cpp,
	  Examples/EquityOption/EquityOption_vc8.vcproj,
	  Examples/FRA/FRA_vc8.vcproj,
	  Examples/Replication/Replication_vc8.vcproj,
	  Examples/Repo/Repo_vc8.vcproj, Examples/Swap/Swap_vc8.vcproj,
	  Examples/Swap/swapvaluation.cpp, LICENSE.TXT, News.txt,
	  QuantLib.dsp, acinclude.m4, configure.ac, dev_tools/tgz2zip,
	  man/Makefile.am, man/quantlib-benchmark.1, ql/CashFlows/all.hpp,
	  ql/CashFlows/analysis.cpp, ql/CashFlows/cmscoupon.cpp,
	  ql/CashFlows/cmscoupon.hpp, ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp, ql/CashFlows/core.hpp,
	  ql/CashFlows/dividend.hpp, ql/CashFlows/indexedcashflowvectors.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp, ql/Currencies/all.hpp,
	  ql/FiniteDifferences/all.hpp, ql/FiniteDifferences/core.hpp,
	  ql/FiniteDifferences/pdebsm.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp, ql/Indexes/all.hpp,
	  ql/Indexes/core.hpp, ql/Indexes/euriborswapfixa.hpp,
	  ql/Indexes/euriborswapfixifr.hpp, ql/Indexes/eurliborswapfixa.hpp,
	  ql/Indexes/eurliborswapfixb.hpp, ql/Indexes/eurliborswapfixifr.hpp,
	  ql/Indexes/indexmanager.cpp, ql/Indexes/indexmanager.hpp,
	  ql/Indexes/swapindex.cpp, ql/Indexes/swapindex.hpp,
	  ql/Instruments/all.hpp, ql/Instruments/assetswap.hpp,
	  ql/Instruments/convertiblebond.cpp, ql/Instruments/core.hpp,
	  ql/Instruments/fixedcouponbond.cpp, ql/Lattices/all.hpp,
	  ql/Lattices/core.hpp, ql/Makefile.am,
	  ql/MarketModels/BrownianGenerators/Makefile.am,
	  ql/MarketModels/BrownianGenerators/all.hpp,
	  ql/MarketModels/BrownianGenerators/makefile.mak,
	  ql/MarketModels/Evolvers/Makefile.am,
	  ql/MarketModels/Evolvers/all.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/Evolvers/makefile.mak,
	  ql/MarketModels/ExerciseStrategies/Makefile.am,
	  ql/MarketModels/ExerciseStrategies/all.hpp,
	  ql/MarketModels/ExerciseStrategies/makefile.mak,
	  ql/MarketModels/ExerciseStrategies/swapratetrigger.cpp,
	  ql/MarketModels/ExerciseValues/Makefile.am,
	  ql/MarketModels/ExerciseValues/all.hpp,
	  ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.cpp,
	  ql/MarketModels/ExerciseValues/makefile.mak,
	  ql/MarketModels/ExerciseValues/nothingexercisevalue.cpp,
	  ql/MarketModels/Makefile.am, ql/MarketModels/Models/Makefile.am,
	  ql/MarketModels/Models/abcd.hpp, ql/MarketModels/Models/all.hpp,
	  ql/MarketModels/Models/expcorrabcdvol.cpp,
	  ql/MarketModels/Models/expcorrflatvol.cpp,
	  ql/MarketModels/Models/expcorrflatvol.hpp,
	  ql/MarketModels/Models/makefile.mak,
	  ql/MarketModels/Products/Makefile.am,
	  ql/MarketModels/Products/MultiStep/Makefile.am,
	  ql/MarketModels/Products/MultiStep/all.hpp,
	  ql/MarketModels/Products/MultiStep/cashrebate.cpp,
	  ql/MarketModels/Products/MultiStep/makefile.mak,
	  ql/MarketModels/Products/OneStep/Makefile.am,
	  ql/MarketModels/Products/OneStep/all.hpp,
	  ql/MarketModels/Products/OneStep/makefile.mak,
	  ql/MarketModels/Products/all.hpp,
	  ql/MarketModels/Products/compositeproduct.cpp,
	  ql/MarketModels/Products/makefile.mak, ql/MarketModels/all.hpp,
	  ql/MarketModels/core.hpp, ql/MarketModels/curvestate.cpp,
	  ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/marketmodel.hpp,
	  ql/MarketModels/swapbasissystem.cpp,
	  ql/MarketModels/swapforwardconversionmatrix.hpp,
	  ql/MarketModels/utilities.cpp, ql/Math/all.hpp,
	  ql/Math/convergencestatistics.hpp, ql/Math/core.hpp,
	  ql/Math/forwardflatinterpolation.hpp,
	  ql/Math/linearleastsquaresregression.hpp,
	  ql/Math/multicubicspline.hpp, ql/Math/pseudosqrt.cpp,
	  ql/Math/pseudosqrt.hpp, ql/Math/sabrinterpolation.hpp,
	  ql/MonteCarlo/all.hpp, ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/core.hpp,
	  ql/MonteCarlo/longstaffschwartzpathpricer.hpp,
	  ql/MonteCarlo/lsmbasissystem.cpp, ql/MonteCarlo/lsmbasissystem.hpp,
	  ql/Optimization/all.hpp, ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/core.hpp, ql/Optimization/levenbergmarquardt.hpp,
	  ql/Optimization/linesearch.hpp, ql/Optimization/lmdif.cpp,
	  ql/Pricers/all.hpp, ql/Pricers/core.hpp,
	  ql/PricingEngines/Asian/all.hpp, ql/PricingEngines/Barrier/all.hpp,
	  ql/PricingEngines/Basket/all.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/CapFloor/all.hpp,
	  ql/PricingEngines/Cliquet/all.hpp,
	  ql/PricingEngines/Forward/all.hpp, ql/PricingEngines/Hybrid/all.hpp,
	  ql/PricingEngines/Quanto/all.hpp,
	  ql/PricingEngines/Swaption/all.hpp,
	  ql/PricingEngines/Vanilla/all.hpp,
	  ql/PricingEngines/Vanilla/analytichestonengine.cpp,
	  ql/PricingEngines/Vanilla/mcamericanengine.cpp,
	  ql/PricingEngines/Vanilla/mcamericanengine.hpp,
	  ql/PricingEngines/all.hpp, ql/PricingEngines/blackformula.cpp,
	  ql/Processes/all.hpp, ql/Processes/g2process.cpp,
	  ql/Processes/merton76process.hpp, ql/RandomNumbers/all.hpp,
	  ql/RandomNumbers/core.hpp,
	  ql/ShortRateModels/CalibrationHelpers/all.hpp,
	  ql/ShortRateModels/LiborMarketModels/all.hpp,
	  ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/lmexpcorrmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/lmfixedvolmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/lmlinexpcorrmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/lmlinexpvolmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/lmvolmodel.cpp,
	  ql/ShortRateModels/OneFactorModels/all.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/TwoFactorModels/all.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/all.hpp, ql/ShortRateModels/core.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/Utilities/all.hpp,
	  ql/Utilities/clone.hpp, ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp,
	  ql/Volatilities/cmsmarket.cpp, ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/smilesection.hpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolmatrix.cpp, ql/VolatilityModels/all.hpp,
	  ql/VolatilityModels/constantestimator.hpp,
	  ql/VolatilityModels/garch.cpp, ql/calendar.hpp, ql/config.msvc.hpp,
	  ql/core.hpp, ql/currency.hpp, ql/index.cpp, ql/index.hpp,
	  ql/instrument.hpp, ql/period.hpp, ql/qldefines.hpp, ql/quantlib.hpp,
	  ql/schedule.cpp, test-suite/Makefile.am,
	  test-suite/basketoption.cpp, test-suite/calendars.cpp,
	  test-suite/cms.cpp, test-suite/europeanoption.cpp,
	  test-suite/interestrates.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/marketmodel.cpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/quantlibbenchmark.cpp, test-suite/shortratemodels.cpp,
	  test-suite/swap.cpp, test-suite/swaptionvolatilitycube.cpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  Merged 0.3.14 branch

2006-11-07 08:20  Francois du Vignaud

	* [r8102] ql/Volatilities/capletvolatilitiesstructures.hpp,
	  ql/Volatilities/capstripper.cpp:
	  
	  ooppss inclusion fixed, sorry for the inconvenience
	  the needed code contained in hybridCapsStripper has been moved to
	  capletvolatlitiesstructures.hpp

2006-11-06 19:42  Ferdinando Ametrano

	* [r8101] test-suite/cms.cpp, test-suite/swaptionvolatilitycube.cpp:
	  
	  using not-deprecated constructors

2006-11-06 19:41  Ferdinando Ametrano

	* [r8100] ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  undeprecating one constructor

2006-11-06 19:39  Ferdinando Ametrano

	* [r8099] ql/Volatilities/smilesection.hpp:
	  
	  *** empty log message ***

2006-11-06 18:50  Francois du Vignaud

	* [r8098] ql/Volatilities/capletvolatilitiesstructures.cpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp,
	  ql/Volatilities/capstripper.cpp, ql/Volatilities/capstripper.hpp,
	  test-suite/capstripper.cpp:
	  
	  CapsStripper has been refactored to provide much more flexibility
	  and robustness
	  - the booststrap algorithm can use any interpolation method
	  - Floors are used for strikes below atm Rate, Caps are used above
	  - Future options volatilities can be used with minor code changes
	  - consistency test is accurate at machine precision level now (flat
	  volatilty is less accurate now but makes little sense now)

2006-11-06 18:36  Francois du Vignaud

	* [r8097] QuantLib_vc8.vcproj:
	  
	  capletvolatilitiesstructures.cpp and
	  capletvolatilitiesstructures.hpp added

2006-11-06 17:28  Francois du Vignaud

	* [r8096] ql/Volatilities/capletvolatilitiesstructures.cpp,
	  ql/Volatilities/capletvolatilitiesstructures.hpp:
	  
	  new caplet volatitlity structure used by the next version of
	  CapsStripper

2006-11-06 17:25  Francois du Vignaud

	* [r8095] ql/CashFlows/analysis.cpp, ql/CashFlows/analysis.hpp,
	  ql/Instruments/capfloor.cpp:
	  
	  atmRate method has been factored out since it will be also used in
	  the next CapsStripper version

2006-11-06 15:47  Ferdinando Ametrano

	* [r8094] ql/Volatilities/smilesection.hpp:
	  
	  *** empty log message ***

2006-11-06 14:59  Giorgio Facchinetti

	* [r8093] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp:
	  
	  *** empty log message ***

2006-11-06 10:33  Ferdinando Ametrano

	* [r8092] test-suite/swaptionvolatilitycube.cpp:
	  
	  *** empty log message ***

2006-11-06 10:27  Ferdinando Ametrano

	* [r8090] ql/CashFlows/conundrumpricer.hpp,
	  ql/Volatilities/cmsmarket.cpp:
	  
	  *** empty log message ***

2006-11-06 09:50  Ferdinando Ametrano

	* [r8088] ql/Instruments/vanillaswap.hpp:
	  
	  1) added operator<< for VanillaSwap::Type

2006-11-06 09:49  Ferdinando Ametrano

	* [r8087] ql/Indexes/xibor.hpp, ql/Instruments/makevanillaswap.cpp,
	  ql/Instruments/swap.hpp:
	  
	  *** empty log message ***

2006-11-06 09:33  Ferdinando Ametrano

	* [r8086] test-suite/swaption.cpp:
	  
	  fixed test logic

2006-11-06 09:15  Ferdinando Ametrano

	* [r8085] ql/Instruments/swaption.hpp:
	  
	  1) added operator<< for Settlement::Type
	  2) added type() inspector to Swaption class, returning
	  Payer/Receiver

2006-11-06 09:07  Katiuscia Manzoni

	* [r8084] ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  commented out check on max iterations

2006-11-06 08:52  Ferdinando Ametrano

	* [r8083] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/Instruments/makecms.cpp, ql/Instruments/makecms.hpp:
	  
	  added makeCMS

2006-11-03 16:14  Nicola Jean

	* [r8082] ql/MarketModels/upperboundengine.cpp,
	  ql/MarketModels/upperboundengine.hpp:
	  
	  some code added to the upperbound engine

2006-11-03 16:02  Luigi Ballabio

	* [r8081] configure.ac, ql/Instruments/capfloor.cpp,
	  ql/Instruments/vanillaswap.hpp,
	  ql/MarketModels/BrownianGenerators/sobolbrowniangenerator.hpp,
	  ql/Volatilities/capstripper.cpp, test-suite/capfloor.cpp:
	  
	  Fixes for gcc

2006-11-03 13:34  Ferdinando Ametrano

	* [r8080] ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  check added

2006-11-03 13:33  Ferdinando Ametrano

	* [r8079] ql/Math/sabrinterpolation.hpp:
	  
	  more iterations

2006-11-03 12:23  Francois du Vignaud

	* [r8078] test-suite/capstripper.cpp, test-suite/capstripper.hpp:
	  
	  uneeded results displays removed

2006-11-03 11:58  Francois du Vignaud

	* [r8077] ql/Volatilities/capstripper.cpp,
	  ql/Volatilities/capstripper.hpp, test-suite/capstripper.cpp:
	  
	  implied volatility parameter added
	  CapFloor last Fixing Date used
	  Floating reference date used for tests

2006-11-03 11:45  Francois du Vignaud

	* [r8076] test-suite/capfloor.cpp:
	  
	  refactored checks
	  floor vega test added

2006-11-03 10:35  Ferdinando Ametrano

	* [r8075] ql/Math/sabrinterpolation.hpp:
	  
	  *** empty log message ***

2006-11-03 10:34  Francois du Vignaud

	* [r8074] test-suite/swaptionvolatilitycube.cpp:
	  
	  comments added

2006-11-03 09:05  Giorgio Facchinetti

	* [r8072] ql/Math/sabrinterpolation.hpp:
	  
	  bug fixed

2006-11-02 23:57  Joseph Wang

	* [r8071] ql/MarketModels/Evolvers/forwardrateeulerevolver.cpp,
	  ql/Volatilities/swaptionvolcubebylinear.hpp:
	  
	  fix capitalization

2006-11-02 21:47  Ferdinando Ametrano

	* [r8070] ql/MarketModels/accountingengine.cpp:
	  
	  *** empty log message ***

2006-11-02 20:18  Ferdinando Ametrano

	* [r8069] ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackformula.hpp:
	  
	  added bachelierBlackFormula

2006-11-02 20:13  Ferdinando Ametrano

	* [r8068] ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp,
	  ql/termstructure.hpp:
	  
	  added const Calendar& to the fixed reference constructor.
	  
	  Luigi: calendar_ could not be accessed by SwaptionVolatilityMatrix,
	  even if I declared as protected
	  in TermStructure. C++ or MSVC8?

2006-11-02 18:35  Ferdinando Ametrano

	* [r8067] ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp,
	  ql/MarketModels/upperboundengine.cpp,
	  ql/MarketModels/upperboundengine.hpp:
	  
	  singlePathValue(s) method declared as private

2006-11-02 18:13  Ferdinando Ametrano

	* [r8066] ql/MarketModels/Evolvers/Makefile.am,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.cpp,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.hpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.hpp,
	  ql/MarketModels/Makefile.am,
	  ql/MarketModels/marketmodelconstrainedevolver.hpp,
	  ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackformula.hpp:
	  
	  formatting

2006-11-02 18:07  Ferdinando Ametrano

	* [r8065] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.cpp,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.h,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.hpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.hpp,
	  ql/MarketModels/marketmodelconstrainedevolver.hpp,
	  ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackformula.hpp:
	  
	  formatting

2006-11-02 18:03  Ferdinando Ametrano

	* [r8064] ql/schedule.hpp:
	  
	  using at() instead of [] where appropriate

2006-11-02 17:13  Nicola Jean

	* [r8063]
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp,
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.hpp,
	  ql/MarketModels/Products/compositeproduct.cpp,
	  ql/MarketModels/Products/compositeproduct.hpp,
	  ql/MarketModels/upperboundengine.cpp,
	  ql/MarketModels/upperboundengine.hpp:
	  
	  upperbound engine implementation(not added to the project yet).
	  Added few methods to composite product an callspecifiedmultiproduct.

2006-11-02 13:45  Ferdinando Ametrano

	* [r8062] ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  SwaptionVolMatrix refactored

2006-11-02 13:39  Giorgio Facchinetti

	* [r8061] test-suite/cms.cpp:
	  
	  bug fix

2006-11-02 13:35  Ferdinando Ametrano

	* [r8060] ql/Volatilities/swaptionvolcube.hpp:
	  
	  *** empty log message ***

2006-11-02 09:27  Giorgio Facchinetti

	* [r8059] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  replaced const Matrix& bidAskSpreads by const
	  std::vector<std::vector<Handle<Quote> > >& bidAskSpreads
	  in CmsMarket constructor

2006-11-02 08:36  Ferdinando Ametrano

	* [r8057] ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebylinear.cpp,
	  ql/Volatilities/swaptionvolcubebylinear.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp,
	  ql/termstructure.hpp, test-suite/cms.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  swaptionvolcube refactoring

2006-11-02 06:10  Mark Joshi

	* [r8056] ql/MarketModels/Evolvers/forwardrateconstrainedeuler.cpp,
	  ql/MarketModels/Evolvers/forwardrateconstrainedeuler.h,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateeulerevolver.hpp,
	  ql/MarketModels/marketmodelconstrainedevolver.hpp:
	  
	  added constrained evolvers for proxy simulation greeks method
	  also added Euler stepping

2006-11-02 00:39  Mark Joshi

	* [r8055] ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackformula.hpp:
	  
	  added Bachelier model formulas, i.e. normal as opposed to lognormal

2006-11-01 06:17  Joseph Wang

	* [r8054] ql/Indexes/Makefile.am:
	  
	  fix missing files in Makefile.am

2006-10-31 12:29  Ferdinando Ametrano

	* [r8051] ql/TermStructures/ratehelpers.cpp:
	  
	  *** empty log message ***

2006-10-31 12:27  Ferdinando Ametrano

	* [r8050] test-suite/capstripper.cpp:
	  
	  error formatting

2006-10-31 12:13  Katiuscia Manzoni

	* [r8049] ql/Indexes/euriborswapfixa.cpp:
	  
	  *** empty log message ***

2006-10-31 12:01  Ferdinando Ametrano

	* [r8047] ql/date.cpp:
	  
	  *** empty log message ***

2006-10-31 11:50  Ferdinando Ametrano

	* [r8045] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/Indexes/euriborswapfixa.cpp, ql/Indexes/euriborswapfixa.hpp,
	  ql/Indexes/euriborswapfixifr.cpp, ql/Indexes/euriborswapfixifr.hpp,
	  ql/Indexes/eurliborswapfixa.cpp, ql/Indexes/eurliborswapfixa.hpp,
	  ql/Indexes/eurliborswapfixb.cpp, ql/Indexes/eurliborswapfixb.hpp,
	  ql/Indexes/eurliborswapfixifr.cpp,
	  ql/Indexes/eurliborswapfixifr.hpp, ql/Indexes/interestrateindex.hpp,
	  ql/Indexes/swapindex.cpp, ql/Volatilities/swaptionvolcube.cpp,
	  test-suite/cms.cpp, test-suite/swaptionvolatilitycube.cpp:
	  
	  tenor-based SwapIndex constructor

2006-10-31 11:47  Ferdinando Ametrano

	* [r8044] ql/Indexes/swapindex.hpp, ql/Indexes/xibor.hpp,
	  ql/Instruments/makevanillaswap.cpp,
	  ql/TermStructures/ratehelpers.cpp:
	  
	  termStructureHandle() method

2006-10-31 11:44  Ferdinando Ametrano

	* [r8043] ql/date.cpp, ql/date.hpp:
	  
	  factored out check in dedicated method

2006-10-31 11:42  Marco Bianchetti

	* [r8041] ql/MarketModels/swapforwardconversionmatrix.cpp,
	  ql/MarketModels/swapforwardconversionmatrix.hpp:
	  
	  back to non-vector displacements.

2006-10-31 11:15  Ferdinando Ametrano

	* [r8040] test-suite/quantlibtestsuite.cpp:
	  
	  restored all tests

2006-10-31 11:03  Ferdinando Ametrano

	* [r8039] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebylinear.cpp,
	  ql/Volatilities/swaptionvolcubebylinear.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp, test-suite/cms.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  changed swaptioVoleCub signature

2006-10-31 10:33  Marco Bianchetti

	* [r8038] ql/MarketModels/driftcalculator.hpp:
	  
	  changed name from qlDriftCalculatorCompute to
	  qlDriftCalculatorComputePlain

2006-10-31 08:48  Giorgio Facchinetti

	* [r8036] ql/Volatilities/cmsmarket.cpp:
	  
	  bug fix

2006-10-31 04:56  Joseph Wang

	* [r8035] ql/MarketModels/Products/MultiStep/Makefile.am:
	  
	  add new file to am file

2006-10-30 16:59  Giorgio Facchinetti

	* [r8033] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  Added cms calibration on forward price

2006-10-30 16:33  Marco Bianchetti

	* [r8031] test-suite/quantlibtestsuite.cpp:
	  
	  added some minor comment

2006-10-30 16:30  Marco Bianchetti

	* [r8030] ql/MarketModels/swapforwardconversionmatrix.cpp,
	  ql/MarketModels/swapforwardconversionmatrix.hpp:
	  
	  Work in progress onto swapforwardconversionmatrix

2006-10-30 15:44  Giorgio Facchinetti

	* [r8029] test-suite/cms.cpp, test-suite/swaptionvolatilitycube.cpp:
	  
	  added isVegaWeighted choice

2006-10-30 13:24  Giorgio Facchinetti

	* [r8026] ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp:
	  
	  added isVegaWeighted choice

2006-10-27 15:31  Ferdinando Ametrano

	* [r8023] ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp:
	  
	  *** empty log message ***

2006-10-27 10:10  Giorgio Facchinetti

	* [r8018] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  added pricesCms calibration

2006-10-27 10:02  Francois du Vignaud

	* [r8017] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp:
	  
	  Last Fixing Date method added

2006-10-26 18:31  Marco Bianchetti

	* [r8016] ql/MarketModels/swapforwardconversionmatrix.cpp,
	  ql/MarketModels/swapforwardconversionmatrix.hpp:
	  
	  Work in progress onto swapforwardconversionmatrix

2006-10-26 18:15  Marco Bianchetti

	* [r8015] ql/MarketModels/driftcalculator.hpp,
	  ql/MarketModels/swapforwardconversionmatrix.cpp,
	  ql/MarketModels/swapforwardconversionmatrix.hpp,
	  test-suite/marketmodel.cpp:
	  
	  Added references in swapforwardconversionmatrix.hpp
	  some minor formatting

2006-10-26 17:57  Cristina Duminuco

	* [r8014] ql/Math/sabrinterpolation.hpp:
	  
	  vega weighted fit

2006-10-26 16:13  Nicola Jean

	* [r8013] ql/MarketModels/upper bound.txt:
	  
	  upper bound (possible) todo list

2006-10-26 15:09  Marco Bianchetti

	* [r8012] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  Swaption pricing with Jackel-Rebonato approximated swaption
	  volatility
	  Work in progress: test suite still inactive.

2006-10-26 14:01  Marco Bianchetti

	* [r8010] ql/MarketModels/Products/MultiStep/multistepcaplets.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaps.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaptions.cpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaptions.hpp,
	  ql/MarketModels/curvestate.hpp,
	  ql/MarketModels/evolutiondescription.hpp:
	  
	  Swaption pricing with Jackel-Rebonato approximated swaption
	  volatility
	  Work in progress: test suite still inactive.
	  some other minor reformatting.

2006-10-26 11:10  Ferdinando Ametrano

	* [r8009] test-suite/marketmodel.cpp:
	  
	  more realistic default tolerance

2006-10-26 10:43  Ferdinando Ametrano

	* [r8008] ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackformula.hpp:
	  
	  Floor vega added

2006-10-26 08:42  Ferdinando Ametrano

	* [r8005] ql/MarketModels/Models/abcd.cpp,
	  ql/MarketModels/Models/abcd.hpp, test-suite/testsuite_vc8.vcproj:
	  
	  1) added maxError
	  2) more realistic default tolerance

2006-10-25 09:42  Ferdinando Ametrano

	* [r8004] ql/Instruments/makecapfloor.cpp,
	  ql/Instruments/makecapfloor.hpp:
	  
	  MakeCapFloor proper signature

2006-10-25 09:31  Ferdinando Ametrano

	* [r8003] test-suite/swaption.cpp:
	  
	  refactored checks

2006-10-25 09:30  Ferdinando Ametrano

	* [r8002] ql/Math/interpolation.hpp:
	  
	  reverting back "QuantLib::Interpolation makes a copy of x,y"

2006-10-25 07:37  Ferdinando Ametrano

	* [r8001] ql/Volatilities/smilesection.cpp:
	  
	  checks added

2006-10-25 07:27  Ferdinando Ametrano

	* [r8000] test-suite/testsuite.vcproj:
	  
	  *** empty log message ***

2006-10-24 21:54  Joseph Wang

	* [r7999] ql/Volatilities/Makefile.am:
	  
	  add missing files

2006-10-24 16:15  Luigi Ballabio

	* [r7998] QuantLib_vc8.vcproj,
	  ql/MarketModels/BrownianGenerators/Makefile.am,
	  ql/MarketModels/BrownianGenerators/makefile.mak,
	  ql/MarketModels/BrownianGenerators/sobolbrowniangenerator.cpp,
	  ql/MarketModels/BrownianGenerators/sobolbrowniangenerator.hpp,
	  ql/MarketModels/all.hpp, ql/MonteCarlo/brownianbridge.cpp:
	  
	  Added Brownian-bridged Sobol generator for market models

2006-10-24 14:40  Ferdinando Ametrano

	* [r7997] ql/Math/interpolation.hpp:
	  
	  QuantLib::Interpolation makes a copy of x,y

2006-10-24 14:39  Ferdinando Ametrano

	* [r7996] ql/TermStructures/compoundforward.hpp:
	  
	  pruned useless inclusion

2006-10-24 13:03  Joseph Wang

	* [r7994] ql/Volatilities/smilesection.hpp:
	  
	  virtualize destructor

2006-10-24 13:01  Joseph Wang

	* [r7993] ql/Math/interpolation.hpp:
	  
	  make constructor args consistent order with variable order

2006-10-24 10:54  Ferdinando Ametrano

	* [r7992] ql/Instruments/oneassetoption.hpp:
	  
	  pruned useless inclusion

2006-10-24 10:52  Ferdinando Ametrano

	* [r7991] QuantLib.vcproj:
	  
	  VC7 catching up

2006-10-24 10:46  Ferdinando Ametrano

	* [r7990] ql/CashFlows/capflooredcoupon.cpp,
	  ql/CashFlows/capflooredcoupon.hpp, ql/CashFlows/capfloorlet.cpp,
	  ql/CashFlows/capfloorlet.hpp:
	  
	  new files added (not yet compiled)

2006-10-24 10:45  Ferdinando Ametrano

	* [r7989] QuantLib_vc8.vcproj, ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebylinear.cpp,
	  ql/Volatilities/swaptionvolcubebylinear.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp, test-suite/cms.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  SwaptionCube refactoring

2006-10-24 10:13  Ferdinando Ametrano

	* [r7988] ql/Math/interpolation.hpp, ql/Math/sabrinterpolation.hpp:
	  
	  Interpolation makes a copy of x,y

2006-10-24 09:59  Giorgio Facchinetti

	* [r7987] ql/Volatilities/smilesection.cpp:
	  
	  bug fix

2006-10-23 20:01  Joseph Wang

	* [r7985] ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Swaption/lfmswaptionengine.cpp,
	  ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp,
	  ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp:
	  
	  fix capitalization for black's formula

2006-10-23 18:30  Ferdinando Ametrano

	* [r7984] ql/CashFlows/conundrumpricer.hpp,
	  ql/Volatilities/smilesection.cpp, ql/Volatilities/smilesection.hpp,
	  ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp:
	  
	  SmileSection first refactoring

2006-10-23 18:16  Ferdinando Ametrano

	* [r7983] QuantLib.vcproj, test-suite/testsuite.vcproj,
	  test-suite/testsuite_vc8.vcproj:
	  
	  VC catching up

2006-10-23 18:01  Joseph Wang

	* [r7982] ql/PricingEngines/CapFloor/blackcapfloorengine.cpp:
	  
	  fix capitalization

2006-10-23 17:14  Ferdinando Ametrano

	* [r7981] test-suite/swaptionvolatilitycube.cpp:
	  
	  *** empty log message ***

2006-10-23 16:15  Ferdinando Ametrano

	* [r7980] ql/Instruments/makecapfloor.cpp,
	  ql/Instruments/makecapfloor.hpp, ql/Instruments/makevanillaswap.cpp,
	  ql/Instruments/makevanillaswap.hpp:
	  
	  forward start added to constructor

2006-10-23 15:39  Luigi Ballabio

	* [r7979] QuantLib_vc8.vcproj, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/brownianbridge.cpp, ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, test-suite/Makefile.am,
	  test-suite/asianoptions.cpp, test-suite/brownianbridge.cpp,
	  test-suite/brownianbridge.hpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  Reimplemented Brownian bridge

2006-10-23 15:20  Giorgio Facchinetti

	* [r7978] ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp:
	  
	  set parametersGuess with sparseParameters result

2006-10-23 14:37  Luigi Ballabio

	* [r7976] ql/Indexes/cdor.hpp, ql/Indexes/tibor.hpp,
	  ql/Indexes/trlibor.hpp, ql/Indexes/zibor.hpp:
	  
	  *** empty log message ***

2006-10-23 13:57  Giorgio Facchinetti

	* [r7975] ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  Added end criteria in sabr calibration report

2006-10-23 13:55  Giorgio Facchinetti

	* [r7974] ql/Math/sabrinterpolation.hpp:
	  
	  changed sabr swaptions calibration tolerance

2006-10-23 10:00  Francois du Vignaud

	* [r7970] ql/Volatilities/smilesection.cpp,
	  ql/Volatilities/smilesection.hpp:
	  
	  SmileSectionInterface defined

2006-10-23 08:39  Ferdinando Ametrano

	* [r7968] ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/makefile.mak:
	  
	  *** empty log message ***

2006-10-23 08:21  Ferdinando Ametrano

	* [r7967] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/CashFlows/cmscoupon.cpp, ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.hpp,
	  ql/PricingEngines/Swaption/g2swaptionengine.hpp,
	  ql/PricingEngines/Swaption/lfmswaptionengine.cpp,
	  ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackformula.hpp,
	  ql/PricingEngines/blackmodel.cpp, ql/PricingEngines/blackmodel.hpp,
	  ql/PricingEngines/core.hpp,
	  ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp,
	  ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  test-suite/marketmodel.cpp:
	  
	  1) blackmodel.hpp content merged into blackformula.hpp
	  2) pruned useless inclusions

2006-10-22 02:56  Joseph Wang

	* [r7966] ql/Instruments/Makefile.am:
	  
	  add new files

2006-10-20 19:33  Ferdinando Ametrano

	* [r7965] ql/TermStructures/ratehelpers.cpp:
	  
	  *** empty log message ***

2006-10-20 19:26  Ferdinando Ametrano

	* [r7964] ql/Volatilities/swaptionvolcube.cpp:
	  
	  *** empty log message ***

2006-10-20 19:14  Ferdinando Ametrano

	* [r7963] ql/Indexes/swapindex.cpp, ql/TermStructures/ratehelpers.cpp:
	  
	  *** empty log message ***

2006-10-20 18:34  Ferdinando Ametrano

	* [r7962] ql/userconfig.hpp:
	  
	  sorry...

2006-10-20 18:08  Ferdinando Ametrano

	* [r7961] ql/userconfig.hpp:
	  
	  sorry...

2006-10-20 18:05  Ferdinando Ametrano

	* [r7960] ql/Instruments/makecapfloor.cpp,
	  ql/Instruments/makecapfloor.hpp, ql/Instruments/makevanillaswap.cpp,
	  ql/Instruments/makevanillaswap.hpp, ql/userconfig.hpp:
	  
	  withForwardStart

2006-10-20 18:00  Ferdinando Ametrano

	* [r7959] ql/Indexes/xibor.cpp, ql/Instruments/bond.cpp,
	  ql/Instruments/forward.cpp, ql/Instruments/swap.cpp:
	  
	  *** empty log message ***

2006-10-20 15:56  Ferdinando Ametrano

	* [r7958] ql/CashFlows/floatingratecoupon.hpp,
	  ql/Indexes/swapindex.cpp, ql/Instruments/makecapfloor.cpp,
	  ql/Instruments/makecapfloor.hpp, ql/Instruments/makevanillaswap.cpp,
	  ql/Instruments/makevanillaswap.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/Volatilities/swaptionvolcube.cpp:
	  
	  makeCapFloor added (not finished yet...)

2006-10-20 15:27  Francois du Vignaud

	* [r7957] ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/blackmodel.hpp:
	  
	  vega computation has been factored out
	  blackVega method is used for both Cap and Swaption

2006-10-20 15:25  Ferdinando Ametrano

	* [r7956] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/Instruments/makecapfloor.cpp, ql/Instruments/makecapfloor.hpp,
	  ql/Instruments/makevanillaswap.cpp,
	  ql/Instruments/makevanillaswap.hpp, ql/Instruments/vanillaswap.cpp,
	  ql/Instruments/vanillaswap.hpp:
	  
	  makeCapFloor added (not finished yet...)

2006-10-20 15:24  Ferdinando Ametrano

	* [r7955] ql/Instruments/swap.hpp:
	  
	  inspector added

2006-10-19 13:22  Francois du Vignaud

	* [r7953] test-suite/swaption.cpp, test-suite/swaption.hpp:
	  
	  test vega added

2006-10-19 10:52  Francois du Vignaud

	* [r7952] ql/PricingEngines/Swaption/blackswaptionengine.cpp:
	  
	  Vega computation implemented

2006-10-19 10:51  Francois du Vignaud

	* [r7951] ql/Instruments/swaption.cpp:
	  
	  atmRate mehod implemented

2006-10-19 09:54  Ferdinando Ametrano

	* [r7950] ql/date.cpp:
	  
	  one more check added

2006-10-19 08:04  Ferdinando Ametrano

	* [r7949] test-suite/quantlibtestsuite.cpp:
	  
	  alphabetic order

2006-10-19 07:28  Ferdinando Ametrano

	* [r7948] test-suite/europeanoption.cpp:
	  
	  realistic test for implied vol

2006-10-19 07:27  Ferdinando Ametrano

	* [r7947] ql/solver1d.hpp:
	  
	  bug fix

2006-10-19 00:59  Joseph Wang

	* [r7946] ql/Instruments/vanillaswap.hpp:
	  
	  match constructor order with declaration order

2006-10-18 20:39  Ferdinando Ametrano

	* [r7945] ql/Math/sabrinterpolation.hpp:
	  
	  temporary patch

2006-10-18 20:24  Ferdinando Ametrano

	* [r7944] ql/MarketModels/driftcalculator.cpp:
	  
	  work in progress
	  ;-)

2006-10-18 19:56  Ferdinando Ametrano

	* [r7943] ql/MarketModels/TODO.txt:
	  
	  *** empty log message ***

2006-10-18 19:47  Ferdinando Ametrano

	* [r7942] ql/Instruments/vanillaswap.cpp,
	  ql/Instruments/vanillaswap.hpp:
	  
	  added fixedLegNPV and floatingLegNPV, as for Swap

2006-10-18 16:47  Francois du Vignaud

	* [r7941] ql/Volatilities/capstripper.hpp:
	  
	  CapsStripper update method call both TermStructure and LazyObject
	  update methods

2006-10-18 16:46  Francois du Vignaud

	* [r7940] ql/Volatilities/capstripper.cpp:
	  
	  lastFloatingCoupon renamed into floatingCoupon

2006-10-18 13:48  Giorgio Facchinetti

	* [r7939] ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp, test-suite/cms.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  bug fixed

2006-10-18 09:55  Francois du Vignaud

	* [r7936] ql/Volatilities/capstripper.cpp:
	  
	  observable / observer bug fixed

2006-10-17 17:22  Ferdinando Ametrano

	* [r7933] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2006-10-17 17:16  Marco Bianchetti

	* [r7932] QuantLib.vcproj,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaps.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaptions.hpp,
	  ql/MarketModels/swapforwardconversionmatrix.cpp:
	  
	  Work in progress on swaption calibration

2006-10-17 17:06  Francois du Vignaud

	* [r7931] ql/Volatilities/capstripper.cpp,
	  ql/Volatilities/capstripper.hpp, test-suite/capstripper.cpp,
	  test-suite/capstripper.hpp:
	  
	  many bug fixed
	  test crash fixed

2006-10-17 17:03  Ferdinando Ametrano

	* [r7930] ql/Math/sabrinterpolation.hpp:
	  
	  *** empty log message ***

2006-10-17 14:31  Giorgio Facchinetti

	* [r7929] ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp, test-suite/cms.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  splitted construction and calibration of swaptionvolcubebysabr

2006-10-17 12:14  Joseph Wang

	* [r7928] test-suite/capfloor.cpp, test-suite/capstripper.cpp:
	  
	  fix capitalization oops

2006-10-17 11:33  Francois du Vignaud

	* [r7927] ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp:
	  
	  added parametrized volatility

2006-10-17 10:24  Ferdinando Ametrano

	* [r7926] ql/index.hpp:
	  
	  isValidFixingDate added

2006-10-17 10:22  Ferdinando Ametrano

	* [r7925] ql/Indexes/interestrateindex.cpp,
	  ql/Indexes/interestrateindex.hpp, ql/index.cpp, ql/index.hpp:
	  
	  isValidFixingDate added

2006-10-16 17:58  Francois du Vignaud

	* [r7922] test-suite/capstripper.cpp, test-suite/capstripper.hpp:
	  
	  cached values test added but not finished yet

2006-10-16 17:57  Francois du Vignaud

	* [r7921] test-suite/capfloor.cpp:
	  
	  analytical vega formulae tested

2006-10-16 17:53  Francois du Vignaud

	* [r7920] ql/Volatilities/capstripper.cpp,
	  ql/Volatilities/capstripper.hpp:
	  
	  the stripping agortithm uses analytical vega now, the vega threshold
	  has been increased to enhance robustness

2006-10-16 17:51  Francois du Vignaud

	* [r7919] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp:
	  
	  analytical CapFloor vega worked now, numerical method has been
	  removed

2006-10-16 17:03  Nicola Jean

	* [r7918] ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  test-suite/jumpdiffusion.cpp:
	  
	  added analytic theta calculation to the jump diffusion model. In the
	  test suite the convergence level for the jump diffusion engine has
	  been increased up to 10e-08 and the period length to 5 years to
	  guarantee a match between the approximated and the analytical
	  values. With smaller periods the numerical calculation of theta
	  might be wrong, especially when jump events occour.

2006-10-16 14:18  Giorgio Facchinetti

	* [r7917]
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaptions.cpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaptions.hpp,
	  test-suite/marketmodel.cpp:
	  
	  Added files

2006-10-16 14:12  Giorgio Facchinetti

	* [r7916] ql/MarketModels/swapforwardconversionmatrix.cpp,
	  ql/MarketModels/swapforwardconversionmatrix.hpp:
	  
	  Added swapCovarianceMatrix method

2006-10-16 13:21  Ferdinando Ametrano

	* [r7915] ql/Indexes/swapindex.cpp:
	  
	  *** empty log message ***

2006-10-16 13:12  Ferdinando Ametrano

	* [r7914] ql/Indexes/audlibor.hpp, ql/Indexes/cadlibor.hpp,
	  ql/Indexes/chflibor.hpp, ql/Indexes/dkklibor.hpp,
	  ql/Indexes/euribor.hpp, ql/Indexes/eurlibor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/interestrateindex.cpp,
	  ql/Indexes/interestrateindex.hpp, ql/Indexes/jibar.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/libor.cpp, ql/Indexes/libor.hpp,
	  ql/Indexes/nzdlibor.hpp, ql/Indexes/swapindex.cpp,
	  ql/Indexes/swapindex.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/TermStructures/ratehelpers.cpp, ql/calendar.cpp, ql/calendar.hpp,
	  test-suite/piecewiseflatforward.cpp, test-suite/swap.cpp,
	  test-suite/termstructures.cpp:
	  
	  1) deprecated MonthEndReference
	  2) Xibor constructor with endOfMonth boolean

2006-10-16 08:07  Ferdinando Ametrano

	* [r7912] ql/Utilities/dataparsers.cpp:
	  
	  bug fix

2006-10-16 07:42  Ferdinando Ametrano

	* [r7911] Examples/Swap/swapvaluation.cpp:
	  
	  in synch with QuantLib

2006-10-15 23:12  Joseph Wang

	* [r7910] ql/CashFlows/Makefile.am:
	  
	  fix .am files

2006-10-15 17:36  Joseph Wang

	* [r7909] test-suite/Makefile.am, test-suite/capstripper.cpp:
	  
	  include capstripper in Makefile.am
	  change variable name index in capstripper to avoid compile conflicts

2006-10-13 18:49  Ferdinando Ametrano

	* [r7907] ql/Utilities/dataparsers.cpp:
	  
	  restored original check

2006-10-13 18:40  Ferdinando Ametrano

	* [r7906] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp:
	  
	  added no-collar constructor with slimmer input list.
	  Shouldn't we deprecate Collar at all?

2006-10-13 18:38  Ferdinando Ametrano

	* [r7905] ql/Volatilities/capstripper.cpp,
	  ql/Volatilities/capstripper.hpp:
	  
	  *** empty log message ***

2006-10-13 17:00  Francois du Vignaud

	* [r7904] ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp:
	  
	  atmRate and vega methods added but not finished yet

2006-10-13 16:59  Francois du Vignaud

	* [r7903] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp:
	  
	  CapFloor::Results data member vega renamed into vega_

2006-10-13 16:28  Francois du Vignaud

	* [r7902] ql/Utilities/dataparsers.cpp:
	  
	  Error handling improved

2006-10-13 13:52  Ferdinando Ametrano

	* [r7901] ql/capvolstructures.hpp:
	  
	  Period based methods added

2006-10-13 12:57  Ferdinando Ametrano

	* [r7900] ql/swaptionvolstructure.hpp:
	  
	  *** empty log message ***

2006-10-13 11:04  Ferdinando Ametrano

	* [r7899] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2006-10-13 10:37  Francois du Vignaud

	* [r7898] ql/Instruments/capfloor.cpp,
	  ql/Volatilities/capstripper.hpp:
	  
	  code clean up

2006-10-12 19:10  Ferdinando Ametrano

	* [r7897] ql/Math/pseudosqrt.cpp:
	  
	  some improvement, but the Hypersphere decomposition works only for
	  correlation matrices,
	  not covariance matrices

2006-10-12 18:11  Francois du Vignaud

	* [r7896] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp,
	  test-suite/capfloor.cpp, test-suite/capfloor.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  work in progress ...

2006-10-12 17:12  Ferdinando Ametrano

	* [r7895] test-suite/capfloor.cpp:
	  
	  *** empty log message ***

2006-10-12 17:05  Ferdinando Ametrano

	* [r7894] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Volatilities/capstripper.cpp, ql/Volatilities/capstripper.hpp:
	  
	  *** empty log message ***

2006-10-12 16:09  Francois du Vignaud

	* [r7893] ql/Volatilities/capstripper.cpp,
	  ql/Volatilities/capstripper.hpp:
	  
	  code clean up

2006-10-12 13:16  Ferdinando Ametrano

	* [r7891] ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp:
	  
	  *** empty log message ***

2006-10-12 12:53  Ferdinando Ametrano

	* [r7890] ql/Instruments/vanillaswap.cpp,
	  ql/Instruments/vanillaswap.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Swaption/discretizedswaption.cpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp,
	  ql/PricingEngines/Swaption/lfmswaptionengine.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  test-suite/bermudanswaption.cpp, test-suite/capfloor.cpp,
	  test-suite/compoundforward.cpp, test-suite/libormarketmodel.cpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/shortratemodels.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp:
	  
	  introducing and using Payer/Receiver

2006-10-12 11:38  Francois du Vignaud

	* [r7888] ql/Volatilities/capstripper.cpp:
	  
	  CapStripper initializing order changed to avoid gcc warnings

2006-10-12 11:36  Francois du Vignaud

	* [r7887] QuantLib.dev:
	  
	  indexedcoupon.hpp removed
	  Cap stripper sources added

2006-10-12 10:57  Ferdinando Ametrano

	* [r7886] ql/Volatilities/Makefile.am, ql/Volatilities/all.hpp,
	  ql/Volatilities/makefile.mak:
	  
	  new added files

2006-10-12 10:05  Ferdinando Ametrano

	* [r7884] QuantLib.vcproj, test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2006-10-11 18:29  Ferdinando Ametrano

	* [r7881] test-suite/convertiblebonds.cpp:
	  
	  removed deprecated code

2006-10-11 18:23  Ferdinando Ametrano

	* [r7880] Makefile.am, QuantLib.sln, QuantLib_vc8.sln,
	  QuantLib_vc8.vcproj, functions, makefile.mak, ql/CashFlows/all.hpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp, ql/Indexes/xibor.hpp,
	  ql/Instruments/bond.cpp, ql/Instruments/bond.hpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbond.hpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp, ql/Instruments/vanillaswap.cpp,
	  ql/Instruments/vanillaswap.hpp, ql/Instruments/zerocouponbond.cpp,
	  ql/Instruments/zerocouponbond.hpp, ql/PricingEngines/blackmodel.hpp,
	  ql/Processes/blackscholesprocess.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/calendar.hpp, ql/schedule.cpp, ql/schedule.hpp:
	  
	  removed deprecated code

2006-10-11 18:22  Ferdinando Ametrano

	* [r7879] ql/Indexes/interestrateindex.cpp, ql/settings.hpp:
	  
	  added enforceTodaysHistoricFixings

2006-10-11 17:05  Ferdinando Ametrano

	* [r7878] ql/RandomNumbers/seedgenerator.hpp:
	  
	  *** empty log message ***

2006-10-11 17:04  Ferdinando Ametrano

	* [r7877] ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/driftcalculator.hpp:
	  
	  using QuantLib::Spread type

2006-10-11 17:04  Ferdinando Ametrano

	* [r7876] ql/MarketModels/Models/expcorrabcdvol.cpp:
	  
	  removing useless code

2006-10-11 15:29  Francois du Vignaud

	* [r7875] ql/Math/pseudosqrt.cpp:
	  
	  bug correction: the matrix reduction algorithm has been changed to
	  retained at least one factor even if the componentRetainedPercentage
	  argument is low

2006-10-11 15:12  Francois du Vignaud

	* [r7874] test-suite/quantlibtestsuite.cpp:
	  
	  CapStripper test added

2006-10-11 15:10  Francois du Vignaud

	* [r7873] test-suite/testsuite_vc8.vcproj:
	  
	  CapStripper tests sources added

2006-10-11 15:09  Francois du Vignaud

	* [r7872] test-suite/capfloor.cpp, test-suite/utilities.hpp:
	  
	  checkAbsError function moved to capfloor source

2006-10-11 14:28  Francois du Vignaud

	* [r7871] QuantLib_vc8.vcproj:
	  
	  CapStripper source files added

2006-10-11 14:21  Francois du Vignaud

	* [r7870] test-suite/utilities.hpp:
	  
	  checkAbsError inlined

2006-10-11 14:20  Francois du Vignaud

	* [r7869] test-suite/utilities.hpp:
	  
	  checkAbsError function added

2006-10-11 14:19  Francois du Vignaud

	* [r7868] test-suite/capstripper.cpp, test-suite/capstripper.hpp:
	  
	  code refactoring

2006-10-11 14:18  Francois du Vignaud

	* [r7867] test-suite/capfloor.cpp, test-suite/capfloor.hpp:
	  
	  ATM rate test added

2006-10-11 14:17  Francois du Vignaud

	* [r7866] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp:
	  
	  numerical vega computation added (to be improved later on)
	  ATM rate added

2006-10-11 14:14  Francois du Vignaud

	* [r7865] ql/Volatilities/capstripper.cpp,
	  ql/Volatilities/capstripper.hpp:
	  
	  many code refactoring
	  stripping algorithm relies on caps vega to decide wether using
	  stripped caps or market caps

2006-10-11 13:12  Francois du Vignaud

	* [r7864] ql/CashFlows/fixedratecoupon.hpp:
	  
	  startDate renamed into accrualStartDate
	  endDate renamed into accrualEndDate
	  for clarity and uniformity sake

2006-10-11 12:34  Luigi Ballabio

	* [r7862] QuantLib.dev, QuantLib.dsp, QuantLib.vcproj,
	  QuantLib_vc8.vcproj, functions/ql/Functions/QuantLibFunctions.dev,
	  functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/makefile.mak,
	  ql/MarketModels/BrownianGenerators/makefile.mak,
	  ql/MarketModels/Evolvers/makefile.mak,
	  ql/MarketModels/ExerciseStrategies/makefile.mak,
	  ql/MarketModels/ExerciseValues/makefile.mak,
	  ql/MarketModels/Models/Makefile.am,
	  ql/MarketModels/Models/makefile.mak,
	  ql/MarketModels/Products/Makefile.am,
	  ql/MarketModels/Products/MultiStep/makefile.mak,
	  ql/MarketModels/Products/OneStep/makefile.mak,
	  ql/MarketModels/Products/all.hpp,
	  ql/MarketModels/Products/makefile.mak, ql/MarketModels/makefile.mak,
	  ql/Math/Makefile.am, ql/Math/makefile.mak,
	  ql/MonteCarlo/makefile.mak, ql/Optimization/Makefile.am,
	  ql/Optimization/makefile.mak,
	  ql/PricingEngines/Vanilla/makefile.mak,
	  ql/PricingEngines/makefile.mak, ql/Volatilities/makefile.mak,
	  ql/makefile.mak, test-suite/Makefile.am, test-suite/array.cpp,
	  test-suite/makefile.mak, test-suite/marketmodel.cpp,
	  test-suite/testsuite.dev, test-suite/testsuite.dsp:
	  
	  More cleanup

2006-10-11 11:50  Luigi Ballabio

	* [r7861] ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp:
	  
	  Undeprecated time interface for swaption volatility structures

2006-10-11 11:48  Ferdinando Ametrano

	* [r7860] ql/MarketModels/Models/expcorrabcdvol.cpp,
	  ql/MarketModels/Models/expcorrabcdvol.hpp,
	  ql/MarketModels/Models/expcorrflatvol.cpp,
	  ql/MarketModels/Models/expcorrflatvol.hpp,
	  ql/MarketModels/marketmodel.hpp, test-suite/marketmodel.cpp:
	  
	  using QuantLib::Spread type

2006-10-11 10:09  Luigi Ballabio

	* [r7859] ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp,
	  ql/CashFlows/conundrumpricer.cpp, ql/Indexes/swapindex.cpp,
	  ql/Indexes/swapindex.hpp, ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/MarketModels/Models/expcorrabcdvol.cpp,
	  ql/MarketModels/Models/expcorrflatvol.cpp,
	  ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/driftcalculator.hpp, ql/MarketModels/utilities.hpp,
	  ql/Processes/hullwhiteprocess.cpp,
	  ql/Processes/ornsteinuhlenbeckprocess.cpp, ql/period.cpp,
	  ql/period.hpp, test-suite/convertiblebonds.cpp,
	  test-suite/marketmodel.cpp:
	  
	  Miscellaneous cleanup

2006-10-11 10:00  Luigi Ballabio

	* [r7858] Contributors.txt, Docs/pages/authors.docs,
	  ql/Math/pseudosqrt.cpp, ql/Math/pseudosqrt.hpp:
	  
	  Hypersphere salvaging algorithm added (thanks to Yiping Chen)

2006-10-10 14:19  Francois du Vignaud

	* [r7857] ql/Volatilities/capstripper.cpp,
	  ql/Volatilities/capstripper.hpp, test-suite/capstripper.cpp:
	  
	  Work in progress

2006-10-09 14:42  Marco Bianchetti

	* [r7856] test-suite/marketmodel.cpp:
	  
	  testDriftCalculator : added loop over numeraires.

2006-10-09 14:30  Francois du Vignaud

	* [r7855] ql/Instruments/capfloor.cpp:
	  
	  lastFixing variable renamed to lastPaymentDate

2006-10-09 14:07  Francois du Vignaud

	* [r7854] ql/Volatilities/capstripper.cpp:
	  
	  the stripping code is now stored in this file, the stripping
	  algorithm robustness still needs to be enhanced

2006-10-09 11:30  Marco Bianchetti

	* [r7853] ql/MarketModels/driftcalculator.cpp:
	  
	  changed comments

2006-10-09 10:02  Ferdinando Ametrano

	* [r7852] ql/MarketModels/TODO.txt,
	  ql/MarketModels/lsdatacollector.hpp:
	  
	  *** empty log message ***

2006-10-09 10:02  Ferdinando Ametrano

	* [r7851] test-suite/marketmodel.cpp:
	  
	  using ConvergenceStatistics<SequenceStatistics>

2006-10-06 15:33  Francois du Vignaud

	* [r7850] test-suite/capstripper.cpp, test-suite/capstripper.hpp:
	  
	  *** empty log message ***

2006-10-06 15:31  Francois du Vignaud

	* [r7849] ql/Volatilities/capstripper.hpp:
	  
	  first commit, the file cpp will be added later on

2006-10-06 14:15  Ferdinando Ametrano

	* [r7848] test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-10-06 08:37  Luigi Ballabio

	* [r7847] Authors.txt, Contributors.txt, Docs/pages/authors.docs:
	  
	  *** empty log message ***

2006-10-05 16:39  Luigi Ballabio

	* [r7846] ql/Indexes/swapindex.cpp, ql/Indexes/swapindex.hpp,
	  ql/Instruments/vanillaswap.cpp, ql/Instruments/vanillaswap.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/Volatilities/swaptionvolcube.cpp:
	  
	  *** empty log message ***

2006-10-05 14:41  Ferdinando Ametrano

	* [r7845] ql/Instruments/vanillaswap.cpp,
	  ql/Instruments/vanillaswap.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  test-suite/shortratemodels.cpp:
	  
	  deprecated VanillaSwap constructor using fixingDays

2006-10-05 14:08  Ferdinando Ametrano

	* [r7844] ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/driftcalculator.hpp, test-suite/marketmodel.cpp:
	  
	  compute method introduced to discriminate between computePlain and
	  computeReduced

2006-10-05 12:22  Ferdinando Ametrano

	* [r7843] ql/schedule.cpp, test-suite/cliquetoption.cpp,
	  test-suite/cms.cpp, test-suite/compoundforward.cpp,
	  test-suite/piecewiseflatforward.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp:
	  
	  using Period constructor

2006-10-05 12:18  Ferdinando Ametrano

	* [r7842] ql/Volatilities/swaptionvolcube.cpp:
	  
	  *** empty log message ***

2006-10-05 11:56  Ferdinando Ametrano

	* [r7841] ql/TermStructures/ratehelpers.cpp:
	  
	  using MakeVanillaSwap (not yet...)

2006-10-05 11:53  Ferdinando Ametrano

	* [r7840] ql/Indexes/swapindex.cpp,
	  ql/Volatilities/swaptionvolcube.cpp:
	  
	  using MakeVanillaSwap

2006-10-05 10:59  Francois du Vignaud

	* [r7839] ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  comment updated

2006-10-05 09:09  Ferdinando Ametrano

	* [r7838] ql/Indexes/swapindex.cpp:
	  
	  some fix, but it doesn't work yet

2006-10-05 09:00  Luigi Ballabio

	* [r7837] ql/Instruments/vanillaswap.cpp:
	  
	  Fixed MakeVanillaSwap initialization

2006-10-05 08:44  Luigi Ballabio

	* [r7836] Authors.txt, Docs/pages/authors.docs, dev_tools/developers:
	  
	  *** empty log message ***

2006-10-05 03:16  Joseph Wang

	* [r7835] ql/Math/Makefile.am, ql/Math/complexarray.hpp,
	  test-suite/array.cpp:
	  
	  initial checkin of complex array class

2006-10-04 18:41  Ferdinando Ametrano

	* [r7834] ql/Indexes/swapindex.cpp:
	  
	  trying to use MakeVanillaSwap (it doesn't work yet: cms test would
	  fail)

2006-10-04 18:00  Ferdinando Ametrano

	* [r7833] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cmscoupon.cpp, ql/CashFlows/indexedcashflowvectors.hpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/TermStructures/ratehelpers.cpp, ql/period.cpp, ql/schedule.cpp,
	  ql/schedule.hpp, test-suite/convertiblebonds.cpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  deprecated Schedule::frequency()

2006-10-04 13:44  Ferdinando Ametrano

	* [r7832] test-suite/convertiblebonds.cpp:
	  
	  *** empty log message ***

2006-10-04 10:03  Giorgio Facchinetti

	* [r7831] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp, test-suite/cms.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  repalced const Matrix& volSpreads by const
	  std::vector<std::vector<Handle<Quote> > >& volSpreads
	  in SwaptionVolatilityCubeBySabr constructor

2006-10-04 09:47  Marco Bianchetti

	* [r7830] ql/MarketModels/driftcalculator.cpp,
	  test-suite/marketmodel.cpp:
	  
	  Checked driftcalculator:ComputeReduced when Numeraire = 0 is
	  selected
	  Added error messages and comments

2006-10-03 18:23  Ferdinando Ametrano

	* [r7829] ql/CashFlows/cmscoupon.cpp, ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp, ql/schedule.cpp, ql/schedule.hpp,
	  test-suite/convertiblebonds.cpp, test-suite/marketmodel.cpp:
	  
	  deprecating old Schedule constructors...

2006-10-03 18:14  Ferdinando Ametrano

	* [r7828] ql/quote.hpp:
	  
	  setValue returns the diff

2006-10-03 17:22  Ferdinando Ametrano

	* [r7827] ql/quote.hpp:
	  
	  setValue returns the diff

2006-10-03 12:35  Luigi Ballabio

	* [r7825] ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/MarketModels/curvestate.cpp, ql/MarketModels/curvestate.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  Removed warnings

2006-10-03 08:23  Ferdinando Ametrano

	* [r7824] ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/driftcalculator.hpp, test-suite/marketmodel.cpp:
	  
	  leaner computeReduced signature

2006-10-02 14:59  Marco Bianchetti

	* [r7823] ql/MarketModels/utilities.cpp,
	  ql/MarketModels/utilities.hpp:
	  
	  Added some comment

2006-10-02 14:56  Marco Bianchetti

	* [r7822] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  added temporary test MarketModelTest::testIsInSubset()

2006-10-02 13:26  Giorgio Facchinetti

	* [r7821] ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Volatilities/cmsmarket.cpp, ql/Volatilities/cmsmarket.hpp:
	  
	  work in progress ...

2006-10-02 10:24  Luigi Ballabio

	* [r7820] ql/CashFlows/cmscoupon.cpp:
	  
	  *** empty log message ***

2006-10-01 23:08  Eric Ehlers

	* [r7819] ql/MarketModels/driftcalculator.cpp:
	  
	  prevent crash

2006-10-01 12:20  Luigi Ballabio

	* [r7818] test-suite/Makefile.am:
	  
	  *** empty log message ***

2006-09-29 16:18  Luigi Ballabio

	* [r7817] ql/Processes/ornsteinuhlenbeckprocess.cpp:
	  
	  Fix for small speed parameter (thanks to Guowen Han)

2006-09-29 13:13  Giorgio Facchinetti

	* [r7816] ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp:
	  
	  *** empty log message ***

2006-09-29 10:06  Giorgio Facchinetti

	* [r7815] ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp:
	  
	  Added CmsInArrearsCouponVector

2006-09-29 09:30  Luigi Ballabio

	* [r7814] test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-09-28 17:09  Ferdinando Ametrano

	* [r7813] QuantLib.vcproj, QuantLib_vc8.vcproj:
	  
	  VC projects catching up

2006-09-28 16:42  Cristina Duminuco

	* [r7812] ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp:
	  
	  added CMSZeroCouponVector

2006-09-28 16:39  Luigi Ballabio

	* [r7811] ql/MarketModels/ExerciseStrategies/lsstrategy.cpp,
	  ql/MarketModels/ExerciseStrategies/lsstrategy.hpp,
	  ql/MarketModels/ExerciseStrategies/swapratetrigger.cpp,
	  ql/MarketModels/ExerciseStrategies/swapratetrigger.hpp,
	  ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.cpp,
	  ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.hpp,
	  ql/MarketModels/ExerciseValues/nothingexercisevalue.cpp,
	  ql/MarketModels/ExerciseValues/nothingexercisevalue.hpp,
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp,
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.hpp,
	  ql/MarketModels/Products/MultiStep/cashrebate.cpp,
	  ql/MarketModels/Products/MultiStep/cashrebate.hpp,
	  ql/MarketModels/Products/MultiStep/exerciseadapter.cpp,
	  ql/MarketModels/Products/MultiStep/exerciseadapter.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcaplets.cpp,
	  ql/MarketModels/Products/MultiStep/multistepcaplets.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcoinitialswaps.cpp,
	  ql/MarketModels/Products/MultiStep/multistepcoinitialswaps.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaps.cpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaps.hpp,
	  ql/MarketModels/Products/MultiStep/multistepforwards.cpp,
	  ql/MarketModels/Products/MultiStep/multistepforwards.hpp,
	  ql/MarketModels/Products/MultiStep/multistepnothing.cpp,
	  ql/MarketModels/Products/MultiStep/multistepnothing.hpp,
	  ql/MarketModels/Products/MultiStep/multistepswap.cpp,
	  ql/MarketModels/Products/MultiStep/multistepswap.hpp,
	  ql/MarketModels/Products/OneStep/onestepcaplets.cpp,
	  ql/MarketModels/Products/OneStep/onestepcaplets.hpp,
	  ql/MarketModels/Products/OneStep/onestepcoinitialswaps.cpp,
	  ql/MarketModels/Products/OneStep/onestepcoinitialswaps.hpp,
	  ql/MarketModels/Products/OneStep/onestepcoterminalswaps.cpp,
	  ql/MarketModels/Products/OneStep/onestepcoterminalswaps.hpp,
	  ql/MarketModels/Products/OneStep/onestepforwards.cpp,
	  ql/MarketModels/Products/OneStep/onestepforwards.hpp,
	  ql/MarketModels/Products/compositeproduct.cpp,
	  ql/MarketModels/Products/compositeproduct.hpp,
	  ql/MarketModels/Products/marketmodelratchet.cpp,
	  ql/MarketModels/Products/marketmodelratchet.hpp,
	  ql/MarketModels/Products/multiproductcomposite.cpp,
	  ql/MarketModels/Products/multiproductcomposite.hpp,
	  ql/MarketModels/Products/singleproductcomposite.cpp,
	  ql/MarketModels/Products/singleproductcomposite.hpp,
	  ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp,
	  ql/MarketModels/exercisevalue.hpp,
	  ql/MarketModels/lsbasisfunctions.hpp,
	  ql/MarketModels/marketmodelproduct.hpp,
	  ql/MarketModels/swapbasissystem.cpp,
	  ql/MarketModels/swapbasissystem.hpp,
	  ql/MonteCarlo/exercisestrategy.hpp, ql/Utilities/Makefile.am,
	  ql/Utilities/all.hpp, ql/Utilities/clone.hpp,
	  test-suite/marketmodel.cpp:
	  
	  Enabled automatic cloning for market-model products and related
	  classes

2006-09-28 15:15  Ferdinando Ametrano

	* [r7810] ql/PricingEngines/blackmodel.cpp:
	  
	  *** empty log message ***

2006-09-28 15:14  Ferdinando Ametrano

	* [r7809] QuantLib.vcproj, QuantLib_vc8.vcproj:
	  
	  VC projects catching up

2006-09-28 15:13  Ferdinando Ametrano

	* [r7808] ql/DayCounters/business252.hpp:
	  
	  VC8 catching up

2006-09-28 11:33  Ferdinando Ametrano

	* [r7807] ql/date.cpp, ql/date.hpp, test-suite/dates.cpp:
	  
	  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 11:30  Ferdinando Ametrano

	* [r7806] test-suite/testsuite_vc8.vcproj:
	  
	  avoiding manifest generation

2006-09-28 10:20  Luigi Ballabio

	* [r7805]
	  ql/PricingEngines/Lookback/analyticcontinuousfixedlookback.cpp:
	  
	  (Possibly) fixed error on Solaris

2006-09-28 10:07  Ferdinando Ametrano

	* [r7804] ql/date.cpp, ql/date.hpp:
	  
	  all serial 3M IMM futures, thanks to Toyin Akin

2006-09-28 09:14  Luigi Ballabio

	* [r7803] Contributors.txt, Docs/pages/authors.docs,
	  Docs/pages/license.docs, LICENSE.TXT, ql/TermStructures/Makefile.am,
	  ql/TermStructures/all.hpp,
	  ql/TermStructures/piecewisezerospreadedtermstructure.hpp:
	  
	  Added piecewise-zero-spreaded yield curve (thanks to Roland
	  Lichters)

2006-09-28 07:15  Giorgio Facchinetti

	* [r7802] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  work in progress ...

2006-09-27 16:54  Luigi Ballabio

	* [r7801] ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  *** empty log message ***

2006-09-27 16:15  Francois du Vignaud

	* [r7800] test-suite/testsuite_vc8.vcproj:
	  
	  disabling automatic post-build run of testsuite in debug
	  configuration

2006-09-27 07:31  Ferdinando Ametrano

	* [r7799] test-suite/piecewiseyieldcurve.cpp:
	  
	  lower tolerance

2006-09-26 17:22  Eric Ehlers

	* [r7798] test-suite/piecewiseyieldcurve.cpp:
	  
	  add test for par rate

2006-09-26 17:20  Eric Ehlers

	* [r7797] ql/yieldtermstructure.hpp:
	  
	  fix overrun of vector iterator bound

2006-09-26 16:45  Luigi Ballabio

	* [r7796] News.txt, ql/Calendars/brazil.cpp, ql/Calendars/brazil.hpp,
	  ql/DayCounters/Makefile.am, ql/DayCounters/all.hpp,
	  ql/DayCounters/business252.hpp, ql/calendar.cpp, ql/calendar.hpp,
	  test-suite/calendars.cpp, test-suite/calendars.hpp,
	  test-suite/daycounters.cpp, test-suite/daycounters.hpp:
	  
	  Added business/252 day-count convention (thanks to Piter Dias)

2006-09-26 13:34  Luigi Ballabio

	* [r7795] ql/Math/convergencestatistics.hpp:
	  
	  Allowed ConvergenceStatistics to take an initialized underlying
	  statistics

2006-09-26 13:33  Luigi Ballabio

	* [r7794] test-suite, test-suite/.cvsignore:
	  
	  *** empty log message ***

2006-09-26 12:59  Luigi Ballabio

	* [r7793] Makefile.am, test-suite/Makefile.am,
	  test-suite/quantlibbenchmark.cpp:
	  
	  Benchmark is built and run on demand

2006-09-25 20:22  Klaus Spanderen

	* [r7792] test-suite/Makefile.am, test-suite/quantlibbenchmark.cpp:
	  
	  added quantlib benchmark

2006-09-25 17:28  Ferdinando Ametrano

	* [r7791] ql/MarketModels/Products/compositeproduct.cpp:
	  
	  *** empty log message ***

2006-09-25 16:54  Ferdinando Ametrano

	* [r7790] ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp,
	  test-suite/marketmodel.cpp:
	  
	  inverting numeraire and factory (so that later on ipc might not have
	  numeraires as
	  input)

2006-09-25 16:53  Ferdinando Ametrano

	* [r7789] ql/MarketModels/evolutiondescription.hpp:
	  
	  clean up

2006-09-25 16:52  Ferdinando Ametrano

	* [r7788] ql/MarketModels/accountingengine.hpp:
	  
	  *** empty log message ***

2006-09-25 15:30  Luigi Ballabio

	* [r7787] ql/MarketModels/Makefile.am, ql/MarketModels/all.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2006-09-25 15:09  Luigi Ballabio

	* [r7786] ql/MarketModels/Products/compositeproduct.cpp:
	  
	  Fixed suggested numeraire for composite product

2006-09-25 15:04  Ferdinando Ametrano

	* [r7785] QuantLib.vcproj:
	  
	  *** empty log message ***

2006-09-25 15:04  Ferdinando Ametrano

	* [r7784] QuantLib_vc8.vcproj,
	  ql/MarketModels/ExerciseStrategies/lsstrategy.cpp,
	  ql/MarketModels/ExerciseStrategies/lsstrategy.hpp,
	  ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp,
	  ql/MarketModels/evolutiondescription.hpp,
	  ql/MarketModels/lsdatacollector.cpp,
	  ql/MarketModels/marketmodeldiscounter.cpp,
	  ql/MarketModels/marketmodeldiscounter.hpp,
	  test-suite/marketmodel.cpp, test-suite/quantlibtestsuite.cpp:
	  
	  MarketModelDiscounter in its own file

2006-09-25 14:25  Ferdinando Ametrano

	* [r7783] test-suite/marketmodel.cpp:
	  
	  extended test of callable swap pricing using Longstaff-Schwartz
	  exercise strategy

2006-09-25 13:13  Luigi Ballabio

	* [r7782] test-suite/mclongstaffschwartzengine.cpp:
	  
	  *** empty log message ***

2006-09-25 11:55  Ferdinando Ametrano

	* [r7781] test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-09-25 11:55  Ferdinando Ametrano

	* [r7780] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-09-25 11:54  Ferdinando Ametrano

	* [r7779] ql/Math/normaldistribution.cpp:
	  
	  bug fixed

2006-09-25 11:50  Ferdinando Ametrano

	* [r7778] ql/MarketModels/Models/expcorrabcdvol.cpp,
	  ql/MarketModels/Models/expcorrabcdvol.hpp,
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp,
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.hpp,
	  ql/MarketModels/Products/MultiStep/cashrebate.cpp,
	  ql/MarketModels/Products/MultiStep/cashrebate.hpp,
	  ql/MarketModels/Products/MultiStep/exerciseadapter.hpp,
	  ql/MarketModels/Products/compositeproduct.cpp,
	  ql/MarketModels/Products/compositeproduct.hpp,
	  ql/MarketModels/Products/marketmodelratchet.cpp,
	  ql/MarketModels/Products/marketmodelratchet.hpp,
	  ql/MarketModels/Products/multiproductmultistep.cpp,
	  ql/MarketModels/Products/multiproductmultistep.hpp,
	  ql/MarketModels/Products/multiproductonestep.cpp,
	  ql/MarketModels/Products/multiproductonestep.hpp,
	  ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp,
	  ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp,
	  ql/MarketModels/exercisevalue.hpp,
	  ql/MarketModels/lsbasisfunctions.hpp,
	  ql/MarketModels/lsdatacollector.cpp,
	  ql/MarketModels/marketmodel.hpp,
	  ql/MarketModels/marketmodelevolver.hpp,
	  ql/MarketModels/marketmodelproduct.hpp,
	  ql/MarketModels/swapbasissystem.cpp,
	  ql/MarketModels/swapbasissystem.hpp, test-suite/marketmodel.cpp:
	  
	  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 11:47  Ferdinando Ametrano

	* [r7777] ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp,
	  ql/MarketModels/ExerciseStrategies/lsstrategy.cpp,
	  ql/MarketModels/ExerciseStrategies/lsstrategy.hpp,
	  ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.cpp,
	  ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.hpp,
	  ql/MarketModels/ExerciseValues/nothingexercisevalue.cpp,
	  ql/MarketModels/ExerciseValues/nothingexercisevalue.hpp:
	  
	  EvolutionDescription doesn't handle numeraires anymore

2006-09-25 10:07  Ferdinando Ametrano

	* [r7776] ql/MarketModels/Models/expcorrflatvol.cpp,
	  ql/MarketModels/Models/expcorrflatvol.hpp,
	  ql/PricingEngines/blackmodel.cpp, ql/PricingEngines/blackmodel.hpp:
	  
	  1) added approximations for implied Black vol
	  2) improved implementation of Black formula and related functions

2006-09-25 09:44  Ferdinando Ametrano

	* [r7775] test-suite/capfloor.cpp, test-suite/swaption.cpp:
	  
	  *** empty log message ***

2006-09-25 02:52  Joseph Wang

	* [r7774] ql/Math/fastfouriertransform.hpp:
	  
	  encapsulate into class

2006-09-23 13:37  Luigi Ballabio

	* [r7773] test-suite/marketmodel.cpp:
	  
	  Added clone function to ease writing tests

2006-09-23 12:21  Luigi Ballabio

	* [r7772] ql/MarketModels/Products/Makefile.am,
	  ql/MarketModels/Products/all.hpp,
	  ql/MarketModels/Products/compositeproduct.cpp,
	  ql/MarketModels/Products/compositeproduct.hpp,
	  ql/MarketModels/Products/multiproductcomposite.cpp,
	  ql/MarketModels/Products/multiproductcomposite.hpp,
	  ql/MarketModels/Products/singleproductcomposite.cpp,
	  ql/MarketModels/Products/singleproductcomposite.hpp,
	  test-suite/Makefile.am, test-suite/marketmodel.cpp:
	  
	  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 21:50  Joseph Wang

	* [r7771] ql/MarketModels/Makefile.am,
	  ql/MarketModels/Products/MultiStep/Makefile.am:
	  
	  fix build so that swaps will work

2006-09-22 17:07  Ferdinando Ametrano

	* [r7770] QuantLib_vc8.vcproj,
	  ql/MarketModels/ExerciseStrategies/swapratetrigger.cpp,
	  ql/MarketModels/ExerciseStrategies/swapratetrigger.hpp,
	  ql/MarketModels/ExerciseValues/nothingexercisevalue.hpp,
	  ql/MarketModels/Products/MultiStep/exerciseadapter.cpp,
	  ql/MarketModels/Products/MultiStep/multistepnothing.hpp,
	  ql/MarketModels/Products/MultiStep/multistepswap.cpp,
	  ql/MarketModels/Products/MultiStep/multistepswap.hpp,
	  ql/MarketModels/curvestate.cpp, ql/MarketModels/curvestate.hpp,
	  ql/MarketModels/swapbasissystem.cpp,
	  ql/MarketModels/swapbasissystem.hpp,
	  ql/MarketModels/swapforwardconversionmatrix.cpp,
	  ql/MarketModels/swapforwardconversionmatrix.hpp,
	  ql/MarketModels/utilities.cpp,
	  ql/MonteCarlo/genericlsregression.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel.hpp:
	  
	  Mark 4th week: session 5

2006-09-22 07:45  Giorgio Facchinetti

	* [r7769] ql/MarketModels/swapforwardconversionmatrix.cpp,
	  ql/MarketModels/swapforwardconversionmatrix.hpp:
	  
	  *** empty log message ***

2006-09-22 02:18  Joseph Wang

	* [r7768] ql/Math/Makefile.am, ql/Math/fastfouriertransform.hpp,
	  test-suite/Makefile.am, test-suite/fastfouriertransform.cpp,
	  test-suite/fastfouriertransform.hpp:
	  
	  checked in stubs for FFT code.

2006-09-21 18:41  Ferdinando Ametrano

	* [r7766] configure.ac, ql/MarketModels/ExerciseStrategies,
	  ql/MarketModels/ExerciseStrategies/.cvsignore,
	  ql/MarketModels/ExerciseStrategies/Makefile.am,
	  ql/MarketModels/Makefile.am, ql/MarketModels/all.hpp,
	  test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-09-21 18:17  Katiuscia Manzoni

	* [r7765] QuantLib_vc8.vcproj:
	  
	  *** empty log message ***

2006-09-21 18:11  Ferdinando Ametrano

	* [r7764] QuantLib.vcproj, ql/MarketModels/ExerciseStrategies,
	  ql/MarketModels/ExerciseStrategies/lsstrategy.cpp,
	  ql/MarketModels/ExerciseStrategies/lsstrategy.hpp,
	  ql/MarketModels/ExerciseStrategies/swapratetrigger.cpp,
	  ql/MarketModels/ExerciseStrategies/swapratetrigger.hpp,
	  ql/MarketModels/lsdatacollector.hpp, ql/MarketModels/lsstrategy.cpp,
	  ql/MarketModels/lsstrategy.hpp, ql/MarketModels/swapratetrigger.cpp,
	  ql/MarketModels/swapratetrigger.hpp:
	  
	  *** empty log message ***

2006-09-21 17:59  Ferdinando Ametrano

	* [r7763] QuantLib.vcproj:
	  
	  *** empty log message ***

2006-09-21 17:25  Luigi Ballabio

	* [r7762] configure.ac,
	  ql/MarketModels/BrownianGenerators/Makefile.am,
	  ql/MarketModels/Evolvers/Makefile.am,
	  ql/MarketModels/ExerciseValues,
	  ql/MarketModels/ExerciseValues/.cvsignore,
	  ql/MarketModels/ExerciseValues/Makefile.am,
	  ql/MarketModels/Makefile.am, ql/MarketModels/Models/Makefile.am,
	  ql/MarketModels/all.hpp:
	  
	  *** empty log message ***

2006-09-21 16:33  Ferdinando Ametrano

	* [r7761] QuantLib_vc8.vcproj, ql/MarketModels/ExerciseValues,
	  ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.cpp,
	  ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.hpp,
	  ql/MarketModels/ExerciseValues/nothingexercisevalue.cpp,
	  ql/MarketModels/ExerciseValues/nothingexercisevalue.hpp,
	  ql/MarketModels/Makefile.am,
	  ql/MarketModels/Products/MultiStep/Makefile.am,
	  ql/MarketModels/Products/MultiStep/all.hpp,
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp,
	  ql/MarketModels/Products/MultiStep/exerciseadapter.cpp,
	  ql/MarketModels/Products/MultiStep/exerciseadapter.hpp,
	  ql/MarketModels/Products/MultiStep/multistepnothing.cpp,
	  ql/MarketModels/Products/MultiStep/multistepnothing.hpp,
	  ql/MarketModels/all.hpp, ql/MarketModels/exercisevalue.hpp,
	  ql/MarketModels/lsdatacollector.cpp, ql/MarketModels/lsstrategy.cpp,
	  ql/MarketModels/lsstrategy.hpp, ql/MarketModels/swapratetrigger.cpp,
	  ql/MarketModels/swapratetrigger.hpp, ql/MarketModels/utilities.cpp,
	  ql/MarketModels/utilities.hpp, ql/MonteCarlo/exercisestrategy.hpp:
	  
	  Mark 4th week: session 4

2006-09-21 09:24  Ferdinando Ametrano

	* [r7760] ql/MarketModels/Evolvers/forwardrateipcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp,
	  ql/MarketModels/marketmodelevolver.hpp:
	  
	  *** empty log message ***

2006-09-21 07:19  Marco Bianchetti

	* [r7759] ql/MarketModels/lsdatacollector.cpp:
	  
	  isInSubset function implementation - 1st draft

2006-09-20 16:59  Luigi Ballabio

	* [r7758] ql/Indexes/Makefile.am, ql/Indexes/all.hpp,
	  ql/MarketModels/Makefile.am, ql/MarketModels/all.hpp:
	  
	  *** empty log message ***

2006-09-20 16:05  Giorgio Facchinetti

	* [r7757] QuantLib.vcproj:
	  
	  Added files

2006-09-20 15:48  Ferdinando Ametrano

	* [r7756] QuantLib_vc8.vcproj,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp,
	  ql/MarketModels/Makefile.am,
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp,
	  ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp, ql/MarketModels/all.hpp,
	  ql/MarketModels/exercisevalue.hpp,
	  ql/MarketModels/lsbasisfunctions.cpp,
	  ql/MarketModels/lsdatacollector.cpp,
	  ql/MarketModels/lsdatacollector.hpp,
	  ql/MarketModels/marketmodelevolver.hpp,
	  ql/MonteCarlo/genericlsregression.cpp,
	  ql/MonteCarlo/genericlsregression.hpp:
	  
	  Mark 4th week: session 3

2006-09-20 14:59  Giorgio Facchinetti

	* [r7755] QuantLib.vcproj:
	  
	  *** empty log message ***

2006-09-20 14:36  Chiara Fornarola

	* [r7754] QuantLib_vc8.vcproj, ql/Indexes/euriborswapfixifr.hpp,
	  ql/Indexes/eurliborswapfixifr.hpp:
	  
	  added files for EurliborSwapFixIFR and EuriborSwapFixIFR indexes
	  publishe by IFR Markets

2006-09-20 12:33  Ferdinando Ametrano

	* [r7753] ql/Math/svd.cpp:
	  
	  *** empty log message ***

2006-09-20 11:19  Luigi Ballabio

	* [r7752] ql/Indexes/Makefile.am, ql/Indexes/all.hpp:
	  
	  *** empty log message ***

2006-09-20 11:19  Luigi Ballabio

	* [r7751] ql/Math/svd.cpp:
	  
	  Fix for gcc

2006-09-20 10:46  Ferdinando Ametrano

	* [r7750] QuantLib_vc8.vcproj, ql/MarketModels/curvestate.hpp,
	  ql/MarketModels/swapforwardconversionmatrix.cpp,
	  ql/MarketModels/swapforwardconversionmatrix.hpp:
	  
	  Mark 4th week: session 3

2006-09-20 09:41  Giorgio Facchinetti

	* [r7749] ql/Math/svd.cpp:
	  
	  *** empty log message ***

2006-09-20 07:32  Giorgio Facchinetti

	* [r7748]
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp:
	  
	  mergeTimes function

2006-09-19 16:58  Ferdinando Ametrano

	* [r7747] test-suite/marketmodel.cpp:
	  
	  normalizing displaced volatilities

2006-09-19 16:00  Ferdinando Ametrano

	* [r7746] ql/MarketModels/lsbasisfunctions.cpp,
	  ql/MarketModels/lsbasisfunctions.hpp,
	  ql/MarketModels/lsdatacollector.cpp,
	  ql/MarketModels/lsdatacollector.hpp:
	  
	  Mark 4th week: session 2

2006-09-19 15:28  Ferdinando Ametrano

	* [r7745] QuantLib_vc8.vcproj,
	  ql/MarketModels/Products/MultiStep/Makefile.am,
	  ql/MarketModels/Products/MultiStep/all.hpp,
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp,
	  ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.hpp,
	  ql/MarketModels/Products/MultiStep/cashrebate.cpp,
	  ql/MarketModels/Products/MultiStep/cashrebate.hpp,
	  ql/MarketModels/Products/callspecifiedmultiproduct.cpp,
	  ql/MarketModels/Products/callspecifiedmultiproduct.hpp,
	  ql/Math/sequencestatistics.hpp, ql/Math/svd.hpp,
	  ql/MonteCarlo/Makefile.am, ql/MonteCarlo/all.hpp,
	  ql/MonteCarlo/genericlsregression.cpp,
	  ql/MonteCarlo/genericlsregression.hpp:
	  
	  Mark 4th week: session 2

2006-09-19 11:33  Ferdinando Ametrano

	* [r7744] ql/CashFlows/cmscoupon.cpp,
	  ql/CashFlows/conundrumpricer.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Swaption/lfmswaptionengine.cpp,
	  ql/PricingEngines/blackmodel.hpp,
	  ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp,
	  ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp:
	  
	  deprecating duplicate functions

2006-09-19 10:50  Chiara Fornarola

	* [r7743] ql/Indexes/eurliborswapfixb.hpp:
	  
	  added EURLIBORSWAPFIXB indexes

2006-09-19 10:49  Chiara Fornarola

	* [r7742] QuantLib_vc8.vcproj:
	  
	  added eurliborswapfixb.hpp to the project

2006-09-19 07:23  Luigi Ballabio

	* [r7741] ql/PricingEngines/Makefile.am:
	  
	  *** empty log message ***

2006-09-18 21:11  Joseph Wang

	* [r7740] configure.ac, ql/MarketModels/Products/Makefile.am:
	  
	  fix am files to make multistep and onestep products work

2006-09-18 16:12  Ferdinando Ametrano

	* [r7739] ql/MarketModels/Products/callspecifiedmultiproduct.cpp,
	  ql/MarketModels/Products/callspecifiedmultiproduct.hpp,
	  ql/MarketModels/TODO.txt, ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp,
	  ql/MonteCarlo/exercisestrategy.hpp, test-suite/marketmodel.cpp:
	  
	  Mark 4th week: session 1

2006-09-18 12:34  Ferdinando Ametrano

	* [r7738] ql/solver1d.hpp:
	  
	  the commented out lines are how they should be, but eruropean test
	  fails and needs
	  more investigation

2006-09-18 11:12  Eric Ehlers

	* [r7737] QuantLib_vc8.vcproj:
	  
	  add blackmodel.cpp to VC8 workspace

2006-09-18 11:11  Ferdinando Ametrano

	* [r7736] ql/PricingEngines/blackmodel.hpp:
	  
	  using Option::Type

2006-09-18 11:06  Ferdinando Ametrano

	* [r7735] ql/solver1d.hpp:
	  
	  better accuracy handling

2006-09-18 09:42  Ferdinando Ametrano

	* [r7734] test-suite/marketmodel.cpp:
	  
	  quicker test

2006-09-18 07:25  Ferdinando Ametrano

	* [r7733] ql/PricingEngines/blackmodel.hpp:
	  
	  introduced stand-alone BlackFormula and BlackImpliedStdDev

2006-09-18 07:22  Ferdinando Ametrano

	* [r7732] ql/PricingEngines/blackmodel.cpp,
	  ql/PricingEngines/blackmodel.hpp:
	  
	  introduced stand-alone BlackFormula and BlackImpliedStdDev

2006-09-18 07:20  Ferdinando Ametrano

	* [r7731] ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Swaption/lfmswaptionengine.cpp,
	  ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp,
	  ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp:
	  
	  using Option::Type

2006-09-18 07:19  Ferdinando Ametrano

	* [r7730] ql/MarketModels/Products/MultiStep,
	  ql/MarketModels/Products/MultiStep/.cvsignore,
	  ql/MarketModels/Products/MultiStep/Makefile.am,
	  ql/MarketModels/Products/MultiStep/all.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcaplets.cpp,
	  ql/MarketModels/Products/MultiStep/multistepcaplets.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcoinitialswaps.cpp,
	  ql/MarketModels/Products/MultiStep/multistepcoinitialswaps.hpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaps.cpp,
	  ql/MarketModels/Products/MultiStep/multistepcoterminalswaps.hpp,
	  ql/MarketModels/Products/MultiStep/multistepforwards.cpp,
	  ql/MarketModels/Products/MultiStep/multistepforwards.hpp,
	  ql/MarketModels/Products/OneStep,
	  ql/MarketModels/Products/OneStep/.cvsignore,
	  ql/MarketModels/Products/OneStep/Makefile.am,
	  ql/MarketModels/Products/OneStep/all.hpp,
	  ql/MarketModels/Products/OneStep/onestepcaplets.cpp,
	  ql/MarketModels/Products/OneStep/onestepcaplets.hpp,
	  ql/MarketModels/Products/OneStep/onestepcoinitialswaps.cpp,
	  ql/MarketModels/Products/OneStep/onestepcoinitialswaps.hpp,
	  ql/MarketModels/Products/OneStep/onestepcoterminalswaps.cpp,
	  ql/MarketModels/Products/OneStep/onestepcoterminalswaps.hpp,
	  ql/MarketModels/Products/OneStep/onestepforwards.cpp,
	  ql/MarketModels/Products/OneStep/onestepforwards.hpp,
	  ql/MarketModels/Products/marketmodelcaplets.cpp,
	  ql/MarketModels/Products/marketmodelcaplets.hpp,
	  ql/MarketModels/Products/marketmodelcapletsonestep.cpp,
	  ql/MarketModels/Products/marketmodelcapletsonestep.hpp,
	  ql/MarketModels/Products/marketmodelcoinitialswaps.cpp,
	  ql/MarketModels/Products/marketmodelcoinitialswaps.hpp,
	  ql/MarketModels/Products/marketmodelcoinitialswapsonestep.cpp,
	  ql/MarketModels/Products/marketmodelcoinitialswapsonestep.hpp,
	  ql/MarketModels/Products/marketmodelcomposite.cpp,
	  ql/MarketModels/Products/marketmodelcomposite.hpp,
	  ql/MarketModels/Products/marketmodelcoterminalswaps.cpp,
	  ql/MarketModels/Products/marketmodelcoterminalswaps.hpp,
	  ql/MarketModels/Products/marketmodelcoterminalswapsonestep.cpp,
	  ql/MarketModels/Products/marketmodelcoterminalswapsonestep.hpp,
	  ql/MarketModels/Products/marketmodelforwards.cpp,
	  ql/MarketModels/Products/marketmodelforwards.hpp,
	  ql/MarketModels/Products/marketmodelforwardsonestep.cpp,
	  ql/MarketModels/Products/marketmodelforwardsonestep.hpp,
	  ql/MarketModels/Products/multiproductcomposite.cpp,
	  ql/MarketModels/Products/multiproductcomposite.hpp,
	  ql/MarketModels/Products/multiproductmultistep.cpp,
	  ql/MarketModels/Products/multiproductmultistep.hpp,
	  ql/MarketModels/Products/multiproductonestep.cpp,
	  ql/MarketModels/Products/multiproductonestep.hpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  *** empty log message ***

2006-09-18 07:14  Ferdinando Ametrano

	* [r7729] ql/option.hpp:
	  
	  using values which will simplify Black formula usage

2006-09-18 07:13  Ferdinando Ametrano

	* [r7728] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2006-09-18 07:12  Ferdinando Ametrano

	* [r7727] test-suite/europeanoption.cpp:
	  
	  extended error message

2006-09-18 07:06  Ferdinando Ametrano

	* [r7726] ql/Math/sabrinterpolation.hpp:
	  
	  introduced stand-alone SabrVolatility function

2006-09-18 07:05  Ferdinando Ametrano

	* [r7725] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/MarketModels/Products/Makefile.am,
	  ql/MarketModels/Products/all.hpp,
	  ql/MarketModels/Products/marketmodelratchet.cpp,
	  ql/MarketModels/Products/marketmodelratchet.hpp,
	  ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp,
	  ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp,
	  ql/MarketModels/marketmodelproduct.hpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel.hpp:
	  
	  pertial code refactoring

2006-09-18 07:04  Ferdinando Ametrano

	* [r7724] ql/CashFlows/cmscoupon.cpp,
	  ql/CashFlows/conundrumpricer.cpp, ql/CashFlows/conundrumpricer.hpp,
	  test-suite/cms.cpp:
	  
	  using Option::Type

2006-09-15 15:44  Ferdinando Ametrano

	* [r7723] test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-09-15 15:25  Ferdinando Ametrano

	* [r7722] test-suite/marketmodel.cpp:
	  
	  minor clean up

2006-09-15 15:17  Katiuscia Manzoni

	* [r7721] ql/Indexes/eurlibor.hpp, ql/Indexes/eurliborswapfixa.hpp:
	  
	  Eurlibor name set back to EURLibor

2006-09-15 14:41  Marco Bianchetti

	* [r7720] test-suite/marketmodel.cpp:
	  
	  MarketModelTest::testDriftCalculator work in progress...

2006-09-15 14:29  Ferdinando Ametrano

	* [r7719] test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitycube.hpp:
	  
	  extended test, including SwaptionVolCubeBySabr

2006-09-15 14:27  Ferdinando Ametrano

	* [r7718] ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp:
	  
	  partial code refactoring, the goal being deprecation of time-based
	  interface

2006-09-15 13:54  Giorgio Facchinetti

	* [r7717] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  *** empty log message ***

2006-09-15 13:50  Katiuscia Manzoni

	* [r7716] ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  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 11:31  Luigi Ballabio

	* [r7715] test-suite/swaptionvolatilitycube.cpp:
	  
	  Report all errors rather than only the first one

2006-09-15 09:34  Ferdinando Ametrano

	* [r7714] test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitycube.hpp:
	  
	  extended test

2006-09-15 09:33  Ferdinando Ametrano

	* [r7713] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  bug fix

2006-09-15 09:27  Ferdinando Ametrano

	* [r7712] ql/Volatilities/swaptionvolmatrix.cpp:
	  
	  bug fix

2006-09-14 18:36  Ferdinando Ametrano

	* [r7711] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp, ql/swaptionvolstructure.hpp:
	  
	  partial fix: Following convention for option date

2006-09-14 18:21  Ferdinando Ametrano

	* [r7710] ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  *** empty log message ***

2006-09-14 16:12  Katiuscia Manzoni

	* [r7709] ql/Instruments/vanillaswap.cpp,
	  ql/Instruments/vanillaswap.hpp:
	  
	  added class MakeVanillaSwap to easily instantiate VanillaSwap.

2006-09-14 16:07  Katiuscia Manzoni

	* [r7708] ql/schedule.hpp:
	  
	  operator Schedule() const {...}

2006-09-14 15:43  Ferdinando Ametrano

	* [r7707] test-suite/swaptionvolatilitycube.cpp:
	  
	  *** empty log message ***

2006-09-14 10:23  Ferdinando Ametrano

	* [r7706] ql/schedule.cpp, test-suite/swaptionvolatilitycube.cpp:
	  
	  *** empty log message ***

2006-09-14 10:13  Ferdinando Ametrano

	* [r7705] ql/Volatilities/smilesection.cpp:
	  
	  formatting

2006-09-13 15:53  Ferdinando Ametrano

	* [r7703] test-suite/swaptionvolatilitycube.cpp:
	  
	  *** empty log message ***

2006-09-13 13:25  Luigi Ballabio

	* [r7702] test-suite/swaptionvolatilitycube.cpp:
	  
	  Correctly initialized quote matrix

2006-09-13 12:57  Luigi Ballabio

	* [r7701] ql/Indexes/Makefile.am, ql/Indexes/all.hpp,
	  ql/Indexes/core.hpp, ql/Indexes/euribor.hpp, ql/Indexes/xibor.hpp,
	  ql/Volatilities/Makefile.am, ql/Volatilities/all.hpp,
	  ql/Volatilities/cmsmarket.cpp, ql/Volatilities/smilesection.cpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp, test-suite/cms.cpp:
	  
	  *** empty log message ***

2006-09-13 10:20  Giorgio Facchinetti

	* [r7700] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  bug fixed

2006-09-13 09:29  Katiuscia Manzoni

	* [r7699] ql/Indexes/eurliborswapfixa.hpp:
	  
	  bug fix

2006-09-13 08:37  Ferdinando Ametrano

	* [r7698] test-suite/makefile.mak:
	  
	  updated

2006-09-12 20:19  Klaus Spanderen

	* [r7697] ql/Volatilities/swaptionvolcubebysabr.hpp:
	  
	  removed g++ problem

2006-09-12 19:41  Klaus Spanderen

	* [r7696] ql/MonteCarlo/lsmbasissystem.cpp:
	  
	  replaced template metaprogramming by more conventional coding

2006-09-12 19:05  Chiara Fornarola

	* [r7695] ql/Indexes/eurliborswapfixa.hpp:
	  
	  EurLibor ISDAFIX swap indexes added. Still to be esposed to excel.

2006-09-12 18:30  Marco Bianchetti

	* [r7694] ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp:
	  
	  added comments

2006-09-12 17:27  Katiuscia Manzoni

	* [r7693] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp, test-suite/cms.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  changed volSpreads parameter from Matrix to
	  std::vector<std::vector<Handle<Quote> > >&

2006-09-12 16:14  Giorgio Facchinetti

	* [r7692] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  work in progress ...

2006-09-12 15:07  Giorgio Facchinetti

	* [r7691] ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  work in progress ...

2006-09-12 13:43  Mario Pucci

	* [r7690] ql/Volatilities/smilesection.cpp,
	  ql/Volatilities/smilesection.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp:
	  
	  work in progress...

2006-09-12 13:18  Ferdinando Ametrano

	* [r7689] ql/Calendars/jointcalendar.cpp:
	  
	  different string to discriminate between JoinBusinessDays and
	  JoinHolidays

2006-09-12 09:39  Giorgio Facchinetti

	* [r7688] QuantLib.vcproj, ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp:
	  
	  work in progress ...

2006-09-12 08:03  Ferdinando Ametrano

	* [r7687] ql/Volatilities/Makefile.am, ql/Volatilities/all.hpp,
	  ql/Volatilities/makefile.mak:
	  
	  new file added

2006-09-12 08:01  Mario Pucci

	* [r7686] QuantLib_vc8.vcproj, ql/CashFlows/conundrumpricer.cpp,
	  ql/Volatilities/smilesection.cpp, ql/Volatilities/smilesection.hpp,
	  ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolmatrix.cpp, ql/swaptionvolstructure.hpp:
	  
	  SmileSection independence day

2006-09-12 07:31  Mario Pucci

	* [r7685] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp,
	  ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp:
	  
	  name change

2006-09-12 07:21  Marco Bianchetti

	* [r7684] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  *** empty log message ***

2006-09-12 06:42  Mario Pucci

	* [r7683] QuantLib_vc8.vcproj:
	  
	  added files

2006-09-11 15:51  Giorgio Facchinetti

	* [r7682] QuantLib.vcproj, ql/Volatilities/cmsmarket.cpp,
	  ql/Volatilities/cmsmarket.hpp:
	  
	  work in progress ...

2006-09-11 14:49  Ferdinando Ametrano

	* [r7681] test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2006-09-11 14:11  Cristina Duminuco

	* [r7680] test-suite/cms.cpp:
	  
	  using new tenor-based Schedule

2006-09-11 14:03  Katiuscia Manzoni

	* [r7679] ql/Indexes/euriborswapfixa.hpp:
	  
	  swapindex family name renamed from EURIBORSWAPFIXA to
	  EuriborSwapFixA

2006-09-11 13:27  Cristina Duminuco

	* [r7678] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/ConvertibleBonds/ConvertibleBonds.cpp:
	  
	  using new tenor-based Schedule

2006-09-11 13:06  Cristina Duminuco

	* [r7677] Examples/Swap/swapvaluation.cpp:
	  
	  using new tenor-based Schedule

2006-09-11 12:48  Cristina Duminuco

	* [r7676] test-suite/swaption.cpp:
	  
	  *** empty log message ***

2006-09-11 12:31  Cristina Duminuco

	* [r7675] test-suite/swap.cpp:
	  
	  using new tenor-based Schedule

2006-09-11 12:13  Cristina Duminuco

	* [r7674] test-suite/shortratemodels.cpp:
	  
	  using new tenor-based Schedule

2006-09-11 11:54  Cristina Duminuco

	* [r7673] test-suite/piecewiseyieldcurve.cpp:
	  
	  using new tenor-based Schedule

2006-09-11 11:11  Katiuscia Manzoni

	* [r7672] ql/Indexes/euribor.hpp, ql/Indexes/eurlibor.hpp:
	  
	  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 10:46  Cristina Duminuco

	* [r7671] test-suite/piecewiseflatforward.cpp:
	  
	  using new tenor-based Schedule

2006-09-11 10:15  Cristina Duminuco

	* [r7670] test-suite/compoundforward.cpp:
	  
	  using new tenor-based Schedule

2006-09-11 09:56  Cristina Duminuco

	* [r7669] test-suite/capfloor.cpp:
	  
	  using new tenor-based Schedule

2006-09-11 09:34  Cristina Duminuco

	* [r7668] ql/Indexes/swapindex.cpp:
	  
	  using new tenor-based Schedule

2006-09-11 09:00  Cristina Duminuco

	* [r7667] test-suite/bermudanswaption.cpp:
	  
	  using new tenor-based Schedule

2006-09-11 08:42  Cristina Duminuco

	* [r7666] ql/Processes/lfmprocess.cpp:
	  
	  using new tenor-based Schedule

2006-09-11 08:20  Cristina Duminuco

	* [r7665] ql/TermStructures/ratehelpers.cpp:
	  
	  using new tenor-based Schedule

2006-09-11 08:02  Cristina Duminuco

	* [r7664] ql/ShortRateModels/CalibrationHelpers/caphelper.cpp:
	  
	  *** empty log message ***

2006-09-11 07:57  Cristina Duminuco

	* [r7663] ql/ShortRateModels/CalibrationHelpers/caphelper.cpp:
	  
	  using new tenor-based Schedule

2006-09-09 14:45  Mario Pucci

	* [r7661] test-suite/cms.cpp:
	  
	  work in progress...

2006-09-08 17:27  Luigi Ballabio

	* [r7660] test-suite/Makefile.am, test-suite/cms.cpp,
	  test-suite/swaptionvolatilitycube.cpp:
	  
	  *** empty log message ***

2006-09-08 17:25  Ferdinando Ametrano

	* [r7659] ql/Instruments/convertiblebond.hpp:
	  
	  documenting bug

2006-09-08 17:04  Ferdinando Ametrano

	* [r7658] ql/MarketModels/TODO.txt,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  using tenor-based Schedule

2006-09-08 16:24  Ferdinando Ametrano

	* [r7657] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  using tenor-based Schedule

2006-09-08 15:50  Cristina Duminuco

	* [r7656] test-suite/libormarketmodel.cpp:
	  
	  using new tenor-based Schedule (which fixe many small bugs)

2006-09-08 15:35  Cristina Duminuco

	* [r7655] ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp:
	  
	  using new tenor-based Schedule (which fixe many small bugs)

2006-09-08 15:34  Cristina Duminuco

	* [r7654] ql/schedule.cpp:
	  
	  bug fix

2006-09-08 14:20  Cristina Duminuco

	* [r7653] ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/floatingratebond.cpp:
	  
	  using new tenor-based Schedule (which fixe many small bugs)

2006-09-08 14:18  Cristina Duminuco

	* [r7652] ql/period.cpp:
	  
	  more cases handled

2006-09-08 14:16  Cristina Duminuco

	* [r7651] ql/schedule.cpp, ql/schedule.hpp:
	  
	  bug fix

2006-09-08 12:55  Marco Bianchetti

	* [r7650] ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp:
	  
	  Improved some comment

2006-09-08 12:30  Katiuscia Manzoni

	* [r7649] test-suite/quantlibtestsuite.cpp,
	  test-suite/swaptionvolatilitycube.cpp,
	  test-suite/swaptionvolatilitycube.hpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  added swaption vol cube tests: recovering ATM vols and vol smile

2006-09-08 11:26  Katiuscia Manzoni

	* [r7648] ql/Volatilities/swaptionvolcube.hpp:
	  
	  expanded interface

2006-09-08 11:25  Katiuscia Manzoni

	* [r7647] ql/Volatilities/swaptionvolcube.cpp:
	  
	  expanding interface (and initial Observer/Observers implementation)

2006-09-08 11:05  Marco Bianchetti

	* [r7646] ql/MarketModels/evolutiondescription.hpp:
	  
	  Improved some comment

2006-09-08 10:21  Mario Pucci

	* [r7645] ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  cleanup

2006-09-08 10:01  Giorgio Facchinetti

	* [r7644] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp, test-suite/cms.cpp:
	  
	  work in progress ...

2006-09-08 10:01  Katiuscia Manzoni

	* [r7643] ql/swaptionvolstructure.hpp:
	  
	  extending SwaptionVolStructure interface

2006-09-08 09:25  Luigi Ballabio

	* [r7642] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2006-09-08 08:54  Mario Pucci

	* [r7641] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp,
	  ql/swaptionvolstructure.hpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  cleanup, new base class for cubes.

2006-09-07 15:36  Chiara Fornarola

	* [r7640] ql/Indexes/euribor.hpp:
	  
	  tenor 1w, 2w, 3w, 1m->1y for Euribor365 index added

2006-09-07 15:31  Giorgio Facchinetti

	* [r7639] ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  work in progress ...

2006-09-07 13:23  Chiara Fornarola

	* [r7638] ql/Indexes/eurlibor.hpp:
	  
	  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 11:47  Luigi Ballabio

	* [r7637] Examples/EquityOption/EquityOption.cpp,
	  ql/Math/functional.hpp, ql/Math/gaussianorthogonalpolynomial.hpp,
	  ql/Math/linearleastsquaresregression.hpp,
	  ql/MonteCarlo/earlyexercisepathpricer.hpp,
	  ql/MonteCarlo/longstaffschwartzpathpricer.hpp,
	  ql/MonteCarlo/lsmbasissystem.cpp, ql/MonteCarlo/lsmbasissystem.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Vanilla/mcamericanengine.cpp,
	  ql/PricingEngines/Vanilla/mcamericanengine.hpp,
	  ql/PricingEngines/mclongstaffschwartzengine.hpp,
	  test-suite/basketoption.cpp,
	  test-suite/linearleastsquaresregression.cpp:
	  
	  Changed inclusion order

2006-09-07 09:41  Giorgio Facchinetti

	* [r7636] ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp, test-suite/cms.cpp:
	  
	  work in progress ...

2006-09-07 08:31  Eric Ehlers

	* [r7635] ql/Indexes/Makefile.am:
	  
	  update file list

2006-09-07 08:29  Ferdinando Ametrano

	* [r7634] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  Examples/Repo/Repo.cpp:
	  
	  avoiding usage of deprecated code

2006-09-07 08:01  Ferdinando Ametrano

	* [r7633] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  using Xibor::tenor instead of deprecated Xibor::frequency

2006-09-07 07:33  Ferdinando Ametrano

	* [r7632] ql/MarketModels/TODO.txt:
	  
	  *** empty log message ***

2006-09-07 07:26  Eric Ehlers

	* [r7631] ql/Volatilities/swaptionvolcubebysabr.hpp:
	  
	  fix syntax for gcc

2006-09-06 14:48  Mario Pucci

	* [r7630] test-suite/cms.cpp:
	  
	  name change

2006-09-06 14:43  Ferdinando Ametrano

	* [r7629] ql/Indexes/swapindex.cpp, ql/Indexes/xibor.hpp,
	  ql/Processes/lfmprocess.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  test-suite/libormarketmodel.cpp, test-suite/shortratemodels.cpp:
	  
	  Xibor::frequency deprecated

2006-09-06 14:43  Ferdinando Ametrano

	* [r7628] ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp:
	  
	  adding a tenor-based old constructor clone. The old one is
	  deprecated

2006-09-06 14:33  Ferdinando Ametrano

	* [r7627] ql/schedule.cpp, ql/schedule.hpp:
	  
	  tenor-based old constructor clone. It will be deprecated together
	  with all the old
	  ones

2006-09-06 14:27  Mario Pucci

	* [r7626] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  name change

2006-09-06 14:00  Mario Pucci

	* [r7625] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp:
	  
	  cleanup

2006-09-06 13:48  Mario Pucci

	* [r7624] ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp, test-suite/cms.cpp:
	  
	  eliminated useless paramater maxTolerance

2006-09-06 12:36  Mario Pucci

	* [r7623] ql/Math/sabrinterpolation.hpp, test-suite/cms.cpp:
	  
	  work in progress...

2006-09-06 10:25  Mario Pucci

	* [r7622] ql/Math/sabrinterpolation.hpp:
	  
	  work in progress...

2006-09-06 10:14  Giorgio Facchinetti

	* [r7621] ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp, test-suite/cms.cpp:
	  
	  work in progress ...

2006-09-06 10:04  Ferdinando Ametrano

	* [r7620] ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp,
	  test-suite/libormarketmodel.cpp:
	  
	  using Xibor::tenor instead of Xibor::frequency

2006-09-06 09:58  Chiara Fornarola

	* [r7619] ql/Indexes/eurlibor.hpp:
	  
	  1w, 2w, 1->12 months tenor added

2006-09-06 09:49  Ferdinando Ametrano

	* [r7618] ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp, ql/period.cpp:
	  
	  Xibor::frequency uses Period::frequency (and will be deprecated
	  shortly)

2006-09-06 09:20  Ferdinando Ametrano

	* [r7617] ql/calendar.cpp, ql/calendar.hpp:
	  
	  undeprecating MonthEndReference for the time being

2006-09-06 08:57  Mario Pucci

	* [r7616] ql/Math/sabrinterpolation.hpp:
	  
	  work in progress...

2006-09-06 08:43  Mario Pucci

	* [r7615] ql/Math/sabrinterpolation.hpp:
	  
	  switched to unconstrained optimization for 4-parameter Sabr
	  calibration

2006-09-06 08:42  Mario Pucci

	* [r7614] ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  work in progress...

2006-09-06 07:16  Mario Pucci

	* [r7613] ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  work in progress...

2006-09-05 17:50  Ferdinando Ametrano

	* [r7612] ql/MarketModels/Models/abcd.cpp,
	  ql/MarketModels/Models/abcd.hpp, test-suite/marketmodel.cpp:
	  
	  caplet calibration

2006-09-05 16:57  Mario Pucci

	* [r7611] ql/Volatilities/swaptionvolcubebysabr.cpp,
	  test-suite/cms.cpp:
	  
	  work in progress...

2006-09-05 15:58  Ferdinando Ametrano

	* [r7610] ql/Calendars/jointcalendar.cpp:
	  
	  different concatenation character to discriminate between
	  JoinBusinessDays and JoinHolidays

2006-09-05 15:28  Mario Pucci

	* [r7609] test-suite/cms.cpp:
	  
	  work in progress...

2006-09-05 14:43  Giorgio Facchinetti

	* [r7608] ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  work in progress ...

2006-09-05 14:30  Mario Pucci

	* [r7607] ql/Math/sabrinterpolation.hpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp, test-suite/cms.cpp:
	  
	  work in progress...

2006-09-05 14:12  Mario Pucci

	* [r7606] ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp:
	  
	  work in progress...

2006-09-05 13:58  Mario Pucci

	* [r7605] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp, ql/Math/sabrinterpolation.hpp,
	  ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp,
	  test-suite/cms.cpp:
	  
	  more boost::share_ptr to avoid copying objects

2006-09-05 12:10  Luigi Ballabio

	* [r7604] ql/Math/sabrinterpolation.hpp, ql/Volatilities/Makefile.am,
	  ql/Volatilities/swaptionvolcubebysabr.cpp:
	  
	  Misc. fixes

2006-09-05 11:43  Cristina Duminuco

	* [r7603] ql/schedule.cpp, ql/schedule.hpp:
	  
	  added business day convention for Termination Date

2006-09-05 08:09  Ferdinando Ametrano

	* [r7602] ql/schedule.cpp, ql/schedule.hpp:
	  
	  new Schedule constructor: Period based, endOfMonth convention,
	  Bloomberg-like

2006-09-05 07:48  Giorgio Facchinetti

	* [r7601] ql/CashFlows/cmscoupon.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp:
	  
	  work in progress ...

2006-09-05 07:43  Marco Bianchetti

	* [r7600] ql/MarketModels/driftcalculator.cpp:
	  
	  enforced initialization of auxiliary matrix e in
	  DriftCalculator::computeReduced

2006-09-05 07:40  Mario Pucci

	* [r7599] ql/Volatilities/swaptionvolcubebysabr.cpp,
	  test-suite/cms.cpp:
	  
	  work in progress...

2006-09-05 07:23  Mario Pucci

	* [r7598] ql/Math/sabrinterpolation.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp, test-suite/cms.cpp:
	  
	  changed parameters usage for sabr interpolation

2006-09-04 18:11  Ferdinando Ametrano

	* [r7597] ql/schedule.cpp, ql/schedule.hpp:
	  
	  new method and costructor added (work in progress)

2006-09-04 18:07  Marco Bianchetti

	* [r7596] ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/driftcalculator.hpp:
	  
	  Fixed bug in DriftCalculator::computeReduced
	  now consistent with DriftCalculator::compute
	  Case numeraire = 0 still TBD

2006-09-04 18:07  Ferdinando Ametrano

	* [r7595] ql/Utilities/dataparsers.cpp, ql/period.cpp:
	  
	  bug fix

2006-09-04 16:48  Ferdinando Ametrano

	* [r7594] ql/period.cpp:
	  
	  fixes

2006-09-04 15:39  Ferdinando Ametrano

	* [r7593] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cmscoupon.cpp:
	  
	  fix

2006-09-04 15:39  Katiuscia Manzoni

	* [r7592] ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  1.replaced private member std::vector<std::vector<Handle<Quote> > >
	  vols_ with Matrix volatilities_;
	  2. bugs fixed in the swaptionvolmatrix validation;

2006-09-04 15:36  Mario Pucci

	* [r7591] ql/Math/sabrinterpolation.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp:
	  
	  work in progress...

2006-09-04 15:16  Ferdinando Ametrano

	* [r7590] ql/period.cpp:
	  
	  *** empty log message ***

2006-09-04 15:00  Ferdinando Ametrano

	* [r7589] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cmscoupon.cpp, ql/period.cpp, ql/period.hpp:
	  
	  expanded Period interface (in order to gradually reduce Frequency
	  usage)

2006-09-04 14:20  Mario Pucci

	* [r7588] ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp:
	  
	  work in progress...

2006-09-04 14:19  Mario Pucci

	* [r7587] ql/Math/sabrinterpolation.hpp:
	  
	  added transformation for full unconstrained calibration

2006-09-04 13:03  Ferdinando Ametrano

	* [r7586] test-suite/defaultable.cpp, test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2006-09-04 13:03  Ferdinando Ametrano

	* [r7585] test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2006-09-04 13:00  Ferdinando Ametrano

	* [r7584] QuantLib.vcproj, test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2006-09-04 11:54  Ferdinando Ametrano

	* [r7583] ql/period.cpp, ql/period.hpp:
	  
	  1) more frequency
	  2) some Period algebra

2006-09-04 10:12  Katiuscia Manzoni

	* [r7582] ql/Volatilities/swaptionvolmatrix.cpp:
	  
	  safer code

2006-09-04 08:32  Giorgio Facchinetti

	* [r7581] ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp:
	  
	  work in progress ...

2006-09-04 07:35  Mario Pucci

	* [r7580] QuantLib_vc8.vcproj:
	  
	  added files

2006-09-04 07:27  Giorgio Facchinetti

	* [r7579] QuantLib.vcproj, ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolcubebysabr.cpp,
	  ql/Volatilities/swaptionvolcubebysabr.hpp, test-suite/cms.cpp:
	  
	  Added swaptionVolatilityCubeBySabr.cpp and hpp files

2006-09-03 06:09  Mario Pucci

	* [r7578] ql/Math/sabrinterpolation.hpp:
	  
	  work in progress...

2006-09-03 05:17  Mario Pucci

	* [r7577] ql/Math/sabrinterpolation.hpp:
	  
	  work in progress...

2006-09-03 05:08  Mario Pucci

	* [r7576] ql/Math/sabrinterpolation.hpp:
	  
	  work in progress...

2006-09-02 22:48  Klaus Spanderen

	* [r7575] ql/Math/sabrinterpolation.hpp:
	  
	  corrected typo

2006-09-02 22:46  Klaus Spanderen

	* [r7574] Examples/EquityOption/EquityOption.cpp, QuantLib_vc8.vcproj,
	  configure.ac, ql/Math/Makefile.am, ql/Math/functional.hpp,
	  ql/Math/gaussianorthogonalpolynomial.cpp,
	  ql/Math/gaussianorthogonalpolynomial.hpp,
	  ql/Math/linearleastsquaresregression.cpp,
	  ql/Math/linearleastsquaresregression.hpp, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/all.hpp, ql/MonteCarlo/earlyexercisepathpricer.hpp,
	  ql/MonteCarlo/longstaffschwartzpathpricer.hpp,
	  ql/MonteCarlo/lsmbasissystem.cpp, ql/MonteCarlo/lsmbasissystem.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/all.hpp,
	  ql/PricingEngines/Vanilla/mcamericanengine.cpp,
	  ql/PricingEngines/Vanilla/mcamericanengine.hpp,
	  ql/PricingEngines/all.hpp,
	  ql/PricingEngines/mclongstaffschwartzengine.hpp,
	  test-suite/Makefile.am, test-suite/basketoption.cpp,
	  test-suite/linearleastsquaresregression.cpp,
	  test-suite/mclongstaffschwartzengine.cpp,
	  test-suite/mclongstaffschwartzengine.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  added Longstaff-Schwartz Monte-Carlo algorithm for american/bermudan
	  options with deterministic interest rates

2006-09-02 15:17  Mario Pucci

	* [r7573] test-suite/cms.cpp:
	  
	  work in progress...

2006-09-02 15:09  Mario Pucci

	* [r7572] test-suite/cms.cpp:
	  
	  work in progress...

2006-09-02 14:50  Mario Pucci

	* [r7571] ql/Math/sabrinterpolation.hpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp, test-suite/cms.cpp:
	  
	  Parametrized fixed beta and max error in
	  SwaptionVolatilityCubeBySabr

2006-09-02 04:34  Mario Pucci

	* [r7570] ql/Math/sabrinterpolation.hpp,
	  ql/Volatilities/swaptionvolcube.cpp, test-suite/cms.cpp:
	  
	  Introduced parameters transformation for Sabr calibration

2006-09-02 00:00  Joseph Wang

	* [r7569] ql/MarketModels/Models/Makefile.am:
	  
	  fix typo in file

2006-09-01 20:11  Ferdinando Ametrano

	* [r7568] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/MarketModels/marketmodel.cpp, test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2006-09-01 20:07  Ferdinando Ametrano

	* [r7567] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp,
	  ql/MarketModels/Makefile.am, ql/MarketModels/Models,
	  ql/MarketModels/Models/.cvsignore,
	  ql/MarketModels/Models/Makefile.am, ql/MarketModels/Models/abcd.cpp,
	  ql/MarketModels/Models/abcd.hpp,
	  ql/MarketModels/Models/calibratedmarketmodel.cpp,
	  ql/MarketModels/Models/calibratedmarketmodel.hpp,
	  ql/MarketModels/Models/expcorrabcdvol.cpp,
	  ql/MarketModels/Models/expcorrabcdvol.hpp,
	  ql/MarketModels/Models/expcorrflatvol.cpp,
	  ql/MarketModels/Models/expcorrflatvol.hpp,
	  ql/MarketModels/PseudoRoots, ql/MarketModels/all.hpp,
	  ql/MarketModels/core.hpp, ql/MarketModels/marketmodel.cpp,
	  ql/MarketModels/marketmodel.hpp, ql/MarketModels/pseudoroot.hpp,
	  test-suite/integrals.cpp, test-suite/marketmodel.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  1) renamed PseudoRoot as MarketModel
	  2) expanded its interface
	  3) code refactoring using MarketModel

2006-09-01 18:49  Klaus Spanderen

	* [r7566] test-suite/hestonmodel.cpp:
	  
	  simplify testBlackCalibration() test case

2006-09-01 15:54  Giorgio Facchinetti

	* [r7565] ql/Math/sabrinterpolation.hpp,
	  ql/Volatilities/swaptionvolcube.cpp, test-suite/cms.cpp:
	  
	  work in progress

2006-09-01 14:26  Ferdinando Ametrano

	* [r7564] test-suite/integrals.cpp:
	  
	  abcd fit

2006-09-01 14:23  Mario Pucci

	* [r7563] test-suite/cms.cpp:
	  
	  work in progress...

2006-09-01 14:17  Ferdinando Ametrano

	* [r7562] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/MarketModels/PseudoRoots/Makefile.am,
	  ql/MarketModels/PseudoRoots/abcd.cpp,
	  ql/MarketModels/PseudoRoots/abcd.hpp,
	  ql/MarketModels/PseudoRoots/abcdfit.hpp, test-suite/marketmodel.cpp:
	  
	  abcd fit

2006-09-01 13:22  Mario Pucci

	* [r7561] test-suite/cms.cpp:
	  
	  work in progress...

2006-09-01 13:19  Mario Pucci

	* [r7560] ql/Math/sabrinterpolation.hpp:
	  
	  beta fixed calibration

2006-09-01 13:16  Giorgio Facchinetti

	* [r7559] ql/Volatilities/swaptionvolcube.cpp:
	  
	  work in progress

2006-09-01 13:01  Giorgio Facchinetti

	* [r7558] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp, ql/swaptionvolstructure.hpp:
	  
	  work in progress

2006-08-31 21:37  Ferdinando Ametrano

	* [r7557] ql/MarketModels/PseudoRoots/abcd.hpp:
	  
	  few more methods and minor fixes

2006-08-31 21:26  Ferdinando Ametrano

	* [r7556] test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-08-31 21:18  Ferdinando Ametrano

	* [r7555] ql/MarketModels/PseudoRoots/abcd.cpp,
	  ql/MarketModels/PseudoRoots/abcd.hpp:
	  
	  few more methods and minor fixes

2006-08-31 18:05  Ferdinando Ametrano

	* [r7554] ql/Instruments/bond.cpp, ql/Instruments/bond.hpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbond.hpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp,
	  ql/Instruments/zerocouponbond.cpp,
	  ql/Instruments/zerocouponbond.hpp:
	  
	  face amount deprecation-friendly introduction

2006-08-31 17:06  Katiuscia Manzoni

	* [r7553] ql/Instruments/assetswap.cpp, ql/Instruments/assetswap.hpp:
	  
	  fixedLeg renamed bondLeg

2006-08-31 16:35  Ferdinando Ametrano

	* [r7552] QuantLib_vc8.vcproj:
	  
	  reverting back bad changes
	  Cri: this is for you ;-)

2006-08-31 16:04  Luigi Ballabio

	* [r7551] ql/Volatilities/swaptionvolcube.cpp:
	  
	  *** empty log message ***

2006-08-31 15:42  Chiara Fornarola

	* [r7550] ql/Instruments/assetswap.cpp, ql/Instruments/assetswap.hpp,
	  ql/Instruments/bond.cpp, ql/Instruments/bond.hpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/Instruments/dividendschedule.hpp,
	  ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbond.hpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp,
	  ql/Instruments/zerocouponbond.cpp,
	  ql/Instruments/zerocouponbond.hpp,
	  ql/TermStructures/bondhelpers.cpp, test-suite/bonds.cpp,
	  test-suite/convertiblebonds.cpp, test-suite/piecewiseyieldcurve.cpp:
	  
	  added faceAmount to Bond

2006-08-31 14:28  Ferdinando Ametrano

	* [r7549] ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  fix

2006-08-31 13:40  Cristina Duminuco

	* [r7548] ql/MarketModels/PseudoRoots/abcdfit.hpp,
	  ql/MarketModels/PseudoRoots/expcorrabcdvol.cpp,
	  test-suite/integrals.cpp, test-suite/marketmodel.cpp:
	  
	  consequence of Abcd class modifications

2006-08-31 13:39  Cristina Duminuco

	* [r7547] ql/MarketModels/PseudoRoots/abcd.cpp,
	  ql/MarketModels/PseudoRoots/abcd.hpp:
	  
	  - modified the design of the class
	  - added (in .hpp file) the class AbcdSquared

2006-08-31 11:53  Mario Pucci

	* [r7546] test-suite/cms.cpp:
	  
	  added more tests...

2006-08-31 11:25  Mario Pucci

	* [r7545] test-suite/cms.cpp:
	  
	  work in progress...

2006-08-31 10:12  Katiuscia Manzoni

	* [r7543] ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  added new SwaptionVolatilityMatrix constructor where the matrix
	  volatilities parameter has been replaced with a
	  std::vector<std::vector<Handle<Quote>>>&

2006-08-31 09:44  Giorgio Facchinetti

	* [r7542] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp:
	  
	  *** empty log message ***

2006-08-31 09:12  Mario Pucci

	* [r7541] test-suite/cms.cpp:
	  
	  added test on SwaptionVolatilityCubeBySabr

2006-08-31 09:07  Ferdinando Ametrano

	* [r7540] ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp:
	  
	  fix

2006-08-31 08:48  Ferdinando Ametrano

	* [r7539] ql/calendar.cpp:
	  
	  using Calendar::endOfMonth instead of Date::endOfMonth

2006-08-31 08:42  Giorgio Facchinetti

	* [r7538] ql/Volatilities/swaptionvolcube.cpp:
	  
	  work in progress

2006-08-31 08:06  Giorgio Facchinetti

	* [r7537] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp, ql/swaptionvolstructure.hpp:
	  
	  Added SwaptionVolatilityCubeBySabr

2006-08-31 08:03  Luigi Ballabio

	* [r7536] Authors.txt, Contributors.txt, Docs/pages/authors.docs,
	  dev_tools/developers:
	  
	  New developer

2006-08-31 07:29  Luigi Ballabio

	* [r7535] Authors.txt, Contributors.txt, Docs/pages/authors.docs,
	  dev_tools/developers:
	  
	  New developer

2006-08-30 18:04  Ferdinando Ametrano

	* [r7534] ql/Instruments/assetswap.cpp, ql/Instruments/assetswap.hpp:
	  
	  fixes

2006-08-30 16:27  Luigi Ballabio

	* [r7533] ql/MarketModels/PseudoRoots/Makefile.am:
	  
	  *** empty log message ***

2006-08-30 16:27  Luigi Ballabio

	* [r7532] ql/timeseries.hpp:
	  
	  Bug fix (thanks to Marco Tarenghi)

2006-08-30 10:37  Luigi Ballabio

	* [r7531] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  ql/MarketModels/Products/Makefile.am,
	  ql/MarketModels/Products/all.hpp,
	  ql/MarketModels/Products/marketmodelcomposite.cpp,
	  ql/MarketModels/Products/marketmodelcomposite.hpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  Added market-model composite product

2006-08-30 10:08  Cristina Duminuco

	* [r7530] ql/MarketModels/PseudoRoots/abcdfit.hpp:
	  
	  added file ql\MArketModels\PseudoRoots\abcdfit.hpp

2006-08-30 10:00  Luigi Ballabio

	* [r7529] test-suite/cms.cpp:
	  
	  *** empty log message ***

2006-08-30 09:51  Ferdinando Ametrano

	* [r7528] functions/ql/Functions/vols.cpp,
	  functions/ql/Functions/vols.hpp:
	  
	  QuantLibFunctions fully deprecated.

2006-08-30 09:42  Ferdinando Ametrano

	* [r7527] functions/ql/Functions/Makefile.am,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  functions/ql/Functions/QuantLibFunctions_vc8.vcproj,
	  functions/ql/Functions/makefile.mak,
	  functions/ql/Functions/mathf.cpp, functions/ql/Functions/mathf.hpp,
	  functions/ql/Functions/prices.cpp,
	  functions/ql/Functions/prices.hpp, ql/prices.cpp, ql/prices.hpp:
	  
	  further Functions deprecation.
	  Just one fuction left...

2006-08-30 09:41  Cristina Duminuco

	* [r7526] test-suite/marketmodel.cpp:
	  
	  in testAbcdVolatilityFit() added the fit of b and c parameters,
	  using a Conjugate Gradient

2006-08-30 09:38  Cristina Duminuco

	* [r7525] ql/MarketModels/PseudoRoots/abcd.hpp:
	  
	  fit of market variances using abcd volatility

2006-08-30 09:36  Cristina Duminuco

	* [r7524] QuantLib.vcproj, QuantLib_vc8.vcproj:
	  
	  added file ql\MArketModels\PseudoRoots\abcd.hpp

2006-08-30 08:45  Mario Pucci

	* [r7523] test-suite/cms.cpp:
	  
	  work in progress...

2006-08-30 08:39  Mario Pucci

	* [r7522] test-suite/cms.cpp:
	  
	  added tests

2006-08-29 19:16  Ferdinando Ametrano

	* [r7521] ql/calendar.hpp:
	  
	  fix

2006-08-29 19:02  Ferdinando Ametrano

	* [r7520] ql/calendar.cpp, ql/calendar.hpp:
	  
	  deprecating MonthEndReference

2006-08-29 18:14  Mario Pucci

	* [r7519] test-suite/cms.cpp:
	  
	  work in progress...

2006-08-29 17:09  Katiuscia Manzoni

	* [r7518] ql/Volatilities/swaptionvolcube.hpp:
	  
	  changed constructor: added default value of 2 (years) to shortTenor
	  parameter and an empty shared pointer to shortTenorIndex parameter

2006-08-29 16:43  Marco Bianchetti

	* [r7517] ql/MarketModels/driftcalculator.cpp:
	  
	  Minor revision of formats/comments

2006-08-29 16:34  Mario Pucci

	* [r7516] ql/Volatilities/swaptionvolcube.cpp:
	  
	  work in progress...

2006-08-29 15:58  Mario Pucci

	* [r7515] ql/Math/sabrinterpolation.hpp:
	  
	  enriched error message...

2006-08-29 15:18  Ferdinando Ametrano

	* [r7514] ql/calendar.cpp, ql/calendar.hpp:
	  
	  adding endOfMonth behaviour to the advance method

2006-08-29 15:13  Ferdinando Ametrano

	* [r7513] ql/schedule.cpp:
	  
	  bug fix

2006-08-29 15:08  Luigi Ballabio

	* [r7512] ql/MarketModels/evolutiondescription.cpp:
	  
	  Fixed default numeraires and relevance rates

2006-08-29 15:07  Mario Pucci

	* [r7511] test-suite/cms.cpp:
	  
	  work in progress...

2006-08-29 15:01  Ferdinando Ametrano

	* [r7510] test-suite/hestonmodel.cpp:
	  
	  fix

2006-08-29 14:44  Mario Pucci

	* [r7509] test-suite/cms.cpp:
	  
	  adapted to new constructor for vol cuve

2006-08-29 14:38  Mario Pucci

	* [r7508] test-suite/cms.cpp, test-suite/cms.hpp:
	  
	  work in progress...

2006-08-29 12:09  Katiuscia Manzoni

	* [r7507] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp:
	  
	  added new parameter (SwapSettlementDays) in the
	  SwaptionVolatilityCube constructor

2006-08-29 10:19  Katiuscia Manzoni

	* [r7506] ql/Volatilities/swaptionvolcube.cpp:
	  
	  introduced effectiveIborIndex in atmStrike method, as the effective
	  index between short term and long term index

2006-08-29 10:14  Ferdinando Ametrano

	* [r7505] test-suite/hestonmodel.cpp:
	  
	  higher tolerance

2006-08-29 06:42  Ferdinando Ametrano

	* [r7503] test-suite/marketmodel.cpp:
	  
	  higher tolerance

2006-08-28 21:03  Ferdinando Ametrano

	* [r7502] ql/MarketModels/curvestate.hpp,
	  ql/MarketModels/evolutiondescription.cpp:
	  
	  using std::vector<double> instead of Array

2006-08-28 21:02  Ferdinando Ametrano

	* [r7501] ql/MarketModels/PseudoRoots/expcorrabcdvol.cpp,
	  ql/MarketModels/PseudoRoots/expcorrflatvol.cpp:
	  
	  using rank reduced matrices

2006-08-28 20:56  Ferdinando Ametrano

	* [r7500] ql/Math/pseudosqrt.cpp:
	  
	  improved behaviour

2006-08-28 20:18  Ferdinando Ametrano

	* [r7499] ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp:
	  
	  using std::vector<Real> instead of Array

2006-08-28 18:56  Chiara Fornarola

	* [r7498] ql/Instruments/assetswap.cpp, ql/Instruments/assetswap.hpp:
	  
	  added fairPrice as a method of AssetSwap

2006-08-28 17:05  Ferdinando Ametrano

	* [r7497] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2006-08-28 16:37  Luigi Ballabio

	* [r7496] ql/Math/convergencestatistics.hpp:
	  
	  *** empty log message ***

2006-08-28 16:29  Chiara Fornarola

	* [r7495] ql/Instruments/assetswap.cpp:
	  
	  work in progress

2006-08-28 15:59  Ferdinando Ametrano

	* [r7494] ql/Math/gaussianstatistics.hpp, ql/Math/riskstatistics.hpp,
	  ql/Math/sequencestatistics.hpp, ql/Math/statistics.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp:
	  
	  typedef RiskStatistics Statistics;

2006-08-28 15:33  Chiara Fornarola

	* [r7493] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2006-08-28 15:20  Chiara Fornarola

	* [r7492] ql/Instruments/bond.hpp:
	  
	  Added maturity date and first coupon date

2006-08-28 15:01  Katiuscia Manzoni

	* [r7491] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp:
	  
	  bug fixed on private data member calendar_

2006-08-28 13:47  Chiara Fornarola

	* [r7490] ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/zerocouponbond.cpp:
	  
	  as per ISDA convention "Termination Date" is not adjusted

2006-08-28 10:33  Luigi Ballabio

	* [r7489] ql/Math/convergencestatistics.hpp,
	  ql/Math/discrepancystatistics.hpp, ql/Math/gaussianstatistics.hpp,
	  ql/Math/generalstatistics.hpp, ql/Math/incrementalstatistics.hpp,
	  ql/Math/riskstatistics.hpp, ql/Math/sequencestatistics.hpp:
	  
	  Added support for sequences to convergence statistics

2006-08-25 19:42  Luigi Ballabio

	* [r7487] lib:
	  
	  *** empty log message ***

2006-08-25 17:08  Chiara Fornarola

	* [r7486] lib, lib/QuantLibFunctions-vc71-mt-s-0_3_14.lib:
	  
	  *** empty log message ***

2006-08-25 15:28  Luigi Ballabio

	* [r7485] ql/CashFlows/conundrumpricer.hpp,
	  ql/MarketModels/Products/Makefile.am,
	  ql/Volatilities/swaptionvolcube.cpp, ql/swaptionvolstructure.hpp:
	  
	  More fixes for gcc compilation

2006-08-25 14:59  Chiara Fornarola

	* [r7484] QuantLib.vcproj:
	  
	  added 2 new products coinitialswaponestep and coterminalswaponestep

2006-08-25 14:27  Giorgio Facchinetti

	* [r7483] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  Added testLongJumpCoinitialSwapsOneStep() and
	  testLongJumpCoterminalSwapsOneStep()

2006-08-25 14:26  Giorgio Facchinetti

	* [r7482] QuantLib.vcproj,
	  ql/MarketModels/Products/marketmodelcoinitialswapsonestep.cpp,
	  ql/MarketModels/Products/marketmodelcoinitialswapsonestep.hpp,
	  ql/MarketModels/Products/marketmodelcoterminalswapsonestep.cpp,
	  ql/MarketModels/Products/marketmodelcoterminalswapsonestep.hpp:
	  
	  *** empty log message ***

2006-08-25 13:35  Mario Pucci

	* [r7481] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp,
	  ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp:
	  
	  name change

2006-08-25 13:12  Mario Pucci

	* [r7480] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp,
	  ql/Volatilities/swaptionvolcube.cpp, ql/swaptionvolstructure.hpp:
	  
	  *** empty log message ***

2006-08-25 12:12  Mario Pucci

	* [r7479] ql/Volatilities/swaptionvolcube.cpp:
	  
	  work in progress...

2006-08-25 11:43  Cristina Duminuco

	* [r7478] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  work in progress

2006-08-25 10:24  Cristina Duminuco

	* [r7477] test-suite/marketmodel.cpp:
	  
	  a,b,c,d parameters ordered following Rebonato notation used in Abcd
	  class

2006-08-25 10:23  Cristina Duminuco

	* [r7476] ql/MarketModels/PseudoRoots/expcorrabcdvol.cpp:
	  
	  - used method abcd::covariance
	  - a,b,c,d parameters ordered following Rebonato notation used in
	  Abcd class

2006-08-25 10:23  Mario Pucci

	* [r7475] ql/Volatilities/swaptionvolcube.cpp:
	  
	  work in progress...

2006-08-25 10:02  Giorgio Facchinetti

	* [r7474] ql/Volatilities/swaptionvolcube.cpp:
	  
	  added flat extrapolation of smile

2006-08-25 09:51  Giorgio Facchinetti

	* [r7473] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp,
	  ql/Volatilities/swaptionvolcube.cpp:
	  
	  work in progress

2006-08-25 09:42  Mario Pucci

	* [r7472] test-suite/cms.cpp:
	  
	  work in progress...

2006-08-25 09:37  Cristina Duminuco

	* [r7471] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  added method testAbcdVolatilityCompare()

2006-08-25 08:57  Giorgio Facchinetti

	* [r7470] ql/swaptionvolstructure.hpp:
	  
	  work in progress

2006-08-25 08:36  Luigi Ballabio

	* [r7469] ql/swaptionvolstructure.hpp:
	  
	  More fixes for gcc compilation (and line wrapping. 78 columns,
	  please)

2006-08-25 07:46  Luigi Ballabio

	* [r7468] ql/Instruments/Makefile.am, ql/Instruments/assetswap.cpp:
	  
	  Fixes for gcc compilation

2006-08-25 07:41  Mario Pucci

	* [r7467] ql/Volatilities/swaptionconstantvol.hpp,
	  ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp:
	  
	  added smileSection method

2006-08-24 15:45  Chiara Fornarola

	* [r7465] ql/Instruments/assetswap.hpp:
	  
	  asset swap class added
	  test to be performed later
	  nominal to be adjusted

2006-08-24 15:44  Chiara Fornarola

	* [r7464] ql/Instruments/assetswap.cpp:
	  
	  asset swap class added
	  test to be performed
	  nominal to be adjusted

2006-08-24 14:58  Mario Pucci

	* [r7463] ql/Volatilities/swaptionvolcube.cpp,
	  ql/swaptionvolstructure.hpp:
	  
	  work in progress...

2006-08-24 14:53  Cristina Duminuco

	* [r7462] ql/MarketModels/PseudoRoots/abcd.cpp:
	  
	  *** empty log message ***

2006-08-24 14:38  Mario Pucci

	* [r7461] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp:
	  
	  work in progress...

2006-08-24 14:34  Cristina Duminuco

	* [r7460] test-suite/marketmodel.cpp:
	  
	  In testAbcdVolatilityIntegration() are now tested methods variance()
	  and covariance() of Abcd class.

2006-08-24 14:32  Cristina Duminuco

	* [r7459] ql/MarketModels/PseudoRoots/abcd.cpp,
	  ql/MarketModels/PseudoRoots/abcd.hpp:
	  
	  Added (a first?) implementation of variance() and covariance()
	  methods

2006-08-24 14:12  Mario Pucci

	* [r7458] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp:
	  
	  added temporary smile1 method

2006-08-24 14:11  Ferdinando Ametrano

	* [r7457] QuantLib_vc8.vcproj, ql/MarketModels/Products/all.hpp,
	  ql/MarketModels/TODO.txt:
	  
	  updated

2006-08-24 13:36  Luigi Ballabio

	* [r7456] dev_tools/developers:
	  
	  *** empty log message ***

2006-08-24 13:27  Ferdinando Ametrano

	* [r7455] ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/swaptionvolstructure.hpp:
	  
	  start renamed exerciseDate or exerciseTime, as appropriate

2006-08-24 13:02  Cristina Duminuco

	* [r7454] test-suite/testsuite_vc8.vcproj:
	  
	  removed schedule.*pp from project

2006-08-24 12:46  Mario Pucci

	* [r7453] ql/swaptionvolstructure.hpp:
	  
	  added Smile class

2006-08-24 12:41  Cristina Duminuco

	* [r7452] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  added testAbcdVolatilityIntegration()

2006-08-24 12:40  Cristina Duminuco

	* [r7451] test-suite/integrals.cpp:
	  
	  changed test on Abcd

2006-08-24 12:39  Cristina Duminuco

	* [r7450] ql/MarketModels/PseudoRoots/abcd.hpp:
	  
	  Additional controls

2006-08-24 09:50  Giorgio Facchinetti

	* [r7449] test-suite/marketmodel.cpp:
	  
	  back to the old implementation of methods using abcd volatility

2006-08-23 13:53  Giorgio Facchinetti

	* [r7446] ql/MarketModels/Products/marketmodelcoinitialswaps.cpp,
	  ql/MarketModels/Products/marketmodelcoinitialswaps.hpp,
	  ql/MarketModels/Products/marketmodelcoterminalswaps.cpp,
	  ql/MarketModels/Products/marketmodelcoterminalswaps.hpp,
	  test-suite/marketmodel.cpp:
	  
	  renamed swapRate in fixedRate

2006-08-23 13:42  Giorgio Facchinetti

	* [r7445] test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  Added void testLongJumpCoinitialSwaps() and
	  testLongJumpCoterminalSwaps()

2006-08-23 13:38  Giorgio Facchinetti

	* [r7444] ql/MarketModels/Products/marketmodelcoinitialswaps.cpp,
	  ql/MarketModels/Products/marketmodelcoterminalswaps.cpp:
	  
	  bug fixed

2006-08-23 12:14  Luigi Ballabio

	* [r7443] ql/Currencies/europe.hpp,
	  ql/Currencies/exchangeratemanager.cpp:
	  
	  Added Romanian new lev

2006-08-23 12:10  Cristina Duminuco

	* [r7442] test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-08-23 10:09  Mario Pucci

	* [r7441] ql/CashFlows/conundrumpricer.cpp:
	  
	  enabled pricing via cube

2006-08-23 07:49  Luigi Ballabio

	* [r7440] ql/MarketModels/Products/Makefile.am:
	  
	  *** empty log message ***

2006-08-22 18:33  Katiuscia Manzoni

	* [r7439] ql/Volatilities/swaptionvolcube.cpp:
	  
	  assorted fixes

2006-08-22 18:32  Katiuscia Manzoni

	* [r7438] ql/Indexes/swapindex.cpp:
	  
	  bug fix

2006-08-22 16:13  Giorgio Facchinetti

	* [r7437] ql/MarketModels/Products/marketmodelcoinitialswaps.cpp,
	  ql/MarketModels/Products/marketmodelcoterminalswaps.cpp:
	  
	  work in progress

2006-08-22 15:00  Luigi Ballabio

	* [r7436] ql/Math/array.hpp, ql/config.msvc.hpp:
	  
	  Moved compiler-dependent pragma into configuration file

2006-08-22 14:38  Giorgio Facchinetti

	* [r7435] ql/MarketModels/Products/marketmodelcoinitialswaps.cpp,
	  ql/MarketModels/Products/marketmodelcoinitialswaps.hpp,
	  ql/MarketModels/Products/marketmodelcoterminalswaps.cpp,
	  ql/MarketModels/Products/marketmodelcoterminalswaps.hpp:
	  
	  work in progress

2006-08-22 14:25  Giorgio Facchinetti

	* [r7434] QuantLib.vcproj,
	  ql/MarketModels/Products/marketmodelcoinitialswaps.cpp,
	  ql/MarketModels/Products/marketmodelcoinitialswaps.hpp,
	  ql/MarketModels/Products/marketmodelcoterminalswaps.cpp,
	  ql/MarketModels/Products/marketmodelcoterminalswaps.hpp:
	  
	  *** empty log message ***

2006-08-22 14:14  Luigi Ballabio

	* [r7433] ql/Math/array.hpp:
	  
	  Avoided warnings on VC7.1

2006-08-22 10:47  Ferdinando Ametrano

	* [r7432] ql/MarketModels/TODO.txt:
	  
	  *** empty log message ***

2006-08-22 10:32  Katiuscia Manzoni

	* [r7431] ql/Volatilities/swaptionvolcube.cpp:
	  
	  1. bug fixed on exerciseDatesAsReal_: element 0 was never populated;
	  2. explicitly enabled extrapolation both for exerciseInterpolator_
	  and volSpreadsInterpolator_.

2006-08-22 09:17  Mario Pucci

	* [r7430] ql/CashFlows/conundrumpricer.cpp:
	  
	  work in progress...

2006-08-22 09:11  Mario Pucci

	* [r7429] test-suite/cms.cpp:
	  
	  work in progress...

2006-08-22 08:55  Luigi Ballabio

	* [r7428] test-suite/cms.cpp:
	  
	  *** empty log message ***

2006-08-21 19:08  Ferdinando Ametrano

	* [r7427] ql/MarketModels/TODO.txt,
	  ql/MarketModels/duffsdeviceinnerproduct.hpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  cleaner Duff's device implementation

2006-08-21 18:41  Ferdinando Ametrano

	* [r7426] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2006-08-21 18:40  Ferdinando Ametrano

	* [r7425] ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp,
	  test-suite/marketmodel.cpp:
	  
	  setMoneyMarketMeasurePlus(Size offset = 1) added

2006-08-21 16:29  Ferdinando Ametrano

	* [r7424] QuantLib.vcproj:
	  
	  alphabetically reordered filters

2006-08-21 16:09  Ferdinando Ametrano

	* [r7423] ql/MarketModels/duffsdeviceinnerproduct.hpp:
	  
	  improved implementation

2006-08-21 14:49  Mario Pucci

	* [r7422] test-suite/cms.cpp:
	  
	  work in progress...

2006-08-21 14:48  Luigi Ballabio

	* [r7421] ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/Makefile.am:
	  
	  *** empty log message ***

2006-08-21 14:41  Mario Pucci

	* [r7420] test-suite/cms.cpp:
	  
	  added test hypercube

2006-08-21 14:14  Ferdinando Ametrano

	* [r7419] QuantLib_vc8.vcproj, ql/MarketModels/Components to be built
	  or improved.TXT, ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp,
	  ql/MarketModels/TODO.txt, ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/duffsdeviceinnerproduct.hpp,
	  ql/MarketModels/marketmodelevolver.hpp, test-suite/bin,
	  test-suite/bin/.cvsignore, test-suite/marketmodel.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  introduced Duff's device. Not used yet as it seems ineffective
	  (worse than std::inner_product)

2006-08-21 13:09  Luigi Ballabio

	* [r7418] ql/CashFlows/Makefile.am, ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/PseudoRoots/Makefile.am,
	  ql/Volatilities/Makefile.am, ql/Volatilities/swaptionvolcube.cpp,
	  test-suite/Makefile.am, test-suite/cms.cpp:
	  
	  Fixes for warnings and Linux compilation

2006-08-21 13:08  Luigi Ballabio

	* [r7417] ql/Pricers/mcpricer.hpp, ql/PricingEngines/mcsimulation.hpp:
	  
	  Workaround for gcc 4.1 bug

2006-08-21 13:05  Luigi Ballabio

	* [r7416] ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.cpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp, ql/CashFlows/parcoupon.hpp:
	  
	  More uniform naming for hidden methods

2006-08-21 13:03  Luigi Ballabio

	* [r7415] ql/period.cpp:
	  
	  More robust switch

2006-08-21 13:02  Luigi Ballabio

	* [r7414] ql/period.hpp:
	  
	  Avoided implicit conversion from Frequency

2006-08-21 12:44  Mario Pucci

	* [r7413] test-suite/cms.cpp:
	  
	  work in progress...

2006-08-21 12:28  Mario Pucci

	* [r7412] test-suite/cms.cpp, test-suite/cms.hpp:
	  
	  adde testParity()

2006-08-21 12:15  Mario Pucci

	* [r7411] ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp:
	  
	  work in progress...

2006-08-21 10:54  Mario Pucci

	* [r7410] ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp:
	  
	  added Real price(const Handle<YieldTermStructure>& discountingCurve)
	  const. May be eligible for preferement to base class

2006-08-21 09:44  Katiuscia Manzoni

	* [r7409] ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp:
	  
	  added params to SwaptionVolatilityCube constructor to allow
	  instantiatiation of vanilla swap & added method atmStrike returning
	  the vanilla swap's fair rate

2006-08-21 08:20  Giorgio Facchinetti

	* [r7408] ql/CashFlows/conundrumpricer.cpp:
	  
	  work in progress

2006-08-21 08:18  Ferdinando Ametrano

	* [r7407] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2006-08-21 08:16  Ferdinando Ametrano

	* [r7406] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  test-suite/integrals.cpp, test-suite/marketmodel.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  MarketModel refactoring

2006-08-21 08:15  Ferdinando Ametrano

	* [r7405] ql/MarketModels/PseudoRoots/abcdvolatility.cpp,
	  ql/MarketModels/PseudoRoots/abcdvolatility.hpp,
	  ql/MarketModels/PseudoRoots/calibratedmarketmodel.cpp,
	  ql/MarketModels/PseudoRoots/calibratedmarketmodel.hpp,
	  ql/MarketModels/PseudoRoots/expcorrabcdvol.cpp,
	  ql/MarketModels/PseudoRoots/expcorrabcdvol.hpp,
	  ql/MarketModels/PseudoRoots/expcorrflatvol.cpp,
	  ql/MarketModels/PseudoRoots/expcorrflatvol.hpp,
	  ql/MarketModels/PseudoRoots/exponentialcorrelation.cpp,
	  ql/MarketModels/PseudoRoots/exponentialcorrelation.hpp:
	  
	  1) using std::vector instead of Array
	  2) code formatting
	  3) effective stop times are calculated in EvolutionDescription and
	  used in PseudoRoot
	  derived classes
	  4) renamed class
	  5) introduced CalibratedMarketModel (not usable yet)

2006-08-21 08:13  Ferdinando Ametrano

	* [r7404] ql/MarketModels/PseudoRoots/abcd.cpp,
	  ql/MarketModels/PseudoRoots/abcd.hpp:
	  
	  Abcd class factored out

2006-08-21 08:10  Ferdinando Ametrano

	* [r7403] ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp:
	  
	  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 08:07  Mario Pucci

	* [r7402] test-suite/cms.cpp, test-suite/cms.hpp:
	  
	  work in progress...

2006-08-21 07:55  Ferdinando Ametrano

	* [r7401] ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp,
	  ql/MarketModels/Products/marketmodelcaplets.cpp,
	  ql/MarketModels/Products/marketmodelcaplets.hpp,
	  ql/MarketModels/Products/marketmodelcapletsonestep.cpp,
	  ql/MarketModels/Products/marketmodelcapletsonestep.hpp,
	  ql/MarketModels/Products/marketmodelforwards.cpp,
	  ql/MarketModels/Products/marketmodelforwards.hpp,
	  ql/MarketModels/Products/marketmodelforwardsonestep.cpp,
	  ql/MarketModels/Products/marketmodelforwardsonestep.hpp,
	  ql/MarketModels/Products/marketmodelratchet.cpp,
	  ql/MarketModels/Products/marketmodelratchet.hpp,
	  ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp,
	  ql/MarketModels/curvestate.cpp, ql/MarketModels/curvestate.hpp,
	  ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/driftcalculator.hpp,
	  ql/MarketModels/marketmodelproduct.hpp,
	  ql/MarketModels/pseudoroot.hpp:
	  
	  1) using std::vector instead of Array
	  2) code formatting

2006-08-21 07:38  Ferdinando Ametrano

	* [r7400] ql/ShortRateModels/LiborMarketModels/lfmcovarproxy.cpp,
	  ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/liborforwardmodel.hpp,
	  ql/ShortRateModels/LiborMarketModels/lmcorrmodel.cpp,
	  ql/ShortRateModels/TwoFactorModels/hestonmodel.cpp,
	  ql/ShortRateModels/TwoFactorModels/hestonmodel.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp:
	  
	  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 19:55  Ferdinando Ametrano

	* [r7399] test-suite/cms.cpp:
	  
	  right tolerance

2006-08-18 19:48  Ferdinando Ametrano

	* [r7398] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2006-08-18 19:25  Ferdinando Ametrano

	* [r7397] ql/Math/array.hpp:
	  
	  improved error messages

2006-08-18 19:20  Ferdinando Ametrano

	* [r7396] ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/driftcalculator.hpp:
	  
	  some more precomputations

2006-08-18 17:10  Ferdinando Ametrano

	* [r7395] test-suite/marketmodel.cpp:
	  
	  formatting

2006-08-18 16:40  Ferdinando Ametrano

	* [r7394] ql/MarketModels/driftcalculator.cpp:
	  
	  bug fix

2006-08-18 16:28  Katiuscia Manzoni

	* [r7393] functions/ql/Functions/auto_link.hpp, ql/auto_link.hpp:
	  
	  clearer message

2006-08-18 15:59  Ferdinando Ametrano

	* [r7392] test-suite/cms.cpp:
	  
	  formatting

2006-08-18 15:47  Ferdinando Ametrano

	* [r7391] test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2006-08-18 15:40  Ferdinando Ametrano

	* [r7390] ql/Math/matrix.hpp:
	  
	  improved error messages

2006-08-18 15:18  Ferdinando Ametrano

	* [r7389] ql/userconfig.hpp:
	  
	  *** empty log message ***

2006-08-18 15:17  Ferdinando Ametrano

	* [r7388] ql/userconfig.hpp:
	  
	  *** empty log message ***

2006-08-18 15:04  Ferdinando Ametrano

	* [r7387] ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  test-suite/marketmodel.cpp, test-suite/quantlibtestsuite.cpp:
	  
	  refactoring

2006-08-18 14:48  Mario Pucci

	* [r7386] test-suite/testsuite_vc8.vcproj:
	  
	  added cmsTest

2006-08-18 14:47  Mario Pucci

	* [r7385] test-suite/cms.hpp:
	  
	  *** empty log message ***

2006-08-18 14:47  Mario Pucci

	* [r7384] test-suite/cms.cpp:
	  
	  basic test: analytic vs. numerical

2006-08-18 14:45  Mario Pucci

	* [r7383] ql/CashFlows/conundrumpricer.cpp:
	  
	  work in progress...

2006-08-18 13:50  Mario Pucci

	* [r7382] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  work in progress...

2006-08-18 13:22  Ferdinando Ametrano

	* [r7381] ql/MarketModels/driftcalculator.cpp:
	  
	  formatting

2006-08-18 13:22  Ferdinando Ametrano

	* [r7380] ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp:
	  
	  minor changes and (ipc) optimization

2006-08-18 12:42  Ferdinando Ametrano

	* [r7379] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  VC7 fix

2006-08-18 12:06  Mario Pucci

	* [r7378] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  work in progress...

2006-08-18 10:31  Ferdinando Ametrano

	* [r7377] ql/MarketModels/PseudoRoots/abcdvolatility.cpp,
	  ql/MarketModels/PseudoRoots/abcdvolatility.hpp:
	  
	  *** empty log message ***

2006-08-18 08:53  Cristina Duminuco

	* [r7376] ql/MarketModels/PseudoRoots/abcdvolatility.cpp,
	  ql/MarketModels/PseudoRoots/abcdvolatility.hpp:
	  
	  Added new methods:
	  1- Real AbcdVolatility::shortTermVolatility() const;
	  2- Real AbcdVolatility::longTermVolatility() const;
	  3- Real AbcdVolatility::maximumLocation() const;
	  4- Real AbcdVolatility::maximumVolatility() const;

2006-08-17 21:19  Ferdinando Ametrano

	* [r7375] ql/MarketModels/Evolvers/forwardratepcevolver.hpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  Market models tests refactored and expanded

2006-08-17 14:06  Mario Pucci

	* [r7374] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  parametrized upper and lower integration limits in
	  ConundrumPricerByNumericalIntegration::ConundrumPricerByNumericalIntegration

2006-08-17 13:32  Katiuscia Manzoni

	* [r7373] ql/Math/linearinterpolation.hpp:
	  
	  default constrtuctor added

2006-08-17 12:34  Ferdinando Ametrano

	* [r7372] ql/Indexes/swapindex.cpp, ql/Instruments/vanillaswap.cpp,
	  ql/Instruments/vanillaswap.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/TermStructures/ratehelpers.cpp, test-suite/bermudanswaption.cpp,
	  test-suite/capfloor.cpp, test-suite/compoundforward.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/shortratemodels.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp:
	  
	  VanillaSwaption constructor without fixing days

2006-08-17 12:30  Mario Pucci

	* [r7371] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  Added new initial guess for solver in method: Real
	  GFunctionFactory::GFunctionWithShifts::calibrationOfShift(Real Rs)

2006-08-17 10:20  Ferdinando Ametrano

	* [r7370] QuantLib.vcproj:
	  
	  VC 7 catching up

2006-08-17 10:18  Ferdinando Ametrano

	* [r7369] QuantLib_vc8.vcproj, ql/Makefile.am, ql/date.cpp,
	  ql/date.hpp, ql/makefile.mak, ql/period.cpp, ql/period.hpp:
	  
	  1) added Period::Period(Frequency f)
	  2) factored out Period code into its own file

2006-08-17 10:08  Ferdinando Ametrano

	* [r7368] functions/ql/Functions/calendars.hpp,
	  functions/ql/Functions/mathf.cpp, functions/ql/Functions/mathf.hpp,
	  functions/ql/Functions/prices.hpp:
	  
	  deprecating functions

2006-08-11 14:51  Giorgio Facchinetti

	* [r7367] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  Added GFunctionExactYield class in Conundrum framework

2006-08-11 09:05  Giorgio Facchinetti

	* [r7366] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  analytical second derivative of GFunctionWithShifts

2006-08-10 15:16  Cristina Duminuco

	* [r7365] ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp,
	  ql/Math/discrepancystatistics.hpp, ql/Math/sequencestatistics.hpp,
	  test-suite/covariance.cpp, test-suite/lowdiscrepancysequences.cpp,
	  test-suite/marketmodel.cpp, test-suite/stats.cpp:
	  
	  code clean up
	  1) SequenceStatistics renamed as GenericSequenceStatistics
	  2) typedef GenericSequenceStatistics<RiskStatistics>
	  SequenceStatistics;

2006-08-10 10:48  Ferdinando Ametrano

	* [r7364] functions/ql/Functions/mathf.cpp,
	  functions/ql/Functions/mathf.hpp:
	  
	  deprecating unused functions

2006-08-09 18:43  Chiara Fornarola

	* [r7363] ql/date.cpp:
	  
	  short_period set as default, capitalized letters are used.

2006-08-09 15:22  Giorgio Facchinetti

	* [r7362] QuantLib.vcproj, ql/Indexes/euriborswapfixa.hpp:
	  
	  *** empty log message ***

2006-08-08 18:28  Chiara Fornarola

	* [r7361] ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  test-suite/shortratemodels.cpp, test-suite/shortratemodels.hpp:
	  
	  Futures convexity bias calculated as in G. Kirikos, D. Novak,
	  "Convexity Conundrums", Risk Magazine, March 1997.
	  Unit test added

2006-08-08 15:39  Giorgio Facchinetti

	* [r7360] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  analitical first derivative of GFunctionWithShifts

2006-08-07 18:52  Marco Bianchetti

	* [r7359] ql/TermStructures/piecewiseyieldcurve.hpp:
	  
	  updated comment

2006-08-07 15:47  Ferdinando Ametrano

	* [r7358] ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  *** empty log message ***

2006-08-07 15:20  Ferdinando Ametrano

	* [r7357] QuantLib.vcproj:
	  
	  initial implementation

2006-08-07 15:09  Ferdinando Ametrano

	* [r7356] QuantLib_vc8.vcproj, ql/Volatilities/swaptionvolcube.cpp,
	  ql/Volatilities/swaptionvolcube.hpp:
	  
	  initial implementation

2006-08-07 15:08  Ferdinando Ametrano

	* [r7355] ql/Math/interpolation2D.hpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  expanded interface

2006-08-07 13:49  Ferdinando Ametrano

	* [r7354] ql/termstructure.hpp:
	  
	  more general comment

2006-08-07 13:11  Cristina Duminuco

	* [r7353] ql/Math/gaussianstatistics.hpp,
	  ql/Math/incrementalstatistics.hpp, ql/Math/riskstatistics.hpp,
	  test-suite/riskstats.cpp, test-suite/stats.cpp:
	  
	  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 10:30  Giorgio Facchinetti

	* [r7352] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  numerical version of first and second derivatives of
	  GFunctionWithShifts

2006-08-07 10:28  Giorgio Facchinetti

	* [r7351] ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp:
	  
	  Added meanReversion_ member in CMSCoupon

2006-08-04 12:59  Giorgio Facchinetti

	* [r7350] ql/CashFlows/conundrumpricer.cpp:
	  
	  fixed bug
	  Giorgio e Mario

2006-08-04 12:45  Giorgio Facchinetti

	* [r7349] ql/Indexes/swapindex.cpp:
	  
	  changed swap nominal from 100. to 1. in SwapIndex::underlyingSwap
	  Giorgio e Mario

2006-08-03 15:39  Giorgio Facchinetti

	* [r7348] ql/CashFlows/cmscoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.cpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp, ql/CashFlows/parcoupon.hpp:
	  
	  VC7 patch

2006-08-03 14:56  Ferdinando Ametrano

	* [r7347] ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp,
	  ql/CashFlows/conundrumpricer.cpp:
	  
	  *** empty log message ***

2006-08-03 14:24  Giorgio Facchinetti

	* [r7346] ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp,
	  ql/CashFlows/conundrumpricer.cpp, ql/CashFlows/conundrumpricer.hpp:
	  
	  *** empty log message ***

2006-08-03 14:16  Mario Pucci

	* [r7345] ql/CashFlows/conundrumpricer.cpp:
	  
	  work in progress...

2006-08-03 14:02  Mario Pucci

	* [r7344] ql/CashFlows/conundrumpricer.cpp:
	  
	  work in progress...

2006-08-03 13:55  Mario Pucci

	* [r7343] ql/CashFlows/conundrumpricer.cpp:
	  
	  work in progress...

2006-08-03 11:43  Ferdinando Ametrano

	* [r7342] ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp,
	  ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.cpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp:
	  
	  Coupon refactoring

2006-08-03 11:43  Ferdinando Ametrano

	* [r7341] ql/Indexes/interestrateindex.cpp, ql/Indexes/xibor.hpp:
	  
	  *** empty log message ***

2006-08-03 10:15  Mario Pucci

	* [r7340] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  *** empty log message ***

2006-08-03 10:13  Mario Pucci

	* [r7339] ql/CashFlows/conundrumpricer.cpp:
	  
	  work in progress...

2006-08-03 10:05  Mario Pucci

	* [r7338] ql/CashFlows/conundrumpricer.cpp:
	  
	  work in progress...

2006-08-03 09:37  Mario Pucci

	* [r7337] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  work in progress...

2006-08-03 09:00  Mario Pucci

	* [r7336] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  work in progress...

2006-08-03 08:07  Mario Pucci

	* [r7335] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  optimized

2006-08-02 16:01  Ferdinando Ametrano

	* [r7334] ql/Indexes/xibor.hpp:
	  
	  *** empty log message ***

2006-08-02 15:56  Ferdinando Ametrano

	* [r7333] ql/Indexes/interestrateindex.hpp, ql/Indexes/swapindex.cpp,
	  ql/Indexes/swapindex.hpp, ql/Indexes/xibor.hpp:
	  
	  adding termStructure() method to InterestRateIndex

2006-08-02 15:41  Mario Pucci

	* [r7332] ql/CashFlows/conundrumpricer.cpp:
	  
	  work in progress...

2006-08-02 15:22  Mario Pucci

	* [r7331] ql/CashFlows/conundrumpricer.cpp:
	  
	  work in progress...

2006-08-02 15:16  Mario Pucci

	* [r7330] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  GFunction with mean reversion (if null it's parallel shift)

2006-08-02 14:53  Mario Pucci

	* [r7329] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  work in progress...

2006-08-02 14:18  Luigi Ballabio

	* [r7328] Examples/Replication/Replication.cpp,
	  ql/Processes/blackscholesprocess.cpp,
	  ql/Processes/blackscholesprocess.hpp:
	  
	  Reused now-free name

2006-08-02 13:23  Mario Pucci

	* [r7327] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  work in progress...

2006-08-02 10:23  Giorgio Facchinetti

	* [r7326] ql/CashFlows/conundrumpricer.cpp:
	  
	  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 10:06  Ferdinando Ametrano

	* [r7325] test-suite/libormarketmodel.cpp:
	  
	  *** empty log message ***

2006-08-02 09:18  Ferdinando Ametrano

	* [r7324] ql/CashFlows/floatingratecoupon.hpp:
	  
	  non-virtual inspector.
	  Luigi: please revert the change if you don't agree

2006-08-01 14:51  Ferdinando Ametrano

	* [r7322] ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp:
	  
	  removing obsolete method

2006-08-01 14:49  Ferdinando Ametrano

	* [r7321] ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/Instruments/capfloor.cpp:
	  
	  ParCoupon refactoring

2006-08-01 11:34  Luigi Ballabio

	* [r7320] ql/Math/all.hpp, ql/core.hpp:
	  
	  *** empty log message ***

2006-08-01 11:16  Ferdinando Ametrano

	* [r7319] ql/userconfig.hpp:
	  
	  removing deprecated code

2006-08-01 11:16  Ferdinando Ametrano

	* [r7318] QuantLib_vc8.vcproj, functions/ql/Functions/mathf.hpp,
	  ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexedcashflowvectors.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/cdor.hpp,
	  ql/Indexes/chflibor.hpp, ql/Indexes/dkklibor.hpp,
	  ql/Indexes/eurlibor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/nzdlibor.hpp,
	  ql/Indexes/tibor.hpp, ql/Indexes/trlibor.hpp,
	  ql/Indexes/usdlibor.hpp, ql/Indexes/zibor.hpp,
	  ql/Instruments/callabilityschedule.hpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp, ql/Instruments/swap.cpp,
	  ql/Instruments/swap.hpp, ql/Makefile.am, ql/Math/Makefile.am,
	  ql/Math/symmetriceigenvalues.hpp, ql/Patterns/bridge.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.hpp,
	  ql/PricingEngines/blackmodel.hpp,
	  ql/Processes/blackscholesprocess.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/Volatilities/capletconstantvol.hpp, ql/exercise.hpp,
	  ql/history.hpp, ql/userconfig.hpp:
	  
	  removing deprecated code

2006-08-01 10:34  Luigi Ballabio

	* [r7317] functions/ql/Functions/Makefile.am:
	  
	  *** empty log message ***

2006-08-01 10:22  Giorgio Facchinetti

	* [r7316] ql/Indexes/jibar.hpp, ql/Indexes/xibor.cpp:
	  
	  removing deprecated code

2006-08-01 07:31  Ferdinando Ametrano

	* [r7315] ql/Indexes/euribor.hpp, ql/Indexes/euriborswapfixa.hpp,
	  ql/Indexes/xibor.hpp:
	  
	  bug fix (and removed deprecated code)

2006-07-31 18:11  Ferdinando Ametrano

	* [r7314] ql/DayCounters/thirty360.hpp:
	  
	  (almost always) ISDA compliant strings

2006-07-31 18:05  Ferdinando Ametrano

	* [r7313] ql/DayCounters/actual360.hpp,
	  ql/DayCounters/actual365fixed.hpp, ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/thirty360.hpp:
	  
	  (almost always) ISDA compliant strings

2006-07-31 18:03  Ferdinando Ametrano

	* [r7312] ql/CashFlows/cmscoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp:
	  
	  convexityAdjustment promoted to public

2006-07-31 16:31  Ferdinando Ametrano

	* [r7311] ql/userconfig.hpp:
	  
	  reverting back an unwanted change that slipped in...

2006-07-31 16:13  Ferdinando Ametrano

	* [r7310] functions/ql/Functions/QuantLibFunctions_vc8.vcproj,
	  ql/userconfig.hpp:
	  
	  removing deprecated code

2006-07-31 15:58  Ferdinando Ametrano

	* [r7309] functions/ql/Functions/QuantLibFunctions.vcproj,
	  functions/ql/Functions/calendars.cpp,
	  functions/ql/Functions/calendars.hpp,
	  functions/ql/Functions/daycounters.cpp,
	  functions/ql/Functions/daycounters.hpp:
	  
	  removed deprecated code

2006-07-31 13:23  Luigi Ballabio

	* [r7307] ql/MarketModels/BrownianGenerators,
	  ql/MarketModels/BrownianGenerators/.cvsignore,
	  ql/MarketModels/Evolvers, ql/MarketModels/Evolvers/.cvsignore,
	  ql/MarketModels/PseudoRoots, ql/MarketModels/PseudoRoots/.cvsignore:
	  
	  *** empty log message ***

2006-07-31 13:20  Luigi Ballabio

	* [r7306] Announce.txt, Authors.txt, ChangeLog.txt, Contributors.txt,
	  Docs/Makefile.am, Docs/pages/authors.docs, Docs/pages/history.docs,
	  Docs/pages/license.docs,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  Examples/ConvertibleBonds/ConvertibleBonds.vcproj,
	  Examples/ConvertibleBonds/makefile.mak,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EquityOption/EquityOption.cpp,
	  Examples/EquityOption/EquityOption.vcproj,
	  Examples/EquityOption/makefile.mak, Examples/FRA/FRA.cpp,
	  Examples/FRA/FRA.vcproj, Examples/FRA/makefile.mak,
	  Examples/Replication/Replication.cpp,
	  Examples/Replication/Replication.vcproj,
	  Examples/Replication/makefile.mak, Examples/Repo/Repo.cpp,
	  Examples/Repo/Repo.vcproj, Examples/Repo/makefile.mak,
	  Examples/Swap/makefile.mak, Examples/Swap/swapvaluation.cpp,
	  LICENSE.TXT, News.txt, QuantLib.dev, QuantLib.dsp, QuantLib.dsw,
	  QuantLib.sln, QuantLib.vcproj, QuantLib_vc8.sln,
	  QuantLib_vc8.vcproj, dev_tools/developers, dev_tools/tgz2zip,
	  dev_tools/update_changelog.py, functions/ql/Functions/Makefile.am,
	  functions/ql/Functions/QuantLibFunctions.dev,
	  functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  functions/ql/Functions/makefile.mak, makefile.mak, man/Makefile.am,
	  ql/Calendars/makefile.mak, ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/CashFlows/coupon.hpp,
	  ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp, ql/CashFlows/makefile.mak,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/pdeshortrate.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/zerocondition.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/dkklibor.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/eurlibor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/indexmanager.cpp, ql/Indexes/indexmanager.hpp,
	  ql/Indexes/jibar.hpp, ql/Indexes/jpylibor.hpp,
	  ql/Indexes/nzdlibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/forward.cpp,
	  ql/Instruments/forwardrateagreement.cpp,
	  ql/Instruments/forwardrateagreement.hpp,
	  ql/Instruments/makefile.mak, ql/Instruments/swap.cpp,
	  ql/Instruments/vanillaswap.cpp, ql/Instruments/vanillaswap.hpp,
	  ql/Makefile.am, ql/MarketModels/Products/marketmodelcaplets.cpp,
	  ql/MarketModels/Products/marketmodelforwards.cpp,
	  ql/MarketModels/PseudoRoots/abcdvolatility.hpp,
	  ql/MarketModels/curvestate.cpp, ql/MarketModels/driftcalculator.cpp,
	  ql/Math/bivariatenormaldistribution.cpp,
	  ql/Math/interpolation2D.hpp, ql/Math/linearinterpolation.hpp,
	  ql/Math/linearleastsquaresregression.cpp,
	  ql/Math/linearleastsquaresregression.hpp, ql/Math/makefile.mak,
	  ql/Math/normaldistribution.cpp, ql/Math/pseudosqrt.hpp,
	  ql/MonteCarlo/mctraits.hpp, ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/CapFloor/analyticcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/makefile.mak,
	  ql/PricingEngines/CapFloor/mchullwhiteengine.cpp,
	  ql/PricingEngines/CapFloor/mchullwhiteengine.hpp,
	  ql/PricingEngines/Forward/replicatingvarianceswapengine.hpp,
	  ql/PricingEngines/Lookback/makefile.mak,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp,
	  ql/PricingEngines/Vanilla/integralengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/makefile.mak, ql/Processes/makefile.mak,
	  ql/ShortRateModels/LiborMarketModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardcurve.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/forwardstructure.hpp,
	  ql/TermStructures/makefile.mak, ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zeroyieldstructure.hpp, ql/Utilities/null.hpp,
	  ql/Utilities/observablevalue.hpp,
	  ql/Volatilities/capflatvolvector.hpp, ql/Volatilities/makefile.mak,
	  ql/Volatilities/swaptionvolmatrix.hpp,
	  ql/VolatilityModels/garmanklass.hpp,
	  ql/VolatilityModels/makefile.mak,
	  ql/VolatilityModels/simplelocalestimator.hpp, ql/calendar.cpp,
	  ql/calendar.hpp, ql/cashflow.hpp, ql/config.msvc.hpp, ql/date.cpp,
	  ql/daycounter.hpp, ql/errors.hpp, ql/event.hpp, ql/exercise.cpp,
	  ql/makefile.mak, ql/qldefines.hpp, ql/quantlib.hpp, ql/solver1d.hpp,
	  ql/types.hpp, ql/userconfig.hpp, test-suite/capfloor.cpp,
	  test-suite/distributions.cpp,
	  test-suite/linearleastsquaresregression.cpp,
	  test-suite/makefile.mak, test-suite/pathgenerator.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/swaption.cpp,
	  test-suite/testsuite.dev, test-suite/testsuite.dsp,
	  test-suite/testsuite.vcproj, test-suite/testsuite_vc8.vcproj,
	  test-suite/varianceswaps.cpp:
	  
	  Merged 0.3.13 branch

2006-07-31 09:34  Luigi Ballabio

	* [r7305] Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EquityOption/EquityOption.dev, Examples/FRA/FRA.dev,
	  Examples/Replication/Replication.dev, Examples/Repo/Repo.dev,
	  Examples/Swap/Swap.dev, QuantLib.dev, QuantLib.dsp, QuantLib.nsi,
	  QuantLib.vcproj, QuantLib_vc8.vcproj, configure.ac,
	  dev_tools/version_number.txt,
	  functions/ql/Functions/QuantLibFunctions.dev,
	  functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  functions/ql/Functions/QuantLibFunctions_vc8.vcproj, makefile.mak,
	  ql/qldefines.hpp, test-suite/testsuite.dev,
	  test-suite/testsuite.dsp, test-suite/testsuite.vcproj,
	  test-suite/testsuite_vc8.vcproj:
	  
	  Incremented version number

2006-07-29 15:20  Joseph Wang

	* [r7302] ql/Optimization/Makefile.am, ql/Optimization/criteria.hpp:
	  
	  fix missing link of criteria.cpp

2006-07-29 07:42  Joseph Wang

	* [r7301] ql/Indexes/Makefile.am:
	  
	  add new cpp files

2006-07-29 06:33  Joseph Wang

	* [r7300] configure.ac,
	  ql/MarketModels/BrownianGenerators/Makefile.am,
	  ql/MarketModels/Evolvers/Makefile.am, ql/MarketModels/Makefile.am,
	  ql/MarketModels/PseudoRoots/Makefile.am:
	  
	  add am files for market models sub directory

2006-07-28 21:07  Joseph Wang

	* [r7299] ql/Indexes/xibor.hpp:
	  
	  remove qualifier

2006-07-28 20:53  Joseph Wang

	* [r7298] man/Makefile.am:
	  
	  remove blank line to avoid automake error

2006-07-28 17:36  Ferdinando Ametrano

	* [r7297] ql/Indexes/swapindex.cpp:
	  
	  redundant methods removed

2006-07-28 17:28  Ferdinando Ametrano

	* [r7296] ql/Indexes/swapindex.cpp, ql/Indexes/swapindex.hpp:
	  
	  redundant methods removed

2006-07-28 17:16  Ferdinando Ametrano

	* [r7295] ql/Indexes/interestrateindex.hpp, ql/Indexes/swapindex.cpp,
	  ql/Indexes/swapindex.hpp:
	  
	  redundant method removed

2006-07-28 16:34  Giorgio Facchinetti

	* [r7294] QuantLib.vcproj, ql/CashFlows/cmscoupon.cpp,
	  ql/CashFlows/conundrumpricer.cpp, ql/Indexes/interestrateindex.hpp:
	  
	  VC7 catching up

2006-07-28 16:16  Giorgio Facchinetti

	* [r7293] QuantLib.vcproj, ql/CashFlows/cmscoupon.cpp,
	  ql/CashFlows/cmscoupon.hpp, ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  Conundrum refactoring

2006-07-28 16:00  Giorgio Facchinetti

	* [r7292] ql/capvolstructures.hpp, ql/swaptionvolstructure.hpp:
	  
	  blackVariance added

2006-07-28 15:49  Ferdinando Ametrano

	* [r7291] QuantLib_vc8.vcproj, ql/CashFlows/cmscoupon.cpp,
	  ql/CashFlows/cmscoupon.hpp, ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp, ql/Indexes/euriborswapfixa.hpp,
	  ql/Indexes/interestrateindex.cpp, ql/Indexes/interestrateindex.hpp,
	  ql/Indexes/swapindex.cpp, ql/Indexes/swapindex.hpp,
	  ql/Indexes/swaprate.cpp, ql/Indexes/swaprate.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp:
	  
	  1) InterestRateIndex introduced
	  2) SwapRate renamed SwapIndex

2006-07-28 13:34  Dirk Eddelbuettel

	* [r7285] man/BermudanSwaption.1, man/ConvertibleBonds.1,
	  man/DiscreteHedging.1, man/EquityOption.1, man/FRA.1,
	  man/Makefile.am, man/Replication.1, man/Repo.1, man/SwapValuation.1:
	  
	  added manual pages for FRA, Repo and Replication; updated man pages
	  cross-refs

2006-07-27 05:02  Joseph Wang

	* [r7282] ql/TermStructures/piecewiseyieldcurve.hpp:
	  
	  insert this for gcc compile

2006-07-25 16:34  Ferdinando Ametrano

	* [r7274] test-suite/capfloor.cpp, test-suite/libormarketmodel.cpp:
	  
	  C-F=S parity does not depend on the termstructure daycounter anymore

2006-07-25 16:31  Ferdinando Ametrano

	* [r7273] ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp:
	  
	  bug fix: use variance to avoid daycounter mismatch

2006-07-25 16:28  Ferdinando Ametrano

	* [r7272] ql/CashFlows/parcoupon.cpp:
	  
	  bug fix

2006-07-25 12:47  Ferdinando Ametrano

	* [r7271] ql/Math/loglinearinterpolation.hpp,
	  ql/Math/sabrinterpolation.hpp, ql/Processes/merton76process.hpp,
	  ql/instrument.hpp:
	  
	  more explicative error messages

2006-07-24 17:52  Ferdinando Ametrano

	* [r7269] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp:
	  
	  adding fixingDates (will be used for exact variance calculation)

2006-07-24 17:46  Ferdinando Ametrano

	* [r7268] ql/capvolstructures.hpp:
	  
	  adding blackVariance

2006-07-24 16:03  Ferdinando Ametrano

	* [r7267] test-suite/quantlibtestsuite.cpp:
	  
	  working on floating point exceptions: not yet ready

2006-07-24 16:03  Ferdinando Ametrano

	* [r7266] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2006-07-24 16:03  Ferdinando Ametrano

	* [r7265] ql/config.msvc.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  working on floating point exceptions: not yet ready

2006-07-24 15:57  Ferdinando Ametrano

	* [r7264] ql/TermStructures/piecewiseyieldcurve.hpp:
	  
	  improved error message

2006-07-24 15:56  Ferdinando Ametrano

	* [r7263] ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/blackmodel.hpp:
	  
	  bug fix

2006-07-24 15:55  Ferdinando Ametrano

	* [r7262] ql/PricingEngines/Vanilla/batesengine.cpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.cpp:
	  
	  *** empty log message ***

2006-07-24 09:14  Ferdinando Ametrano

	* [r7254] test-suite/pathgenerator.cpp, test-suite/varianceswaps.cpp:
	  
	  higher tolerance in case
	  REFINE_TO_FULL_MACHINE_PRECISION_USING_HALLEYS_METHOD is
	  not defined

2006-07-24 08:51  Ferdinando Ametrano

	* [r7253] test-suite/distributions.cpp:
	  
	  higher tolerance in case
	  REFINE_TO_FULL_MACHINE_PRECISION_USING_HALLEYS_METHOD is
	  not defined

2006-07-24 08:42  Ferdinando Ametrano

	* [r7252] test-suite/varianceswaps.cpp:
	  
	  higher tolerance for VC7/VC8 compilers

2006-07-24 08:22  Ferdinando Ametrano

	* [r7251] test-suite/integrals.cpp:
	  
	  *** empty log message ***

2006-07-24 08:17  Ferdinando Ametrano

	* [r7250] ql/Math/sabrinterpolation.hpp:
	  
	  warning avoided

2006-07-24 07:48  Ferdinando Ametrano

	* [r7249] QuantLib.vcproj:
	  
	  VC7 catching up

2006-07-21 18:19  Katiuscia Manzoni

	* [r7248] QuantLib_vc8.vcproj, ql/Indexes/euriborswapfixa.hpp,
	  ql/Indexes/swaprate.hpp:
	  
	  added EuriborSwapFixA class and all derived classes for different
	  tenors 1Y to 30Y

2006-07-21 16:57  Ferdinando Ametrano

	* [r7247] QuantLib_vc8.vcproj,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.cpp:
	  
	  VC8 catching up

2006-07-21 14:37  Marco Bianchetti

	* [r7246] ql/MarketModels/Components to be built or improved.TXT:
	  
	  *** empty log message ***

2006-07-21 14:32  Marco Bianchetti

	* [r7245] QuantLib.vcproj, ql/MarketModels/BrownianGenerators,
	  ql/MarketModels/BrownianGenerators/mtbrowniangenerator.cpp,
	  ql/MarketModels/BrownianGenerators/mtbrowniangenerator.hpp,
	  ql/MarketModels/Evolvers,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardrateipcevolver.hpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.cpp,
	  ql/MarketModels/Evolvers/forwardratepcevolver.hpp,
	  ql/MarketModels/PseudoRoots,
	  ql/MarketModels/PseudoRoots/abcdvolatility.cpp,
	  ql/MarketModels/PseudoRoots/abcdvolatility.hpp,
	  ql/MarketModels/PseudoRoots/exponentialcorrelation.cpp,
	  ql/MarketModels/PseudoRoots/exponentialcorrelation.hpp,
	  ql/MarketModels/abcdvolatility.cpp,
	  ql/MarketModels/abcdvolatility.hpp, ql/MarketModels/all.hpp,
	  ql/MarketModels/exponentialcorrelation.cpp,
	  ql/MarketModels/exponentialcorrelation.hpp,
	  ql/MarketModels/forwardrateevolver.cpp,
	  ql/MarketModels/forwardrateevolver.hpp,
	  ql/MarketModels/forwardrateipcevolver.cpp,
	  ql/MarketModels/forwardrateipcevolver.hpp,
	  ql/MarketModels/mtbrowniangenerator.cpp,
	  ql/MarketModels/mtbrowniangenerator.hpp, test-suite/marketmodel.cpp:
	  
	  finer logical MarketModels folder structure

2006-07-21 13:53  Marco Bianchetti

	* [r7244] ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/driftcalculator.hpp,
	  ql/MarketModels/forwardrateevolver.cpp,
	  ql/MarketModels/forwardrateipcevolver.cpp:
	  
	  driftcalculator: added reduced factor calculation + comments +
	  reordering
	  forwardrate(ipc)evolver: passed number of factors for
	  driftcalculator

2006-07-21 08:36  Ferdinando Ametrano

	* [r7243] ql/calendar.cpp:
	  
	  ISDA compliant strings

2006-07-20 17:32  Marco Bianchetti

	* [r7242] ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/driftcalculator.hpp,
	  ql/MarketModels/forwardrateevolver.cpp,
	  ql/MarketModels/forwardrateipcevolver.cpp:
	  
	  driftcalculator: added reduced factor calculation + comments +
	  reordering
	  forwardrate(ipc)evolver: passed number of factors for
	  driftcalculator

2006-07-20 15:31  Katiuscia Manzoni

	* [r7241] ql/Indexes/xibor.cpp:
	  
	  added check so that method "fixing" returns error msg when
	  fixingDate is not a business day

2006-07-19 18:22  Ferdinando Ametrano

	* [r7240] test-suite/marketmodel.cpp:
	  
	  1) delegating to EvolutionDescription more time/alive computations
	  2) using EvolutionDescription as input instead of (const Array&
	  rateTimes, const Array& evolutionTimes)

2006-07-19 18:05  Katiuscia Manzoni

	* [r7239] ql/Indexes/swaprate.cpp, ql/Indexes/swaprate.hpp:
	  
	  added forecastTodaysFixing parameter to fixing method and added
	  familyName() method

2006-07-19 17:54  Ferdinando Ametrano

	* [r7238] ql/MarketModels/abcdvolatility.cpp,
	  ql/MarketModels/abcdvolatility.hpp,
	  ql/MarketModels/exponentialcorrelation.cpp,
	  ql/MarketModels/exponentialcorrelation.hpp:
	  
	  using EvolutionDescription as input instead of (const Array&
	  rateTimes, const Array& evolutionTimes)

2006-07-19 17:52  Ferdinando Ametrano

	* [r7237] ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp,
	  ql/MarketModels/forwardrateevolver.cpp,
	  ql/MarketModels/forwardrateipcevolver.cpp:
	  
	  delegating to EvolutionDescription more time/alive computations

2006-07-19 17:48  Ferdinando Ametrano

	* [r7236] ql/Optimization/criteria.cpp:
	  
	  ceiling on the number of iterations required to declare a point as
	  stationary

2006-07-19 17:39  Ferdinando Ametrano

	* [r7235] ql/Optimization/criteria.cpp:
	  
	  ceiling on the number of iteration required to declare a point as
	  stationary

2006-07-19 17:38  Ferdinando Ametrano

	* [r7234] ql/Math/sabrinterpolation.hpp:
	  
	  warning avoided

2006-07-19 17:37  Ferdinando Ametrano

	* [r7233] ql/Optimization/leastsquare.hpp:
	  
	  PositiveOptimization defaults to true

2006-07-19 13:15  Giorgio Facchinetti

	* [r7232] ql/Math/sabrinterpolation.hpp:
	  
	  1) added method interpolationSquaredNonNormalizedError() in
	  SABRInterpolationImpl class
	  2) changed order SABR parameters : (beta, nu, alpha, rho ) -->>
	  (alpha, beta, nu, rho )

2006-07-19 12:29  Giorgio Facchinetti

	* [r7231] ql/Optimization/linesearch.hpp:
	  
	  formatting

2006-07-19 12:17  Eric Ehlers

	* [r7229] ql/calendar.cpp:
	  
	  remove unneeded line

2006-07-19 10:50  Eric Ehlers

	* [r7228] ql/calendar.cpp, ql/calendar.hpp:
	  
	  overload stream operator

2006-07-19 10:44  Giorgio Facchinetti

	* [r7227] ql/Optimization/armijo.cpp:
	  
	  succeed_=true initialization in ArmijoLineSearch::operator()

2006-07-19 08:44  Eric Ehlers

	* [r7226] ql/calendar.hpp, ql/daycounter.hpp:
	  
	  overload stream operator

2006-07-18 15:58  Giorgio Facchinetti

	* [r7224] ql/Optimization/criteria.cpp, ql/Optimization/criteria.hpp,
	  ql/ShortRateModels/model.cpp:
	  
	  default is positiveOptimization = true

2006-07-18 15:57  Giorgio Facchinetti

	* [r7223] ql/Optimization/conjugategradient.cpp:
	  
	  *** empty log message ***

2006-07-18 15:56  Giorgio Facchinetti

	* [r7222] ql/Math/sabrinterpolation.hpp:
	  
	  improved "generic" guess

2006-07-18 14:35  Giorgio Facchinetti

	* [r7221] ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/method.hpp:
	  
	  1) added one more constructor
	  2) better initialization

2006-07-18 14:34  Giorgio Facchinetti

	* [r7220] ql/Math/sabrinterpolation.hpp:
	  
	  assorted fixes

2006-07-18 14:03  Giorgio Facchinetti

	* [r7219] ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/linesearch.hpp:
	  
	  ConjugateGradient::minimize doesn't throw: it can fail just because
	  maxIterations exceeded

2006-07-17 15:53  Ferdinando Ametrano

	* [r7218] test-suite/marketmodel.cpp:
	  
	  always full-factor when using single-step

2006-07-17 10:15  Ferdinando Ametrano

	* [r7216] ql/Indexes/euribor.hpp, ql/Indexes/indexmanager.cpp,
	  ql/Indexes/indexmanager.hpp:
	  
	  case insensitive IndexManager

2006-07-14 19:05  Ferdinando Ametrano

	* [r7215] ql/MarketModels/abcdvolatility.cpp,
	  ql/MarketModels/exponentialcorrelation.cpp:
	  
	  rank reduction doesn't work yet

2006-07-14 17:39  Ferdinando Ametrano

	* [r7214] ql/Optimization/armijo.hpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/criteria.cpp,
	  ql/Optimization/criteria.hpp, ql/Optimization/leastsquare.hpp,
	  ql/Optimization/simplex.hpp, ql/Optimization/steepestdescent.hpp:
	  
	  minor changes

2006-07-14 16:12  Cristina Duminuco

	* [r7213] test-suite/integrals.cpp:
	  
	  Added test for Abcd function.

2006-07-14 16:11  Cristina Duminuco

	* [r7212] ql/MarketModels/abcdvolatility.cpp:
	  
	  Removed function primitive(), class Abcd is used instead.

2006-07-14 16:10  Cristina Duminuco

	* [r7211] ql/MarketModels/abcdvolatility.hpp:
	  
	  Added class Abcd that implements this specific functional form for
	  instantaneous volatility, following Rebonato noatation.

2006-07-14 12:03  Ferdinando Ametrano

	* [r7208] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2006-07-14 09:37  Ferdinando Ametrano

	* [r7205] ql/Math/sabrinterpolation.hpp:
	  
	  removing unnecessary exception throw

2006-07-14 08:44  Giorgio Facchinetti

	* [r7202] QuantLib.vcproj, ql/Math/sabrinterpolation.hpp,
	  ql/Optimization/criteria.cpp, ql/Optimization/criteria.hpp:
	  
	  1) SABRInterpolation returns EndCriteria
	  2) std::ostream& operator<<(std::ostream& out, EndCriteria::Type
	  ec);

2006-07-14 07:51  Ferdinando Ametrano

	* [r7201] ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp:
	  
	  isInMoneyMarketMeasure

2006-07-14 07:49  Ferdinando Ametrano

	* [r7200] ql/MarketModels/abcdvolatility.cpp,
	  ql/MarketModels/exponentialcorrelation.cpp:
	  
	  using factor reduction

2006-07-13 16:35  Eric Ehlers

	* [r7198] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp:
	  
	  stream operator for CapFloor::Type

2006-07-13 14:45  Ferdinando Ametrano

	* [r7197] ql/CashFlows/cmscoupon.cpp:
	  
	  doesn't rely on deprecated code

2006-07-13 11:35  Mario Pucci

	* [r7194] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  work in progress...

2006-07-13 09:18  Mario Pucci

	* [r7193] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  work in progress...

2006-07-13 08:52  Mario Pucci

	* [r7192] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  work in progress...

2006-07-13 08:24  Mario Pucci

	* [r7191] ql/Indexes/swaprate.cpp, ql/Indexes/swaprate.hpp:
	  
	  fixedRateSchedule exposed

2006-07-13 07:12  Ferdinando Ametrano

	* [r7190] ql/CashFlows/cmscoupon.cpp:
	  
	  CheckedCumulativeNormalDistribution is probably not needed
	  anymore...

2006-07-12 15:40  Mario Pucci

	* [r7189] ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  added cutoffs

2006-07-12 15:36  Mario Pucci

	* [r7188] ql/CashFlows/conundrumpricer.cpp:
	  
	  work in progress... added double price() const

2006-07-12 15:23  Mario Pucci

	* [r7187] ql/CashFlows/conundrumpricer.cpp:
	  
	  work in progress...

2006-07-12 15:17  Giorgio Facchinetti

	* [r7186] ql/Optimization/conjugategradient.cpp:
	  
	  Errata Corrige

2006-07-12 15:13  Mario Pucci

	* [r7185] QuantLib_vc8.vcproj, ql/CashFlows/conundrumpricer.cpp,
	  ql/CashFlows/conundrumpricer.hpp:
	  
	  *** empty log message ***

2006-07-12 15:12  Mario Pucci

	* [r7184] ql/Indexes/swaprate.cpp, ql/Indexes/swaprate.hpp:
	  
	  added method to extract underlying vanilla swap

2006-07-12 15:09  Ferdinando Ametrano

	* [r7183] ql/Math/pseudosqrt.cpp, test-suite/covariance.cpp:
	  
	  (one more) bug fix

2006-07-12 15:07  Ferdinando Ametrano

	* [r7182] QuantLib.vcproj:
	  
	  VC7 catching up

2006-07-12 14:49  Giorgio Facchinetti

	* [r7181] ql/Optimization/conjugategradient.cpp:
	  
	  Added
	  QL_REQUIRE(endCriteria().criteria()!=endCriteria().maxIter, "maximum
	  number of iterations reached" )
	  in ConjugateGradient::minimize

2006-07-12 14:46  Ferdinando Ametrano

	* [r7180] ql/Math/pseudosqrt.hpp, test-suite/covariance.cpp,
	  test-suite/covariance.hpp:
	  
	  test case for RankReduction

2006-07-12 14:11  Ferdinando Ametrano

	* [r7178] ql/Math/pseudosqrt.cpp:
	  
	  (one more) bug fix

2006-07-12 14:00  Ferdinando Ametrano

	* [r7177] ql/MonteCarlo/getcovariance.hpp:
	  
	  more explicative error message

2006-07-12 13:51  Mario Pucci

	* [r7176] ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp,
	  ql/Indexes/swaprate.cpp, ql/Indexes/swaprate.hpp:
	  
	  license amendment

2006-07-12 12:37  Mario Pucci

	* [r7174] ql/Indexes/swaprate.cpp:
	  
	  "Rate SwapRate::fixing(const Date& fixingDate) const" restored

2006-07-12 12:31  Mario Pucci

	* [r7173] ql/CashFlows/cmscoupon.cpp, ql/CashFlows/cmscoupon.hpp,
	  ql/Indexes/swaprate.cpp, ql/Indexes/swaprate.hpp:
	  
	  *** empty log message ***

2006-07-12 12:30  Mario Pucci

	* [r7172] QuantLib_vc8.vcproj:
	  
	  added swaprate and cmscoupon

2006-07-11 08:08  Joseph Wang

	* [r7162] ql/MarketModels/curvestate.hpp:
	  
	  remove extra qualifer

2006-07-10 18:06  Ferdinando Ametrano

	* [r7161] ql/Math/pseudosqrt.cpp, ql/Math/pseudosqrt.hpp:
	  
	  bug fix

2006-07-10 15:00  Ferdinando Ametrano

	* [r7160] test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2006-07-10 14:54  Ferdinando Ametrano

	* [r7159] QuantLib.vcproj, QuantLib_vc8.vcproj,
	  test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2006-07-10 14:54  Ferdinando Ametrano

	* [r7158] ql/MarketModels/curvestate.cpp,
	  ql/MarketModels/curvestate.hpp,
	  ql/MarketModels/evolutiondescription.cpp:
	  
	  1) more checks

2006-07-10 14:41  Ferdinando Ametrano

	* [r7157] test-suite/marketmodel.cpp:
	  
	  for the time being too many test fails with floating point error!

2006-07-10 12:29  Mario Pucci

	* [r7154] QuantLib_vc8.vcproj:
	  
	  Added missing MarketModels files to project

2006-07-10 08:16  Ferdinando Ametrano

	* [r7152] ql/MarketModels/Components to be built or improved.TXT:
	  
	  8th session

2006-07-10 03:50  Joseph Wang

	* [r7149] ql/MarketModels/Products/marketmodelratchet.hpp:
	  
	  include definition for virtual destructor

2006-07-09 11:56  Luigi Ballabio

	* [r7148] ql/MarketModels/evolutiondescription.hpp,
	  test-suite/Makefile.am, test-suite/marketmodel.cpp:
	  
	  More fixes for gcc

2006-07-09 06:04  Joseph Wang

	* [r7147] ql/MarketModels/evolutiondescription.hpp:
	  
	  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 20:49  Luigi Ballabio

	* [r7145] configure.ac, ql/Makefile.am, ql/MarketModels,
	  ql/MarketModels/.cvsignore, ql/MarketModels/Makefile.am,
	  ql/MarketModels/Products, ql/MarketModels/Products/.cvsignore,
	  ql/MarketModels/Products/Makefile.am,
	  ql/MarketModels/Products/all.hpp, ql/MarketModels/all.hpp,
	  ql/MarketModels/core.hpp:
	  
	  Updated Makefiles

2006-07-07 15:56  Ferdinando Ametrano

	* [r7144] ql/MarketModels/Products/marketmodelcaplets.cpp,
	  ql/MarketModels/Products/marketmodelforwards.cpp,
	  ql/MarketModels/TODO.txt, ql/MarketModels/abcdvolatility.cpp,
	  ql/MarketModels/abcdvolatility.hpp,
	  ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/driftcalculator.hpp,
	  ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp,
	  ql/MarketModels/forwardrateipcevolver.cpp,
	  ql/MarketModels/forwardrateipcevolver.hpp,
	  test-suite/marketmodel.cpp:
	  
	  8th session

2006-07-07 12:55  Ferdinando Ametrano

	* [r7143] ql/MarketModels/Products/marketmodelcaplets.hpp,
	  ql/MarketModels/Products/marketmodelcapletsonestep.cpp,
	  ql/MarketModels/Products/marketmodelcapletsonestep.hpp,
	  ql/MarketModels/Products/marketmodelforwards.hpp,
	  ql/MarketModels/Products/marketmodelforwardsonestep.cpp,
	  ql/MarketModels/Products/marketmodelforwardsonestep.hpp,
	  ql/MarketModels/Products/marketmodelratchet.hpp,
	  ql/MarketModels/TODO.txt, ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp,
	  ql/MarketModels/browniangenerator.hpp,
	  ql/MarketModels/curvestate.hpp, ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/driftcalculator.hpp,
	  ql/MarketModels/evolutiondescription.hpp,
	  ql/MarketModels/exponentialcorrelation.hpp,
	  ql/MarketModels/forwardrateevolver.cpp,
	  ql/MarketModels/forwardrateevolver.hpp,
	  ql/MarketModels/marketmodelevolver.hpp,
	  ql/MarketModels/marketmodelproduct.hpp,
	  ql/MarketModels/mtbrowniangenerator.hpp,
	  ql/MarketModels/pseudoroot.hpp, ql/Math/normaldistribution.cpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel.hpp:
	  
	  seventh session

2006-07-06 16:01  Ferdinando Ametrano

	* [r7140] ql/MarketModels/Products/marketmodelcaplets.cpp,
	  ql/MarketModels/Products/marketmodelforwards.cpp,
	  ql/MarketModels/accountingengine.cpp, test-suite/marketmodel.cpp,
	  test-suite/marketmodel.hpp:
	  
	  seventh session

2006-07-06 15:06  Ferdinando Ametrano

	* [r7139] ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp, test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-07-06 13:51  Ferdinando Ametrano

	* [r7138] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2006-07-06 13:43  Ferdinando Ametrano

	* [r7137] ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/evolutiondescription.cpp,
	  test-suite/marketmodel.cpp:
	  
	  *** empty log message ***

2006-07-05 19:26  Ferdinando Ametrano

	* [r7136] ql/MarketModels/driftcalculator.hpp,
	  ql/MarketModels/evolutiondescription.hpp,
	  ql/MarketModels/mtbrowniangenerator.hpp:
	  
	  formatting (hopefully without tabs)

2006-07-05 19:26  Ferdinando Ametrano

	* [r7135] QuantLib.vcproj, test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2006-07-05 19:23  Ferdinando Ametrano

	* [r7134] ql/MarketModels/curvestate.cpp,
	  ql/MarketModels/curvestate.hpp:
	  
	  homogeneous member function names

2006-07-05 15:19  Silvia Frasson

	* [r7132] ql/MarketModels/driftcalculator.cpp:
	  
	  fixed bug

2006-07-05 14:01  Ferdinando Ametrano

	* [r7131] ql/MarketModels/Products/marketmodelcaplets.hpp,
	  ql/MarketModels/Products/marketmodelforwards.hpp,
	  ql/MarketModels/Products/marketmodelratchet.hpp,
	  ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp,
	  ql/MarketModels/browniangenerator.hpp,
	  ql/MarketModels/curvestate.hpp, ql/MarketModels/driftcalculator.cpp,
	  ql/MarketModels/driftcalculator.hpp,
	  ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp,
	  ql/MarketModels/exponentialcorrelation.cpp,
	  ql/MarketModels/exponentialcorrelation.hpp,
	  ql/MarketModels/forwardrateevolver.cpp,
	  ql/MarketModels/forwardrateevolver.hpp,
	  ql/MarketModels/marketmodelevolver.hpp,
	  ql/MarketModels/marketmodelproduct.hpp,
	  ql/MarketModels/mtbrowniangenerator.cpp,
	  ql/MarketModels/mtbrowniangenerator.hpp,
	  ql/MarketModels/pseudoroot.hpp, ql/Math/pseudosqrt.cpp,
	  test-suite/marketmodel.cpp, test-suite/marketmodel.hpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  sixth session

2006-07-05 07:19  Marco Bianchetti

	* [r7129] ql/MarketModels/evolutiondescription.cpp:
	  
	  Corrected evolution times constrain

2006-07-05 07:02  Mario Pucci

	* [r7128] ql/MarketModels/driftcalculator.cpp:
	  
	  *** empty log message ***

2006-07-05 07:01  Mario Pucci

	* [r7127] ql/MarketModels/driftcalculator.cpp:
	  
	  *** empty log message ***

2006-07-04 17:30  Ferdinando Ametrano

	* [r7125] QuantLib_vc8.vcproj,
	  ql/MarketModels/Products/marketmodelcaplets.cpp,
	  ql/MarketModels/Products/marketmodelcaplets.hpp,
	  ql/MarketModels/Products/marketmodelforwards.cpp,
	  ql/MarketModels/Products/marketmodelforwards.hpp,
	  ql/MarketModels/exponentialcorrelation.cpp:
	  
	  fifth session

2006-07-04 17:04  Cristina Duminuco

	* [r7124] ql/MarketModels/curvestate.cpp,
	  ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp:
	  
	  fifth session

2006-07-04 16:55  Ferdinando Ametrano

	* [r7123] ql/MarketModels/accountingengine.cpp:
	  
	  fifth session: AccountingEngine::Discounter

2006-07-04 16:39  Ferdinando Ametrano

	* [r7122] QuantLib.vcproj, ql/MarketModels/driftcalculator.cpp:
	  
	  VC7 catching up

2006-07-04 16:25  Silvia Frasson

	* [r7121] ql/MarketModels/driftcalculator.cpp:
	  
	  first implementation uses covariance approach (any numeraire)

2006-07-04 16:22  Ferdinando Ametrano

	* [r7120] QuantLib_vc8.vcproj:
	  
	  fifth session

2006-07-04 16:16  Ferdinando Ametrano

	* [r7119] ql/MarketModels/exponentialcorrelation.cpp,
	  ql/MarketModels/exponentialcorrelation.hpp,
	  ql/MarketModels/pseudoroot.hpp:
	  
	  fifth session

2006-07-04 15:33  Cristina Duminuco

	* [r7118] ql/MarketModels/curvestate.cpp:
	  
	  improved computeSwapRate()

2006-07-04 15:11  Mario Pucci

	* [r7117] QuantLib_vc8.vcproj:
	  
	  added driftcalculator.cpp

2006-07-04 15:11  Katiuscia Manzoni

	* [r7116] QuantLib_vc8.vcproj,
	  ql/MarketModels/exponentialcorrelation.cpp,
	  ql/MarketModels/exponentialcorrelation.hpp,
	  ql/MarketModels/pseudoroot.hpp:
	  
	  *** empty log message ***

2006-07-04 15:06  Cristina Duminuco

	* [r7115] ql/MarketModels/curvestate.cpp,
	  ql/MarketModels/curvestate.hpp:
	  
	  Implementation of curvestate.cpp

2006-07-04 15:01  Mario Pucci

	* [r7114] ql/MarketModels/driftcalculator.cpp:
	  
	  *** empty log message ***

2006-07-04 14:52  Mario Pucci

	* [r7113] ql/MarketModels/driftcalculator.cpp:
	  
	  *** empty log message ***

2006-07-04 14:46  Luigi Ballabio

	* [r7112] QuantLib_vc8.vcproj,
	  ql/MarketModels/mtbrowniangenerator.cpp,
	  ql/MarketModels/mtbrowniangenerator.hpp:
	  
	  Added incremental Brownian generator based on Mersenne twister

2006-07-04 14:10  Mario Pucci

	* [r7111] ql/MarketModels/driftcalculator.cpp:
	  
	  implementation of bookish formula

2006-07-04 13:42  Mario Pucci

	* [r7110] ql/MarketModels/driftcalculator.hpp:
	  
	  ...

2006-07-04 13:16  Mario Pucci

	* [r7109] ql/MarketModels/driftcalculator.cpp:
	  
	  *** empty log message ***

2006-07-04 11:28  Ferdinando Ametrano

	* [r7108] QuantLib_vc8.vcproj, ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp,
	  ql/MarketModels/driftcalculator.hpp,
	  ql/MarketModels/forwardrateevolver.cpp,
	  ql/MarketModels/forwardrateevolver.hpp,
	  ql/MarketModels/marketmodelevolver.hpp:
	  
	  fourth session

2006-07-03 16:58  Ferdinando Ametrano

	* [r7103] ql/MarketModels/forwardrateevolver.cpp,
	  ql/MarketModels/forwardrateevolver.hpp:
	  
	  *** empty log message ***

2006-07-03 16:54  Ferdinando Ametrano

	* [r7102] ql/MarketModels/Products/marketmodelforwards.cpp,
	  ql/MarketModels/Products/marketmodelforwards.hpp,
	  ql/MarketModels/accountingengine.cpp,
	  ql/MarketModels/accountingengine.hpp,
	  ql/MarketModels/curvestate.hpp,
	  ql/MarketModels/forwardrateevolver.cpp,
	  ql/MarketModels/forwardrateevolver.hpp,
	  ql/MarketModels/marketmodelevolver.hpp,
	  ql/MarketModels/pseudoroot.hpp:
	  
	  session three

2006-07-03 15:53  Mario Pucci

	* [r7101] ql/MarketModels/forwardrateevolver.cpp,
	  ql/MarketModels/forwardrateevolver.hpp:
	  
	  Cant' use DriftCalculator as vector type

2006-07-03 15:43  Mario Pucci

	* [r7100] ql/MarketModels/driftcalculator.hpp:
	  
	  test

2006-06-30 15:42  Ferdinando Ametrano

	* [r7099] QuantLib_vc8.vcproj, ql/MarketModels/browniangenerator.hpp,
	  ql/MarketModels/curvestate.hpp, ql/MarketModels/driftcalculator.hpp,
	  ql/MarketModels/evolutiondescription.hpp,
	  ql/MarketModels/forwardrateevolver.cpp,
	  ql/MarketModels/forwardrateevolver.hpp,
	  ql/MarketModels/marketmodelevolver.hpp:
	  
	  second session

2006-06-29 17:06  Ferdinando Ametrano

	* [r7098] QuantLib.vcproj, test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2006-06-29 16:49  Ferdinando Ametrano

	* [r7097] QuantLib_vc8.vcproj, ql/MarketModels,
	  ql/MarketModels/Products,
	  ql/MarketModels/Products/marketmodelratchet.cpp,
	  ql/MarketModels/Products/marketmodelratchet.hpp,
	  ql/MarketModels/curvestate.cpp, ql/MarketModels/curvestate.hpp,
	  ql/MarketModels/evolutiondescription.cpp,
	  ql/MarketModels/evolutiondescription.hpp,
	  ql/MarketModels/marketmodelproduct.hpp,
	  ql/MarketModels/pseudoroot.hpp:
	  
	  first session

2006-06-29 07:28  Luigi Ballabio

	* [r7096] News.txt, ql/Instruments/Makefile.am,
	  ql/Instruments/all.hpp, ql/Instruments/varianceswap.cpp,
	  ql/Instruments/varianceswap.hpp,
	  ql/PricingEngines/Forward/Makefile.am,
	  ql/PricingEngines/Forward/all.hpp,
	  ql/PricingEngines/Forward/mcvarianceswapengine.hpp,
	  ql/PricingEngines/Forward/replicatingvarianceswapengine.hpp,
	  test-suite/Makefile.am, test-suite/quantlibtestsuite.cpp,
	  test-suite/varianceswaps.cpp, test-suite/varianceswaps.hpp:
	  
	  Added variance swaps (thanks to Warren Chou)

2006-06-29 07:24  Luigi Ballabio

	* [r7095]
	  ql/ShortRateModels/LiborMarketModels/lmconstwrappervolmodel.hpp:
	  
	  Fixed autoinclusion

2006-06-29 07:22  Luigi Ballabio

	* [r7094] ql/PricingEngines/CapFloor/blackcapfloorengine.cpp:
	  
	  avoiding deprecated features

2006-06-29 07:21  Luigi Ballabio

	* [r7093] ql/PricingEngines/CapFloor/blackcapfloorengine.hpp:
	  
	  re-reformatting

2006-06-29 07:17  Luigi Ballabio

	* [r7092] ql/Instruments/swap.cpp, ql/Instruments/swap.hpp:
	  
	  Removed redundancy in inner-type name

2006-06-29 07:13  Luigi Ballabio

	* [r7091] ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp, ql/date.hpp:
	  
	  Change temporarily reverted

2006-06-28 23:00  Luigi Ballabio

	* [r7089] ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Swaption/g2swaptionengine.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp,
	  ql/PricingEngines/Swaption/lfmswaptionengine.cpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.cpp,
	  test-suite/swaption.cpp:
	  
	  The Settlement struct is back

2006-06-28 11:45  Ferdinando Ametrano

	* [r7088] ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.hpp,
	  ql/PricingEngines/Swaption/g2swaptionengine.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp,
	  ql/PricingEngines/Swaption/lfmswaptionengine.cpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.cpp,
	  test-suite/swaption.cpp:
	  
	  refactored swaption

2006-06-28 11:18  Ferdinando Ametrano

	* [r7087] ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp:
	  
	  formatting

2006-06-26 22:20  Ferdinando Ametrano

	* [r7086] ql/Volatilities/capletconstantvol.hpp:
	  
	  deprecated constructors

2006-06-26 21:30  Ferdinando Ametrano

	* [r7085] ql/Instruments/capfloor.hpp:
	  
	  inspector added

2006-06-26 00:36  Joseph Wang

	* [r7083] ql/Volatilities/Makefile.am:
	  
	  add missing .cpp file to compile list

2006-06-25 21:59  Ferdinando Ametrano

	* [r7082] ql/CashFlows/floatingratecoupon.hpp:
	  
	  enforcing constness

2006-06-23 18:38  Ferdinando Ametrano

	* [r7080] QuantLib.vcproj, test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2006-06-23 17:52  Ferdinando Ametrano

	* [r7079] ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp,
	  ql/Volatilities/swaptionvolmatrix.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  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 17:00  Ferdinando Ametrano

	* [r7078] QuantLib_vc8.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2006-06-23 16:59  Ferdinando Ametrano

	* [r7077] ql/Math/interpolation2D.hpp:
	  
	  more inspectors added

2006-06-23 16:57  Ferdinando Ametrano

	* [r7076] ql/Math/symmetriceigenvalues.hpp:
	  
	  deprecating useless functions

2006-06-23 11:18  Luigi Ballabio

	* [r7075] ql/Math/functional.hpp, ql/Processes/lfmprocess.cpp,
	  ql/Processes/lfmprocess.hpp,
	  ql/ShortRateModels/LiborMarketModels/Makefile.am,
	  ql/ShortRateModels/LiborMarketModels/all.hpp,
	  ql/ShortRateModels/LiborMarketModels/lmconstwrappercorrmodel.hpp,
	  ql/ShortRateModels/LiborMarketModels/lmconstwrappervolmodel.hpp,
	  ql/ShortRateModels/LiborMarketModels/lmextlinexpvolmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/lmextlinexpvolmodel.hpp,
	  ql/ShortRateModels/LiborMarketModels/lmlinexpcorrmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/lmlinexpcorrmodel.hpp,
	  test-suite/libormarketmodel.cpp:
	  
	  More complex market parameterizations and performance improvements
	  for Libor market model (thanks to Klaus Spanderen)

2006-06-23 11:16  Luigi Ballabio

	* [r7074] News.txt, ql/Math/Makefile.am, ql/Math/all.hpp,
	  ql/Math/linearleastsquaresregression.cpp,
	  ql/Math/linearleastsquaresregression.hpp, test-suite/Makefile.am,
	  test-suite/linearleastsquaresregression.cpp,
	  test-suite/linearleastsquaresregression.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Added general linear least-squares regression (thanks to Klaus
	  Spanderen

2006-06-23 07:26  Ferdinando Ametrano

	* [r7073] ql/CashFlows/parcoupon.cpp:
	  
	  reverting change...

2006-06-22 22:22  Ferdinando Ametrano

	* [r7072] ql/CashFlows/parcoupon.cpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp:
	  
	  removing leftovers

2006-06-22 20:11  Ferdinando Ametrano

	* [r7071] ql/CashFlows/parcoupon.cpp:
	  
	  true index fixing: it doesn't affect NPV

2006-06-22 18:47  Ferdinando Ametrano

	* [r7070] QuantLib.vcproj:
	  
	  VC7 catching up

2006-06-22 18:14  Ferdinando Ametrano

	* [r7069] ql/TermStructures/piecewiseyieldcurve.hpp:
	  
	  added preventive check with explicative error message

2006-06-22 18:14  Ferdinando Ametrano

	* [r7068] QuantLib_vc8.vcproj:
	  
	  missing file included

2006-06-22 18:13  Ferdinando Ametrano

	* [r7067] ql/Volatilities/swaptionconstantvol.hpp:
	  
	  formatting

2006-06-22 16:29  Luigi Ballabio

	* [r7066] test-suite/bonds.cpp, test-suite/convertiblebonds.cpp:
	  
	  Removed deprecated calls

2006-06-22 14:36  Ferdinando Ametrano

	* [r7065] Examples/EquityOption/EquityOption_vc8.vcproj,
	  Examples/FRA/FRA_vc8.vcproj,
	  Examples/Replication/Replication_vc8.vcproj,
	  Examples/Repo/Repo_vc8.vcproj, Examples/Swap/Swap_vc8.vcproj,
	  ql/userconfig.hpp:
	  
	  defined QL_DISABLE_DEPRECATED in Examples' compilation

2006-06-22 11:43  Luigi Ballabio

	* [r7064] ql/Instruments/swaption.cpp, test-suite/swaption.cpp:
	  
	  Avoided use of deprecated BlackModel class

2006-06-22 10:51  Cristina Duminuco

	* [r7063] Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc8.vcproj:
	  
	  QL_DISABLE_DEPRECATED defined when compiling Examples

2006-06-22 10:30  Cristina Duminuco

	* [r7062] ql/exercise.hpp:
	  
	  comment added

2006-06-22 09:40  Cristina Duminuco

	* [r7061] test-suite/swaption.cpp, test-suite/swaption.hpp:
	  
	  added test for calculation of Implied Volatility

2006-06-22 09:37  Cristina Duminuco

	* [r7060] ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp:
	  
	  added calculation of Implied Volatility

2006-06-22 06:48  Luigi Ballabio

	* [r7059] ql/Instruments/capfloor.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.hpp,
	  ql/PricingEngines/Swaption/lfmswaptionengine.cpp,
	  ql/PricingEngines/blackmodel.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/Volatilities/Makefile.am, ql/Volatilities/all.hpp,
	  ql/Volatilities/swaptionconstantvol.hpp, test-suite/capfloor.cpp,
	  test-suite/swaption.cpp:
	  
	  Deprecated BlackModel class; Black engines for caps/floors and
	  swaption are now passed the corresponding volatility directly

2006-06-21 15:13  Luigi Ballabio

	* [r7058] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/PricingEngines/CapFloor/analyticcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/discretizedcapfloor.cpp,
	  ql/PricingEngines/CapFloor/mchullwhiteengine.cpp:
	  
	  Fixed cap/floor engines so that they now account for gearing

2006-06-21 13:55  Luigi Ballabio

	* [r7057] ql/Indexes/indexmanager.cpp, ql/Indexes/indexmanager.hpp,
	  ql/PricingEngines/blackmodel.hpp,
	  ql/VolatilityModels/constantestimator.cpp,
	  ql/VolatilityModels/garch.cpp, ql/VolatilityModels/garmanklass.hpp,
	  ql/VolatilityModels/simplelocalestimator.hpp, ql/history.hpp,
	  ql/index.cpp, ql/prices.cpp, ql/timeseries.hpp,
	  test-suite/shortratemodels.cpp, test-suite/timeseries.cpp,
	  test-suite/volatilitymodels.cpp:
	  
	  TimeSeries class modified and used for storing index fixings;
	  History class deprecated

2006-06-21 13:45  Luigi Ballabio

	* [r7056] ql/index.hpp:
	  
	  Added method for storing multiple fixings

2006-06-21 12:48  Ferdinando Ametrano

	* [r7055] ql/CashFlows/parcoupon.cpp:
	  
	  gearing bug fix

2006-06-20 17:33  Ferdinando Ametrano

	* [r7054] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/blackmodel.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/userconfig.hpp,
	  test-suite/capfloor.cpp, test-suite/swaption.cpp:
	  
	  deprecated BlackModel constructor with TermStructure input parameter

2006-06-20 13:10  Ferdinando Ametrano

	* [r7053] QuantLib_vc8.vcproj:
	  
	  added missing files

2006-06-20 10:17  Luigi Ballabio

	* [r7052] ql/Makefile.am, ql/VolatilityModels/garmanklass.hpp,
	  ql/core.hpp, ql/prices.cpp, ql/prices.hpp, ql/timeseries.hpp,
	  test-suite/timeseries.cpp:
	  
	  Moved IntervalPrice into its own files

2006-06-20 10:09  Cristina Duminuco

	* [r7051] test-suite/capfloor.cpp:
	  
	  Added null strike in testParity().

2006-06-20 09:18  Luigi Ballabio

	* [r7050] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  ql/Instruments/callabilityschedule.hpp,
	  ql/Instruments/convertiblebond.cpp:
	  
	  Moved callability price class into callability class

2006-06-20 06:59  Luigi Ballabio

	* [r7049] ql/Instruments/capfloor.cpp:
	  
	  Added correct treatment of coupon spread in caps and floors

2006-06-19 17:14  Ferdinando Ametrano

	* [r7047] ql/PricingEngines/blackmodel.hpp:
	  
	  *** empty log message ***

2006-06-19 17:06  Silvia Frasson

	* [r7046] ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  comment added

2006-06-19 16:36  Ferdinando Ametrano

	* [r7045] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2006-06-19 15:21  Luigi Ballabio

	* [r7044] News.txt:
	  
	  *** empty log message ***

2006-06-19 15:20  Luigi Ballabio

	* [r7043] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  ql/Instruments/callabilityschedule.hpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.cpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.hpp:
	  
	  Added soft callability to convertible bonds

2006-06-19 14:09  Luigi Ballabio

	* [r7042] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  ql/CashFlows/Makefile.am, ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/CashFlows/dividend.cpp,
	  ql/CashFlows/dividend.hpp, ql/Instruments/dividendschedule.hpp,
	  ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.cpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.cpp:
	  
	  Added treatment of discrete dividends to convertible bonds

2006-06-19 12:07  Luigi Ballabio

	* [r7041] ql/Math/backwardflatinterpolation.hpp,
	  ql/Math/forwardflatinterpolation.hpp, test-suite/interpolations.cpp,
	  test-suite/interpolations.hpp:
	  
	  Fixes for backward/forward flat interpolation (thanks to Fabio
	  Ramponi)

2006-06-19 09:52  Luigi Ballabio

	* [r7040] ql/Math/linearinterpolation.hpp:
	  
	  *** empty log message ***

2006-06-19 07:41  Luigi Ballabio

	* [r7039] Docs/quantlib.css, ql/index.cpp, ql/index.hpp:
	  
	  *** empty log message ***

2006-06-18 19:46  Ferdinando Ametrano

	* [r7038] Examples/Swap/swapvaluation.cpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexedcashflowvectors.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp, ql/Instruments/vanillaswap.cpp,
	  ql/Processes/lfmprocess.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  test-suite/capfloor.cpp, test-suite/swap.cpp:
	  
	  introduced gearing (i.e. the multiplicative coefficients of the
	  floating rate index) in floating rate coupons, coupon vectors,
	  bonds, etc

2006-06-18 18:56  Ferdinando Ametrano

	* [r7037] ql/errors.cpp:
	  
	  no message

2006-06-18 15:06  Ferdinando Ametrano

	* [r7036] ql/interestrate.hpp:
	  
	  more explicative comment

2006-06-18 12:53  Ferdinando Ametrano

	* [r7035] ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  Futures convexity adjustment added

2006-06-18 12:51  Ferdinando Ametrano

	* [r7034] ql/Instruments/swap.hpp:
	  
	  more explicative deprecation message

2006-06-18 12:50  Ferdinando Ametrano

	* [r7033] functions/ql/Functions/prices.cpp:
	  
	  no message

2006-06-17 07:46  Ferdinando Ametrano

	* [r7032] functions/ql/Functions/prices.cpp,
	  functions/ql/Functions/prices.hpp:
	  
	  no message

2006-06-16 20:02  Katiuscia Manzoni

	* [r7029] functions/ql/Functions/prices.cpp,
	  functions/ql/Functions/prices.hpp:
	  
	  added midRobust enum & function to return mid only if both bid and
	  ask are available

2006-06-16 19:01  Ferdinando Ametrano

	* [r7028] ql/Math/sabrinterpolation.hpp:
	  
	  maxInterpolationError added

2006-06-16 16:18  Luigi Ballabio

	* [r7027] News.txt:
	  
	  *** empty log message ***

2006-06-16 16:15  Luigi Ballabio

	* [r7026] ql/Indexes/indexmanager.cpp, ql/Indexes/indexmanager.hpp,
	  ql/Indexes/xibor.cpp, ql/TermStructures/ratehelpers.hpp,
	  ql/Utilities/observablevalue.hpp, ql/index.cpp, ql/index.hpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  Made history of past fixings observable; removed limitation on swap
	  helper

2006-06-16 16:14  Luigi Ballabio

	* [r7025] ql/history.hpp:
	  
	  Fix for addLastValues when history is empty

2006-06-16 12:42  Luigi Ballabio

	* [r7024] ql/TermStructures/ratehelpers.cpp:
	  
	  *** empty log message ***

2006-06-16 11:42  Luigi Ballabio

	* [r7023] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/cdor.hpp,
	  ql/Indexes/chflibor.hpp, ql/Indexes/dkklibor.hpp,
	  ql/Indexes/euribor.hpp, ql/Indexes/eurlibor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/jibar.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/libor.cpp,
	  ql/Indexes/nzdlibor.hpp, ql/Indexes/tibor.hpp,
	  ql/Indexes/trlibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp, ql/Indexes/zibor.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, test-suite/bermudanswaption.cpp,
	  test-suite/bonds.cpp, test-suite/capfloor.cpp,
	  test-suite/compoundforward.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/shortratemodels.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp:
	  
	  Deprecated (n,units) constructors for libors and rate helpers

2006-06-16 10:10  Marco Bianchetti

	* [r7022] QuantLib.vcproj:
	  
	  VC7 catching up

2006-06-15 20:28  Katiuscia Manzoni

	* [r7021] ql/Indexes/euribor.hpp:
	  
	  added whole family of Euribor Indexes

2006-06-15 19:14  Ferdinando Ametrano

	* [r7020] ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  bug fix: initialize date at constructor time, so that the RateHelper
	  is valid even if a term structure is not set

2006-06-15 17:28  Ferdinando Ametrano

	* [r7019] QuantLib_vc8.vcproj:
	  
	  VC8 catching up

2006-06-15 16:26  Ferdinando Ametrano

	* [r7018] ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  1) using Period as input parameter instead of (int, TimeUnit)
	  
	  to do: fix testsuite for new Xibor parameter in SwapRateHelper

2006-06-15 15:38  Ferdinando Ametrano

	* [r7017] ql/Indexes/libor.cpp, ql/Indexes/xibor.cpp,
	  ql/Indexes/xibor.hpp, ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/date.hpp:
	  
	  1) using Period as input parameter instead of (int, TimeUnit)
	  2) extending Period interface with frequency method (original code
	  from Xibor)

2006-06-15 15:29  Luigi Ballabio

	* [r7016] ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/piecewiseyieldcurve.hpp:
	  
	  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 14:35  Luigi Ballabio

	* [r7015] test-suite/swaption.cpp:
	  
	  Removed gcc warning

2006-06-15 14:35  Luigi Ballabio

	* [r7014] test-suite/shortratemodels.cpp:
	  
	  Proper tear-down of test case

2006-06-15 14:34  Luigi Ballabio

	* [r7013] ql/Indexes/indexmanager.cpp, ql/Indexes/indexmanager.hpp:
	  
	  Added convenience method to clear all histories

2006-06-15 13:02  Cristina Duminuco

	* [r7012] test-suite/swaption.cpp, test-suite/swaption.hpp:
	  
	  Added a new test unit for cash settled swaptions.
	  Updated old tests: cash settled swaptions are tested too.

2006-06-15 12:59  Cristina Duminuco

	* [r7011] ql/Instruments/swaption.hpp:
	  
	  Updated tests in the Doxygen comment block.

2006-06-15 12:54  Luigi Ballabio

	* [r7010] ql/Indexes/libor.cpp, ql/Indexes/libor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp:
	  
	  Added constructor taking a tenor

2006-06-15 11:27  Luigi Ballabio

	* [r7009] ql/index.cpp, ql/index.hpp:
	  
	  Added notification to observers when a fixing is added

2006-06-15 08:29  Luigi Ballabio

	* [r7008] ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  Reworked date calculation

2006-06-15 08:28  Luigi Ballabio

	* [r7007] test-suite/calendars.cpp:
	  
	  Fixed test messages

2006-06-15 06:42  Luigi Ballabio

	* [r7006] ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Swaption/g2swaptionengine.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp,
	  ql/PricingEngines/Swaption/lfmswaptionengine.cpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.cpp:
	  
	  Renamed settlement struct to avoid SettlementType::Type redundancy

2006-06-15 06:42  Luigi Ballabio

	* [r7005] ql/Makefile.am, ql/history.hpp, ql/index.cpp, ql/index.hpp:
	  
	  Added addFixing() method to Index

2006-06-14 15:49  Luigi Ballabio

	* [r7003] Docs/quantlib.css, Docs/quantlib.doxy:
	  
	  Upgraded to Doxygen 1.4.7

2006-06-14 15:49  Luigi Ballabio

	* [r7002] ql/Instruments/vanillaswap.hpp:
	  
	  Fix for documentation

2006-06-14 15:17  Cristina Duminuco

	* [r7001] ql/PricingEngines/Swaption/g2swaptionengine.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp,
	  ql/PricingEngines/Swaption/lfmswaptionengine.cpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.cpp:
	  
	  Introduced a control that block the pricing of cash settled
	  swaptions.

2006-06-14 15:13  Cristina Duminuco

	* [r7000] ql/PricingEngines/Swaption/blackswaptionengine.cpp:
	  
	  Added the possibility to price cash settled swaptions: introduced a
	  switch on the settlement type.

2006-06-14 15:11  Cristina Duminuco

	* [r6999] ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp:
	  
	  Added Physical Settlement feature introducing the structure
	  SettlementType (enum Type).

2006-06-14 13:51  Luigi Ballabio

	* [r6998] News.txt, ql/Math/sabrinterpolation.hpp:
	  
	  Added interpolation error and modifiable optimization method to SABR

2006-06-14 10:51  Luigi Ballabio

	* [r6997] ql/Processes/blackscholesprocess.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolsurface.hpp, ql/capvolstructures.hpp,
	  ql/swaptionvolstructure.hpp, ql/termstructure.hpp,
	  ql/voltermstructure.hpp, ql/yieldtermstructure.hpp,
	  test-suite/utilities.hpp:
	  
	  Moved a few methods upwards to TermStructure and a few inclusions
	  downward when they are needed

2006-06-14 10:50  Luigi Ballabio

	* [r6996] ql/Math/extrapolation.hpp:
	  
	  Same functionality, slimmer interface

2006-06-14 10:49  Luigi Ballabio

	* [r6995] ql/Math/sabrinterpolation.hpp:
	  
	  Fix for gcc

2006-06-13 18:41  Ferdinando Ametrano

	* [r6994] ql/Math/sabrinterpolation.hpp:
	  
	  formatting

2006-06-13 18:15  Ferdinando Ametrano

	* [r6993] ql/Math/sabrinterpolation.hpp:
	  
	  SABR fit added

2006-06-13 18:15  Ferdinando Ametrano

	* [r6992] ql/Math/extrapolation.hpp, ql/Math/interpolation.hpp:
	  
	  virtual Extrapolator and Interpolation

2006-06-13 18:07  Ferdinando Ametrano

	* [r6991] Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj:
	  
	  lost example restored

2006-06-13 17:54  Ferdinando Ametrano

	* [r6990] QuantLib_vc8.sln:
	  
	  lost example restored

2006-06-13 16:49  Katiuscia Manzoni

	* [r6989] ql/Instruments/forwardrateagreement.cpp,
	  ql/Instruments/forwardrateagreement.hpp:
	  
	  added third FRA constructor using Index

2006-06-12 16:41  Luigi Ballabio

	* [r6988] ql/Math/interpolation.hpp:
	  
	  Using floating-point comparison functions instead of QL_EPSILON

2006-06-12 14:54  Luigi Ballabio

	* [r6987] Examples/FRA/FRA.cpp, Examples/Repo/Repo.cpp,
	  ql/Instruments/fixedcouponbondforward.cpp,
	  ql/Instruments/fixedcouponbondforward.hpp,
	  ql/Instruments/forward.hpp, ql/Instruments/forwardrateagreement.cpp,
	  ql/Instruments/forwardrateagreement.hpp, ql/Makefile.am,
	  ql/core.hpp, ql/instrument.hpp, ql/position.hpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  Introduced standalone position struct for holding short/long
	  enumeration (and maybe more information in the future)

2006-06-12 14:51  Luigi Ballabio

	* [r6986] functions/ql/Functions/Makefile.am, ql/Math/Makefile.am:
	  
	  Updated makefiles

2006-06-12 14:48  Luigi Ballabio

	* [r6985] ql/Math/cubicspline.hpp, ql/Math/sabrinterpolation.hpp:
	  
	  Restored useful code

2006-06-12 13:41  Silvia Frasson

	* [r6984] ql/Volatilities/swaptionvolmatrix.hpp,
	  ql/swaptionvolstructure.hpp:
	  
	  using Rate where appropriate instead of Real

2006-06-11 18:15  Ferdinando Ametrano

	* [r6983] Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc8.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc8.vcproj,
	  Examples/EquityOption/EquityOption_vc8.vcproj,
	  Examples/FRA/FRA_vc8.vcproj,
	  Examples/Replication/Replication_vc8.vcproj,
	  Examples/Repo/Repo_vc8.vcproj, Examples/Swap/Swap_vc8.vcproj,
	  QuantLib_vc8.vcproj,
	  functions/ql/Functions/QuantLibFunctions_vc8.vcproj,
	  test-suite/testsuite_vc8.vcproj:
	  
	  adopting vc80\$(ConfigurationName) in *_vc8.proj files

2006-06-11 13:33  Ferdinando Ametrano

	* [r6982] QuantLib.vcproj:
	  
	  VC71 catching up

2006-06-11 13:30  Ferdinando Ametrano

	* [r6981] Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/EquityOption/EquityOption.vcproj, Examples/FRA/FRA.vcproj,
	  Examples/Replication/Replication.vcproj, Examples/Repo/Repo.vcproj,
	  Examples/Swap/Swap.vcproj, QuantLib.vcproj,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  test-suite/testsuite.vcproj:
	  
	  adopting vc71\$(ConfigurationName) in proj files

2006-06-09 18:45  Ferdinando Ametrano

	* [r6980] QuantLib.vcproj:
	  
	  VC71 catching up

2006-06-09 13:12  Ferdinando Ametrano

	* [r6979] ql/Math/interpolation.hpp:
	  
	  avoiding floating point comparison glitches

2006-06-09 13:03  Katiuscia Manzoni

	* [r6978] Examples/FRA/FRA.cpp:
	  
	  FRA example modified to account for change in enum
	  Instrument::Position

2006-06-08 21:10  Ferdinando Ametrano

	* [r6977] Examples/Repo/Repo.cpp:
	  
	  moving {Long, Short} enumeration from Forward into Instrument.
	  Renamed as enum Position {Long, Short};

2006-06-08 19:41  Ferdinando Ametrano

	* [r6975] ql/Math/linearinterpolation.hpp:
	  
	  added LinearInterpolationType enumeration

2006-06-08 19:41  Ferdinando Ametrano

	* [r6974] ql/Math/cubicspline.hpp:
	  
	  removed useless code

2006-06-08 19:40  Ferdinando Ametrano

	* [r6973] QuantLib_vc8.vcproj, ql/Math/all.hpp,
	  ql/Math/sabrinterpolation.hpp:
	  
	  SABR interpolation added.
	  To do: add unit test

2006-06-08 19:39  Ferdinando Ametrano

	* [r6972] ql/Instruments/swap.cpp, ql/Instruments/swap.hpp:
	  
	  copyright

2006-06-08 19:38  Ferdinando Ametrano

	* [r6971] ql/CashFlows/floatingratecoupon.hpp,
	  ql/Instruments/fixedcouponbondforward.cpp,
	  ql/Instruments/fixedcouponbondforward.hpp,
	  ql/Instruments/forward.hpp, ql/Instruments/forwardrateagreement.cpp,
	  ql/Instruments/forwardrateagreement.hpp:
	  
	  moving {Long, Short} enumeration from Forward into Instrument.
	  Renamed as enum Position {Long, Short};

2006-06-08 19:27  Ferdinando Ametrano

	* [r6970] ql/Instruments/forward.hpp, ql/instrument.hpp:
	  
	  moving {Long, Short} enumeration from Forward into Instrument.
	  Renamed as enum Position {Long, Short};

2006-06-08 19:24  Ferdinando Ametrano

	* [r6969] ql/schedule.hpp:
	  
	  formatting

2006-06-08 15:08  Marco Bianchetti

	* [r6968] QuantLib.vcproj:
	  
	  update VC7 workspaces

2006-06-08 13:59  Cristina Duminuco

	* [r6967] ql/schedule.cpp:
	  
	  bug fix

2006-06-06 18:01  Ferdinando Ametrano

	* [r6966] ql/Instruments/swap.cpp:
	  
	  implementing multi leg Swap

2006-06-06 17:50  Ferdinando Ametrano

	* [r6965] ql/userconfig.hpp:
	  
	  avoid warning if already defined

2006-06-06 16:53  Ferdinando Ametrano

	* [r6964] ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/vanillaswap.cpp, ql/Instruments/vanillaswap.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  test-suite/swap.cpp:
	  
	  implementing multi leg Swap

2006-06-06 07:58  Ferdinando Ametrano

	* [r6963] QuantLib_vc8.vcproj, ql/Instruments/Makefile.am,
	  ql/Instruments/all.hpp, ql/Instruments/makefile.mak,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/swaption.hpp, ql/Instruments/vanillaswap.cpp,
	  ql/Instruments/vanillaswap.hpp, ql/TermStructures/ratehelpers.hpp,
	  test-suite/capfloor.cpp, test-suite/compoundforward.cpp,
	  test-suite/swap.cpp:
	  
	  renaming simpleswap.*pp files as vanillaswap.*pp, according to the
	  actual class name

2006-06-05 13:28  Ferdinando Ametrano

	* [r6962] functions/ql/Functions/QuantLibFunctions_vc8.vcproj,
	  functions/ql/Functions/calendars.cpp,
	  functions/ql/Functions/calendars.hpp,
	  functions/ql/Functions/daycounters.cpp,
	  functions/ql/Functions/daycounters.hpp,
	  functions/ql/Functions/mathf.cpp, functions/ql/Functions/mathf.hpp,
	  ql/userconfig.hpp:
	  
	  deprecating some QuantLibFunctions' functions

2006-05-31 18:26  Ferdinando Ametrano

	* [r6961] ql/auto_link.hpp, ql/quantlib.hpp:
	  
	  proper auto_linking

2006-05-31 14:46  Luigi Ballabio

	* [r6960] functions/ql/Functions/Makefile.am, ql/auto_link.hpp,
	  ql/quantlib.hpp, test-suite/Makefile.am:
	  
	  Fixes for Linux compilation

2006-05-31 13:03  Eric Ehlers

	* [r6959] functions/ql/Functions/calendars.hpp:
	  
	  *** empty log message ***

2006-05-31 11:08  Ferdinando Ametrano

	* [r6958] functions/ql/Functions/QuantLibFunctions_vc8.vcproj,
	  functions/ql/Functions/calendars.cpp:
	  
	  removing obsolete file (and gradually getting rid of
	  QuantLibFunctions)

2006-05-31 10:51  Ferdinando Ametrano

	* [r6957] QuantLib_vc8.vcproj:
	  
	  catching up with new files

2006-05-31 10:50  Ferdinando Ametrano

	* [r6956] QuantLib_vc8.sln:
	  
	  addin back project dependencies

2006-05-31 10:49  Ferdinando Ametrano

	* [r6955] ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp, ql/index.hpp:
	  
	  added boolean with default value:
	  Rate fixing(const Date& fixingDate, bool forecastTodaysFixing =
	  false) const;

2006-05-31 10:44  Ferdinando Ametrano

	* [r6954] functions/ql/Functions/calendars.hpp, ql/calendar.cpp,
	  ql/calendar.hpp, test-suite/calendars.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  1) holidayList as static membre function of the class Calendar
	  2) testsuite not linking QuantLibFunctions anymore

2006-05-31 09:25  Ferdinando Ametrano

	* [r6953] functions/ql/Functions/auto_link.hpp:
	  
	  proper auto_linking

2006-05-31 09:21  Ferdinando Ametrano

	* [r6952] functions/ql/Functions/auto_link.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  proper auto_linking

2006-05-31 09:07  Ferdinando Ametrano

	* [r6951] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  Examples/EquityOption/EquityOption.cpp, Examples/FRA/FRA.cpp,
	  Examples/Replication/Replication.cpp, Examples/Repo/Repo.cpp,
	  Examples/Swap/swapvaluation.cpp, QuantLib_vc8.sln,
	  QuantLib_vc8.vcproj,
	  functions/ql/Functions/QuantLibFunctions_vc8.vcproj,
	  functions/ql/Functions/auto_link.hpp,
	  functions/ql/Functions/calendars.hpp,
	  functions/ql/Functions/daycounters.hpp,
	  functions/ql/Functions/mathf.hpp,
	  functions/ql/Functions/qlfunctions.hpp,
	  functions/ql/Functions/vols.hpp, ql/auto_link.hpp,
	  ql/config.msvc.hpp, ql/quantlib.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  proper auto_linking

2006-05-30 09:11  Luigi Ballabio

	* [r6950] Examples/Replication/Replication_vc8.proj,
	  Examples/Replication/Replication_vc8.vcproj, Examples/makefile.mak,
	  QuantLib.dsw, QuantLib.sln, QuantLib_vc8.sln:
	  
	  Added new projects to workspaces

2006-05-30 09:01  Luigi Ballabio

	* [r6949] Docs/pages/examples.docs, Examples/Makefile.am,
	  Examples/Replication, Examples/Replication/.cvsignore,
	  Examples/Replication/Makefile.am, Examples/Replication/ReadMe.txt,
	  Examples/Replication/Replication.cpp,
	  Examples/Replication/Replication.dev,
	  Examples/Replication/Replication.dsp,
	  Examples/Replication/Replication.vcproj,
	  Examples/Replication/Replication_vc8.proj,
	  Examples/Replication/makefile.mak, News.txt, configure.ac,
	  ql/Instruments/Makefile.am, ql/Instruments/all.hpp,
	  ql/Instruments/compositeinstrument.cpp,
	  ql/Instruments/compositeinstrument.hpp:
	  
	  Added composite instrument; example provided

2006-05-30 09:01  Ferdinando Ametrano

	* [r6948] functions/ql/Functions/calendars.cpp:
	  
	  more explicit error message

2006-05-30 08:04  Luigi Ballabio

	* [r6947] Docs/pages/examples.docs,
	  ql/Instruments/fixedcouponbondforward.hpp,
	  ql/Instruments/forwardrateagreement.hpp:
	  
	  Added link to examples in documentation

2006-05-29 17:40  Ferdinando Ametrano

	* [r6946] ql/history.hpp:
	  
	  typo fixed

2006-05-29 17:33  Ferdinando Ametrano

	* [r6945] ql/history.hpp:
	  
	  1) added support for updating the history with the last fixing
	  2) added support for std::vector in reverse order (but it costs a
	  vector copy... Luigi could you help?)

2006-05-26 16:14  Luigi Ballabio

	* [r6944] functions/ql/Functions/calendars.cpp,
	  ql/Calendars/argentina.cpp, ql/Calendars/australia.cpp,
	  ql/Calendars/brazil.cpp, ql/Calendars/canada.cpp,
	  ql/Calendars/china.cpp, ql/Calendars/china.hpp,
	  ql/Calendars/czechrepublic.cpp, ql/Calendars/denmark.cpp,
	  ql/Calendars/finland.cpp, ql/Calendars/germany.cpp,
	  ql/Calendars/hongkong.cpp, ql/Calendars/hungary.cpp,
	  ql/Calendars/iceland.cpp, ql/Calendars/india.cpp,
	  ql/Calendars/indonesia.cpp, ql/Calendars/italy.cpp,
	  ql/Calendars/japan.cpp, ql/Calendars/japan.hpp,
	  ql/Calendars/jointcalendar.cpp, ql/Calendars/jointcalendar.hpp,
	  ql/Calendars/mexico.cpp, ql/Calendars/newzealand.cpp,
	  ql/Calendars/norway.cpp, ql/Calendars/nullcalendar.hpp,
	  ql/Calendars/poland.cpp, ql/Calendars/saudiarabia.cpp,
	  ql/Calendars/saudiarabia.hpp, ql/Calendars/singapore.cpp,
	  ql/Calendars/slovakia.cpp, ql/Calendars/southafrica.cpp,
	  ql/Calendars/southkorea.cpp, ql/Calendars/southkorea.hpp,
	  ql/Calendars/sweden.cpp, ql/Calendars/switzerland.cpp,
	  ql/Calendars/taiwan.cpp, ql/Calendars/taiwan.hpp,
	  ql/Calendars/target.cpp, ql/Calendars/turkey.cpp,
	  ql/Calendars/turkey.hpp, ql/Calendars/ukraine.cpp,
	  ql/Calendars/unitedkingdom.cpp, ql/Calendars/unitedstates.cpp,
	  ql/calendar.cpp, ql/calendar.hpp:
	  
	  Added weekend specification to calendars

2006-05-25 16:06  Luigi Ballabio

	* [r6943] ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp:
	  
	  Added dividend times to arguments; still not used by engine

2006-05-25 14:19  Luigi Ballabio

	* [r6942] ql/CashFlows/dividend.hpp:
	  
	  Added check for missing notional

2006-05-24 14:25  Ferdinando Ametrano

	* [r6941] QuantLib.nsi:
	  
	  timestamp added

2006-05-24 09:48  Luigi Ballabio

	* [r6940] ql/PricingEngines/mcsimulation.hpp:
	  
	  Removed check for min samples when the number of samples is passed
	  explicitly (the user probably knows better)

2006-05-23 17:04  Ferdinando Ametrano

	* [r6938] ql/calendar.hpp, test-suite/calendars.cpp,
	  test-suite/calendars.hpp:
	  
	  adding endOfMonth method

2006-05-23 16:41  Luigi Ballabio

	* [r6937] Docs/pages/overview.docs:
	  
	  *** empty log message ***

2006-05-23 13:54  Luigi Ballabio

	* [r6936] Examples/Repo/Repo_vc8.vcproj, QuantLib.dsp, QuantLib.dsw,
	  QuantLib.sln, QuantLib.vcproj, QuantLib_vc8.sln,
	  QuantLib_vc8.vcproj:
	  
	  Added new files and projects to workspaces

2006-05-23 11:12  Luigi Ballabio

	* [r6933] Contributors.txt, Docs/pages/authors.docs, Examples/FRA,
	  Examples/FRA/.cvsignore, Examples/FRA/FRA.cpp, Examples/FRA/FRA.dev,
	  Examples/FRA/FRA.dsp, Examples/FRA/FRA.vcproj,
	  Examples/FRA/FRA_vc8.vcproj, Examples/FRA/Makefile.am,
	  Examples/FRA/ReadMe.txt, Examples/FRA/makefile.mak,
	  Examples/Makefile.am, Examples/Repo, Examples/Repo/.cvsignore,
	  Examples/Repo/Makefile.am, Examples/Repo/ReadMe.txt,
	  Examples/Repo/Repo.cpp, Examples/Repo/Repo.dev,
	  Examples/Repo/Repo.dsp, Examples/Repo/Repo.vcproj,
	  Examples/Repo/Repo_vc8.vcproj, Examples/Repo/makefile.mak,
	  Examples/makefile.mak, News.txt, configure.ac,
	  ql/Instruments/Makefile.am, ql/Instruments/all.hpp,
	  ql/Instruments/fixedcouponbondforward.cpp,
	  ql/Instruments/fixedcouponbondforward.hpp,
	  ql/Instruments/forward.cpp, ql/Instruments/forward.hpp,
	  ql/Instruments/forwardrateagreement.cpp,
	  ql/Instruments/forwardrateagreement.hpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  Added FRA and forward fixed-coupon bonds (thanks to Allen Kuo)

2006-05-22 10:22  Ferdinando Ametrano

	* [r6931] ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  formatting

2006-05-22 10:22  Ferdinando Ametrano

	* [r6930] QuantLib.nsi:
	  
	  updated

2006-05-22 09:39  Mario Pucci

	* [r6929] Readme.txt:
	  
	  test

2006-05-18 14:48  Luigi Ballabio

	* [r6914] ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/actualactual.hpp:
	  
	  Removed redundant abbreviations

2006-05-18 12:50  Eric Ehlers

	* [r6912] functions/ql/Functions/prices.cpp:
	  
	  for insufficient inputs to qlMidEquivalent() - throw exception
	  rather than returning DBL_MIN

2006-05-18 11:14  Ferdinando Ametrano

	* [r6910] ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/actualactual.hpp, ql/DayCounters/thirty360.hpp,
	  ql/calendar.hpp:
	  
	  ISDA standards adopted

2006-05-18 09:35  Luigi Ballabio

	* [r6906] Contributors.txt, LICENSE.TXT, News.txt,
	  ql/RandomNumbers/sobolrsg.cpp, ql/RandomNumbers/sobolrsg.hpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp:
	  
	  Added possibility to skip directly to the n-th item in a Sobol
	  sequence (thanks to Richard Gould)

2006-05-17 12:57  Luigi Ballabio

	* [r6903] ql/Patterns/observable.hpp:
	  
	  Better copy behavior for observables

2006-05-16 17:05  Ferdinando Ametrano

	* [r6889] QuantLib.vcproj,
	  functions/ql/Functions/QuantLibFunctions.vcproj:
	  
	  1) 1 function removed
	  2) added 2 temporary functions

2006-05-16 14:18  Luigi Ballabio

	* [r6880] functions/ql/Functions/Makefile.am:
	  
	  Removed deleted files from Makefile

2006-05-16 14:13  Luigi Ballabio

	* [r6879] ql/RandomNumbers/primitivepolynomials.c,
	  ql/RandomNumbers/primitivepolynomials.h:
	  
	  Removed // comments in C files (thanks to Eugene Shevkoplyas)

2006-05-16 13:25  Ferdinando Ametrano

	* [r6876] QuantLib_vc8.sln:
	  
	  *** empty log message ***

2006-05-16 13:19  Ferdinando Ametrano

	* [r6875] functions/ql/Functions/QuantLibFunctions_vc8.vcproj,
	  functions/ql/Functions/calendars.hpp,
	  functions/ql/Functions/termstructures.cpp,
	  functions/ql/Functions/termstructures.hpp:
	  
	  1) 1 function removed
	  2) added 2 temporary functions

2006-05-15 15:05  Ferdinando Ametrano

	* [r6871] ql/VolatilityModels/garmanklass.hpp:
	  
	  VC8 error avoided

2006-05-15 10:50  Luigi Ballabio

	* [r6870] ql/VolatilityModels/garch.hpp:
	  
	  *** empty log message ***

2006-05-15 08:27  Luigi Ballabio

	* [r6866] Docs/pages/processes.docs,
	  ql/Processes/blackscholesprocess.hpp,
	  ql/Processes/eulerdiscretization.hpp,
	  ql/Processes/forwardmeasureprocess.hpp, ql/Processes/g2process.hpp,
	  ql/Processes/geometricbrownianprocess.hpp,
	  ql/Processes/hestonprocess.hpp, ql/Processes/hullwhiteprocess.hpp,
	  ql/Processes/lfmprocess.hpp, ql/Processes/merton76process.hpp,
	  ql/Processes/ornsteinuhlenbeckprocess.hpp,
	  ql/Processes/squarerootprocess.hpp,
	  ql/Processes/stochasticprocessarray.hpp:
	  
	  Added processes module to docs

2006-05-15 08:25  Luigi Ballabio

	* [r6865] Docs/Makefile.am, Docs/images/QL-title.jpg,
	  Docs/images/favicon.ico, Docs/pages/findiff.docs,
	  Docs/pages/index.docs, Docs/pages/mcarlo.docs, Docs/quantlib.css,
	  Docs/quantlibheader.html, Docs/quantlibheaderonline.html:
	  
	  Docs restyling

2006-05-15 08:21  Luigi Ballabio

	* [r6864] ql/CashFlows/timebasket.cpp, ql/CashFlows/timebasket.hpp:
	  
	  Fix for C++/CLI (thanks to Athletico)

2006-05-15 08:18  Luigi Ballabio

	* [r6863] ql/Calendars/beijing.cpp, ql/Calendars/beijing.hpp,
	  ql/Calendars/bombay.cpp, ql/Calendars/bombay.hpp,
	  ql/Calendars/bratislava.cpp, ql/Calendars/bratislava.hpp,
	  ql/Calendars/budapest.cpp, ql/Calendars/budapest.hpp,
	  ql/Calendars/copenhagen.cpp, ql/Calendars/copenhagen.hpp,
	  ql/Calendars/helsinki.cpp, ql/Calendars/helsinki.hpp,
	  ql/Calendars/istanbul.cpp, ql/Calendars/istanbul.hpp,
	  ql/Calendars/johannesburg.cpp, ql/Calendars/johannesburg.hpp,
	  ql/Calendars/oslo.cpp, ql/Calendars/oslo.hpp,
	  ql/Calendars/prague.cpp, ql/Calendars/prague.hpp,
	  ql/Calendars/riyadh.cpp, ql/Calendars/riyadh.hpp,
	  ql/Calendars/seoul.cpp, ql/Calendars/seoul.hpp,
	  ql/Calendars/stockholm.cpp, ql/Calendars/stockholm.hpp,
	  ql/Calendars/sydney.cpp, ql/Calendars/sydney.hpp,
	  ql/Calendars/tokyo.cpp, ql/Calendars/tokyo.hpp,
	  ql/Calendars/toronto.cpp, ql/Calendars/toronto.hpp,
	  ql/Calendars/warsaw.cpp, ql/Calendars/warsaw.hpp,
	  ql/Calendars/wellington.cpp, ql/Calendars/wellington.hpp,
	  ql/Calendars/zurich.cpp, ql/Calendars/zurich.hpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/Utilities/tsintervalquote.hpp, ql/ratehelper.cpp,
	  ql/ratehelper.hpp:
	  
	  removed resurrected files

2006-05-15 04:40  Joseph Wang

	* [r6862] ql/VolatilityModels/Makefile.am,
	  ql/VolatilityModels/garch.cpp, ql/VolatilityModels/garch.hpp:
	  
	  More work on garch.cpp

2006-05-13 17:08  Joseph Wang

	* [r6857] ql/VolatilityModels/garmanklass.hpp:
	  
	  Add more notes

2006-05-13 06:24  Joseph Wang

	* [r6856] ql/VolatilityModels/garmanklass.hpp:
	  
	  Fix typo

2006-05-13 04:46  Joseph Wang

	* [r6854] ql/VolatilityModels/Makefile.am,
	  ql/VolatilityModels/all.hpp, ql/VolatilityModels/garmanklass.hpp,
	  ql/VolatilityModels/simplelocalestimator.hpp,
	  test-suite/volatilitymodels.cpp:
	  
	  Add garman klass estimators

2006-05-07 12:29  Eric Ehlers

	* [r6849] QuantLib_vc8.vcproj:
	  
	  remove ql\TermStructures\affinetermstructure.cpp, ql\ratehelper.?pp
	  - add ql\TermStructures\piecewiseyieldcurve.?pp

2006-05-07 11:43  Luigi Ballabio

	* [r6847] ql/Math/array.hpp:
	  
	  bug fix (thanks to Klaus Spanderen)

2006-05-07 04:57  Joseph Wang

	* [r6845] ql/timeseries.hpp:
	  
	  Add some more functions involving interval prices

2006-05-07 01:50  Joseph Wang

	* [r6843] ql/timeseries.hpp:
	  
	  Add default constructor for interval price. Without it time series
	  syntax
	  is rather painful.

2006-05-06 14:58  Joseph Wang

	* [r6842] ql/Utilities/Makefile.am, ql/Utilities/all.hpp,
	  ql/quote.hpp, ql/timeseries.hpp, test-suite/timeseries.cpp,
	  test-suite/timeseries.hpp:
	  
	  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 07:30  Joseph Wang

	* [r6841] ql/Utilities/Makefile.am, ql/Utilities/all.hpp,
	  ql/Utilities/tsintervalquote.hpp, ql/quote.hpp, ql/timeseries.hpp,
	  test-suite/timeseries.cpp, test-suite/timeseries.hpp:
	  
	  add some helpers to create time series of interval quotes

2006-05-05 14:49  Luigi Ballabio

	* [r6835] functions/ql/Functions/termstructures.hpp, ql/Makefile.am,
	  ql/TermStructures/Makefile.am, ql/TermStructures/all.hpp,
	  ql/TermStructures/bondhelpers.hpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/piecewiseyieldcurve.cpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  Moved base rate-helper class together with piecewise yield curve

2006-05-05 13:09  Luigi Ballabio

	* [r6832] ql/Utilities/dataparsers.cpp, ql/date.cpp:
	  
	  *** empty log message ***

2006-05-05 12:50  Ferdinando Ametrano

	* [r6829] functions/ql/Functions/calendars.cpp,
	  functions/ql/Functions/calendars.hpp,
	  functions/ql/Functions/daycounters.cpp,
	  functions/ql/Functions/daycounters.hpp,
	  functions/ql/Functions/mathf.cpp, functions/ql/Functions/mathf.hpp:
	  
	  gradually empting functions folder

2006-05-05 12:17  Luigi Ballabio

	* [r6828] ql/date.cpp, ql/date.hpp:
	  
	  *** empty log message ***

2006-05-05 09:24  Luigi Ballabio

	* [r6826] ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp:
	  
	  *** empty log message ***

2006-05-05 08:47  Ferdinando Ametrano

	* [r6825] ql/date.cpp:
	  
	  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 08:45  Ferdinando Ametrano

	* [r6824] ql/date.cpp, ql/date.hpp, test-suite/dates.cpp:
	  
	  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 07:54  Ferdinando Ametrano

	* [r6822] ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  test-suite/jumpdiffusion.cpp:
	  
	  vega is now working (thanks to Nicola Jean)

2006-05-04 12:48  Luigi Ballabio

	* [r6819] ql/calendar.cpp, ql/calendar.hpp:
	  
	  Added unadjusted end-of-month convention (thanks to an anonymous
	  contributor)

2006-05-04 08:50  Luigi Ballabio

	* [r6818] ql/Calendars/Makefile.am:
	  
	  *** empty log message ***

2006-05-04 03:41  Joseph Wang

	* [r6817] ql/Calendars/Makefile.am:
	  
	  fix for new country-based calendar conventions

2006-05-03 18:51  Ferdinando Ametrano

	* [r6815] QuantLib.vcproj:
	  
	  *** empty log message ***

2006-05-03 18:50  Ferdinando Ametrano

	* [r6814] test-suite/calendars.cpp:
	  
	  calandar files renamed accordingly to the class they're defining

2006-05-03 18:32  Ferdinando Ametrano

	* [r6813] QuantLib_vc8.vcproj, ql/Calendars/all.hpp,
	  ql/Calendars/australia.cpp, ql/Calendars/australia.hpp,
	  ql/Calendars/canada.cpp, ql/Calendars/canada.hpp,
	  ql/Calendars/china.cpp, ql/Calendars/china.hpp,
	  ql/Calendars/czechrepublic.cpp, ql/Calendars/czechrepublic.hpp,
	  ql/Calendars/denmark.cpp, ql/Calendars/denmark.hpp,
	  ql/Calendars/finland.cpp, ql/Calendars/finland.hpp,
	  ql/Calendars/hungary.cpp, ql/Calendars/hungary.hpp,
	  ql/Calendars/india.cpp, ql/Calendars/india.hpp,
	  ql/Calendars/japan.cpp, ql/Calendars/japan.hpp,
	  ql/Calendars/newzealand.cpp, ql/Calendars/newzealand.hpp,
	  ql/Calendars/norway.cpp, ql/Calendars/norway.hpp,
	  ql/Calendars/poland.cpp, ql/Calendars/poland.hpp,
	  ql/Calendars/saudiarabia.cpp, ql/Calendars/saudiarabia.hpp,
	  ql/Calendars/slovakia.cpp, ql/Calendars/slovakia.hpp,
	  ql/Calendars/southafrica.cpp, ql/Calendars/southafrica.hpp,
	  ql/Calendars/southkorea.cpp, ql/Calendars/southkorea.hpp,
	  ql/Calendars/sweden.cpp, ql/Calendars/sweden.hpp,
	  ql/Calendars/switzerland.cpp, ql/Calendars/switzerland.hpp,
	  ql/Calendars/turkey.cpp, ql/Calendars/turkey.hpp,
	  ql/Indexes/audlibor.hpp, ql/Indexes/cadlibor.hpp,
	  ql/Indexes/cdor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/dkklibor.hpp, ql/Indexes/jibar.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/nzdlibor.hpp,
	  ql/Indexes/tibor.hpp, ql/Indexes/trlibor.hpp, ql/Indexes/zibor.hpp:
	  
	  calandar files renamed accordingly to the class they're defining

2006-05-03 18:16  Ferdinando Ametrano

	* [r6812] ql/Calendars/all.hpp:
	  
	  calandar files renamed accordingly to the class they're defining

2006-05-03 13:50  Luigi Ballabio

	* [r6810] test-suite/hestonmodel.cpp:
	  
	  Increased tolerance

2006-05-02 17:57  Ferdinando Ametrano

	* [r6801] QuantLib_vc8.vcproj, functions/ql/Functions/mathf.hpp:
	  
	  exposing also normSdist and normSinv

2006-05-02 12:42  Eric Ehlers

	* [r6797] functions/ql/Functions/QuantLibFunctions_vc8.vcproj:
	  
	  *** empty log message ***

2006-05-02 08:03  Eric Ehlers

	* [r6794] QuantLib_vc8.vcproj:
	  
	  *** empty log message ***

2006-05-01 18:35  Ferdinando Ametrano

	* [r6792] ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp:
	  
	  removing (just included) typedef

2006-05-01 00:30  Joseph Wang

	* [r6791] ql/VolatilityModels/simplelocalestimator.hpp:
	  
	  missing fragment

2006-04-30 20:44  Joseph Wang

	* [r6789] ql/VolatilityModels/constantestimator.cpp,
	  ql/VolatilityModels/constantestimator.hpp,
	  ql/VolatilityModels/simplelocalestimator.hpp,
	  test-suite/volatilitymodels.cpp:
	  
	  insert absolute value in local estimator
	  move year fraction divisor from constant estimator to the local
	  estimator

2006-04-30 16:18  Eric Ehlers

	* [r6784] functions/ql/Functions/Makefile.am,
	  functions/ql/Functions/calendars.cpp,
	  functions/ql/Functions/calendars.hpp,
	  functions/ql/Functions/prices.cpp,
	  functions/ql/Functions/prices.hpp:
	  
	  transfer QuantLibAddin procedural functions into QuantLibFunctions

2006-04-30 14:35  Ferdinando Ametrano

	* [r6782] QuantLib.vcproj,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  functions/ql/Functions/prices.cpp,
	  functions/ql/Functions/termstructures.cpp,
	  functions/ql/Functions/termstructures.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp, ql/ratehelper.hpp:
	  
	  added rateHelperSelection function

2006-04-30 09:45  Joseph Wang

	* [r6780] ql/VolatilityModels/Makefile.am,
	  ql/VolatilityModels/all.hpp,
	  ql/VolatilityModels/constantestimator.cpp,
	  ql/VolatilityModels/constantestimator.hpp,
	  ql/VolatilityModels/simplelocalestimator.hpp,
	  ql/volatilitymodel.hpp, test-suite/volatilitymodels.cpp:
	  
	  Split volatility model into two parts. One is the daily estimator.
	  One
	  composites the daily estimations.

2006-04-30 09:24  Joseph Wang

	* [r6779] ql/quote.hpp:
	  
	  Add structure for interval quotes

2006-04-30 08:34  Joseph Wang

	* [r6778] ql/Makefile.am:
	  
	  Add missing ratehelper.cpp and .hpp

2006-04-29 22:31  Ferdinando Ametrano

	* [r6776] ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/ratehelper.hpp:
	  
	  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 14:22  Ferdinando Ametrano

	* [r6774] ql/ratehelper.cpp:
	  
	  RateHelper moved in its own file in the root folder.
	  RateHelper's interface extended with earliestDate()

2006-04-29 13:57  Ferdinando Ametrano

	* [r6773] ql/TermStructures/piecewiseyieldcurve.hpp:
	  
	  RateHelper moved in its own file in the root folder.
	  RateHelper's interface extended with earliestDate()

2006-04-29 13:51  Ferdinando Ametrano

	* [r6772] QuantLib.vcproj, ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/bondhelpers.hpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/ratehelper.cpp,
	  ql/ratehelper.hpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/termstructures.cpp:
	  
	  RateHelper moved in its own file in the root folder.
	  RateHelper's interface extended with earliestDate()

2006-04-29 12:41  Ferdinando Ametrano

	* [r6771] ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  removing unnecessary private data members

2006-04-29 11:25  Ferdinando Ametrano

	* [r6770] QuantLib.vcproj,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  test-suite/testsuite.vcproj:
	  
	  VC71 catching up

2006-04-29 11:23  Ferdinando Ametrano

	* [r6769] ql/date.hpp:
	  
	  typo fixed

2006-04-29 05:56  Joseph Wang

	* [r6768] ql/timeseries.hpp:
	  
	  add const qualifiers to methods that extract date and value vectors

2006-04-28 12:08  Luigi Ballabio

	* [r6765] Examples/ConvertibleBonds/makefile.mak:
	  
	  *** empty log message ***

2006-04-28 10:49  Luigi Ballabio

	* [r6762] Docs/pages/license.docs, LICENSE.TXT, News.txt,
	  ql/Instruments/capfloor.hpp, ql/PricingEngines/CapFloor/Makefile.am,
	  ql/PricingEngines/CapFloor/all.hpp,
	  ql/PricingEngines/CapFloor/mchullwhiteengine.cpp,
	  ql/PricingEngines/CapFloor/mchullwhiteengine.hpp,
	  ql/Processes/Makefile.am, ql/Processes/all.hpp,
	  ql/Processes/forwardmeasureprocess.cpp,
	  ql/Processes/forwardmeasureprocess.hpp, ql/Processes/g2process.cpp,
	  ql/Processes/g2process.hpp, ql/Processes/hullwhiteprocess.cpp,
	  ql/Processes/hullwhiteprocess.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp:
	  
	  Added Hull-White and G2 processes for Monte Carlo simulation (thanks
	  to Banca Profilo)

2006-04-27 18:00  Ferdinando Ametrano

	* [r6758] functions/ql/Functions/mathf.cpp,
	  functions/ql/Functions/mathf.hpp, ql/TermStructures/ratehelpers.hpp:
	  
	  typo fixed

2006-04-26 17:04  Ferdinando Ametrano

	* [r6742] functions/ql/Functions/QuantLibFunctions_vc8.vcproj,
	  functions/ql/Functions/prices.cpp,
	  functions/ql/Functions/prices.hpp:
	  
	  midEquivalent function added: it returns the mid price if available,
	  or a suitable substitute (thanks to Katiuscia Manzoni)

2006-04-25 10:20  Ferdinando Ametrano

	* [r6725] test-suite/hestonmodel.cpp:
	  
	  VC8 tolerance

2006-04-25 08:43  Ferdinando Ametrano

	* [r6724] QuantLib_vc8.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2006-04-24 12:07  Luigi Ballabio

	* [r6723] ql/handle.hpp:
	  
	  Added comparison, weak ordering and swap to Handle

2006-04-20 08:13  Luigi Ballabio

	* [r6710] Docs/pages/license.docs, LICENSE.TXT, News.txt,
	  configure.ac, ql/Instruments/Makefile.am, ql/Instruments/all.hpp,
	  ql/Instruments/lookbackoption.cpp,
	  ql/Instruments/lookbackoption.hpp, ql/Instruments/payoffs.hpp,
	  ql/PricingEngines/Lookback, ql/PricingEngines/Lookback/.cvsignore,
	  ql/PricingEngines/Lookback/Makefile.am,
	  ql/PricingEngines/Lookback/all.hpp,
	  ql/PricingEngines/Lookback/analyticcontinuousfixedlookback.cpp,
	  ql/PricingEngines/Lookback/analyticcontinuousfixedlookback.hpp,
	  ql/PricingEngines/Lookback/analyticcontinuousfloatinglookback.cpp,
	  ql/PricingEngines/Lookback/analyticcontinuousfloatinglookback.hpp,
	  ql/PricingEngines/Makefile.am, ql/PricingEngines/all.hpp,
	  test-suite/Makefile.am, test-suite/lookbackoptions.cpp,
	  test-suite/lookbackoptions.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  Added continuous fixed and floating lookback options (thanks to
	  Warren Chou)

2006-04-19 13:50  Luigi Ballabio

	* [r6707] Examples/Swap/swapvaluation.cpp,
	  ql/TermStructures/ratehelpers.cpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  Fixed schedule for swap-rate helpers (thanks to Toyin Akin)

2006-04-19 11:53  Luigi Ballabio

	* [r6701] News.txt, ql/Calendars/unitedstates.cpp,
	  ql/Calendars/unitedstates.hpp, ql/Indexes/usdlibor.hpp,
	  test-suite/bonds.cpp, test-suite/calendars.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Added NERC calendar (thanks to Joe Byers)

2006-04-19 07:50  Luigi Ballabio

	* [r6696] test-suite/hestonmodel.cpp:
	  
	  *** empty log message ***

2006-04-19 07:13  Joseph Wang

	* [r6692] ql/VolatilityModels/constantestimator.cpp:
	  
	  fix off by one error and some typos

2006-04-14 11:17  Luigi Ballabio

	* [r6681] QuantLib.dev, QuantLib.dsp, QuantLib.vcproj,
	  QuantLib_vc8.vcproj, ql/CashFlows/makefile.mak,
	  ql/VolatilityModels/constantestimator.cpp, test-suite/makefile.mak,
	  test-suite/testsuite.dev, test-suite/testsuite.dsp,
	  test-suite/testsuite.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  *** empty log message ***

2006-04-14 08:05  Luigi Ballabio

	* [r6672] ql/schedule.cpp:
	  
	  *** empty log message ***

2006-04-13 13:22  Luigi Ballabio

	* [r6670] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.hpp,
	  ql/Patterns/bridge.hpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.hpp,
	  ql/ShortRateModels/model.cpp, ql/calendar.hpp, ql/daycounter.hpp:
	  
	  Renamed Bridge::isNull() to empty() for uniformity

2006-04-13 10:56  Luigi Ballabio

	* [r6669] ql/exercise.hpp:
	  
	  Deprecated default initialization

2006-04-07 09:41  Luigi Ballabio

	* [r6653] ql/FiniteDifferences/tridiagonaloperator.cpp:
	  
	  Bug fixed (thanks to Klaus Spanderen)

2006-04-06 13:38  Eric Ehlers

	* [r6650] Docs/pages/faq.docs:
	  
	  rename QuantLibAddin file troubleshooting.html to faq.html

2006-04-06 11:07  Luigi Ballabio

	* [r6646] ql/CashFlows/inarrearindexedcoupon.cpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.cpp, ql/Patterns/observable.hpp,
	  ql/handle.hpp:
	  
	  Handle no longer inherits from shared_ptr<Link>

2006-04-06 08:58  Luigi Ballabio

	* [r6645] ql/CashFlows/all.hpp, ql/CashFlows/core.hpp, ql/Makefile.am,
	  ql/VolatilityModels/all.hpp,
	  ql/VolatilityModels/constantestimator.cpp,
	  ql/VolatilityModels/constantestimator.hpp,
	  ql/VolatilityModels/garch.hpp, ql/quotetimeseries.hpp,
	  ql/timeseries.hpp, ql/volatilitymodel.hpp,
	  test-suite/timeseries.cpp, test-suite/timeseries.hpp,
	  test-suite/volatilitymodels.cpp, test-suite/volatilitymodels.hpp:
	  
	  Fixed copyrights---they're of Joseph's

2006-04-05 16:25  Joseph Wang

	* [r6634] ql/VolatilityModels/all.hpp, ql/VolatilityModels/garch.hpp:
	  
	  Need to check in

2006-04-05 10:24  Luigi Ballabio

	* [r6633] ql/Math/array.hpp, ql/Math/lexicographicalview.hpp,
	  ql/Math/matrix.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/path.hpp, ql/schedule.hpp, ql/timegrid.hpp:
	  
	  Added checked at() method besides operator[]

2006-04-05 08:31  Luigi Ballabio

	* [r6632] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EquityOption/EquityOption.cpp, News.txt,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/operatorfactory.hpp,
	  ql/FiniteDifferences/pdebsm.hpp, ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/oneassetoption.cpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp,
	  ql/PricingEngines/Asian/mcdiscreteasianengine.hpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.cpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.cpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.cpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp,
	  ql/PricingEngines/Vanilla/integralengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/greeks.cpp, ql/PricingEngines/greeks.hpp,
	  ql/Processes/blackscholesprocess.cpp,
	  ql/Processes/blackscholesprocess.hpp,
	  ql/Processes/merton76process.cpp, ql/Processes/merton76process.hpp,
	  ql/VolatilityModels, ql/VolatilityModels/.cvsignore,
	  test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/cliquetoption.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/digitaloption.cpp, test-suite/dividendoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/operators.cpp, test-suite/pathgenerator.cpp,
	  test-suite/quantooption.cpp:
	  
	  Reorganized BS-like processes

2006-04-05 04:43  Joseph Wang

	* [r6629] ql/Makefile.am:
	  
	  Add time series to Makefile.am

2006-04-05 03:52  Joseph Wang

	* [r6628] ql/VolatilityModels/Makefile.am, ql/core.hpp,
	  ql/quantlib.hpp:
	  
	  Add in time series and volatility models to the distribution.

2006-04-05 00:30  Joseph Wang

	* [r6621] ql/CashFlows/core.hpp,
	  ql/VolatilityModels/constantestimator.cpp, ql/timeseries.hpp,
	  test-suite/Makefile.am, test-suite/quantlibtestsuite.cpp,
	  test-suite/timeseries.cpp, test-suite/timeseries.hpp,
	  test-suite/volatilitymodels.cpp, test-suite/volatilitymodels.hpp:
	  
	  Add tests for volatility models and time series
	  Redo time series to add iterators
	  Add timebasket to CashFlow/core.hpp

2006-03-30 07:22  Joseph Wang

	* [r6620] configure.ac, ql/Makefile.am,
	  ql/VolatilityModels/Makefile.am,
	  ql/VolatilityModels/constantestimator.cpp,
	  ql/VolatilityModels/constantestimator.hpp,
	  ql/VolatilityModels/makefile.mak, ql/makefile.mak,
	  ql/timeseries.hpp, ql/volatilitymodel.hpp:
	  
	  Commit compilable version of volatility model files. Need more work
	  to
	  integrate history with time series.

2006-03-29 13:13  Eric Ehlers

	* [r6615] Docs/pages/faq.docs:
	  
	  *** empty log message ***

2006-03-29 11:09  Luigi Ballabio

	* [r6614] Docs/pages/faq.docs:
	  
	  *** empty log message ***

2006-03-28 15:24  Luigi Ballabio

	* [r6612] ql/RandomNumbers/primitivepolynomials.c:
	  
	  *** empty log message ***

2006-03-28 11:02  Luigi Ballabio

	* [r6611] ql/Utilities/dataparsers.cpp, ql/Utilities/dataparsers.hpp,
	  ql/date.cpp, ql/date.hpp, test-suite/dates.cpp:
	  
	  Moved ISO date parsing to data-parser classes

2006-03-27 15:38  Luigi Ballabio

	* [r6608] Docs/Makefile.am, configure.ac:
	  
	  *** empty log message ***

2006-03-27 15:12  Luigi Ballabio

	* [r6607] ql/Calendars/Makefile.am, ql/Calendars/all.hpp,
	  ql/Calendars/beijing.hpp, ql/Calendars/bombay.hpp,
	  ql/Calendars/bratislava.hpp, ql/Calendars/budapest.hpp,
	  ql/Calendars/copenhagen.hpp, ql/Calendars/helsinki.hpp,
	  ql/Calendars/istanbul.hpp, ql/Calendars/johannesburg.hpp,
	  ql/Calendars/oslo.hpp, ql/Calendars/prague.hpp,
	  ql/Calendars/riyadh.hpp, ql/Calendars/seoul.hpp,
	  ql/Calendars/stockholm.hpp, ql/Calendars/sydney.hpp,
	  ql/Calendars/taipei.hpp, ql/Calendars/tokyo.hpp,
	  ql/Calendars/toronto.hpp, ql/Calendars/warsaw.hpp,
	  ql/Calendars/wellington.hpp, ql/Calendars/zurich.hpp,
	  ql/CashFlows/Makefile.am, ql/CashFlows/all.hpp,
	  ql/CashFlows/basispointsensitivity.cpp,
	  ql/CashFlows/basispointsensitivity.hpp,
	  ql/FiniteDifferences/Makefile.am, ql/FiniteDifferences/all.hpp,
	  ql/FiniteDifferences/valueatcenter.hpp, ql/Instruments/bond.cpp,
	  ql/Instruments/bond.hpp, ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbond.hpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp, ql/Instruments/swap.cpp,
	  ql/Instruments/swap.hpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.hpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/TermStructures/bondhelpers.cpp,
	  ql/TermStructures/bondhelpers.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/timegrid.cpp, ql/timegrid.hpp:
	  
	  Removed deprecated features

2006-03-27 12:03  Luigi Ballabio

	* [r6606] Announce.txt, ChangeLog.txt, Docs/Makefile.am,
	  Docs/makefile.mak, Docs/pages/examples.docs, Docs/pages/faq.docs,
	  Docs/pages/history.docs, Docs/pages/install.docs,
	  Docs/pages/license.docs, Docs/quantlib.doxy,
	  Docs/quantlibheader.html,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds.dsp,
	  Examples/ConvertibleBonds/ConvertibleBonds.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc8.vcproj,
	  Examples/ConvertibleBonds/Makefile.am,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc8.vcproj,
	  Examples/EquityOption/EquityOption.dev,
	  Examples/EquityOption/EquityOption.dsp,
	  Examples/EquityOption/EquityOption.vcproj,
	  Examples/EquityOption/EquityOption_vc8.vcproj,
	  Examples/Swap/Swap.dev, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.vcproj, Examples/Swap/Swap_vc8.vcproj,
	  Examples/Swap/swapvaluation.cpp, LICENSE.TXT, News.txt,
	  QuantLib.dev, QuantLib.dsp, QuantLib.dsw, QuantLib.nsi,
	  QuantLib.sln, QuantLib.vcproj, QuantLib_vc8.sln,
	  QuantLib_vc8.vcproj, Readme.txt, configure.ac,
	  dev_tools/check_copyrights.sh, dev_tools/collect_copyrights.py,
	  dev_tools/version_number.txt,
	  functions/ql/Functions/QuantLibFunctions.dev,
	  functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  functions/ql/Functions/QuantLibFunctions_vc8.vcproj, makefile.mak,
	  man/AmericanOption.1, man/BermudanSwaption.1,
	  man/ConvertibleBonds.1, man/DiscreteHedging.1, man/EquityOption.1,
	  man/EuropeanOption.1, man/Makefile.am, man/SwapValuation.1,
	  man/quantlib-config.1, man/quantlib-test-suite.1,
	  ql/Calendars/argentina.cpp, ql/Calendars/argentina.hpp,
	  ql/Calendars/iceland.cpp, ql/Calendars/iceland.hpp,
	  ql/Calendars/indonesia.hpp, ql/Calendars/mexico.cpp,
	  ql/Calendars/mexico.hpp, ql/Calendars/ukraine.cpp,
	  ql/Calendars/ukraine.hpp, ql/CashFlows/analysis.cpp,
	  ql/CashFlows/analysis.hpp, ql/Currencies/africa.hpp,
	  ql/Currencies/america.hpp, ql/Currencies/asia.hpp,
	  ql/Currencies/europe.hpp, ql/Currencies/exchangeratemanager.cpp,
	  ql/Currencies/oceania.hpp, ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/Indexes/audlibor.hpp, ql/Indexes/cadlibor.hpp,
	  ql/Indexes/cdor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/dkklibor.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/eurlibor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/jibar.hpp, ql/Indexes/jpylibor.hpp,
	  ql/Indexes/nzdlibor.hpp, ql/Indexes/tibor.hpp,
	  ql/Indexes/trlibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/zibor.hpp, ql/Instruments/bond.cpp,
	  ql/Instruments/bond.hpp, ql/Instruments/callabilityschedule.hpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/zerocouponbond.cpp,
	  ql/Math/chisquaredistribution.cpp,
	  ql/Math/chisquaredistribution.hpp, ql/Math/gammadistribution.cpp,
	  ql/Math/gammadistribution.hpp, ql/Math/incrementalstatistics.hpp,
	  ql/Math/rounding.hpp, ql/Math/simpsonintegral.hpp,
	  ql/Math/trapezoidintegral.hpp, ql/Patterns/observable.hpp,
	  ql/PricingEngines/Asian/mcdiscreteasianengine.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.cpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.hpp,
	  ql/PricingEngines/Vanilla/fdamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fdbermudanengine.hpp,
	  ql/PricingEngines/Vanilla/fdconditions.hpp,
	  ql/PricingEngines/Vanilla/fddividendamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendshoutengine.hpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/Processes/defaultable.hpp, ql/Processes/lfmhullwhiteparam.cpp,
	  ql/Processes/lfmhullwhiteparam.hpp, ql/Processes/lfmprocess.hpp,
	  ql/RandomNumbers/randomizedlds.hpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp,
	  ql/ShortRateModels/LiborMarketModels/lmlinexpvolmodel.cpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/capletvariancecurve.hpp,
	  ql/Volatilities/impliedvoltermstructure.hpp, ql/date.hpp,
	  ql/money.hpp, ql/qldefines.hpp, quantlib-config.in,
	  test-suite/compoundforward.cpp, test-suite/convertiblebonds.cpp,
	  test-suite/exchangerate.cpp, test-suite/libormarketmodel.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/makefile.mak,
	  test-suite/money.cpp, test-suite/piecewiseyieldcurve.cpp,
	  test-suite/shortratemodels.cpp, test-suite/swap.cpp,
	  test-suite/testsuite.dev, test-suite/testsuite.dsp,
	  test-suite/testsuite.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  Merged 0.3.12 branch; increased version number

2006-03-27 05:07  Joseph Wang

	* [r6604] ql/Makefile.am, ql/VolatilityModels,
	  ql/VolatilityModels/constantestimator.hpp, ql/quotetimeseries.hpp,
	  ql/timeseries.hpp, ql/volatilitymodel.hpp:
	  
	  Add template for time series and constant esimator volatility
	  models.
	  Add fixes for other files.

2006-03-14 04:59  Joseph Wang

	* [r6577] test-suite/dates.cpp, test-suite/dates.hpp:
	  
	  Add item for ISO date converter

2006-03-14 04:59  Joseph Wang

	* [r6576] ql/date.cpp, ql/date.hpp:
	  
	  Add converter from iso format

2006-02-13 08:10  Luigi Ballabio

	* [r6490] QuantLib.dev, test-suite, test-suite/.cvsignore,
	  test-suite/testsuite.dev, test-suite/testsuite.dsp,
	  test-suite/testsuite.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  *** empty log message ***

2006-02-10 15:56  Luigi Ballabio

	* [r6485] ql/Calendars/makefile.mak,
	  ql/FiniteDifferences/operatorfactory.hpp,
	  ql/FiniteDifferences/pde.hpp, ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/makefile.mak, ql/Math/makefile.mak,
	  ql/Optimization/levenbergmarquardt.cpp, ql/Optimization/lmdif.cpp,
	  ql/Optimization/makefile.mak, ql/PricingEngines/Hybrid/makefile.mak,
	  ql/PricingEngines/Swaption/makefile.mak,
	  ql/PricingEngines/makefile.mak, ql/Processes/makefile.mak,
	  ql/ShortRateModels/LiborMarketModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/Utilities/makefile.mak,
	  test-suite/makefile.mak:
	  
	  Fixes (?) for Borland

2006-02-10 15:14  Luigi Ballabio

	* [r6484] News.txt:
	  
	  *** empty log message ***

2006-02-10 13:51  Luigi Ballabio

	* [r6483] Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc8.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc8.vcproj,
	  Examples/EquityOption/EquityOption_vc8.vcproj,
	  Examples/Swap/Swap_vc8.vcproj, QuantLib.dsp, QuantLib.vcproj,
	  QuantLib_vc8.vcproj,
	  functions/ql/Functions/QuantLibFunctions_vc8.vcproj,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Optimization/levenbergmarquardt.cpp,
	  ql/ShortRateModels/LiborMarketModels/lfmcovarproxy.cpp,
	  ql/ShortRateModels/LiborMarketModels/lfmcovarproxy.hpp,
	  ql/config.msvc.hpp, test-suite/libormarketmodel.cpp,
	  test-suite/libormarketmodelprocess.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  Fixes for VC++

2006-02-07 16:19  Luigi Ballabio

	* [r6474] News.txt, ql/CashFlows/analysis.cpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Swaption/lfmswaptionengine.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp:
	  
	  Modified basis-point sensitivity calculation so that it returns the
	  cash variation for a basis-point change in rate

2006-02-07 14:25  Luigi Ballabio

	* [r6473] ql/Instruments/simpleswap.hpp:
	  
	  *** empty log message ***

2006-02-07 11:50  Luigi Ballabio

	* [r6472] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp,
	  ql/PricingEngines/Swaption/discretizedswaption.cpp,
	  ql/PricingEngines/Swaption/discretizedswaption.hpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.cpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, test-suite/bermudanswaption.cpp,
	  test-suite/capfloor.cpp, test-suite/compoundforward.cpp,
	  test-suite/libormarketmodel.cpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/shortratemodels.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp:
	  
	  Added floating-leg day counter to simple swap (renamed to
	  VanillaSwap in the meantime)

2006-02-06 13:28  Luigi Ballabio

	* [r6470] Docs/pages/authors.docs,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  ql/Optimization/levenbergmarquardt.cpp,
	  ql/Optimization/levenbergmarquardt.hpp, ql/Optimization/lmdif.cpp,
	  ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.hpp,
	  ql/ShortRateModels/calibrationhelper.cpp, test-suite/batesmodel.cpp,
	  test-suite/hestonmodel.cpp, test-suite/libormarketmodel.cpp:
	  
	  *** empty log message ***

2006-02-06 12:30  Luigi Ballabio

	* [r6469] ql/Optimization/levenbergmarquardt.cpp,
	  ql/Optimization/lmdif.cpp, ql/Optimization/lmdif.hpp:
	  
	  *** empty log message ***

2006-02-03 16:12  Luigi Ballabio

	* [r6465] Examples/BermudanSwaption/BermudanSwaption.cpp, News.txt,
	  ql/Optimization/Makefile.am, ql/Optimization/all.hpp,
	  ql/Optimization/costfunction.hpp,
	  ql/Optimization/levenbergmarquardt.cpp,
	  ql/Optimization/levenbergmarquardt.hpp, ql/Optimization/lmdif.cpp,
	  ql/Optimization/lmdif.hpp, ql/Optimization/problem.hpp,
	  ql/ShortRateModels/model.cpp:
	  
	  Added Levenberg-Marquardt optimization method (thanks to Klaus
	  Spanderen)

2006-02-03 10:49  Luigi Ballabio

	* [r6464] test-suite/lowdiscrepancysequences.cpp:
	  
	  Fix for 64-bit systems (thanks to Tamas Sashalmi)

2006-02-02 15:44  Luigi Ballabio

	* [r6463] Docs/pages/faq.docs, ql/Processes/lfmcovarparam.hpp:
	  
	  FAQ for Solaris

2006-02-02 11:38  Luigi Ballabio

	* [r6462] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  test-suite/convertiblebonds.cpp:
	  
	  *** empty log message ***

2006-02-02 11:38  Luigi Ballabio

	* [r6461] ql/Math/generalstatistics.hpp:
	  
	  Fix for Solaris

2006-02-02 08:37  Luigi Ballabio

	* [r6460] ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/instrument.hpp:
	  
	  Refactored engine-results extraction into its own method

2006-02-01 12:43  Luigi Ballabio

	* [r6457] Docs/pages/license.docs, LICENSE.TXT, News.txt,
	  configure.ac, ql/PricingEngines/Swaption/Makefile.am,
	  ql/PricingEngines/Swaption/all.hpp,
	  ql/PricingEngines/Swaption/lfmswaptionengine.cpp,
	  ql/PricingEngines/Swaption/lfmswaptionengine.hpp,
	  ql/Processes/Makefile.am, ql/Processes/all.hpp,
	  ql/Processes/capletlmmprocess.cpp,
	  ql/Processes/capletlmmprocess.hpp, ql/Processes/lfmcovarparam.cpp,
	  ql/Processes/lfmcovarparam.hpp, ql/Processes/lfmhullwhiteparam.cpp,
	  ql/Processes/lfmhullwhiteparam.hpp, ql/Processes/lfmprocess.cpp,
	  ql/Processes/lfmprocess.hpp,
	  ql/ShortRateModels/CalibrationHelpers/Makefile.am,
	  ql/ShortRateModels/CalibrationHelpers/all.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/LiborMarketModels,
	  ql/ShortRateModels/LiborMarketModels/.cvsignore,
	  ql/ShortRateModels/LiborMarketModels/Makefile.am,
	  ql/ShortRateModels/LiborMarketModels/all.hpp,
	  ql/ShortRateModels/LiborMarketModels/lfmcovarproxy.cpp,
	  ql/ShortRateModels/LiborMarketModels/lfmcovarproxy.hpp,
	  ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/liborforwardmodel.hpp,
	  ql/ShortRateModels/LiborMarketModels/lmcorrmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/lmcorrmodel.hpp,
	  ql/ShortRateModels/LiborMarketModels/lmexpcorrmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/lmexpcorrmodel.hpp,
	  ql/ShortRateModels/LiborMarketModels/lmfixedvolmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/lmfixedvolmodel.hpp,
	  ql/ShortRateModels/LiborMarketModels/lmlinexpvolmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/lmlinexpvolmodel.hpp,
	  ql/ShortRateModels/LiborMarketModels/lmvolmodel.cpp,
	  ql/ShortRateModels/LiborMarketModels/lmvolmodel.hpp,
	  ql/ShortRateModels/Makefile.am,
	  ql/ShortRateModels/OneFactorModels/Makefile.am,
	  ql/ShortRateModels/OneFactorModels/all.hpp,
	  ql/ShortRateModels/TwoFactorModels/Makefile.am,
	  ql/ShortRateModels/TwoFactorModels/all.hpp,
	  ql/ShortRateModels/all.hpp,
	  ql/ShortRateModels/calibrationhelper.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.hpp, test-suite/Makefile.am,
	  test-suite/libormarketmodel.cpp, test-suite/libormarketmodel.hpp,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/libormarketmodelprocess.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Added Libor market model (thanks to Klaus Spanderen)

2006-02-01 06:20  Joseph Wang

	* [r6452] ql/Instruments/dividendschedule.hpp:
	  
	  Remove unneeded include

2006-01-30 16:53  Luigi Ballabio

	* [r6438] Contributors.txt, Docs/pages/authors.docs,
	  Docs/pages/license.docs,
	  Examples/ConvertibleBonds/ConvertibleBonds.cpp, LICENSE.TXT,
	  News.txt, ql/Instruments/callabilityschedule.hpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/Instruments/dividendschedule.hpp, ql/Lattices/tflattice.hpp,
	  ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.cpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.hpp:
	  
	  Attributions

2006-01-30 15:56  Luigi Ballabio

	* [r6437] ql/Instruments/convertiblebond.hpp,
	  ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp:
	  
	  *** empty log message ***

2006-01-30 14:50  Luigi Ballabio

	* [r6436] ql/Instruments/convertiblebond.cpp,
	  ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp,
	  test-suite/Makefile.am, test-suite/convertiblebonds.cpp,
	  test-suite/convertiblebonds.hpp, test-suite/makefile.mak,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite.vcproj:
	  
	  More fixes; tests added

2006-01-30 13:03  Luigi Ballabio

	* [r6435] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp:
	  
	  More fixes for convertibles

2006-01-30 11:37  Luigi Ballabio

	* [r6432] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp:
	  
	  Separate classes for zero-coupon, fixed-coupon, and floating-rate
	  convertibles

2006-01-30 11:02  Luigi Ballabio

	* [r6431] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp:
	  
	  Removed a few unused arguments

2006-01-28 13:39  Luigi Ballabio

	* [r6423] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  ql/Instruments/convertiblebond.cpp, ql/Lattices/tflattice.hpp,
	  ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Extended convertible-bond example, misc. fixes

2006-01-28 13:39  Luigi Ballabio

	* [r6422] ql/Math/sampledcurve.cpp, ql/Math/sampledcurve.hpp,
	  test-suite/sampledcurve.cpp:
	  
	  Fix for regriding

2006-01-26 13:23  Luigi Ballabio

	* [r6421] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp, ql/Lattices/binomialtree.cpp,
	  ql/Lattices/binomialtree.hpp, ql/Lattices/tflattice.hpp,
	  ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.cpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.hpp,
	  ql/discretizedasset.hpp:
	  
	  More work on convertibles. Still to do:
	  - work out how to manage discrete dividends
	  - write tests

2006-01-25 09:56  Luigi Ballabio

	* [r6420] ql/PricingEngines/Vanilla/binomialengine.hpp:
	  
	  *** empty log message ***

2006-01-24 15:38  Luigi Ballabio

	* [r6419] ql/Instruments/convertiblebond.cpp, ql/Lattices/lattice.hpp,
	  ql/Lattices/lattice1d.hpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.cpp,
	  ql/discretizedasset.hpp, ql/timegrid.cpp, ql/timegrid.hpp:
	  
	  *** empty log message ***

2006-01-24 11:06  Luigi Ballabio

	* [r6418] ql/timegrid.cpp, ql/timegrid.hpp:
	  
	  *** empty log message ***

2006-01-24 06:46  Joseph Wang

	* [r6416] ql/Lattices/tflattice.hpp:
	  
	  Change to allow it to compile.

2006-01-23 17:12  Luigi Ballabio

	* [r6415] Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp, ql/Lattices/tflattice.hpp,
	  ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.cpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.hpp:
	  
	  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 15:48  Luigi Ballabio

	* [r6414] Examples/ConvertibleBonds/ConvertibleBonds_vc8.vcproj,
	  QuantLib.dsw, QuantLib.sln, QuantLib.vcproj, QuantLib_vc8.sln,
	  test-suite/array.cpp:
	  
	  *** empty log message ***

2006-01-23 15:28  Luigi Ballabio

	* [r6413] Examples/makefile.mak:
	  
	  *** empty log message ***

2006-01-23 14:36  Luigi Ballabio

	* [r6412] Examples/Makefile.am, ql/Lattices/all.hpp,
	  ql/PricingEngines/Hybrid/all.hpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.hpp,
	  ql/PricingEngines/Makefile.am, ql/PricingEngines/all.hpp:
	  
	  *** empty log message ***

2006-01-23 14:26  Luigi Ballabio

	* [r6411] Examples/ConvertibleBonds,
	  Examples/ConvertibleBonds/.cvsignore,
	  Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  Examples/ConvertibleBonds/ConvertibleBonds.dev,
	  Examples/ConvertibleBonds/ConvertibleBonds.dsp,
	  Examples/ConvertibleBonds/ConvertibleBonds.vcproj,
	  Examples/ConvertibleBonds/ConvertibleBonds_vc8.vcproj,
	  Examples/ConvertibleBonds/Makefile.am,
	  Examples/ConvertibleBonds/ReadMe.txt,
	  Examples/ConvertibleBonds/utilities.cpp,
	  Examples/ConvertibleBonds/utilities.hpp:
	  
	  *** empty log message ***

2006-01-23 13:08  Luigi Ballabio

	* [r6410] Examples/ConvertibleBonds,
	  Examples/ConvertibleBonds/.cvsignore,
	  Examples/ConvertibleBonds/ConvertibleBonds.ncb,
	  Examples/ConvertibleBonds/ConvertibleBonds.sln,
	  Examples/ConvertibleBonds/ConvertibleBonds.suo,
	  Examples/ConvertibleBonds/Makefile.am,
	  Examples/ConvertibleBonds/Makefile.in,
	  ql/Instruments/convertiblebond.cpp,
	  ql/Instruments/convertiblebond.hpp, ql/PricingEngines/Hybrid,
	  ql/PricingEngines/Hybrid/.cvsignore,
	  ql/PricingEngines/Hybrid/Makefile.in, ql/schedule.hpp:
	  
	  *** empty log message ***

2006-01-23 05:31  Joseph Wang

	* [r6409] ql/Instruments/convertiblebond.cpp:
	  
	  add one more file from tboafo

2006-01-23 04:07  Joseph Wang

	* [r6408] Examples/ConvertibleBonds,
	  Examples/ConvertibleBonds/ConvertibleBonds.cpp,
	  Examples/ConvertibleBonds/ConvertibleBonds.ncb,
	  Examples/ConvertibleBonds/ConvertibleBonds.sln,
	  Examples/ConvertibleBonds/ConvertibleBonds.suo,
	  Examples/ConvertibleBonds/ConvertibleBonds.vcproj,
	  Examples/ConvertibleBonds/Makefile.am,
	  Examples/ConvertibleBonds/Makefile.in,
	  Examples/ConvertibleBonds/utilities.cpp,
	  Examples/ConvertibleBonds/utilities.hpp, Examples/Makefile.am,
	  configure.ac, ql/Instruments/Makefile.am, ql/Instruments/all.hpp,
	  ql/Instruments/convertiblebond.hpp, ql/Lattices/Makefile.am,
	  ql/Lattices/all.hpp, ql/Lattices/binomialtree.cpp,
	  ql/Lattices/binomialtree.hpp, ql/Lattices/tflattice.hpp,
	  ql/PricingEngines/Hybrid, ql/PricingEngines/Hybrid/Makefile.am,
	  ql/PricingEngines/Hybrid/Makefile.in,
	  ql/PricingEngines/Hybrid/all.hpp,
	  ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.cpp,
	  ql/PricingEngines/Hybrid/discretizedconvertible.hpp,
	  ql/PricingEngines/Makefile.am, ql/PricingEngines/all.hpp,
	  ql/schedule.hpp:
	  
	  Add tboafo's convertible bond changes.

2006-01-13 14:40  Joseph Wang

	* [r6402] ql/Instruments/dividendschedule.hpp,
	  ql/Instruments/dividendvanillaoption.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.cpp:
	  
	  Restructure dividend schedule to remove an unnecessary field. This
	  will make it easier to integrate Theo's convertible bond code.

2006-01-11 10:31  Luigi Ballabio

	* [r6391] ql/Instruments/callabilityschedule.hpp,
	  ql/Instruments/dividendschedule.hpp:
	  
	  *** empty log message ***

2006-01-11 03:37  Joseph Wang

	* [r6390] ql/Instruments/callabilityschedule.hpp:
	  
	  const-ize to implement pure virtual in event

2006-01-09 12:10  Marco Marchioro

	* [r6388] QuantLib.dsp, QuantLib.dsw,
	  ql/Instruments/dividendschedule.hpp, test-suite/interpolations.cpp,
	  test-suite/testsuite.dsp:
	  
	  Fixes for VC6

2006-01-03 15:04  Luigi Ballabio

	* [r6376] ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackformula.hpp:
	  
	  Switch-on-payoff in Black formula is now hidden behind a visitor

2006-01-03 10:55  Luigi Ballabio

	* [r6375] ql/Instruments/payoffs.hpp, ql/cashflow.hpp, ql/payoff.hpp:
	  
	  Added visitability to payoffs

2006-01-03 09:51  Luigi Ballabio

	* [r6374] Docs/pages/examples.docs, Docs/quantlib.doxy,
	  ql/Calendars/brazil.hpp:
	  
	  Doc fixes

2005-12-27 01:44  Joseph Wang

	* [r6365] ql/PricingEngines/Vanilla/fddividendamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.cpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendshoutengine.hpp:
	  
	  Add new dividend engines. Make shift/scale engine work with fixed
	  and
	  fractional dividends.

2005-12-26 07:42  Joseph Wang

	* [r6363] ql/PricingEngines/Vanilla/fdamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp:
	  
	  Use template to remove a lot of redundant code in the FD engines.

2005-12-24 04:22  Joseph Wang

	* [r6360] ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/dividend.hpp:
	  
	  Create two new subclasses. Fixed and fractional dividends.

2005-12-23 04:41  Joseph Wang

	* [r6356] ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/fdamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fdconditions.hpp,
	  ql/PricingEngines/Vanilla/fddividendamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdshoutengine.hpp:
	  
	  Refactor some common code into a template.

2005-12-22 07:41  Joseph Wang

	* [r6353] ql/PricingEngines/Vanilla/fddividendengine.cpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.hpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp:
	  
	  Change some of the arguments to more generic types to avoid exposing
	  implementation details in the header.

2005-12-21 14:41  Luigi Ballabio

	* [r6346] ql/Calendars/unitedstates.hpp:
	  
	  *** empty log message ***

2005-12-21 12:13  Luigi Ballabio

	* [r6344] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  ql/Pricers/mcmaxbasket.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp:
	  
	  Removed now unnecessary parameters from path-pricer constructors

2005-12-21 10:21  Luigi Ballabio

	* [r6341] ql/PricingEngines/Vanilla/fddividendengine.hpp:
	  
	  Replaced #define with typedef

2005-12-21 07:18  Joseph Wang

	* [r6340] ql/PricingEngines/Vanilla/fddividendamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendshoutengine.hpp:
	  
	  change calling method in fd dividend methods

2005-12-21 06:58  Joseph Wang

	* [r6339] ql/PricingEngines/Vanilla/fddividendengine.cpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp:
	  
	  Refactoring to allow for several types of dividend engines.

2005-12-21 06:06  Joseph Wang

	* [r6338] ql/Instruments/dividendschedule.hpp:
	  
	  Set event list to const

2005-12-20 08:35  Joseph Wang

	* [r6336] ql/PricingEngines/Vanilla/fddividendengine.cpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  test-suite/dividendoption.cpp, test-suite/dividendoption.hpp:
	  
	  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 08:33  Joseph Wang

	* [r6335] ql/Math/sampledcurve.hpp:
	  
	  Add in new method to scale the grid. This is used in rewrite of
	  fddividendengine.cpp

2005-12-20 08:32  Joseph Wang

	* [r6334] ql/FiniteDifferences/pdebsm.hpp:
	  
	  Change interest rate counter to be consistent with definition in
	  other
	  parts of quantlib.

2005-12-19 13:29  Luigi Ballabio

	* [r6332] ql/Calendars/argentina.cpp, ql/Calendars/argentina.hpp,
	  ql/Calendars/beijing.cpp, ql/Calendars/beijing.hpp,
	  ql/Calendars/bombay.cpp, ql/Calendars/bombay.hpp,
	  ql/Calendars/bratislava.cpp, ql/Calendars/bratislava.hpp,
	  ql/Calendars/brazil.hpp, ql/Calendars/budapest.cpp,
	  ql/Calendars/budapest.hpp, ql/Calendars/copenhagen.cpp,
	  ql/Calendars/copenhagen.hpp, ql/Calendars/germany.hpp,
	  ql/Calendars/helsinki.cpp, ql/Calendars/helsinki.hpp,
	  ql/Calendars/hongkong.cpp, ql/Calendars/hongkong.hpp,
	  ql/Calendars/iceland.cpp, ql/Calendars/iceland.hpp,
	  ql/Calendars/indonesia.cpp, ql/Calendars/indonesia.hpp,
	  ql/Calendars/istanbul.cpp, ql/Calendars/istanbul.hpp,
	  ql/Calendars/johannesburg.cpp, ql/Calendars/johannesburg.hpp,
	  ql/Calendars/mexico.cpp, ql/Calendars/mexico.hpp,
	  ql/Calendars/oslo.cpp, ql/Calendars/oslo.hpp,
	  ql/Calendars/prague.cpp, ql/Calendars/prague.hpp,
	  ql/Calendars/riyadh.cpp, ql/Calendars/riyadh.hpp,
	  ql/Calendars/seoul.cpp, ql/Calendars/seoul.hpp,
	  ql/Calendars/singapore.cpp, ql/Calendars/singapore.hpp,
	  ql/Calendars/stockholm.cpp, ql/Calendars/stockholm.hpp,
	  ql/Calendars/sydney.cpp, ql/Calendars/sydney.hpp,
	  ql/Calendars/taipei.hpp, ql/Calendars/taiwan.cpp,
	  ql/Calendars/taiwan.hpp, ql/Calendars/tokyo.cpp,
	  ql/Calendars/tokyo.hpp, ql/Calendars/toronto.cpp,
	  ql/Calendars/toronto.hpp, ql/Calendars/ukraine.cpp,
	  ql/Calendars/ukraine.hpp, ql/Calendars/unitedstates.cpp,
	  ql/Calendars/unitedstates.hpp, ql/Calendars/warsaw.cpp,
	  ql/Calendars/warsaw.hpp, ql/Calendars/wellington.cpp,
	  ql/Calendars/wellington.hpp, ql/Calendars/zurich.cpp,
	  ql/Calendars/zurich.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/cdor.hpp,
	  ql/Indexes/chflibor.hpp, ql/Indexes/dkklibor.hpp,
	  ql/Indexes/jibar.hpp, ql/Indexes/jpylibor.hpp,
	  ql/Indexes/nzdlibor.hpp, ql/Indexes/tibor.hpp,
	  ql/Indexes/trlibor.hpp, ql/Indexes/zibor.hpp,
	  test-suite/calendars.cpp, test-suite/compoundforward.cpp:
	  
	  Moved more calendars from city to country and market

2005-12-16 13:44  Luigi Ballabio

	* [r6329] ql/PricingEngines/Swaption/blackswaptionengine.hpp,
	  ql/PricingEngines/Swaption/g2swaptionengine.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.hpp:
	  
	  *** empty log message ***

2005-12-16 13:32  Luigi Ballabio

	* [r6328] ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  test-suite/barrieroption.cpp:
	  
	  Fixed MC barrier engine (thanks to Toyin Akin)

2005-12-16 04:12  Joseph Wang

	* [r6327] ql/PricingEngines/Vanilla/fddividendengine.cpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp,
	  test-suite/dividendoption.cpp:
	  
	  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 04:09  Joseph Wang

	* [r6326]
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp:
	  
	  use time method of process.

2005-12-15 16:09  Luigi Ballabio

	* [r6325] News.txt, ql/Calendars/Makefile.am, ql/Calendars/all.hpp,
	  ql/Calendars/argentina.cpp, ql/Calendars/argentina.hpp,
	  ql/Calendars/iceland.cpp, ql/Calendars/iceland.hpp,
	  ql/Calendars/indonesia.cpp, ql/Calendars/indonesia.hpp,
	  ql/Calendars/mexico.cpp, ql/Calendars/mexico.hpp,
	  ql/Calendars/ukraine.cpp, ql/Calendars/ukraine.hpp, ql/calendar.cpp,
	  ql/calendar.hpp:
	  
	  Added Argentinian, Icelandic, Indonesian, Mexican, and Ukrainian
	  calendars

2005-12-14 15:49  Luigi Ballabio

	* [r6323] News.txt, ql/Instruments/bond.cpp, ql/Instruments/bond.hpp,
	  ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbond.hpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp,
	  ql/Instruments/zerocouponbond.cpp,
	  ql/Instruments/zerocouponbond.hpp,
	  ql/TermStructures/bondhelpers.cpp,
	  ql/TermStructures/bondhelpers.hpp, test-suite/bonds.cpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  Separated accrual and payment conventions for bonds

2005-12-14 11:58  Luigi Ballabio

	* [r6320] ql/PricingEngines/Vanilla/fddividendamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.cpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp,
	  test-suite/dividendoption.cpp, test-suite/dividendoption.hpp:
	  
	  Fixed a bug with FD dividend options; there are still problems
	  though

2005-12-12 13:44  Luigi Ballabio

	* [r6312] Contributors.txt, Docs/pages/authors.docs,
	  Docs/pages/license.docs, LICENSE.TXT, News.txt,
	  ql/Calendars/Makefile.am, ql/Calendars/all.hpp,
	  ql/Calendars/brazil.cpp, ql/Calendars/brazil.hpp,
	  test-suite/calendars.cpp, test-suite/calendars.hpp,
	  test-suite/dividendoption.cpp:
	  
	  Added Brazil calendar (thanks to Piter Dias)

2005-12-12 10:48  Luigi Ballabio

	* [r6310] ql/Instruments/bond.cpp, ql/Instruments/bond.hpp,
	  ql/Instruments/swap.cpp, ql/event.hpp:
	  
	  Removed unnecessary DateEvent class

2005-12-11 04:29  Joseph Wang

	* [r6306] ql/CashFlows/analysis.cpp, ql/Instruments/bond.cpp,
	  ql/Instruments/bond.hpp, ql/Instruments/swap.cpp, ql/event.hpp:
	  
	  Refactored cashflows so that large numbers of QL_TODAYS_PAYMENT
	  defines are
	  replaced by a single method and a single define.

2005-12-10 10:15  Joseph Wang

	* [r6305] ql/event.hpp:
	  
	  improved SimpleEvent by making it DateEvent and a subclass of Date
	  to
	  inherit the Date functions.

2005-12-09 15:33  Luigi Ballabio

	* [r6304] Examples/makefile.mak, ql/Calendars/makefile.mak,
	  ql/FiniteDifferences/makefile.mak, test-suite/makefile.mak:
	  
	  *** empty log message ***

2005-12-09 15:25  Luigi Ballabio

	* [r6303] QuantLib.dev, test-suite/testsuite.dev:
	  
	  *** empty log message ***

2005-12-09 15:04  Luigi Ballabio

	* [r6302] ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/zerocouponbond.cpp, test-suite/bonds.cpp:
	  
	  Fix for bond redemption on holiday

2005-12-09 13:40  Luigi Ballabio

	* [r6301] QuantLib.sln, QuantLib.vcproj, test-suite/testsuite.vcproj:
	  
	  *** empty log message ***

2005-12-09 13:15  Luigi Ballabio

	* [r6300] ql/Instruments/swap.cpp:
	  
	  Correct management of errorEstimate_

2005-12-09 12:07  Luigi Ballabio

	* [r6299] ql/CashFlows/analysis.cpp, ql/CashFlows/analysis.hpp,
	  ql/CashFlows/basispointsensitivity.cpp,
	  ql/CashFlows/basispointsensitivity.hpp, ql/Instruments/swap.cpp,
	  ql/Instruments/swap.hpp:
	  
	  BPS calculation moved together with the other cash-flow analyses

2005-12-06 20:29  Luigi Ballabio

	* [r6298] configure.ac:
	  
	  *** empty log message ***

2005-12-06 11:13  Ferdinando Ametrano

	* [r6296] QuantLib_vc8.sln:
	  
	  VC8 catching up

2005-12-06 11:07  Ferdinando Ametrano

	* [r6295] test-suite/bonds.cpp:
	  
	  ql/Instruments/convertiblebond.hpp does NOT compile with VC8
	  Boost1.33 and it is not needed anyway

2005-12-06 09:36  Luigi Ballabio

	* [r6294] Examples/AmericanOption, Examples/EquityOption,
	  Examples/EquityOption/.cvsignore,
	  Examples/EquityOption/EquityOption.cpp,
	  Examples/EquityOption/EquityOption.dev,
	  Examples/EquityOption/EquityOption.dsp,
	  Examples/EquityOption/EquityOption.vcproj,
	  Examples/EquityOption/EquityOption_vc8.vcproj,
	  Examples/EquityOption/Makefile.am, Examples/EquityOption/ReadMe.txt,
	  Examples/EquityOption/makefile.mak, Examples/EuropeanOption,
	  Examples/Makefile.am, News.txt, configure.ac:
	  
	  Merged American and European option examples; added Bermudan option

2005-12-06 09:19  Luigi Ballabio

	* [r6293] ql/PricingEngines/Vanilla/fdbermudanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp:
	  
	  Fixes for Bermudan options

2005-11-30 18:21  Ferdinando Ametrano

	* [r6289] QuantLib_vc8.vcproj, ql/Instruments/convertiblebond.hpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  VC8 catching up

2005-11-30 17:46  Ferdinando Ametrano

	* [r6288] ql/grid.hpp:
	  
	  VC8 compile error (typo) fixed

2005-11-30 11:11  Luigi Ballabio

	* [r6287] Docs/quantlib.css, Docs/quantlibfooter.html,
	  Docs/quantlibfooteronline.html, Docs/quantlibheader.html,
	  ql/FiniteDifferences/pdebsm.hpp:
	  
	  Using CSS for layout in HTML docs

2005-11-29 08:07  Luigi Ballabio

	* [r6284] News.txt, ql/PricingEngines/Vanilla/binomialengine.hpp:
	  
	  Added pricing of Bermudan options on binomial trees (thanks to
	  Enrico Michelotti)

2005-11-28 08:44  Luigi Ballabio

	* [r6281] test-suite/shortratemodels.cpp:
	  
	  *** empty log message ***

2005-11-22 06:33  Joseph Wang

	* [r6276] ql/PricingEngines/Vanilla/integralengine.hpp,
	  test-suite/europeanoption.cpp, test-suite/europeanoption.hpp:
	  
	  Generalized integral engine to striked options.
	  Added test for integral engine.

2005-11-21 16:26  Luigi Ballabio

	* [r6275] ql/Calendars/Makefile.am, ql/Calendars/taipei.cpp,
	  ql/Calendars/taipei.hpp, ql/Calendars/taiwan.cpp,
	  ql/Calendars/taiwan.hpp:
	  
	  Merged redundant Taipei calendar into Taiwan

2005-11-21 16:24  Luigi Ballabio

	* [r6274] ql/PricingEngines/Vanilla/fdbermudanengine.hpp:
	  
	  Fix for compilation of examples

2005-11-21 11:00  Luigi Ballabio

	* [r6273] ql/CashFlows/Makefile.am:
	  
	  *** empty log message ***

2005-11-20 22:21  Joseph Wang

	* [r6272] ql/Instruments/callabilityschedule.hpp,
	  test-suite/bonds.cpp:
	  
	  Include convertible bond into bond unit test
	  Redo callability schedule so that it uses event structure

2005-11-20 19:57  Joseph Wang

	* [r6271] ql/CashFlows/dividend.hpp:
	  
	  Add dividend

2005-11-20 16:47  Joseph Wang

	* [r6270] ql/Instruments/dividendschedule.hpp,
	  ql/PricingEngines/Vanilla/fddividendamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp, ql/event.hpp:
	  
	  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 07:12  Joseph Wang

	* [r6268] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp,
	  ql/Instruments/dividendschedule.hpp,
	  ql/Instruments/dividendvanillaoption.cpp,
	  ql/Instruments/dividendvanillaoption.hpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp:
	  
	  Implement dividends as cash flows.

2005-11-19 04:39  Joseph Wang

	* [r6267] ql/Makefile.am, ql/cashflow.hpp, ql/event.hpp:
	  
	  Add event parent of cashflow

2005-11-18 14:36  Luigi Ballabio

	* [r6266] ql/FiniteDifferences/pde.hpp,
	  ql/FiniteDifferences/pdebsm.hpp,
	  ql/FiniteDifferences/pdeshortrate.hpp,
	  ql/FiniteDifferences/zerocondition.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp:
	  
	  Checked headers for self-consistency

2005-11-17 09:10  Luigi Ballabio

	* [r6264] ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp:
	  
	  *** empty log message ***

2005-11-16 15:23  Luigi Ballabio

	* [r6263] ql/Math/array.hpp, ql/Math/sampledcurve.hpp,
	  test-suite/array.cpp:
	  
	  *** empty log message ***

2005-11-16 11:39  Luigi Ballabio

	* [r6262] ql/Math/interpolation.hpp, ql/Math/interpolation2D.hpp,
	  test-suite/interpolations.cpp, test-suite/interpolations.hpp:
	  
	  Enabled interpolations to extrapolate by default

2005-11-16 05:22  Joseph Wang

	* [r6260] ql/Math/sampledcurve.hpp:
	  
	  replace with iterators

2005-11-16 03:29  Joseph Wang

	* [r6259] ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/zerocondition.hpp, ql/Math/array.hpp,
	  ql/Math/sampledcurve.cpp, ql/Math/sampledcurve.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.cpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp, test-suite/array.cpp,
	  test-suite/dividendoption.cpp, test-suite/sampledcurve.cpp:
	  
	  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 01:57  Joseph Wang

	* [r6258] ql/FiniteDifferences/pde.hpp:
	  
	  Make doxygen documentation match class

2005-11-14 16:10  Luigi Ballabio

	* [r6257] ql/DayCounters/actualactual.cpp:
	  
	  Allowed negative year fractions in actual/actual day counters

2005-11-14 14:16  Luigi Ballabio

	* [r6256] News.txt, ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp,
	  ql/ShortRateModels/onefactormodel.hpp:
	  
	  Added weight to short-rate model calibration and generic
	  discount-bond method to affine models (thanks to Enrico Michelotti)

2005-11-14 10:47  Luigi Ballabio

	* [r6255] News.txt, ql/MonteCarlo/mctraits.hpp,
	  ql/MonteCarlo/pathgenerator.hpp,
	  ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/all.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp,
	  ql/PricingEngines/Vanilla/mchestonengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/mcsimulation.hpp:
	  
	  Generalized McVanillaEngine to n-dimensional processes

2005-11-13 00:30  Joseph Wang

	* [r6254] ql/grid.hpp:
	  
	  forward declare BoundedLogGrid

2005-11-12 05:55  Joseph Wang

	* [r6253] ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/fdtypedefs.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp:
	  
	  major refactor of step condition classes to use dynamic polymorphism
	  for
	  internal representation of intrinsic curve.

2005-11-10 16:17  Luigi Ballabio

	* [r6237] ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp:
	  
	  Added check for values invalidating the Bjerksund-Stensland
	  approximation

2005-11-07 15:55  Luigi Ballabio

	* [r6234] test-suite/americanoption.cpp:
	  
	  Lowered tolerance after Barone-Adesi-Whaley bug fix (but not as much
	  as I would have liked)

2005-11-07 11:24  Luigi Ballabio

	* [r6233] test-suite/shortratemodels.cpp:
	  
	  *** empty log message ***

2005-11-07 10:38  Luigi Ballabio

	* [r6232] ql/FiniteDifferences/pde.hpp:
	  
	  Fix for gcc 4.0.2

2005-11-07 10:36  Joseph Wang

	* [r6231] test-suite/shortratemodels.cpp:
	  
	  Adjust current day so that test will work on weekends.

2005-11-05 23:06  Joseph Wang

	* [r6230] ql/FiniteDifferences/pde.hpp, ql/quote.hpp:
	  
	  Templatize constructor
	  Fix compile error in gcc 4.0.2

2005-11-03 15:58  Joseph Wang

	* [r6228] ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/pde.hpp:
	  
	  Modify constant coefficent pde to use static binding.

2005-11-03 14:07  Luigi Ballabio

	* [r6227] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  *** empty log message ***

2005-11-03 10:53  Luigi Ballabio

	* [r6226] ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp:
	  
	  Bug fix (thanks to feynman44)

2005-11-02 14:41  Luigi Ballabio

	* [r6225] ql/Currencies/europe.hpp:
	  
	  *** empty log message ***

2005-11-02 13:28  Luigi Ballabio

	* [r6224] ql/Currencies/africa.hpp, ql/Currencies/america.hpp,
	  ql/Currencies/asia.hpp, ql/Currencies/europe.hpp,
	  ql/Currencies/exchangeratemanager.cpp, ql/Currencies/oceania.hpp,
	  ql/Indexes/audlibor.hpp, ql/Indexes/cadlibor.hpp,
	  ql/Indexes/cdor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/dkklibor.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/eurlibor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/jibar.hpp, ql/Indexes/jpylibor.hpp,
	  ql/Indexes/nzdlibor.hpp, ql/Indexes/tibor.hpp,
	  ql/Indexes/trlibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/zibor.hpp, test-suite/exchangerate.cpp,
	  test-suite/money.cpp, test-suite/swap.cpp:
	  
	  Shortened currency names

2005-11-02 10:43  Luigi Ballabio

	* [r6223] ql/FiniteDifferences/all.hpp, ql/FiniteDifferences/core.hpp,
	  ql/Math/Makefile.am, ql/Math/all.hpp:
	  
	  *** empty log message ***

2005-11-02 08:55  Luigi Ballabio

	* [r6222] ql/FiniteDifferences/pde.hpp,
	  ql/FiniteDifferences/pdebsm.hpp,
	  ql/FiniteDifferences/pdeshortrate.hpp, ql/Math/transformedgrid.hpp,
	  test-suite/transformedgrid.cpp, test-suite/transformedgrid.hpp:
	  
	  Given Joseph his copyrights

2005-11-02 07:38  Joseph Wang

	* [r6221] ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmtermoperator.cpp,
	  ql/FiniteDifferences/bsmtermoperator.hpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/FiniteDifferences/pde.hpp, ql/FiniteDifferences/pdebsm.hpp,
	  ql/FiniteDifferences/pdeshortrate.hpp:
	  
	  Move grid information into PDE traits

2005-11-02 05:33  Joseph Wang

	* [r6220] ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmtermoperator.hpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/FiniteDifferences/pde.hpp, ql/FiniteDifferences/pdebsm.hpp,
	  ql/FiniteDifferences/pdeshortrate.hpp, ql/Math/transformedgrid.hpp:
	  
	  More refactoring. Unify bsmoperator and onefactoroperator code.

2005-11-02 01:04  Joseph Wang

	* [r6219] ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/operatorfactory.hpp,
	  ql/FiniteDifferences/pde.hpp:
	  
	  Added onefactoroperator to operator factory. More refactoring of bsm
	  operators.

2005-11-01 07:09  Joseph Wang

	* [r6217] ql/FiniteDifferences/bsmtermoperator.cpp,
	  ql/FiniteDifferences/bsmtermoperator.hpp,
	  ql/FiniteDifferences/pde.hpp:
	  
	  More BSM refactoring. Where I'm going with this is to turn
	  bsmtermoperator
	  and bsmoperator into "generic" parabolic PDE operators.

2005-11-01 04:56  Joseph Wang

	* [r6216] ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmtermoperator.cpp,
	  ql/FiniteDifferences/bsmtermoperator.hpp, ql/Math/sampledcurve.cpp,
	  ql/Math/sampledcurve.hpp, ql/Math/transformedgrid.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp, ql/grid.hpp,
	  test-suite/Makefile.am, test-suite/quantlibtestsuite.cpp,
	  test-suite/sampledcurve.cpp, test-suite/transformedgrid.cpp,
	  test-suite/transformedgrid.hpp:
	  
	  Refactored so that operators use transformed grid
	  Refactored to move things from sampled curve to grid.hpp

2005-10-31 15:35  Luigi Ballabio

	* [r6215] News.txt, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp, ql/Instruments/swap.cpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.cpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.hpp,
	  test-suite/shortratemodels.cpp, test-suite/shortratemodels.hpp:
	  
	  SimpleSwap can now be set an engine. If none was set, the old
	  cash-flow-based calculation is used.

2005-10-27 14:59  Luigi Ballabio

	* [r6205] ql/ShortRateModels/twofactormodel.cpp,
	  ql/ShortRateModels/twofactormodel.hpp:
	  
	  *** empty log message ***

2005-10-27 13:53  Luigi Ballabio

	* [r6204] Docs/pages/faq.docs:
	  
	  *** empty log message ***

2005-10-27 10:17  Luigi Ballabio

	* [r6201] ql/FiniteDifferences/Makefile.am:
	  
	  *** empty log message ***

2005-10-27 08:30  Luigi Ballabio

	* [r6200] ql/ShortRateModels/onefactormodel.hpp:
	  
	  *** empty log message ***

2005-10-27 01:33  Joseph Wang

	* [r6199] ql/FiniteDifferences/operatorfactory.hpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp:
	  
	  Abstracted operator creation into operator factory class.

2005-10-26 23:52  Joseph Wang

	* [r6198] ql/Math/sampledcurve.hpp:
	  
	  Put in a ostream << operator

2005-10-25 15:23  Luigi Ballabio

	* [r6185] ql/FiniteDifferences/valueatcenter.cpp, ql/Math/Makefile.am,
	  test-suite/basketoption.cpp:
	  
	  *** empty log message ***

2005-10-25 15:23  Luigi Ballabio

	* [r6184] ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp:
	  
	  Back to Array to make it explicit that we're in the linear algebra
	  domain (Disposable just works with Array anyway)

2005-10-25 15:20  Luigi Ballabio

	* [r6183] ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/valueatcenter.hpp:
	  
	  Deprecated in favour of SampledCurve

2005-10-25 15:18  Luigi Ballabio

	* [r6182] ql/instrument.hpp, ql/option.hpp:
	  
	  Moved declarations down the Instrument hierarchy to reduce
	  dependencies

2005-10-25 15:17  Luigi Ballabio

	* [r6181] ql/Math/sampledcurve.cpp, ql/Math/sampledcurve.hpp,
	  test-suite/sampledcurve.cpp:
	  
	  Added constness specification to methods; formatted for Doxygen

2005-10-24 10:47  Luigi Ballabio

	* [r6180] ql/MonteCarlo/mctraits.hpp, ql/date.hpp,
	  ql/stochasticprocess.hpp, ql/yieldtermstructure.hpp:
	  
	  Removed deprecated features

2005-10-24 08:17  Luigi Ballabio

	* [r6179] ql/FiniteDifferences/bsmtermoperator.cpp:
	  
	  *** empty log message ***

2005-10-24 02:59  Joseph Wang

	* [r6178] ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmtermoperator.cpp:
	  
	  Use the process abstractions to pull out diffusion and drift

2005-10-21 12:20  Luigi Ballabio

	* [r6169] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp:
	  
	  Added timing to examples

2005-10-21 11:37  Eric Ehlers

	* [r6168] Docs/pages/faq.docs:
	  
	  update faq

2005-10-21 11:15  Luigi Ballabio

	* [r6167] test-suite/batesmodel.cpp, test-suite/bermudanswaption.cpp,
	  test-suite/hestonmodel.cpp, test-suite/interpolations.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/shortratemodels.cpp:
	  
	  More accurate count of performed tests

2005-10-21 09:16  Luigi Ballabio

	* [r6163] Examples/AmericanOption/Makefile.am,
	  Examples/BermudanSwaption/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EuropeanOption/Makefile.am, Examples/Makefile.am,
	  Examples/Swap/Makefile.am, Makefile.am:
	  
	  Added check-examples target to makefiles

2005-10-21 07:46  Luigi Ballabio

	* [r6160] Announce.txt, ChangeLog.txt, Contributors.txt,
	  Docs/pages/authors.docs, Docs/pages/faq.docs,
	  Docs/pages/history.docs, Docs/pages/install.docs,
	  Docs/pages/license.docs, Docs/pages/overview.docs,
	  Docs/quantlib.doxy, Examples/makefile.mak, LICENSE.TXT, News.txt,
	  QuantLib.dev, QuantLib.dsp, QuantLib.vcproj, QuantLib_vc8.vcproj,
	  Readme.txt, configure.ac, dev_tools/developers,
	  ql/Calendars/istanbul.cpp, ql/Calendars/istanbul.hpp,
	  ql/DayCounters/actualactual.cpp, ql/Indexes/Makefile.am,
	  ql/Indexes/all.hpp, ql/Indexes/trlibor.hpp, ql/Makefile.am,
	  ql/Math/choleskydecomposition.cpp, ql/Math/multicubicspline.hpp,
	  ql/Math/trapezoidintegral.hpp, ql/Patterns/singleton.hpp,
	  ql/PricingEngines/Vanilla/fdshoutengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp,
	  ql/Processes/capletlmmprocess.cpp,
	  ql/Processes/capletlmmprocess.hpp,
	  ql/Volatilities/capletvariancecurve.hpp, ql/capvolstructures.hpp,
	  ql/solver1d.hpp, ql/swaptionvolstructure.hpp,
	  test-suite/batesmodel.cpp, test-suite/interpolations.cpp,
	  test-suite/testsuite.dsp, test-suite/testsuite.vcproj:
	  
	  Merged 0.3.11 branch

2005-10-21 07:45  Luigi Ballabio

	* [r6159] ql/PricingEngines/Vanilla/fdbermudanengine.hpp:
	  
	  *** empty log message ***

2005-10-21 00:26  Joseph Wang

	* [r6158] ql/PricingEngines/Vanilla/fdbermudanengine.hpp:
	  
	  Simplify syntax.

2005-10-20 14:39  Luigi Ballabio

	* [r6150] Examples/AmericanOption/AmericanOption.dev,
	  Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EuropeanOption/EuropeanOption.dev, Examples/Swap/Swap.dev,
	  QuantLib.dev, QuantLib.dsp, QuantLib.nsi, QuantLib.vcproj,
	  QuantLib_vc8.vcproj, configure.ac, dev_tools/version_number.txt,
	  functions/ql/Functions/QuantLibFunctions.dev,
	  functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  functions/ql/Functions/QuantLibFunctions_vc8.vcproj, makefile.mak,
	  ql/qldefines.hpp, test-suite/testsuite.dev,
	  test-suite/testsuite.dsp, test-suite/testsuite.vcproj,
	  test-suite/testsuite_vc8.vcproj:
	  
	  Bumped version number to 0.3.12

2005-10-20 14:39  Luigi Ballabio

	* [r6149] ql/Math/sampledcurve.hpp,
	  ql/PricingEngines/Vanilla/fdbermudanengine.hpp:
	  
	  Fixes for gcc4

2005-10-18 05:56  Joseph Wang

	* [r6128] ql/Math/sampledcurve.hpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp:
	  
	  encapsulate center at value item in sampled curve

2005-10-17 09:06  Joseph Wang

	* [r6101] ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp, ql/Math/sampledcurve.hpp,
	  ql/PricingEngines/Vanilla/fdamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.cpp,
	  ql/PricingEngines/Vanilla/fddividendshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp,
	  ql/PricingEngines/Vanilla/fdshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.hpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp, ql/instrument.hpp,
	  test-suite/europeanoption.cpp, test-suite/europeanoption.hpp:
	  
	  Major rework of finite difference engines to use sampled curve class
	  which will
	  allow users to get price curve information.

2005-10-15 08:08  Nicolas Di Césaré

	* [r6093] ql/FiniteDifferences/tridiagonaloperator.hpp:
	  
	  *** empty log message ***

2005-10-14 06:42  Joseph Wang

	* [r6090] ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  test-suite/basketoption.cpp:
	  
	  add option to turn off antithetic variates in mcamericanbasketengine

2005-10-14 06:41  Joseph Wang

	* [r6089] ql/Math/sampledcurve.hpp:
	  
	  more methods for SampledCurve object

2005-10-11 01:09  Joseph Wang

	* [r6084] ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  test-suite/basketoption.cpp, test-suite/basketoption.hpp:
	  
	  Fix crash in mcamericanbasketengine.cpp due to odd required samples.
	  Added unit test to check fix.

2005-10-08 04:19  Joseph Wang

	* [r6067] ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp:
	  
	  Convert some functions into function templates so that it is less
	  dependent
	  on array.

2005-10-03 14:45  Luigi Ballabio

	* [r6046] Docs/Makefile.am, Examples/AmericanOption/Makefile.am,
	  Examples/BermudanSwaption/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EuropeanOption/Makefile.am, Examples/Makefile.am,
	  Examples/Swap/Makefile.am, Makefile.am,
	  functions/ql/Functions/Makefile.am, ql/Calendars/Makefile.am,
	  ql/CashFlows/Makefile.am, ql/Currencies/Makefile.am,
	  ql/DayCounters/Makefile.am, ql/FiniteDifferences/Makefile.am,
	  ql/Indexes/Makefile.am, ql/Instruments/Makefile.am,
	  ql/Lattices/Makefile.am, ql/Makefile.am, ql/Math/Makefile.am,
	  ql/Math/all.hpp, ql/MonteCarlo/Makefile.am,
	  ql/Optimization/Makefile.am, ql/Pricers/Makefile.am,
	  ql/PricingEngines/Asian/Makefile.am,
	  ql/PricingEngines/Barrier/Makefile.am,
	  ql/PricingEngines/Basket/Makefile.am,
	  ql/PricingEngines/CapFloor/Makefile.am,
	  ql/PricingEngines/Cliquet/Makefile.am,
	  ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/Swaption/Makefile.am,
	  ql/PricingEngines/Vanilla/Makefile.am, ql/Processes/Makefile.am,
	  ql/RandomNumbers/Makefile.am,
	  ql/ShortRateModels/CalibrationHelpers/Makefile.am,
	  ql/ShortRateModels/Makefile.am,
	  ql/ShortRateModels/OneFactorModels/Makefile.am,
	  ql/ShortRateModels/TwoFactorModels/Makefile.am,
	  ql/TermStructures/Makefile.am, ql/Utilities/Makefile.am,
	  ql/Volatilities/Makefile.am, test-suite/Makefile.am,
	  test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2005-10-03 13:47  Luigi Ballabio

	* [r6045] QuantLib.dev, ql/makefile.mak, test-suite/testsuite.dev:
	  
	  *** empty log message ***

2005-10-03 13:01  Luigi Ballabio

	* [r6044] Docs/makefile.mak, Examples/AmericanOption/makefile.mak,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak,
	  Examples/makefile.mak, functions/ql/Functions/makefile.mak,
	  makefile.mak, ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/Currencies/makefile.mak, ql/DayCounters/makefile.mak,
	  ql/FiniteDifferences/makefile.mak, ql/Indexes/makefile.mak,
	  ql/Instruments/makefile.mak, ql/Lattices/makefile.mak,
	  ql/Math/makefile.mak, ql/MonteCarlo/makefile.mak,
	  ql/Optimization/makefile.mak, ql/Pricers/makefile.mak,
	  ql/PricingEngines/Asian/makefile.mak,
	  ql/PricingEngines/Barrier/makefile.mak,
	  ql/PricingEngines/Basket/makefile.mak,
	  ql/PricingEngines/CapFloor/makefile.mak,
	  ql/PricingEngines/Cliquet/makefile.mak,
	  ql/PricingEngines/Swaption/makefile.mak,
	  ql/PricingEngines/Vanilla/makefile.mak,
	  ql/PricingEngines/makefile.mak, ql/Processes/makefile.mak,
	  ql/RandomNumbers/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/TermStructures/makefile.mak,
	  ql/Utilities/makefile.mak, ql/Volatilities/makefile.mak,
	  ql/makefile.mak, test-suite/makefile.mak:
	  
	  *** empty log message ***

2005-10-03 12:46  Luigi Ballabio

	* [r6043] makefile.mak, ql/Calendars/makefile.mak,
	  ql/CashFlows/makefile.mak, ql/Currencies/makefile.mak,
	  ql/DayCounters/makefile.mak,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp, ql/Indexes/makefile.mak,
	  ql/Lattices/makefile.mak, ql/Math/gaussianorthogonalpolynomial.cpp,
	  ql/Math/makefile.mak, ql/MonteCarlo/makefile.mak,
	  ql/Optimization/makefile.mak, ql/Pricers/makefile.mak,
	  ql/PricingEngines/Asian/makefile.mak,
	  ql/PricingEngines/Barrier/makefile.mak,
	  ql/PricingEngines/Basket/makefile.mak,
	  ql/PricingEngines/CapFloor/makefile.mak,
	  ql/PricingEngines/CapFloor/treecapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/treecapfloorengine.hpp,
	  ql/PricingEngines/Cliquet/makefile.mak,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp,
	  ql/PricingEngines/Swaption/makefile.mak,
	  ql/PricingEngines/Vanilla/analytichestonengine.cpp,
	  ql/PricingEngines/Vanilla/analytichestonengine.hpp,
	  ql/PricingEngines/Vanilla/batesengine.cpp,
	  ql/PricingEngines/Vanilla/batesengine.hpp,
	  ql/PricingEngines/Vanilla/makefile.mak,
	  ql/PricingEngines/makefile.mak, ql/Processes/capletlmmprocess.cpp,
	  ql/Processes/hestonprocess.cpp, ql/Processes/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak,
	  ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/TermStructures/makefile.mak, ql/makefile.mak,
	  test-suite/batesmodel.cpp, test-suite/bermudanswaption.cpp,
	  test-suite/distributions.cpp, test-suite/hestonmodel.cpp,
	  test-suite/makefile.mak, test-suite/shortratemodels.cpp:
	  
	  Some fixes for Borland

2005-10-03 09:54  Luigi Ballabio

	* [r6042] QuantLib_vc8.vcproj, test-suite/testsuite_vc8.vcproj:
	  
	  *** empty log message ***

2005-10-03 09:06  Luigi Ballabio

	* [r6041] QuantLib.vcproj, ql/Math/array.hpp, ql/config.msvc.hpp,
	  test-suite/testsuite.vcproj:
	  
	  Fixes for VC++7.1

2005-10-03 02:47  Joseph Wang

	* [r6039] ql/Math/sampledcurve.hpp:
	  
	  Add sampledcurve.hpp

2005-10-02 06:10  Joseph Wang

	* [r6038] test-suite/Makefile.am, test-suite/quantlibtestsuite.cpp,
	  test-suite/sampledcurve.cpp, test-suite/sampledcurve.hpp,
	  test-suite/testsuite.dsp, test-suite/testsuite.vcproj:
	  
	  Added sampled curve tests

2005-09-30 15:45  Luigi Ballabio

	* [r6035] QuantLib.dsp, ql/Patterns/singleton.hpp,
	  ql/PricingEngines/Vanilla/analytichestonengine.cpp,
	  ql/PricingEngines/Vanilla/analytichestonengine.hpp,
	  ql/PricingEngines/Vanilla/batesengine.cpp,
	  ql/PricingEngines/Vanilla/batesengine.hpp, ql/Utilities/strings.hpp,
	  ql/qldefines.hpp, ql/settings.hpp, test-suite/batesmodel.cpp,
	  test-suite/hestonmodel.cpp, test-suite/libormarketmodelprocess.cpp,
	  test-suite/testsuite.dsp:
	  
	  Fixes for VC++6

2005-09-30 11:39  Luigi Ballabio

	* [r6034] ql/PricingEngines/Vanilla/fdbermudanengine.hpp:
	  
	  Fixed signature mismatch in virtual method (thanks to Enrico
	  Michelotti)

2005-09-29 08:37  Luigi Ballabio

	* [r6026] Docs/pages/config.docs,
	  Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, News.txt, configure.ac,
	  ql/Patterns/singleton.hpp, ql/settings.hpp, ql/userconfig.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Added hook for multiple sessions to Singleton

2005-09-28 11:30  Luigi Ballabio

	* [r6024] test-suite/hestonmodel.cpp:
	  
	  *** empty log message ***

2005-09-27 07:20  Luigi Ballabio

	* [r6021] News.txt, ql/Currencies/america.hpp, ql/Currencies/asia.hpp,
	  ql/Currencies/europe.hpp, ql/Currencies/exchangeratemanager.cpp,
	  ql/Currencies/exchangeratemanager.hpp, ql/Currencies/oceania.hpp,
	  ql/types.hpp:
	  
	  New Turkish lira added

2005-09-23 14:38  Luigi Ballabio

	* [r6016] News.txt, ql/Processes/Makefile.am, ql/Processes/all.hpp,
	  ql/Processes/capletlmmprocess.cpp,
	  ql/Processes/capletlmmprocess.hpp,
	  ql/Volatilities/capletvariancecurve.hpp, test-suite/Makefile.am,
	  test-suite/libormarketmodelprocess.cpp,
	  test-suite/libormarketmodelprocess.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Added stochastic process for caplet Libor market model (thanks to
	  Klaus Spanderen)

2005-09-23 07:55  Luigi Ballabio

	* [r6015] ql/Volatilities/Makefile.am, ql/Volatilities/all.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/capletconstantvol.hpp,
	  ql/Volatilities/capletvariancecurve.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/capvolstructures.hpp,
	  ql/swaptionvolstructure.hpp, ql/voltermstructure.hpp:
	  
	  Added extrapolation to swaption, cap and caplet volatility
	  structures

2005-09-22 09:57  Luigi Ballabio

	* [r6014] ql/MonteCarlo/multipathgenerator.hpp,
	  ql/stochasticprocess.cpp, ql/stochasticprocess.hpp:
	  
	  *** empty log message ***

2005-09-22 07:02  Luigi Ballabio

	* [r6013] News.txt,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp,
	  test-suite/asianoptions.cpp:
	  
	  Added vega to analytic discrete-averaging Asian engine (thanks to
	  Gary Kennedy)

2005-09-19 11:55  Luigi Ballabio

	* [r6004] ql/PricingEngines/Vanilla/batesengine.hpp:
	  
	  Documentation fix (thanks to Gary Kennedy)

2005-09-19 11:55  Luigi Ballabio

	* [r6003] test-suite/Makefile.am:
	  
	  *** empty log message ***

2005-09-19 00:22  Joseph Wang

	* [r6002] ql/Processes/defaultable.hpp:
	  
	  Add new defaultable types

2005-09-18 06:21  Joseph Wang

	* [r6001] ql/Processes/defaultable.hpp:
	  
	  On second thought. Use multi-interheritance for defaultable
	  processes
	  rather than templating.

2005-09-18 06:14  Joseph Wang

	* [r6000] ql/FiniteDifferences/parallelevolver.hpp,
	  ql/Processes/defaultable.hpp, test-suite/Makefile.am,
	  test-suite/defaultable.cpp:
	  
	  Add defaultable process

2005-09-15 09:45  Luigi Ballabio

	* [r5995] ql/Math/bivariatenormaldistribution.hpp,
	  test-suite/basketoption.cpp:
	  
	  Switched to new bivariate implementation

2005-09-13 13:34  Joseph Wang

	* [r5992] ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/vanillaoption.hpp,
	  ql/PricingEngines/Vanilla/fdamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp,
	  ql/PricingEngines/Vanilla/fdshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp:
	  
	  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 06:56  Joseph Wang

	* [r5991] ql/PricingEngines/Vanilla/fdamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fdbermudanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp,
	  ql/PricingEngines/Vanilla/fdshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.hpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp:
	  
	  Start of general refactoring of fd files. This moves the definition
	  of the
	  argument pointer out of the constructor.

2005-09-09 06:43  Luigi Ballabio

	* [r5981] QuantLib_vc8.vcproj, test-suite/batesmodel.cpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  *** empty log message ***

2005-09-08 08:56  Luigi Ballabio

	* [r5979] ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbond.hpp:
	  
	  Added optional longFinal flag to FixedCouponBond (thanks to Plamen
	  Neykov)

2005-09-07 15:05  Luigi Ballabio

	* [r5978] LICENSE.TXT, News.txt, ql/TermStructures/Makefile.am,
	  ql/TermStructures/all.hpp, ql/TermStructures/bondhelpers.cpp,
	  ql/TermStructures/bondhelpers.hpp,
	  ql/TermStructures/ratehelpers.hpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  Added fixed-coupon bond helper for curve bootstrapping (thanks to
	  Toyin Akin)

2005-09-05 10:05  Luigi Ballabio

	* [r5976] ql/Instruments/Makefile.am, ql/Instruments/all.hpp,
	  test-suite/bonds.cpp:
	  
	  *** empty log message ***

2005-09-04 16:25  Joseph Wang

	* [r5975] ql/Instruments/convertiblebond.hpp:
	  
	  add in tboafo's changes

2005-08-29 13:29  Luigi Ballabio

	* [r5967] News.txt, ql/Math/bivariatenormaldistribution.cpp,
	  ql/Math/bivariatenormaldistribution.hpp,
	  ql/Math/gaussianquadratures.cpp, ql/Math/gaussianquadratures.hpp,
	  test-suite/distributions.cpp, test-suite/gaussianquadratures.cpp,
	  test-suite/gaussianquadratures.hpp:
	  
	  Added tabulated Gauss-Legendre quadratures and more precise
	  implementation of bivariate cumulative normal distribution (thanks
	  to Gary Kennedy)

2005-08-26 13:04  Luigi Ballabio

	* [r5965] ql/TermStructures/piecewiseyieldcurve.hpp:
	  
	  Fix for evaluation date change (thanks to Aurelien Chanudet)

2005-08-26 03:32  Joseph Wang

	* [r5964] ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp:
	  
	  Replaced getYearFraction with method from process

2005-08-23 14:05  Luigi Ballabio

	* [r5963] ql/RandomNumbers/seedgenerator.cpp,
	  ql/Utilities/Makefile.am, ql/Utilities/dataparsers.cpp,
	  ql/Utilities/strings.cpp, ql/Utilities/strings.hpp, ql/date.cpp,
	  ql/qldefines.hpp:
	  
	  Include a few system headers only when needed

2005-08-21 15:01  Plamen Neykov

	* [r5957] ql/schedule.cpp:
	  
	  Fix of a possible crash if the schdule has only one period

2005-08-19 14:42  Luigi Ballabio

	* [r5956] Contributors.txt, Docs/pages/authors.docs, configure.ac:
	  
	  Added support for relative paths in configure options (thanks to
	  Antoine Cellerier)

2005-08-19 13:41  Luigi Ballabio

	* [r5954] acinclude.m4, configure.ac, ql/Makefile.am,
	  ql/config.ansi.hpp, ql/config.bcc.hpp, ql/config.mingw.hpp,
	  ql/config.msvc.hpp, ql/config.mwcw.hpp, ql/qldefines.hpp:
	  
	  Rename conflicting autoconf defines when installing config.hpp

2005-08-19 09:28  Luigi Ballabio

	* [r5953] ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/Math/svd.cpp:
	  
	  *** empty log message ***

2005-08-18 17:21  Luigi Ballabio

	* [r5952] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/indexedcashflowvectors.hpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp, ql/Math/array.hpp,
	  ql/Math/matrix.hpp, ql/MonteCarlo/path.hpp,
	  ql/Optimization/armijo.cpp, ql/Patterns/singleton.hpp,
	  ql/timegrid.hpp, test-suite/Makefile.am, test-suite/array.cpp,
	  test-suite/array.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  A couple more Boost facilities used instead of homegrown code

2005-08-17 10:19  Luigi Ballabio

	* [r5942] test-suite/testsuite_vc8.vcproj:
	  
	  *** empty log message ***

2005-08-17 09:27  Luigi Ballabio

	* [r5939] test-suite/Makefile.am:
	  
	  *** empty log message ***

2005-08-16 16:30  Luigi Ballabio

	* [r5935] QuantLib_vc8.sln, QuantLib_vc8.vcproj,
	  test-suite/batesmodel.cpp, test-suite/bin,
	  test-suite/bin/.cvsignore, test-suite/hestonmodel.cpp,
	  test-suite/testsuite_vc8.vcproj:
	  
	  *** empty log message ***

2005-08-16 14:25  Luigi Ballabio

	* [r5934] Examples/AmericanOption/AmericanOption.dev,
	  Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EuropeanOption/EuropeanOption.dev, Examples/Swap/Swap.dev:
	  
	  *** empty log message ***

2005-08-16 14:16  Luigi Ballabio

	* [r5933] QuantLib.dev, test-suite/testsuite.dev:
	  
	  *** empty log message ***

2005-08-16 13:29  Luigi Ballabio

	* [r5932] ql/Math/primenumbers.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Vanilla/analytichestonengine.hpp,
	  test-suite/pathgenerator.cpp:
	  
	  *** empty log message ***

2005-07-28 13:16  Luigi Ballabio

	* [r5913] ql/TermStructures/piecewiseyieldcurve.hpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  Fixed PiecewiseYieldCurve recalculation (thanks to Plamen Neykov)

2005-07-27 21:01  Eric Ehlers

	* [r5910] Docs/pages/faq.docs:
	  
	  add FAQ for .NET support

2005-07-27 13:20  Luigi Ballabio

	* [r5904] News.txt, ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/all.hpp,
	  ql/PricingEngines/Vanilla/analytichestonengine.cpp,
	  ql/PricingEngines/Vanilla/analytichestonengine.hpp,
	  ql/PricingEngines/Vanilla/batesengine.cpp,
	  ql/PricingEngines/Vanilla/batesengine.hpp,
	  ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp,
	  ql/ShortRateModels/TwoFactorModels/Makefile.am,
	  ql/ShortRateModels/TwoFactorModels/batesmodel.cpp,
	  ql/ShortRateModels/TwoFactorModels/batesmodel.hpp,
	  ql/ShortRateModels/TwoFactorModels/hestonmodel.cpp,
	  ql/ShortRateModels/TwoFactorModels/hestonmodel.hpp,
	  ql/ShortRateModels/all.hpp, test-suite/Makefile.am,
	  test-suite/batesmodel.cpp, test-suite/batesmodel.hpp,
	  test-suite/hestonmodel.cpp, test-suite/quantlibtestsuite.cpp:
	  
	  Added Bates stochastic-volatility model thanks to Klaus Spanderen)

2005-07-26 09:47  Luigi Ballabio

	* [r5903] Docs/pages/config.docs:
	  
	  *** empty log message ***

2005-07-21 15:05  Luigi Ballabio

	* [r5899] Contributors.txt, Docs/pages/authors.docs,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/twofactormodel.hpp,
	  test-suite/shortratemodels.cpp:
	  
	  Fixes for G2 model (thanks to Marco Tarenghi)

2005-07-21 14:53  Ferdinando Ametrano

	* [r5898] QuantLib.nsi:
	  
	  no message

2005-07-21 14:27  Ferdinando Ametrano

	* [r5897] QuantLib.nsi, QuantLib.vcproj:
	  
	  VC7.1 catching up

2005-07-20 15:45  Luigi Ballabio

	* [r5895] News.txt, configure.ac, ql/errors.cpp, ql/userconfig.hpp:
	  
	  Added configuration option for adding current function information
	  to error messages

2005-07-20 12:55  Luigi Ballabio

	* [r5893] ql/date.hpp:
	  
	  Encapsulated IMM enumeration into struct scope

2005-07-20 07:07  Luigi Ballabio

	* [r5891] ql/yieldtermstructure.hpp:
	  
	  Changed par-rate interface

2005-07-19 09:13  Luigi Ballabio

	* [r5876] ql/Optimization/leastsquare.hpp:
	  
	  Missing virtual destructor added

2005-07-18 14:40  Luigi Ballabio

	* [r5869] ql/PricingEngines/Basket/mcamericanbasketengine.cpp:
	  
	  *** empty log message ***

2005-07-14 09:38  Luigi Ballabio

	* [r5854] Docs/pages/history.docs:
	  
	  *** empty log message ***

2005-07-14 09:24  Luigi Ballabio

	* [r5853] Docs/pages/history.docs:
	  
	  *** empty log message ***

2005-07-13 10:37  Luigi Ballabio

	* [r5847] Announce.txt, Docs/Makefile.am, Docs/pages/faq.docs,
	  Examples/AmericanOption/Makefile.am,
	  Examples/BermudanSwaption/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EuropeanOption/Makefile.am, Examples/Makefile.am,
	  Examples/Swap/Makefile.am, Makefile.am,
	  functions/ql/Functions/Makefile.am, ql/Calendars/Makefile.am,
	  ql/CashFlows/Makefile.am, ql/Currencies/Makefile.am,
	  ql/DayCounters/Makefile.am, ql/FiniteDifferences/Makefile.am,
	  ql/Indexes/Makefile.am, ql/Instruments/Makefile.am,
	  ql/Lattices/Makefile.am, ql/Makefile.am, ql/Math/Makefile.am,
	  ql/MonteCarlo/Makefile.am, ql/Optimization/Makefile.am,
	  ql/Pricers/Makefile.am, ql/PricingEngines/Asian/Makefile.am,
	  ql/PricingEngines/Barrier/Makefile.am,
	  ql/PricingEngines/Basket/Makefile.am,
	  ql/PricingEngines/CapFloor/Makefile.am,
	  ql/PricingEngines/Cliquet/Makefile.am,
	  ql/PricingEngines/Forward/Makefile.am,
	  ql/PricingEngines/Makefile.am, ql/PricingEngines/Quanto/Makefile.am,
	  ql/PricingEngines/Swaption/Makefile.am,
	  ql/PricingEngines/Vanilla/Makefile.am, ql/Processes/Makefile.am,
	  ql/RandomNumbers/Makefile.am,
	  ql/ShortRateModels/CalibrationHelpers/Makefile.am,
	  ql/ShortRateModels/Makefile.am,
	  ql/ShortRateModels/OneFactorModels/Makefile.am,
	  ql/ShortRateModels/TwoFactorModels/Makefile.am,
	  ql/TermStructures/Makefile.am,
	  ql/TermStructures/piecewiseyieldcurve.hpp, ql/Utilities/Makefile.am,
	  ql/Volatilities/Makefile.am, ql/config.msvc.hpp,
	  test-suite/Makefile.am, test-suite/piecewiseyieldcurve.cpp:
	  
	  Merged 0.3.10 branch

2005-07-07 07:24  Luigi Ballabio

	* [r5827] ChangeLog.txt, Contributors.txt, Docs/pages/authors.docs,
	  Docs/pages/faq.docs, Docs/pages/history.docs,
	  Docs/pages/license.docs, Docs/pages/overview.docs,
	  Examples/AmericanOption/AmericanOption.dev,
	  Examples/AmericanOption/AmericanOption.dsp,
	  Examples/AmericanOption/AmericanOption.vcproj,
	  Examples/AmericanOption/AmericanOption_vc8.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc8.vcproj,
	  Examples/EuropeanOption/EuropeanOption.dev,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.vcproj,
	  Examples/EuropeanOption/EuropeanOption_vc8.vcproj,
	  Examples/Swap/Swap.dev, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.vcproj, Examples/Swap/Swap_vc8.vcproj,
	  LICENSE.TXT, QuantLib.dev, QuantLib.dsp, QuantLib.vcproj,
	  QuantLib_vc8.sln, QuantLib_vc8.vcproj, acinclude.m4,
	  dev_tools/version_number.txt,
	  functions/ql/Functions/QuantLibFunctions_vc8.vcproj,
	  ql/Calendars/Makefile.am, ql/Calendars/all.hpp,
	  ql/Calendars/copenhagen.cpp, ql/Calendars/copenhagen.hpp,
	  ql/Calendars/istanbul.cpp, ql/Calendars/istanbul.hpp,
	  ql/FiniteDifferences/operatortraits.hpp,
	  ql/FiniteDifferences/parallelevolver.hpp, ql/Instruments/bond.hpp,
	  ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/zerocouponbond.cpp, ql/Math/gaussianquadratures.cpp,
	  ql/Math/multicubicspline.hpp, ql/Math/tqreigendecomposition.cpp,
	  ql/Patterns/observable.hpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp, ql/config.msvc.hpp,
	  ql/qldefines.hpp, ql/timegrid.hpp, test-suite/Makefile.am,
	  test-suite/americanoption.hpp, test-suite/bonds.cpp,
	  test-suite/covariance.cpp, test-suite/distributions.cpp,
	  test-suite/factorial.cpp, test-suite/gaussianquadratures.cpp,
	  test-suite/hestonmodel.cpp, test-suite/interpolations.cpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/pathgenerator.cpp, test-suite/rounding.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.vcproj, test-suite/testsuite_vc8.vcproj,
	  test-suite/utilities.hpp:
	  
	  Merged 0.3.10 branch

2005-07-03 07:55  Joseph Wang

	* [r5822] ql/Patterns/observable.hpp:
	  
	  Add forward declaration for Observer to allow compile.

2005-06-24 07:26  Luigi Ballabio

	* [r5807] News.txt, ql/Calendars/Makefile.am, ql/Calendars/all.hpp,
	  ql/Calendars/bombay.cpp, ql/Calendars/bombay.hpp,
	  ql/Calendars/taipei.cpp, ql/Calendars/taipei.hpp:
	  
	  Bombay and Taipei calendars added

2005-06-09 12:46  Luigi Ballabio

	* [r5767] test-suite/old_pricers.cpp:
	  
	  *** empty log message ***

2005-06-08 15:47  Luigi Ballabio

	* [r5764] ql/MonteCarlo/mctraits.hpp:
	  
	  *** empty log message ***

2005-06-08 14:05  Luigi Ballabio

	* [r5763] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  ql/MonteCarlo/mctraits.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp,
	  ql/PricingEngines/Asian/mcdiscreteasianengine.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Vanilla/mchestonengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp:
	  
	  Renamed Single/MultiAsset traits to Single/MultiVariate

2005-06-08 10:35  Luigi Ballabio

	* [r5762] News.txt, ql/Indexes/Makefile.am, ql/Indexes/all.hpp,
	  ql/Indexes/dkklibor.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/eurlibor.hpp, ql/Indexes/nzdlibor.hpp,
	  ql/Indexes/usdlibor.hpp:
	  
	  Added DKKLibor, EURLibor, NZDLibor

2005-06-07 15:55  Luigi Ballabio

	* [r5760] News.txt, ql/Indexes/Makefile.am, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/core.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/libor.cpp, ql/Indexes/libor.hpp,
	  ql/Indexes/usdlibor.hpp, ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  test-suite/bermudanswaption.cpp, test-suite/shortratemodels.cpp:
	  
	  More accurate LIBOR calendars (thanks to Daniele de Francesco)

2005-06-06 09:44  Luigi Ballabio

	* [r5759] ql/Indexes/Makefile.am, ql/Indexes/all.hpp,
	  ql/Indexes/jibar.hpp, ql/Indexes/zarlibor.hpp,
	  test-suite/compoundforward.cpp:
	  
	  File renamed

2005-06-03 07:46  Luigi Ballabio

	* [r5748] ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp, ql/Instruments/basketoption.cpp,
	  ql/Instruments/basketoption.hpp, ql/Instruments/cliquetoption.cpp,
	  ql/Instruments/cliquetoption.hpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/Instruments/dividendvanillaoption.cpp,
	  ql/Instruments/dividendvanillaoption.hpp,
	  ql/Instruments/europeanoption.cpp,
	  ql/Instruments/europeanoption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/Processes/eulerdiscretization.cpp,
	  ql/Processes/eulerdiscretization.hpp,
	  ql/Processes/hestonprocess.cpp, ql/Processes/hestonprocess.hpp,
	  ql/Processes/stochasticprocessarray.hpp,
	  ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp,
	  ql/stochasticprocess.cpp, ql/stochasticprocess.hpp,
	  test-suite/basketoption.cpp, test-suite/cliquetoption.cpp,
	  test-suite/digitaloption.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/pathgenerator.cpp:
	  
	  Renamed GenericStochasticProcess to StochasticProcess (not
	  specifying is generic enough.)

2005-06-01 08:28  Luigi Ballabio

	* [r5747] ql/Instruments/Makefile.am, ql/Instruments/all.hpp,
	  ql/Instruments/core.hpp:
	  
	  *** empty log message ***

2005-06-01 08:19  Luigi Ballabio

	* [r5746] ql/Instruments/callabilityschedule.hpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/Instruments/dividendschedule.hpp:
	  
	  Fixed copyright

2005-06-01 03:07  Joseph Wang

	* [r5745] ql/Instruments/callabilityschedule.hpp,
	  ql/Instruments/convertiblebond.hpp,
	  ql/Instruments/dividendschedule.hpp, test-suite/bonds.cpp:
	  
	  Add convertible bond class

2005-05-31 12:34  Luigi Ballabio

	* [r5744] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  *** empty log message ***

2005-05-30 07:14  Luigi Ballabio

	* [r5740] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  ql/MonteCarlo/multipath.hpp, ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/path.hpp, ql/MonteCarlo/pathgenerator.hpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/PricingEngines/Asian/mc_discr_arith_av_price.cpp,
	  ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp:
	  
	  Restored Path::operator[]

2005-05-27 11:22  Luigi Ballabio

	* [r5739] Examples/DiscreteHedging/DiscreteHedging.cpp, QuantLib.dev,
	  QuantLib.dsp, QuantLib.nsi, QuantLib.vcproj, QuantLib_vc8.vcproj,
	  configure.ac, dev_tools/version_number.txt,
	  functions/ql/Functions/QuantLibFunctions.dev,
	  functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  functions/ql/Functions/QuantLibFunctions_vc8.vcproj,
	  ql/Indexes/zarlibor.hpp, ql/Instruments/basketoption.cpp,
	  ql/Instruments/basketoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp, ql/Lattices/tree.hpp,
	  ql/MonteCarlo/mctraits.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp,
	  ql/PricingEngines/greeks.cpp, ql/PricingEngines/greeks.hpp,
	  ql/Processes/blackscholesprocess.cpp,
	  ql/Processes/blackscholesprocess.hpp,
	  ql/Processes/eulerdiscretization.cpp,
	  ql/Processes/eulerdiscretization.hpp,
	  ql/Processes/hestonprocess.cpp, ql/Processes/hestonprocess.hpp,
	  ql/Processes/merton76process.hpp,
	  ql/Processes/stochasticprocessarray.cpp,
	  ql/Processes/stochasticprocessarray.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/qldefines.hpp, ql/settings.hpp, ql/stochasticprocess.cpp,
	  ql/stochasticprocess.hpp, test-suite/pathgenerator.cpp,
	  test-suite/testsuite.dev, test-suite/testsuite.vcproj,
	  test-suite/testsuite_vc8.vcproj:
	  
	  Bumped version number and removed deprecated code

2005-05-24 08:16  Luigi Ballabio

	* [r5722] ql/MonteCarlo/mctraits.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  test-suite/pathgenerator.cpp:
	  
	  *** empty log message ***

2005-05-23 15:05  Luigi Ballabio

	* [r5712] Contributors.txt, Docs/pages/authors.docs, News.txt,
	  ql/CashFlows/Makefile.am, ql/CashFlows/analysis.cpp,
	  ql/CashFlows/analysis.hpp, ql/CashFlows/core.hpp:
	  
	  Cash-flow analyses added (thanks to Charles Whitmore)

2005-05-23 15:01  Luigi Ballabio

	* [r5711] ql/Instruments/bond.cpp, ql/Instruments/bond.hpp:
	  
	  *** empty log message ***

2005-05-20 14:28  Luigi Ballabio

	* [r5710] Contributors.txt, News.txt:
	  
	  *** empty log message ***

2005-05-20 12:53  Luigi Ballabio

	* [r5709] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  test-suite/shortratemodels.cpp:
	  
	  Fixes for short-rate model calibration helpers (thanks to Enrico
	  Michelotti)

2005-05-20 12:52  Luigi Ballabio

	* [r5708] ql/PricingEngines/Vanilla/fdbermudanengine.hpp:
	  
	  *** empty log message ***

2005-05-20 11:10  Luigi Ballabio

	* [r5707] ql/ShortRateModels/OneFactorModels/coxingersollross.cpp:
	  
	  Fixed volatility constraint (thanks to Klaus Spanderen.)

2005-05-20 09:12  Luigi Ballabio

	* [r5706] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  ql/MonteCarlo/mctraits.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp,
	  test-suite/Makefile.am, test-suite/asianoptions.cpp,
	  test-suite/old_pricers.cpp, test-suite/pathgenerator.cpp:
	  
	  New path class storing the asset values

2005-05-20 07:28  Joseph Wang

	* [r5704] ql/PricingEngines/Vanilla/fdamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fdshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.hpp:
	  
	  modify step condition pricing engines so that the engine interface
	  is in the
	  concrete class rather than in the abstract class.

2005-05-20 06:59  Joseph Wang

	* [r5703] ql/PricingEngines/Vanilla/fddividendshoutengine.hpp,
	  test-suite/dividendoption.cpp:
	  
	  move engine definition to concrete class.

2005-05-20 06:38  Joseph Wang

	* [r5702] ql/PricingEngines/Vanilla/fdbermudanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp, ql/schedule.hpp:
	  
	  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 15:07  Luigi Ballabio

	* [r5701] ql/Instruments/core.hpp:
	  
	  *** empty log message ***

2005-05-19 14:14  Luigi Ballabio

	* [r5700] ql/Instruments/Makefile.am,
	  ql/Instruments/dividendvanillaoption.hpp:
	  
	  *** empty log message ***

2005-05-19 14:13  Luigi Ballabio

	* [r5699] ql/Instruments/dividendschedule.hpp:
	  
	  Fixed copyright

2005-05-19 05:29  Joseph Wang

	* [r5694] ql/Instruments/dividendschedule.hpp,
	  ql/Instruments/dividendvanillaoption.hpp:
	  
	  Move out dividend schedule to its own class.

2005-05-17 10:43  Luigi Ballabio

	* [r5692] test-suite/pathgenerator.cpp:
	  
	  Improved test

2005-05-17 07:51  Luigi Ballabio

	* [r5691] ql/stochasticprocess.hpp:
	  
	  *** empty log message ***

2005-05-17 07:49  Luigi Ballabio

	* [r5690] Docs/quantlib.doxy:
	  
	  Upgraded to Doxygen 1.4.3

2005-05-16 15:12  Luigi Ballabio

	* [r5689] ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp,
	  ql/Processes/blackscholesprocess.cpp,
	  ql/Processes/blackscholesprocess.hpp,
	  ql/Processes/eulerdiscretization.cpp,
	  ql/Processes/eulerdiscretization.hpp,
	  ql/Processes/hestonprocess.cpp, ql/Processes/hestonprocess.hpp,
	  ql/Processes/merton76process.hpp,
	  ql/Processes/stochasticprocessarray.cpp,
	  ql/Processes/stochasticprocessarray.hpp, ql/stochasticprocess.cpp,
	  ql/stochasticprocess.hpp:
	  
	  Added higher-level evolve() method

2005-05-12 19:23  Luigi Ballabio

	* [r5688] test-suite/hestonmodel.cpp:
	  
	  Increased tolerance for Mac OS X

2005-05-11 15:43  Luigi Ballabio

	* [r5686] Docs/quantlib.doxy, functions/ql/Functions/calendars.hpp,
	  functions/ql/Functions/daycounters.hpp,
	  functions/ql/Functions/mathf.hpp, functions/ql/Functions/vols.hpp,
	  ql/Instruments/barrieroption.hpp, ql/Instruments/basketoption.hpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/cliquetoption.hpp,
	  ql/Instruments/europeanoption.hpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.hpp, ql/Math/convergencestatistics.hpp,
	  ql/Math/factorial.hpp, ql/Math/gaussianquadratures.hpp,
	  ql/Math/rounding.hpp,
	  ql/PricingEngines/Vanilla/analytichestonengine.hpp,
	  ql/Processes/hestonprocess.hpp, ql/RandomNumbers/rngtraits.hpp,
	  ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.hpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp, ql/Utilities/tracing.hpp,
	  ql/exchangerate.hpp, ql/money.hpp:
	  
	  Clean-up of Doxygen comments

2005-05-09 09:31  Luigi Ballabio

	* [r5684] ql/Patterns/visitor.hpp, test-suite/hestonmodel.cpp:
	  
	  *** empty log message ***

2005-05-08 19:33  Joseph Wang

	* [r5683] ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp:
	  
	  Generalize a bit. Make this work for all OneAssetOptions, not merely
	  Vanilla options.

2005-05-07 03:25  Joseph Wang

	* [r5682] ql/Patterns/visitor.hpp:
	  
	  Classes with virtual functions should have virtual destructors.

2005-05-06 12:36  Luigi Ballabio

	* [r5681] ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp,
	  ql/Processes/hestonprocess.cpp, test-suite/hestonmodel.cpp:
	  
	  Fixes for Heston-model path generation

2005-05-06 12:36  Luigi Ballabio

	* [r5680] ql/Math/convergencestatistics.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp:
	  
	  Fixes for gcc 3.4

2005-05-06 12:35  Luigi Ballabio

	* [r5679] QuantLib.dev, functions/ql/Functions/QuantLibFunctions.dev,
	  test-suite/QuantLib-test-suite.dev, test-suite/testsuite.dev:
	  
	  *** empty log message ***

2005-05-05 16:24  Luigi Ballabio

	* [r5678] News.txt, ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/analytichestonengine.cpp,
	  ql/PricingEngines/Vanilla/analytichestonengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp,
	  ql/PricingEngines/Vanilla/mchestonengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/Processes/Makefile.am, ql/Processes/hestonprocess.cpp,
	  ql/Processes/hestonprocess.hpp,
	  ql/ShortRateModels/CalibrationHelpers/Makefile.am,
	  ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.hpp,
	  ql/ShortRateModels/TwoFactorModels/Makefile.am,
	  ql/ShortRateModels/TwoFactorModels/hestonmodel.cpp,
	  ql/ShortRateModels/TwoFactorModels/hestonmodel.hpp,
	  test-suite/Makefile.am, test-suite/hestonmodel.cpp,
	  test-suite/hestonmodel.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  Added Heston stochastic-volatility model (thanks to Klaus
	  Spanderen.)

2005-05-05 08:56  Luigi Ballabio

	* [r5677] ql/MonteCarlo/multipathgenerator.hpp:
	  
	  Added antithetic path generation to multi-path generator

2005-05-04 10:43  Luigi Ballabio

	* [r5676] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  test-suite/digitaloption.cpp, test-suite/europeanoption.cpp:
	  
	  *** empty log message ***

2005-05-03 14:04  Luigi Ballabio

	* [r5675] News.txt, ql/Math/Makefile.am,
	  ql/Math/convergencestatistics.hpp, test-suite/stats.cpp,
	  test-suite/stats.hpp:
	  
	  Convergence statistics added (thanks to Gary Kennedy)

2005-05-03 11:03  Luigi Ballabio

	* [r5674] News.txt, ql/Instruments/basketoption.cpp,
	  ql/Instruments/basketoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  test-suite/basketoption.cpp:
	  
	  Multi-asset option takes a generic stochastic process

2005-05-03 11:01  Luigi Ballabio

	* [r5673] ql/Processes/stochasticprocessarray.cpp,
	  ql/Processes/stochasticprocessarray.hpp:
	  
	  Allowed access to underlying processes

2005-05-02 15:28  Luigi Ballabio

	* [r5672] Docs/pages/history.docs,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp:
	  
	  Merged latest changes from 0.3.9

2005-05-02 14:03  Luigi Ballabio

	* [r5670] ql/MonteCarlo/brownianbridge.hpp:
	  
	  *** empty log message ***

2005-04-29 15:35  Luigi Ballabio

	* [r5669] ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, test-suite/pathgenerator.cpp:
	  
	  Fixes for path generation

2005-04-29 14:07  Luigi Ballabio

	* [r5668] News.txt, ql/Lattices/binomialtree.cpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  test-suite/pathgenerator.cpp:
	  
	  Multi-path generator now takes a generic stochastic process

2005-04-29 14:05  Luigi Ballabio

	* [r5667] ql/Processes/Makefile.am, ql/Processes/all.hpp,
	  ql/Processes/stochasticprocessarray.cpp,
	  ql/Processes/stochasticprocessarray.hpp:
	  
	  Added stochastic process array (thanks to Klaus Spanderen.)

2005-04-29 12:11  Luigi Ballabio

	* [r5666] ql/MonteCarlo/multipathgenerator.hpp,
	  test-suite/pathgenerator.cpp:
	  
	  Fix for non-logarithmic processes

2005-04-27 15:37  Luigi Ballabio

	* [r5663] ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, test-suite/pathgenerator.cpp:
	  
	  Added word of warning wrt the use of Brownian bridge---it will have
	  to be fixed somehow

2005-04-26 12:52  Luigi Ballabio

	* [r5660] test-suite/tqreigendecomposition.cpp:
	  
	  *** empty log message ***

2005-04-26 12:51  Luigi Ballabio

	* [r5659] ql/Processes/eulerdiscretization.cpp,
	  ql/Processes/eulerdiscretization.hpp,
	  ql/Processes/ornsteinuhlenbeckprocess.cpp,
	  ql/Processes/ornsteinuhlenbeckprocess.hpp, ql/stochasticprocess.cpp,
	  ql/stochasticprocess.hpp:
	  
	  Extended stochastic process interface

2005-04-26 10:05  Luigi Ballabio

	* [r5658] ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, test-suite/Makefile.am,
	  test-suite/pathgenerator.cpp, test-suite/pathgenerator.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Added path-generation tests

2005-04-22 12:45  Luigi Ballabio

	* [r5657] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  ql/Instruments/asianoption.cpp, ql/Instruments/asianoption.hpp,
	  ql/Instruments/barrieroption.cpp, ql/Instruments/barrieroption.hpp,
	  ql/Instruments/basketoption.cpp, ql/Instruments/basketoption.hpp,
	  ql/Instruments/cliquetoption.cpp, ql/Instruments/cliquetoption.hpp,
	  ql/Instruments/dividendvanillaoption.cpp,
	  ql/Instruments/dividendvanillaoption.hpp,
	  ql/Instruments/europeanoption.cpp,
	  ql/Instruments/europeanoption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp,
	  ql/Lattices/trinomialtree.cpp, ql/Lattices/trinomialtree.hpp,
	  ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/mcdiscreteasianengine.hpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/greeks.cpp, ql/PricingEngines/greeks.hpp,
	  ql/Processes/Makefile.am, ql/Processes/blackscholesprocess.cpp,
	  ql/Processes/blackscholesprocess.hpp,
	  ql/Processes/eulerdiscretization.cpp,
	  ql/Processes/eulerdiscretization.hpp,
	  ql/Processes/geometricbrownianprocess.cpp,
	  ql/Processes/geometricbrownianprocess.hpp,
	  ql/Processes/merton76process.cpp, ql/Processes/merton76process.hpp,
	  ql/Processes/ornsteinuhlenbeckprocess.hpp,
	  ql/Processes/squarerootprocess.cpp,
	  ql/Processes/squarerootprocess.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/twofactormodel.hpp, ql/stochasticprocess.cpp,
	  ql/stochasticprocess.hpp, test-suite/basketoption.cpp,
	  test-suite/cliquetoption.cpp, test-suite/digitaloption.cpp,
	  test-suite/jumpdiffusion.cpp:
	  
	  Added generic multi-dimensional stochastic process

2005-04-21 10:34  Luigi Ballabio

	* [r5656] test-suite/compoundforward.cpp:
	  
	  *** empty log message ***

2005-04-19 15:40  Luigi Ballabio

	* [r5655] Authors.txt, Contributors.txt, Docs/pages/authors.docs:
	  
	  *** empty log message ***

2005-04-19 14:46  Luigi Ballabio

	* [r5654] News.txt, ql/Math/Makefile.am,
	  ql/Math/gaussianorthogonalpolynomial.cpp,
	  ql/Math/gaussianorthogonalpolynomial.hpp,
	  ql/Math/gaussianquadratures.cpp, ql/Math/gaussianquadratures.hpp,
	  ql/Math/tqreigendecomposition.cpp,
	  ql/Math/tqreigendecomposition.hpp, ql/Optimization/simplex.cpp,
	  test-suite/Makefile.am, test-suite/gaussianquadratures.cpp,
	  test-suite/gaussianquadratures.hpp,
	  test-suite/quantlibtestsuite.cpp,
	  test-suite/tqreigendecomposition.cpp,
	  test-suite/tqreigendecomposition.hpp:
	  
	  Added Gaussian quadratures (thanks to Klaus Spanderen.)

2005-04-19 09:48  Luigi Ballabio

	* [r5653] ql/RandomNumbers/sobolrsg.hpp:
	  
	  *** empty log message ***

2005-04-12 15:24  Luigi Ballabio

	* [r5650] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  *** empty log message ***

2005-04-12 14:40  Luigi Ballabio

	* [r5649] Examples/AmericanOption/AmericanOption.dev,
	  Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EuropeanOption/EuropeanOption.dev, Examples/Swap/Swap.dev,
	  QuantLib.dev, functions/ql/Functions/QuantLibFunctions.dev,
	  test-suite/QuantLib-test-suite.dev:
	  
	  Upgraded Dev-C++ projects

2005-04-12 13:57  Luigi Ballabio

	* [r5647] Examples/AmericanOption/AmericanOption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/EuropeanOption/EuropeanOption.dsp, Examples/Swap/Swap.dsp,
	  QuantLib.dsp, ql/Lattices/Makefile.am, ql/Lattices/binomialtree.cpp,
	  ql/Lattices/binomialtree.hpp, ql/Lattices/bsmlattice.cpp,
	  ql/Lattices/bsmlattice.hpp, ql/Lattices/lattice.cpp,
	  ql/Lattices/lattice.hpp, ql/Lattices/lattice1d.hpp,
	  ql/Lattices/lattice2d.cpp, ql/Lattices/lattice2d.hpp,
	  ql/Lattices/tree.hpp, ql/Lattices/trinomialtree.cpp,
	  ql/Lattices/trinomialtree.hpp,
	  ql/PricingEngines/CapFloor/treecapfloorengine.cpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/model.hpp, ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/twofactormodel.cpp,
	  ql/ShortRateModels/twofactormodel.hpp, ql/discretizedasset.hpp,
	  ql/numericalmethod.hpp:
	  
	  Faster implementation of binomial/trinomial trees and lattices

2005-04-12 07:27  Luigi Ballabio

	* [r5645] QuantLib.dsp, functions/ql/Functions/QuantLibFunctions.dsp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp:
	  
	  *** empty log message ***

2005-04-11 12:33  Luigi Ballabio

	* [r5643] Authors.txt, ChangeLog.txt, Docs/Makefile.am,
	  Docs/pages/authors.docs, Docs/pages/faq.docs,
	  Docs/pages/history.docs, Examples/AmericanOption/AmericanOption.dev,
	  Examples/AmericanOption/Makefile.am,
	  Examples/AmericanOption/makefile.mak,
	  Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/BermudanSwaption/Makefile.am,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/EuropeanOption.dev,
	  Examples/EuropeanOption/Makefile.am,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/Makefile.am,
	  Examples/Swap/Swap.dev, Examples/Swap/makefile.mak, Makefile.am,
	  News.txt, QuantLib.dev, QuantLib.dsp, QuantLib_vc8.vcproj,
	  functions/ql/Functions/Makefile.am,
	  functions/ql/Functions/makefile.mak, memo.txt,
	  ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/Currencies/makefile.mak, ql/DayCounters/makefile.mak,
	  ql/FiniteDifferences/makefile.mak,
	  ql/FiniteDifferences/stepcondition.hpp, ql/Indexes/Makefile.am,
	  ql/Indexes/all.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/cdor.hpp,
	  ql/Indexes/chflibor.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/jpylibor.hpp,
	  ql/Indexes/makefile.mak, ql/Indexes/tibor.hpp,
	  ql/Indexes/usdlibor.hpp, ql/Indexes/zarlibor.hpp,
	  ql/Indexes/zibor.hpp, ql/Instruments/makefile.mak,
	  ql/Lattices/lattice.cpp, ql/Lattices/makefile.mak,
	  ql/Math/array.hpp, ql/Math/backwardflatinterpolation.hpp,
	  ql/Math/comparison.hpp, ql/Math/makefile.mak, ql/Math/matrix.hpp,
	  ql/Math/primenumbers.cpp, ql/Math/primenumbers.hpp,
	  ql/MonteCarlo/brownianbridge.hpp, ql/MonteCarlo/makefile.mak,
	  ql/Optimization/makefile.mak, ql/Pricers/makefile.mak,
	  ql/PricingEngines/Asian/makefile.mak,
	  ql/PricingEngines/Barrier/makefile.mak,
	  ql/PricingEngines/Basket/makefile.mak,
	  ql/PricingEngines/CapFloor/analyticcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp,
	  ql/PricingEngines/CapFloor/makefile.mak,
	  ql/PricingEngines/Cliquet/makefile.mak,
	  ql/PricingEngines/Swaption/makefile.mak,
	  ql/PricingEngines/Vanilla/makefile.mak,
	  ql/PricingEngines/makefile.mak, ql/Processes/makefile.mak,
	  ql/RandomNumbers/haltonrsg.cpp, ql/RandomNumbers/makefile.mak,
	  ql/RandomNumbers/primitivepolynomials.c,
	  ql/RandomNumbers/primitivepolynomials.h,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak,
	  ql/TermStructures/bootstraptraits.hpp,
	  ql/TermStructures/makefile.mak,
	  ql/TermStructures/piecewiseyieldcurve.hpp,
	  ql/Utilities/disposable.hpp, ql/Utilities/makefile.mak,
	  ql/Volatilities/makefile.mak, ql/config.msvc.hpp,
	  ql/discretizedasset.hpp, ql/errors.cpp, ql/makefile.mak,
	  ql/money.hpp, ql/stochasticprocess.cpp, test-suite/Makefile.am,
	  test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/bermudanswaption.cpp, test-suite/bonds.cpp,
	  test-suite/capfloor.cpp, test-suite/cliquetoption.cpp,
	  test-suite/compoundforward.cpp, test-suite/covariance.cpp,
	  test-suite/daycounters.cpp, test-suite/digitaloption.cpp,
	  test-suite/distributions.cpp, test-suite/dividendoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/factorial.cpp,
	  test-suite/forwardoption.cpp, test-suite/integrals.cpp,
	  test-suite/interestrates.cpp, test-suite/interpolations.cpp,
	  test-suite/jumpdiffusion.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/makefile.mak,
	  test-suite/matrices.cpp, test-suite/old_pricers.cpp,
	  test-suite/operators.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/quantooption.cpp,
	  test-suite/quotes.cpp, test-suite/rounding.cpp,
	  test-suite/shortratemodels.cpp, test-suite/solvers.cpp,
	  test-suite/stats.cpp, test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp, test-suite/testsuite.vcproj,
	  test-suite/testsuite_vc8.vcproj, test-suite/tracing.cpp,
	  test-suite/utilities.hpp:
	  
	  Merged 0.3.9 branch

2005-03-29 09:47  Luigi Ballabio

	* [r5587] Docs/quantlib.doxy:
	  
	  *** empty log message ***

2005-03-28 20:01  Ferdinando Ametrano

	* [r5586] QuantLib.dsp, QuantLib.vcproj:
	  
	  catching up

2005-03-25 14:58  Luigi Ballabio

	* [r5578] News.txt, ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  test-suite/bonds.cpp:
	  
	  Added risk premium to Vasicek model (thanks to Aurelien Chanudet.)

2005-03-23 11:18  Luigi Ballabio

	* [r5563] ql/Math/comparison.hpp, ql/timegrid.cpp, ql/timegrid.hpp:
	  
	  Avoid very small time steps due to numerical differences

2005-03-20 14:57  Luigi Ballabio

	* [r5559] ql/settings.hpp:
	  
	  *** empty log message ***

2005-03-18 15:09  Luigi Ballabio

	* [r5558] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, News.txt,
	  ql/CashFlows/parcoupon.cpp, ql/Indexes/xibor.hpp,
	  ql/Instruments/bond.cpp, ql/Instruments/capfloor.cpp,
	  ql/TermStructures/ratehelpers.cpp, ql/Utilities/Makefile.am,
	  ql/Utilities/all.hpp, ql/Utilities/observablevalue.hpp,
	  ql/settings.hpp, ql/termstructure.hpp,
	  test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/bermudanswaption.cpp, test-suite/bonds.cpp,
	  test-suite/capfloor.cpp, test-suite/cliquetoption.cpp,
	  test-suite/compoundforward.cpp, test-suite/digitaloption.cpp,
	  test-suite/dividendoption.cpp, test-suite/europeanoption.cpp,
	  test-suite/forwardoption.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseyieldcurve.cpp, test-suite/quantooption.cpp,
	  test-suite/shortratemodels.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp, test-suite/termstructures.cpp:
	  
	  Added evaluation-date proxy to Settings

2005-03-18 09:14  Luigi Ballabio

	* [r5557] Announce.txt, Docs/pages/authors.docs,
	  Docs/pages/config.docs, Docs/pages/coreclasses.docs,
	  Docs/pages/currencies.docs, Docs/pages/datetime.docs,
	  Docs/pages/engines.docs, Docs/pages/examples.docs,
	  Docs/pages/faq.docs, Docs/pages/findiff.docs,
	  Docs/pages/fixedincome.docs, Docs/pages/history.docs,
	  Docs/pages/index.docs, Docs/pages/install.docs,
	  Docs/pages/instruments.docs, Docs/pages/lattices.docs,
	  Docs/pages/math.docs, Docs/pages/mcarlo.docs,
	  Docs/pages/overview.docs, Docs/pages/patterns.docs,
	  Docs/pages/resources.docs, Docs/pages/termstructures.docs,
	  Docs/pages/usage.docs, Docs/pages/utilities.docs,
	  Docs/pages/where.docs, Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, QuantLib.dev, QuantLib.dsp,
	  configure.ac, dev_tools/version_number.txt,
	  functions/ql/Functions/QuantLibFunctions.dev,
	  functions/ql/Functions/calendars.cpp,
	  functions/ql/Functions/calendars.hpp,
	  functions/ql/Functions/daycounters.cpp,
	  functions/ql/Functions/daycounters.hpp,
	  functions/ql/Functions/mathf.cpp, functions/ql/Functions/mathf.hpp,
	  functions/ql/Functions/qlfunctions.hpp,
	  functions/ql/Functions/vols.cpp, functions/ql/Functions/vols.hpp,
	  ql/Calendars/all.hpp, ql/Calendars/beijing.cpp,
	  ql/Calendars/beijing.hpp, ql/Calendars/bratislava.cpp,
	  ql/Calendars/bratislava.hpp, ql/Calendars/budapest.cpp,
	  ql/Calendars/budapest.hpp, ql/Calendars/copenhagen.cpp,
	  ql/Calendars/copenhagen.hpp, ql/Calendars/germany.cpp,
	  ql/Calendars/germany.hpp, ql/Calendars/helsinki.cpp,
	  ql/Calendars/helsinki.hpp, ql/Calendars/hongkong.cpp,
	  ql/Calendars/hongkong.hpp, ql/Calendars/italy.cpp,
	  ql/Calendars/italy.hpp, ql/Calendars/johannesburg.cpp,
	  ql/Calendars/johannesburg.hpp, ql/Calendars/jointcalendar.cpp,
	  ql/Calendars/jointcalendar.hpp, ql/Calendars/makefile.mak,
	  ql/Calendars/nullcalendar.hpp, ql/Calendars/oslo.cpp,
	  ql/Calendars/oslo.hpp, ql/Calendars/prague.cpp,
	  ql/Calendars/prague.hpp, ql/Calendars/riyadh.cpp,
	  ql/Calendars/riyadh.hpp, ql/Calendars/seoul.cpp,
	  ql/Calendars/seoul.hpp, ql/Calendars/singapore.cpp,
	  ql/Calendars/singapore.hpp, ql/Calendars/stockholm.cpp,
	  ql/Calendars/stockholm.hpp, ql/Calendars/sydney.cpp,
	  ql/Calendars/sydney.hpp, ql/Calendars/taiwan.cpp,
	  ql/Calendars/taiwan.hpp, ql/Calendars/target.cpp,
	  ql/Calendars/target.hpp, ql/Calendars/tokyo.cpp,
	  ql/Calendars/tokyo.hpp, ql/Calendars/toronto.cpp,
	  ql/Calendars/toronto.hpp, ql/Calendars/unitedkingdom.cpp,
	  ql/Calendars/unitedkingdom.hpp, ql/Calendars/unitedstates.cpp,
	  ql/Calendars/unitedstates.hpp, ql/Calendars/warsaw.cpp,
	  ql/Calendars/warsaw.hpp, ql/Calendars/wellington.cpp,
	  ql/Calendars/wellington.hpp, ql/Calendars/zurich.cpp,
	  ql/Calendars/zurich.hpp, ql/CashFlows/all.hpp,
	  ql/CashFlows/basispointsensitivity.cpp,
	  ql/CashFlows/basispointsensitivity.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/core.hpp, ql/CashFlows/coupon.hpp,
	  ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.cpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexedcashflowvectors.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/simplecashflow.hpp, ql/CashFlows/timebasket.cpp,
	  ql/CashFlows/timebasket.hpp, ql/CashFlows/upfrontindexedcoupon.hpp,
	  ql/Currencies/africa.hpp, ql/Currencies/all.hpp,
	  ql/Currencies/america.hpp, ql/Currencies/asia.hpp,
	  ql/Currencies/europe.hpp, ql/Currencies/exchangeratemanager.cpp,
	  ql/Currencies/exchangeratemanager.hpp, ql/Currencies/oceania.hpp,
	  ql/DayCounters/actual360.hpp, ql/DayCounters/actual365fixed.hpp,
	  ql/DayCounters/actualactual.cpp, ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/all.hpp, ql/DayCounters/one.hpp,
	  ql/DayCounters/simpledaycounter.cpp,
	  ql/DayCounters/simpledaycounter.hpp, ql/DayCounters/thirty360.cpp,
	  ql/DayCounters/thirty360.hpp, ql/FiniteDifferences/all.hpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/boundarycondition.cpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/bsmtermoperator.cpp,
	  ql/FiniteDifferences/bsmtermoperator.hpp,
	  ql/FiniteDifferences/core.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/fdtypedefs.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/makefile.mak,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/FiniteDifferences/operatortraits.hpp,
	  ql/FiniteDifferences/parallelevolver.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp, ql/Indexes/all.hpp,
	  ql/Indexes/audlibor.hpp, ql/Indexes/cadlibor.hpp,
	  ql/Indexes/chflibor.hpp, ql/Indexes/core.hpp,
	  ql/Indexes/euribor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/indexmanager.cpp, ql/Indexes/indexmanager.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp, ql/Indexes/zarlibor.hpp,
	  ql/Instruments/all.hpp, ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp, ql/Instruments/basketoption.cpp,
	  ql/Instruments/basketoption.hpp, ql/Instruments/bond.cpp,
	  ql/Instruments/bond.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/cliquetoption.cpp,
	  ql/Instruments/cliquetoption.hpp, ql/Instruments/core.hpp,
	  ql/Instruments/dividendvanillaoption.cpp,
	  ql/Instruments/dividendvanillaoption.hpp,
	  ql/Instruments/europeanoption.cpp,
	  ql/Instruments/europeanoption.hpp,
	  ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbond.hpp,
	  ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/makefile.mak, ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/payoffs.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/stock.cpp, ql/Instruments/stock.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Instruments/zerocouponbond.cpp,
	  ql/Instruments/zerocouponbond.hpp, ql/Lattices/all.hpp,
	  ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp,
	  ql/Lattices/bsmlattice.cpp, ql/Lattices/bsmlattice.hpp,
	  ql/Lattices/core.hpp, ql/Lattices/lattice.cpp,
	  ql/Lattices/lattice.hpp, ql/Lattices/lattice2d.cpp,
	  ql/Lattices/lattice2d.hpp, ql/Lattices/tree.hpp,
	  ql/Lattices/trinomialtree.cpp, ql/Lattices/trinomialtree.hpp,
	  ql/Math/all.hpp, ql/Math/array.hpp,
	  ql/Math/backwardflatinterpolation.hpp, ql/Math/beta.cpp,
	  ql/Math/beta.hpp, ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp, ql/Math/binomialdistribution.hpp,
	  ql/Math/bivariatenormaldistribution.cpp,
	  ql/Math/bivariatenormaldistribution.hpp,
	  ql/Math/chisquaredistribution.cpp,
	  ql/Math/chisquaredistribution.hpp,
	  ql/Math/choleskydecomposition.cpp,
	  ql/Math/choleskydecomposition.hpp, ql/Math/comparison.hpp,
	  ql/Math/core.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/discrepancystatistics.cpp,
	  ql/Math/discrepancystatistics.hpp, ql/Math/errorfunction.cpp,
	  ql/Math/errorfunction.hpp, ql/Math/extrapolation.hpp,
	  ql/Math/factorial.cpp, ql/Math/factorial.hpp,
	  ql/Math/forwardflatinterpolation.hpp, ql/Math/functional.hpp,
	  ql/Math/gammadistribution.cpp, ql/Math/gammadistribution.hpp,
	  ql/Math/gaussianstatistics.hpp, ql/Math/generalstatistics.cpp,
	  ql/Math/generalstatistics.hpp, ql/Math/incompletegamma.cpp,
	  ql/Math/incompletegamma.hpp, ql/Math/incrementalstatistics.cpp,
	  ql/Math/incrementalstatistics.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/Math/kronrodintegral.hpp,
	  ql/Math/lexicographicalview.hpp, ql/Math/linearinterpolation.hpp,
	  ql/Math/loglinearinterpolation.hpp, ql/Math/matrix.hpp,
	  ql/Math/multicubicspline.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/poissondistribution.hpp,
	  ql/Math/primenumbers.cpp, ql/Math/primenumbers.hpp,
	  ql/Math/pseudosqrt.cpp, ql/Math/pseudosqrt.hpp,
	  ql/Math/riskstatistics.hpp, ql/Math/rounding.cpp,
	  ql/Math/rounding.hpp, ql/Math/segmentintegral.hpp,
	  ql/Math/sequencestatistics.hpp, ql/Math/simpsonintegral.hpp,
	  ql/Math/statistics.hpp, ql/Math/svd.cpp, ql/Math/svd.hpp,
	  ql/Math/symmetriceigenvalues.hpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/symmetricschurdecomposition.hpp,
	  ql/Math/trapezoidintegral.hpp, ql/MonteCarlo/all.hpp,
	  ql/MonteCarlo/brownianbridge.hpp, ql/MonteCarlo/core.hpp,
	  ql/MonteCarlo/getcovariance.cpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/mctraits.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/montecarlomodel.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/MonteCarlo/sample.hpp, ql/Optimization/all.hpp,
	  ql/Optimization/armijo.cpp, ql/Optimization/armijo.hpp,
	  ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/core.hpp,
	  ql/Optimization/costfunction.hpp, ql/Optimization/criteria.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/linesearch.hpp,
	  ql/Optimization/method.hpp, ql/Optimization/problem.hpp,
	  ql/Optimization/simplex.cpp, ql/Optimization/simplex.hpp,
	  ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp, ql/Patterns/all.hpp,
	  ql/Patterns/bridge.hpp, ql/Patterns/composite.hpp,
	  ql/Patterns/curiouslyrecurring.hpp, ql/Patterns/lazyobject.hpp,
	  ql/Patterns/observable.hpp, ql/Patterns/singleton.hpp,
	  ql/Patterns/visitor.hpp, ql/Pricers/all.hpp, ql/Pricers/core.hpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/discretegeometricaso.hpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, ql/Pricers/mcpricer.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/PricingEngines/Asian/all.hpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.hpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_arith_av_price.cpp,
	  ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp,
	  ql/PricingEngines/Asian/mcdiscreteasianengine.hpp,
	  ql/PricingEngines/Barrier/all.hpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/all.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/Basket/stulzengine.hpp,
	  ql/PricingEngines/CapFloor/all.hpp,
	  ql/PricingEngines/CapFloor/analyticcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp,
	  ql/PricingEngines/CapFloor/discretizedcapfloor.cpp,
	  ql/PricingEngines/CapFloor/discretizedcapfloor.hpp,
	  ql/PricingEngines/CapFloor/treecapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/treecapfloorengine.hpp,
	  ql/PricingEngines/Cliquet/all.hpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.cpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.hpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.cpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.hpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.cpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.hpp,
	  ql/PricingEngines/Forward/all.hpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Quanto/all.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Swaption/all.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.hpp,
	  ql/PricingEngines/Swaption/discretizedswaption.cpp,
	  ql/PricingEngines/Swaption/discretizedswaption.hpp,
	  ql/PricingEngines/Swaption/g2swaptionengine.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.cpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.hpp,
	  ql/PricingEngines/Vanilla/all.hpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp,
	  ql/PricingEngines/Vanilla/fdamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fdbermudanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.cpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp,
	  ql/PricingEngines/Vanilla/fdshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.hpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp,
	  ql/PricingEngines/Vanilla/integralengine.cpp,
	  ql/PricingEngines/Vanilla/integralengine.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.cpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.hpp,
	  ql/PricingEngines/Vanilla/makefile.mak,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/all.hpp,
	  ql/PricingEngines/americanpayoffatexpiry.cpp,
	  ql/PricingEngines/americanpayoffatexpiry.hpp,
	  ql/PricingEngines/americanpayoffathit.cpp,
	  ql/PricingEngines/americanpayoffathit.hpp,
	  ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackformula.hpp,
	  ql/PricingEngines/blackmodel.hpp, ql/PricingEngines/core.hpp,
	  ql/PricingEngines/genericmodelengine.hpp,
	  ql/PricingEngines/greeks.cpp, ql/PricingEngines/greeks.hpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp,
	  ql/PricingEngines/makefile.mak, ql/PricingEngines/mcsimulation.hpp,
	  ql/Processes/all.hpp, ql/Processes/blackscholesprocess.cpp,
	  ql/Processes/blackscholesprocess.hpp,
	  ql/Processes/geometricbrownianprocess.cpp,
	  ql/Processes/geometricbrownianprocess.hpp,
	  ql/Processes/makefile.mak, ql/Processes/merton76process.cpp,
	  ql/Processes/merton76process.hpp,
	  ql/Processes/ornsteinuhlenbeckprocess.cpp,
	  ql/Processes/ornsteinuhlenbeckprocess.hpp,
	  ql/Processes/squarerootprocess.cpp,
	  ql/Processes/squarerootprocess.hpp, ql/RandomNumbers/Faure2.bas,
	  ql/RandomNumbers/all.hpp, ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/core.hpp, ql/RandomNumbers/faurersg.cpp,
	  ql/RandomNumbers/faurersg.hpp, ql/RandomNumbers/haltonrsg.cpp,
	  ql/RandomNumbers/haltonrsg.hpp,
	  ql/RandomNumbers/inversecumulativerng.hpp,
	  ql/RandomNumbers/inversecumulativersg.hpp,
	  ql/RandomNumbers/knuthuniformrng.cpp,
	  ql/RandomNumbers/knuthuniformrng.hpp,
	  ql/RandomNumbers/lecuyeruniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/RandomNumbers/mt19937uniformrng.cpp,
	  ql/RandomNumbers/mt19937uniformrng.hpp,
	  ql/RandomNumbers/primitivepolynomials.c,
	  ql/RandomNumbers/primitivepolynomials.h,
	  ql/RandomNumbers/randomizedlds.hpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp,
	  ql/RandomNumbers/rngtraits.hpp, ql/RandomNumbers/seedgenerator.cpp,
	  ql/RandomNumbers/seedgenerator.hpp, ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/all.hpp,
	  ql/ShortRateModels/calibrationhelper.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/core.hpp, ql/ShortRateModels/model.cpp,
	  ql/ShortRateModels/model.hpp, ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/ShortRateModels/twofactormodel.cpp,
	  ql/ShortRateModels/twofactormodel.hpp, ql/Solvers1D/all.hpp,
	  ql/Solvers1D/bisection.hpp, ql/Solvers1D/brent.hpp,
	  ql/Solvers1D/falseposition.hpp, ql/Solvers1D/newton.hpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.hpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/all.hpp, ql/TermStructures/bootstraptraits.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardcurve.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/forwardstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/makefile.mak,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/TermStructures/zeroyieldstructure.hpp, ql/Utilities/all.hpp,
	  ql/Utilities/dataformatters.cpp, ql/Utilities/dataformatters.hpp,
	  ql/Utilities/dataparsers.cpp, ql/Utilities/dataparsers.hpp,
	  ql/Utilities/disposable.hpp, ql/Utilities/makefile.mak,
	  ql/Utilities/null.hpp, ql/Utilities/steppingiterator.hpp,
	  ql/Utilities/strings.hpp, ql/Utilities/tracing.cpp,
	  ql/Utilities/tracing.hpp, ql/Volatilities/all.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/capletconstantvol.hpp,
	  ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/localvolsurface.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/argsandresults.hpp,
	  ql/calendar.cpp, ql/calendar.hpp, ql/capvolstructures.hpp,
	  ql/cashflow.hpp, ql/config.ansi.hpp, ql/config.bcc.hpp,
	  ql/config.mingw.hpp, ql/config.msvc.hpp, ql/config.mwcw.hpp,
	  ql/core.hpp, ql/currency.cpp, ql/currency.hpp, ql/date.cpp,
	  ql/date.hpp, ql/daycounter.hpp, ql/discretizedasset.cpp,
	  ql/discretizedasset.hpp, ql/errors.cpp, ql/errors.hpp,
	  ql/exchangerate.cpp, ql/exchangerate.hpp, ql/exercise.cpp,
	  ql/exercise.hpp, ql/grid.hpp, ql/handle.hpp, ql/history.hpp,
	  ql/index.hpp, ql/instrument.hpp, ql/interestrate.cpp,
	  ql/interestrate.hpp, ql/makefile.mak, ql/money.cpp, ql/money.hpp,
	  ql/numericalmethod.hpp, ql/option.hpp, ql/payoff.hpp,
	  ql/pricingengine.hpp, ql/qldefines.hpp, ql/quantlib.hpp,
	  ql/quote.hpp, ql/schedule.cpp, ql/schedule.hpp, ql/settings.hpp,
	  ql/solver1d.hpp, ql/stochasticprocess.cpp, ql/stochasticprocess.hpp,
	  ql/swaptionvolstructure.hpp, ql/termstructure.hpp, ql/timegrid.cpp,
	  ql/timegrid.hpp, ql/types.hpp, ql/userconfig.hpp,
	  ql/voltermstructure.cpp, ql/voltermstructure.hpp,
	  ql/yieldtermstructure.hpp, quantlib.el,
	  test-suite/QuantLib-test-suite.dev, test-suite/americanoption.cpp,
	  test-suite/americanoption.hpp, test-suite/asianoptions.cpp,
	  test-suite/asianoptions.hpp, test-suite/barrieroption.cpp,
	  test-suite/barrieroption.hpp, test-suite/basketoption.cpp,
	  test-suite/basketoption.hpp, test-suite/bermudanswaption.cpp,
	  test-suite/bermudanswaption.hpp, test-suite/bonds.cpp,
	  test-suite/bonds.hpp, test-suite/calendars.cpp,
	  test-suite/calendars.hpp, test-suite/capfloor.cpp,
	  test-suite/capfloor.hpp, test-suite/cliquetoption.cpp,
	  test-suite/cliquetoption.hpp, test-suite/compoundforward.cpp,
	  test-suite/compoundforward.hpp, test-suite/covariance.cpp,
	  test-suite/covariance.hpp, test-suite/dates.cpp,
	  test-suite/dates.hpp, test-suite/daycounters.cpp,
	  test-suite/daycounters.hpp, test-suite/digitaloption.cpp,
	  test-suite/digitaloption.hpp, test-suite/distributions.cpp,
	  test-suite/distributions.hpp, test-suite/dividendoption.cpp,
	  test-suite/dividendoption.hpp, test-suite/europeanoption.cpp,
	  test-suite/europeanoption.hpp, test-suite/exchangerate.cpp,
	  test-suite/exchangerate.hpp, test-suite/factorial.cpp,
	  test-suite/factorial.hpp, test-suite/forwardoption.cpp,
	  test-suite/forwardoption.hpp, test-suite/instruments.cpp,
	  test-suite/instruments.hpp, test-suite/integrals.cpp,
	  test-suite/integrals.hpp, test-suite/interestrates.cpp,
	  test-suite/interestrates.hpp, test-suite/interpolations.cpp,
	  test-suite/interpolations.hpp, test-suite/jumpdiffusion.cpp,
	  test-suite/jumpdiffusion.hpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp, test-suite/makefile.mak,
	  test-suite/matrices.cpp, test-suite/matrices.hpp,
	  test-suite/mersennetwister.cpp, test-suite/mersennetwister.hpp,
	  test-suite/money.cpp, test-suite/money.hpp,
	  test-suite/old_pricers.cpp, test-suite/old_pricers.hpp,
	  test-suite/operators.cpp, test-suite/operators.hpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseflatforward.hpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/piecewiseyieldcurve.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/quantooption.cpp,
	  test-suite/quantooption.hpp, test-suite/quotes.cpp,
	  test-suite/quotes.hpp, test-suite/riskstats.cpp,
	  test-suite/riskstats.hpp, test-suite/rngtraits.cpp,
	  test-suite/rngtraits.hpp, test-suite/rounding.cpp,
	  test-suite/rounding.hpp, test-suite/shortratemodels.cpp,
	  test-suite/shortratemodels.hpp, test-suite/solvers.cpp,
	  test-suite/solvers.hpp, test-suite/stats.cpp, test-suite/stats.hpp,
	  test-suite/swap.cpp, test-suite/swap.hpp, test-suite/swaption.cpp,
	  test-suite/swaption.hpp, test-suite/termstructures.cpp,
	  test-suite/termstructures.hpp, test-suite/testsuite.dsp,
	  test-suite/tracing.cpp, test-suite/tracing.hpp,
	  test-suite/utilities.cpp, test-suite/utilities.hpp:
	  
	  Merged 0.3.9 branch to allow compilation with gcc 3.4

2005-03-17 04:02  Joseph Wang

	* [r5553] ql/timegrid.hpp:
	  
	  Add include file which is necessary for STL

2005-03-16 13:15  Luigi Ballabio

	* [r5552] ql/Lattices/lattice.hpp, ql/Makefile.am,
	  ql/MonteCarlo/path.hpp, ql/core.hpp, ql/discretizedasset.hpp,
	  ql/grid.cpp, ql/grid.hpp, ql/numericalmethod.hpp, ql/timegrid.cpp,
	  ql/timegrid.hpp, test-suite/capfloor.cpp, test-suite/swaption.cpp:
	  
	  TimeGrid implemented by using std::vector instead of inheriting it

2005-03-14 13:58  Luigi Ballabio

	* [r5551] ql/basicdataformatters.cpp, ql/basicdataformatters.hpp:
	  
	  *** empty log message ***

2005-03-08 10:02  Luigi Ballabio

	* [r5540] configure.ac, dev_tools/version_number.txt,
	  ql/Instruments/bond.hpp, ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbond.hpp, ql/Makefile.am,
	  ql/Math/array.hpp, ql/Math/matrix.hpp, ql/Pricers/Makefile.am,
	  ql/Pricers/all.hpp, ql/Pricers/fdamericanoption.hpp,
	  ql/Pricers/fdbermudanoption.cpp, ql/Pricers/fdbermudanoption.hpp,
	  ql/Pricers/fdbsmoption.cpp, ql/Pricers/fdbsmoption.hpp,
	  ql/Pricers/fddividendamericanoption.cpp,
	  ql/Pricers/fddividendamericanoption.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fddividendoption.hpp,
	  ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fddividendshoutoption.hpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdeuropean.hpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp, ql/Pricers/fdshoutoption.hpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/fdstepconditionoption.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/basicdataformatters.cpp, ql/basicdataformatters.hpp, ql/core.hpp,
	  ql/currency.cpp, ql/currency.hpp, ql/date.cpp, ql/date.hpp,
	  ql/interestrate.cpp, ql/interestrate.hpp, ql/money.cpp,
	  ql/money.hpp, ql/option.hpp, ql/qldefines.hpp, ql/termstructure.hpp,
	  test-suite/old_pricers.cpp, test-suite/old_pricers.hpp:
	  
	  Version number up one tick; removed deprecated features

2005-03-07 09:35  Luigi Ballabio

	* [r5536] News.txt:
	  
	  *** empty log message ***

2005-03-07 09:15  Luigi Ballabio

	* [r5535] News.txt, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp,
	  ql/PricingEngines/Swaption/discretizedswaption.cpp,
	  ql/PricingEngines/Swaption/discretizedswaption.hpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  test-suite/Makefile.am, test-suite/bermudanswaption.cpp,
	  test-suite/bermudanswaption.hpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/shortratemodels.cpp, test-suite/shortratemodels.hpp:
	  
	  Partial fix for Bermudan swaptions with exercise lag (thanks to Luca
	  Berardi)

2005-03-04 16:58  Luigi Ballabio

	* [r5534] ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.cpp,
	  ql/PricingEngines/all.hpp, ql/PricingEngines/core.hpp,
	  ql/PricingEngines/greeks.cpp, ql/PricingEngines/greeks.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/digitaloption.cpp, test-suite/dividendoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/europeanoption.hpp:
	  
	  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 09:10  Luigi Ballabio

	* [r5532] News.txt, configure.ac,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/bsmtermoperator.hpp,
	  ql/Instruments/asianoption.cpp, ql/Instruments/asianoption.hpp,
	  ql/Instruments/barrieroption.cpp, ql/Instruments/barrieroption.hpp,
	  ql/Instruments/basketoption.cpp, ql/Instruments/basketoption.hpp,
	  ql/Instruments/cliquetoption.cpp, ql/Instruments/cliquetoption.hpp,
	  ql/Instruments/dividendvanillaoption.cpp,
	  ql/Instruments/dividendvanillaoption.hpp,
	  ql/Instruments/europeanoption.cpp,
	  ql/Instruments/europeanoption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Makefile.am, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp,
	  ql/PricingEngines/Asian/mcdiscreteasianengine.hpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.cpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.cpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp,
	  ql/PricingEngines/Vanilla/integralengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp, ql/Processes,
	  ql/Processes/.cvsignore, ql/Processes/Makefile.am,
	  ql/Processes/all.hpp, ql/Processes/blackscholesprocess.cpp,
	  ql/Processes/blackscholesprocess.hpp,
	  ql/Processes/geometricbrownianprocess.cpp,
	  ql/Processes/geometricbrownianprocess.hpp,
	  ql/Processes/makefile.mak, ql/Processes/merton76process.cpp,
	  ql/Processes/merton76process.hpp,
	  ql/Processes/ornsteinuhlenbeckprocess.cpp,
	  ql/Processes/ornsteinuhlenbeckprocess.hpp,
	  ql/Processes/squarerootprocess.cpp,
	  ql/Processes/squarerootprocess.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp, ql/quantlib.hpp,
	  ql/stochasticprocess.cpp, ql/stochasticprocess.hpp,
	  test-suite/basketoption.cpp, test-suite/cliquetoption.cpp,
	  test-suite/digitaloption.cpp, test-suite/jumpdiffusion.cpp:
	  
	  Option instruments now take a generic StochasticProcess;
	  Merton76Process no longer inherits from BlackScholesProcess.

2005-03-01 16:00  Luigi Ballabio

	* [r5526] ql/PricingEngines/Swaption/discretizedswaption.cpp,
	  ql/PricingEngines/Swaption/discretizedswaption.hpp:
	  
	  Fix for out-of-synch dates

2005-02-28 16:49  Luigi Ballabio

	* [r5522] ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/all.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp,
	  test-suite/dividendoption.cpp:
	  
	  Added explicitly-named FD dividend European engine

2005-02-28 16:08  Luigi Ballabio

	* [r5521] ql/PricingEngines/Vanilla/fdbermudanengine.hpp:
	  
	  *** empty log message ***

2005-02-28 11:35  Luigi Ballabio

	* [r5520] ql/PricingEngines/Vanilla/fdstepconditionengine.hpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp:
	  
	  Changed confusing typedef

2005-02-28 10:47  Luigi Ballabio

	* [r5519] ql/Pricers/fdbermudanoption.cpp,
	  ql/Pricers/fdbermudanoption.hpp, ql/Pricers/fdbsmoption.cpp,
	  ql/Pricers/fdbsmoption.hpp, ql/Pricers/fddividendamericanoption.cpp,
	  ql/Pricers/fddividendamericanoption.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fddividendoption.hpp,
	  ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fddividendshoutoption.hpp,
	  ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp,
	  ql/Pricers/fdstepconditionoption.hpp, test-suite/old_pricers.cpp:
	  
	  Deprecated old FD pricers

2005-02-28 08:46  Luigi Ballabio

	* [r5518] News.txt, ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/all.hpp,
	  ql/PricingEngines/Vanilla/fdamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fdbermudanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendengine.cpp,
	  ql/PricingEngines/Vanilla/fddividendengine.hpp,
	  ql/PricingEngines/Vanilla/fddividendshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp,
	  ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp,
	  ql/PricingEngines/Vanilla/fdshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.hpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp, test-suite/Makefile.am,
	  test-suite/americanoption.cpp, test-suite/americanoption.hpp,
	  test-suite/dividendeuropeanoption.cpp,
	  test-suite/dividendeuropeanoption.hpp,
	  test-suite/dividendoption.cpp, test-suite/dividendoption.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Moved more fd pricers to pricing-engine framework (thnks to Joseph
	  Wang)

2005-02-25 16:36  Luigi Ballabio

	* [r5513] ql/DayCounters/actual365fixed.hpp,
	  ql/DayCounters/actualactual.hpp, ql/discretizedasset.hpp,
	  ql/numericalmethod.hpp:
	  
	  Hopefully improved docs

2005-02-25 16:35  Luigi Ballabio

	* [r5512] ql/TermStructures/piecewiseyieldcurve.hpp:
	  
	  Fix for Doxygen

2005-02-22 14:51  Luigi Ballabio

	* [r5509] ql/Pricers/fdamericanoption.hpp,
	  ql/Pricers/fdshoutoption.hpp, ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/fdstepconditionoption.hpp, test-suite/old_pricers.cpp:
	  
	  *** empty log message ***

2005-02-22 14:08  Luigi Ballabio

	* [r5508] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2005-02-22 13:12  Luigi Ballabio

	* [r5506] Examples/AmericanOption/AmericanOption.cpp,
	  ql/FiniteDifferences/Makefile.am, ql/FiniteDifferences/all.hpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/core.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/fdtypedefs.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/operatortraits.hpp,
	  ql/FiniteDifferences/parallelevolver.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/all.hpp,
	  ql/PricingEngines/Vanilla/fdamericanengine.hpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fdshoutengine.hpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.cpp,
	  ql/PricingEngines/Vanilla/fdstepconditionengine.hpp,
	  test-suite/americanoption.cpp, test-suite/americanoption.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Added FD engines for American and Shout options (thanks to Joseph
	  Wang)

2005-02-21 12:47  Luigi Ballabio

	* [r5497] ql/Pricers/fdeuropean.cpp, ql/Pricers/fdeuropean.hpp,
	  test-suite/old_pricers.cpp, test-suite/operators.cpp:
	  
	  *** empty log message ***

2005-02-21 09:33  Luigi Ballabio

	* [r5494] ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/all.hpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.cpp,
	  ql/PricingEngines/Vanilla/fdvanillaengine.hpp:
	  
	  Added generic FD vanilla engine and derived FD European engine
	  (again, thanks to Joseph)

2005-02-21 09:09  Luigi Ballabio

	* [r5493] ql/FiniteDifferences/bsmtermoperator.cpp,
	  ql/FiniteDifferences/bsmtermoperator.hpp:
	  
	  Time-dependent BSM operato added (thanks to Joseph Wang)

2005-02-21 08:28  Luigi Ballabio

	* [r5492] ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp, test-suite/operators.cpp,
	  test-suite/operators.hpp:
	  
	  Time-dependent BSM operato added (thanks to Joseph Wang)

2005-02-19 14:42  Luigi Ballabio

	* [r5485] News.txt, ql/Math/backwardflatinterpolation.hpp,
	  ql/Math/cubicspline.hpp, ql/Math/forwardflatinterpolation.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/loglinearinterpolation.hpp,
	  ql/TermStructures/bootstraptraits.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/piecewiseyieldcurve.hpp:
	  
	  Added convergence cycle to piecewise yield curve

2005-02-17 17:42  Luigi Ballabio

	* [r5479] News.txt:
	  
	  *** empty log message ***

2005-02-17 17:34  Luigi Ballabio

	* [r5478] ql/TermStructures/piecewiseflatforward.hpp:
	  
	  *** empty log message ***

2005-02-17 16:25  Luigi Ballabio

	* [r5476] ql/TermStructures/Makefile.am, ql/TermStructures/all.hpp:
	  
	  *** empty log message ***

2005-02-17 16:02  Luigi Ballabio

	* [r5475] ql/Calendars/Makefile.am, ql/Calendars/all.hpp,
	  ql/Calendars/bratislava.cpp, ql/Calendars/bratislava.hpp,
	  ql/Calendars/prague.cpp, ql/Calendars/prague.hpp:
	  
	  Added Bratislava and Prague calendars

2005-02-17 08:11  Luigi Ballabio

	* [r5470] News.txt, ql/TermStructures/bootstraptraits.hpp,
	  ql/TermStructures/forwardcurve.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/piecewiseyieldcurve.hpp:
	  
	  Added support for forward-rate interpolation to PiecewiseYieldCurve

2005-02-16 11:34  Luigi Ballabio

	* [r5467] News.txt, ql/Math/Makefile.am, ql/Math/all.hpp,
	  ql/Math/backwardflatinterpolation.hpp,
	  ql/Math/forwardflatinterpolation.hpp:
	  
	  Added backward- and forward-flat interpolations

2005-02-16 09:49  Luigi Ballabio

	* [r5466] ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp:
	  
	  *** empty log message ***

2005-02-16 08:43  Ferdinando Ametrano

	* [r5465] Docs/pages/authors.docs, Docs/pages/history.docs,
	  Docs/pages/where.docs:
	  
	  updating links
	  NOTICE: we need to have license.html on the web site, besides
	  license.shtml

2005-02-15 17:12  Luigi Ballabio

	* [r5464] ql/TermStructures/Makefile.am,
	  ql/TermStructures/bootstraptraits.hpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/zerocurve.cpp, ql/TermStructures/zerocurve.hpp,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/piecewiseyieldcurve.hpp:
	  
	  Added support for zero-yield interpolation to PiecewiseYieldCurve

2005-02-15 15:49  Luigi Ballabio

	* [r5463] ql/TermStructures/Makefile.am,
	  ql/TermStructures/bootstraptraits.hpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp,
	  test-suite/piecewiseyieldcurve.cpp:
	  
	  Added choice of underlying data to PiecewiseYieldCurve

2005-02-15 13:46  Luigi Ballabio

	* [r5459] ql/TermStructures/Makefile.am, ql/TermStructures/all.hpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/piecewiseyieldcurve.hpp, test-suite/Makefile.am,
	  test-suite/piecewiseyieldcurve.cpp,
	  test-suite/piecewiseyieldcurve.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  First version of generic piecewise yield curve

2005-02-14 12:26  Luigi Ballabio

	* [r5454] ql/RandomNumbers/all.hpp:
	  
	  *** empty log message ***

2005-02-14 09:34  Luigi Ballabio

	* [r5451] ql/Math/Makefile.am, ql/Math/interpolationtraits.hpp:
	  
	  *** empty log message ***

2005-02-14 09:31  Luigi Ballabio

	* [r5450] News.txt, ql/TermStructures/flatforward.hpp, quantlib.el,
	  test-suite/digitaloption.cpp:
	  
	  FlatForward can now take compounded rates

2005-02-12 16:46  Luigi Ballabio

	* [r5449] ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/interpolationtraits.hpp, ql/Math/linearinterpolation.hpp,
	  ql/Math/loglinearinterpolation.hpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp,
	  test-suite/compoundforward.cpp:
	  
	  Replaced interpolation traits by interpolator objects

2005-02-11 12:02  Luigi Ballabio

	* [r5447] dev_tools/check_all_headers.sh, dev_tools/check_header.py,
	  ql/FiniteDifferences/shoutcondition.hpp, ql/Math/comparison.hpp,
	  ql/Math/functional.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/Math/kronrodintegral.hpp,
	  ql/Math/multicubicspline.hpp, ql/MonteCarlo/brownianbridge.hpp,
	  ql/Optimization/criteria.hpp, ql/Patterns/composite.hpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/RandomNumbers/randomizedlds.hpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Utilities/steppingiterator.hpp, ql/Utilities/strings.hpp,
	  ql/Volatilities/capletconstantvol.hpp, ql/payoff.hpp:
	  
	  Enforced self-sufficient headers

2005-02-10 15:36  Luigi Ballabio

	* [r5442] ql/termstructure.hpp:
	  
	  Renamed headers of renamed classes (and wished that Sourceforge
	  provided Subversion support)

2005-02-10 15:34  Luigi Ballabio

	* [r5441] ql/CashFlows/Makefile.am, ql/CashFlows/all.hpp,
	  ql/CashFlows/basispointsensitivity.hpp,
	  ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/CashFlows/indexedcashflowvectors.hpp,
	  ql/CashFlows/timebasket.hpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp, ql/Indexes/xibor.hpp,
	  ql/Instruments/bond.hpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/floatingratebond.cpp, ql/Instruments/swap.hpp,
	  ql/Makefile.am, ql/Math/array.hpp,
	  ql/Math/bivariatenormaldistribution.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/generalstatistics.cpp, ql/Math/generalstatistics.hpp,
	  ql/Math/incrementalstatistics.cpp,
	  ql/Math/incrementalstatistics.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/Math/kronrodintegral.hpp,
	  ql/Math/multicubicspline.hpp, ql/Math/normaldistribution.hpp,
	  ql/Math/poissondistribution.hpp, ql/Math/pseudosqrt.cpp,
	  ql/Math/trapezoidintegral.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/Pricers/mcpricer.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/blackmodel.hpp,
	  ql/RandomNumbers/randomizedlds.hpp, ql/RandomNumbers/sobolrsg.cpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/zeroyieldstructure.hpp, ql/Utilities/Makefile.am,
	  ql/Utilities/all.hpp, ql/Utilities/dataformatters.hpp,
	  ql/Utilities/dataparsers.cpp, ql/Utilities/dataparsers.hpp,
	  ql/Utilities/disposable.hpp, ql/Utilities/null.hpp,
	  ql/Volatilities/capletconstantvol.hpp,
	  ql/Volatilities/localvolsurface.hpp, ql/argsandresults.hpp,
	  ql/basetermstructure.hpp, ql/capvolstructures.hpp, ql/core.hpp,
	  ql/dataparsers.cpp, ql/dataparsers.hpp, ql/disposable.hpp,
	  ql/exchangerate.hpp, ql/handle.hpp, ql/history.hpp,
	  ql/instrument.hpp, ql/interestrate.cpp, ql/null.hpp, ql/quote.hpp,
	  ql/relinkablehandle.hpp, ql/schedule.cpp, ql/schedule.hpp,
	  ql/solver1d.hpp, ql/stochasticprocess.hpp,
	  ql/swaptionvolstructure.hpp, ql/termstructure.hpp,
	  ql/voltermstructure.hpp, ql/yieldtermstructure.hpp,
	  test-suite/bonds.cpp, test-suite/calendars.cpp,
	  test-suite/capfloor.cpp, test-suite/dates.cpp,
	  test-suite/daycounters.cpp, test-suite/distributions.cpp,
	  test-suite/factorial.cpp, test-suite/interestrates.cpp,
	  test-suite/interpolations.cpp, test-suite/mersennetwister.cpp,
	  test-suite/piecewiseflatforward.cpp, test-suite/rounding.cpp,
	  test-suite/swap.cpp, test-suite/termstructures.cpp,
	  test-suite/utilities.hpp:
	  
	  Renamed headers of renamed classes (and wished that Sourceforge
	  provided Subversion support)

2005-02-10 10:04  Luigi Ballabio

	* [r5440] ql/Instruments/floatingratebond.cpp,
	  ql/Instruments/floatingratebond.hpp:
	  
	  Added zero-coupon and floating-rate bonds

2005-02-10 09:56  Luigi Ballabio

	* [r5439] News.txt, ql/Instruments/Makefile.am,
	  ql/Instruments/all.hpp, ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbond.hpp,
	  ql/Instruments/zerocouponbond.cpp,
	  ql/Instruments/zerocouponbond.hpp, test-suite/bonds.cpp,
	  test-suite/bonds.hpp:
	  
	  Added zero-coupon and floating-rate bonds

2005-02-09 14:49  Luigi Ballabio

	* [r5434] ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbond.hpp, test-suite/bonds.cpp:
	  
	  Allowed different rates for coupons

2005-02-09 14:13  Luigi Ballabio

	* [r5433] test-suite/quantlibtestsuite.cpp:
	  
	  More human-readable timing

2005-02-09 12:13  Luigi Ballabio

	* [r5432] ql/Instruments/bond.cpp, ql/Instruments/bond.hpp,
	  ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbond.hpp, test-suite/bonds.cpp,
	  test-suite/bonds.hpp:
	  
	  Added theoretical bond price calculation

2005-02-08 17:04  Luigi Ballabio

	* [r5427] ql/Instruments/bond.cpp, ql/Instruments/bond.hpp,
	  test-suite/bonds.cpp:
	  
	  Bond yield/price calculations can be performed with different
	  compounding rules

2005-02-08 15:45  Luigi Ballabio

	* [r5426] Docs/pages/faq.docs, Readme.txt:
	  
	  *** empty log message ***

2005-02-08 15:11  Luigi Ballabio

	* [r5425] ql/Instruments/bond.cpp, ql/TermStructures/flatforward.hpp,
	  ql/interestrate.hpp:
	  
	  *** empty log message ***

2005-02-08 14:52  Ferdinando Ametrano

	* [r5424] QuantLib.vcproj, ql/Utilities/tracing.hpp,
	  test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2005-02-08 11:58  Ferdinando Ametrano

	* [r5423] QuantLib.dsp, ql/Calendars/makefile.mak,
	  ql/CashFlows/makefile.mak, ql/PricingEngines/Vanilla/makefile.mak,
	  ql/TermStructures/makefile.mak, ql/Utilities/makefile.mak,
	  ql/makefile.mak, test-suite/testsuite.dsp:
	  
	  VC6/Borland catching up

2005-02-07 14:19  Ferdinando Ametrano

	* [r5419] ql/config.msvc.hpp:
	  
	  fix (thanks to Philip Craig)

2005-02-07 11:15  Luigi Ballabio

	* [r5417] ql/Instruments/bond.cpp, ql/Instruments/bond.hpp,
	  ql/Instruments/fixedcouponbond.cpp:
	  
	  *** empty log message ***

2005-02-06 13:53  Luigi Ballabio

	* [r5415] Docs/Examples/tracing_example.cpp, ql/Utilities/tracing.cpp,
	  ql/Utilities/tracing.hpp, test-suite/tracing.cpp:
	  
	  Simplified tracing

2005-02-05 16:40  Luigi Ballabio

	* [r5414] News.txt, ql/TermStructures/Makefile.am,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp:
	  
	  Interpolated discount curve with default log-linear instantiation

2005-02-04 12:23  Luigi Ballabio

	* [r5409] News.txt, ql/Utilities/all.hpp, ql/date.cpp, ql/date.hpp:
	  
	  More manipulators

2005-02-04 09:07  Luigi Ballabio

	* [r5408] configure.ac, ql/userconfig.hpp:
	  
	  line number in errors must be explicitly enabled

2005-02-03 15:31  Luigi Ballabio

	* [r5406] ql/Utilities/tracing.hpp:
	  
	  *** empty log message ***

2005-02-03 13:51  Luigi Ballabio

	* [r5405] Contributors.txt, Docs/pages/authors.docs,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/all.hpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/fdeuropeanengine.hpp,
	  test-suite/europeanoption.cpp, test-suite/europeanoption.hpp:
	  
	  FD European engine added (thanks to Joseph Wang)

2005-02-03 10:41  Luigi Ballabio

	* [r5404] ql/Utilities/dataformatters.hpp, ql/date.cpp, ql/date.hpp:
	  
	  Fixes for old compilers

2005-02-03 08:28  Luigi Ballabio

	* [r5403] Docs/Examples/tracing_example.cpp, ql/Utilities/tracing.hpp,
	  ql/history.hpp:
	  
	  More tracing macros

2005-02-02 16:06  Luigi Ballabio

	* [r5401] ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/mixedscheme.hpp:
	  
	  Improved type encapsulation (thanks to Joseph Wang)

2005-02-02 15:25  Luigi Ballabio

	* [r5400] Docs/quantlibfooteronline.html:
	  
	  New sf logo address

2005-02-02 15:23  Luigi Ballabio

	* [r5399] ql/Math/array.hpp, ql/Math/matrix.hpp,
	  ql/basicdataformatters.cpp, ql/currency.cpp, ql/date.cpp,
	  ql/date.hpp, ql/interestrate.cpp, ql/money.cpp, ql/option.hpp:
	  
	  *** empty log message ***

2005-02-02 13:21  Luigi Ballabio

	* [r5394] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp, ql/currency.hpp,
	  test-suite/americanoption.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/cliquetoption.cpp,
	  test-suite/covariance.cpp, test-suite/digitaloption.cpp,
	  test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/exchangerate.cpp,
	  test-suite/forwardoption.cpp, test-suite/interestrates.cpp,
	  test-suite/jumpdiffusion.cpp, test-suite/matrices.cpp,
	  test-suite/money.cpp, test-suite/old_pricers.cpp,
	  test-suite/quantooption.cpp:
	  
	  Replaced remaining formatters

2005-02-02 10:53  Luigi Ballabio

	* [r5393] ql/Math/array.hpp, ql/Math/matrix.hpp, ql/currency.hpp,
	  ql/interestrate.cpp, ql/interestrate.hpp, ql/money.cpp,
	  ql/money.hpp, ql/option.hpp:
	  
	  *** empty log message ***

2005-02-01 17:51  Luigi Ballabio

	* [r5390] Examples/Swap/swapvaluation.cpp,
	  functions/ql/Functions/daycounters.cpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortindexedcoupon.hpp,
	  ql/Currencies/exchangeratemanager.cpp,
	  ql/DayCounters/actualactual.cpp, ql/Indexes/xibor.cpp,
	  ql/Instruments/dividendvanillaoption.cpp, ql/Math/array.hpp,
	  ql/Math/matrix.hpp, ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/Utilities/Makefile.am, ql/basicdataformatters.cpp,
	  ql/basicdataformatters.hpp, ql/currency.cpp, ql/currency.hpp,
	  ql/dataparsers.cpp, ql/date.cpp, ql/date.hpp, ql/history.hpp,
	  ql/interestrate.cpp, ql/interestrate.hpp, ql/schedule.cpp,
	  ql/termstructure.hpp, ql/voltermstructure.cpp,
	  test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/bonds.cpp, test-suite/calendars.cpp,
	  test-suite/cliquetoption.cpp, test-suite/dates.cpp,
	  test-suite/daycounters.cpp, test-suite/digitaloption.cpp,
	  test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/jumpdiffusion.cpp, test-suite/quantooption.cpp,
	  test-suite/swaption.cpp:
	  
	  Replaced more formatters

2005-02-01 15:15  Luigi Ballabio

	* [r5388] ql/Utilities/strings.hpp:
	  
	  *** empty log message ***

2005-02-01 11:23  Luigi Ballabio

	* [r5385] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, functions/ql/Functions/mathf.hpp,
	  ql/Instruments/dividendvanillaoption.cpp, ql/Makefile.am,
	  ql/Math/array.hpp, ql/Math/matrix.hpp,
	  ql/MonteCarlo/brownianbridge.hpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/RandomNumbers/sobolrsg.cpp, ql/Utilities/Makefile.am,
	  ql/Utilities/all.hpp, ql/Utilities/dataformatters.cpp,
	  ql/Utilities/dataformatters.hpp, ql/basicdataformatters.cpp,
	  ql/basicdataformatters.hpp, ql/core.hpp,
	  ql/dataformatters.details.hpp, ql/dataformatters.hpp,
	  ql/interestrate.cpp, test-suite/americanoption.cpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/bonds.cpp,
	  test-suite/capfloor.cpp, test-suite/cliquetoption.cpp,
	  test-suite/compoundforward.cpp, test-suite/digitaloption.cpp,
	  test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/interestrates.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/old_pricers.cpp,
	  test-suite/piecewiseflatforward.cpp, test-suite/quantooption.cpp,
	  test-suite/stats.cpp, test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp:
	  
	  More formatters replaced

2005-01-27 19:05  Eric Ehlers

	* [r5357] Docs/pages/install.docs:
	  
	  fix broken link

2005-01-26 17:42  Luigi Ballabio

	* [r5353] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp, ql/Indexes/xibor.cpp,
	  ql/Instruments/asianoption.cpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/capfloor.cpp, ql/Lattices/lattice.cpp,
	  ql/Makefile.am, ql/Math/array.hpp, ql/Math/binomialdistribution.hpp,
	  ql/Math/bivariatenormaldistribution.hpp,
	  ql/Math/gaussianstatistics.hpp, ql/Math/generalstatistics.cpp,
	  ql/Math/incrementalstatistics.cpp,
	  ql/Math/incrementalstatistics.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/Math/kronrodintegral.hpp,
	  ql/Math/multicubicspline.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/poissondistribution.hpp,
	  ql/Math/pseudosqrt.cpp, ql/Math/riskstatistics.hpp,
	  ql/MonteCarlo/brownianbridge.hpp, ql/MonteCarlo/getcovariance.cpp,
	  ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/Pricers/fddividendoption.cpp,
	  ql/Pricers/fdmultiperiodoption.cpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mcmaxbasket.cpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpricer.hpp, ql/Pricers/singleassetoption.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/mcsimulation.hpp,
	  ql/RandomNumbers/randomizedlds.hpp, ql/RandomNumbers/sobolrsg.cpp,
	  ql/ShortRateModels/parameter.hpp, ql/Solvers1D/bisection.hpp,
	  ql/Solvers1D/brent.hpp, ql/Solvers1D/falseposition.hpp,
	  ql/Solvers1D/newton.hpp, ql/Solvers1D/newtonsafe.hpp,
	  ql/Solvers1D/ridder.hpp, ql/Solvers1D/secant.hpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/Volatilities/localvolsurface.cpp, ql/basicdataformatters.cpp,
	  ql/basicdataformatters.hpp, ql/core.hpp,
	  ql/dataformatters.details.hpp, ql/dataformatters.hpp, ql/date.cpp,
	  ql/grid.cpp, ql/interestrate.cpp, ql/schedule.cpp, ql/solver1d.hpp,
	  ql/termstructure.hpp, ql/voltermstructure.cpp,
	  ql/voltermstructure.hpp, test-suite/americanoption.cpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/bonds.cpp,
	  test-suite/calendars.cpp, test-suite/capfloor.cpp,
	  test-suite/cliquetoption.cpp, test-suite/compoundforward.cpp,
	  test-suite/covariance.cpp, test-suite/dates.cpp,
	  test-suite/daycounters.cpp, test-suite/digitaloption.cpp,
	  test-suite/distributions.cpp, test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/factorial.cpp,
	  test-suite/forwardoption.cpp, test-suite/integrals.cpp,
	  test-suite/interestrates.cpp, test-suite/interpolations.cpp,
	  test-suite/jumpdiffusion.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/matrices.cpp,
	  test-suite/mersennetwister.cpp, test-suite/old_pricers.cpp,
	  test-suite/operators.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/quantooption.cpp, test-suite/quotes.cpp,
	  test-suite/riskstats.cpp, test-suite/rngtraits.cpp,
	  test-suite/rounding.cpp, test-suite/solvers.cpp,
	  test-suite/stats.cpp, test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp:
	  
	  Started to replace formatters with stream manipulators

2005-01-24 16:03  Luigi Ballabio

	* [r5345] ql/Makefile.am, ql/Utilities, ql/Utilities/.cvsignore,
	  ql/Utilities/Makefile.am, ql/Utilities/makefile.mak,
	  ql/Utilities/tracing.cpp, ql/Utilities/tracing.hpp, ql/settings.cpp,
	  ql/settings.hpp, test-suite/tracing.cpp:
	  
	  Moved tracing interface to a less visible place

2005-01-24 15:54  Luigi Ballabio

	* [r5344] ql/RandomNumbers/sobolrsg.cpp, ql/grid.cpp:
	  
	  Removed unneeded #include

2005-01-24 13:33  Luigi Ballabio

	* [r5343] ql/errors.cpp, ql/errors.hpp:
	  
	  Allowed QL_REQUIRE(cond, x << y << z) syntax

2005-01-23 18:27  Ferdinando Ametrano

	* [r5342] ql/Calendars/unitedstates.hpp, ql/makefile.mak,
	  test-suite/makefile.mak:
	  
	  Borland catching up

2005-01-23 18:22  Ferdinando Ametrano

	* [r5341] ql/Calendars/unitedstates.cpp,
	  ql/Calendars/unitedstates.hpp, test-suite/calendars.cpp:
	  
	  NYSE holiday rule fixed, and special closings added.
	  Thanks to Hasmet Akgun

2005-01-23 18:12  Ferdinando Ametrano

	* [r5340] ql/date.hpp:
	  
	  short names allowed

2005-01-20 13:41  Luigi Ballabio

	* [r5337] ql/Utilities/tracing.hpp, ql/settings.cpp,
	  test-suite/tracing.cpp:
	  
	  Modified tracing levels

2005-01-20 13:18  Luigi Ballabio

	* [r5336] test-suite/old_pricers.cpp, test-suite/old_pricers.hpp:
	  
	  Added test for FD American options with dividends (thanks to Joseph
	  Wang)

2005-01-19 17:11  Luigi Ballabio

	* [r5334] Docs/pages/config.docs, News.txt, configure.ac,
	  ql/Makefile.am, ql/Utilities/Makefile.am, ql/Utilities/tracing.hpp,
	  ql/settings.cpp, ql/settings.hpp, ql/userconfig.hpp,
	  test-suite/Makefile.am, test-suite/quantlibtestsuite.cpp,
	  test-suite/tracing.cpp, test-suite/tracing.hpp:
	  
	  First try at tracing facility

2005-01-19 16:52  Luigi Ballabio

	* [r5333] test-suite/bonds.hpp:
	  
	  *** empty log message ***

2005-01-18 15:50  Luigi Ballabio

	* [r5327] ql/Currencies/exchangeratemanager.cpp,
	  ql/Currencies/exchangeratemanager.hpp, ql/Patterns/singleton.hpp,
	  ql/RandomNumbers/seedgenerator.cpp, ql/settings.hpp:
	  
	  Removed explicit initialization method from singletons

2005-01-18 09:42  Luigi Ballabio

	* [r5317] Makefile.am:
	  
	  *** empty log message ***

2005-01-18 09:17  Luigi Ballabio

	* [r5316] ql/Pricers/fdmultiperiodoption.cpp:
	  
	  Fixed FdDividendAmericanOption (many thanks to Joseph Wang

2005-01-17 19:01  Ferdinando Ametrano

	* [r5314] QuantLib.nsi:
	  
	  VC8 link

2005-01-17 18:35  Ferdinando Ametrano

	* [r5311] QuantLib.nsi:
	  
	  more specific

2005-01-14 19:43  Ferdinando Ametrano

	* [r5293] Examples/AmericanOption/Makefile.am,
	  Examples/BermudanSwaption/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EuropeanOption/Makefile.am, Examples/Swap/Makefile.am,
	  Makefile.am, functions/ql/Functions/Makefile.am,
	  test-suite/Makefile.am:
	  
	  distributing VC8 project files too

2005-01-14 16:25  Luigi Ballabio

	* [r5287] ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp:
	  
	  *** empty log message ***

2005-01-14 16:09  Luigi Ballabio

	* [r5286] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp,
	  ql/PricingEngines/CapFloor/treecapfloorengine.hpp:
	  
	  Re-enabled volatility print-out for Darwin (thanks to Aurelien
	  Chanudet)

2005-01-14 15:37  Luigi Ballabio

	* [r5285] ql/discretizedasset.cpp:
	  
	  Bug fix

2005-01-12 11:59  Luigi Ballabio

	* [r5279] Docs/quantlib.doxy:
	  
	  *** empty log message ***

2005-01-12 11:49  Luigi Ballabio

	* [r5278] ql/FiniteDifferences/mixedscheme.hpp,
	  ql/Instruments/bond.hpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/cliquetoption.hpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/swaption.hpp, ql/Math/pseudosqrt.hpp,
	  ql/Pricers/fddividendamericanoption.hpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.hpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.hpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp,
	  ql/RandomNumbers/haltonrsg.hpp, ql/RandomNumbers/sobolrsg.hpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp, ql/option.hpp,
	  ql/solver1d.hpp:
	  
	  Docs formatting

2005-01-12 10:21  Ferdinando Ametrano

	* [r5274] ql/Math/multicubicspline.hpp:
	  
	  doc formatting

2005-01-12 10:21  Ferdinando Ametrano

	* [r5273] QuantLib.nsi:
	  
	  installer new name

2005-01-11 19:09  Ferdinando Ametrano

	* [r5266] ., .cvsignore, Examples/AmericanOption,
	  Examples/AmericanOption/.cvsignore,
	  Examples/AmericanOption/AmericanOption.dsp,
	  Examples/AmericanOption/AmericanOption.vcproj,
	  Examples/AmericanOption/AmericanOption_vc8.vcproj,
	  Examples/BermudanSwaption, Examples/BermudanSwaption/.cvsignore,
	  Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj,
	  Examples/DiscreteHedging, Examples/DiscreteHedging/.cvsignore,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging_vc8.vcproj,
	  Examples/EuropeanOption, Examples/EuropeanOption/.cvsignore,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.vcproj,
	  Examples/EuropeanOption/EuropeanOption_vc8.vcproj, Examples/Swap,
	  Examples/Swap/.cvsignore, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.vcproj, Examples/Swap/Swap_vc8.vcproj,
	  QuantLib.dsp, QuantLib.vcproj, QuantLib_vc8.sln,
	  QuantLib_vc8.vcproj, functions/ql/Functions,
	  functions/ql/Functions/.cvsignore,
	  functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  functions/ql/Functions/QuantLibFunctions_vc8.vcproj,
	  ql/config.msvc.hpp, test-suite, test-suite/.cvsignore,
	  test-suite/testsuite.dsp, test-suite/testsuite.vcproj,
	  test-suite/testsuite_vc8.vcproj:
	  
	  VC8 early support

2005-01-11 17:27  Ferdinando Ametrano

	* [r5262] QuantLib.vcproj, ql/config.msvc.hpp,
	  test-suite/testsuite.vcproj:
	  
	  NOMINMAX handling

2005-01-11 16:26  Luigi Ballabio

	* [r5260] Examples/AmericanOption, Examples/AmericanOption/.cvsignore,
	  Examples/BermudanSwaption, Examples/BermudanSwaption/.cvsignore,
	  Examples/DiscreteHedging, Examples/DiscreteHedging/.cvsignore,
	  Examples/EuropeanOption, Examples/EuropeanOption/.cvsignore,
	  Examples/Swap, Examples/Swap/.cvsignore,
	  ql/Instruments/europeanoption.hpp:
	  
	  *** empty log message ***

2005-01-11 12:10  Ferdinando Ametrano

	* [r5256] ql/Math/matrix.hpp:
	  
	  fix

2005-01-10 19:58  Ferdinando Ametrano

	* [r5246] Examples/AmericanOption, Examples/AmericanOption/.cvsignore,
	  Examples/BermudanSwaption, Examples/BermudanSwaption/.cvsignore,
	  Examples/DiscreteHedging, Examples/DiscreteHedging/.cvsignore,
	  Examples/EuropeanOption, Examples/EuropeanOption/.cvsignore,
	  Examples/Swap, Examples/Swap/.cvsignore, test-suite/makefile.mak:
	  
	  no message

2005-01-10 19:52  Ferdinando Ametrano

	* [r5245] Examples/AmericanOption/AmericanOption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/EuropeanOption/EuropeanOption.dsp, Examples/Swap/Swap.dsp:
	  
	  all the binaries in the same folder

2005-01-10 19:45  Ferdinando Ametrano

	* [r5244] Examples/AmericanOption, Examples/AmericanOption/.cvsignore,
	  Examples/AmericanOption/AmericanOption.vcproj,
	  Examples/AmericanOption/makefile.mak, Examples/BermudanSwaption,
	  Examples/BermudanSwaption/.cvsignore,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/BermudanSwaption/makefile.mak, Examples/DiscreteHedging,
	  Examples/DiscreteHedging/.cvsignore,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/DiscreteHedging/makefile.mak, Examples/EuropeanOption,
	  Examples/EuropeanOption/.cvsignore,
	  Examples/EuropeanOption/EuropeanOption.vcproj,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap,
	  Examples/Swap/.cvsignore, Examples/Swap/Swap.vcproj,
	  Examples/Swap/makefile.mak:
	  
	  all the binaries in the same folder

2005-01-10 18:57  Ferdinando Ametrano

	* [r5240] Docs/pages/usage.docs,
	  Examples/AmericanOption/AmericanOption.dsp,
	  Examples/AmericanOption/AmericanOption.mak,
	  Examples/AmericanOption/AmericanOption.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak,
	  Examples/EuropeanOption/EuropeanOption.vcproj,
	  Examples/Swap/Swap.dsp, Examples/Swap/Swap.mak,
	  Examples/Swap/Swap.vcproj, QuantLib.dsp, QuantLib.mak,
	  QuantLib.vcproj, functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.mak,
	  functions/ql/Functions/QuantLibFunctions.vcproj, ql/config.msvc.hpp,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak,
	  test-suite/testsuite.vcproj:
	  
	  NOMINMAX preprocessor define removed

2005-01-10 18:46  Ferdinando Ametrano

	* [r5239] Examples/AmericanOption, Examples/AmericanOption/.cvsignore,
	  Examples/AmericanOption/AmericanOption.dev,
	  Examples/BermudanSwaption, Examples/BermudanSwaption/.cvsignore,
	  Examples/BermudanSwaption/BermudanSwaption.dev,
	  Examples/DiscreteHedging, Examples/DiscreteHedging/.cvsignore,
	  Examples/DiscreteHedging/DiscreteHedging.dev,
	  Examples/EuropeanOption, Examples/EuropeanOption/.cvsignore,
	  Examples/EuropeanOption/EuropeanOption.dev, Examples/Swap,
	  Examples/Swap/.cvsignore, Examples/Swap/Swap.dev:
	  
	  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 18:27  Ferdinando Ametrano

	* [r5238] ql/Pricers/singleassetoption.hpp:
	  
	  fix

2005-01-10 14:47  Luigi Ballabio

	* [r5226] News.txt, ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp:
	  
	  DiscountCurve with settable interpolation

2005-01-10 13:49  Ferdinando Ametrano

	* [r5225] Docs/makefile.mak, functions/ql/Functions/makefile.mak,
	  makefile.mak, ql/makefile.mak, test-suite/makefile.mak:
	  
	  Borland version handling improved

2005-01-10 13:41  Ferdinando Ametrano

	* [r5224] Docs, Docs/.cvsignore, Docs/README.txt, Docs/makefile.mak,
	  Docs/quantlib.doxy:
	  
	  more fixes for Win32

2005-01-10 11:54  Luigi Ballabio

	* [r5223] Docs/Makefile.am:
	  
	  Didn't work

2005-01-07 18:09  Ferdinando Ametrano

	* [r5222] Docs, Docs/.cvsignore, Docs/Makefile.am, Docs/makefile.mak,
	  Docs/quantlib.doxy:
	  
	  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 17:21  Ferdinando Ametrano

	* [r5221] QuantLib.nsi, Readme.txt, makefile.mak:
	  
	  updated

2005-01-05 11:42  Ferdinando Ametrano

	* [r5198] QuantLib.dsp, QuantLib.mak:
	  
	  catching up

2005-01-05 11:04  Ferdinando Ametrano

	* [r5196] QuantLib.vcproj:
	  
	  catching up

2005-01-04 17:27  Luigi Ballabio

	* [r5188] Docs/pages/faq.docs, Docs/quantlibheader.html,
	  dev_tools/newdeveloperintro.txt:
	  
	  Moved developer intro to ql-site

2005-01-04 15:49  Luigi Ballabio

	* [r5185] Docs/pages/faq.docs:
	  
	  *** empty log message ***

2005-01-04 13:12  Luigi Ballabio

	* [r5184] Readme.txt:
	  
	  *** empty log message ***

2005-01-03 12:31  Luigi Ballabio

	* [r5183] Docs/quantlib.css, Docs/quantlib.doxy:
	  
	  Upgraded to Doxygen 1.4.0

2005-01-03 10:14  Luigi Ballabio

	* [r5182] ql/Pricers/fddividendoption.cpp:
	  
	  Made FD dividend options a tiny bit more stable

2004-12-31 12:32  Luigi Ballabio

	* [r5181] test-suite/compoundforward.cpp:
	  
	  *** empty log message ***

2004-12-31 11:12  Luigi Ballabio

	* [r5180] ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp:
	  
	  *** empty log message ***

2004-12-31 08:08  Luigi Ballabio

	* [r5179] configure.ac, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/Currencies/exchangeratemanager.cpp, ql/DayCounters/thirty360.cpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp, ql/Instruments/bond.cpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/payoffs.hpp,
	  ql/Instruments/swap.cpp, ql/Math/bivariatenormaldistribution.cpp,
	  ql/Math/choleskydecomposition.cpp, ql/Math/cubicspline.hpp,
	  ql/Math/discrepancystatistics.cpp,
	  ql/Math/discrepancystatistics.hpp, ql/Math/gaussianstatistics.hpp,
	  ql/Math/incrementalstatistics.cpp, ql/Math/matrix.hpp,
	  ql/Math/pseudosqrt.cpp, ql/Math/riskstatistics.hpp, ql/Math/svd.cpp,
	  ql/Pricers/fdbermudanoption.cpp, ql/Pricers/fdbsmoption.hpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcpricer.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/discretizedcapfloor.cpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.cpp,
	  ql/PricingEngines/Swaption/discretizedswaption.cpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/blackmodel.hpp,
	  ql/PricingEngines/mcsimulation.hpp, ql/RandomNumbers/sobolrsg.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/Volatilities/localvolsurface.cpp, ql/config.ansi.hpp,
	  ql/config.bcc.hpp, ql/config.mingw.hpp, ql/config.msvc.hpp,
	  ql/config.mwcw.hpp, ql/discretizedasset.hpp, ql/qldefines.hpp,
	  ql/solver1d.hpp, ql/voltermstructure.cpp, test-suite/calendars.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/old_pricers.cpp,
	  test-suite/riskstats.cpp:
	  
	  removed two more macros

2004-12-30 15:40  Luigi Ballabio

	* [r5178] configure.ac, ql/RandomNumbers/seedgenerator.cpp,
	  ql/basicdataformatters.cpp, ql/config.ansi.hpp, ql/config.bcc.hpp,
	  ql/config.mingw.hpp, ql/config.msvc.hpp, ql/config.mwcw.hpp,
	  ql/dataparsers.cpp, ql/date.cpp, ql/qldefines.hpp, ql/types.hpp:
	  
	  Removed a few more macros

2004-12-30 11:44  Luigi Ballabio

	* [r5177] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp,
	  ql/CashFlows/basispointsensitivity.cpp,
	  ql/FiniteDifferences/shoutcondition.hpp, ql/Instruments/bond.cpp,
	  ql/Instruments/swaption.cpp, ql/Lattices/binomialtree.cpp,
	  ql/Lattices/bsmlattice.cpp, ql/Lattices/lattice2d.cpp,
	  ql/Lattices/trinomialtree.cpp, ql/Math/array.hpp, ql/Math/beta.cpp,
	  ql/Math/beta.hpp, ql/Math/binomialdistribution.hpp,
	  ql/Math/bivariatenormaldistribution.cpp,
	  ql/Math/chisquaredistribution.cpp,
	  ql/Math/choleskydecomposition.cpp, ql/Math/comparison.hpp,
	  ql/Math/cubicspline.hpp, ql/Math/discrepancystatistics.cpp,
	  ql/Math/discrepancystatistics.hpp, ql/Math/errorfunction.cpp,
	  ql/Math/factorial.cpp, ql/Math/gammadistribution.cpp,
	  ql/Math/gaussianstatistics.hpp, ql/Math/generalstatistics.hpp,
	  ql/Math/incompletegamma.cpp, ql/Math/incrementalstatistics.hpp,
	  ql/Math/kronrodintegral.hpp, ql/Math/loglinearinterpolation.hpp,
	  ql/Math/normaldistribution.cpp, ql/Math/normaldistribution.hpp,
	  ql/Math/poissondistribution.hpp, ql/Math/primenumbers.cpp,
	  ql/Math/pseudosqrt.cpp, ql/Math/riskstatistics.hpp,
	  ql/Math/rounding.cpp, ql/Math/sequencestatistics.hpp,
	  ql/Math/simpsonintegral.hpp, ql/Math/svd.cpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/trapezoidintegral.hpp, ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/getcovariance.cpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp,
	  ql/Optimization/conjugategradient.cpp, ql/Optimization/criteria.hpp,
	  ql/Optimization/simplex.cpp, ql/Optimization/steepestdescent.cpp,
	  ql/Pricers/discretegeometricaso.cpp, ql/Pricers/fdbsmoption.cpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.cpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.cpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/integralengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/americanpayoffatexpiry.cpp,
	  ql/PricingEngines/americanpayoffathit.cpp,
	  ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackmodel.hpp,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/faurersg.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/twofactormodel.hpp, ql/Solvers1D/bisection.hpp,
	  ql/Solvers1D/brent.hpp, ql/Solvers1D/falseposition.hpp,
	  ql/Solvers1D/newton.hpp, ql/Solvers1D/newtonsafe.hpp,
	  ql/Solvers1D/ridder.hpp, ql/Solvers1D/secant.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/zeroyieldstructure.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.cpp, ql/interestrate.cpp,
	  ql/solver1d.hpp, ql/stochasticprocess.cpp, ql/voltermstructure.cpp,
	  ql/voltermstructure.hpp, test-suite/americanoption.cpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/bonds.cpp,
	  test-suite/capfloor.cpp, test-suite/cliquetoption.cpp,
	  test-suite/compoundforward.cpp, test-suite/covariance.cpp,
	  test-suite/daycounters.cpp, test-suite/digitaloption.cpp,
	  test-suite/distributions.cpp, test-suite/europeanoption.cpp,
	  test-suite/factorial.cpp, test-suite/forwardoption.cpp,
	  test-suite/integrals.cpp, test-suite/interestrates.cpp,
	  test-suite/interpolations.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/matrices.cpp,
	  test-suite/mersennetwister.cpp, test-suite/old_pricers.cpp,
	  test-suite/piecewiseflatforward.cpp, test-suite/quantooption.cpp,
	  test-suite/quotes.cpp, test-suite/riskstats.cpp,
	  test-suite/rngtraits.cpp, test-suite/solvers.cpp,
	  test-suite/stats.cpp, test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp:
	  
	  removing macros

2004-12-29 12:13  Luigi Ballabio

	* [r5176] ql/discretizedasset.cpp:
	  
	  Fix for VC6 'for' scope

2004-12-29 12:10  Luigi Ballabio

	* [r5175] configure.ac, ql/config.ansi.hpp, ql/config.bcc.hpp,
	  ql/config.mingw.hpp, ql/config.msvc.hpp, ql/config.mwcw.hpp,
	  ql/qldefines.hpp:
	  
	  Using Boost to remove a few portability checks and macros

2004-12-28 15:20  Luigi Ballabio

	* [r5174] ql/errors.cpp, ql/errors.hpp:
	  
	  Error class safe from terminate()

2004-12-27 10:21  Luigi Ballabio

	* [r5173] Docs/Makefile.am, Docs/images/favicon.ico,
	  Docs/quantlibheader.html:
	  
	  *** empty log message ***

2004-12-24 09:50  Luigi Ballabio

	* [r5170] Docs/pages/faq.docs:
	  
	  *** empty log message ***

2004-12-16 15:17  Luigi Ballabio

	* [r5164] ql/discretizedasset.cpp, ql/exercise.cpp, ql/exercise.hpp:
	  
	  Cosmetic changes and one better check

2004-12-13 11:49  Luigi Ballabio

	* [r5161] ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/interpolation.hpp, ql/Math/interpolation2D.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/loglinearinterpolation.hpp:
	  
	  Added manual method for updating interpolation when underlying data
	  change

2004-12-13 08:22  Luigi Ballabio

	* [r5160] ql/Instruments/simpleswap.cpp:
	  
	  Fix for spot swap

2004-12-10 12:30  Luigi Ballabio

	* [r5155] ql/PricingEngines/Swaption/discretizedswaption.hpp:
	  
	  *** empty log message ***

2004-12-09 13:06  Luigi Ballabio

	* [r5154] ql/MonteCarlo/all.hpp, ql/MonteCarlo/core.hpp:
	  
	  *** empty log message ***

2004-12-09 11:46  Luigi Ballabio

	* [r5153] QuantLib.dev, test-suite/QuantLib-test-suite.dev:
	  
	  Merged 0.3.8 branch

2004-12-09 10:29  Ferdinando Ametrano

	* [r5151] functions/ql/Functions/QuantLibFunctions.vcproj:
	  
	  fix for Boost 1.32

2004-12-08 13:13  Luigi Ballabio

	* [r5149] Announce.txt, Contributors.txt, Docs/Examples/Makefile.am,
	  Docs/Makefile.am, Docs/images/Makefile.am, Docs/pages/Makefile.am,
	  Docs/pages/authors.docs, Docs/pages/faq.docs,
	  Docs/pages/history.docs, Docs/pages/install.docs,
	  Docs/pages/overview.docs, Docs/pages/resources.docs,
	  Docs/pages/usage.docs, LICENSE.TXT, Makefile.am, QuantLib.dsp,
	  QuantLib.mak, QuantLib.nsi, QuantLib.vcproj, Readme.txt,
	  acinclude.m4, autogen.sh, bootstrap, configure.ac,
	  dev_tools/windist, functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.vcproj, makefile.mak,
	  ql/Calendars/beijing.cpp, ql/Calendars/beijing.hpp,
	  ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/Instruments/Makefile.am,
	  ql/Instruments/all.hpp, ql/Instruments/asianoption.hpp,
	  ql/Instruments/basketoption.hpp, ql/Instruments/bond.cpp,
	  ql/Instruments/bond.hpp, ql/Instruments/fixedcouponbond.cpp,
	  ql/Instruments/fixedcouponbond.hpp, ql/Instruments/makefile.mak,
	  ql/Math/array.hpp, ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/generalstatistics.hpp, ql/Math/incrementalstatistics.hpp,
	  ql/Math/interpolation.hpp, ql/Math/interpolation2D.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/loglinearinterpolation.hpp,
	  ql/Math/matrix.hpp, ql/Math/multicubicspline.hpp,
	  ql/MonteCarlo/mctraits.hpp, ql/Optimization/armijo.cpp,
	  ql/Optimization/armijo.hpp, ql/Pricers/fdamericanoption.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fdshoutoption.hpp,
	  ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceverest.hpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.hpp,
	  ql/Pricers/mcperformanceoption.hpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp,
	  ql/PricingEngines/Swaption/g2swaptionengine.hpp,
	  ql/RandomNumbers/faurersg.cpp,
	  ql/RandomNumbers/mt19937uniformrng.cpp,
	  ql/RandomNumbers/mt19937uniformrng.hpp,
	  ql/RandomNumbers/randomizedlds.hpp, ql/RandomNumbers/sobolrsg.hpp,
	  ql/basicdataformatters.cpp, ql/calendar.hpp, ql/config.ansi.hpp,
	  ql/config.bcc.hpp, ql/config.mingw.hpp, ql/config.msvc.hpp,
	  ql/config.mwcw.hpp, ql/currency.hpp, ql/interestrate.cpp,
	  ql/interestrate.hpp, ql/qldefines.hpp, ql/termstructure.hpp,
	  test-suite, test-suite/.cvsignore, test-suite/Makefile.am,
	  test-suite/asianoptions.cpp, test-suite/bonds.cpp,
	  test-suite/bonds.hpp, test-suite/digitaloption.cpp,
	  test-suite/interestrates.cpp, test-suite/makefile.mak,
	  test-suite/mersennetwister.cpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/testsuite.dsp, test-suite/testsuite.vcproj:
	  
	  Merged 0.3.8 branch

2004-12-06 13:05  Ferdinando Ametrano

	* [r5145] test-suite/distributions.cpp:
	  
	  test large values

2004-12-06 13:04  Ferdinando Ametrano

	* [r5144] ql/Math/bivariatenormaldistribution.cpp:
	  
	  fix for large numbers

2004-11-04 20:29  Ferdinando Ametrano

	* [r5044] ql/config.msvc.hpp, ql/qldefines.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite.vcproj:
	  
	  version number bumping, VC settings

2004-11-03 19:54  Ferdinando Ametrano

	* [r5026] Examples/AmericanOption/AmericanOption.mak,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/makefile.mak, ql/makefile.mak,
	  test-suite/makefile.mak, test-suite/testsuite.mak:
	  
	  catching up

2004-11-03 19:03  Ferdinando Ametrano

	* [r5022] QuantLib.vcproj, ql/Indexes/makefile.mak,
	  ql/Pricers/makefile.mak, ql/makefile.mak:
	  
	  catching up

2004-11-03 18:58  Ferdinando Ametrano

	* [r5021] test-suite/bin, test-suite/bin/.cvsignore:
	  
	  no message

2004-11-03 10:39  Luigi Ballabio

	* [r5013] QuantLib.dev, QuantLib.dsp, QuantLib.mak,
	  functions/ql/Functions/QuantLibFunctions.dev,
	  functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.mak,
	  test-suite/QuantLib-test-suite.dev:
	  
	  Bumped version number

2004-10-28 10:03  Luigi Ballabio

	* [r4990] ql/TermStructures/extendeddiscountcurve.cpp:
	  
	  *** empty log message ***

2004-10-27 14:56  Luigi Ballabio

	* [r4989] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp:
	  
	  *** empty log message ***

2004-10-27 14:46  Luigi Ballabio

	* [r4988] configure.ac, ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp, ql/DayCounters/Makefile.am,
	  ql/DayCounters/actual365.hpp, ql/DayCounters/all.hpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp, ql/Indexes/Makefile.am,
	  ql/Indexes/core.hpp, ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/xibormanager.cpp, ql/Indexes/xibormanager.hpp,
	  ql/Makefile.am, ql/Pricers/Makefile.am, ql/Pricers/all.hpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/PricingEngines/CapFloor/discretizedcapfloor.hpp,
	  ql/PricingEngines/Swaption/discretizedswaption.hpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp,
	  ql/RandomNumbers/Makefile.am, ql/RandomNumbers/all.hpp,
	  ql/RandomNumbers/inversecumgaussianrng.hpp,
	  ql/RandomNumbers/inversecumgaussianrsg.hpp,
	  ql/TermStructures/Makefile.am,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/all.hpp, ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/discountstructure.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/forwardstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/ratehelpers.hpp, ql/TermStructures/zerocurve.cpp,
	  ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/TermStructures/zeroyieldstructure.hpp, ql/Utilities/Makefile.am,
	  ql/Utilities/all.hpp, ql/Utilities/combiningiterator.hpp,
	  ql/Utilities/couplingiterator.hpp,
	  ql/Utilities/filteringiterator.hpp,
	  ql/Utilities/iteratorcategories.hpp,
	  ql/Utilities/processingiterator.hpp,
	  ql/Utilities/steppingiterator.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp, ql/basetermstructure.hpp,
	  ql/capvolstructures.hpp, ql/config.ansi.hpp, ql/config.bcc.hpp,
	  ql/config.mingw.hpp, ql/config.msvc.hpp, ql/config.mwcw.hpp,
	  ql/core.hpp, ql/currency.cpp, ql/currency.hpp,
	  ql/dataformatters.cpp, ql/dataformatters.hpp, ql/date.hpp,
	  ql/discretizedasset.hpp, ql/qldefines.hpp, ql/relinkablehandle.hpp,
	  ql/swaptionvolstructure.hpp, ql/termstructure.hpp,
	  ql/voltermstructure.hpp, test-suite/compoundforward.cpp,
	  test-suite/old_pricers.cpp:
	  
	  Removed deprecated code (except for some compound-forward stuff that
	  still needs to be investigated)

2004-10-27 10:36  Luigi Ballabio

	* [r4987] Docs/quantlib.doxy, News.txt, QuantLib.dsp, QuantLib.nsi,
	  QuantLib.vcproj, configure.ac,
	  functions/ql/Functions/QuantLibFunctions.vcproj, ql/qldefines.hpp:
	  
	  Bumped version number

2004-10-27 10:06  Luigi Ballabio

	* [r4985] ChangeLog.txt, News.txt:
	  
	  *** empty log message ***

2004-10-27 07:41  Luigi Ballabio

	* [r4983] ql/PricingEngines/Asian/mcdiscreteasianengine.hpp:
	  
	  Fixed (as in: "runs with limited functionality") MC discrete Asian
	  engine on VC6

2004-10-26 15:19  Ferdinando Ametrano

	* [r4969] ql/errors.hpp:
	  
	  no message

2004-10-26 08:06  Luigi Ballabio

	* [r4958] ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  test-suite/compoundforward.cpp:
	  
	  Partial fixes for CompoundForward

2004-10-25 15:54  Luigi Ballabio

	* [r4957] ql/TermStructures/compoundforward.cpp:
	  
	  Fix for bootstrapping

2004-10-25 14:26  Luigi Ballabio

	* [r4955] ql/TermStructures/zerocurve.cpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/capletconstantvol.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  *** empty log message ***

2004-10-25 13:00  Luigi Ballabio

	* [r4954] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, functions/ql/Functions/vols.cpp,
	  functions/ql/Functions/vols.hpp,
	  ql/CashFlows/inarrearindexedcoupon.cpp, ql/CashFlows/parcoupon.cpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/oneassetoption.cpp, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/swaption.cpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/mcdiscreteasianengine.hpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.cpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.cpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/forwardstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/capletconstantvol.hpp,
	  ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/basetermstructure.hpp,
	  ql/settings.hpp, ql/stochasticprocess.cpp, ql/termstructure.hpp,
	  test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/cliquetoption.cpp, test-suite/compoundforward.cpp,
	  test-suite/digitaloption.cpp, test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/interestrates.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/old_pricers.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/quantooption.cpp, test-suite/swap.cpp,
	  test-suite/termstructures.cpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp:
	  
	  TermStructure::dayCounter() reborn

2004-10-22 14:45  Luigi Ballabio

	* [r4953] ql/termstructure.hpp:
	  
	  *** empty log message ***

2004-10-22 14:24  Luigi Ballabio

	* [r4952] ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/discountstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp:
	  
	  Completely deprecated DiscountStructure

2004-10-22 14:21  Luigi Ballabio

	* [r4951] test-suite/quantlibtestsuite.cpp:
	  
	  Dealing out information on a need-to-know basis

2004-10-22 13:26  Luigi Ballabio

	* [r4950] ql/TermStructures/discountstructure.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/forwardstructure.hpp:
	  
	  Fixes for compiling without deprecated code

2004-10-21 12:27  Ferdinando Ametrano

	* [r4949] test-suite/bin, test-suite/bin/.cvsignore,
	  test-suite/bin/runtest.bat:
	  
	  no message

2004-10-21 09:04  Ferdinando Ametrano

	* [r4948] ql/termstructure.hpp, test-suite/bin/runtest.bat,
	  test-suite/quantlibtestsuite.cpp:
	  
	  no message

2004-10-21 08:52  Ferdinando Ametrano

	* [r4947] ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountstructure.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/forwardstructure.hpp,
	  ql/TermStructures/zeroyieldstructure.hpp, ql/termstructure.hpp,
	  test-suite/makefile.mak:
	  
	  added parRate method.
	  
	  YieldTermStructure::zeroImpl and YieldTermStructure::forwardImpl
	  deprecated.

2004-10-21 08:50  Ferdinando Ametrano

	* [r4946] test-suite, test-suite/.cvsignore, test-suite/bin,
	  test-suite/bin/.cvsignore:
	  
	  run test options

2004-10-21 08:34  Ferdinando Ametrano

	* [r4945] test-suite/bin, test-suite/bin/runtest.bat:
	  
	  run test options

2004-10-21 08:27  Ferdinando Ametrano

	* [r4944] QuantLib.dev, functions/ql/Functions/QuantLibFunctions.dev,
	  test-suite/QuantLib-test-suite.dev:
	  
	  higher optimazation level

2004-10-20 13:56  Ferdinando Ametrano

	* [r4943] test-suite/QuantLib-test-suite.dev:
	  
	  no message

2004-10-20 13:43  Ferdinando Ametrano

	* [r4942] ql/config.ansi.hpp:
	  
	  no message

2004-10-20 12:24  Ferdinando Ametrano

	* [r4941] QuantLib.dev:
	  
	  updated

2004-10-20 12:11  Ferdinando Ametrano

	* [r4940] ql/config.ansi.hpp:
	  
	  using mingw32 as ansi proxy (ansi is used with Dev-C++ without mingw
	  with cygwin)

2004-10-20 12:08  Ferdinando Ametrano

	* [r4939] test-suite/QuantLib-test-suite.dev:
	  
	  no message

2004-10-20 10:20  Luigi Ballabio

	* [r4938] test-suite/quantlibtestsuite.cpp:
	  
	  Actual test time measured (program initialization not included.)
	  This also fixes VC6 timing.

2004-10-20 08:24  Luigi Ballabio

	* [r4937] ql/RandomNumbers/inversecumulativerng.hpp,
	  ql/RandomNumbers/inversecumulativersg.hpp,
	  ql/RandomNumbers/rngtraits.hpp,
	  ql/TermStructures/zeroyieldstructure.hpp:
	  
	  Removed Doxygen warnings

2004-10-20 08:04  Luigi Ballabio

	* [r4936] QuantLib.dev, test-suite/QuantLib-test-suite.dev:
	  
	  *** empty log message ***

2004-10-19 17:18  Ferdinando Ametrano

	* [r4935] ql/makefile.mak:
	  
	  updated

2004-10-19 17:07  Ferdinando Ametrano

	* [r4934] test-suite/testsuite.vcproj:
	  
	  updated

2004-10-19 16:53  Ferdinando Ametrano

	* [r4933] test-suite, test-suite/.cvsignore,
	  test-suite/QuantLib-test-suite.dev, test-suite/makefile.mak:
	  
	  updated (boost linking needs to be solved)

2004-10-19 16:35  Ferdinando Ametrano

	* [r4932] QuantLib.dev, functions/ql/Functions,
	  functions/ql/Functions/.cvsignore,
	  functions/ql/Functions/QuantLibFunctions.dev:
	  
	  updated

2004-10-19 15:27  Ferdinando Ametrano

	* [r4931] test-suite/QuantLib-test-suite.dev:
	  
	  added header files (at least for CSV syncronization)

2004-10-19 14:42  Ferdinando Ametrano

	* [r4930] functions/ql/Functions/QuantLibFunctions.dev:
	  
	  added header files (at least for CSV syncronization)

2004-10-19 13:33  Ferdinando Ametrano

	* [r4929] QuantLib.dev:
	  
	  added header files (at least for CSV syncronization)

2004-10-19 13:31  Ferdinando Ametrano

	* [r4928] QuantLib.vcproj:
	  
	  updated

2004-10-19 10:52  Ferdinando Ametrano

	* [r4927] QuantLib.dsp, QuantLib.mak, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  added missing files

2004-10-19 10:30  Luigi Ballabio

	* [r4926] Makefile.am, News.txt, functions/ql/Functions/Makefile.am,
	  ql/Makefile.am, test-suite/Makefile.am:
	  
	  *** empty log message ***

2004-10-19 10:29  Luigi Ballabio

	* [r4925] Docs/pages/faq.docs:
	  
	  Anchors added to single items

2004-10-19 09:40  Luigi Ballabio

	* [r4924] ., .cvsignore, QuantLib.dev, functions/ql/Functions,
	  functions/ql/Functions/.cvsignore,
	  functions/ql/Functions/QuantLibFunctions.dev, ql/config.mingw.hpp,
	  ql/qldefines.hpp, test-suite, test-suite/.cvsignore,
	  test-suite/QuantLib-test-suite.dev:
	  
	  Added support for Dev-C++

2004-10-19 09:39  Luigi Ballabio

	* [r4923] test-suite/distributions.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  Fixes for VC++6

2004-10-18 11:13  Ferdinando Ametrano

	* [r4921] QuantLib.vcproj,
	  ql/PricingEngines/Vanilla/juquadraticengine.hpp,
	  ql/RandomNumbers/Makefile.am, ql/RandomNumbers/all.hpp,
	  ql/RandomNumbers/inversecumgaussianrng.hpp,
	  ql/RandomNumbers/inversecumgaussianrsg.hpp,
	  ql/RandomNumbers/inversecumulativerng.hpp,
	  ql/RandomNumbers/inversecumulativersg.hpp,
	  ql/RandomNumbers/rngtraits.hpp, test-suite/makefile.mak,
	  test-suite/testsuite.vcproj:
	  
	  obsolete references to gaussian/normal deprecated

2004-10-18 09:43  Luigi Ballabio

	* [r4920] ql/Math/poissondistribution.hpp,
	  ql/RandomNumbers/inversecumgaussianrsg.hpp,
	  ql/RandomNumbers/rngtraits.hpp, test-suite/Makefile.am,
	  test-suite/distributions.cpp, test-suite/distributions.hpp,
	  test-suite/factorial.cpp, test-suite/factorial.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/rngtraits.cpp,
	  test-suite/rngtraits.hpp:
	  
	  Added support for Poisson-distributed random numbers (thanks to
	  Walter Penschke)

2004-10-15 17:05  Ferdinando Ametrano

	* [r4919] ql/TermStructures/discountstructure.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp:
	  
	  removing compoundForwardImpl where it is allowed

2004-10-15 16:45  Ferdinando Ametrano

	* [r4918] ql/TermStructures/discountstructure.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/zeroyieldstructure.hpp:
	  
	  removing compoundForwardImpl where it is allowed

2004-10-15 16:28  Ferdinando Ametrano

	* [r4917] ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/extendeddiscountcurve.cpp, ql/termstructure.hpp,
	  test-suite/compoundforward.cpp:
	  
	  YieldTermStructure::compoundForward(...) deprecated

2004-10-15 15:51  Ferdinando Ametrano

	* [r4916]
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/termstructure.hpp, test-suite/termstructures.cpp:
	  
	  YieldTermStructure::instantaneousForward(...) deprecated

2004-10-15 15:22  Ferdinando Ametrano

	* [r4915] ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.cpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.cpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/stochasticprocess.cpp, ql/termstructure.hpp,
	  test-suite/termstructures.cpp:
	  
	  YieldTermStructure::forward(...) deprecated

2004-10-15 15:20  Ferdinando Ametrano

	* [r4914] test-suite/interestrates.cpp:
	  
	  higher tolerance for Borland

2004-10-15 13:19  Ferdinando Ametrano

	* [r4913] ql/CashFlows/basispointsensitivity.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/termstructure.hpp, ql/userconfig.hpp,
	  test-suite/termstructures.cpp:
	  
	  zeroYield and zeroCoupon deprecated

2004-10-15 12:42  Ferdinando Ametrano

	* [r4912] ql/interestrate.hpp:
	  
	  more checks

2004-10-14 15:56  Luigi Ballabio

	* [r4911] ql/interestrate.hpp:
	  
	  *** empty log message ***

2004-10-14 14:03  Ferdinando Ametrano

	* [r4907] test-suite/interestrates.cpp:
	  
	  more tests

2004-10-14 13:26  Ferdinando Ametrano

	* [r4906] test-suite/interestrates.cpp:
	  
	  more tests

2004-10-14 13:26  Ferdinando Ametrano

	* [r4905] ql/interestrate.hpp:
	  
	  updated and fixed

2004-10-13 15:29  Luigi Ballabio

	* [r4904] quantlib.el:
	  
	  *** empty log message ***

2004-10-13 15:28  Luigi Ballabio

	* [r4903] ql/interestrate.cpp:
	  
	  Fixed formatter bugs

2004-10-13 13:44  Luigi Ballabio

	* [r4902] ql/interestrate.hpp:
	  
	  Added constness to inspectors

2004-10-13 12:24  Luigi Ballabio

	* [r4901] ql/CashFlows/basispointsensitivity.cpp,
	  ql/CashFlows/basispointsensitivity.hpp, ql/CashFlows/parcoupon.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp:
	  
	  Resolved some ???

2004-10-13 12:22  Luigi Ballabio

	* [r4900] ql/Instruments/capfloor.hpp,
	  ql/PricingEngines/blackmodel.hpp, ql/TermStructures/ratehelpers.hpp,
	  ql/quote.hpp, ql/termstructure.hpp:
	  
	  Fixed header inclusions

2004-10-12 17:06  Ferdinando Ametrano

	* [r4899] ql/interestrate.cpp, ql/interestrate.hpp:
	  
	  SimpleThenCompounded Compounding added.
	  Simple up to t<=1.0/frequency, then compounded
	  To be tested

2004-10-12 14:41  Luigi Ballabio

	* [r4898] ql/interestrate.cpp, ql/interestrate.hpp:
	  
	  Correct precondition

2004-10-12 12:32  Ferdinando Ametrano

	* [r4897] QuantLib.vcproj, ql/TermStructures/Makefile.am,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/all.hpp, ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/discountstructure.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/forwardstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/TermStructures/zeroyieldstructure.hpp, ql/termstructure.hpp:
	  
	  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 12:30  Ferdinando Ametrano

	* [r4896] test-suite/interestrates.cpp:
	  
	  improved/extended interface

2004-10-12 11:34  Ferdinando Ametrano

	* [r4895] ql/interestrate.cpp, ql/interestrate.hpp:
	  
	  improved/extended interface

2004-10-12 08:12  Ferdinando Ametrano

	* [r4894] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  functions/ql/Functions/vols.cpp, functions/ql/Functions/vols.hpp,
	  ql/CashFlows/inarrearindexedcoupon.cpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp, ql/TermStructures/zerocurve.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/capletconstantvol.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/capvolstructures.hpp,
	  ql/schedule.hpp, ql/settings.hpp, ql/stochasticprocess.cpp,
	  ql/userconfig.hpp, test-suite/americanoption.cpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/cliquetoption.cpp,
	  test-suite/digitaloption.cpp, test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/interestrates.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/old_pricers.cpp, test-suite/quantooption.cpp,
	  test-suite/swap.cpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp:
	  
	  more dayCounter() deprecated, few tests to be fixed

2004-10-11 16:29  Ferdinando Ametrano

	* [r4893] ql/Instruments/oneassetoption.cpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/mcdiscreteasianengine.hpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.cpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.cpp,
	  ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.hpp, ql/voltermstructure.hpp:
	  
	  BlackVolTermStructure::dayCounter() and
	  LocalVolTermStructure::dayCounter() deprecated

2004-10-11 15:48  Ferdinando Ametrano

	* [r4892] Examples/Swap/swapvaluation.cpp,
	  ql/CashFlows/basispointsensitivity.cpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/oneassetoption.cpp, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/swaption.cpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.cpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.cpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/zerocurve.cpp, ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/basetermstructure.hpp, ql/capvolstructures.hpp, ql/settings.hpp,
	  ql/swaptionvolstructure.hpp, ql/termstructure.hpp,
	  ql/voltermstructure.hpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/termstructures.cpp:
	  
	  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 15:24  Ferdinando Ametrano

	* [r4891] test-suite/barrieroption.cpp:
	  
	  no message

2004-10-11 12:22  Ferdinando Ametrano

	* [r4890] test-suite/swap.cpp:
	  
	  no message

2004-10-11 12:02  Luigi Ballabio

	* [r4889] ql/money.cpp, ql/money.hpp, test-suite/exchangerate.cpp,
	  test-suite/money.cpp:
	  
	  More explicit convention names

2004-10-11 12:02  Luigi Ballabio

	* [r4888] test-suite/cliquetoption.cpp:
	  
	  Missing inclusion

2004-10-11 11:39  Ferdinando Ametrano

	* [r4887] test-suite/cliquetoption.cpp:
	  
	  using (explicit, not default) daycounter for theta calculation

2004-10-11 10:59  Ferdinando Ametrano

	* [r4886] test-suite/asianoptions.cpp, test-suite/cliquetoption.cpp,
	  test-suite/digitaloption.cpp, test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/quantooption.cpp:
	  
	  using (explicit, not default) daycounter for theta calculation

2004-10-11 10:21  Luigi Ballabio

	* [r4885] News.txt, ql/interestrate.cpp, ql/interestrate.hpp,
	  test-suite/interestrates.cpp:
	  
	  The difference between adjectives and nouns is beyond the scope of a
	  commit log :)

2004-10-11 10:21  Luigi Ballabio

	* [r4884] ql/settings.hpp:
	  
	  Definitely not virtual

2004-10-11 10:17  Ferdinando Ametrano

	* [r4883] test-suite/cliquetoption.cpp:
	  
	  no message

2004-10-11 09:08  Ferdinando Ametrano

	* [r4882] ql/TermStructures/zerospreadedtermstructure.hpp:
	  
	  compacted code (easier to deprecate if needed)

2004-10-11 08:06  Ferdinando Ametrano

	* [r4881] ql/interestrate.hpp:
	  
	  comment added

2004-10-11 08:03  Ferdinando Ametrano

	* [r4880] ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/Indexes/xibor.hpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/capletconstantvol.hpp,
	  ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  compacted code (easier to deprecate if needed)

2004-10-08 16:40  Ferdinando Ametrano

	* [r4879] ql/settings.hpp:
	  
	  global daycounter added. It will be used later

2004-10-08 16:21  Ferdinando Ametrano

	* [r4878] ql/DayCounters/one.hpp:
	  
	  bug fix (?)

2004-10-08 16:15  Ferdinando Ametrano

	* [r4877] News.txt, QuantLib.dsp, QuantLib.mak, ql/interestrate.cpp,
	  ql/interestrate.hpp, test-suite/interestrates.cpp:
	  
	  compound factor, not accrual factor

2004-10-08 12:16  Luigi Ballabio

	* [r4876] ql/interestrate.cpp, ql/interestrate.hpp,
	  test-suite/interestrates.cpp, test-suite/interestrates.hpp:
	  
	  Test tolerance, 80-columns wrap and stuff

2004-10-08 08:23  Ferdinando Ametrano

	* [r4875] ql/daycounter.hpp:
	  
	  requirements added

2004-10-08 08:12  Ferdinando Ametrano

	* [r4874] ql/interestrate.cpp:
	  
	  Borland warnings avoided

2004-10-07 18:14  Ferdinando Ametrano

	* [r4873] test-suite/interestrates.cpp:
	  
	  avoiding usage of deprecated features

2004-10-07 18:03  Ferdinando Ametrano

	* [r4872] QuantLib.dsp, QuantLib.mak, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  VC6 catching up

2004-10-07 18:02  Ferdinando Ametrano

	* [r4871] ql/date.cpp:
	  
	  avoiding Borland warnings

2004-10-07 17:56  Ferdinando Ametrano

	* [r4870] News.txt, QuantLib.vcproj, ql/Makefile.am,
	  ql/basicdataformatters.cpp, ql/interestrate.cpp,
	  ql/interestrate.hpp, ql/makefile.mak, test-suite/Makefile.am,
	  test-suite/interestrates.cpp, test-suite/interestrates.hpp,
	  test-suite/makefile.mak, test-suite/quantlibtestsuite.cpp,
	  test-suite/testsuite.vcproj:
	  
	  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 17:47  Ferdinando Ametrano

	* [r4869] ql/date.cpp, ql/date.hpp:
	  
	  added FrequencyFormatter

2004-10-07 16:30  Ferdinando Ametrano

	* [r4868] ql/date.hpp:
	  
	  more frequencies added

2004-10-07 13:31  Ferdinando Ametrano

	* [r4867] ql/date.hpp:
	  
	  Borland/Visual palatable code

2004-10-07 12:34  Luigi Ballabio

	* [r4866] ql/date.hpp:
	  
	  *** empty log message ***

2004-10-07 11:01  Luigi Ballabio

	* [r4865] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp,
	  functions/ql/Functions/calendars.cpp,
	  ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/simpledaycounter.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/calendar.cpp,
	  ql/capvolstructures.hpp, ql/date.cpp, ql/date.hpp, ql/history.hpp,
	  ql/swaptionvolstructure.hpp, test-suite/americanoption.cpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/calendars.cpp,
	  test-suite/cliquetoption.cpp, test-suite/dates.cpp,
	  test-suite/daycounters.cpp, test-suite/digitaloption.cpp,
	  test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/jumpdiffusion.cpp, test-suite/quantooption.cpp,
	  test-suite/swap.cpp, test-suite/termstructures.cpp:
	  
	  Reorganization of date functions

2004-10-07 07:36  Ferdinando Ametrano

	* [r4864] ql/TermStructures/flatforward.hpp:
	  
	  dangerous default dayCounter, you must specify the daycount of your
	  forward rate (you should also specify the compounding rule...)

2004-10-06 15:53  Ferdinando Ametrano

	* [r4862] News.txt:
	  
	  updated

2004-10-06 15:30  Ferdinando Ametrano

	* [r4858] News.txt, functions/ql/Functions/daycounters.cpp,
	  functions/ql/Functions/daycounters.hpp:
	  
	  added dayCounterFromString(std::string)

2004-10-06 15:28  Ferdinando Ametrano

	* [r4857] ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/thirty360.cpp, ql/DayCounters/thirty360.hpp:
	  
	  no message

2004-10-06 13:08  Ferdinando Ametrano

	* [r4856] Examples/Swap/swapvaluation.cpp:
	  
	  swap mispriced with Tokyo() calendar when using September 22, 2004
	  as settlement date...tolerance didn't help... it puzzles me!

2004-10-06 12:11  Luigi Ballabio

	* [r4855] ql/Volatilities/capletconstantvol.hpp:
	  
	  *** empty log message ***

2004-10-06 10:49  Luigi Ballabio

	* [r4854] Docs/quantlib.doxy:
	  
	  Upgraded to Doxygen 1.3.9

2004-10-06 09:56  Ferdinando Ametrano

	* [r4853] test-suite/dates.cpp:
	  
	  improved test

2004-10-06 09:49  Ferdinando Ametrano

	* [r4852] ql/date.cpp, ql/date.hpp:
	  
	  isIMMdate() added

2004-10-06 09:18  Luigi Ballabio

	* [r4851] ql/Math/bilinearinterpolation.hpp:
	  
	  Not really a fix, but it compiles

2004-10-06 07:48  Ferdinando Ametrano

	* [r4850] QuantLib.dsp, QuantLib.mak:
	  
	  VC6 catching up

2004-10-05 17:04  Ferdinando Ametrano

	* [r4849] ql/date.cpp, ql/date.hpp:
	  
	  nextDayOfWeekAfterDate() added

2004-10-05 17:03  Ferdinando Ametrano

	* [r4848] News.txt:
	  
	  updated

2004-10-05 16:33  Ferdinando Ametrano

	* [r4847] Examples/Swap/swapvaluation.cpp:
	  
	  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 16:11  Ferdinando Ametrano

	* [r4846] test-suite/quantlibtestsuite.cpp:
	  
	  suite global timing always displayed (is it ok Luigi?)

2004-10-05 16:10  Ferdinando Ametrano

	* [r4845] test-suite/dates.cpp, test-suite/dates.hpp:
	  
	  nextIMM() test added

2004-10-05 16:06  Ferdinando Ametrano

	* [r4844] ql/date.cpp, ql/date.hpp:
	  
	  added nthDayOfWeekForMonthAndYear, nextIMM(), and WeekdayFormatter

2004-10-05 15:55  Luigi Ballabio

	* [r4843] ql/DayCounters/actualactual.cpp, ql/DayCounters/one.hpp,
	  ql/daycounter.hpp:
	  
	  Some nitpicking

2004-10-05 15:53  Luigi Ballabio

	* [r4842] ql/CashFlows/inarrearindexedcoupon.cpp, test-suite/swap.cpp:
	  
	  Corrected reference

2004-10-05 14:22  Ferdinando Ametrano

	* [r4840] ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp, ql/TermStructures/zerocurve.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capletconstantvol.hpp,
	  ql/Volatilities/localconstantvol.hpp:
	  
	  Actual365 is deprecated in favour of Actual365Fixed

2004-10-05 14:19  Ferdinando Ametrano

	* [r4839] ql/Indexes/audlibor.hpp, ql/Indexes/cadlibor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/zarlibor.hpp:
	  
	  in accord with 2000 ISDA definitions

2004-10-05 14:17  Ferdinando Ametrano

	* [r4838] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  test-suite/cliquetoption.cpp, test-suite/compoundforward.cpp,
	  test-suite/daycounters.cpp, test-suite/daycounters.hpp,
	  test-suite/old_pricers.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp, test-suite/utilities.hpp:
	  
	  in accord to ISDA documentation. Added "1/1" convention

2004-10-05 13:20  Ferdinando Ametrano

	* [r4837] ql/DayCounters/actual365.hpp:
	  
	  in accord to ISDA documentation. Added "1/1" convention

2004-10-05 13:12  Ferdinando Ametrano

	* [r4836] QuantLib.vcproj, ql/DayCounters/Makefile.am,
	  ql/DayCounters/actual360.hpp, ql/DayCounters/actual365.hpp,
	  ql/DayCounters/actual365fixed.hpp, ql/DayCounters/all.hpp,
	  ql/DayCounters/one.hpp, test-suite/utilities.hpp:
	  
	  in accord to ISDA documentation. Added "1/1" convention

2004-10-05 12:52  Ferdinando Ametrano

	* [r4835] ql/DayCounters/thirty360.hpp:
	  
	  in accord to ISDA documentation

2004-10-05 12:42  Ferdinando Ametrano

	* [r4834] ql/DayCounters/actualactual.hpp:
	  
	  more comments and warnings

2004-10-05 12:37  Ferdinando Ametrano

	* [r4833] ql/DayCounters/actualactual.hpp:
	  
	  changing the default

2004-10-05 12:00  Ferdinando Ametrano

	* [r4832] ql/daycounter.hpp:
	  
	  adding the implementation of
	  BigInteger dayCount(const Date& d1, const Date& d2) const
	  in the base class.

2004-10-05 12:00  Ferdinando Ametrano

	* [r4831] ql/DayCounters/actual360.hpp, ql/DayCounters/actual365.hpp,
	  ql/DayCounters/actualactual.cpp, ql/DayCounters/actualactual.hpp:
	  
	  adding the implementation of
	  BigInteger dayCount(const Date& d1, const Date& d2) const
	  in the base class.
	  Improved error messages

2004-10-05 10:14  Ferdinando Ametrano

	* [r4830] QuantLib.sln, QuantLib.vcproj, ql/CashFlows/makefile.mak:
	  
	  updated

2004-10-04 11:49  Luigi Ballabio

	* [r4829] News.txt, ql/CashFlows/Makefile.am, ql/CashFlows/coupon.hpp,
	  ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.cpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/Instruments/capfloor.cpp,
	  ql/Volatilities/Makefile.am, ql/Volatilities/all.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/capletconstantvol.hpp, ql/capvolstructures.hpp,
	  ql/cashflow.hpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/swap.cpp, test-suite/swap.hpp:
	  
	  Added hooks for convexity adjustment in floating-rate coupons;
	  implemented adjustment for InArrearIndexedCoupon.

2004-10-04 11:48  Luigi Ballabio

	* [r4828] ql/Instruments/swap.hpp:
	  
	  Typo

2004-10-01 09:27  Ferdinando Ametrano

	* [r4827] ql/PricingEngines/mcsimulation.hpp:
	  
	  needless result variable removed

2004-09-30 16:43  Ferdinando Ametrano

	* [r4826] ql/DayCounters/actualactual.cpp:
	  
	  using January and February instead of (Month)1 and (Month)2.
	  Was there any reason for (Month)1 ?

2004-09-30 16:41  Ferdinando Ametrano

	* [r4825] ql/Math/symmetricschurdecomposition.cpp:
	  
	  Using Boost iterators Borland patch is not needed anymore

2004-09-30 16:05  Luigi Ballabio

	* [r4824] Docs/pages/faq.docs:
	  
	  *** empty log message ***

2004-09-30 15:27  Luigi Ballabio

	* [r4823] News.txt:
	  
	  *** empty log message ***

2004-09-30 15:22  Luigi Ballabio

	* [r4822] ql/Math/symmetricschurdecomposition.cpp:
	  
	  Added check for null matrix

2004-09-30 15:20  Luigi Ballabio

	* [r4821] ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexedcoupon.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp:
	  
	  Let indexed coupons take an Index (thanks to Daniele De Francesco

2004-09-30 15:16  Luigi Ballabio

	* [r4820] ql/Makefile.am, ql/MonteCarlo, ql/MonteCarlo/.cvsignore:
	  
	  Added new library

2004-09-30 15:13  Luigi Ballabio

	* [r4819] ql/Currencies/exchangeratemanager.cpp, ql/date.hpp:
	  
	  Removed newly introduced method (it seemed a good idea a few days
	  ago, but not now)

2004-09-30 15:12  Luigi Ballabio

	* [r4818] ql/TermStructures/piecewiseflatforward.cpp:
	  
	  Allowed increasing discounts when QL_NEGATIVE_RATES is defined

2004-09-30 11:14  Ferdinando Ametrano

	* [r4817] ql/MonteCarlo/getcovariance.hpp:
	  
	  added (correlation, vols) calculation from covariance matrix

2004-09-30 11:12  Ferdinando Ametrano

	* [r4816] QuantLib.vcproj, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/getcovariance.cpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/makefile.mak, ql/makefile.mak,
	  test-suite/covariance.cpp:
	  
	  added (correlation, vols) calculation from covariance matrix

2004-09-30 11:08  Ferdinando Ametrano

	* [r4815] ql/Math/symmetricschurdecomposition.hpp:
	  
	  no message

2004-09-30 10:42  Luigi Ballabio

	* [r4814] ql/Math/array.hpp, ql/Math/lexicographicalview.hpp,
	  ql/Math/matrix.hpp, ql/Utilities/combiningiterator.hpp,
	  ql/Utilities/couplingiterator.hpp,
	  ql/Utilities/filteringiterator.hpp,
	  ql/Utilities/iteratorcategories.hpp,
	  ql/Utilities/processingiterator.hpp,
	  ql/Utilities/steppingiterator.hpp, ql/history.hpp, ql/qldefines.hpp:
	  
	  Using Boost iterator library (Boost 1.31.0 or later is now required

2004-09-30 10:41  Luigi Ballabio

	* [r4813] acinclude.m4, configure.ac:
	  
	  Added check for Boost version

2004-09-30 10:32  Luigi Ballabio

	* [r4812] ql/RandomNumbers/Makefile.am, ql/RandomNumbers/all.hpp:
	  
	  Missing file added

2004-09-28 12:23  Luigi Ballabio

	* [r4811] test-suite/asianoptions.cpp, test-suite/basketoption.cpp,
	  test-suite/digitaloption.cpp, test-suite/europeanoption.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/old_pricers.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/utilities.hpp:
	  
	  define QL_DISPLAY_TEST_TIME to display execution time

2004-09-28 10:06  Luigi Ballabio

	* [r4810] test-suite/utilities.hpp:
	  
	  Fixed teardown macro

2004-09-28 08:23  Ferdinando Ametrano

	* [r4809] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/indexcashflowvectors.hpp:
	  
	  Borland warning avoided

2004-09-28 08:06  Ferdinando Ametrano

	* [r4808] test-suite/old_pricers.cpp:
	  
	  warning avoided #ifdef QL_DISABLE_DEPRECATED

2004-09-27 17:06  Ferdinando Ametrano

	* [r4807] test-suite/quantlibtestsuite.cpp:
	  
	  timing added

2004-09-27 16:53  Ferdinando Ametrano

	* [r4806] test-suite/asianoptions.cpp, test-suite/basketoption.cpp,
	  test-suite/digitaloption.cpp, test-suite/europeanoption.cpp,
	  test-suite/europeanoption.hpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/old_pricers.cpp:
	  
	  timing added

2004-09-27 14:49  Ferdinando Ametrano

	* [r4805] ql/PricingEngines/mcsimulation.hpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/digitaloption.cpp,
	  test-suite/europeanoption.cpp, test-suite/europeanoption.hpp:
	  
	  Monte Carlo simulation's convergence criterium is now absolute
	  (dollar value) tolerance instead of relative tolerance.

2004-09-27 13:02  Luigi Ballabio

	* [r4804] acinclude.m4, configure.ac:
	  
	  Allow passing info on Bost installation

2004-09-27 12:55  Luigi Ballabio

	* [r4803] ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  Fixes for indexed coupons

2004-09-24 17:20  Ferdinando Ametrano

	* [r4802] ql/Patterns/singleton.hpp:
	  
	  VC7.1 doesn't need the patch

2004-09-24 16:30  Ferdinando Ametrano

	* [r4801] ql/Math/all.hpp:
	  
	  allowing gracefull Borland failure

2004-09-24 16:04  Ferdinando Ametrano

	* [r4800] test-suite/testsuite.vcproj:
	  
	  boost test suite --report_level=short

2004-09-24 14:55  Ferdinando Ametrano

	* [r4799] Examples/AmericanOption/AmericanOption.mak,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.mak, functions/ql/Functions/QuantLibFunctions.mak,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  boost test suite report_level=short

2004-09-24 12:15  Luigi Ballabio

	* [r4798] ql/currency.hpp:
	  
	  *** empty log message ***

2004-09-23 15:52  Luigi Ballabio

	* [r4797] test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/cliquetoption.cpp, test-suite/digitaloption.cpp,
	  test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/jumpdiffusion.cpp, test-suite/quantooption.cpp,
	  test-suite/utilities.cpp, test-suite/utilities.hpp:
	  
	  Using evaluation date to check theta

2004-09-22 15:24  Luigi Ballabio

	* [r4795] ql/Patterns/singleton.hpp:
	  
	  *** empty log message ***

2004-09-22 12:35  Luigi Ballabio

	* [r4794] test-suite/interpolations.hpp:
	  
	  *** empty log message ***

2004-09-22 10:57  Ferdinando Ametrano

	* [r4793] ql/Math/multicubicspline.hpp:
	  
	  \todo and \bug comments added

2004-09-22 10:43  Ferdinando Ametrano

	* [r4792] test-suite/interpolations.cpp:
	  
	  grid points recalculation check added: memory access error!

2004-09-22 10:38  Ferdinando Ametrano

	* [r4791] test-suite/interpolations.hpp:
	  
	  allowing gracefull Borland failure

2004-09-22 09:20  Luigi Ballabio

	* [r4790] test-suite/termstructures.cpp:
	  
	  *** empty log message ***

2004-09-22 08:46  Ferdinando Ametrano

	* [r4789] ql/errors.cpp:
	  
	  VC 6 integration

2004-09-22 08:36  Ferdinando Ametrano

	* [r4788] test-suite/termstructures.cpp:
	  
	  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 15:31  Luigi Ballabio

	* [r4787] test-suite/interpolations.cpp,
	  test-suite/interpolations.hpp:
	  
	  Disabled multispline test on Borland

2004-09-21 15:31  Luigi Ballabio

	* [r4786] ql/Math/multicubicspline.hpp, ql/qldefines.hpp:
	  
	  Removed Doxygen warnings

2004-09-21 13:50  Luigi Ballabio

	* [r4785] configure.ac, ql/config.ansi.hpp, ql/config.bcc.hpp,
	  ql/config.msvc.hpp, ql/config.mwcw.hpp,
	  test-suite/interpolations.cpp, test-suite/interpolations.hpp:
	  
	  Test for multispline

2004-09-21 13:50  Luigi Ballabio

	* [r4784] ql/Optimization/constraint.hpp:
	  
	  Fix for VC++

2004-09-21 13:22  Ferdinando Ametrano

	* [r4783] ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp:
	  
	  removing default parameters

2004-09-21 13:08  Ferdinando Ametrano

	* [r4782] ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp,
	  ql/PricingEngines/Asian/mcdiscreteasianengine.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp:
	  
	  removing default parameters

2004-09-21 13:03  Ferdinando Ametrano

	* [r4781] ql/stochasticprocess.cpp:
	  
	  avoid Borland warning

2004-09-21 08:00  Ferdinando Ametrano

	* [r4780] QuantLib.dsp, QuantLib.mak:
	  
	  catching up

2004-09-21 07:31  Ferdinando Ametrano

	* [r4779] test-suite/asianoptions.cpp:
	  
	  speeded up using variance reduction tecniques

2004-09-21 07:27  Ferdinando Ametrano

	* [r4778] test-suite/digitaloption.cpp:
	  
	  explicit brownianBridge variable

2004-09-21 06:45  Ferdinando Ametrano

	* [r4777] functions/ql/Functions/qlfunctions.hpp:
	  
	  autolink for Borland

2004-09-21 06:27  Ferdinando Ametrano

	* [r4776] QuantLib.vcproj:
	  
	  catching up

2004-09-20 15:41  Luigi Ballabio

	* [r4775] News.txt, ql/Math/Makefile.am, ql/Math/all.hpp,
	  ql/Math/multicubicspline.hpp:
	  
	  Added N-dimensional cubic spline (thanks to Roman Gitlin)

2004-09-20 13:57  Luigi Ballabio

	* [r4774] News.txt, ql/MonteCarlo/pathgenerator.hpp,
	  ql/stochasticprocess.cpp, ql/stochasticprocess.hpp:
	  
	  Path generator working with generic stochastic process (thanks to W.
	  Penschke)

2004-09-20 13:18  Ferdinando Ametrano

	* [r4773] test-suite/barrieroption.cpp:
	  
	  seed variable introduced

2004-09-20 10:06  Luigi Ballabio

	* [r4772] ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/mcsimulation.hpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/digitaloption.cpp:
	  
	  Fixed tests

2004-09-17 17:14  Ferdinando Ametrano

	* [r4771] ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp,
	  ql/PricingEngines/Asian/mcdiscreteasianengine.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp:
	  
	  1) calculate method introduced, which encapsulates common code
	  2) controlVariateValue() introduced
	  3) brownianBridge explicit parameter introduced

2004-09-17 17:11  Ferdinando Ametrano

	* [r4770] ql/PricingEngines/mcsimulation.hpp:
	  
	  1) calculate method introduced, which encapsulates common code
	  2) controlVariateValue() introduced

2004-09-17 16:59  Ferdinando Ametrano

	* [r4769] Examples/DiscreteHedging/DiscreteHedging.cpp:
	  
	  no message

2004-09-17 15:23  Ferdinando Ametrano

	* [r4768] ql/MonteCarlo/multipathgenerator.hpp:
	  
	  default value added (Warning: true case is not implemented)

2004-09-17 15:21  Ferdinando Ametrano

	* [r4767] Examples/DiscreteHedging/DiscreteHedging.cpp:
	  
	  implied boleean meaning revealed

2004-09-17 15:13  Ferdinando Ametrano

	* [r4766] ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcperformanceoption.cpp:
	  
	  implied boleean meaning revealed

2004-09-17 12:15  Luigi Ballabio

	* [r4765] functions/ql/Functions/qlfunctions.hpp,
	  ql/discretizedasset.hpp, test-suite/basketoption.cpp,
	  test-suite/europeanoption.cpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/termstructures.cpp:
	  
	  Removed gcc warnings

2004-09-17 09:06  Luigi Ballabio

	* [r4764] Makefile.am, ql/Calendars/germany.hpp,
	  ql/Calendars/italy.hpp, ql/Calendars/jointcalendar.hpp,
	  ql/Calendars/target.hpp, ql/Calendars/unitedkingdom.hpp,
	  ql/Calendars/unitedstates.hpp,
	  ql/Currencies/exchangeratemanager.hpp,
	  ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/simpledaycounter.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/swaption.hpp,
	  ql/Math/bivariatenormaldistribution.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/factorial.hpp, ql/Math/gammadistribution.hpp,
	  ql/Math/kronrodintegral.hpp, ql/Math/normaldistribution.hpp,
	  ql/Math/poissondistribution.hpp, ql/Math/pseudosqrt.hpp,
	  ql/Math/riskstatistics.hpp, ql/Math/rounding.hpp,
	  ql/Math/segmentintegral.hpp, ql/Math/sequencestatistics.hpp,
	  ql/Math/simpsonintegral.hpp, ql/Math/statistics.hpp,
	  ql/Math/svd.hpp, ql/Math/symmetricschurdecomposition.hpp,
	  ql/Math/trapezoidintegral.hpp, ql/Optimization/constraint.hpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.hpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.hpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.hpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.hpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/RandomNumbers/faurersg.hpp, ql/RandomNumbers/haltonrsg.hpp,
	  ql/RandomNumbers/mt19937uniformrng.hpp,
	  ql/RandomNumbers/randomizedlds.hpp,
	  ql/RandomNumbers/seedgenerator.hpp, ql/RandomNumbers/sobolrsg.hpp,
	  ql/Solvers1D/bisection.hpp, ql/Solvers1D/brent.hpp,
	  ql/Solvers1D/falseposition.hpp, ql/Solvers1D/newton.hpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.hpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp, ql/calendar.hpp,
	  ql/currency.hpp, ql/date.hpp, ql/exchangerate.hpp,
	  ql/instrument.hpp, ql/money.hpp, ql/qldefines.hpp, ql/quote.hpp,
	  ql/termstructure.hpp, test-suite/americanoption.hpp,
	  test-suite/asianoptions.hpp, test-suite/barrieroption.hpp,
	  test-suite/basketoption.hpp, test-suite/calendars.hpp,
	  test-suite/capfloor.hpp, test-suite/cliquetoption.hpp,
	  test-suite/compoundforward.hpp, test-suite/covariance.hpp,
	  test-suite/dates.hpp, test-suite/daycounters.hpp,
	  test-suite/digitaloption.hpp, test-suite/distributions.hpp,
	  test-suite/dividendeuropeanoption.hpp,
	  test-suite/europeanoption.hpp, test-suite/exchangerate.hpp,
	  test-suite/factorial.hpp, test-suite/forwardoption.hpp,
	  test-suite/instruments.hpp, test-suite/integrals.hpp,
	  test-suite/interpolations.hpp, test-suite/jumpdiffusion.hpp,
	  test-suite/lowdiscrepancysequences.hpp, test-suite/matrices.hpp,
	  test-suite/mersennetwister.hpp, test-suite/money.hpp,
	  test-suite/operators.hpp, test-suite/piecewiseflatforward.hpp,
	  test-suite/quantooption.hpp, test-suite/quotes.hpp,
	  test-suite/riskstats.hpp, test-suite/rounding.hpp,
	  test-suite/solvers.hpp, test-suite/stats.hpp, test-suite/swap.hpp,
	  test-suite/swaption.hpp, test-suite/termstructures.hpp:
	  
	  Removed Doxygen warnings

2004-09-16 15:17  Luigi Ballabio

	* [r4763] test-suite/capfloor.cpp, test-suite/compoundforward.cpp,
	  test-suite/matrices.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp, test-suite/utilities.hpp:
	  
	  Added some support for teardown function in test cases

2004-09-16 13:02  Luigi Ballabio

	* [r4762] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2004-09-16 13:02  Luigi Ballabio

	* [r4761] ql/RandomNumbers/sobolrsg.hpp:
	  
	  Removed Cantor-like diagonal selection

2004-09-16 13:01  Luigi Ballabio

	* [r4760] ql/errors.cpp:
	  
	  Added gcc format for errors (better, although not perfect,
	  integration with Emacs)

2004-09-16 10:14  Ferdinando Ametrano

	* [r4759] ql/RandomNumbers/randomizedlds.hpp:
	  
	  no message

2004-09-16 10:13  Ferdinando Ametrano

	* [r4758] ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp:
	  
	  intSequence() method exposed

2004-09-16 09:49  Luigi Ballabio

	* [r4757] ql/RandomNumbers/randomizedlds.hpp:
	  
	  Made some justice to hyphens and such

2004-09-16 09:37  Luigi Ballabio

	* [r4756] ql/FiniteDifferences/finitedifferencemodel.hpp:
	  
	  Fixed bug which caused only one stopping time per FD step to be used

2004-09-16 09:37  Luigi Ballabio

	* [r4755] Docs/pages/findiff.docs:
	  
	  Tagged doc page as outdated

2004-09-16 08:16  Luigi Ballabio

	* [r4754] News.txt, ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/localvolsurface.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/capvolstructures.hpp,
	  ql/swaptionvolstructure.hpp, ql/voltermstructure.cpp,
	  ql/voltermstructure.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  Derived volatility term structures from BaseTermStructure

2004-09-15 15:00  Luigi Ballabio

	* [r4753] ql/RandomNumbers/knuthuniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/RandomNumbers/mt19937uniformrng.cpp,
	  ql/RandomNumbers/seedgenerator.cpp,
	  ql/RandomNumbers/seedgenerator.hpp,
	  test-suite/lowdiscrepancysequences.cpp:
	  
	  Re-implemented seed generator as singleton

2004-09-15 14:57  Luigi Ballabio

	* [r4752] ql/Patterns/singleton.hpp:
	  
	  Addressed quirks of both gcc and vc

2004-09-15 11:13  Ferdinando Ametrano

	* [r4751] test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp:
	  
	  added random seed generator test

2004-09-15 11:10  Ferdinando Ametrano

	* [r4750] ql/RandomNumbers/seedgenerator.cpp,
	  ql/RandomNumbers/seedgenerator.hpp:
	  
	  added random seed generator

2004-09-15 09:27  Ferdinando Ametrano

	* [r4749] test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp:
	  
	  clean up

2004-09-15 09:24  Ferdinando Ametrano

	* [r4748] ql/errors.cpp:
	  
	  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 16:36  Ferdinando Ametrano

	* [r4747] News.txt:
	  
	  updated

2004-09-14 16:29  Ferdinando Ametrano

	* [r4746] ql/RandomNumbers/randomizedlds.hpp,
	  test-suite/lowdiscrepancysequences.cpp:
	  
	  typo fixed

2004-09-14 16:23  Ferdinando Ametrano

	* [r4745] QuantLib.vcproj, ql/RandomNumbers/randomizedlds.hpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp:
	  
	  added randomized low discrepancy sequence generator

2004-09-14 14:44  Ferdinando Ametrano

	* [r4744] ql/RandomNumbers/inversecumgaussianrsg.hpp:
	  
	  typo fixed

2004-09-14 13:43  Ferdinando Ametrano

	* [r4743] ql/RandomNumbers/Makefile.am,
	  ql/RandomNumbers/knuthuniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/RandomNumbers/makefile.mak,
	  ql/RandomNumbers/mt19937uniformrng.cpp,
	  ql/RandomNumbers/seedgenerator.cpp,
	  ql/RandomNumbers/seedgenerator.hpp:
	  
	  added random seed generator

2004-09-14 13:39  Ferdinando Ametrano

	* [r4742] ql/PricingEngines/Vanilla/mcdigitalengine.hpp:
	  
	  removed code already commented out

2004-09-14 09:22  Ferdinando Ametrano

	* [r4741] test-suite/asianoptions.cpp:
	  
	  no message

2004-09-14 09:15  Ferdinando Ametrano

	* [r4740] test-suite/asianoptions.cpp:
	  
	  using control variation to speed up discrete arithmetic average
	  price test

2004-09-14 09:08  Ferdinando Ametrano

	* [r4739] QuantLib.vcproj:
	  
	  catching up

2004-09-14 09:05  Ferdinando Ametrano

	* [r4738] ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp:
	  
	  control variation added

2004-09-14 09:04  Ferdinando Ametrano

	* [r4737] ql/PricingEngines/Asian/mc_discr_arith_av_price.cpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp:
	  
	  handle seasoned options

2004-09-14 08:53  Ferdinando Ametrano

	* [r4736] ql/PricingEngines/Asian/analytic_cont_geom_av_price.hpp:
	  
	  comment added

2004-09-14 08:53  Ferdinando Ametrano

	* [r4735] ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp:
	  
	  now it can be used as control variate for arithmetic average

2004-09-13 17:17  Ferdinando Ametrano

	* [r4734] ql/PricingEngines/Asian/mcdiscreteasianengine.hpp:
	  
	  formatting

2004-09-13 17:06  Luigi Ballabio

	* [r4733] Docs/pages/termstructures.docs,
	  Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, News.txt,
	  ql/CashFlows/basispointsensitivity.cpp,
	  ql/CashFlows/basispointsensitivity.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/Indexes/audlibor.hpp, ql/Indexes/cadlibor.hpp,
	  ql/Indexes/chflibor.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/jpylibor.hpp,
	  ql/Indexes/usdlibor.hpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/zarlibor.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Makefile.am, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp,
	  ql/PricingEngines/Asian/Makefile.am,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/blackmodel.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.hpp, ql/ShortRateModels/parameter.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/localvolsurface.hpp, ql/basetermstructure.hpp,
	  ql/core.hpp, ql/stochasticprocess.cpp, ql/stochasticprocess.hpp,
	  ql/termstructure.hpp, test-suite/americanoption.cpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/capfloor.cpp,
	  test-suite/cliquetoption.cpp, test-suite/compoundforward.cpp,
	  test-suite/digitaloption.cpp, test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/jumpdiffusion.cpp, test-suite/old_pricers.cpp,
	  test-suite/piecewiseflatforward.cpp, test-suite/quantooption.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp:
	  
	  TermStructure renamed to YieldTermStructure and derived from
	  BaseTermStructure to provide reference-date calculation

2004-09-13 16:59  Luigi Ballabio

	* [r4732] Docs/pages/config.docs, Docs/quantlib.doxy,
	  ql/Instruments/barrieroption.hpp, ql/Instruments/basketoption.hpp,
	  ql/Instruments/cliquetoption.hpp, ql/Instruments/europeanoption.hpp,
	  ql/Math/factorial.hpp, ql/Math/rounding.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/simplex.hpp,
	  ql/PricingEngines/Swaption/g2swaptionengine.hpp,
	  ql/RandomNumbers/sobolrsg.hpp, ql/exchangerate.hpp, ql/money.hpp:
	  
	  Removed a few Doxygen warnings

2004-09-13 13:16  Ferdinando Ametrano

	* [r4731] ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.cpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.hpp:
	  
	  removing duplicated code

2004-09-13 12:42  Ferdinando Ametrano

	* [r4730] test-suite/asianoptions.cpp:
	  
	  purged unused stuff

2004-09-13 12:34  Ferdinando Ametrano

	* [r4729] ql/PricingEngines/Cliquet/makefile.mak:
	  
	  formatting

2004-09-13 12:33  Ferdinando Ametrano

	* [r4728] ql/makefile.mak:
	  
	  forgotten folder

2004-09-13 12:03  Ferdinando Ametrano

	* [r4727] ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp:
	  
	  default constructor

2004-09-13 11:57  Ferdinando Ametrano

	* [r4726] ql/Instruments/asianoption.cpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp,
	  ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp:
	  
	  updated

2004-09-13 11:36  Ferdinando Ametrano

	* [r4725] test-suite/asianoptions.cpp:
	  
	  VC6 patch

2004-09-13 11:31  Luigi Ballabio

	* [r4724] ql/PricingEngines/Vanilla/mceuropeanengine.hpp:
	  
	  Arguments cannot be checked in engine constructor---they are not yet
	  set.

2004-09-13 11:20  Ferdinando Ametrano

	* [r4723] QuantLib.dsp, QuantLib.mak, test-suite/asianoptions.cpp,
	  test-suite/asianoptions.hpp:
	  
	  updated

2004-09-13 11:14  Ferdinando Ametrano

	* [r4722] News.txt, QuantLib.vcproj:
	  
	  updated

2004-09-13 11:10  Ferdinando Ametrano

	* [r4721] test-suite/asianoptions.cpp, test-suite/asianoptions.hpp,
	  test-suite/old_pricers.cpp:
	  
	  tests for new engines:
	  a) Monte Carlo discrete geometric average price
	  b) Monte Carlo discrete arithmetic average price

2004-09-13 11:09  Ferdinando Ametrano

	* [r4720] ql/PricingEngines/Asian/Makefile.am,
	  ql/PricingEngines/Asian/all.hpp,
	  ql/PricingEngines/Asian/makefile.mak,
	  ql/PricingEngines/Asian/mc_discr_arith_av_price.cpp,
	  ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp,
	  ql/PricingEngines/Asian/mcdiscreteasianengine.hpp:
	  
	  new pricing engines:
	  a) Monte Carlo discrete geometric average price
	  b) Monte Carlo discrete arithmetic average price

2004-09-13 11:09  Ferdinando Ametrano

	* [r4719] ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_cont_geom_av_price.hpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp,
	  ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp,
	  ql/PricingEngines/Asian/analyticcontinuousasianengine.cpp,
	  ql/PricingEngines/Asian/analyticcontinuousasianengine.hpp,
	  ql/PricingEngines/Asian/analyticdiscreteasianengine.cpp,
	  ql/PricingEngines/Asian/analyticdiscreteasianengine.hpp:
	  
	  consistent file/class names

2004-09-13 11:08  Ferdinando Ametrano

	* [r4718] ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp:
	  
	  deprecated pricers:
	  a) discrete geometric average price
	  b) discrete arithmetic average price

2004-09-13 11:03  Ferdinando Ametrano

	* [r4717] ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp:
	  
	  handling both running sum (arithmetic average) and running product
	  (geometric average)

2004-09-13 09:29  Ferdinando Ametrano

	* [r4716] ql/PricingEngines/Asian/analyticdiscreteasianengine.cpp:
	  
	  one more check

2004-09-10 17:17  Luigi Ballabio

	* [r4715] ql/CashFlows/basispointsensitivity.cpp,
	  ql/CashFlows/parcoupon.cpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/Currencies/exchangeratemanager.cpp,
	  ql/Currencies/exchangeratemanager.hpp, ql/Indexes/xibor.cpp,
	  ql/Indexes/xibor.hpp, ql/Instruments/capfloor.cpp, ql/Makefile.am,
	  ql/Patterns/observable.hpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/ratehelpers.cpp, ql/TermStructures/zerocurve.cpp,
	  ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp, ql/core.hpp,
	  ql/date.hpp, ql/money.cpp, ql/settings.hpp, ql/termstructure.hpp,
	  test-suite/capfloor.cpp, test-suite/compoundforward.cpp,
	  test-suite/piecewiseflatforward.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp, test-suite/termstructures.cpp,
	  test-suite/termstructures.hpp, test-suite/utilities.cpp:
	  
	  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 12:28  Ferdinando Ametrano

	* [r4714] ql/PricingEngines/Vanilla/mcvanillaengine.hpp:
	  
	  typo fixed

2004-09-10 12:07  Ferdinando Ametrano

	* [r4713] ql/Instruments/asianoption.hpp:
	  
	  more comments

2004-09-10 11:37  Ferdinando Ametrano

	* [r4712] ql/PricingEngines/Vanilla/mceuropeanengine.hpp:
	  
	  Luigi: how could I check for European exercise?
	  Both solutions crash or fail the check... :-(

2004-09-10 11:32  Ferdinando Ametrano

	* [r4711] ql/PricingEngines/Vanilla/mcdigitalengine.hpp:
	  
	  no message

2004-09-10 11:20  Ferdinando Ametrano

	* [r4710] ql/PricingEngines/Asian/analyticcontinuousasianengine.hpp,
	  ql/PricingEngines/Asian/analyticdiscreteasianengine.hpp:
	  
	  typos fixed

2004-09-10 11:19  Ferdinando Ametrano

	* [r4709] ql/PricingEngines/Vanilla/mcdigitalengine.hpp:
	  
	  redundant calculate() method removed

2004-09-10 11:18  Ferdinando Ametrano

	* [r4708] ql/PricingEngines/Vanilla/mcvanillaengine.hpp:
	  
	  check removed

2004-09-10 11:17  Ferdinando Ametrano

	* [r4707] ql/PricingEngines/Vanilla/mceuropeanengine.hpp:
	  
	  check added

2004-09-10 10:13  Ferdinando Ametrano

	* [r4706] ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp:
	  
	  comments and documentation added

2004-09-09 07:49  Ferdinando Ametrano

	* [r4705] test-suite/lowdiscrepancysequences.cpp:
	  
	  a) discrepancy assignment mismatch fixed.
	  b) removed redundant data: for low dimensions all Sobol'
	  implementation are
	  identical

2004-09-08 13:24  Luigi Ballabio

	* [r4704] Docs/pages/faq.docs:
	  
	  *** empty log message ***

2004-09-08 12:00  Luigi Ballabio

	* [r4703] Docs/pages/faq.docs:
	  
	  *** empty log message ***

2004-09-08 07:50  Ferdinando Ametrano

	* [r4702] News.txt:
	  
	  updated

2004-09-08 07:43  Ferdinando Ametrano

	* [r4701] test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp:
	  
	  Sobol' Levitan Lemieux direction numbers tested

2004-09-07 22:19  Ferdinando Ametrano

	* [r4700] ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp:
	  
	  documentation improved

2004-09-07 19:30  Ferdinando Ametrano

	* [r4699] ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp:
	  
	  Sobol' Levitan Lemiuex initialized Sobol sequences can be used

2004-09-07 16:41  Luigi Ballabio

	* [r4698] Docs/pages/faq.docs:
	  
	  *** empty log message ***

2004-09-07 08:01  Ferdinando Ametrano

	* [r4696] test-suite/lowdiscrepancysequences.cpp:
	  
	  Sobol' Levitan direction numbers tested

2004-09-07 07:09  Ferdinando Ametrano

	* [r4695] test-suite/lowdiscrepancysequences.cpp:
	  
	  Sobol' Levitan direction numbers tested

2004-09-06 18:19  Ferdinando Ametrano

	* [r4694] test-suite/lowdiscrepancysequences.cpp:
	  
	  typo fixed

2004-09-06 17:44  Ferdinando Ametrano

	* [r4692] test-suite/lowdiscrepancysequences.cpp:
	  
	  Sobol' Levitan direction numbers tested

2004-09-06 15:07  Ferdinando Ametrano

	* [r4691] test-suite/lowdiscrepancysequences.cpp:
	  
	  Sobol' Levitan direction numbers tested

2004-09-06 13:17  Ferdinando Ametrano

	* [r4689] test-suite/lowdiscrepancysequences.cpp:
	  
	  Sobol' Levitan direction numbers tested

2004-09-06 13:14  Ferdinando Ametrano

	* [r4688] test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp:
	  
	  Sobol' Levitan direction numbers tested

2004-09-06 13:14  Ferdinando Ametrano

	* [r4687] ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp:
	  
	  Sobol' Levitan direction numbers can be used

2004-09-06 09:46  Ferdinando Ametrano

	* [r4686] ql/RandomNumbers/sobolrsg.cpp:
	  
	  typos fixed

2004-09-06 09:44  Ferdinando Ametrano

	* [r4685] ql/RandomNumbers/sobolrsg.cpp:
	  
	  adding Sobol' Levitan coefficients of the free direction integers as
	  given
	  by Bratley and Fox. Not used in the code yet.

2004-09-03 09:16  Ferdinando Ametrano

	* [r4684] test-suite/distributions.cpp:
	  
	  one more check added

2004-09-01 14:44  Ferdinando Ametrano

	* [r4681] ql/Math/gaussianstatistics.hpp, ql/Math/riskstatistics.hpp:
	  
	  typo fixed

2004-09-01 14:01  Ferdinando Ametrano

	* [r4679] ql/Math/gaussianstatistics.hpp:
	  
	  added gaussianTopPercentile method
	  (topPercentile for empirical distribution was already available)

2004-09-01 07:32  Ferdinando Ametrano

	* [r4678] test-suite/asianoptions.cpp:
	  
	  test bug fixed

2004-09-01 07:22  Luigi Ballabio

	* [r4677] Docs/Makefile.am, Docs/pages/config.docs,
	  Docs/pages/index.docs, Docs/pages/install.docs, Docs/qlintro.tex,
	  Docs/quantlibheader.html:
	  
	  Documented user configuration

2004-09-01 07:22  Ferdinando Ametrano

	* [r4676] test-suite/asianoptions.cpp:
	  
	  test bug fixed

2004-08-31 12:42  Ferdinando Ametrano

	* [r4675] test-suite/covariance.cpp:
	  
	  using MatrixFormatter instead of SequanceFormatter
	  (the latter is not available for VC6)

2004-08-31 10:52  Ferdinando Ametrano

	* [r4674] test-suite/covariance.cpp:
	  
	  Extended test: it now tests a covariance matrix too.

2004-08-31 10:43  Ferdinando Ametrano

	* [r4673] test-suite/covariance.cpp:
	  
	  Extended test: it now tests a covariance matrix too.

2004-08-31 09:24  Ferdinando Ametrano

	* [r4672] test-suite/covariance.cpp:
	  
	  Extended test: it now tests a covariance matrix too.

2004-08-31 09:22  Ferdinando Ametrano

	* [r4671] ql/Math/pseudosqrt.cpp:
	  
	  bug fix

2004-08-31 09:21  Ferdinando Ametrano

	* [r4670] functions/ql/Functions/qlfunctions.hpp, ql/config.msvc.hpp:
	  
	  improved message

2004-08-31 08:36  Ferdinando Ametrano

	* [r4668] test-suite/lowdiscrepancysequences.cpp:
	  
	  page reference added

2004-08-30 13:31  Ferdinando Ametrano

	* [r4667] ql/RandomNumbers/faurersg.hpp:
	  
	  this include order avoids VC6 warnings

2004-08-30 13:09  Ferdinando Ametrano

	* [r4666] Contributors.txt, Docs/pages/authors.docs:
	  
	  Faure tests documented

2004-08-30 12:53  Luigi Ballabio

	* [r4665] BUGS.txt, Changes.txt, History.txt, INSTALL.txt,
	  Makefile.am, News.txt, Readme.txt, TODO.txt, memo.txt:
	  
	  Pruned text files

2004-08-30 12:40  Ferdinando Ametrano

	* [r4664] Changes.txt, test-suite/lowdiscrepancysequences.cpp:
	  
	  Faure tests documented

2004-08-30 10:11  Ferdinando Ametrano

	* [r4663] ql/config.msvc.hpp:
	  
	  updated error message for VC7

2004-08-26 16:50  Luigi Ballabio

	* [r4662] ql/RandomNumbers/faurersg.cpp:
	  
	  Fix for Faure rsg

2004-08-26 11:55  Luigi Ballabio

	* [r4661] ql/Patterns/singleton.hpp:
	  
	  Modified to work (more) reliably with VC++6

2004-08-25 11:21  Ferdinando Ametrano

	* [r4660] ql/RandomNumbers/primitivepolynomials.c:
	  
	  more comments

2004-08-25 11:09  Ferdinando Ametrano

	* [r4659] ql/RandomNumbers/primitivepolynomials.c:
	  
	  more comments

2004-08-24 17:59  Ferdinando Ametrano

	* [r4657] QuantLib.dsp, QuantLib.mak, ql/RandomNumbers/faurersg.cpp:
	  
	  VC6 catching up

2004-08-24 17:50  Ferdinando Ametrano

	* [r4656] QuantLib.vcproj, ql/RandomNumbers/Makefile.am,
	  ql/RandomNumbers/all.hpp, ql/RandomNumbers/faurersg.cpp,
	  ql/RandomNumbers/faurersg.hpp, ql/RandomNumbers/makefile.mak,
	  ql/RandomNumbers/sobolrsg.hpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp:
	  
	  added Faure low discrepancy sequences, thanks to Gianni Piolanti

2004-08-24 13:16  Ferdinando Ametrano

	* [r4655] ql/config.msvc.hpp:
	  
	  VC 7.1 doesn't need HAVE_INCOMPLETE_ITERATOR_SUPPORT and
	  REQUIRES_DUMMY_RETURN

2004-08-23 16:17  Luigi Ballabio

	* [r4654] Docs/pages/faq.docs:
	  
	  More general section title

2004-08-23 15:56  Ferdinando Ametrano

	* [r4653] Docs/pages/faq.docs:
	  
	  added VC link FAQ

2004-08-23 14:15  Luigi Ballabio

	* [r4652] Docs/Makefile.am, Docs/makefile.mak, Docs/pages/faq.docs,
	  Docs/qlintro.tex, Docs/quantlibheader.html, FAQ.txt:
	  
	  Moved FAQ into manual

2004-08-23 10:01  Luigi Ballabio

	* [r4651] ql/Math/array.hpp, ql/Math/matrix.hpp,
	  test-suite/matrices.cpp:
	  
	  Re-enabled ArrayFormatter and MatrixFormatter for VC6

2004-08-23 10:00  Luigi Ballabio

	* [r4650] Changes.txt:
	  
	  *** empty log message ***

2004-08-23 09:59  Luigi Ballabio

	* [r4649] ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp:
	  
	  selectively added typename keyword

2004-08-20 17:41  Ferdinando Ametrano

	* [r4647] ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp:
	  
	  typename removed (VC6 fix)
	  Luigi: if needed by gcc we'll need a VC6 patch

2004-08-20 17:38  Ferdinando Ametrano

	* [r4646] ql/currency.hpp:
	  
	  fixed for Borland too

2004-08-20 15:49  Ferdinando Ametrano

	* [r4645] QuantLib.vcproj,
	  functions/ql/Functions/QuantLibFunctions.vcproj:
	  
	  Language extensions disabled for all projects but test-suite (boost
	  lib linkage would fail, I don't know why)

2004-08-20 13:36  Ferdinando Ametrano

	* [r4642] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/DiscreteHedging/ReadMe.txt:
	  
	  link updated

2004-08-20 09:53  Luigi Ballabio

	* [r4641] ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/gaussianstatistics.hpp, ql/Math/riskstatistics.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/genericmodelengine.hpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp:
	  
	  Fixes for gcc 3.4 (thanks to Andreas Jochens)

2004-08-20 08:43  Luigi Ballabio

	* [r4640] ql/config.msvc.hpp, ql/currency.hpp, ql/money.hpp:
	  
	  Moved header inclusion where it belongs

2004-08-20 08:42  Luigi Ballabio

	* [r4639] ql/CashFlows/cashflowvectors.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  test-suite/capfloor.cpp:
	  
	  Fix for VC6

2004-08-20 08:07  Luigi Ballabio

	* [r4638] ql/CashFlows/shortindexedcoupon.hpp:
	  
	  *** empty log message ***

2004-08-20 07:55  Luigi Ballabio

	* [r4637] test-suite/matrices.cpp:
	  
	  Fixed typo

2004-08-20 07:53  Luigi Ballabio

	* [r4636] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/Instruments/simpleswap.cpp,
	  test-suite/swap.cpp:
	  
	  moved the QL_USE_INDEXED_COUPON switch into FloatingRateCouponVector
	  (which is now a proxy to IndexedCouponVector<DefaultCouponType>)

2004-08-20 07:51  Luigi Ballabio

	* [r4635] ql/CashFlows/indexedcoupon.hpp,
	  ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp:
	  
	  Specialized Short<> for ParCoupon

2004-08-19 17:09  Ferdinando Ametrano

	* [r4633] test-suite/matrices.cpp:
	  
	  typo fixed

2004-08-19 17:06  Ferdinando Ametrano

	* [r4632] test-suite/matrices.cpp:
	  
	  less info for VC6 only

2004-08-19 16:52  Ferdinando Ametrano

	* [r4631] ql/config.msvc.hpp:
	  
	  QL_PATCH_MICROSOFT renamed as QL_PATCH_MSVC6 and applied only to
	  Microsoft Visual C++ 6

2004-08-19 16:24  Ferdinando Ametrano

	* [r4630] Examples/AmericanOption/AmericanOption.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/EuropeanOption/EuropeanOption.vcproj,
	  Examples/Swap/Swap.vcproj, QuantLib.vcproj,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/Instruments/asianoption.cpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/basketoption.cpp, ql/Instruments/cliquetoption.cpp,
	  ql/Instruments/dividendvanillaoption.cpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/oneassetoption.cpp, ql/Instruments/swaption.cpp,
	  ql/Math/array.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/Math/matrix.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/basicdataformatters.hpp, ql/config.msvc.hpp,
	  ql/dataformatters.cpp, ql/dataformatters.hpp,
	  test-suite/testsuite.vcproj:
	  
	  QL_PATCH_MICROSOFT renamed as QL_PATCH_MSVC6 and applied only to
	  Microsoft Visual C++ 6

2004-08-19 15:07  Luigi Ballabio

	* [r4629] ql/Math/array.hpp, ql/Math/matrix.hpp,
	  ql/basicdataformatters.hpp, test-suite/matrices.cpp:
	  
	  Disabled problematic (for VC6) code

2004-08-19 14:23  Ferdinando Ametrano

	* [r4628] ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp:
	  
	  fixed for VC7.1 with Language Extensions disabled

2004-08-19 14:11  Ferdinando Ametrano

	* [r4627] ql/PricingEngines/Forward/forwardengine.hpp:
	  
	  fixed for VC7.1 with Language Extensions disabled

2004-08-19 14:02  Ferdinando Ametrano

	* [r4626] ql/PricingEngines/Forward/forwardperformanceengine.hpp:
	  
	  fixed for VC7.1 with Language Extensions disabled

2004-08-19 13:35  Ferdinando Ametrano

	* [r4625] ql/PricingEngines/Quanto/quantoengine.hpp:
	  
	  fixed for VC7.1 with Language Extensions disabled

2004-08-19 13:24  Ferdinando Ametrano

	* [r4624] Examples/AmericanOption/AmericanOption.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/EuropeanOption/EuropeanOption.vcproj,
	  Examples/Swap/Swap.vcproj, QuantLib.vcproj,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/gaussianstatistics.hpp, ql/Math/linearinterpolation.hpp,
	  ql/Math/riskstatistics.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/genericmodelengine.hpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp,
	  ql/disposable.hpp, ql/money.hpp, ql/solver1d.hpp,
	  test-suite/interpolations.cpp, test-suite/testsuite.vcproj:
	  
	  fixed for VC7.1 with Language Extensions disabled

2004-08-19 10:33  Luigi Ballabio

	* [r4623] configure.ac, ql/userconfig.hpp:
	  
	  Add par/indexed coupon configuration option to ./configure

2004-08-19 10:32  Luigi Ballabio

	* [r4622] ql/Currencies/asia.hpp, ql/Currencies/europe.hpp:
	  
	  Added missing data

2004-08-19 06:38  Nicolas Di Césaré

	* [r4621] ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  replace dayCounter of dummyIndex with the correct one for Euribor
	  index (Act360)

2004-08-19 06:27  Nicolas Di Césaré

	* [r4620] ql/Instruments/simpleswap.cpp, ql/userconfig.hpp,
	  test-suite/capfloor.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp:
	  
	  Add QL_USE_INDEXED_COUPON flag to switch between ParCoupon and
	  UpFrontIndexedCoupon
	  in SimpleSwap. Default is undefined

2004-08-17 15:48  Ferdinando Ametrano

	* [r4619] ql/PricingEngines/Forward/forwardengine.hpp:
	  
	  more palatable to VC7 (if correct: Luigi?)

2004-08-17 15:44  Luigi Ballabio

	* [r4618] ql/Currencies/africa.hpp, ql/Currencies/america.hpp,
	  ql/Currencies/asia.hpp, ql/Currencies/europe.hpp,
	  ql/Currencies/oceania.hpp, ql/currency.hpp, ql/money.cpp,
	  quantlib.el:
	  
	  Added format string to currency specification

2004-08-17 15:30  Ferdinando Ametrano

	* [r4617] ql/disposable.hpp, ql/solver1d.hpp:
	  
	  more palatable to VC7 (if correct: Luigi?)

2004-08-17 13:48  Luigi Ballabio

	* [r4616] configure.ac, ql/basicdataformatters.cpp,
	  ql/basicdataformatters.hpp, ql/config.ansi.hpp, ql/config.bcc.hpp,
	  ql/config.msvc.hpp, ql/config.mwcw.hpp, ql/dataformatters.cpp,
	  ql/dataformatters.hpp, ql/qldefines.hpp,
	  test-suite/distributions.cpp, test-suite/operators.cpp:
	  
	  C functions replaced with C++ streams

2004-08-17 13:47  Luigi Ballabio

	* [r4615] ql/Volatilities/localvolsurface.hpp:
	  
	  Typos fixed

2004-08-17 13:12  Ferdinando Ametrano

	* [r4614] Examples/AmericanOption/AmericanOption.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/EuropeanOption/EuropeanOption.vcproj,
	  Examples/Swap/Swap.vcproj, test-suite/testsuite.vcproj:
	  
	  warning avoided ("edit and continue" is now enabled)

2004-08-17 11:54  Ferdinando Ametrano

	* [r4613] Examples/AmericanOption/AmericanOption.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/EuropeanOption/EuropeanOption.vcproj,
	  Examples/Swap/Swap.vcproj, QuantLib.vcproj,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  test-suite/testsuite.vcproj:
	  
	  few more optimizations enabled

2004-08-17 09:37  Luigi Ballabio

	* [r4611] Changes.txt, ql/CashFlows/coupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp, ql/Patterns/bridge.hpp,
	  ql/daycounter.hpp, ql/exchangerate.cpp:
	  
	  *** empty log message ***

2004-08-17 09:34  Luigi Ballabio

	* [r4610] ql/CashFlows/parcoupon.cpp, ql/CashFlows/parcoupon.hpp:
	  
	  day counter added (to be used for spread and past fixings)

2004-08-17 09:31  Luigi Ballabio

	* [r4609] ql/CashFlows/indexcashflowvectors.hpp:
	  
	  A bit more documentation

2004-08-17 09:29  Luigi Ballabio

	* [r4608] ql/exercise.cpp:
	  
	  Added check for null date vector

2004-08-17 09:25  Luigi Ballabio

	* [r4607] Docs/pages/history.docs, History.txt, News.txt:
	  
	  *** empty log message ***

2004-08-17 09:00  Ferdinando Ametrano

	* [r4605] Docs/pages/usage.docs:
	  
	  updated for VC7 (.NET)

2004-08-17 08:01  Ferdinando Ametrano

	* [r4604] ql/exchangerate.cpp:
	  
	  Borland warning avoided

2004-08-17 07:47  Luigi Ballabio

	* [r4603] ql/Currencies/exchangeratemanager.hpp, ql/exchangerate.cpp,
	  ql/exchangerate.hpp:
	  
	  Fix for incomplete data type in ExchangeRate

2004-08-17 07:45  Luigi Ballabio

	* [r4602] ql/Currencies/exchangeratemanager.cpp:
	  
	  Fix for triangulated lookup

2004-08-17 07:44  Luigi Ballabio

	* [r4601] ql/Indexes/indexmanager.cpp, ql/Indexes/indexmanager.hpp:
	  
	  Added correct constness to methods

2004-08-17 07:44  Luigi Ballabio

	* [r4600] ql/Indexes/xibor.cpp, ql/Instruments/stock.cpp,
	  ql/Instruments/swap.cpp, ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/quote.hpp, ql/relinkablehandle.hpp:
	  
	  Fixed Handle documentation; deprecated isNull() in favor of empty()

2004-08-17 07:37  Luigi Ballabio

	* [r4599] Docs/pages/resources.docs:
	  
	  Links fixed

2004-08-17 07:27  Ferdinando Ametrano

	* [r4598] QuantLib.dsp, QuantLib.dsw, QuantLib.mak,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  VC6 catching up

2004-08-17 07:19  Ferdinando Ametrano

	* [r4597] ql/Currencies/makefile.mak, ql/Indexes/makefile.mak,
	  ql/makefile.mak, test-suite/makefile.mak:
	  
	  Borland catching up

2004-08-17 07:08  Ferdinando Ametrano

	* [r4596] ql/Math/chisquaredistribution.hpp:
	  
	  VC7 catching up

2004-08-16 20:31  Nicolas Di Césaré

	* [r4595] ql/CashFlows/indexcashflowvectors.hpp:
	  
	  clean documentation

2004-08-16 16:16  Ferdinando Ametrano

	* [r4594] QuantLib.vcproj, test-suite/testsuite.vcproj:
	  
	  VC7 catching up

2004-08-16 11:26  Luigi Ballabio

	* [r4593] Changes.txt, ql/Calendars/all.hpp, ql/Math/comparison.hpp,
	  ql/errors.cpp, ql/userconfig.hpp, quantlib.el:
	  
	  *** empty log message ***

2004-08-16 11:24  Luigi Ballabio

	* [r4592] ql/Indexes/audlibor.hpp, ql/Indexes/cadlibor.hpp,
	  ql/Indexes/chflibor.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/jpylibor.hpp,
	  ql/Indexes/usdlibor.hpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/zarlibor.hpp, ql/TermStructures/ratehelpers.cpp:
	  
	  Using new currency objects

2004-08-16 11:23  Luigi Ballabio

	* [r4591] ql/CashFlows/parcoupon.cpp, ql/Indexes/xibor.cpp:
	  
	  Using new index manager

2004-08-16 11:22  Luigi Ballabio

	* [r4590] ql/Indexes/Makefile.am, ql/Indexes/core.hpp,
	  ql/Indexes/indexmanager.cpp, ql/Indexes/indexmanager.hpp,
	  ql/Indexes/xibormanager.cpp, ql/Indexes/xibormanager.hpp:
	  
	  New index manager added

2004-08-16 11:16  Luigi Ballabio

	* [r4589] ql/Currencies, ql/Currencies/.cvsignore,
	  ql/Currencies/Makefile.am, ql/Currencies/all.hpp,
	  ql/Currencies/exchangeratemanager.cpp,
	  ql/Currencies/exchangeratemanager.hpp, ql/Patterns/Makefile.am,
	  ql/Patterns/all.hpp, ql/Patterns/singleton.hpp:
	  
	  Exchange-rate manager added (with smart lookup)

2004-08-16 11:16  Luigi Ballabio

	* [r4588] ql/Makefile.am, ql/core.hpp, ql/exchangerate.cpp,
	  ql/exchangerate.hpp, ql/money.cpp, ql/money.hpp,
	  test-suite/Makefile.am, test-suite/exchangerate.cpp,
	  test-suite/exchangerate.hpp, test-suite/money.cpp,
	  test-suite/money.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  Money and ExchangeRate classes added

2004-08-16 11:13  Luigi Ballabio

	* [r4587] ql/Currencies/africa.hpp, ql/Currencies/america.hpp,
	  ql/Currencies/asia.hpp, ql/Currencies/europe.hpp,
	  ql/Currencies/oceania.hpp, ql/currency.cpp, ql/currency.hpp:
	  
	  A currency object is now less expensive to create or copy

2004-08-04 19:17  Nicolas Di Césaré

	* [r4586] ql/CashFlows/indexcashflowvectors.hpp:
	  
	  Correction of msvc6 bug with template function

2004-08-03 19:46  Nicolas Di Césaré

	* [r4585] ql/exercise.cpp:
	  
	  Type for BermudanExercise is "Bermudan" and not "American".

2004-08-03 19:42  Nicolas Di Césaré

	* [r4584] ql/basicdataformatters.hpp:
	  
	  add std::string header

2004-07-20 16:22  Luigi Ballabio

	* [r4576] Changes.txt:
	  
	  *** empty log message ***

2004-07-20 15:45  Luigi Ballabio

	* [r4574] ql/DayCounters/actualactual.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/Instruments/basketoption.cpp, ql/Instruments/basketoption.hpp,
	  ql/Instruments/multiassetoption.hpp, ql/Makefile.am,
	  ql/Math/array.hpp, ql/Math/bivariatenormaldistribution.hpp,
	  ql/Math/chisquaredistribution.hpp, ql/Math/generalstatistics.cpp,
	  ql/Math/generalstatistics.hpp, ql/Math/incrementalstatistics.cpp,
	  ql/Math/incrementalstatistics.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/Math/kronrodintegral.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/loglinearinterpolation.hpp,
	  ql/Math/matrix.hpp, ql/Math/normaldistribution.hpp,
	  ql/Math/poissondistribution.hpp, ql/Math/pseudosqrt.cpp,
	  ql/Math/sequencestatistics.hpp, ql/Pricers/mcpricer.hpp,
	  ql/PricingEngines/Asian/analyticdiscreteasianengine.cpp,
	  ql/RandomNumbers/sobolrsg.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/basicdataformatters.cpp, ql/basicdataformatters.hpp,
	  ql/currency.cpp, ql/currency.hpp, ql/dataformatters.cpp,
	  ql/dataformatters.hpp, ql/dataparsers.cpp, ql/date.cpp, ql/date.hpp,
	  ql/discretizedasset.hpp, ql/grid.hpp, ql/history.hpp, ql/option.hpp,
	  ql/schedule.cpp, ql/solver1d.hpp, ql/termstructure.hpp,
	  ql/voltermstructure.hpp, test-suite/americanoption.cpp,
	  test-suite/barrieroption.cpp, test-suite/calendars.cpp,
	  test-suite/capfloor.cpp, test-suite/cliquetoption.cpp,
	  test-suite/dates.cpp, test-suite/daycounters.cpp,
	  test-suite/digitaloption.cpp, test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/factorial.cpp,
	  test-suite/forwardoption.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/matrices.cpp, test-suite/mersennetwister.cpp,
	  test-suite/old_pricers.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/quantooption.cpp, test-suite/quotes.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp:
	  
	  Moved data formatters with their classes (which tries to minimize
	  coupling between headers)

2004-07-20 07:11  Luigi Ballabio

	* [r4573] ql/basicdataformatters.cpp, ql/basicdataformatters.hpp,
	  ql/dataformatters.cpp, ql/dataformatters.hpp:
	  
	  Left only basic data formatters in basicdataformatters

2004-07-19 15:54  Luigi Ballabio

	* [r4571] ql/Currencies/Makefile.am, ql/Currencies/africa.hpp,
	  ql/Currencies/all.hpp, ql/Currencies/america.hpp,
	  ql/Currencies/asia.hpp, ql/Currencies/audcurrency.hpp,
	  ql/Currencies/cadcurrency.hpp, ql/Currencies/chfcurrency.hpp,
	  ql/Currencies/demcurrency.hpp, ql/Currencies/eurcurrency.hpp,
	  ql/Currencies/europe.hpp, ql/Currencies/gbpcurrency.hpp,
	  ql/Currencies/itlcurrency.hpp, ql/Currencies/jpycurrency.hpp,
	  ql/Currencies/oceania.hpp, ql/Currencies/usdcurrency.hpp,
	  ql/Currencies/zarcurrency.hpp:
	  
	  More currencies added; partitioned by continent

2004-07-16 15:55  Luigi Ballabio

	* [r4569] configure.ac, ql/Currencies, ql/Currencies/.cvsignore,
	  ql/Currencies/Makefile.am, ql/Currencies/all.hpp,
	  ql/Currencies/audcurrency.hpp, ql/Currencies/cadcurrency.hpp,
	  ql/Currencies/chfcurrency.hpp, ql/Currencies/demcurrency.hpp,
	  ql/Currencies/eurcurrency.hpp, ql/Currencies/gbpcurrency.hpp,
	  ql/Currencies/itlcurrency.hpp, ql/Currencies/jpycurrency.hpp,
	  ql/Currencies/usdcurrency.hpp, ql/Currencies/zarcurrency.hpp,
	  ql/Makefile.am, ql/Math/rounding.cpp, ql/Math/rounding.hpp,
	  ql/currency.hpp, ql/quantlib.hpp, quantlib.el,
	  test-suite/rounding.cpp:
	  
	  Added a few currency classes

2004-07-15 09:42  Luigi Ballabio

	* [r4568] ql/MonteCarlo/pathpricer.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp:
	  
	  path pricers can choose how to discount payoff

2004-07-12 13:09  Luigi Ballabio

	* [r4561] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  Using G2 for pricing (slowish--number of steps was reduced)

2004-07-12 10:32  Luigi Ballabio

	* [r4560] acinclude.m4, configure.ac, ql/null.hpp, ql/qldefines.hpp:
	  
	  *** empty log message ***

2004-07-07 17:09  Ferdinando Ametrano

	* [r4554] Examples/AmericanOption/AmericanOption.mak,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, QuantLib.mak,
	  functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.mak,
	  test-suite/testsuite.mak:
	  
	  catching up

2004-07-07 17:00  Ferdinando Ametrano

	* [r4553] Examples/AmericanOption/AmericanOption.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/EuropeanOption/EuropeanOption.vcproj,
	  Examples/Swap/Swap.vcproj, QuantLib.sln, QuantLib.vcproj,
	  functions/ql/Functions/makefile.mak, makefile.mak,
	  ql/Pricers/makefile.mak,
	  ql/PricingEngines/Vanilla/juquadraticengine.cpp,
	  ql/PricingEngines/Vanilla/makefile.mak, ql/makefile.mak:
	  
	  catching up

2004-07-07 16:49  Luigi Ballabio

	* [r4552] Docs/pages/install.docs, INSTALL.txt, QuantLib.nsi,
	  QuantLib.sln, functions/ql/Functions/Makefile.am:
	  
	  Merged 0.3.7 branch

2004-07-07 14:37  Luigi Ballabio

	* [r4544] ., .cvsignore, Authors.txt, BUGS.txt, ChangeLog.txt,
	  Contributors.txt, Docs, Docs/.cvsignore, Docs/Examples,
	  Docs/Examples/.cvsignore, Docs/Makefile.am, Docs/images,
	  Docs/images/.cvsignore, Docs/images/QL.eps, Docs/pages,
	  Docs/pages/.cvsignore, Docs/pages/authors.docs,
	  Docs/pages/history.docs, Docs/pages/overview.docs,
	  Docs/pages/usage.docs, Docs/quantlib.doxy, Examples,
	  Examples/.cvsignore, Examples/AmericanOption,
	  Examples/AmericanOption/.cvsignore,
	  Examples/AmericanOption/AmericanOption.mak,
	  Examples/BermudanSwaption, Examples/BermudanSwaption/.cvsignore,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging, Examples/DiscreteHedging/.cvsignore,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption, Examples/EuropeanOption/.cvsignore,
	  Examples/EuropeanOption/EuropeanOption.mak,
	  Examples/EuropeanOption/quanto.leftover, Examples/Examples.dsw,
	  Examples/Examples.sln, Examples/Makefile.am, Examples/Swap,
	  Examples/Swap/.cvsignore, Examples/Swap/Swap.mak, FAQ.txt,
	  History.txt, INSTALL.txt, Makefile.am, News.txt, QuantLib.mak,
	  QuantLib.nsi, QuantLib.sln, Readme.txt, acinclude.m4, config,
	  config/.cvsignore, configure.ac, dev_tools/tgz2zip, functions,
	  functions/.cvsignore, functions/ql, functions/ql/.cvsignore,
	  functions/ql/Functions, functions/ql/Functions/.cvsignore, man,
	  man/.cvsignore, ql, ql/.cvsignore, ql/Calendars,
	  ql/Calendars/.cvsignore, ql/CashFlows, ql/CashFlows/.cvsignore,
	  ql/DayCounters, ql/DayCounters/.cvsignore, ql/FiniteDifferences,
	  ql/FiniteDifferences/.cvsignore, ql/Indexes, ql/Indexes/.cvsignore,
	  ql/Instruments, ql/Instruments/.cvsignore, ql/Lattices,
	  ql/Lattices/.cvsignore, ql/Makefile.am, ql/Math, ql/Math/.cvsignore,
	  ql/MonteCarlo, ql/MonteCarlo/.cvsignore, ql/Optimization,
	  ql/Optimization/.cvsignore, ql/Patterns, ql/Patterns/.cvsignore,
	  ql/Pricers, ql/Pricers/.cvsignore, ql/PricingEngines,
	  ql/PricingEngines/.cvsignore, ql/PricingEngines/Asian,
	  ql/PricingEngines/Asian/.cvsignore, ql/PricingEngines/Barrier,
	  ql/PricingEngines/Barrier/.cvsignore, ql/PricingEngines/Basket,
	  ql/PricingEngines/Basket/.cvsignore, ql/PricingEngines/CapFloor,
	  ql/PricingEngines/CapFloor/.cvsignore,
	  ql/PricingEngines/CapFloor/treecapfloorengine.hpp,
	  ql/PricingEngines/Cliquet, ql/PricingEngines/Cliquet/.cvsignore,
	  ql/PricingEngines/Forward, ql/PricingEngines/Forward/.cvsignore,
	  ql/PricingEngines/Quanto, ql/PricingEngines/Quanto/.cvsignore,
	  ql/PricingEngines/Swaption, ql/PricingEngines/Swaption/.cvsignore,
	  ql/PricingEngines/Swaption/discretizedswaption.hpp,
	  ql/PricingEngines/Vanilla, ql/PricingEngines/Vanilla/.cvsignore,
	  ql/RandomNumbers, ql/RandomNumbers/.cvsignore, ql/ShortRateModels,
	  ql/ShortRateModels/.cvsignore,
	  ql/ShortRateModels/CalibrationHelpers,
	  ql/ShortRateModels/CalibrationHelpers/.cvsignore,
	  ql/ShortRateModels/OneFactorModels,
	  ql/ShortRateModels/OneFactorModels/.cvsignore,
	  ql/ShortRateModels/TwoFactorModels,
	  ql/ShortRateModels/TwoFactorModels/.cvsignore, ql/Solvers1D,
	  ql/Solvers1D/.cvsignore, ql/TermStructures,
	  ql/TermStructures/.cvsignore, ql/Utilities, ql/Utilities/.cvsignore,
	  ql/Volatilities, ql/Volatilities/.cvsignore, ql/calendar.cpp,
	  quantlib-config.in, test-suite, test-suite/.cvsignore,
	  test-suite/Makefile.am, test-suite/testsuite.mak:
	  
	  Merged 0.3.7 branch

2004-07-05 07:40  Luigi Ballabio

	* [r4527] Changes.txt:
	  
	  *** empty log message ***

2004-06-28 15:39  Luigi Ballabio

	* [r4519] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp,
	  ql/CashFlows/basispointsensitivity.cpp,
	  ql/CashFlows/basispointsensitivity.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/euribor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.hpp, ql/Indexes/zarlibor.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/stock.cpp, ql/Instruments/stock.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/MonteCarlo/pathpricer.hpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.cpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.hpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/blackmodel.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.hpp, ql/ShortRateModels/parameter.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/localvolsurface.hpp, ql/quote.hpp,
	  ql/relinkablehandle.hpp, ql/stochasticprocess.cpp,
	  ql/stochasticprocess.hpp, quantlib.el,
	  test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/capfloor.cpp, test-suite/cliquetoption.cpp,
	  test-suite/compoundforward.cpp, test-suite/digitaloption.cpp,
	  test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/instruments.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/old_pricers.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/quantooption.cpp, test-suite/quotes.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp, test-suite/utilities.cpp:
	  
	  Renamed RelinkableHandle to Handle (it is now available and it's
	  shorter)

2004-06-20 11:29  Luigi Ballabio

	* [r4518] ql/discretizedasset.hpp:
	  
	  *** empty log message ***

2004-06-17 16:52  Luigi Ballabio

	* [r4517] Changes.txt:
	  
	  *** empty log message ***

2004-06-17 16:50  Luigi Ballabio

	* [r4516] ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp,
	  ql/PricingEngines/CapFloor/discretizedcapfloor.cpp,
	  ql/PricingEngines/CapFloor/discretizedcapfloor.hpp,
	  ql/PricingEngines/Swaption/discretizedswaption.cpp:
	  
	  Added current coupon to discretized swap and cap/floor

2004-06-16 16:27  Luigi Ballabio

	* [r4513] Changes.txt,
	  ql/PricingEngines/CapFloor/discretizedcapfloor.hpp,
	  ql/PricingEngines/CapFloor/treecapfloorengine.cpp,
	  ql/PricingEngines/Swaption/discretizedswaption.hpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.cpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/discretizedasset.hpp:
	  
	  Completed reworking (for the time being)

2004-06-16 14:28  Luigi Ballabio

	* [r4512] ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp:
	  
	  Some more discretized-asset reworking

2004-06-16 13:58  Luigi Ballabio

	* [r4511] ql/PricingEngines/CapFloor/discretizedcapfloor.cpp,
	  ql/PricingEngines/CapFloor/discretizedcapfloor.hpp,
	  ql/PricingEngines/CapFloor/treecapfloorengine.cpp,
	  ql/PricingEngines/Swaption/discretizedswaption.cpp,
	  ql/PricingEngines/Swaption/discretizedswaption.hpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp,
	  ql/discretizedasset.hpp:
	  
	  Some more reworking

2004-06-16 07:26  Luigi Ballabio

	* [r4510] ql/PricingEngines/CapFloor/discretizedcapfloor.cpp,
	  ql/PricingEngines/CapFloor/treecapfloorengine.cpp,
	  ql/PricingEngines/Swaption/discretizedswaption.cpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/discretizedasset.cpp, ql/discretizedasset.hpp,
	  ql/numericalmethod.hpp:
	  
	  Some more reworking

2004-06-15 14:37  Luigi Ballabio

	* [r4509] Changes.txt:
	  
	  Added file for logging changes

2004-06-15 14:30  Luigi Ballabio

	* [r4508] ql/Lattices/lattice.cpp, ql/Lattices/lattice.hpp,
	  ql/PricingEngines/CapFloor/discretizedcapfloor.cpp,
	  ql/PricingEngines/CapFloor/discretizedcapfloor.hpp,
	  ql/PricingEngines/CapFloor/treecapfloorengine.cpp,
	  ql/PricingEngines/Swaption/discretizedswaption.cpp,
	  ql/PricingEngines/Swaption/discretizedswaption.hpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp,
	  ql/discretizedasset.cpp, ql/discretizedasset.hpp,
	  ql/numericalmethod.hpp:
	  
	  Partial reworking of discretized assets and numerical methods

2004-06-14 13:34  Luigi Ballabio

	* [r4506] ql/PricingEngines/Vanilla/Makefile.am:
	  
	  *** empty log message ***

2004-06-11 21:16  Neil Firth

	* [r4505] test-suite/americanoption.cpp,
	  test-suite/americanoption.hpp:
	  
	  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 21:15  Neil Firth

	* [r4504] ql/PricingEngines/Vanilla/juquadraticengine.cpp,
	  ql/PricingEngines/Vanilla/juquadraticengine.hpp:
	  
	  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 13:10  Luigi Ballabio

	* [r4500] Docs/quantlib.doxy, QuantLib.dsp, QuantLib.nsi,
	  QuantLib.vcproj, configure.ac, dev_tools/version_number.txt,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  ql/Calendars/Makefile.am, ql/Calendars/all.hpp,
	  ql/Calendars/frankfurt.hpp, ql/Calendars/london.hpp,
	  ql/Calendars/milan.hpp, ql/Calendars/newyork.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp, ql/Indexes/xibor.hpp,
	  ql/Instruments/payoffs.hpp, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp, ql/Makefile.am,
	  ql/MonteCarlo/mctypedefs.hpp, ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/path.hpp, ql/Patterns/bridge.hpp,
	  ql/Patterns/composite.hpp, ql/Patterns/observable.hpp,
	  ql/Pricers/Makefile.am, ql/Pricers/all.hpp,
	  ql/Pricers/cliquetoptionpricer.cpp,
	  ql/Pricers/cliquetoptionpricer.hpp,
	  ql/Pricers/continuousgeometricapo.hpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/dividendeuropeanoption.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/performanceoption.cpp, ql/Pricers/performanceoption.hpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp,
	  ql/PricingEngines/CapFloor/treecapfloorengine.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/americanpayoffatexpiry.cpp,
	  ql/PricingEngines/americanpayoffathit.cpp,
	  ql/PricingEngines/blackformula.cpp, ql/RandomNumbers/Makefile.am,
	  ql/RandomNumbers/all.hpp, ql/RandomNumbers/core.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/basicdataformatters.cpp,
	  ql/basicdataformatters.hpp, ql/calendar.hpp, ql/core.hpp,
	  ql/currency.hpp, ql/diffusionprocess.hpp, ql/handle.hpp,
	  ql/instrument.hpp, ql/numericalmethod.hpp, ql/option.hpp,
	  ql/qldefines.hpp, ql/schedule.cpp, ql/schedule.hpp,
	  ql/stochasticprocess.hpp, test-suite/digitaloption.cpp,
	  test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/jumpdiffusion.cpp, test-suite/old_pricers.cpp,
	  test-suite/old_pricers.hpp, test-suite/quantooption.cpp:
	  
	  Increased version number and removed deprecated stuff

2004-06-10 09:17  Luigi Ballabio

	* [r4498] Makefile.am, QuantLib.spec.in, dev_tools/version_number.txt,
	  functions/ql/Functions/Makefile.am, ql/qldefines.hpp:
	  
	  *** empty log message ***

2004-06-09 16:16  Ferdinando Ametrano

	* [r4497] QuantLib.dsp, QuantLib.mak:
	  
	  catching up

2004-06-09 15:26  Ferdinando Ametrano

	* [r4496] QuantLib.sln, QuantLib.vcproj, ql/makefile.mak:
	  
	  catching up

2004-06-09 08:43  Luigi Ballabio

	* [r4495] ql/PricingEngines/blackformula.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp:
	  
	  Added known bugs to docs

2004-06-08 14:33  Luigi Ballabio

	* [r4494] ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/Instruments/simpleswap.hpp, ql/Instruments/stock.hpp,
	  ql/Makefile.am, ql/core.hpp, ql/marketelement.hpp, ql/quote.hpp,
	  ql/schedule.cpp, ql/schedule.hpp, ql/scheduler.cpp,
	  ql/scheduler.hpp, ql/termstructure.hpp, ql/voltermstructure.hpp,
	  test-suite/quotes.cpp, test-suite/quotes.hpp:
	  
	  Renamed files named after obsolete classes

2004-06-08 13:50  Luigi Ballabio

	* [r4493] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  test-suite/europeanoption.cpp:
	  
	  Made syntax palatable to VC6

2004-06-08 09:31  Ferdinando Ametrano

	* [r4492] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  lighter and easier example

2004-06-08 09:30  Ferdinando Ametrano

	* [r4491] QuantLib.vcproj, ql/PricingEngines/Swaption/makefile.mak:
	  
	  catching up

2004-06-08 09:28  Ferdinando Ametrano

	* [r4490] ql/ShortRateModels/TwoFactorModels/g2.cpp:
	  
	  (-1.0, 1.0) constraint for rho

2004-06-08 09:26  Ferdinando Ametrano

	* [r4489] ql/Optimization/criteria.hpp:
	  
	  no message

2004-06-08 08:18  Luigi Ballabio

	* [r4488] ql/Calendars/germany.hpp:
	  
	  *** empty log message ***

2004-06-07 16:32  Ferdinando Ametrano

	* [r4486] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  more readable inputs

2004-06-07 15:54  Ferdinando Ametrano

	* [r4485] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  more readable inputs

2004-06-07 15:41  Ferdinando Ametrano

	* [r4484] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  using G2 (with unsatisfactory results...)

2004-06-07 15:39  Ferdinando Ametrano

	* [r4483] ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp:
	  
	  default value for rho (-0.75) acceptable given the
	  bounday constraint on rho (-1.0, -0.65)

2004-06-07 12:31  Luigi Ballabio

	* [r4482] ql/PricingEngines/Swaption/Makefile.am,
	  ql/PricingEngines/Swaption/g2swaptionengine.cpp,
	  ql/PricingEngines/Swaption/g2swaptionengine.hpp:
	  
	  Saved a file (it was but one line after all)

2004-06-07 12:30  Luigi Ballabio

	* [r4481] ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp:
	  
	  untabified

2004-06-07 12:04  Ferdinando Ametrano

	* [r4480] QuantLib.nsi:
	  
	  updated

2004-06-07 10:51  Ferdinando Ametrano

	* [r4479] Examples/AmericanOption/AmericanOption.mak,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.mak, functions/ql/Functions/QuantLibFunctions.mak,
	  test-suite/testsuite.mak:
	  
	  updated

2004-06-07 10:49  Ferdinando Ametrano

	* [r4478] QuantLib.vcproj, ql/PricingEngines/Swaption/Makefile.am,
	  ql/PricingEngines/Swaption/all.hpp,
	  ql/PricingEngines/Swaption/g2swaptionengine.cpp,
	  ql/PricingEngines/Swaption/g2swaptionengine.hpp,
	  ql/PricingEngines/Swaption/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp:
	  
	  Mike Parker's G2 contribution added

2004-06-07 10:48  Ferdinando Ametrano

	* [r4477] ql/ShortRateModels/parameter.hpp:
	  
	  richer error message

2004-06-07 10:18  Ferdinando Ametrano

	* [r4476] ql/Calendars/unitedstates.cpp:
	  
	  removing unused variables

2004-06-07 09:27  Luigi Ballabio

	* [r4475] test-suite/calendars.hpp:
	  
	  Added test description

2004-06-04 17:49  Ferdinando Ametrano

	* [r4474] test-suite/calendars.cpp, test-suite/calendars.hpp:
	  
	  more tests added

2004-06-04 17:49  Ferdinando Ametrano

	* [r4473] ql/Calendars/unitedkingdom.hpp:
	  
	  to do

2004-06-04 17:48  Ferdinando Ametrano

	* [r4472] ql/Calendars/unitedstates.cpp,
	  ql/Calendars/unitedstates.hpp:
	  
	  bug fix

2004-06-04 17:41  Ferdinando Ametrano

	* [r4471] ql/makefile.mak:
	  
	  it doesn't purge VC files anymore

2004-06-04 16:50  Luigi Ballabio

	* [r4470] functions/ql/Functions/Makefile.am,
	  ql/Calendars/Makefile.am, test-suite, test-suite/.cvsignore,
	  test-suite/Makefile.am:
	  
	  Fixes for autotools

2004-06-04 16:43  Luigi Ballabio

	* [r4469] ql/calendar.cpp, ql/calendar.hpp, test-suite/calendars.cpp:
	  
	  Removed function reading from file

2004-06-04 15:49  Ferdinando Ametrano

	* [r4468] QuantLib.dsp, QuantLib.dsw, QuantLib.mak,
	  functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.mak,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  VC6 catching up

2004-06-04 15:47  Ferdinando Ametrano

	* [r4467] QuantLib.sln, QuantLib.vcproj, ql/Calendars/germany.hpp,
	  test-suite/calendars.cpp, test-suite/calendars.hpp:
	  
	  Frankfurt calendar deprecated.
	  Germany calendars added: public, Frankfurt Stock Exchange, Xetra,
	  Eurex

2004-06-04 15:35  Ferdinando Ametrano

	* [r4466] ql/Calendars/Makefile.am, ql/Calendars/all.hpp,
	  ql/Calendars/frankfurt.cpp, ql/Calendars/frankfurt.hpp,
	  ql/Calendars/germany.cpp, ql/Calendars/germany.hpp,
	  ql/Calendars/makefile.mak, ql/Calendars/xetra.cpp,
	  ql/Calendars/xetra.hpp:
	  
	  Frankfurt calendar deprecated.
	  Germany calendars added: public, Frankfurt Stock Exchange, Xetra,
	  Eurex

2004-06-04 11:42  Ferdinando Ametrano

	* [r4465] test-suite/calendars.cpp, test-suite/calendars.hpp,
	  test-suite/makefile.mak, test-suite/testsuite.vcproj:
	  
	  added check for TARGET and US calendars.
	  Test-suite now also depends on QuantLibFunctions

2004-06-04 11:40  Ferdinando Ametrano

	* [r4464] functions/ql/Functions/QuantLibFunctions.vcproj,
	  functions/ql/Functions/calendars.cpp,
	  functions/ql/Functions/calendars.hpp,
	  functions/ql/Functions/daycounters.hpp,
	  functions/ql/Functions/makefile.mak,
	  functions/ql/Functions/mathf.hpp,
	  functions/ql/Functions/qlfunctions.hpp,
	  functions/ql/Functions/vols.hpp:
	  
	  added holidayList as non-member, non-friend Calendar function

2004-06-04 10:54  Ferdinando Ametrano

	* [r4463] ql/Calendars/target.cpp, ql/Calendars/target.hpp:
	  
	  more info

2004-06-04 08:33  Ferdinando Ametrano

	* [r4462] Docs/pages/overview.docs:
	  
	  updated

2004-06-04 08:27  Ferdinando Ametrano

	* [r4461] ql/Calendars/unitedstates.cpp,
	  ql/Calendars/unitedstates.hpp:
	  
	  bug Fix: new year's eve is not holiday, even if January 1st is on
	  Saturday

2004-06-03 09:14  Luigi Ballabio

	* [r4460] Examples/AmericanOption/AmericanOption.dsp,
	  Examples/AmericanOption/AmericanOption.mak,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.mak, QuantLib.mak,
	  functions/ql/Functions/QuantLibFunctions.dsp, ql/dataformatters.cpp,
	  ql/dataformatters.hpp, test-suite/testsuite.mak:
	  
	  Disabled code causing internal compiler error (not essential
	  anyway--just an operator <<)

2004-05-31 14:42  Luigi Ballabio

	* [r4459] Docs/Makefile.am, Docs/quantlib.doxy,
	  Docs/quantlibheader.html, test-suite/americanoption.hpp,
	  test-suite/asianoptions.cpp, test-suite/asianoptions.hpp,
	  test-suite/barrieroption.hpp, test-suite/basketoption.hpp,
	  test-suite/calendars.hpp, test-suite/capfloor.hpp,
	  test-suite/cliquetoption.hpp, test-suite/compoundforward.hpp,
	  test-suite/covariance.hpp, test-suite/dates.hpp,
	  test-suite/daycounters.hpp, test-suite/digitaloption.hpp,
	  test-suite/distributions.hpp, test-suite/dividendeuropeanoption.hpp,
	  test-suite/europeanoption.hpp, test-suite/factorial.hpp,
	  test-suite/forwardoption.hpp, test-suite/instruments.hpp,
	  test-suite/integrals.hpp, test-suite/interpolations.hpp,
	  test-suite/jumpdiffusion.hpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp, test-suite/matrices.hpp,
	  test-suite/mersennetwister.hpp, test-suite/operators.hpp,
	  test-suite/piecewiseflatforward.hpp, test-suite/quantooption.hpp,
	  test-suite/quotes.hpp, test-suite/riskstats.hpp,
	  test-suite/rounding.hpp, test-suite/solvers.hpp,
	  test-suite/stats.hpp, test-suite/swap.hpp, test-suite/swaption.hpp,
	  test-suite/termstructures.hpp:
	  
	  Documented test suite

2004-05-28 14:08  Luigi Ballabio

	* [r4458] ql/Instruments/simpleswap.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp, ql/calendar.cpp,
	  test-suite/compoundforward.cpp, test-suite/piecewiseflatforward.cpp:
	  
	  Removed last traces of 'rolling convention'

2004-05-28 13:10  Luigi Ballabio

	* [r4457] ql/CashFlows/basispointsensitivity.hpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp, ql/Indexes/xibor.hpp,
	  ql/Instruments/swap.hpp, ql/Math/loglinearinterpolation.hpp,
	  ql/Math/pseudosqrt.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/localvolsurface.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/exercise.hpp, ql/grid.hpp,
	  ql/option.hpp, ql/scheduler.hpp, ql/solver1d.hpp:
	  
	  Documentation clean-up

2004-05-28 13:09  Luigi Ballabio

	* [r4456] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Swap/swapvaluation.cpp:
	  
	  Removed dependency from deprecated features

2004-05-28 12:00  Luigi Ballabio

	* [r4455] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/euribor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp, ql/Indexes/zarlibor.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/scheduler.cpp,
	  ql/scheduler.hpp, test-suite/capfloor.cpp,
	  test-suite/compoundforward.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp:
	  
	  Removed some redudant 'isAdjusted' parameter---Unadjusted can be
	  used instead

2004-05-27 15:06  Luigi Ballabio

	* [r4454] ql/Calendars/zurich.cpp:
	  
	  Fixed erroneous check (thanks to Francesco Perissin)

2004-05-27 12:11  Luigi Ballabio

	* [r4452] ql/Indexes/xibor.hpp, ql/basicdataformatters.cpp,
	  ql/basicdataformatters.hpp, ql/currency.hpp:
	  
	  Renamed Currency to CurrencyTag in order to free the name for after
	  next release

2004-05-27 09:59  Luigi Ballabio

	* [r4451] ql/calendar.cpp, ql/calendar.hpp, quantlib.el:
	  
	  QuantLib::None is too general a name for a business day convention

2004-05-26 14:18  Ferdinando Ametrano

	* [r4449] ql/calendar.cpp, ql/calendar.hpp:
	  
	  RollingConvention has been renamed BusinessDayConvention, as in ISDA
	  definitions.

2004-05-26 14:03  Ferdinando Ametrano

	* [r4448] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Swap/swapvaluation.cpp, News.txt,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/coupon.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp, ql/Indexes/xibor.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/calendar.cpp, ql/calendar.hpp,
	  ql/scheduler.cpp, ql/scheduler.hpp, test-suite/capfloor.cpp,
	  test-suite/compoundforward.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp:
	  
	  RollingConvention has been renamed BusinessDayConvention, as in ISDA
	  definitions.

2004-05-26 12:48  Luigi Ballabio

	* [r4447] ChangeLog.txt:
	  
	  *** empty log message ***

2004-05-26 12:38  Ferdinando Ametrano

	* [r4446] ql/Instruments/payoffs.hpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/americanpayoffatexpiry.cpp,
	  ql/PricingEngines/americanpayoffathit.cpp,
	  ql/PricingEngines/blackformula.cpp, ql/basicdataformatters.cpp,
	  ql/option.hpp, test-suite/digitaloption.cpp,
	  test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/forwardoption.cpp,
	  test-suite/jumpdiffusion.cpp, test-suite/old_pricers.cpp,
	  test-suite/quantooption.cpp:
	  
	  deprecating Straddle in {Call, Put, Straddle} enum

2004-05-26 12:35  Ferdinando Ametrano

	* [r4445] QuantLib.vcproj:
	  
	  missing file

2004-05-26 12:34  Ferdinando Ametrano

	* [r4444] Docs/pages/overview.docs, News.txt:
	  
	  updated

2004-05-25 16:41  Luigi Ballabio

	* [r4443] ql/Math/rounding.cpp, ql/Math/rounding.hpp,
	  test-suite/rounding.cpp, test-suite/rounding.hpp:
	  
	  Fixed test (and docs) for rounding

2004-05-25 13:10  Luigi Ballabio

	* [r4442] ql/Currencies, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/euribor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.hpp, ql/Indexes/zarlibor.hpp,
	  ql/TermStructures/ratehelpers.cpp, ql/basicdataformatters.cpp,
	  ql/currency.hpp:
	  
	  Moved QUEP 6 implementation to its own branch

2004-05-25 12:15  André Louw

	* [r4441] ql/TermStructures/ratehelpers.cpp,
	  ql/basicdataformatters.cpp:
	  
	  Implementation of QUEP 6

2004-05-25 12:03  André Louw

	* [r4440] ql/Indexes/audlibor.hpp, ql/Indexes/cadlibor.hpp,
	  ql/Indexes/chflibor.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/jpylibor.hpp,
	  ql/Indexes/usdlibor.hpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/zarlibor.hpp:
	  
	  Implementation of QUEP 6

2004-05-25 10:49  André Louw

	* [r4439] ql/Currencies, ql/Currencies/Makefile.am,
	  ql/Currencies/all.hpp, ql/Currencies/audcurrency.cpp,
	  ql/Currencies/audcurrency.hpp, ql/Currencies/cadcurrency.cpp,
	  ql/Currencies/cadcurrency.hpp, ql/Currencies/chfcurrency.cpp,
	  ql/Currencies/chfcurrency.hpp, ql/Currencies/demcurrency.cpp,
	  ql/Currencies/demcurrency.hpp, ql/Currencies/eurcurrency.cpp,
	  ql/Currencies/eurcurrency.hpp, ql/Currencies/exchangerate.cpp,
	  ql/Currencies/exchangerate.hpp, ql/Currencies/gbpcurrency.cpp,
	  ql/Currencies/gbpcurrency.hpp, ql/Currencies/itlcurrency.cpp,
	  ql/Currencies/itlcurrency.hpp, ql/Currencies/jpycurrency.cpp,
	  ql/Currencies/jpycurrency.hpp, ql/Currencies/money.cpp,
	  ql/Currencies/money.hpp, ql/Currencies/ratemanager.cpp,
	  ql/Currencies/ratemanager.hpp, ql/Currencies/usdcurrency.cpp,
	  ql/Currencies/usdcurrency.hpp, ql/Currencies/zarcurrency.cpp,
	  ql/Currencies/zarcurrency.hpp, ql/currency.hpp:
	  
	  Implementation of QUEP 6

2004-05-25 10:11  André Louw

	* [r4438] ql/Math/rounding.cpp, ql/Math/rounding.hpp:
	  
	  Added 'Closest' to round depending on rounding digit, changed
	  'Up'/'Down' to round up or down regardless of rounding digit.

2004-05-25 09:03  Ferdinando Ametrano

	* [r4437] test-suite/forwardoption.cpp, test-suite/quantooption.cpp,
	  test-suite/quantooption.hpp:
	  
	  added QuantoForwardPerformance tests

2004-05-24 17:37  Ferdinando Ametrano

	* [r4436] test-suite/quantlibtestsuite.cpp:
	  
	  no message

2004-05-24 17:35  Ferdinando Ametrano

	* [r4435] test-suite/quantooption.cpp:
	  
	  more QuantoForward test cases

2004-05-24 17:27  Ferdinando Ametrano

	* [r4434] test-suite/quantooption.cpp:
	  
	  QuantoForward is ok

2004-05-24 17:04  Ferdinando Ametrano

	* [r4433] test-suite/matrices.cpp:
	  
	  checking ordered eigenvalues

2004-05-24 14:16  Ferdinando Ametrano

	* [r4432] test-suite/forwardoption.cpp, test-suite/quantooption.cpp:
	  
	  real test cases added.
	  QuantoForward test fails and should be investigated/debugged

2004-05-24 10:17  Ferdinando Ametrano

	* [r4431] QuantLib.vcproj:
	  
	  catching up

2004-05-24 09:21  Ferdinando Ametrano

	* [r4430] QuantLib.dsp, QuantLib.mak, ql/Calendars/makefile.mak:
	  
	  catching up

2004-05-21 11:45  Luigi Ballabio

	* [r4427] ql/Indexes/gbplibor.hpp, ql/Indexes/usdlibor.hpp:
	  
	  Grouped calendars with same country

2004-05-21 11:12  Luigi Ballabio

	* [r4426] ql/Calendars/Makefile.am, ql/Calendars/all.hpp,
	  ql/Calendars/greatbritain.cpp, ql/Calendars/greatbritain.hpp,
	  ql/Calendars/italy.cpp, ql/Calendars/italy.hpp,
	  ql/Calendars/london.hpp, ql/Calendars/milan.hpp,
	  ql/Calendars/milanstockexchange.cpp,
	  ql/Calendars/milanstockexchange.hpp, ql/Calendars/newyork.hpp,
	  ql/Calendars/unitedkingdom.cpp, ql/Calendars/unitedkingdom.hpp,
	  ql/Calendars/unitedstates.cpp, ql/Calendars/unitedstates.hpp,
	  ql/Calendars/usexchange.cpp, ql/Calendars/usexchange.hpp,
	  ql/Calendars/usgovernmentbondmarket.cpp,
	  ql/Calendars/usgovernmentbondmarket.hpp, ql/Calendars/xetra.hpp,
	  ql/TermStructures/discountcurve.hpp, test-suite/calendars.cpp:
	  
	  Grouped calendars with same country

2004-05-20 16:32  Ferdinando Ametrano

	* [r4425] ql/Indexes/gbplibor.hpp, ql/Indexes/usdlibor.hpp:
	  
	  catching up

2004-05-20 16:24  Ferdinando Ametrano

	* [r4424] test-suite/calendars.cpp:
	  
	  catching up

2004-05-20 16:12  Ferdinando Ametrano

	* [r4423] QuantLib.vcproj:
	  
	  catching up

2004-05-20 16:11  Ferdinando Ametrano

	* [r4422] ql/Calendars/london.cpp:
	  
	  adding Xetra calendar.
	  Moving Milan, London, and NewYork to the exchange and/or country
	  approach

2004-05-20 16:00  Ferdinando Ametrano

	* [r4421] Docs/pages/datetime.docs, Docs/pages/overview.docs,
	  QuantLib.dsp, QuantLib.mak, ql/Calendars/Makefile.am,
	  ql/Calendars/all.hpp, ql/Calendars/greatbritain.cpp,
	  ql/Calendars/greatbritain.hpp, ql/Calendars/italy.cpp,
	  ql/Calendars/italy.hpp, ql/Calendars/london.hpp,
	  ql/Calendars/makefile.mak, ql/Calendars/milan.cpp,
	  ql/Calendars/milan.hpp, ql/Calendars/milanstockexchange.cpp,
	  ql/Calendars/milanstockexchange.hpp, ql/Calendars/newyork.cpp,
	  ql/Calendars/newyork.hpp, ql/Calendars/usexchange.cpp,
	  ql/Calendars/usexchange.hpp,
	  ql/Calendars/usgovernmentbondmarket.cpp,
	  ql/Calendars/usgovernmentbondmarket.hpp, ql/Calendars/xetra.cpp,
	  ql/Calendars/xetra.hpp, ql/calendar.hpp:
	  
	  adding Xetra calendar.
	  Moving Milan, London, and NewYork to the exchange and/or country
	  approach

2004-05-20 12:12  Luigi Ballabio

	* [r4420] ql/stochasticprocess.cpp, ql/stochasticprocess.hpp:
	  
	  Separated discretization from stochastic process

2004-05-19 11:48  Luigi Ballabio

	* [r4418] quantlib-config.in:
	  
	  Required library added to reported options

2004-05-19 10:56  Ferdinando Ametrano

	* [r4417] QuantLib.dsp, QuantLib.mak:
	  
	  catching up

2004-05-19 10:21  Ferdinando Ametrano

	* [r4416] QuantLib.vcproj, ql/PricingEngines/CapFloor/makefile.mak,
	  ql/PricingEngines/Swaption/makefile.mak:
	  
	  catching up

2004-05-19 10:13  Luigi Ballabio

	* [r4415] ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp,
	  ql/PricingEngines/CapFloor/treecapfloorengine.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.hpp:
	  
	  *** empty log message ***

2004-05-19 09:39  Luigi Ballabio

	* [r4414] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  ql/PricingEngines/Swaption/Makefile.am,
	  ql/PricingEngines/Swaption/all.hpp,
	  ql/PricingEngines/Swaption/blackswaption.cpp,
	  ql/PricingEngines/Swaption/blackswaption.hpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.cpp,
	  ql/PricingEngines/Swaption/blackswaptionengine.hpp,
	  ql/PricingEngines/Swaption/discretizedswaption.cpp,
	  ql/PricingEngines/Swaption/discretizedswaption.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaption.cpp,
	  ql/PricingEngines/Swaption/jamshidianswaption.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp,
	  ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp,
	  ql/PricingEngines/Swaption/swaptionpricer.cpp,
	  ql/PricingEngines/Swaption/swaptionpricer.hpp,
	  ql/PricingEngines/Swaption/treeswaption.cpp,
	  ql/PricingEngines/Swaption/treeswaption.hpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.cpp,
	  ql/PricingEngines/Swaption/treeswaptionengine.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  test-suite/swaption.cpp:
	  
	  Renamed swaption engines

2004-05-19 08:53  Luigi Ballabio

	* [r4413] ql/Instruments/capfloor.cpp,
	  ql/PricingEngines/CapFloor/Makefile.am,
	  ql/PricingEngines/CapFloor/all.hpp,
	  ql/PricingEngines/CapFloor/analyticalcapfloor.cpp,
	  ql/PricingEngines/CapFloor/analyticalcapfloor.hpp,
	  ql/PricingEngines/CapFloor/analyticcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloor.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloor.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloorengine.hpp,
	  ql/PricingEngines/CapFloor/capfloorpricer.cpp,
	  ql/PricingEngines/CapFloor/capfloorpricer.hpp,
	  ql/PricingEngines/CapFloor/discretizedcapfloor.cpp,
	  ql/PricingEngines/CapFloor/discretizedcapfloor.hpp,
	  ql/PricingEngines/CapFloor/treecapfloor.cpp,
	  ql/PricingEngines/CapFloor/treecapfloor.hpp,
	  ql/PricingEngines/CapFloor/treecapfloorengine.cpp,
	  ql/PricingEngines/CapFloor/treecapfloorengine.hpp,
	  ql/PricingEngines/genericmodelengine.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  test-suite/capfloor.cpp:
	  
	  Renamed cap-floor engines to reflect the fact that, well, they are
	  engines

2004-05-18 14:53  Luigi Ballabio

	* [r4412] configure.ac, ql/qldefines.hpp, ql/userconfig.hpp:
	  
	  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 14:49  Luigi Ballabio

	* [r4411] ql/stochasticprocess.cpp, ql/stochasticprocess.hpp:
	  
	  Moved observability upwards

2004-05-18 13:39  Luigi Ballabio

	* [r4410] Docs/pages/history.docs, History.txt, News.txt:
	  
	  Rewriting history

2004-05-18 13:05  Ferdinando Ametrano

	* [r4409] ql/Math/gaussianstatistics.hpp, ql/Math/riskstatistics.hpp:
	  
	  typo fixed and comments added/improved

2004-05-18 12:42  Ferdinando Ametrano

	* [r4408] ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp, test-suite/europeanoption.cpp:
	  
	  Borland test doesn't fail anymore

2004-05-18 10:43  Luigi Ballabio

	* [r4407] ql/Math/linearinterpolation.hpp:
	  
	  Answer: the check was already performed by the base class

2004-05-18 10:39  Ferdinando Ametrano

	* [r4406] QuantLib.dsp, QuantLib.mak, QuantLib.vcproj,
	  ql/PricingEngines/Cliquet/makefile.mak:
	  
	  catching up

2004-05-18 10:22  Ferdinando Ametrano

	* [r4405] ql/Math/linearinterpolation.hpp, ql/Math/svd.cpp,
	  ql/Math/svd.hpp:
	  
	  warning avoided

2004-05-18 10:02  Ferdinando Ametrano

	* [r4404] QuantLib.dsp, QuantLib.mak, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  catching up

2004-05-18 09:40  Ferdinando Ametrano

	* [r4403] QuantLib.vcproj, ql/Math/makefile.mak,
	  ql/PricingEngines/makefile.mak, test-suite/makefile.mak,
	  test-suite/testsuite.vcproj:
	  
	  catching up

2004-05-18 08:56  Luigi Ballabio

	* [r4402] ql/PricingEngines/Makefile.am:
	  
	  Moved ridiculously long inline methods into cpp files

2004-05-17 16:40  Luigi Ballabio

	* [r4401] ql/Instruments/payoffs.hpp,
	  ql/Math/choleskydecomposition.cpp, ql/Math/cubicspline.hpp,
	  ql/Math/gaussianstatistics.hpp, ql/Math/pseudosqrt.cpp,
	  ql/Math/riskstatistics.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcpricer.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloor.cpp,
	  ql/PricingEngines/CapFloor/capfloorpricer.cpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/americanpayoffatexpiry.cpp,
	  ql/PricingEngines/americanpayoffatexpiry.hpp,
	  ql/PricingEngines/americanpayoffathit.cpp,
	  ql/PricingEngines/americanpayoffathit.hpp,
	  ql/PricingEngines/blackmodel.hpp,
	  ql/PricingEngines/mcsimulation.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/Volatilities/localvolsurface.cpp, ql/voltermstructure.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/old_pricers.cpp,
	  test-suite/riskstats.cpp:
	  
	  Removed ambiguities when Real != double

2004-05-17 07:26  Luigi Ballabio

	* [r4400] acinclude.m4, configure.ac, ql/Math/gammadistribution.cpp,
	  ql/Math/incrementalstatistics.cpp, ql/Math/normaldistribution.cpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mcmaxbasket.cpp, ql/Pricers/mcpricer.hpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.cpp,
	  ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/mcsimulation.hpp, ql/Solvers1D/ridder.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp, ql/dataformatters.hpp,
	  ql/null.hpp, ql/qldefines.hpp, ql/types.hpp, ql/userconfig.hpp,
	  test-suite/riskstats.cpp:
	  
	  It is now possible to choose which built-in type to use for real and
	  integer quantities

2004-05-17 07:22  Luigi Ballabio

	* [r4399] ql/Lattices/lattice.cpp:
	  
	  Fixed check for equality

2004-05-14 12:08  Luigi Ballabio

	* [r4398] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp:
	  
	  Real, Integer and such are now used throughout the library

2004-05-14 11:37  Luigi Ballabio

	* [r4397] test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/capfloor.cpp, test-suite/cliquetoption.cpp,
	  test-suite/compoundforward.cpp, test-suite/covariance.cpp,
	  test-suite/dates.cpp, test-suite/daycounters.cpp,
	  test-suite/digitaloption.cpp, test-suite/distributions.cpp,
	  test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/factorial.cpp,
	  test-suite/forwardoption.cpp, test-suite/integrals.cpp,
	  test-suite/interpolations.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/matrices.cpp,
	  test-suite/mersennetwister.cpp, test-suite/old_pricers.cpp,
	  test-suite/operators.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/quantooption.cpp, test-suite/quotes.cpp,
	  test-suite/riskstats.cpp, test-suite/solvers.cpp,
	  test-suite/stats.cpp, test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp:
	  
	  More Reals and stuff

2004-05-14 09:49  Luigi Ballabio

	* [r4396] functions/ql/Functions/daycounters.cpp,
	  functions/ql/Functions/daycounters.hpp,
	  functions/ql/Functions/mathf.cpp, functions/ql/Functions/mathf.hpp,
	  functions/ql/Functions/vols.cpp, functions/ql/Functions/vols.hpp:
	  
	  More Reals and stuff

2004-05-14 09:16  Luigi Ballabio

	* [r4395] ql/Solvers1D/bisection.hpp, ql/Solvers1D/brent.hpp,
	  ql/Solvers1D/falseposition.hpp, ql/Solvers1D/newton.hpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.hpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/Utilities/processingiterator.hpp,
	  ql/Utilities/steppingiterator.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/localvolsurface.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  More Reals and stuff

2004-05-13 16:30  Luigi Ballabio

	* [r4393] ql/Pricers/mcbasket.cpp, ql/Pricers/mcbasket.hpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/calibrationhelper.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp,
	  ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/ShortRateModels/twofactormodel.hpp:
	  
	  More Reals and stuff

2004-05-13 14:53  Luigi Ballabio

	* [r4392] ql/PricingEngines/Asian/analyticcontinuousasianengine.cpp,
	  ql/PricingEngines/Asian/analyticdiscreteasianengine.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/CapFloor/analyticalcapfloor.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloor.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloor.hpp,
	  ql/PricingEngines/CapFloor/capfloorpricer.cpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.cpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.cpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.cpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.hpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Swaption/blackswaption.cpp,
	  ql/PricingEngines/Swaption/jamshidianswaption.cpp,
	  ql/PricingEngines/Swaption/swaptionpricer.cpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/integralengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/americanpayoffatexpiry.hpp,
	  ql/PricingEngines/americanpayoffathit.hpp,
	  ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackformula.hpp,
	  ql/PricingEngines/blackmodel.hpp,
	  ql/PricingEngines/mcsimulation.hpp,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/inversecumgaussianrng.hpp,
	  ql/RandomNumbers/inversecumgaussianrsg.hpp,
	  ql/RandomNumbers/knuthuniformrng.hpp,
	  ql/RandomNumbers/mt19937uniformrng.hpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp,
	  ql/RandomNumbers/rngtraits.hpp:
	  
	  Some more Real and stuff
	  (but the inner workings of random generators were NOT touched)

2004-05-13 11:41  Luigi Ballabio

	* [r4391] ql/Pricers/cliquetoptionpricer.cpp,
	  ql/Pricers/cliquetoptionpricer.hpp,
	  ql/Pricers/continuousgeometricapo.hpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/discretegeometricaso.hpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/dividendeuropeanoption.hpp,
	  ql/Pricers/fdamericanoption.hpp, ql/Pricers/fdbermudanoption.cpp,
	  ql/Pricers/fdbermudanoption.hpp, ql/Pricers/fdbsmoption.cpp,
	  ql/Pricers/fdbsmoption.hpp, ql/Pricers/fddividendamericanoption.cpp,
	  ql/Pricers/fddividendamericanoption.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fddividendoption.hpp,
	  ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fddividendshoutoption.hpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdeuropean.hpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp, ql/Pricers/fdshoutoption.hpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/fdstepconditionoption.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, ql/Pricers/mcpricer.hpp,
	  ql/Pricers/performanceoption.cpp, ql/Pricers/performanceoption.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp:
	  
	  More Reals and stuff

2004-05-13 10:34  Luigi Ballabio

	* [r4390] ql/Math/Makefile.am, ql/Math/rounding.cpp,
	  ql/Math/rounding.hpp, test-suite/Makefile.am,
	  test-suite/quantlibtestsuite.cpp, test-suite/rounding.cpp,
	  test-suite/rounding.hpp:
	  
	  Rounding quantlibified and tested

2004-05-13 10:32  Luigi Ballabio

	* [r4389] ql/Math/comparison.hpp:
	  
	  Fixed formula

2004-05-13 07:31  Luigi Ballabio

	* [r4388] ql/Optimization/armijo.cpp, ql/Optimization/armijo.hpp,
	  ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/costfunction.hpp,
	  ql/Optimization/criteria.hpp, ql/Optimization/leastsquare.hpp,
	  ql/Optimization/linesearch.hpp, ql/Optimization/method.hpp,
	  ql/Optimization/problem.hpp, ql/Optimization/simplex.cpp,
	  ql/Optimization/simplex.hpp, ql/Optimization/steepestdescent.cpp:
	  
	  Still more Reals and stuff

2004-05-12 16:16  Luigi Ballabio

	* [r4387] ql/Math/array.hpp, ql/Math/beta.cpp, ql/Math/beta.hpp,
	  ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp, ql/Math/binomialdistribution.hpp,
	  ql/Math/bivariatenormaldistribution.cpp,
	  ql/Math/bivariatenormaldistribution.hpp,
	  ql/Math/chisquaredistribution.cpp,
	  ql/Math/chisquaredistribution.hpp,
	  ql/Math/choleskydecomposition.cpp, ql/Math/comparison.hpp,
	  ql/Math/cubicspline.hpp, ql/Math/discrepancystatistics.cpp,
	  ql/Math/discrepancystatistics.hpp, ql/Math/errorfunction.cpp,
	  ql/Math/errorfunction.hpp, ql/Math/factorial.cpp,
	  ql/Math/factorial.hpp, ql/Math/functional.hpp,
	  ql/Math/gammadistribution.cpp, ql/Math/gammadistribution.hpp,
	  ql/Math/gaussianstatistics.hpp, ql/Math/generalstatistics.cpp,
	  ql/Math/generalstatistics.hpp, ql/Math/incompletegamma.cpp,
	  ql/Math/incompletegamma.hpp, ql/Math/incrementalstatistics.cpp,
	  ql/Math/incrementalstatistics.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/Math/kronrodintegral.hpp,
	  ql/Math/lexicographicalview.hpp, ql/Math/linearinterpolation.hpp,
	  ql/Math/loglinearinterpolation.hpp, ql/Math/matrix.hpp,
	  ql/Math/normaldistribution.cpp, ql/Math/normaldistribution.hpp,
	  ql/Math/poissondistribution.hpp, ql/Math/primenumbers.cpp,
	  ql/Math/primenumbers.hpp, ql/Math/pseudosqrt.cpp,
	  ql/Math/pseudosqrt.hpp, ql/Math/riskstatistics.hpp,
	  ql/Math/rounding.hpp, ql/Math/segmentintegral.hpp,
	  ql/Math/sequencestatistics.hpp, ql/Math/simpsonintegral.hpp,
	  ql/Math/svd.cpp, ql/Math/svd.hpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/symmetricschurdecomposition.hpp,
	  ql/Math/trapezoidintegral.hpp, ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/MonteCarlo/sample.hpp, quantlib.el:
	  
	  Still more Reals and stuff

2004-05-12 12:17  Luigi Ballabio

	* [r4386] ql/types.hpp:
	  
	  More types

2004-05-12 11:57  Luigi Ballabio

	* [r4385] ql/qldefines.hpp:
	  
	  Compliant with section 17.4.3.1.2 of the C++ standard

2004-05-12 11:41  Luigi Ballabio

	* [r4384] ql/Indexes/audlibor.hpp, ql/Indexes/cadlibor.hpp,
	  ql/Indexes/chflibor.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/jpylibor.hpp,
	  ql/Indexes/usdlibor.hpp, ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/zarlibor.hpp, ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/cliquetoption.hpp,
	  ql/Instruments/dividendvanillaoption.cpp,
	  ql/Instruments/dividendvanillaoption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/payoffs.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.hpp, ql/Lattices/binomialtree.cpp,
	  ql/Lattices/binomialtree.hpp, ql/Lattices/bsmlattice.hpp,
	  ql/Lattices/lattice.cpp, ql/Lattices/lattice.hpp,
	  ql/Lattices/lattice2d.cpp, ql/Lattices/lattice2d.hpp,
	  ql/Lattices/tree.hpp, ql/Lattices/trinomialtree.cpp,
	  ql/Lattices/trinomialtree.hpp:
	  
	  Some more Reals and Integers

2004-05-12 09:46  Luigi Ballabio

	* [r4383] ql/Calendars/tokyo.cpp,
	  ql/CashFlows/basispointsensitivity.cpp,
	  ql/CashFlows/basispointsensitivity.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/coupon.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/simplecashflow.hpp, ql/CashFlows/timebasket.cpp,
	  ql/CashFlows/timebasket.hpp, ql/CashFlows/upfrontindexedcoupon.hpp,
	  ql/DayCounters/actualactual.cpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/boundarycondition.cpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp, quantlib.el:
	  
	  Some more Reals and Integers

2004-05-11 16:05  Luigi Ballabio

	* [r4381] ql/types.hpp:
	  
	  *** empty log message ***

2004-05-11 14:39  Luigi Ballabio

	* [r4380] ql/CashFlows/basispointsensitivity.cpp,
	  ql/CashFlows/basispointsensitivity.hpp, ql/CashFlows/timebasket.cpp,
	  ql/CashFlows/timebasket.hpp, ql/dataparsers.cpp, ql/dataparsers.hpp:
	  
	  *** empty log message ***

2004-05-11 14:20  Luigi Ballabio

	* [r4379] Examples/EuropeanOption/EuropeanOption.cpp, acinclude.m4,
	  configure.ac, ql/CashFlows/parcoupon.cpp,
	  ql/DayCounters/actual360.hpp, ql/DayCounters/actual365.hpp,
	  ql/DayCounters/actualactual.cpp, ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/simpledaycounter.cpp,
	  ql/DayCounters/simpledaycounter.hpp, ql/DayCounters/thirty360.cpp,
	  ql/DayCounters/thirty360.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp, ql/Indexes/xibor.cpp,
	  ql/Indexes/xibor.hpp, ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/cliquetoption.cpp, ql/Instruments/cliquetoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Lattices/lattice.cpp, ql/Math/bivariatenormaldistribution.hpp,
	  ql/Math/gaussianstatistics.hpp, ql/Math/generalstatistics.cpp,
	  ql/Math/generalstatistics.hpp, ql/Math/incrementalstatistics.cpp,
	  ql/Math/interpolation.hpp, ql/Math/interpolation2D.hpp,
	  ql/Math/kronrodintegral.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/poissondistribution.hpp,
	  ql/Math/pseudosqrt.cpp, ql/Math/riskstatistics.hpp,
	  ql/Math/simpsonintegral.hpp, ql/Math/trapezoidintegral.hpp,
	  ql/MonteCarlo/getcovariance.hpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/singleassetoption.cpp,
	  ql/PricingEngines/Asian/analyticcontinuousasianengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.cpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.cpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.cpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/blackformula.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/Solvers1D/newton.hpp, ql/Solvers1D/newtonsafe.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/Volatilities/localvolsurface.cpp, ql/basicdataformatters.cpp,
	  ql/basicdataformatters.hpp, ql/calendar.cpp, ql/calendar.hpp,
	  ql/capvolstructures.hpp, ql/cashflow.hpp, ql/dataformatters.cpp,
	  ql/dataformatters.hpp, ql/dataparsers.cpp, ql/dataparsers.hpp,
	  ql/date.cpp, ql/date.hpp, ql/daycounter.hpp, ql/disposable.hpp,
	  ql/errors.cpp, ql/errors.hpp, ql/grid.cpp, ql/grid.hpp,
	  ql/history.hpp, ql/instrument.hpp, ql/marketelement.hpp,
	  ql/null.hpp, ql/option.hpp, ql/payoff.hpp, ql/scheduler.cpp,
	  ql/scheduler.hpp, ql/solver1d.hpp, ql/stochasticprocess.cpp,
	  ql/stochasticprocess.hpp, ql/swaptionvolstructure.hpp,
	  ql/termstructure.hpp, ql/types.hpp, ql/voltermstructure.cpp,
	  ql/voltermstructure.hpp, quantlib.el, test-suite/americanoption.cpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/capfloor.cpp,
	  test-suite/cliquetoption.cpp, test-suite/compoundforward.cpp,
	  test-suite/covariance.cpp, test-suite/daycounters.cpp,
	  test-suite/digitaloption.cpp, test-suite/distributions.cpp,
	  test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/factorial.cpp,
	  test-suite/forwardoption.cpp, test-suite/integrals.cpp,
	  test-suite/interpolations.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/matrices.cpp,
	  test-suite/mersennetwister.cpp, test-suite/old_pricers.cpp,
	  test-suite/piecewiseflatforward.cpp, test-suite/quantooption.cpp,
	  test-suite/quotes.cpp, test-suite/riskstats.cpp,
	  test-suite/solvers.cpp, test-suite/stats.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp, test-suite/termstructures.cpp:
	  
	  Started using Real, Integer and such

2004-05-10 16:48  Ferdinando Ametrano

	* [r4378] test-suite/old_pricers.cpp:
	  
	  catching up

2004-05-10 16:41  Ferdinando Ametrano

	* [r4377] QuantLib.vcproj:
	  
	  catching up

2004-05-10 16:30  Ferdinando Ametrano

	* [r4376] test-suite/testsuite.vcproj:
	  
	  catching up

2004-05-10 16:24  Ferdinando Ametrano

	* [r4375] QuantLib.vcproj, test-suite/calendars.cpp,
	  test-suite/europeanoption.cpp, test-suite/testsuite.vcproj:
	  
	  catching up

2004-05-10 15:54  Ferdinando Ametrano

	* [r4374] ql/Calendars/beijing.cpp, ql/Calendars/riyadh.cpp,
	  ql/Calendars/seoul.cpp, ql/Calendars/taiwan.cpp,
	  ql/Instruments/asianoption.cpp,
	  ql/PricingEngines/Cliquet/makefile.mak, ql/calendar.cpp,
	  ql/makefile.mak:
	  
	  catching up

2004-05-10 15:13  Ferdinando Ametrano

	* [r4373] QuantLib.vcproj, ql/calendar.cpp, ql/calendar.hpp,
	  ql/config.msvc.hpp, test-suite/calendars.cpp:
	  
	  catching up

2004-05-10 09:28  Luigi Ballabio

	* [r4372] Docs/pages/engines.docs,
	  ql/PricingEngines/Asian/analyticcontinuousasianengine.hpp,
	  ql/PricingEngines/Asian/analyticdiscreteasianengine.hpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.hpp,
	  ql/PricingEngines/CapFloor/analyticalcapfloor.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloor.hpp,
	  ql/PricingEngines/CapFloor/treecapfloor.hpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.hpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.hpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Swaption/blackswaption.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaption.hpp,
	  ql/PricingEngines/Swaption/treeswaption.hpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp,
	  ql/PricingEngines/Vanilla/integralengine.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp:
	  
	  Added pricing engine groups to docs

2004-05-10 09:27  Luigi Ballabio

	* [r4371] Docs/Makefile.am, Docs/quantlib.css, Docs/quantlib.doxy:
	  
	  Upgraded to Doxygen 1.3.7

2004-05-10 08:52  Ferdinando Ametrano

	* [r4370] QuantLib.dsp, QuantLib.mak, QuantLib.nsi, QuantLib.vcproj,
	  functions/ql/Functions/makefile.mak, ql/Calendars/makefile.mak,
	  ql/Instruments/makefile.mak, ql/Math/rounding.hpp,
	  ql/PricingEngines/Asian/makefile.mak,
	  ql/PricingEngines/Cliquet/makefile.mak, test-suite/makefile.mak,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak,
	  test-suite/testsuite.vcproj:
	  
	  catching up

2004-05-06 12:26  Luigi Ballabio

	* [r4368] ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp, test-suite/Makefile.am,
	  test-suite/forwardoption.cpp, test-suite/forwardoption.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/quantooption.cpp,
	  test-suite/quantooption.hpp:
	  
	  Quanto/forward tests added -- real test cases needed

2004-05-05 12:10  Luigi Ballabio

	* [r4367] test-suite/digitaloption.cpp,
	  test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/jumpdiffusion.cpp:
	  
	  theta calculated by moving today's date

2004-05-05 10:47  Luigi Ballabio

	* [r4366] test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/cliquetoption.cpp, test-suite/digitaloption.cpp,
	  test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/old_pricers.cpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp:
	  
	  Unified a few flat curve factories

2004-05-05 10:47  Luigi Ballabio

	* [r4365] ql/types.hpp, quantlib.el:
	  
	  Rationalized types a bit

2004-05-05 05:58  André Louw

	* [r4363] ql/types.hpp:
	  
	  Decimal type added as typedef to double.

2004-05-04 13:46  André Louw

	* [r4362] ql/Math/rounding.hpp:
	  
	  Changed sub constructors to public.

2004-05-04 13:17  Luigi Ballabio

	* [r4361] QuantLib.dsp, QuantLib.mak,
	  ql/Instruments/cliquetoption.hpp, ql/Pricers/Makefile.am,
	  ql/Pricers/all.hpp, ql/Pricers/cliquetoption.cpp,
	  ql/Pricers/cliquetoption.hpp, ql/Pricers/cliquetoptionpricer.cpp,
	  ql/Pricers/cliquetoptionpricer.hpp, ql/Pricers/makefile.mak,
	  ql/calendar.cpp, ql/calendar.hpp, ql/config.msvc.hpp,
	  test-suite/calendars.cpp, test-suite/old_pricers.cpp,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  Fixes for VC++6

2004-05-04 12:34  André Louw

	* [r4359] ql/Math/Makefile.am, ql/Math/all.hpp, ql/Math/rounding.hpp:
	  
	  Added first cut of rounding implementation.

2004-05-04 08:39  Luigi Ballabio

	* [r4356] ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp:
	  
	  Reverting

2004-05-04 08:36  Luigi Ballabio

	* [r4355] ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/calibrationhelper.hpp:
	  
	  Constness added

2004-05-04 04:32  André Louw

	* [r4354] ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp:
	  
	  Changed interpolation to be changeable by sub classes.

2004-05-04 04:31  André Louw

	* [r4353] ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp:
	  
	  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 09:11  Luigi Ballabio

	* [r4352] ql/PricingEngines/Asian/analyticcontinuousasianengine.cpp,
	  ql/PricingEngines/Asian/analyticcontinuousasianengine.hpp,
	  test-suite/asianoptions.cpp:
	  
	  Fixed greeks for geometric continuous-averaging Asian

2004-04-30 17:04  Luigi Ballabio

	* [r4351] ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp,
	  ql/Pricers/continuousgeometricapo.hpp,
	  ql/PricingEngines/Asian/Makefile.am,
	  ql/PricingEngines/Asian/all.hpp,
	  ql/PricingEngines/Asian/analyticasianengine.cpp,
	  ql/PricingEngines/Asian/analyticasianengine.hpp,
	  ql/PricingEngines/Asian/analyticcontinuousasianengine.cpp,
	  ql/PricingEngines/Asian/analyticcontinuousasianengine.hpp,
	  ql/PricingEngines/Asian/analyticdiscreteasianengine.cpp,
	  ql/PricingEngines/Asian/analyticdiscreteasianengine.hpp,
	  test-suite/asianoptions.cpp, test-suite/asianoptions.hpp,
	  test-suite/cliquetoption.cpp, test-suite/old_pricers.cpp:
	  
	  Enginified ContinuousGeometricAPO

2004-04-30 13:33  Luigi Ballabio

	* [r4350] Docs/Makefile.am, Docs/makefile.mak,
	  Docs/pages/findiff.docs, Docs/pages/fixedincome.docs,
	  Docs/pages/math.docs, Docs/pages/mcarlo.docs,
	  Docs/pages/termstructures.docs, Docs/pages/utilities.docs,
	  Docs/qlintro.tex, Docs/quantlibheader.html, Docs/quantlibheader.tex,
	  Docs/userman.tex, ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/montecarlomodel.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/MonteCarlo/sample.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/model.hpp, ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/twofactormodel.hpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/termstructure.hpp:
	  
	  Reorganized Doxygen documentation

2004-04-30 11:15  Luigi Ballabio

	* [r4349] Docs/Makefile.am, Docs/pages/coreclasses.docs,
	  Docs/pages/currencies.docs, Docs/pages/findiff.docs,
	  Docs/pages/lattices.docs, Docs/pages/patterns.docs,
	  Docs/quantlibheader.html, Docs/userman.tex,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/Lattices/binomialtree.hpp, ql/Lattices/bsmlattice.hpp,
	  ql/Lattices/lattice.hpp, ql/Lattices/lattice2d.hpp,
	  ql/Lattices/tree.hpp, ql/Lattices/trinomialtree.hpp,
	  ql/Patterns/bridge.hpp, ql/Patterns/composite.hpp,
	  ql/Patterns/curiouslyrecurring.hpp, ql/Patterns/lazyobject.hpp,
	  ql/Patterns/observable.hpp, ql/Patterns/visitor.hpp,
	  ql/currency.hpp, ql/types.hpp:
	  
	  Ongoing docs reorganization

2004-04-30 11:15  Luigi Ballabio

	* [r4348] Docs/quantlib.css:
	  
	  More recent Doxygen stylesheet

2004-04-30 08:20  Luigi Ballabio

	* [r4346] ql/Calendars/Makefile.am, ql/Calendars/all.hpp,
	  ql/Calendars/beijing.cpp, ql/Calendars/beijing.hpp,
	  ql/Calendars/riyadh.cpp, ql/Calendars/riyadh.hpp:
	  
	  Added Beijing and Riyadh calendars (thanks to Xavier Abulker)

2004-04-29 12:50  Luigi Ballabio

	* [r4345] ql/Pricers/performanceoption.cpp,
	  ql/Pricers/performanceoption.hpp,
	  ql/PricingEngines/Cliquet/Makefile.am,
	  ql/PricingEngines/Cliquet/all.hpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.cpp,
	  ql/PricingEngines/Cliquet/analyticperformanceengine.hpp,
	  test-suite/cliquetoption.cpp, test-suite/cliquetoption.hpp:
	  
	  Enginified performance pricer

2004-04-29 11:51  Luigi Ballabio

	* [r4344] ql/PricingEngines/Cliquet/analyticcliquetengine.cpp:
	  
	  Removed leftover code

2004-04-29 11:46  Luigi Ballabio

	* [r4343] configure.ac, ql/Instruments/Makefile.am,
	  ql/Instruments/all.hpp, ql/Instruments/cliquetoption.cpp,
	  ql/Instruments/cliquetoption.hpp, ql/Instruments/payoffs.hpp,
	  ql/Pricers/cliquetoption.cpp, ql/Pricers/cliquetoption.hpp,
	  ql/PricingEngines/Cliquet/Makefile.am,
	  ql/PricingEngines/Cliquet/all.hpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.cpp,
	  ql/PricingEngines/Cliquet/analyticcliquetengine.hpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.cpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.hpp,
	  ql/PricingEngines/Makefile.am, ql/PricingEngines/all.hpp,
	  test-suite/Makefile.am, test-suite/cliquetoption.cpp,
	  test-suite/cliquetoption.hpp, test-suite/old_pricers.cpp,
	  test-suite/old_pricers.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  Enginified Cliquet pricer

2004-04-27 09:51  Luigi Ballabio

	* [r4342] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp, ql/instrument.hpp:
	  
	  Calibration helpers are no longer set a default Black engine

2004-04-27 09:50  Luigi Ballabio

	* [r4341] Examples/AmericanOption/AmericanOption.cpp:
	  
	  typos

2004-04-27 09:49  Luigi Ballabio

	* [r4340] ql/Calendars/singapore.cpp, ql/Calendars/singapore.hpp:
	  
	  Singapore calendar added (thanks to Xavier Abulker)

2004-04-26 15:53  Luigi Ballabio

	* [r4338] ql/Calendars/Makefile.am, ql/Calendars/all.hpp:
	  
	  Singapore calendar added (thanks to Xavier Abulker)

2004-04-26 14:55  Luigi Ballabio

	* [r4337] Docs/pages/authors.docs, ql/Calendars/budapest.cpp,
	  ql/Calendars/budapest.hpp, ql/Calendars/copenhagen.cpp,
	  ql/Calendars/copenhagen.hpp, ql/Calendars/frankfurt.cpp,
	  ql/Calendars/frankfurt.hpp, ql/Calendars/helsinki.cpp,
	  ql/Calendars/helsinki.hpp, ql/Calendars/hongkong.cpp,
	  ql/Calendars/hongkong.hpp, ql/Calendars/johannesburg.cpp,
	  ql/Calendars/johannesburg.hpp, ql/Calendars/london.cpp,
	  ql/Calendars/london.hpp, ql/Calendars/milan.cpp,
	  ql/Calendars/milan.hpp, ql/Calendars/newyork.cpp,
	  ql/Calendars/newyork.hpp, ql/Calendars/oslo.cpp,
	  ql/Calendars/oslo.hpp, ql/Calendars/seoul.cpp,
	  ql/Calendars/seoul.hpp, ql/Calendars/stockholm.cpp,
	  ql/Calendars/stockholm.hpp, ql/Calendars/sydney.cpp,
	  ql/Calendars/sydney.hpp, ql/Calendars/taiwan.cpp,
	  ql/Calendars/taiwan.hpp, ql/Calendars/target.cpp,
	  ql/Calendars/target.hpp, ql/Calendars/tokyo.cpp,
	  ql/Calendars/tokyo.hpp, ql/Calendars/toronto.cpp,
	  ql/Calendars/toronto.hpp, ql/Calendars/warsaw.cpp,
	  ql/Calendars/warsaw.hpp, ql/Calendars/wellington.cpp,
	  ql/Calendars/wellington.hpp, ql/Calendars/zurich.cpp,
	  ql/Calendars/zurich.hpp, ql/Makefile.am, ql/calendar.cpp,
	  ql/calendar.hpp, test-suite, test-suite/.cvsignore,
	  test-suite/calendars.cpp, test-suite/calendars.hpp:
	  
	  Added methods for adding/removing holidays from calendars (thanks to
	  Jeff Yu)

2004-04-23 09:12  Luigi Ballabio

	* [r4335] Docs/pages/authors.docs, ql/Calendars/Makefile.am,
	  ql/Calendars/all.hpp, ql/Calendars/hongkong.cpp,
	  ql/Calendars/hongkong.hpp, ql/Calendars/london.hpp,
	  ql/Calendars/newyork.hpp, ql/Calendars/seoul.cpp,
	  ql/Calendars/seoul.hpp, ql/Calendars/taiwan.cpp,
	  ql/Calendars/taiwan.hpp:
	  
	  Added Hong Kong, Seoul and Taiwan calendars (thanks to Xavier
	  Abulker)

2004-04-23 08:58  Luigi Ballabio

	* [r4334] dev_tools/developers:
	  
	  any reason for e-mail addresses in ChangeLog?

2004-04-22 15:40  Luigi Ballabio

	* [r4333] ql/PricingEngines/blackformula.cpp:
	  
	  Clarified a bit execution flow

2004-04-22 14:56  Luigi Ballabio

	* [r4332] ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp:
	  
	  AffineTermStructure as LazyObject

2004-04-22 13:24  Luigi Ballabio

	* [r4330] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  ql/Instruments/multiassetoption.hpp,
	  ql/Instruments/oneassetoption.hpp, ql/Lattices/binomialtree.cpp,
	  ql/Lattices/binomialtree.hpp, ql/Lattices/trinomialtree.cpp,
	  ql/Lattices/trinomialtree.hpp, ql/Makefile.am,
	  ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.hpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/twofactormodel.hpp, ql/diffusionprocess.cpp,
	  ql/diffusionprocess.hpp, ql/stochasticprocess.cpp,
	  ql/stochasticprocess.hpp:
	  
	  DiffusionProcess renamed as StochasticProcess; Merton76
	  stochastic-process methods inhibited

2004-04-22 09:17  Luigi Ballabio

	* [r4329] test-suite/europeanoption.cpp:
	  
	  More exhaustive test

2004-04-22 08:41  Luigi Ballabio

	* [r4327] ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp:
	  
	  Hidden a few implementation details from header

2004-04-22 07:56  Luigi Ballabio

	* [r4326] ql/MonteCarlo/mctypedefs.hpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/dividendeuropeanoption.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/RandomNumbers/rngtypedefs.hpp,
	  ql/handle.hpp, ql/stochasticprocess.hpp, ql/userconfig.hpp,
	  test-suite/old_pricers.cpp, test-suite/old_pricers.hpp:
	  
	  Sounds better, but maybe it's just me

2004-04-22 07:55  Luigi Ballabio

	* [r4325] configure.ac:
	  
	  Saner command-line option name

2004-04-22 07:53  Luigi Ballabio

	* [r4324] ql/RandomNumbers/rngtraits.hpp:
	  
	  Consistent name for template argument

2004-04-22 07:49  Luigi Ballabio

	* [r4323] ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/voltermstructure.cpp, ql/voltermstructure.hpp:
	  
	  My fault--the parameter had to be used

2004-04-22 07:18  Luigi Ballabio

	* [r4322] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  ql/MonteCarlo/mctypedefs.hpp, test-suite/old_pricers.cpp,
	  test-suite/old_pricers.hpp:
	  
	  Works without deprecated stuff (not that it bothered me much,
	  though)

2004-04-21 14:00  Luigi Ballabio

	* [r4321] ql/Pricers/fdbsmoption.cpp, ql/argsandresults.hpp:
	  
	  Fix for implied volatility in old pricers

2004-04-21 13:56  Ferdinando Ametrano

	* [r4320] ql/MonteCarlo/mctypedefs.hpp, ql/Pricers/mcbasket.hpp,
	  ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceverest.hpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.hpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/RandomNumbers/rngtypedefs.hpp:
	  
	  using QL_DEPRECATED_DISABLED to disable deprecated code.

2004-04-21 13:31  Ferdinando Ametrano

	* [r4319] configure.ac, ql/MonteCarlo/mctypedefs.hpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/dividendeuropeanoption.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/RandomNumbers/rngtypedefs.hpp,
	  ql/handle.hpp, ql/stochasticprocess.hpp, test-suite/old_pricers.cpp,
	  test-suite/old_pricers.hpp:
	  
	  using QL_DEPRECATED_DISABLED to disable deprecated code.

2004-04-21 13:14  Ferdinando Ametrano

	* [r4318] configure.ac, ql/userconfig.hpp:
	  
	  define QL_DEPRECATED_DISABLED if you want to disable deprecated
	  code.

2004-04-21 13:03  Ferdinando Ametrano

	* [r4317] QuantLib.vcproj:
	  
	  updated

2004-04-21 12:55  Ferdinando Ametrano

	* [r4316] ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/voltermstructure.cpp, ql/voltermstructure.hpp:
	  
	  unused parameter removed

2004-04-21 11:16  Ferdinando Ametrano

	* [r4315] ql/Pricers/continuousgeometricapo.hpp,
	  ql/RandomNumbers/haltonrsg.cpp:
	  
	  avoid usage of deprecated code

2004-04-21 11:03  Luigi Ballabio

	* [r4314] ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/localvolsurface.hpp, ql/voltermstructure.cpp,
	  ql/voltermstructure.hpp:
	  
	  Added persistent extrapolation setting to volatility term structures

2004-04-21 11:02  Ferdinando Ametrano

	* [r4313] ql/Pricers/cliquetoption.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/performanceoption.cpp:
	  
	  avoid usage of deprecated code

2004-04-21 10:26  Luigi Ballabio

	* [r4310] ql/termstructure.hpp:
	  
	  Removed unneeded reference

2004-04-21 10:25  Luigi Ballabio

	* [r4309] QuantLib.spec.in, dev_tools/version_number.txt:
	  
	  Removed the need for bumping version number

2004-04-21 09:51  Ferdinando Ametrano

	* [r4305] dev_tools/version_number.txt:
	  
	  updated

2004-04-21 09:51  Ferdinando Ametrano

	* [r4304] ql/makefile.mak:
	  
	  bumping up version number

2004-04-21 09:41  Ferdinando Ametrano

	* [r4303] functions/ql/Functions/Makefile.am,
	  functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.vcproj,
	  functions/ql/Functions/all.hpp,
	  functions/ql/Functions/qlfunctions.hpp:
	  
	  bumping up version number

2004-04-21 09:39  Ferdinando Ametrano

	* [r4302] Examples/AmericanOption/AmericanOption.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/EuropeanOption/EuropeanOption.vcproj,
	  Examples/Swap/Swap.vcproj:
	  
	  updated

2004-04-21 09:37  Ferdinando Ametrano

	* [r4301] test-suite/testsuite.vcproj:
	  
	  missing file added

2004-04-21 09:18  Ferdinando Ametrano

	* [r4300] QuantLib.vcproj:
	  
	  header file added

2004-04-21 09:18  Ferdinando Ametrano

	* [r4299] ql/RandomNumbers/rngtraits.hpp:
	  
	  more traits

2004-04-21 09:17  Ferdinando Ametrano

	* [r4298] QuantLib.dsp, QuantLib.spec.in, QuantLib.vcproj:
	  
	  bumping up version number

2004-04-20 16:00  Luigi Ballabio

	* [r4297] ql/Math/Makefile.am, ql/Math/all.hpp,
	  ql/Math/extrapolation.hpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/zerocurve.cpp, ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/termstructure.hpp:
	  
	  Added persistent extrapolation setting to term structures

2004-04-19 17:02  Luigi Ballabio

	* [r4295] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/Instruments/asianoption.cpp, ql/Instruments/asianoption.hpp,
	  ql/Instruments/barrieroption.cpp, ql/Instruments/barrieroption.hpp,
	  ql/Instruments/basketoption.cpp, ql/Instruments/basketoption.hpp,
	  ql/Instruments/dividendvanillaoption.cpp,
	  ql/Instruments/dividendvanillaoption.hpp,
	  ql/Instruments/europeanoption.cpp,
	  ql/Instruments/europeanoption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Pricers/mcbasket.cpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/PricingEngines/Asian/analyticasianengine.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/integralengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/diffusionprocess.cpp, ql/diffusionprocess.hpp,
	  ql/stochasticprocess.hpp, test-suite/americanoption.cpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/digitaloption.cpp,
	  test-suite/dividendeuropeanoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/jumpdiffusion.cpp:
	  
	  Transplanted stochastic processes in the DiffusionProcess hierarchy

2004-04-19 16:00  Luigi Ballabio

	* [r4294] ql/Lattices/lattice.cpp:
	  
	  I'm all in favor of removing warnings. However, writing a backward
	  loop
	  on an unsigned integer and introducing a temporary variable to hold
	  an
	  off-by-one integer value is a kind of mental contortion that should
	  have
	  rung a bell. As often happens when the logic is needlessly
	  complicated,
	  it introduced a bug---namely, the temporary variable was not used in
	  every place. Fortunately, nobody uses TreeSwaption as
	  JamshidianSwaption
	  is available.

2004-04-15 16:02  Luigi Ballabio

	* [r4293] QuantLib.dsp, QuantLib.mak,
	  functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.mak:
	  
	  This is automatic on Linux :)

2004-04-15 16:01  Luigi Ballabio

	* [r4292] ql/Instruments/forwardvanillaoption.hpp:
	  
	  *** empty log message ***

2004-04-15 15:16  Luigi Ballabio

	* [r4291] ql/Indexes/xibor.hpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/PricingEngines/Asian/analyticasianengine.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/integralengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/diffusionprocess.cpp, ql/relinkablehandle.hpp,
	  ql/stochasticprocess.hpp:
	  
	  Somewhat safer StochasticProcesses

2004-04-15 15:15  Luigi Ballabio

	* [r4290] ql/config.ansi.hpp, ql/config.msvc.hpp, ql/config.mwcw.hpp,
	  ql/qldefines.hpp:
	  
	  Removed old macros

2004-04-15 12:08  Luigi Ballabio

	* [r4289] Docs/quantlib.doxy, QuantLib.nsi, configure.ac,
	  dev_tools/version_number.txt, ql/qldefines.hpp,
	  test-suite/europeanoption.cpp:
	  
	  Bumped version number

2004-04-14 14:57  Luigi Ballabio

	* [r4281] ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp, ql/stochasticprocess.hpp,
	  test-suite/europeanoption.cpp, test-suite/europeanoption.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  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 17:35  Ferdinando Ametrano

	* [r4273] Docs/pages/overview.docs, dev_tools/newdeveloperintro.txt:
	  
	  updated

2004-04-13 14:46  Ferdinando Ametrano

	* [r4272] functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.mak:
	  
	  VC6 catching up

2004-04-13 14:46  Ferdinando Ametrano

	* [r4271] QuantLib.sln,
	  functions/ql/Functions/QuantLibFunctions.vcproj:
	  
	  VC71 catching up

2004-04-13 13:57  Ferdinando Ametrano

	* [r4270] QuantLib.dsp, QuantLib.dsw, QuantLib.mak,
	  functions/ql/Functions, functions/ql/Functions/.cvsignore,
	  functions/ql/Functions/QuantLibFunctions.dsp,
	  functions/ql/Functions/QuantLibFunctions.mak,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  VC6 catching up

2004-04-13 13:43  Ferdinando Ametrano

	* [r4269] makefile.mak:
	  
	  Borland catching up

2004-04-13 13:16  Ferdinando Ametrano

	* [r4268] Examples/AmericanOption/makefile.mak,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak,
	  QuantLib.vcproj, functions/ql/Functions/makefile.mak, makefile.mak,
	  ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/makefile.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/makefile.mak,
	  ql/Lattices/makefile.mak, ql/Math/makefile.mak,
	  ql/Optimization/makefile.mak, ql/Pricers/makefile.mak,
	  ql/PricingEngines/Asian/makefile.mak,
	  ql/PricingEngines/Barrier/makefile.mak,
	  ql/PricingEngines/Basket/makefile.mak,
	  ql/PricingEngines/CapFloor/makefile.mak,
	  ql/PricingEngines/Cliquet/makefile.mak,
	  ql/PricingEngines/Swaption/makefile.mak,
	  ql/PricingEngines/Vanilla/makefile.mak,
	  ql/PricingEngines/makefile.mak, ql/RandomNumbers/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/makefile.mak, ql/Volatilities/makefile.mak,
	  ql/makefile.mak, test-suite/makefile.mak,
	  test-suite/testsuite.vcproj:
	  
	  Borland and VC71 catching up

2004-04-13 13:15  Ferdinando Ametrano

	* [r4267] ql/Instruments/all.hpp:
	  
	  fix

2004-04-13 12:39  Luigi Ballabio

	* [r4266] ql/Instruments/Makefile.am, ql/Instruments/all.hpp,
	  ql/Instruments/dividendvanillaoption.cpp,
	  ql/Instruments/dividendvanillaoption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Pricers/dividendeuropeanoption.hpp,
	  ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/all.hpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  test-suite/Makefile.am, test-suite/dividendeuropeanoption.cpp,
	  test-suite/dividendeuropeanoption.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Enginified dividend European option pricer

2004-04-13 08:43  Luigi Ballabio

	* [r4265] Makefile.am, configure.ac, functions, functions/Makefile.am,
	  functions/ql, functions/ql/Functions,
	  functions/ql/Functions/.cvsignore,
	  functions/ql/Functions/Makefile.am, functions/ql/Functions/all.hpp,
	  functions/ql/Functions/daycounters.cpp,
	  functions/ql/Functions/daycounters.hpp,
	  functions/ql/Functions/makefile.mak,
	  functions/ql/Functions/mathf.cpp, functions/ql/Functions/mathf.hpp,
	  functions/ql/Functions/vols.cpp, functions/ql/Functions/vols.hpp,
	  functions/ql/Makefile.am, ql/Makefile.am, ql/functions,
	  ql/quantlib.hpp:
	  
	  Moved functions into a separate library

2004-04-09 14:11  Luigi Ballabio

	* [r4262] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/timebasket.cpp,
	  ql/DayCounters/actualactual.cpp, ql/DayCounters/thirty360.cpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/boundarycondition.cpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/Instruments/asianoption.cpp, ql/Instruments/asianoption.hpp,
	  ql/Instruments/barrieroption.cpp, ql/Instruments/basketoption.cpp,
	  ql/Instruments/basketoption.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/cliquetoption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/payoffs.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/stock.cpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp, ql/Lattices/binomialtree.cpp,
	  ql/Lattices/lattice.cpp, ql/Lattices/lattice.hpp, ql/Math/beta.cpp,
	  ql/Math/binomialdistribution.hpp,
	  ql/Math/bivariatenormaldistribution.cpp,
	  ql/Math/bivariatenormaldistribution.hpp,
	  ql/Math/chisquaredistribution.cpp,
	  ql/Math/choleskydecomposition.cpp, ql/Math/cubicspline.hpp,
	  ql/Math/discrepancystatistics.hpp, ql/Math/gammadistribution.cpp,
	  ql/Math/gammadistribution.hpp, ql/Math/gaussianstatistics.hpp,
	  ql/Math/generalstatistics.cpp, ql/Math/generalstatistics.hpp,
	  ql/Math/incompletegamma.cpp, ql/Math/incrementalstatistics.cpp,
	  ql/Math/incrementalstatistics.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/Math/kronrodintegral.hpp,
	  ql/Math/loglinearinterpolation.hpp, ql/Math/matrix.hpp,
	  ql/Math/normaldistribution.cpp, ql/Math/normaldistribution.hpp,
	  ql/Math/poissondistribution.hpp, ql/Math/pseudosqrt.cpp,
	  ql/Math/riskstatistics.hpp, ql/Math/sequencestatistics.hpp,
	  ql/Math/simpsonintegral.hpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/trapezoidintegral.hpp, ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/getcovariance.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp,
	  ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/linesearch.hpp,
	  ql/Optimization/steepestdescent.cpp, ql/Pricers/cliquetoption.cpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fddividendoption.hpp,
	  ql/Pricers/fddividendshoutoption.hpp,
	  ql/Pricers/fdmultiperiodoption.cpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/performanceoption.cpp, ql/Pricers/singleassetoption.cpp,
	  ql/PricingEngines/Asian/analyticasianengine.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/CapFloor/analyticalcapfloor.cpp,
	  ql/PricingEngines/CapFloor/treecapfloor.cpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.cpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.hpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaption.cpp,
	  ql/PricingEngines/Swaption/treeswaption.cpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp,
	  ql/PricingEngines/Vanilla/integralengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/americanpayoffatexpiry.hpp,
	  ql/PricingEngines/americanpayoffathit.hpp,
	  ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/genericmodelengine.hpp,
	  ql/PricingEngines/mcsimulation.hpp, ql/RandomNumbers/sobolrsg.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/parameter.hpp,
	  ql/Solvers1D/bisection.hpp, ql/Solvers1D/brent.hpp,
	  ql/Solvers1D/falseposition.hpp, ql/Solvers1D/newton.hpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.hpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/ratehelpers.cpp, ql/TermStructures/zerocurve.cpp,
	  ql/Utilities/steppingiterator.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolsurface.cpp, ql/basicdataformatters.cpp,
	  ql/calendar.cpp, ql/cashflow.hpp, ql/dataparsers.cpp, ql/date.cpp,
	  ql/errors.cpp, ql/errors.hpp, ql/exercise.cpp,
	  ql/functions/mathf.cpp, ql/functions/mathf.hpp,
	  ql/functions/vols.cpp, ql/grid.cpp, ql/grid.hpp, ql/history.hpp,
	  ql/instrument.hpp, ql/marketelement.hpp, ql/option.hpp,
	  ql/solver1d.hpp, ql/voltermstructure.cpp, ql/voltermstructure.hpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/utilities.cpp:
	  
	  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 16:51  Ferdinando Ametrano

	* [r4260] ql/ShortRateModels/model.hpp,
	  ql/ShortRateModels/twofactormodel.hpp:
	  
	  formatting

2004-04-08 15:54  Ferdinando Ametrano

	* [r4259] ql/Lattices/lattice.hpp, ql/Lattices/lattice2d.hpp:
	  
	  formatting

2004-04-08 13:27  Ferdinando Ametrano

	* [r4258] ql/Instruments/makefile.mak:
	  
	  Borland catching up

2004-04-08 13:27  Ferdinando Ametrano

	* [r4257] QuantLib.dsp, QuantLib.mak, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  VC6 catching up

2004-04-08 13:01  Luigi Ballabio

	* [r4256] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/Instruments/Makefile.am, ql/Instruments/all.hpp,
	  ql/Instruments/europeanoption.cpp,
	  ql/Instruments/europeanoption.hpp, test-suite/europeanoption.cpp,
	  test-suite/jumpdiffusion.cpp:
	  
	  Added EuropeanOption (a vanilla option with a default engine)

2004-04-08 10:21  Ferdinando Ametrano

	* [r4255] Examples/AmericanOption/AmericanOption.dsp,
	  Examples/AmericanOption/AmericanOption.mak,
	  Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.mak, QuantLib.dsp, QuantLib.mak:
	  
	  VC6 catching up

2004-04-08 10:16  Luigi Ballabio

	* [r4254] QuantLib.spec.in, ql/Makefile.am:
	  
	  Added version number to shared library

2004-04-08 08:14  Luigi Ballabio

	* [r4253] ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/mcbasket.cpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mcmaxbasket.cpp, ql/Pricers/mcpagoda.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/basicdataformatters.cpp:
	  
	  Some more cast removed

2004-04-08 08:14  Luigi Ballabio

	* [r4252] ql/dataformatters.hpp:
	  
	  basic data formatters should be included when one includes
	  dataformatters.hpp.
	  I wouldn't rely on it being included by some file included by ...

2004-04-08 08:13  Luigi Ballabio

	* [r4251] ql/Lattices/binomialtree.cpp:
	  
	  Removed ambiguity in pow() overloading

2004-04-08 08:10  Luigi Ballabio

	* [r4250] ql/MonteCarlo/pathgenerator.hpp:
	  
	  More concise expressions

2004-04-07 15:27  Ferdinando Ametrano

	* [r4249] ql/Math/array.hpp:
	  
	  now the basic data formatters can be used

2004-04-07 15:26  Ferdinando Ametrano

	* [r4248] ql/Makefile.am, ql/basicdataformatters.cpp,
	  ql/basicdataformatters.hpp, ql/dataformatters.cpp,
	  ql/dataformatters.hpp, ql/makefile.mak:
	  
	  dataformatters splitted in two files: basic and advanced.

2004-04-07 14:34  Ferdinando Ametrano

	* [r4247] ql/Lattices/binomialtree.cpp:
	  
	  more robust code

2004-04-07 14:15  Ferdinando Ametrano

	* [r4246] ql/Lattices/lattice.cpp:
	  
	  pruned redundant code

2004-04-07 13:44  Ferdinando Ametrano

	* [r4245] Docs/pages/lattices.docs, ql/Lattices/binomialtree.hpp,
	  ql/Lattices/lattice.cpp, ql/Lattices/lattice.hpp,
	  ql/Lattices/tree.hpp:
	  
	  formatting

2004-04-07 11:07  Ferdinando Ametrano

	* [r4244] QuantLib.vcproj,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/Instruments/capfloor.cpp, ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/fddividendoption.cpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/fdstepconditionoption.hpp, ql/Pricers/makefile.mak,
	  ql/Pricers/mcpricer.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/mcsimulation.hpp, ql/RandomNumbers/sobolrsg.cpp,
	  ql/Solvers1D/bisection.hpp, ql/Solvers1D/brent.hpp,
	  ql/Solvers1D/falseposition.hpp, ql/Solvers1D/newton.hpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.hpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/piecewiseflatforward.cpp,
	  ql/dataformatters.cpp, ql/dataformatters.hpp, ql/solver1d.hpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/covariance.cpp, test-suite/distributions.cpp,
	  test-suite/factorial.cpp, test-suite/interpolations.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/old_pricers.cpp,
	  test-suite/riskstats.cpp, test-suite/stats.cpp:
	  
	  warning avoided

2004-04-07 09:27  Luigi Ballabio

	* [r4242] ql/Pricers/Makefile.am, ql/Pricers/all.hpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/dividendeuropeanoption.hpp,
	  ql/Pricers/fddividendeuropeanoption.cpp,
	  ql/Pricers/fddividendeuropeanoption.hpp, test-suite/old_pricers.cpp:
	  
	  FdDividendEuropeanOption wasn't Fd after all

2004-04-07 07:33  Ferdinando Ametrano

	* [r4241] Examples/AmericanOption/makefile.mak,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak:
	  
	  removing unnecessary warning suppression

2004-04-07 07:32  Luigi Ballabio

	* [r4240] ql/MonteCarlo/mctypedefs.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/RandomNumbers/rngtypedefs.hpp:
	  
	  Deprecated RNG and MC typedefs

2004-04-06 16:25  Ferdinando Ametrano

	* [r4239] QuantLib.vcproj, ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/Lattices/binomialtree.hpp, ql/Lattices/bsmlattice.hpp,
	  ql/Optimization/criteria.hpp,
	  ql/Pricers/fddividendeuropeanoption.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/Volatilities/localconstantvol.hpp, ql/diffusionprocess.hpp,
	  ql/discretizedasset.hpp, test-suite/testsuite.vcproj:
	  
	  warning avoided

2004-04-06 15:58  Ferdinando Ametrano

	* [r4238] QuantLib.vcproj,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/Instruments/capfloor.cpp, ql/Lattices/lattice.cpp,
	  ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/Pricers/fddividendoption.cpp,
	  ql/Pricers/mcbasket.cpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mcmaxbasket.cpp, ql/Pricers/mcpagoda.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/RandomNumbers/sobolrsg.cpp, ql/Solvers1D/brent.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  test-suite/testsuite.vcproj:
	  
	  warning avoided

2004-04-06 15:43  Ferdinando Ametrano

	* [r4237] ql/history.hpp:
	  
	  warning avoided

2004-04-06 15:27  Ferdinando Ametrano

	* [r4236] ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp,
	  ql/Lattices/lattice.cpp, ql/Pricers/fdbermudanoption.cpp,
	  ql/Pricers/fdbermudanoption.hpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  test-suite/asianoptions.cpp, test-suite/capfloor.cpp,
	  test-suite/factorial.cpp, test-suite/old_pricers.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp:
	  
	  warning avoided

2004-04-06 15:16  Ferdinando Ametrano

	* [r4235] ql/Pricers/makefile.mak:
	  
	  catching up

2004-04-06 15:03  Luigi Ballabio

	* [r4233] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp, ql/Pricers/Makefile.am,
	  ql/Pricers/all.hpp, ql/Pricers/continuousgeometricapo.hpp,
	  ql/Pricers/europeanoption.cpp, ql/Pricers/europeanoption.hpp,
	  ql/Pricers/fdbermudanoption.cpp,
	  ql/Pricers/fddividendeuropeanoption.cpp,
	  ql/Pricers/fddividendeuropeanoption.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp,
	  ql/Pricers/fdstepconditionoption.cpp, test-suite/old_pricers.cpp:
	  
	  Removed deprecated EuropeanOption

2004-04-06 15:02  Luigi Ballabio

	* [r4232] ql/dataformatters.cpp, ql/dataformatters.hpp:
	  
	  No templatification possible---different format strings are needed
	  for signed and unsigned

2004-04-06 15:02  Ferdinando Ametrano

	* [r4231] ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp:
	  
	  warning avoided

2004-04-06 15:01  Luigi Ballabio

	* [r4230] ql/scheduler.cpp:
	  
	  At least startDate and endDate are present, therefore, N >= 2

2004-04-06 11:19  Ferdinando Ametrano

	* [r4229] ql/dataformatters.hpp, ql/scheduler.cpp:
	  
	  bug-fix

2004-04-06 11:05  Ferdinando Ametrano

	* [r4228] ql/Lattices/binomialtree.cpp, ql/Lattices/lattice.cpp,
	  ql/Optimization/conjugategradient.cpp,
	  ql/Pricers/fdbermudanoption.cpp, ql/Pricers/fdbermudanoption.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fddividendoption.hpp,
	  ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/dataformatters.cpp, ql/dataformatters.hpp, ql/history.hpp:
	  
	  warning avoided

2004-04-06 08:51  Ferdinando Ametrano

	* [r4227] ql/MonteCarlo/path.hpp, ql/RandomNumbers/rngtraits.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp, ql/scheduler.cpp:
	  
	  warning avoided

2004-04-06 07:35  Ferdinando Ametrano

	* [r4225] Examples/AmericanOption/AmericanOption.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/EuropeanOption/EuropeanOption.vcproj,
	  Examples/Swap/Swap.vcproj, QuantLib.sln,
	  test-suite/testsuite.vcproj:
	  
	  VC71 linking warning avoided

2004-04-05 15:52  Ferdinando Ametrano

	* [r4224] Examples/AmericanOption/AmericanOption.vcproj,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/EuropeanOption/EuropeanOption.vcproj,
	  Examples/Swap/Swap.vcproj, QuantLib.sln, QuantLib.vcproj,
	  test-suite/makefile.mak, test-suite/testsuite.vcproj:
	  
	  updating VC71 files

2004-04-05 15:17  Ferdinando Ametrano

	* [r4223] ql/config.msvc.hpp:
	  
	  typo-bug fixed

2004-04-05 15:12  Ferdinando Ametrano

	* [r4222] ql/makefile.mak:
	  
	  wrapping text

2004-04-05 14:39  Ferdinando Ametrano

	* [r4219] Examples/AmericanOption/AmericanOption.dsp,
	  Examples/AmericanOption/AmericanOption.mak,
	  Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.mak, QuantLib.dsp, QuantLib.mak:
	  
	  Visual C++: added single thread configurations

2004-04-05 14:15  Ferdinando Ametrano

	* [r4217] Examples/AmericanOption/AmericanOption.dsp,
	  Examples/AmericanOption/AmericanOption.mak,
	  Examples/AmericanOption/makefile.mak,
	  Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.mak, Examples/Swap/makefile.mak,
	  Examples/makefile.mak, QuantLib.dsp, QuantLib.mak, makefile.mak,
	  ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/makefile.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/makefile.mak,
	  ql/Lattices/makefile.mak, ql/Math/makefile.mak,
	  ql/Optimization/makefile.mak, ql/Pricers/makefile.mak,
	  ql/PricingEngines/Asian/makefile.mak,
	  ql/PricingEngines/Barrier/makefile.mak,
	  ql/PricingEngines/Basket/makefile.mak,
	  ql/PricingEngines/CapFloor/makefile.mak,
	  ql/PricingEngines/Cliquet/makefile.mak,
	  ql/PricingEngines/Swaption/makefile.mak,
	  ql/PricingEngines/Vanilla/makefile.mak,
	  ql/PricingEngines/makefile.mak, ql/RandomNumbers/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/TermStructures/makefile.mak,
	  ql/Volatilities/makefile.mak, ql/functions/makefile.mak,
	  ql/makefile.mak, test-suite/europeanoption.cpp,
	  test-suite/makefile.mak, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  1) Borland: ifndef _DEBUG define NDEBUG
	  2) Visual C++: added single thread configurations

2004-04-05 12:52  Luigi Ballabio

	* [r4216] ql/Pricers/continuousgeometricapo.hpp:
	  
	  Removed dependency on EuropeanOption

2004-04-05 12:48  Ferdinando Ametrano

	* [r4215] test-suite/interpolations.cpp:
	  
	  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 12:45  Ferdinando Ametrano

	* [r4214] test-suite/quantlibtestsuite.cpp:
	  
	  Borland warning avoided

2004-04-05 12:42  Ferdinando Ametrano

	* [r4213] test-suite/interpolations.cpp:
	  
	  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 12:34  Ferdinando Ametrano

	* [r4212] makefile.mak, ql/makefile.mak:
	  
	  ifndef _DEBUG define NDEBUG

2004-04-05 10:59  Luigi Ballabio

	* [r4211] Docs/Makefile.am, Docs/pages/datetime.docs,
	  Docs/quantlibheader.html, Docs/userman.tex,
	  ql/Calendars/budapest.hpp, ql/Calendars/copenhagen.hpp,
	  ql/Calendars/frankfurt.hpp, ql/Calendars/helsinki.hpp,
	  ql/Calendars/johannesburg.hpp, ql/Calendars/jointcalendar.hpp,
	  ql/Calendars/london.hpp, ql/Calendars/milan.hpp,
	  ql/Calendars/newyork.hpp, ql/Calendars/nullcalendar.hpp,
	  ql/Calendars/oslo.hpp, ql/Calendars/stockholm.hpp,
	  ql/Calendars/sydney.hpp, ql/Calendars/target.hpp,
	  ql/Calendars/tokyo.hpp, ql/Calendars/toronto.hpp,
	  ql/Calendars/warsaw.hpp, ql/Calendars/wellington.hpp,
	  ql/Calendars/zurich.hpp, ql/DayCounters/actual360.hpp,
	  ql/DayCounters/actual365.hpp, ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/simpledaycounter.hpp, ql/DayCounters/thirty360.hpp,
	  ql/calendar.hpp, ql/date.hpp, ql/daycounter.hpp:
	  
	  Reworking documentation

2004-04-05 10:49  Ferdinando Ametrano

	* [r4210] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, Examples/makefile.mak:
	  
	  Borland warning avoided

2004-04-05 09:52  Luigi Ballabio

	* [r4209] ql/Instruments/asianoption.hpp,
	  ql/Instruments/barrieroption.hpp, ql/Instruments/basketoption.hpp,
	  ql/Instruments/cliquetoption.hpp, ql/Instruments/vanillaoption.hpp,
	  ql/PricingEngines/Asian/analyticasianengine.hpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp,
	  ql/PricingEngines/Vanilla/integralengine.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  test-suite/jumpdiffusion.cpp:
	  
	  Renamed some FooEngine to Foo::engine

2004-04-05 08:46  Ferdinando Ametrano

	* [r4208] ql/Pricers/performanceoption.cpp:
	  
	  Borland warning avoided

2004-04-05 07:30  Luigi Ballabio

	* [r4207] test-suite/Makefile.am:
	  
	  *** empty log message ***

2004-04-04 18:42  Ferdinando Ametrano

	* [r4206] ql/config.bcc.hpp:
	  
	  working toward multiple Borland configuration support

2004-04-04 18:24  Ferdinando Ametrano

	* [r4205] makefile.mak, test-suite/makefile.mak:
	  
	  setting test suite default parameters

2004-04-04 18:04  Ferdinando Ametrano

	* [r4204] test-suite/testsuite.dsp:
	  
	  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 17:54  Ferdinando Ametrano

	* [r4203] test-suite/Makefile.am:
	  
	  old suggestion :-)

2004-04-04 17:27  Ferdinando Ametrano

	* [r4202] test-suite/quantlibtestsuite.cpp:
	  
	  Visual C++ auto-link support

2004-04-04 16:28  Ferdinando Ametrano

	* [r4201] Examples/AmericanOption/AmericanOption.dsp,
	  Examples/AmericanOption/makefile.mak,
	  Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.mak, Examples/Swap/makefile.mak,
	  Examples/makefile.mak:
	  
	  a) working toward multiple Borland configuration support.
	  b) library created in the lib dir (no subfolder anymore).

2004-04-04 16:16  Ferdinando Ametrano

	* [r4200] QuantLib.dsp, test-suite/testsuite.dsp:
	  
	  library created in the lib dir (no subfolder anymore)

2004-04-04 16:13  Ferdinando Ametrano

	* [r4199] INSTALL.txt, makefile.mak, ql, ql/.cvsignore, ql/Calendars,
	  ql/Calendars/.cvsignore, ql/Calendars/makefile.mak, ql/CashFlows,
	  ql/CashFlows/.cvsignore, ql/CashFlows/makefile.mak, ql/DayCounters,
	  ql/DayCounters/.cvsignore, ql/DayCounters/makefile.mak,
	  ql/FiniteDifferences, ql/FiniteDifferences/.cvsignore,
	  ql/FiniteDifferences/makefile.mak, ql/Indexes,
	  ql/Indexes/.cvsignore, ql/Indexes/makefile.mak, ql/Instruments,
	  ql/Instruments/.cvsignore, ql/Instruments/makefile.mak, ql/Lattices,
	  ql/Lattices/.cvsignore, ql/Lattices/makefile.mak, ql/Math,
	  ql/Math/.cvsignore, ql/Math/makefile.mak, ql/MonteCarlo,
	  ql/MonteCarlo/.cvsignore, ql/Optimization,
	  ql/Optimization/.cvsignore, ql/Optimization/makefile.mak,
	  ql/Pricers, ql/Pricers/.cvsignore, ql/Pricers/makefile.mak,
	  ql/PricingEngines, ql/PricingEngines/.cvsignore,
	  ql/PricingEngines/Asian, ql/PricingEngines/Asian/.cvsignore,
	  ql/PricingEngines/Asian/makefile.mak, ql/PricingEngines/Barrier,
	  ql/PricingEngines/Barrier/.cvsignore,
	  ql/PricingEngines/Barrier/makefile.mak, ql/PricingEngines/Basket,
	  ql/PricingEngines/Basket/.cvsignore,
	  ql/PricingEngines/Basket/makefile.mak, ql/PricingEngines/CapFloor,
	  ql/PricingEngines/CapFloor/.cvsignore,
	  ql/PricingEngines/CapFloor/makefile.mak, ql/PricingEngines/Cliquet,
	  ql/PricingEngines/Cliquet/.cvsignore,
	  ql/PricingEngines/Cliquet/makefile.mak, ql/PricingEngines/Forward,
	  ql/PricingEngines/Forward/.cvsignore,
	  ql/PricingEngines/Forward/makefile.mak, ql/PricingEngines/Lookback,
	  ql/PricingEngines/Lookback/.cvsignore,
	  ql/PricingEngines/Lookback/makefile.mak, ql/PricingEngines/Quanto,
	  ql/PricingEngines/Quanto/.cvsignore,
	  ql/PricingEngines/Quanto/makefile.mak, ql/PricingEngines/Swaption,
	  ql/PricingEngines/Swaption/.cvsignore,
	  ql/PricingEngines/Swaption/makefile.mak, ql/PricingEngines/Vanilla,
	  ql/PricingEngines/Vanilla/.cvsignore,
	  ql/PricingEngines/Vanilla/makefile.mak,
	  ql/PricingEngines/makefile.mak, ql/RandomNumbers,
	  ql/RandomNumbers/.cvsignore, ql/RandomNumbers/makefile.mak,
	  ql/ShortRateModels, ql/ShortRateModels/.cvsignore,
	  ql/ShortRateModels/CalibrationHelpers,
	  ql/ShortRateModels/CalibrationHelpers/.cvsignore,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels,
	  ql/ShortRateModels/OneFactorModels/.cvsignore,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels,
	  ql/ShortRateModels/TwoFactorModels/.cvsignore,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/Solvers1D,
	  ql/Solvers1D/.cvsignore, ql/TermStructures,
	  ql/TermStructures/.cvsignore, ql/TermStructures/makefile.mak,
	  ql/Volatilities, ql/Volatilities/.cvsignore,
	  ql/Volatilities/makefile.mak, ql/functions, ql/functions/.cvsignore,
	  ql/functions/makefile.mak, ql/makefile.mak:
	  
	  working toward multiple Borland configuration support

2004-04-04 16:09  Ferdinando Ametrano

	* [r4198] ql/config.bcc.hpp, ql/config.msvc.hpp:
	  
	  auto-link support

2004-04-04 16:04  Ferdinando Ametrano

	* [r4197] ql/qldefines.hpp:
	  
	  code re-ordered.
	  QL_LIB_NAME added (version string for output lib name)

2004-04-04 15:59  Ferdinando Ametrano

	* [r4196] test-suite, test-suite/.cvsignore, test-suite/makefile.mak:
	  
	  working toward multiple Borland configuration support

2004-04-02 16:18  Ferdinando Ametrano

	* [r4195] test-suite/quantlibtestsuite.cpp:
	  
	  Boost autolink not working on Borland (yet).

2004-04-02 16:11  Luigi Ballabio

	* [r4194] test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2004-04-02 16:02  Ferdinando Ametrano

	* [r4193] test-suite/quantlibtestsuite.cpp,
	  test-suite/testsuite.vcproj:
	  
	  Boost autolink

2004-04-02 15:59  Luigi Ballabio

	* [r4192] ql/Pricers/performanceoption.cpp,
	  ql/Pricers/performanceoption.hpp:
	  
	  Removed dependency of PerformanceOption from EuropeanOption

2004-04-02 15:46  Ferdinando Ametrano

	* [r4191] test-suite/quantlibtestsuite.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  Boost autolink

2004-04-02 14:23  Luigi Ballabio

	* [r4190] Docs/Makefile.am, Docs/pages/instruments.docs,
	  Docs/quantlib.doxy, Docs/userman.tex,
	  ql/Instruments/asianoption.hpp, ql/Instruments/barrieroption.hpp,
	  ql/Instruments/basketoption.hpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.hpp, ql/Instruments/stock.hpp,
	  ql/Instruments/swap.hpp, ql/Instruments/swaption.hpp,
	  ql/Instruments/vanillaoption.hpp:
	  
	  Reworking documentation

2004-04-02 12:38  Luigi Ballabio

	* [r4189] ql/Pricers/cliquetoption.cpp, ql/Pricers/cliquetoption.hpp,
	  ql/PricingEngines/blackformula.hpp:
	  
	  Removed dependency of CliquetOptionPricer from EuropeanOption

2004-04-02 10:45  Luigi Ballabio

	* [r4188] QuantLib.dsp, QuantLib.mak:
	  
	  *** empty log message ***

2004-04-01 15:56  Ferdinando Ametrano

	* [r4187] QuantLib.vcproj, ql/PricingEngines/makefile.mak,
	  ql/makefile.mak:
	  
	  catching up

2004-04-01 15:16  Luigi Ballabio

	* [r4186] ql/qldefines.hpp:
	  
	  Docs tweaked

2004-04-01 13:55  Luigi Ballabio

	* [r4185] ql/Makefile.am, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/blackformula.cpp,
	  ql/PricingEngines/blackformula.hpp, ql/ShortRateModels/Makefile.am:
	  
	  Moved longish methods to cpp file

2004-04-01 12:13  Luigi Ballabio

	* [r4184] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/RandomNumbers/Makefile.am,
	  ql/RandomNumbers/all.hpp, ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp:
	  
	  Removed deprecated RandomArrayGenerator

2004-04-01 10:12  Luigi Ballabio

	* [r4181] ql/MonteCarlo/mctraits.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/RandomNumbers/rngtraits.hpp,
	  test-suite/old_pricers.cpp:
	  
	  Removed MultiPathGenerator_old

2004-03-31 14:48  Ferdinando Ametrano

	* [r4178] News.txt:
	  
	  updated (too late...)

2004-03-31 11:25  Luigi Ballabio

	* [r4172] ql/Pricers/mccliquetoption.cpp:
	  
	  Removed warning

2004-03-31 11:02  Luigi Ballabio

	* [r4170] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  ql/MonteCarlo/mctraits.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp,
	  ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, ql/RandomNumbers/rngtraits.hpp,
	  test-suite/old_pricers.cpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp:
	  
	  Removed deprecated PathGenerator_old

2004-03-30 15:46  Luigi Ballabio

	* [r4166] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  ql/MonteCarlo/mctraits.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/Pricers/mcbasket.cpp, ql/Pricers/mcbasket.hpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, test-suite/old_pricers.cpp:
	  
	  Removed deprecated PathPricer_old

2004-03-30 10:59  Luigi Ballabio

	* [r4161] ql/MonteCarlo/pathpricer.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp:
	  
	  Renamed argument and relaxed requirement

2004-03-30 10:58  Luigi Ballabio

	* [r4160] ql/MonteCarlo/multipathgenerator.hpp,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/inversecumgaussianrng.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp:
	  
	  Removed deprecated constructors

2004-03-30 09:59  Ferdinando Ametrano

	* [r4157] ChangeLog.txt, Docs/pages/overview.docs, History.txt,
	  News.txt:
	  
	  updated

2004-03-30 09:02  Luigi Ballabio

	* [r4156] configure.ac, ql/userconfig.hpp:
	  
	  File and line info in error messages is now the default

2004-03-30 08:50  Ferdinando Ametrano

	* [r4155] Examples/AmericanOption/makefile.mak,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak,
	  ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/makefile.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/makefile.mak,
	  ql/Lattices/makefile.mak, ql/Math/makefile.mak,
	  ql/Optimization/makefile.mak, ql/Pricers/makefile.mak,
	  ql/PricingEngines/Asian/makefile.mak,
	  ql/PricingEngines/Barrier/makefile.mak,
	  ql/PricingEngines/Basket/makefile.mak,
	  ql/PricingEngines/CapFloor/makefile.mak,
	  ql/PricingEngines/Cliquet/makefile.mak,
	  ql/PricingEngines/Forward/makefile.mak,
	  ql/PricingEngines/Lookback/makefile.mak,
	  ql/PricingEngines/Quanto/makefile.mak,
	  ql/PricingEngines/Swaption/makefile.mak,
	  ql/PricingEngines/Vanilla/makefile.mak,
	  ql/RandomNumbers/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/TermStructures/makefile.mak,
	  ql/Volatilities/makefile.mak, ql/functions/makefile.mak,
	  ql/makefile.mak, test-suite/makefile.mak:
	  
	  Boost test-suite for Borland

2004-03-29 16:50  Ferdinando Ametrano

	* [r4154] test-suite/makefile.mak:
	  
	  Boost test-suite for Visual

2004-03-29 16:17  Ferdinando Ametrano

	* [r4153] Examples/AmericanOption/makefile.mak,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak,
	  ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/makefile.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/makefile.mak,
	  ql/Lattices/makefile.mak, ql/Math/makefile.mak,
	  ql/Optimization/makefile.mak, ql/Pricers/makefile.mak,
	  ql/PricingEngines/Asian/makefile.mak,
	  ql/PricingEngines/Barrier/makefile.mak,
	  ql/PricingEngines/Basket/makefile.mak,
	  ql/PricingEngines/CapFloor/makefile.mak,
	  ql/PricingEngines/Cliquet/makefile.mak,
	  ql/PricingEngines/Forward/makefile.mak,
	  ql/PricingEngines/Lookback/makefile.mak,
	  ql/PricingEngines/Quanto/makefile.mak,
	  ql/PricingEngines/Swaption/makefile.mak,
	  ql/PricingEngines/Vanilla/makefile.mak,
	  ql/RandomNumbers/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/TermStructures/makefile.mak,
	  ql/Volatilities/makefile.mak, ql/functions/makefile.mak,
	  ql/makefile.mak, test-suite/makefile.mak,
	  test-suite/testsuite.vcproj:
	  
	  Boost test-suite for Borland

2004-03-29 14:59  Luigi Ballabio

	* [r4152] test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  Boost libraries added to project

2004-03-29 13:57  Ferdinando Ametrano

	* [r4151] test-suite/testsuite.vcproj:
	  
	  adding new files, removing old files

2004-03-29 13:56  Ferdinando Ametrano

	* [r4150] test-suite/basketoption.cpp,
	  test-suite/lowdiscrepancysequences.cpp:
	  
	  avoiding Borland warnings

2004-03-29 13:22  Ferdinando Ametrano

	* [r4149] ql/relinkablehandle.hpp:
	  
	  Borland fix

2004-03-29 13:11  Ferdinando Ametrano

	* [r4148] Readme.txt:
	  
	  updated (especially with Boost info)

2004-03-29 12:45  Ferdinando Ametrano

	* [r4147] Examples, Examples/.cvsignore:
	  
	  added support for VC 7

2004-03-29 12:15  Luigi Ballabio

	* [r4146] Docs/pages/install.docs, Docs/pages/overview.docs,
	  INSTALL.txt, QuantLib.nsi, QuantLib.spec.in, configure.ac,
	  man/quantlib-test-suite.1, memo.txt, test-suite/CPPUNIT-COPYING,
	  test-suite/Makefile.am, test-suite/README.txt,
	  test-suite/americanoption.cpp, test-suite/americanoption.hpp,
	  test-suite/asianoptions.cpp, test-suite/asianoptions.hpp,
	  test-suite/barrieroption.cpp, test-suite/barrieroption.hpp,
	  test-suite/basketoption.cpp, test-suite/basketoption.hpp,
	  test-suite/calendars.cpp, test-suite/calendars.hpp,
	  test-suite/capfloor.cpp, test-suite/capfloor.hpp,
	  test-suite/compoundforward.cpp, test-suite/compoundforward.hpp,
	  test-suite/covariance.cpp, test-suite/covariance.hpp,
	  test-suite/dates.cpp, test-suite/dates.hpp,
	  test-suite/daycounters.cpp, test-suite/daycounters.hpp,
	  test-suite/digitaloption.cpp, test-suite/digitaloption.hpp,
	  test-suite/distributions.cpp, test-suite/distributions.hpp,
	  test-suite/europeanoption.cpp, test-suite/europeanoption.hpp,
	  test-suite/factorial.cpp, test-suite/factorial.hpp,
	  test-suite/instruments.cpp, test-suite/instruments.hpp,
	  test-suite/integrals.cpp, test-suite/integrals.hpp,
	  test-suite/interpolations.cpp, test-suite/interpolations.hpp,
	  test-suite/jumpdiffusion.cpp, test-suite/jumpdiffusion.hpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp, test-suite/makefile.mak,
	  test-suite/marketelements.cpp, test-suite/marketelements.hpp,
	  test-suite/matrices.cpp, test-suite/matrices.hpp,
	  test-suite/mersennetwister.cpp, test-suite/mersennetwister.hpp,
	  test-suite/old_pricers.cpp, test-suite/old_pricers.hpp,
	  test-suite/operators.cpp, test-suite/operators.hpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseflatforward.hpp, test-suite/qltestlistener.cpp,
	  test-suite/qltestlistener.hpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/quotes.cpp, test-suite/quotes.hpp,
	  test-suite/riskstats.cpp, test-suite/riskstats.hpp,
	  test-suite/solvers.cpp, test-suite/solvers.hpp,
	  test-suite/stats.cpp, test-suite/stats.hpp, test-suite/swap.cpp,
	  test-suite/swap.hpp, test-suite/swaption.cpp,
	  test-suite/swaption.hpp, test-suite/termstructures.cpp,
	  test-suite/termstructures.hpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp:
	  
	  Migrated test suite to Boost unit-test framework

2004-03-29 10:31  Ferdinando Ametrano

	* [r4145] ., .cvsignore,
	  Examples/AmericanOption/AmericanOption.vcproj,
	  Examples/AmericanOption/Makefile.am,
	  Examples/BermudanSwaption/BermudanSwaption.vcproj,
	  Examples/BermudanSwaption/Makefile.am,
	  Examples/DiscreteHedging/DiscreteHedging.vcproj,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EuropeanOption/EuropeanOption.vcproj,
	  Examples/EuropeanOption/Makefile.am, Examples/Examples.sln,
	  Examples/Makefile.am, Examples/Swap/Makefile.am,
	  Examples/Swap/Swap.vcproj, Makefile.am, QuantLib.nsi, QuantLib.sln,
	  QuantLib.vcproj, test-suite/Makefile.am,
	  test-suite/testsuite.vcproj:
	  
	  added support for VC 7

2004-03-29 10:13  Ferdinando Ametrano

	* [r4144] test-suite/interpolations.cpp:
	  
	  higher tolerance required for VC 7 + boost on my dual processor
	  Win2000

2004-03-26 09:59  Luigi Ballabio

	* [r4142] dev_tools/version_number.txt:
	  
	  Added missing files

2004-03-25 16:52  Luigi Ballabio

	* [r4140] Docs/pages/coreclasses.docs,
	  Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/EuropeanOption/quanto.leftover,
	  Examples/Swap/swapvaluation.cpp, ql/Calendars/budapest.hpp,
	  ql/Calendars/copenhagen.hpp, ql/Calendars/frankfurt.hpp,
	  ql/Calendars/helsinki.hpp, ql/Calendars/johannesburg.hpp,
	  ql/Calendars/jointcalendar.cpp, ql/Calendars/london.hpp,
	  ql/Calendars/milan.hpp, ql/Calendars/newyork.hpp,
	  ql/Calendars/nullcalendar.hpp, ql/Calendars/oslo.hpp,
	  ql/Calendars/stockholm.hpp, ql/Calendars/sydney.hpp,
	  ql/Calendars/target.hpp, ql/Calendars/tokyo.hpp,
	  ql/Calendars/toronto.hpp, ql/Calendars/warsaw.hpp,
	  ql/Calendars/wellington.hpp, ql/Calendars/zurich.hpp,
	  ql/CashFlows/basispointsensitivity.cpp,
	  ql/CashFlows/basispointsensitivity.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp, ql/DayCounters/actual360.hpp,
	  ql/DayCounters/actual365.hpp, ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/simpledaycounter.hpp, ql/DayCounters/thirty360.cpp,
	  ql/DayCounters/thirty360.hpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp, ql/Indexes/xibor.hpp,
	  ql/Instruments/asianoption.cpp, ql/Instruments/asianoption.hpp,
	  ql/Instruments/barrieroption.cpp, ql/Instruments/barrieroption.hpp,
	  ql/Instruments/basketoption.cpp, ql/Instruments/basketoption.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp,
	  ql/Lattices/bsmlattice.cpp, ql/Lattices/bsmlattice.hpp,
	  ql/Lattices/lattice.cpp, ql/Lattices/lattice.hpp,
	  ql/Lattices/lattice2d.cpp, ql/Lattices/lattice2d.hpp,
	  ql/Lattices/trinomialtree.cpp, ql/Lattices/trinomialtree.hpp,
	  ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/loglinearinterpolation.hpp,
	  ql/MonteCarlo/brownianbridge.hpp, ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/leastsquare.hpp,
	  ql/Optimization/steepestdescent.hpp, ql/Patterns/bridge.hpp,
	  ql/Patterns/composite.hpp, ql/Patterns/observable.hpp,
	  ql/Pricers/cliquetoption.cpp, ql/Pricers/cliquetoption.hpp,
	  ql/Pricers/continuousgeometricapo.hpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.hpp, ql/Pricers/europeanoption.hpp,
	  ql/Pricers/fdamericanoption.hpp, ql/Pricers/fdbermudanoption.cpp,
	  ql/Pricers/fdbermudanoption.hpp, ql/Pricers/fdbsmoption.cpp,
	  ql/Pricers/fdbsmoption.hpp, ql/Pricers/fddividendamericanoption.cpp,
	  ql/Pricers/fddividendamericanoption.hpp,
	  ql/Pricers/fddividendeuropeanoption.cpp,
	  ql/Pricers/fddividendeuropeanoption.hpp,
	  ql/Pricers/fddividendoption.cpp,
	  ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fddividendshoutoption.hpp, ql/Pricers/fdeuropean.hpp,
	  ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp, ql/Pricers/fdshoutoption.hpp,
	  ql/Pricers/fdstepconditionoption.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcpricer.hpp, ql/Pricers/performanceoption.cpp,
	  ql/Pricers/performanceoption.hpp, ql/Pricers/singleassetoption.cpp,
	  ql/Pricers/singleassetoption.hpp,
	  ql/PricingEngines/Asian/analyticasianengine.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/CapFloor/analyticalcapfloor.cpp,
	  ql/PricingEngines/CapFloor/analyticalcapfloor.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloor.hpp,
	  ql/PricingEngines/CapFloor/capfloorpricer.cpp,
	  ql/PricingEngines/CapFloor/capfloorpricer.hpp,
	  ql/PricingEngines/CapFloor/treecapfloor.cpp,
	  ql/PricingEngines/CapFloor/treecapfloor.hpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.hpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Swaption/blackswaption.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaption.cpp,
	  ql/PricingEngines/Swaption/jamshidianswaption.hpp,
	  ql/PricingEngines/Swaption/swaptionpricer.cpp,
	  ql/PricingEngines/Swaption/swaptionpricer.hpp,
	  ql/PricingEngines/Swaption/treeswaption.cpp,
	  ql/PricingEngines/Swaption/treeswaption.hpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp,
	  ql/PricingEngines/Vanilla/integralengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/americanpayoffatexpiry.hpp,
	  ql/PricingEngines/americanpayoffathit.hpp,
	  ql/PricingEngines/blackformula.hpp,
	  ql/PricingEngines/genericmodelengine.hpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp,
	  ql/PricingEngines/mcsimulation.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp,
	  ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/ShortRateModels/twofactormodel.cpp,
	  ql/ShortRateModels/twofactormodel.hpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolsurface.cpp, ql/calendar.hpp,
	  ql/daycounter.hpp, ql/diffusionprocess.cpp, ql/discretizedasset.hpp,
	  ql/instrument.hpp, ql/numericalmethod.hpp, ql/option.hpp,
	  ql/qldefines.hpp, ql/relinkablehandle.hpp, quantlib.el,
	  test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/barrieroption.cpp, test-suite/basketoption.cpp,
	  test-suite/capfloor.cpp, test-suite/compoundforward.cpp,
	  test-suite/digitaloption.cpp, test-suite/europeanoption.cpp,
	  test-suite/instruments.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/marketelements.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp:
	  
	  boost::shared_ptr used throughout instead of Handle

2004-03-24 11:55  Ferdinando Ametrano

	* [r4137] Docs/quantlib.doxy, QuantLib.nsi, configure.ac,
	  dev_tools/version_number.txt, test-suite/testsuite.mak:
	  
	  bumping up version number

2004-03-24 10:53  Luigi Ballabio

	* [r4135] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Swap/swapvaluation.cpp, acinclude.m4,
	  ql/Instruments/capfloor.cpp, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/swap.cpp, ql/Math/cubicspline.hpp,
	  ql/PricingEngines/Asian/analyticasianengine.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp,
	  ql/PricingEngines/Vanilla/integralengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/americanpayoffatexpiry.hpp,
	  ql/PricingEngines/americanpayoffathit.hpp,
	  ql/PricingEngines/blackformula.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/model.cpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/ratehelpers.cpp, ql/diffusionprocess.cpp,
	  ql/errors.cpp, ql/errors.hpp, ql/handle.hpp, ql/qldefines.hpp,
	  ql/userconfig.hpp, test-suite/utilities.cpp:
	  
	  Boost is now mandatory

2004-03-24 10:43  Ferdinando Ametrano

	* [r4134] Docs/pages/overview.docs:
	  
	  updated

2004-03-24 09:54  Ferdinando Ametrano

	* [r4133] dev_tools/tgz2zip:
	  
	  doesn't convert Unix files anymore

2004-03-22 09:57  Ferdinando Ametrano

	* [r4128] ql/Math/pseudosqrt.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp, ql/Optimization/method.hpp,
	  ql/ShortRateModels/model.hpp, ql/marketelement.hpp,
	  ql/qldefines.hpp, ql/quantlib.hpp, ql/userconfig.hpp:
	  
	  removing some deprecated stuff

2004-03-22 09:13  Ferdinando Ametrano

	* [r4126] dev_tools/branching_and_merging.txt:
	  
	  error fixed

2004-03-22 09:11  Ferdinando Ametrano

	* [r4125] BUGS.txt, ChangeLog.txt, Docs, Docs/.cvsignore,
	  Docs/Makefile.am, Docs/README.txt, Docs/pages/authors.docs,
	  Docs/pages/coreclasses.docs, Docs/pages/currencies.docs,
	  Docs/pages/datetime.docs, Docs/pages/findiff.docs,
	  Docs/pages/fixedincome.docs, Docs/pages/history.docs,
	  Docs/pages/index.docs, Docs/pages/install.docs,
	  Docs/pages/instruments.docs, Docs/pages/lattices.docs,
	  Docs/pages/license.docs, Docs/pages/math.docs,
	  Docs/pages/mcarlo.docs, Docs/pages/overview.docs,
	  Docs/pages/patterns.docs, Docs/pages/platforms.docs,
	  Docs/pages/resources.docs, Docs/pages/termstructures.docs,
	  Docs/pages/usage.docs, Docs/pages/utilities.docs,
	  Docs/pages/where.docs, Docs/quantlib.doxy, Docs/quantlibheader.html,
	  Docs/userman.tex, Examples/AmericanOption/AmericanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/EuropeanOption/quanto.leftover,
	  Examples/Swap/swapvaluation.cpp, History.txt, INSTALL.txt, News.txt,
	  QuantLib.dsp, QuantLib.mak, QuantLib.nsi, QuantLib.spec.in,
	  TODO.txt, configure.ac, dev_tools/developers, memo.txt,
	  ql/Calendars/budapest.cpp, ql/Calendars/copenhagen.cpp,
	  ql/Calendars/frankfurt.cpp, ql/Calendars/helsinki.cpp,
	  ql/Calendars/johannesburg.cpp, ql/Calendars/jointcalendar.cpp,
	  ql/Calendars/london.cpp, ql/Calendars/london.hpp,
	  ql/Calendars/milan.cpp, ql/Calendars/newyork.cpp,
	  ql/Calendars/newyork.hpp, ql/Calendars/nullcalendar.hpp,
	  ql/Calendars/oslo.cpp, ql/Calendars/stockholm.cpp,
	  ql/Calendars/sydney.cpp, ql/Calendars/sydney.hpp,
	  ql/Calendars/target.cpp, ql/Calendars/tokyo.cpp,
	  ql/Calendars/toronto.cpp, ql/Calendars/warsaw.cpp,
	  ql/Calendars/wellington.cpp, ql/Calendars/zurich.cpp,
	  ql/CashFlows/basispointsensitivity.cpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp, ql/CashFlows/timebasket.cpp,
	  ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/simpledaycounter.cpp, ql/DayCounters/thirty360.cpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/boundarycondition.cpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/xibor.cpp,
	  ql/Indexes/xibormanager.cpp, ql/Indexes/zarlibor.hpp,
	  ql/Instruments/asianoption.cpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp, ql/Instruments/basketoption.cpp,
	  ql/Instruments/basketoption.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/cliquetoption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/payoffs.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/stock.cpp, ql/Instruments/swap.cpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Lattices/binomialtree.cpp,
	  ql/Lattices/binomialtree.hpp, ql/Lattices/bsmlattice.cpp,
	  ql/Lattices/lattice.cpp, ql/Lattices/lattice2d.cpp,
	  ql/Lattices/tree.hpp, ql/Lattices/trinomialtree.cpp, ql/Makefile.am,
	  ql/Math/beta.cpp, ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp, ql/Math/binomialdistribution.hpp,
	  ql/Math/bivariatenormaldistribution.cpp,
	  ql/Math/bivariatenormaldistribution.hpp,
	  ql/Math/chisquaredistribution.cpp,
	  ql/Math/choleskydecomposition.cpp, ql/Math/cubicspline.hpp,
	  ql/Math/discrepancystatistics.cpp, ql/Math/errorfunction.cpp,
	  ql/Math/errorfunction.hpp, ql/Math/factorial.cpp,
	  ql/Math/factorial.hpp, ql/Math/gammadistribution.cpp,
	  ql/Math/gaussianstatistics.hpp, ql/Math/generalstatistics.cpp,
	  ql/Math/generalstatistics.hpp, ql/Math/incompletegamma.cpp,
	  ql/Math/incrementalstatistics.cpp,
	  ql/Math/incrementalstatistics.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/Math/interpolationtraits.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/loglinearinterpolation.hpp,
	  ql/Math/makefile.mak, ql/Math/matrix.hpp,
	  ql/Math/normaldistribution.cpp, ql/Math/primenumbers.cpp,
	  ql/Math/pseudosqrt.cpp, ql/Math/pseudosqrt.hpp,
	  ql/Math/riskstatistics.hpp, ql/Math/simpsonintegral.hpp,
	  ql/Math/svd.cpp, ql/Math/svd.hpp,
	  ql/Math/symmetricschurdecomposition.cpp, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/all.hpp, ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/arithmeticasopathpricer.hpp,
	  ql/MonteCarlo/barrierpathpricer.cpp,
	  ql/MonteCarlo/barrierpathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.cpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.hpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.hpp,
	  ql/MonteCarlo/digitalpathpricer.cpp,
	  ql/MonteCarlo/digitalpathpricer.hpp,
	  ql/MonteCarlo/europeanmultipathpricer.cpp,
	  ql/MonteCarlo/europeanmultipathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.hpp,
	  ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp, ql/MonteCarlo/makefile.mak,
	  ql/MonteCarlo/maxbasketpathpricer.cpp,
	  ql/MonteCarlo/maxbasketpathpricer.hpp, ql/MonteCarlo/mctraits.hpp,
	  ql/MonteCarlo/multipath.hpp, ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/performanceoptionpathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/Optimization/armijo.cpp, ql/Optimization/armijo.hpp,
	  ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/criteria.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/method.hpp,
	  ql/Optimization/simplex.cpp, ql/Optimization/simplex.hpp,
	  ql/Optimization/steepestdescent.cpp, ql/Patterns/bridge.hpp,
	  ql/Patterns/composite.hpp, ql/Patterns/visitor.hpp,
	  ql/Pricers/Makefile.am, ql/Pricers/all.hpp,
	  ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp, ql/Pricers/blackcapfloor.cpp,
	  ql/Pricers/blackcapfloor.hpp, ql/Pricers/blackmodel.hpp,
	  ql/Pricers/blackswaption.cpp, ql/Pricers/blackswaption.hpp,
	  ql/Pricers/capfloorpricer.cpp, ql/Pricers/capfloorpricer.hpp,
	  ql/Pricers/cliquetoption.cpp, ql/Pricers/cliquetoption.hpp,
	  ql/Pricers/continuousgeometricapo.hpp, ql/Pricers/core.hpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/discretegeometricaso.hpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/fdamericanoption.hpp, ql/Pricers/fdbermudanoption.cpp,
	  ql/Pricers/fdbsmoption.cpp, ql/Pricers/fddividendamericanoption.cpp,
	  ql/Pricers/fddividendamericanoption.hpp,
	  ql/Pricers/fddividendeuropeanoption.cpp,
	  ql/Pricers/fddividendoption.cpp,
	  ql/Pricers/fddividendshoutoption.cpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/makefile.mak,
	  ql/Pricers/mcbasket.cpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/performanceoption.cpp, ql/Pricers/singleassetoption.cpp,
	  ql/Pricers/swaptionpricer.cpp, ql/Pricers/swaptionpricer.hpp,
	  ql/Pricers/treecapfloor.cpp, ql/Pricers/treecapfloor.hpp,
	  ql/Pricers/treeswaption.cpp, ql/Pricers/treeswaption.hpp,
	  ql/PricingEngines/Asian/analyticasianengine.cpp,
	  ql/PricingEngines/Asian/analyticasianengine.hpp,
	  ql/PricingEngines/Barrier/Makefile.am,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.hpp,
	  ql/PricingEngines/Barrier/makefile.mak,
	  ql/PricingEngines/Barrier/mcbarrierengine.cpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/Makefile.am,
	  ql/PricingEngines/Basket/makefile.mak,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.cpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/Basket/stulzengine.hpp,
	  ql/PricingEngines/CapFloor, ql/PricingEngines/CapFloor/.cvsignore,
	  ql/PricingEngines/CapFloor/Makefile.am,
	  ql/PricingEngines/CapFloor/all.hpp,
	  ql/PricingEngines/CapFloor/analyticalcapfloor.cpp,
	  ql/PricingEngines/CapFloor/analyticalcapfloor.hpp,
	  ql/PricingEngines/CapFloor/blackcapfloor.cpp,
	  ql/PricingEngines/CapFloor/blackcapfloor.hpp,
	  ql/PricingEngines/CapFloor/capfloorpricer.cpp,
	  ql/PricingEngines/CapFloor/capfloorpricer.hpp,
	  ql/PricingEngines/CapFloor/makefile.mak,
	  ql/PricingEngines/CapFloor/treecapfloor.cpp,
	  ql/PricingEngines/CapFloor/treecapfloor.hpp,
	  ql/PricingEngines/Cliquet/Makefile.am,
	  ql/PricingEngines/Cliquet/makefile.mak,
	  ql/PricingEngines/Cliquet/mccliquetengine.cpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.hpp,
	  ql/PricingEngines/Makefile.am, ql/PricingEngines/Swaption,
	  ql/PricingEngines/Swaption/.cvsignore,
	  ql/PricingEngines/Swaption/Makefile.am,
	  ql/PricingEngines/Swaption/all.hpp,
	  ql/PricingEngines/Swaption/blackswaption.cpp,
	  ql/PricingEngines/Swaption/blackswaption.hpp,
	  ql/PricingEngines/Swaption/jamshidianswaption.cpp,
	  ql/PricingEngines/Swaption/jamshidianswaption.hpp,
	  ql/PricingEngines/Swaption/makefile.mak,
	  ql/PricingEngines/Swaption/swaptionpricer.cpp,
	  ql/PricingEngines/Swaption/swaptionpricer.hpp,
	  ql/PricingEngines/Swaption/treeswaption.cpp,
	  ql/PricingEngines/Swaption/treeswaption.hpp,
	  ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp,
	  ql/PricingEngines/Vanilla/integralengine.cpp,
	  ql/PricingEngines/Vanilla/integralengine.hpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/makefile.mak,
	  ql/PricingEngines/Vanilla/mcdigitalengine.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/all.hpp,
	  ql/PricingEngines/americanpayoffatexpiry.hpp,
	  ql/PricingEngines/americanpayoffathit.hpp,
	  ql/PricingEngines/blackformula.hpp,
	  ql/PricingEngines/blackmodel.hpp, ql/PricingEngines/core.hpp,
	  ql/PricingEngines/genericmodelengine.hpp,
	  ql/PricingEngines/mcsimulation.hpp, ql/RandomNumbers/Makefile.am,
	  ql/RandomNumbers/all.hpp, ql/RandomNumbers/haltonrsg.cpp,
	  ql/RandomNumbers/knuthuniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.cpp,
	  ql/RandomNumbers/mt19937uniformrng.cpp,
	  ql/RandomNumbers/rngtraits.hpp, ql/RandomNumbers/rngtypedefs.hpp,
	  ql/RandomNumbers/sobolrsg.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/calibrationhelper.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/ShortRateModels/twofactormodel.cpp, ql/Solvers1D/bisection.hpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/TermStructures/zerocurve.cpp,
	  ql/Utilities/combiningiterator.hpp,
	  ql/Utilities/filteringiterator.hpp,
	  ql/Utilities/iteratorcategories.hpp,
	  ql/Utilities/processingiterator.hpp,
	  ql/Utilities/steppingiterator.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/localvolsurface.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/calendar.cpp,
	  ql/calendar.hpp, ql/config.bcc.hpp, ql/config.msvc.hpp, ql/core.hpp,
	  ql/dataformatters.cpp, ql/dataparsers.cpp, ql/date.cpp,
	  ql/diffusionprocess.cpp, ql/diffusionprocess.hpp,
	  ql/discretizedasset.cpp, ql/exercise.cpp, ql/exercise.hpp,
	  ql/functions/daycounters.cpp, ql/functions/mathf.cpp,
	  ql/functions/mathf.hpp, ql/functions/vols.cpp, ql/grid.cpp,
	  ql/makefile.mak, ql/numericalmethod.hpp, ql/option.hpp,
	  ql/payoff.hpp, ql/qldefines.hpp, ql/quantlib.hpp,
	  ql/relinkablehandle.hpp, ql/scheduler.cpp, ql/solver1d.hpp,
	  ql/swaptionvolstructure.hpp, ql/termstructure.hpp,
	  ql/voltermstructure.cpp, ql/voltermstructure.hpp,
	  test-suite/americanoption.cpp, test-suite/basketoption.cpp,
	  test-suite/capfloor.cpp, test-suite/compoundforward.cpp,
	  test-suite/europeanoption.cpp, test-suite/factorial.cpp,
	  test-suite/interpolations.cpp, test-suite/interpolations.hpp,
	  test-suite/jumpdiffusion.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/old_pricers.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/swaption.cpp,
	  test-suite/testsuite.mak:
	  
	  R000305f0-branch-merge1 merged into trunk

2004-03-11 11:06  Luigi Ballabio

	* [r4013] QuantLib.dsp, QuantLib.mak,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp:
	  
	  *** empty log message ***

2004-03-11 10:42  Luigi Ballabio

	* [r4012] Docs/quantlib.doxy,
	  Examples/AmericanOption/AmericanOption.cpp, QuantLib.nsi,
	  configure.ac, dev_tools/version_number.txt,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp, ql/Math/Makefile.am,
	  ql/Math/all.hpp, ql/Math/choleskydecomposition.cpp,
	  ql/Math/choleskydecomposition.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/matrix.cpp, ql/Math/matrix.hpp, ql/Math/pseudosqrt.cpp,
	  ql/Math/pseudosqrt.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/all.hpp,
	  ql/PricingEngines/Vanilla/americanmcengines.cpp,
	  ql/PricingEngines/Vanilla/americanmcengines.hpp,
	  ql/PricingEngines/Vanilla/analyticamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticamericanengine.hpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp, ql/qldefines.hpp,
	  test-suite/covariance.cpp, test-suite/digitaloption.cpp,
	  test-suite/matrices.cpp:
	  
	  Preparing for branch

2004-03-11 09:52  Ferdinando Ametrano

	* [r4011] ql/Math/cubicspline.hpp, test-suite/interpolations.cpp:
	  
	  more references for the spline interpolation

2004-03-10 18:21  Neil Firth

	* [r4010] ql/PricingEngines/Basket/mcamericanbasketengine.cpp:
	  
	  bug fixes for laguerre and legendre basis functions not in test
	  cases

2004-03-10 14:22  Ferdinando Ametrano

	* [r4008] ql/Math/cubicspline.hpp, ql/functions/mathf.hpp:
	  
	  final touches for (cubic) interpolation

2004-03-09 17:51  Ferdinando Ametrano

	* [r4007] ql/functions/mathf.cpp, ql/functions/mathf.hpp:
	  
	  moved to container input

2004-03-09 12:39  Luigi Ballabio

	* [r4005] ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/interpolation.hpp, ql/Math/interpolation2D.hpp,
	  ql/Math/interpolationtraits.hpp, ql/Math/linearinterpolation.hpp,
	  ql/Math/loglinearinterpolation.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/functions/mathf.cpp:
	  
	  Hidden templatization in 2-D interpolations

2004-03-09 09:44  Luigi Ballabio

	* [r4004] ql/Math/interpolation.hpp,
	  ql/Volatilities/capflatvolvector.hpp:
	  
	  *** empty log message ***

2004-03-08 15:45  Luigi Ballabio

	* [r4001] ql/Math/interpolation.hpp:
	  
	  Workaround for VC++

2004-03-08 15:27  Luigi Ballabio

	* [r4000] ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  test-suite/basketoption.cpp:
	  
	  Fixes for g++

2004-03-08 13:32  Ferdinando Ametrano

	* [r3999] test-suite/basketoption.cpp, test-suite/interpolations.cpp:
	  
	  commenting out unused variable, in order to avoid Borland warning

2004-03-08 13:26  Ferdinando Ametrano

	* [r3998] ql/Math/linearinterpolation.hpp:
	  
	  commenting out unused variable, in order to avoid Borland warning

2004-03-08 12:26  Neil Firth

	* [r3997] ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp:
	  
	  simplified class and increased number of types of basis function

2004-03-08 12:21  Neil Firth

	* [r3996] test-suite/basketoption.cpp, test-suite/basketoption.hpp:
	  
	  included some additional tests

2004-03-08 11:12  Luigi Ballabio

	* [r3995] ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/cubicspline.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolationtraits.hpp, ql/Math/linearinterpolation.hpp,
	  ql/Math/loglinearinterpolation.hpp, ql/Pricers/fddividendoption.cpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/zerocurve.cpp, ql/TermStructures/zerocurve.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp, ql/functions/mathf.cpp,
	  ql/functions/mathf.hpp, test-suite/interpolations.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Templatization of interpolation classes is now hidden

2004-03-08 09:08  Ferdinando Ametrano

	* [r3994] LICENSE.TXT:
	  
	  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 16:37  Ferdinando Ametrano

	* [r3993] ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/cubicspline.hpp, ql/Math/interpolationtraits.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/functions/mathf.cpp,
	  ql/functions/mathf.hpp, test-suite/interpolations.cpp:
	  
	  Spline boundary condition enumeration introduced

2004-03-03 15:33  Ferdinando Ametrano

	* [r3992] QuantLib.nsi:
	  
	  updated

2004-03-03 11:33  Luigi Ballabio

	* [r3989] Makefile.am, dev_tools/update_changelog.py,
	  dev_tools/update_changelog.sh, dev_tools/update_copyright:
	  
	  *** empty log message ***

2004-03-03 09:18  Ferdinando Ametrano

	* [r3988] TODO.txt:
	  
	  updated

2004-03-02 14:28  Luigi Ballabio

	* [r3987] ChangeLog.txt:
	  
	  *** empty log message ***

2004-03-02 14:23  Luigi Ballabio

	* [r3986] BUGS.txt, ChangeLog.txt, UFILE, dev_tools/developers,
	  dev_tools/update_changelog.sh:
	  
	  Added (bash) script for updating changelog

2004-03-02 14:23  Luigi Ballabio

	* [r3985] Docs/Makefile.am, Makefile.am:
	  
	  Doxygen glitch

2004-03-02 14:21  Luigi Ballabio

	* [r3984] ql/Pricers/fddividendamericanoption.hpp:
	  
	  Flagged as buggy

2004-03-02 14:21  Luigi Ballabio

	* [r3983] ql/Math/svd.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp:
	  
	  Flagged as non-buggy

2004-03-02 14:18  Luigi Ballabio

	* [r3982] ql/Math/matrix.cpp, ql/Math/matrix.hpp:
	  
	  (conditionally) added extra checks

2004-03-01 17:31  Ferdinando Ametrano

	* [r3979] QuantLib.dsp:
	  
	  updated

2004-03-01 17:23  Ferdinando Ametrano

	* [r3977] QuantLib.nsi:
	  
	  updated to NSIS 2.0

2004-03-01 17:19  Ferdinando Ametrano

	* [r3976] ql/Instruments/payoffs.hpp, ql/Math/generalstatistics.hpp,
	  ql/Math/kronrodintegral.hpp, ql/Math/loglinearinterpolation.hpp,
	  ql/Math/trapezoidintegral.hpp, ql/MonteCarlo/pathgenerator.hpp,
	  ql/Pricers/singleassetoption.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp, ql/dataformatters.hpp,
	  ql/discretizedasset.hpp, ql/handle.hpp, ql/instrument.hpp,
	  ql/marketelement.hpp:
	  
	  pruned (VC++/Borland) redundant header inclusions

2004-03-01 17:00  Ferdinando Ametrano

	* [r3975] LICENSE.TXT, QuantLib.nsi:
	  
	  updated to NSIS 2.0

2004-03-01 16:54  Ferdinando Ametrano

	* [r3974] LICENSE.TXT, QuantLib.nsi:
	  
	  updated to NSIS 2.0

2004-03-01 16:48  Ferdinando Ametrano

	* [r3973] QuantLib.nsi:
	  
	  updated to NSIS 2.0

2004-03-01 15:28  Ferdinando Ametrano

	* [r3972] ql/Math/cubicspline.hpp, ql/functions/mathf.cpp,
	  ql/functions/mathf.hpp:
	  
	  enabling primitive calculation

2004-03-01 09:34  Ferdinando Ametrano

	* [r3971] test-suite/basketoption.cpp:
	  
	  Borland warning avoided

2004-02-29 12:44  Luigi Ballabio

	* [r3970] ql/Math/cubicspline.hpp, ql/Math/linearinterpolation.hpp,
	  test-suite/interpolations.cpp:
	  
	  Fixes for gcc and typo

2004-02-27 17:11  Ferdinando Ametrano

	* [r3968] ql/Math/kronrodintegral.hpp:
	  
	  improved error messages

2004-02-27 17:03  Ferdinando Ametrano

	* [r3967] ql/Math/cubicspline.hpp, ql/Math/linearinterpolation.hpp:
	  
	  Numerical Recipies code removed.
	  primitive() methd added
	  improved error messages

2004-02-27 17:00  Ferdinando Ametrano

	* [r3966] test-suite/interpolations.cpp:
	  
	  last test added.
	  Monotonicity constraint is OK

2004-02-27 15:54  Luigi Ballabio

	* [r3965] ql/Math/svd.cpp:
	  
	  *** empty log message ***

2004-02-27 15:13  Luigi Ballabio

	* [r3964] test-suite/interpolations.cpp:
	  
	  *** empty log message ***

2004-02-27 09:45  Luigi Ballabio

	* [r3963] ql/Math/cubicspline.hpp, test-suite/interpolations.cpp:
	  
	  Fixes for gcc

2004-02-26 18:12  Ferdinando Ametrano

	* [r3962] ql/Math/cubicspline.hpp, test-suite/interpolations.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Not-a-knot right end condition is now OK

2004-02-26 16:00  Ferdinando Ametrano

	* [r3960] ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/interpolationtraits.hpp, ql/Pricers/fddividendoption.cpp,
	  ql/functions/mathf.cpp, ql/functions/mathf.hpp:
	  
	  catching up with the new spline signature

2004-02-26 15:55  Ferdinando Ametrano

	* [r3959] ql/Math/cubicspline.hpp:
	  
	  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 15:52  Ferdinando Ametrano

	* [r3958] test-suite/Makefile.am, test-suite/interpolations.cpp,
	  test-suite/interpolations.hpp, test-suite/makefile.mak,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  adding (spline) interpolation tests

2004-02-24 13:10  Luigi Ballabio

	* [r3957] test-suite/matrices.cpp:
	  
	  *** empty log message ***

2004-02-24 12:58  Ferdinando Ametrano

	* [r3956] test-suite/matrices.cpp:
	  
	  formatting

2004-02-24 12:02  Ferdinando Ametrano

	* [r3955] ql/Math/interpolation.hpp:
	  
	  no message

2004-02-23 17:07  Ferdinando Ametrano

	* [r3954] TODO.txt:
	  
	  updated (to be re-ordered)

2004-02-23 15:49  Ferdinando Ametrano

	* [r3953] test-suite/basketoption.cpp, test-suite/factorial.cpp,
	  test-suite/old_pricers.cpp, test-suite/quantlibtestsuite.cpp:
	  
	  comments added

2004-02-23 15:03  Ferdinando Ametrano

	* [r3952] test-suite/europeanoption.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  comments added

2004-02-23 14:07  Ferdinando Ametrano

	* [r3951] test-suite/matrices.cpp:
	  
	  fixing the test

2004-02-23 14:02  Ferdinando Ametrano

	* [r3950] test-suite/matrices.cpp:
	  
	  extended output

2004-02-23 13:49  Ferdinando Ametrano

	* [r3949] ql/dataformatters.hpp:
	  
	  ArrayFormatter::toString fix for multi-row output

2004-02-23 12:09  Ferdinando Ametrano

	* [r3948] ql/PricingEngines/Basket/makefile.mak,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp:
	  
	  Borland integration

2004-02-23 11:34  Luigi Ballabio

	* [r3947] ql/Math/matrix.hpp, ql/Math/svd.cpp, ql/Math/svd.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Vanilla/americanmcengines.cpp,
	  test-suite/matrices.cpp:
	  
	  Some work on SVD

2004-02-23 09:59  André Louw

	* [r3946] ql/Calendars/johannesburg.cpp:
	  
	  Fixed compile error

2004-02-23 09:57  André Louw

	* [r3945] ql/Calendars/johannesburg.cpp:
	  
	  Added 14 April 2004 (election day) as a once-off holiday.

2004-02-22 22:18  Neil Firth

	* [r3944] test-suite/matrices.cpp, test-suite/matrices.hpp:
	  
	  Added test cases for the SVD code, only tests m>=n

2004-02-20 13:59  Luigi Ballabio

	* [r3942] ql/Math/svd.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp:
	  
	  Tagged a couple of possible bugs

2004-02-18 10:33  Ferdinando Ametrano

	* [r3941] ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp:
	  
	  small changes

2004-02-16 17:48  Luigi Ballabio

	* [r3939] ql/PricingEngines/Basket/mcamericanbasketengine.hpp:
	  
	  Interfering include guards

2004-02-16 13:44  Luigi Ballabio

	* [r3934] ql/Math/generalstatistics.cpp,
	  ql/Math/generalstatistics.hpp:
	  
	  sorting method exposed

2004-02-16 13:21  Luigi Ballabio

	* [r3933] QuantLib.dsp, QuantLib.mak,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp:
	  
	  Fixes for VC++

2004-02-13 14:48  Luigi Ballabio

	* [r3930] ql/PricingEngines/Basket/Makefile.am,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp:
	  
	  Removed miscellaneous inconveniences for gcc

2004-02-13 12:05  Neil Firth

	* [r3929] test-suite/basketoption.cpp, test-suite/basketoption.hpp:
	  
	  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 12:01  Neil Firth

	* [r3928] ql/MonteCarlo/multipathgenerator.hpp:
	  
	  Modified MultiPath interface to remove drifts as they are in the
	  stochastic processes

2004-02-13 12:00  Neil Firth

	* [r3927] ql/PricingEngines/Basket/all.hpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.cpp,
	  ql/PricingEngines/Basket/mcamericanbasketengine.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp:
	  
	  Modified MultiPath interface and started implmentation of
	  Longstaff Schwartz Least Squares Monte Carlo for basket options

2004-02-06 13:55  Luigi Ballabio

	* [r3926] ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp, ql/Instruments/basketoption.cpp,
	  ql/Instruments/basketoption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/stock.cpp, ql/Instruments/stock.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/instrument.hpp, ql/option.hpp, test-suite/instruments.cpp:
	  
	  Removed unused baggage from Instrument class

2004-02-06 11:28  Luigi Ballabio

	* [r3925] ql/history.hpp:
	  
	  Post-increment broke stateful iterators

2004-02-04 13:11  Ferdinando Ametrano

	* [r3923] QuantLib.dsp, QuantLib.mak, ql/Instruments/Makefile.am,
	  ql/Instruments/all.hpp, ql/Instruments/binarybarrieroption.cpp,
	  ql/Instruments/binarybarrieroption.hpp, ql/Instruments/makefile.mak,
	  ql/MonteCarlo/Makefile.am, ql/MonteCarlo/all.hpp,
	  ql/MonteCarlo/binarybarrierpathpricer.cpp,
	  ql/MonteCarlo/binarybarrierpathpricer.hpp,
	  ql/MonteCarlo/makefile.mak, ql/PricingEngines/Barrier/Makefile.am,
	  ql/PricingEngines/Barrier/all.hpp,
	  ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.hpp,
	  ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.hpp,
	  ql/PricingEngines/Barrier/makefile.mak,
	  ql/PricingEngines/Barrier/mcbinarybarrierengine.hpp:
	  
	  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 12:51  Ferdinando Ametrano

	* [r3922] test-suite/Makefile.am, test-suite/binarybarrieroption.cpp,
	  test-suite/binarybarrieroption.hpp, test-suite/makefile.mak,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  removing binary barrier option tests

2004-02-04 12:45  Ferdinando Ametrano

	* [r3921] test-suite/digitaloption.cpp:
	  
	  factoring out common code
	  and removing redundant undocumented test cases

2004-02-04 12:43  Ferdinando Ametrano

	* [r3920] test-suite/americanoption.cpp, test-suite/barrieroption.cpp,
	  test-suite/binarybarrieroption.cpp, test-suite/europeanoption.cpp,
	  test-suite/utilities.cpp, test-suite/utilities.hpp:
	  
	  factoring out common code

2004-02-04 11:47  Ferdinando Ametrano

	* [r3919] QuantLib.dsp, QuantLib.mak, ql/MonteCarlo/makefile.mak:
	  
	  catching up

2004-02-03 15:28  Luigi Ballabio

	* [r3918] ql/Calendars/jointcalendar.cpp,
	  ql/CashFlows/shortindexedcoupon.hpp,
	  ql/DayCounters/actualactual.cpp, ql/DayCounters/thirty360.cpp,
	  ql/FiniteDifferences/boundarycondition.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp, ql/Indexes/xibor.cpp,
	  ql/Instruments/barrieroption.cpp, ql/Instruments/payoffs.hpp,
	  ql/Math/array.hpp, ql/Math/beta.cpp,
	  ql/Math/bivariatenormaldistribution.cpp,
	  ql/Math/chisquaredistribution.cpp, ql/Math/gammadistribution.cpp,
	  ql/Math/incompletegamma.cpp, ql/Math/matrix.cpp,
	  ql/Math/simpsonintegral.hpp, ql/Math/trapezoidintegral.hpp,
	  ql/MonteCarlo/barrierpathpricer.cpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.cpp,
	  ql/MonteCarlo/binarybarrierpathpricer.cpp,
	  ql/MonteCarlo/digitalpathpricer.cpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp,
	  ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/linesearch.hpp,
	  ql/Optimization/steepestdescent.cpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricaso.cpp, ql/Pricers/europeanoption.hpp,
	  ql/Pricers/fddividendeuropeanoption.hpp,
	  ql/Pricers/fddividendoption.hpp,
	  ql/Pricers/fddividendshoutoption.hpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp,
	  ql/PricingEngines/americanpayoffatexpiry.hpp,
	  ql/PricingEngines/americanpayoffathit.hpp,
	  ql/PricingEngines/blackformula.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/Solvers1D/bisection.hpp, ql/Solvers1D/brent.hpp,
	  ql/Solvers1D/falseposition.hpp, ql/Solvers1D/newton.hpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.hpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/piecewiseflatforward.cpp, ql/calendar.cpp,
	  ql/cashflow.hpp, ql/dataformatters.cpp, ql/dataparsers.cpp,
	  ql/date.cpp, ql/date.hpp, ql/errors.hpp, ql/functions/mathf.cpp,
	  ql/functions/vols.cpp, ql/grid.cpp, ql/instrument.hpp,
	  ql/qldefines.hpp, ql/solver1d.hpp, ql/voltermstructure.hpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/capfloor.cpp,
	  test-suite/europeanoption.cpp, test-suite/utilities.cpp:
	  
	  Introduced QL_FAIL macro (its utility will become clear later)

2004-02-03 15:25  Luigi Ballabio

	* [r3917] QuantLib.dsp, QuantLib.mak,
	  ql/MonteCarlo/europeanmultipathpricer.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  Fixes for VC++

2004-02-03 15:07  Luigi Ballabio

	* [r3916] test-suite/Makefile.am, test-suite/americanoption.cpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/basketoption.cpp, test-suite/binarybarrieroption.cpp,
	  test-suite/capfloor.cpp, test-suite/compoundforward.cpp,
	  test-suite/covariance.cpp, test-suite/digitaloption.cpp,
	  test-suite/distributions.cpp, test-suite/europeanoption.cpp,
	  test-suite/factorial.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/makefile.mak, test-suite/matrices.cpp,
	  test-suite/old_pricers.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/riskstats.cpp, test-suite/solvers.cpp,
	  test-suite/stats.cpp, test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp, test-suite/utilities.cpp,
	  test-suite/utilities.hpp:
	  
	  Collected commonly used functions

2004-02-02 12:31  Luigi Ballabio

	* [r3915] ql/PricingEngines/Basket/mcbasketengine.hpp:
	  
	  Removed warning

2004-02-02 11:10  Neil Firth

	* [r3914] test-suite/basketoption.cpp, test-suite/basketoption.hpp:
	  
	  Use correlation Matrix rather than covariance
	  Added tests from Barraquand (1995)

2004-02-02 11:08  Neil Firth

	* [r3913] ql/PricingEngines/Basket/mcbasketengine.hpp:
	  
	  Use correlation Matrix rather than covariance

2004-02-02 10:52  Neil Firth

	* [r3912] ql/MonteCarlo/multipathgenerator.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp:
	  
	  Use correlation Matrix rather than covariance

2004-02-02 10:49  Neil Firth

	* [r3911] ql/Instruments/basketoption.cpp,
	  ql/Instruments/basketoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp:
	  
	  Include correlation Matrix in arguments

2004-02-02 10:38  Luigi Ballabio

	* [r3910] ql/MonteCarlo/Makefile.am,
	  ql/PricingEngines/Basket/Makefile.am,
	  ql/PricingEngines/Basket/mcbasketengine.hpp:
	  
	  Misc fixes for gcc

2004-02-01 13:12  Neil Firth

	* [r3909] test-suite/basketoption.cpp:
	  
	  Included test for MC pricing engine

2004-02-01 13:09  Neil Firth

	* [r3908] ql/MonteCarlo/europeanmultipathpricer.cpp,
	  ql/MonteCarlo/europeanmultipathpricer.hpp:
	  
	  MC path pricer for European Basket Options

2004-02-01 13:09  Neil Firth

	* [r3907] ql/PricingEngines/Basket/all.hpp,
	  ql/PricingEngines/Basket/mcbasketengine.hpp:
	  
	  MC Pricing Engine for European Basket Options

2004-02-01 13:07  Neil Firth

	* [r3906] ql/MonteCarlo/multipathgenerator.hpp:
	  
	  New style multipathgenerator working with basket option mc engine

2004-01-30 10:06  Ferdinando Ametrano

	* [r3905] ql/PricingEngines/Basket,
	  ql/PricingEngines/Basket/.cvsignore:
	  
	  no message

2004-01-30 10:02  Ferdinando Ametrano

	* [r3904] ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/localvolsurface.hpp, ql/voltermstructure.hpp:
	  
	  comments and formatting

2004-01-27 16:33  Ferdinando Ametrano

	* [r3903] test-suite/basketoption.cpp:
	  
	  Basket options now handle dividends too

2004-01-27 16:27  Ferdinando Ametrano

	* [r3902] ql/PricingEngines/Basket/stulzengine.cpp:
	  
	  working on basket options

2004-01-27 16:00  Ferdinando Ametrano

	* [r3901] test-suite/basketoption.cpp:
	  
	  working on basket options
	  more test cases

2004-01-27 16:00  Ferdinando Ametrano

	* [r3900] ql/PricingEngines/Basket/stulzengine.cpp:
	  
	  working on basket options

2004-01-27 15:30  Ferdinando Ametrano

	* [r3899] ql/PricingEngines/Basket/stulzengine.cpp:
	  
	  working on basket options

2004-01-27 14:23  Ferdinando Ametrano

	* [r3898] test-suite/basketoption.cpp:
	  
	  working on basket options

2004-01-27 14:03  Ferdinando Ametrano

	* [r3897] test-suite/americanoption.cpp:
	  
	  generic fixes

2004-01-27 11:14  Luigi Ballabio

	* [r3896] configure.ac, ql/Instruments/binarybarrieroption.cpp,
	  ql/Lattices/lattice2d.cpp, ql/Makefile.am, ql/Math/factorial.cpp,
	  ql/MonteCarlo/barrierpathpricer.cpp,
	  ql/MonteCarlo/barrierpathpricer.hpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.cpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/Basket/stulzengine.hpp,
	  test-suite/basketoption.cpp:
	  
	  Fixes for Linux build, gcc -Wall warnings, Boost

2004-01-27 10:12  Neil Firth

	* [r3895] ql/PricingEngines/Basket/stulzengine.cpp,
	  test-suite/basketoption.cpp:
	  
	  Corrected error in equation (11) in Stulz's paper

2004-01-26 18:56  Ferdinando Ametrano

	* [r3894] QuantLib.dsp, QuantLib.mak, ql/Instruments/Makefile.am,
	  ql/Instruments/makefile.mak, ql/PricingEngines/Basket/Makefile.am,
	  ql/PricingEngines/Basket/makefile.mak,
	  ql/PricingEngines/Makefile.am, ql/makefile.mak,
	  test-suite/Makefile.am, test-suite/makefile.mak,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  integrating multiasset, basket, and stulz files into VC++ project,
	  Borland make, and (hopefully) gcc make

2004-01-26 18:54  Ferdinando Ametrano

	* [r3893] ql/PricingEngines/Vanilla/makefile.mak,
	  ql/PricingEngines/makefile.mak:
	  
	  catching up with the file reordering

2004-01-26 18:42  Ferdinando Ametrano

	* [r3892] ql/PricingEngines/Basket/stulzengine.cpp:
	  
	  Borland warnings avoided

2004-01-26 18:04  Neil Firth

	* [r3891] test-suite/basketoption.cpp, test-suite/basketoption.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Added test for two asset baskets using the Stulz pricing engine

2004-01-26 18:01  Neil Firth

	* [r3890] ql/PricingEngines/all.hpp:
	  
	  Added Basket directory

2004-01-26 18:01  Neil Firth

	* [r3889] ql/PricingEngines/Basket, ql/PricingEngines/Basket/all.hpp,
	  ql/PricingEngines/Basket/stulzengine.cpp,
	  ql/PricingEngines/Basket/stulzengine.hpp:
	  
	  Stulz engine for max and min basket calls and puts on two assets

2004-01-26 17:57  Neil Firth

	* [r3888] ql/Instruments/all.hpp, ql/Instruments/basketoption.cpp,
	  ql/Instruments/basketoption.hpp,
	  ql/Instruments/multiassetoption.cpp,
	  ql/Instruments/multiassetoption.hpp:
	  
	  First draft for multi-asset options

2004-01-26 16:59  Ferdinando Ametrano

	* [r3887] ql/FiniteDifferences/mixedscheme.hpp, ql/calendar.hpp,
	  ql/daycounter.hpp:
	  
	  formatting

2004-01-26 16:04  Ferdinando Ametrano

	* [r3886] ql/Math/array.hpp, ql/Math/matrix.cpp, ql/Math/matrix.hpp:
	  
	  const enforcement of results, in order to avoid:
	  a+b = c;

2004-01-26 15:38  Ferdinando Ametrano

	* [r3885] TODO.txt:
	  
	  updated

2004-01-26 15:35  Ferdinando Ametrano

	* [r3884] ql/qldefines.hpp:
	  
	  don't know where it is used, anyway

2004-01-26 14:42  Ferdinando Ametrano

	* [r3883] test-suite/digitaloption.cpp:
	  
	  more tests

2004-01-26 14:22  Ferdinando Ametrano

	* [r3882] ql/Math/bivariatenormaldistribution.cpp:
	  
	  must have been drunk...

2004-01-26 12:07  Ferdinando Ametrano

	* [r3881] ql/Math/bivariatenormaldistribution.cpp,
	  ql/Math/bivariatenormaldistribution.hpp:
	  
	  must have been drunk...

2004-01-21 16:00  Ferdinando Ametrano

	* [r3880] ql/Instruments/binarybarrieroption.cpp,
	  ql/Instruments/binarybarrieroption.hpp,
	  ql/MonteCarlo/binarybarrierpathpricer.hpp,
	  ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.hpp,
	  ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.hpp,
	  ql/PricingEngines/Barrier/mcbinarybarrierengine.hpp,
	  test-suite/binarybarrieroption.cpp,
	  test-suite/binarybarrieroption.hpp:
	  
	  deprecations

2004-01-20 15:43  Ferdinando Ametrano

	* [r3878] ql/MonteCarlo/brownianbridge.hpp:
	  
	  bug fixed

2004-01-20 15:43  Ferdinando Ametrano

	* [r3877] test-suite/digitaloption.cpp:
	  
	  reactivating removed test

2004-01-20 13:44  Ferdinando Ametrano

	* [r3876] test-suite/digitaloption.cpp:
	  
	  shorter description

2004-01-20 11:23  Luigi Ballabio

	* [r3875] test-suite/binarybarrieroption.cpp:
	  
	  Formatting

2004-01-20 11:22  Luigi Ballabio

	* [r3874] ql/Instruments/oneassetstrikedoption.cpp:
	  
	  Check not needed

2004-01-20 11:22  Luigi Ballabio

	* [r3873] ql/Instruments/oneassetstrikedoption.hpp:
	  
	  Cloning code would need at least a partial understanding of its
	  semantics :)

2004-01-20 11:20  Luigi Ballabio

	* [r3872] ql/instrument.hpp:
	  
	  Try blocks no longer needed

2004-01-15 14:00  Luigi Ballabio

	* [r3871] QuantLib.dsp, QuantLib.mak:
	  
	  *** empty log message ***

2004-01-14 23:30  Ferdinando Ametrano

	* [r3870] test-suite/digitaloption.cpp, test-suite/jumpdiffusion.cpp:
	  
	  warnings avoided

2004-01-14 23:25  Ferdinando Ametrano

	* [r3869] ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Barrier/mcbinarybarrierengine.hpp:
	  
	  using Brownian Bridge

2004-01-14 23:23  Ferdinando Ametrano

	* [r3868] test-suite/digitaloption.cpp, test-suite/digitaloption.hpp:
	  
	  MC engine for american cash-at-hit options test added

2004-01-14 18:13  Ferdinando Ametrano

	* [r3867] ql/PricingEngines/americanpayoffathit.hpp:
	  
	  bug fix

2004-01-14 16:50  Ferdinando Ametrano

	* [r3866] ql/MonteCarlo/digitalpathpricer.cpp:
	  
	  bug fix and efficiency improvements

2004-01-14 16:28  Ferdinando Ametrano

	* [r3865] ql/MonteCarlo/binarybarrierpathpricer.cpp:
	  
	  bug fix (this file will be replaced asap by digitalpathpricer.cpp,
	  anyway...)

2004-01-14 16:15  Ferdinando Ametrano

	* [r3864] ql/MonteCarlo/pathgenerator.hpp:
	  
	  bug fix

2004-01-14 15:43  Ferdinando Ametrano

	* [r3863] ql/MonteCarlo/brownianbridge.hpp:
	  
	  bug fix

2004-01-12 16:32  Luigi Ballabio

	* [r3861] ql/MonteCarlo/pathgenerator.hpp:
	  
	  No need for a Handle

2004-01-12 16:05  Luigi Ballabio

	* [r3860] ql/MonteCarlo/pathgenerator.hpp:
	  
	  How did the test work?

2004-01-12 16:04  Luigi Ballabio

	* [r3859] ql/MonteCarlo/mctraits.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  test-suite/europeanoption.cpp:
	  
	  Formatting

2004-01-12 11:19  Luigi Ballabio

	* [r3858] QuantLib.dsp, QuantLib.mak, test-suite/testsuite.mak:
	  
	  *** empty log message ***

2004-01-09 16:41  Ferdinando Ametrano

	* [r3857] ql/PricingEngines/Vanilla/americanmcengines.cpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp:
	  
	  using Brownian Bridge

2004-01-09 16:31  Ferdinando Ametrano

	* [r3855] ql/MonteCarlo/pathgenerator.hpp:
	  
	  explit selection of incremental or brownian bridge path construction

2004-01-09 16:29  Ferdinando Ametrano

	* [r3854] test-suite/digitaloption.cpp:
	  
	  working on digitals...

2004-01-09 16:28  Ferdinando Ametrano

	* [r3853] test-suite/barrieroption.cpp:
	  
	  working on barriers...

2004-01-09 10:35  Ferdinando Ametrano

	* [r3852] TODO.txt:
	  
	  updated

2004-01-09 09:53  Ferdinando Ametrano

	* [r3851] Examples/AmericanOption, Examples/AmericanOption/.cvsignore,
	  Examples/BermudanSwaption, Examples/BermudanSwaption/.cvsignore,
	  Examples/DiscreteHedging, Examples/DiscreteHedging/.cvsignore,
	  Examples/EuropeanOption, Examples/EuropeanOption/.cvsignore,
	  Examples/Swap, Examples/Swap/.cvsignore:
	  
	  ignore *.obj and *.exe

2004-01-09 09:37  Ferdinando Ametrano

	* [r3850] ql/MonteCarlo/pathgenerator.hpp:
	  
	  Brownian bridge bug fix

2004-01-09 08:35  Luigi Ballabio

	* [r3849] ql/PricingEngines/Vanilla/Makefile.am:
	  
	  *** empty log message ***

2004-01-08 18:39  Ferdinando Ametrano

	* [r3848] QuantLib.dsp, QuantLib.mak,
	  ql/PricingEngines/Vanilla/all.hpp:
	  
	  removing non-existing file

2004-01-08 18:23  Ferdinando Ametrano

	* [r3846] TODO.txt:
	  
	  updated

2004-01-08 18:21  Ferdinando Ametrano

	* [r3845] test-suite/digitaloption.cpp:
	  
	  commenting out the MC test for the time being

2004-01-08 18:20  Ferdinando Ametrano

	* [r3844] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  small changes

2004-01-08 18:07  Luigi Ballabio

	* [r3843] ql/Instruments/asianoption.hpp,
	  ql/Instruments/barrieroption.cpp, ql/Instruments/barrieroption.hpp,
	  ql/Instruments/binarybarrieroption.cpp,
	  ql/Instruments/binarybarrieroption.hpp,
	  ql/Instruments/cliquetoption.hpp, ql/Instruments/vanillaoption.hpp,
	  ql/PricingEngines/Asian/Makefile.am,
	  ql/PricingEngines/Asian/all.hpp,
	  ql/PricingEngines/Asian/analyticasianengine.cpp,
	  ql/PricingEngines/Asian/analyticasianengine.hpp,
	  ql/PricingEngines/Asian/asianengines.hpp,
	  ql/PricingEngines/Barrier/Makefile.am,
	  ql/PricingEngines/Barrier/all.hpp,
	  ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.hpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.hpp,
	  ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.hpp,
	  ql/PricingEngines/Barrier/barrierengines.hpp,
	  ql/PricingEngines/Barrier/binarybarrierengines.hpp,
	  ql/PricingEngines/Barrier/mcbarrierengine.hpp,
	  ql/PricingEngines/Barrier/mcbinarybarrierengine.hpp,
	  ql/PricingEngines/Cliquet/Makefile.am,
	  ql/PricingEngines/Cliquet/all.hpp,
	  ql/PricingEngines/Cliquet/cliquetengines.hpp,
	  ql/PricingEngines/Cliquet/mccliquetengine.hpp,
	  ql/PricingEngines/Forward/Makefile.am,
	  ql/PricingEngines/Forward/all.hpp,
	  ql/PricingEngines/Forward/forwardengine.hpp,
	  ql/PricingEngines/Forward/forwardengines.hpp,
	  ql/PricingEngines/Forward/forwardperformanceengine.hpp,
	  ql/PricingEngines/Quanto/Makefile.am,
	  ql/PricingEngines/Quanto/all.hpp,
	  ql/PricingEngines/Quanto/quantoengine.hpp,
	  ql/PricingEngines/Quanto/quantoengines.hpp,
	  ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/all.hpp,
	  ql/PricingEngines/Vanilla/americanmcengines.hpp,
	  ql/PricingEngines/Vanilla/analyticamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticamericanengine.hpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp,
	  ql/PricingEngines/Vanilla/binomialengine.hpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp,
	  ql/PricingEngines/Vanilla/integralengine.cpp,
	  ql/PricingEngines/Vanilla/integralengine.hpp,
	  ql/PricingEngines/Vanilla/integralengines.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/Vanilla/vanillaengines.hpp,
	  ql/PricingEngines/all.hpp, test-suite/americanoption.cpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/binarybarrieroption.cpp, test-suite/digitaloption.cpp,
	  test-suite/europeanoption.cpp, test-suite/jumpdiffusion.cpp:
	  
	  Reordered headers

2004-01-08 17:41  Ferdinando Ametrano

	* [r3842] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  removed unused variable

2004-01-08 17:14  Ferdinando Ametrano

	* [r3841] ql/MonteCarlo/brownianbridge.hpp:
	  
	  bug fix

2004-01-08 12:07  Ferdinando Ametrano

	* [r3839] ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  test-suite/jumpdiffusion.cpp, test-suite/jumpdiffusion.hpp:
	  
	  jump diffusion greeks tested

2004-01-08 09:25  Ferdinando Ametrano

	* [r3838] ql/PricingEngines/blackformula.hpp:
	  
	  more informative error messages

2004-01-08 09:23  Ferdinando Ametrano

	* [r3837] test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/europeanoption.cpp, test-suite/jumpdiffusion.cpp,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  small changes

2004-01-07 18:04  Ferdinando Ametrano

	* [r3836] TODO.txt, ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp,
	  ql/stochasticprocess.hpp, test-suite/jumpdiffusion.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  jump diffusion succesfully tested

2004-01-07 17:46  Ferdinando Ametrano

	* [r3835] ql/dataformatters.cpp:
	  
	  11, 12, and 13 were uncorrectly handled

2004-01-07 09:31  Luigi Ballabio

	* [r3834] ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp:
	  
	  *** empty log message ***

2004-01-05 15:46  Ferdinando Ametrano

	* [r3832] TODO.txt, ql/MonteCarlo/pathgenerator.hpp,
	  ql/PricingEngines/Barrier/barrierengines.hpp,
	  ql/PricingEngines/Barrier/binarybarrierengines.hpp,
	  ql/PricingEngines/Vanilla/americanmcengines.cpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp:
	  
	  working on BrownianBridge

2004-01-05 14:30  Ferdinando Ametrano

	* [r3831] ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp:
	  
	  working on jump diffudion

2004-01-05 13:47  Ferdinando Ametrano

	* [r3830] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  Removed unused argument

2004-01-05 12:42  Ferdinando Ametrano

	* [r3829] ql/PricingEngines/Barrier/barrierengines.hpp,
	  ql/PricingEngines/Barrier/binarybarrierengines.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  allowing for very short time to expiry

2004-01-05 12:39  Ferdinando Ametrano

	* [r3828] ql/MonteCarlo/mctypedefs.hpp:
	  
	  working on BrownianBridge

2004-01-05 12:38  Ferdinando Ametrano

	* [r3827] ql/PricingEngines/Vanilla/mcdigitalengine.hpp:
	  
	  allowing for very short time to maturity

2004-01-05 12:35  Luigi Ballabio

	* [r3826] test-suite/jumpdiffusion.cpp:
	  
	  *** empty log message ***

2004-01-05 12:30  Luigi Ballabio

	* [r3825] ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp:
	  
	  Whole calculation does not fail when theta does

2004-01-05 12:21  Ferdinando Ametrano

	* [r3824] QuantLib.dsp, QuantLib.mak:
	  
	  new files added to the VC project

2004-01-05 12:19  Ferdinando Ametrano

	* [r3823] ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp,
	  test-suite/Makefile.am, test-suite/jumpdiffusion.cpp,
	  test-suite/makefile.mak, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  jumpdiffudion test added (it fails for the time being)

2004-01-05 11:59  Ferdinando Ametrano

	* [r3822] test-suite/stats.cpp:
	  
	  fix for Borland compiler

2004-01-05 11:14  Luigi Ballabio

	* [r3820] ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  test-suite/swaption.cpp:
	  
	  Removed unused argument

2004-01-05 11:14  Luigi Ballabio

	* [r3819] ql/core.hpp, ql/quantlib.hpp:
	  
	  Stochastic process in core header

2004-01-05 11:03  Luigi Ballabio

	* [r3818] ql/Instruments/oneassetoption.hpp:
	  
	  Default constructors are, well, used by default...

2004-01-05 10:23  Luigi Ballabio

	* [r3817] test-suite/digitaloption.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2004-01-05 09:58  Ferdinando Ametrano

	* [r3816] test-suite/americanoption.cpp, test-suite/asianoptions.cpp,
	  test-suite/digitaloption.cpp, test-suite/europeanoption.cpp,
	  test-suite/makefile.mak:
	  
	  fix for Borland compiler

2004-01-05 09:41  Luigi Ballabio

	* [r3815] ql/MonteCarlo/barrierpathpricer.cpp,
	  ql/MonteCarlo/binarybarrierpathpricer.cpp,
	  ql/MonteCarlo/digitalpathpricer.cpp,
	  ql/PricingEngines/Vanilla/americanmcengines.cpp:
	  
	  Replaced at() with operator[]()

2004-01-05 09:34  Ferdinando Ametrano

	* [r3813] test-suite/quantlibtestsuite.cpp:
	  
	  jump diffusion engine test added. As of now it fails

2004-01-05 09:33  Ferdinando Ametrano

	* [r3812] test-suite/digitaloption.cpp, test-suite/digitaloption.hpp:
	  
	  American payoff paid at Expiry tests added

2004-01-05 09:08  Ferdinando Ametrano

	* [r3811] ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp:
	  
	  formatting

2004-01-05 09:07  Ferdinando Ametrano

	* [r3810] ql/PricingEngines/Vanilla/analyticamericanengine.cpp:
	  
	  American payoff paid at Expiry added

2004-01-05 09:06  Ferdinando Ametrano

	* [r3809] ql/PricingEngines/Vanilla/mceuropeanengine.hpp:
	  
	  allowing for very short time to maturity

2004-01-05 09:04  Luigi Ballabio

	* [r3808] ql/MonteCarlo/digitapathpricer.cpp:
	  
	  How did this get here?

2004-01-05 08:59  Ferdinando Ametrano

	* [r3807] ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp,
	  test-suite/jumpdiffusion.hpp:
	  
	  copyright years fixed

2004-01-05 08:55  Ferdinando Ametrano

	* [r3806] test-suite/europeanoption.cpp:
	  
	  formatting

2004-01-05 08:53  Ferdinando Ametrano

	* [r3805] test-suite/jumpdiffusion.cpp, test-suite/jumpdiffusion.hpp:
	  
	  jump diffusion engine test added. As of now it fails

2004-01-05 08:52  Ferdinando Ametrano

	* [r3804] ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp,
	  ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp,
	  ql/PricingEngines/Vanilla/makefile.mak:
	  
	  jump diffusion engine added.
	  Not succesfully tested yet

2004-01-05 08:51  Ferdinando Ametrano

	* [r3803] ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/americanpayoffatexpiry.hpp,
	  ql/PricingEngines/core.hpp:
	  
	  American payoff paid at Expiry added

2004-01-05 08:50  Ferdinando Ametrano

	* [r3802] ql/PricingEngines/americanpayoffathit.hpp:
	  
	  various fixes

2004-01-05 08:48  Ferdinando Ametrano

	* [r3801] ql/MonteCarlo/brownianbridge.hpp:
	  
	  working on BrownianBridge

2004-01-05 08:46  Ferdinando Ametrano

	* [r3800] ql/Math/bivariatenormaldistribution.cpp:
	  
	  formatting

2004-01-05 08:46  Ferdinando Ametrano

	* [r3799] ql/Math/poissondistribution.hpp:
	  
	  typo fixed

2004-01-05 08:44  Ferdinando Ametrano

	* [r3798] ql/stochasticprocess.hpp:
	  
	  working on Merton76

2004-01-05 07:36  Ferdinando Ametrano

	* [r3797] Examples/AmericanOption/AmericanOption.cpp:
	  
	  few more digits

2004-01-03 14:49  Luigi Ballabio

	* [r3795] ql/stochasticprocess.hpp:
	  
	  *** empty log message ***

2004-01-02 17:13  Luigi Ballabio

	* [r3794] test-suite/americanoption.cpp, test-suite/asianoptions.cpp:
	  
	  Hmm

2004-01-01 22:58  Ferdinando Ametrano

	* [r3793] test-suite/digitaloption.cpp:
	  
	  more test cases added

2004-01-01 22:57  Ferdinando Ametrano

	* [r3792] test-suite/digitaloption.hpp:
	  
	  added test for AssetOrNothing payoff with American exercise

2004-01-01 22:50  Ferdinando Ametrano

	* [r3791] QuantLib.dsp, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/Vanilla/analyticamericanengine.cpp,
	  ql/PricingEngines/americanpayoffathit.hpp,
	  ql/PricingEngines/core.hpp:
	  
	  added American exercise with Payoff at hit analytical formulae

2004-01-01 22:42  Ferdinando Ametrano

	* [r3790] ql/PricingEngines/blackformula.hpp:
	  
	  small adjustments

2004-01-01 22:40  Ferdinando Ametrano

	* [r3789] ql/exercise.hpp:
	  
	  commented out code removed

2003-12-31 20:59  Ferdinando Ametrano

	* [r3788] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, TODO.txt, ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp,
	  ql/Instruments/binarybarrieroption.cpp,
	  ql/Instruments/binarybarrieroption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Makefile.am, ql/PricingEngines/Asian/analyticasianengine.cpp,
	  ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp,
	  ql/PricingEngines/Barrier/barrierengines.hpp,
	  ql/PricingEngines/Barrier/binarybarrierengines.hpp,
	  ql/PricingEngines/Forward/forwardengines.hpp,
	  ql/PricingEngines/Quanto/quantoengines.hpp,
	  ql/PricingEngines/Vanilla/americanmcengines.cpp,
	  ql/PricingEngines/Vanilla/analyticamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp,
	  ql/PricingEngines/Vanilla/integralengines.cpp,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/Vanilla/vanillaengines.hpp, ql/quantlib.hpp,
	  ql/stochasticprocess.hpp, test-suite/americanoption.cpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/binarybarrieroption.cpp, test-suite/digitaloption.cpp,
	  test-suite/europeanoption.cpp, test-suite/makefile.mak,
	  test-suite/quantlibtestsuite.cpp:
	  
	  first draft of StochasticProcess introduced.

2003-12-31 20:46  Ferdinando Ametrano

	* [r3787] ql/voltermstructure.cpp:
	  
	  more informative error messages + a small fix

2003-12-31 14:45  Luigi Ballabio

	* [r3786] ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp,
	  ql/PricingEngines/Barrier/binarybarrierengines.hpp,
	  ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/mcdigitalengine.hpp,
	  test-suite/americanoption.cpp, test-suite/binarybarrieroption.cpp,
	  test-suite/digitaloption.cpp, test-suite/distributions.cpp,
	  test-suite/europeanoption.cpp:
	  
	  Miscellaneous fixes for the new year

2003-12-29 21:23  Ferdinando Ametrano

	* [r3785] test-suite/europeanoption.cpp:
	  
	  binary (cash-or-nothing, asset-or-nothing, gap) greeks test
	  and more added

2003-12-29 21:11  Ferdinando Ametrano

	* [r3784] test-suite/americanoption.cpp:
	  
	  formatting

2003-12-29 20:46  Ferdinando Ametrano

	* [r3783] test-suite/digitaloption.cpp, test-suite/digitaloption.hpp:
	  
	  tests added for value of Gap, Asset-Or-Nothing, and Asset-Or-Nothing
	  european options

2003-12-29 20:20  Ferdinando Ametrano

	* [r3782] ql/PricingEngines/blackformula.hpp:
	  
	  delta and gamma with respect to forward added
	  greeks for cash-or-nothing, asset-or-nothing, and gap payoff added

2003-12-29 20:08  Ferdinando Ametrano

	* [r3781] ql/Instruments/payoffs.hpp:
	  
	  Gap payoff introduced

2003-12-28 22:28  Ferdinando Ametrano

	* [r3780] test-suite/europeanoption.cpp:
	  
	  more tests added, namely greeks of european options with digital
	  payoff

2003-12-28 21:34  Ferdinando Ametrano

	* [r3779] test-suite/binarybarrieroption.cpp:
	  
	  explicit engine declaration added instead of using default parameter

2003-12-28 21:29  Ferdinando Ametrano

	* [r3778] test-suite/quantlibtestsuite.cpp:
	  
	  digital option test added: it is the former binarybarrier option
	  test which will
	  be removed as soon as possible

2003-12-28 21:28  Ferdinando Ametrano

	* [r3777] test-suite/americanoption.cpp,
	  test-suite/americanoption.hpp:
	  
	  Bjerksund and Stensland test
	  Barone-Adesi and Whaley test

2003-12-28 21:26  Ferdinando Ametrano

	* [r3776] test-suite/Makefile.am, test-suite/digitaloption.cpp,
	  test-suite/digitaloption.hpp, test-suite/makefile.mak,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  digital option test added: it is the ofrmer binarybarrier option
	  test which will
	  be removed as soon as possible

2003-12-28 21:24  Ferdinando Ametrano

	* [r3775] QuantLib.dsp, QuantLib.mak:
	  
	  updated

2003-12-28 21:23  Ferdinando Ametrano

	* [r3774] ql/PricingEngines/Asian/analyticasianengine.cpp,
	  ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp:
	  
	  minor changes, mainly catching up with BlackFormula new signature

2003-12-28 21:21  Ferdinando Ametrano

	* [r3773] ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/digitalpathpricer.cpp,
	  ql/MonteCarlo/digitalpathpricer.hpp,
	  ql/MonteCarlo/digitapathpricer.cpp, ql/MonteCarlo/makefile.mak:
	  
	  added digitalpathpricer.
	  It will replace binarybarrierpathpricer as soon as possible

2003-12-28 21:10  Ferdinando Ametrano

	* [r3772] ql/Instruments/binarybarrieroption.cpp,
	  ql/Instruments/binarybarrieroption.hpp:
	  
	  BinaryBarrierOption will be removed as soon as possible.
	  Replaced by VanillaOption with digital payoffs

2003-12-28 21:08  Ferdinando Ametrano

	* [r3771] ql/PricingEngines/blackformula.hpp:
	  
	  greek calculation extended to cash-or-nothing payff (tested) and
	  asset-or-nothing payoff (untested yet)
	  Signature changed.

2003-12-28 21:06  Ferdinando Ametrano

	* [r3770] ql/PricingEngines/Vanilla/analyticamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp:
	  
	  minor modifications, mainly catching up with the new Black interface

2003-12-28 21:03  Ferdinando Ametrano

	* [r3769] ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/makefile.mak,
	  ql/PricingEngines/Vanilla/vanillaengines.hpp,
	  ql/PricingEngines/all.hpp:
	  
	  new engines added

2003-12-28 20:58  Ferdinando Ametrano

	* [r3768] ql/PricingEngines/Vanilla/mcdigitalengine.hpp:
	  
	  added Monte Carlo digital engine (formerly MC binary barrier engine)

2003-12-28 20:57  Ferdinando Ametrano

	* [r3767] ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp:
	  
	  added Bjerksund and Stensland approximation for American option.

2003-12-28 20:56  Ferdinando Ametrano

	* [r3766] ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp:
	  
	  Barone-Adesi and Whaley approximation for American option
	  now successfully tested

2003-12-26 10:10  Ferdinando Ametrano

	* [r3765] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp,
	  ql/Instruments/binarybarrieroption.cpp,
	  ql/Instruments/binarybarrieroption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp, ql/Instruments/vanillaoption.cpp,
	  ql/Instruments/vanillaoption.hpp,
	  ql/MonteCarlo/binarybarrierpathpricer.cpp,
	  ql/MonteCarlo/binarybarrierpathpricer.hpp,
	  ql/Pricers/blackswaption.cpp, ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/swaptionpricer.hpp, ql/Pricers/treeswaption.cpp,
	  ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp,
	  ql/PricingEngines/Barrier/binarybarrierengines.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/option.hpp, test-suite/asianoptions.cpp,
	  test-suite/barrieroption.cpp, test-suite/binarybarrieroption.cpp,
	  test-suite/europeanoption.cpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/swaption.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  Instruments classes (partial) refactoring using Payoff and Exercise

2003-12-26 09:53  Ferdinando Ametrano

	* [r3764] test-suite/Makefile.am, test-suite/americanoption.cpp,
	  test-suite/americanoption.hpp, test-suite/makefile.mak:
	  
	  added Barone-Adesi and Whaley approximation for American option.
	  Not successfully tested yet

2003-12-26 09:42  Ferdinando Ametrano

	* [r3763] ql/exercise.hpp:
	  
	  polymorphic Exercise

2003-12-26 09:13  Ferdinando Ametrano

	* [r3762] ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/analyticamericanengine.cpp,
	  ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp,
	  ql/PricingEngines/Vanilla/makefile.mak,
	  ql/PricingEngines/Vanilla/vanillaengines.hpp:
	  
	  added Barone-Adesi and Whaley approximation for American option.
	  Not tested yet

2003-12-26 09:11  Ferdinando Ametrano

	* [r3761] ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp:
	  
	  added elasticity, thetaPerDay, deltaFoward, and itmProbability

2003-12-26 09:05  Ferdinando Ametrano

	* [r3760] test-suite/europeanoption.cpp,
	  test-suite/europeanoption.hpp:
	  
	  more value and greek tests

2003-12-26 08:52  Ferdinando Ametrano

	* [r3759] ql/PricingEngines/blackformula.hpp:
	  
	  added elasticity, thetaPerDay, deltaFoward

2003-12-26 08:47  Ferdinando Ametrano

	* [r3758] test-suite/distributions.cpp, test-suite/distributions.hpp:
	  
	  added bivariate cumulative normal distribution test

2003-12-26 08:44  Ferdinando Ametrano

	* [r3757] ql/Math/Makefile.am,
	  ql/Math/bivariatenormaldistribution.cpp,
	  ql/Math/bivariatenormaldistribution.hpp, ql/Math/makefile.mak:
	  
	  added bivariate cumulative normal distribution

2003-12-23 12:06  Luigi Ballabio

	* [r3756] test-suite/quantlibtestsuite.cpp, test-suite/stats.cpp,
	  test-suite/stats.hpp:
	  
	  *** empty log message ***

2003-12-23 11:13  Luigi Ballabio

	* [r3755] ql/Makefile.am, ql/errors.cpp, ql/errors.hpp,
	  ql/qldefines.hpp:
	  
	  Added handler for Boost assertions

2003-12-23 11:13  Luigi Ballabio

	* [r3754] ql/scheduler.cpp, test-suite/asianoptions.cpp,
	  test-suite/europeanoption.cpp:
	  
	  *** empty log message ***

2003-12-23 00:37  Ferdinando Ametrano

	* [r3752] test-suite/europeanoption.cpp:
	  
	  more test added

2003-12-23 00:35  Ferdinando Ametrano

	* [r3751] ql/PricingEngines/blackformula.hpp:
	  
	  elasticity added

2003-12-22 19:54  Ferdinando Ametrano

	* [r3750] ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/analyticamericanengine.cpp,
	  ql/PricingEngines/Vanilla/makefile.mak:
	  
	  adding one-touch option, that is american binary options

2003-12-22 19:34  Ferdinando Ametrano

	* [r3749] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, TODO.txt, ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp,
	  ql/Instruments/binarybarrieroption.cpp,
	  ql/Instruments/binarybarrieroption.hpp,
	  ql/Instruments/cliquetoption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/PricingEngines/Asian/analyticasianengine.cpp,
	  ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp,
	  ql/PricingEngines/Barrier/barrierengines.hpp,
	  ql/PricingEngines/Barrier/binarybarrierengines.hpp,
	  ql/PricingEngines/Forward/forwardengines.hpp,
	  ql/PricingEngines/Quanto/quantoengines.hpp,
	  ql/PricingEngines/Vanilla/americanmcengines.cpp,
	  ql/PricingEngines/Vanilla/analyticamericanengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp,
	  ql/PricingEngines/Vanilla/integralengines.cpp,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/Vanilla/vanillaengines.hpp,
	  ql/PricingEngines/blackformula.hpp, ql/option.hpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/binarybarrieroption.cpp, test-suite/europeanoption.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite.mak:
	  
	  using Exercise everywhere

2003-12-22 19:29  Ferdinando Ametrano

	* [r3748] ql/exercise.cpp:
	  
	  more requirements

2003-12-22 19:09  Ferdinando Ametrano

	* [r3747] test-suite/europeanoption.cpp,
	  test-suite/europeanoption.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  quicker test

2003-12-22 14:28  Ferdinando Ametrano

	* [r3746] ql/PricingEngines/Barrier/binarybarrierengines.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp:
	  
	  comments

2003-12-22 14:27  Ferdinando Ametrano

	* [r3745] ql/exercise.cpp, ql/exercise.hpp:
	  
	  introduced intermediate EarlyExercise class

2003-12-22 12:21  Ferdinando Ametrano

	* [r3744] QuantLib.dsp, QuantLib.mak, ql/Instruments/Makefile.am,
	  ql/Instruments/all.hpp, ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp,
	  ql/Instruments/binarybarrieroption.cpp,
	  ql/Instruments/binarybarrieroption.hpp,
	  ql/Instruments/binaryoption.cpp, ql/Instruments/binaryoption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/makefile.mak,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/all.hpp, ql/MonteCarlo/binarybarrierpathpricer.cpp,
	  ql/MonteCarlo/binarybarrierpathpricer.hpp,
	  ql/MonteCarlo/binarypathpricer.cpp,
	  ql/MonteCarlo/binarypathpricer.hpp, ql/MonteCarlo/makefile.mak,
	  ql/PricingEngines/Barrier/Makefile.am,
	  ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp,
	  ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp,
	  ql/PricingEngines/Barrier/binarybarrierengines.hpp,
	  ql/PricingEngines/Barrier/makefile.mak,
	  ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/analyticamericanbinaryengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanbinaryengine.cpp,
	  ql/PricingEngines/Vanilla/binaryengines.hpp,
	  ql/PricingEngines/Vanilla/makefile.mak, ql/PricingEngines/all.hpp,
	  test-suite/Makefile.am, test-suite/binarybarrieroption.cpp,
	  test-suite/binarybarrieroption.hpp, test-suite/binaryoption.cpp,
	  test-suite/binaryoption.hpp, test-suite/makefile.mak,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  (barrier) BinaryOption renamed as BinaryBarrierOption

2003-12-22 10:43  Luigi Ballabio

	* [r3742] ql/Instruments/payoffs.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp:
	  
	  *** empty log message ***

2003-12-22 09:21  Ferdinando Ametrano

	* [r3741] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  using OptionTypeFormatter

2003-12-22 09:13  Ferdinando Ametrano

	* [r3740] test-suite/binaryoption.cpp, test-suite/europeanoption.cpp,
	  test-suite/old_pricers.cpp:
	  
	  using OptionTypeFormatter

2003-12-22 09:12  Ferdinando Ametrano

	* [r3739] ql/dataformatters.cpp, ql/dataformatters.hpp:
	  
	  added OptionTypeFormatter

2003-12-21 11:43  Ferdinando Ametrano

	* [r3738] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp, TODO.txt:
	  
	  Payoff as input, instead of (type, strike) couple

2003-12-21 11:38  Ferdinando Ametrano

	* [r3737] ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  test-suite/asianoptions.cpp, test-suite/barrieroption.cpp,
	  test-suite/europeanoption.cpp:
	  
	  Payoff as input, instead of (type, strike) couple

2003-12-21 11:31  Ferdinando Ametrano

	* [r3736] ql/PricingEngines/Forward/forwardengines.hpp,
	  ql/PricingEngines/Quanto/quantoengines.hpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp:
	  
	  using new Payoff approach

2003-12-21 11:29  Ferdinando Ametrano

	* [r3735] ql/PricingEngines/blackformula.hpp:
	  
	  it handles binary Cash-Or-Nothing and Asset-Or-Nothing payoffs too

2003-12-21 11:24  Ferdinando Ametrano

	* [r3734] ql/Instruments/payoffs.hpp:
	  
	  introduced one more intermediate level of payoff

2003-12-20 10:32  Luigi Ballabio

	* [r3733] test-suite/asianoptions.cpp:
	  
	  *** empty log message ***

2003-12-19 19:25  Ferdinando Ametrano

	* [r3732] QuantLib.dsp, QuantLib.mak:
	  
	  updated

2003-12-19 19:22  Ferdinando Ametrano

	* [r3731] ql/PricingEngines/blackformula.hpp:
	  
	  fixing wrong header gard

2003-12-19 16:44  Ferdinando Ametrano

	* [r3730] test-suite/asianoptions.cpp, test-suite/asianoptions.hpp:
	  
	  discrete averaging geometric asian option test added

2003-12-19 15:51  Ferdinando Ametrano

	* [r3729] QuantLib.dsp, QuantLib.mak:
	  
	  updated

2003-12-19 15:51  Ferdinando Ametrano

	* [r3728] test-suite/Makefile.am, test-suite/makefile.mak,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  discrete averaging geometric asian option test added

2003-12-19 15:49  Ferdinando Ametrano

	* [r3727] ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp,
	  ql/PricingEngines/Asian/analyticasianengine.cpp, ql/makefile.mak:
	  
	  moved to handle fixing dates instead of fixing times

2003-12-19 09:11  Luigi Ballabio

	* [r3726] configure.ac, ql/PricingEngines/Asian/Makefile.am,
	  ql/PricingEngines/Makefile.am, ql/PricingEngines/all.hpp,
	  ql/PricingEngines/core.hpp:
	  
	  *** empty log message ***

2003-12-19 08:57  Luigi Ballabio

	* [r3725] QuantLib.dsp, QuantLib.mak:
	  
	  *** empty log message ***

2003-12-18 19:34  Ferdinando Ametrano

	* [r3724] ql/Instruments/asianoption.cpp,
	  ql/Instruments/asianoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp, ql/Makefile.am,
	  ql/PricingEngines/Asian/Makefile.am,
	  ql/PricingEngines/Asian/analyticasianengine.cpp,
	  ql/PricingEngines/Asian/asianengines.hpp,
	  ql/PricingEngines/Asian/makefile.mak, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/blackformula.hpp, ql/makefile.mak:
	  
	  Discrete geometric asian option moving to the pricing engine
	  framework

2003-12-18 13:30  Luigi Ballabio

	* [r3721] configure.ac, ql/Makefile.am,
	  ql/PricingEngines/Barrier/Makefile.am,
	  ql/PricingEngines/Cliquet/Makefile.am,
	  ql/PricingEngines/Forward/Makefile.am,
	  ql/PricingEngines/Quanto/Makefile.am,
	  ql/PricingEngines/Vanilla/Makefile.am:
	  
	  *** empty log message ***

2003-12-18 12:32  Luigi Ballabio

	* [r3720] ql/Calendars/Makefile.am, ql/Calendars/all.hpp,
	  ql/CashFlows/Makefile.am, ql/CashFlows/all.hpp,
	  ql/CashFlows/core.hpp, ql/DayCounters/Makefile.am,
	  ql/DayCounters/all.hpp, ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/all.hpp, ql/FiniteDifferences/core.hpp,
	  ql/Indexes/Makefile.am, ql/Indexes/all.hpp, ql/Indexes/core.hpp,
	  ql/Instruments/Makefile.am, ql/Instruments/all.hpp,
	  ql/Instruments/core.hpp, ql/Lattices/Makefile.am,
	  ql/Lattices/all.hpp, ql/Lattices/core.hpp, ql/Makefile.am,
	  ql/Math/Makefile.am, ql/Math/all.hpp, ql/Math/core.hpp,
	  ql/MonteCarlo/Makefile.am, ql/MonteCarlo/all.hpp,
	  ql/MonteCarlo/core.hpp, ql/Optimization/Makefile.am,
	  ql/Optimization/all.hpp, ql/Optimization/core.hpp,
	  ql/Patterns/Makefile.am, ql/Patterns/all.hpp,
	  ql/Pricers/Makefile.am, ql/Pricers/all.hpp, ql/Pricers/core.hpp,
	  ql/PricingEngines/Makefile.am, ql/PricingEngines/all.hpp,
	  ql/PricingEngines/core.hpp, ql/RandomNumbers/Makefile.am,
	  ql/RandomNumbers/all.hpp, ql/RandomNumbers/core.hpp,
	  ql/ShortRateModels/Makefile.am, ql/ShortRateModels/all.hpp,
	  ql/ShortRateModels/core.hpp, ql/Solvers1D/Makefile.am,
	  ql/Solvers1D/all.hpp, ql/TermStructures/Makefile.am,
	  ql/TermStructures/all.hpp, ql/Utilities/Makefile.am,
	  ql/Utilities/all.hpp, ql/Volatilities/Makefile.am,
	  ql/Volatilities/all.hpp, ql/core.hpp, ql/functions/Makefile.am,
	  ql/functions/all.hpp, ql/quantlib.hpp:
	  
	  Finer-grained control on what to include (as opposed to a monolythic
	  quantlib.hpp)

2003-12-18 11:49  Ferdinando Ametrano

	* [r3719] Examples/AmericanOption/AmericanOption.cpp:
	  
	  OneAssetOption and OneAssetStrikedOption instrumets introduced

2003-12-18 11:47  Ferdinando Ametrano

	* [r3718] Examples/AmericanOption/AmericanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, TODO.txt, ql/Instruments/Makefile.am,
	  ql/Instruments/asianoption.cpp, ql/Instruments/asianoption.hpp,
	  ql/Instruments/barrieroption.cpp, ql/Instruments/barrieroption.hpp,
	  ql/Instruments/binaryoption.cpp, ql/Instruments/makefile.mak,
	  ql/Instruments/oneassetoption.cpp,
	  ql/Instruments/oneassetoption.hpp,
	  ql/Instruments/oneassetstrikedoption.cpp,
	  ql/Instruments/oneassetstrikedoption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/option.hpp:
	  
	  OneAssetOption and OneAssetStrikedOption instrumets introduced

2003-12-18 11:10  Luigi Ballabio

	* [r3717] QuantLib.dsp, ql/Makefile.am, ql/Pricers/Makefile.am,
	  ql/Pricers/blackcapfloor.hpp, ql/Pricers/blackmodel.hpp,
	  ql/Pricers/blackswaption.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/Volatilities/capflatvolvector.hpp, ql/blackmodel.hpp,
	  ql/quantlib.hpp:
	  
	  Moved Black model where it might belong (better than in the root dir
	  anyway)

2003-12-18 09:31  Luigi Ballabio

	* [r3716] ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp, ql/Makefile.am,
	  ql/Math/Makefile.am, ql/Math/array.hpp, ql/Math/matrix.hpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/costfunction.hpp,
	  ql/RandomNumbers/haltonrsg.hpp,
	  ql/RandomNumbers/inversecumgaussianrsg.hpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp,
	  ql/RandomNumbers/sobolrsg.hpp, ql/array.hpp, ql/quantlib.hpp:
	  
	  Moved array where it belongs

2003-12-18 08:31  Ferdinando Ametrano

	* [r3715] ql/PricingEngines/Cliquet/Makefile.am,
	  ql/PricingEngines/Lookback/Makefile.am,
	  ql/PricingEngines/Makefile.am:
	  
	  (conceptual) file re-ordering

2003-12-17 16:58  Ferdinando Ametrano

	* [r3714] QuantLib.dsp, QuantLib.mak,
	  ql/Instruments/barrieroption.cpp, ql/Instruments/binaryoption.cpp,
	  ql/makefile.mak, ql/quantlib.hpp, test-suite/barrieroption.cpp,
	  test-suite/binaryoption.cpp, test-suite/europeanoption.cpp,
	  test-suite/testsuite.mak:
	  
	  (conceptual) file re-ordering

2003-12-17 16:52  Ferdinando Ametrano

	* [r3713] ql/PricingEngines/Asian, ql/PricingEngines/Asian/.cvsignore,
	  ql/PricingEngines/Asian/Makefile.am,
	  ql/PricingEngines/Asian/makefile.mak, ql/PricingEngines/Barrier,
	  ql/PricingEngines/Barrier/.cvsignore,
	  ql/PricingEngines/Barrier/Makefile.am,
	  ql/PricingEngines/Barrier/analyticbarrierengine.cpp,
	  ql/PricingEngines/Barrier/barrierengines.hpp,
	  ql/PricingEngines/Barrier/makefile.mak, ql/PricingEngines/Cliquet,
	  ql/PricingEngines/Cliquet/.cvsignore,
	  ql/PricingEngines/Cliquet/Makefile.am,
	  ql/PricingEngines/Cliquet/cliquetengines.hpp,
	  ql/PricingEngines/Cliquet/makefile.mak, ql/PricingEngines/Forward,
	  ql/PricingEngines/Forward/.cvsignore,
	  ql/PricingEngines/Forward/Makefile.am,
	  ql/PricingEngines/Forward/forwardengines.hpp,
	  ql/PricingEngines/Forward/makefile.mak, ql/PricingEngines/Lookback,
	  ql/PricingEngines/Lookback/.cvsignore,
	  ql/PricingEngines/Lookback/Makefile.am,
	  ql/PricingEngines/Lookback/makefile.mak,
	  ql/PricingEngines/Makefile.am, ql/PricingEngines/Quanto,
	  ql/PricingEngines/Quanto/.cvsignore,
	  ql/PricingEngines/Quanto/Makefile.am,
	  ql/PricingEngines/Quanto/makefile.mak,
	  ql/PricingEngines/Quanto/quantoengines.hpp,
	  ql/PricingEngines/Vanilla, ql/PricingEngines/Vanilla/.cvsignore,
	  ql/PricingEngines/Vanilla/Makefile.am,
	  ql/PricingEngines/Vanilla/americanmcengines.cpp,
	  ql/PricingEngines/Vanilla/americanmcengines.hpp,
	  ql/PricingEngines/Vanilla/analyticamericanbinaryengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanbinaryengine.cpp,
	  ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp,
	  ql/PricingEngines/Vanilla/binaryengines.hpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp,
	  ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp,
	  ql/PricingEngines/Vanilla/integralengines.cpp,
	  ql/PricingEngines/Vanilla/makefile.mak,
	  ql/PricingEngines/Vanilla/mceuropeanengine.hpp,
	  ql/PricingEngines/Vanilla/mcvanillaengine.hpp,
	  ql/PricingEngines/Vanilla/vanillaengines.hpp,
	  ql/PricingEngines/americanmcengines.cpp,
	  ql/PricingEngines/americanmcengines.hpp,
	  ql/PricingEngines/analyticamericanbinaryengine.cpp,
	  ql/PricingEngines/analyticbarrierengine.cpp,
	  ql/PricingEngines/analyticeuropeanbinaryengine.cpp,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/binaryengines.hpp,
	  ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/integralengines.cpp,
	  ql/PricingEngines/mcengine.hpp,
	  ql/PricingEngines/mceuropeanengine.hpp,
	  ql/PricingEngines/mcsimulation.hpp,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/vanillaengines.hpp:
	  
	  (conceptual) file re-ordering

2003-12-17 14:20  Ferdinando Ametrano

	* [r3712] ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp:
	  
	  BarrierOption now uses Payoff

2003-12-17 14:02  Ferdinando Ametrano

	* [r3711] ql/Instruments/payoffs.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/PricingEngines/analyticamericanbinaryengine.cpp:
	  
	  VanillaOption now uses Payoff

2003-12-17 12:09  Luigi Ballabio

	* [r3710] ql/CashFlows/coupon.hpp:
	  
	  Check for null reference dates

2003-12-16 18:04  Luigi Ballabio

	* [r3709] ql/Instruments/Makefile.am:
	  
	  *** empty log message ***

2003-12-16 18:01  Luigi Ballabio

	* [r3708] test-suite/factorial.cpp:
	  
	  Fixed random capitals

2003-12-16 18:01  Luigi Ballabio

	* [r3707] ql/FiniteDifferences/americancondition.hpp,
	  ql/Instruments/payoffs.hpp, ql/Instruments/swaption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/barrierpathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/Pricers/singleassetoption.hpp,
	  ql/PricingEngines/vanillaengines.hpp, ql/exercise.hpp,
	  ql/option.hpp, ql/payoff.hpp, ql/quantlib.hpp:
	  
	  Trying to use VanillaOption as a leaf class (well, it's a first
	  step)

2003-12-16 15:03  Luigi Ballabio

	* [r3706] Docs/Makefile.am, Docs/makefile.mak, Docs/quantlib.doxy,
	  Docs/quantlibheader.html, ql/CashFlows/basispointsensitivity.hpp,
	  ql/Instruments/swap.hpp, ql/PricingEngines/americanmcengines.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp:
	  
	  Bug list added

2003-12-15 17:16  Luigi Ballabio

	* [r3705] ql/Instruments/barrieroption.cpp,
	  ql/Instruments/binaryoption.cpp:
	  
	  Compiles with Boost

2003-12-15 15:42  Ferdinando Ametrano

	* [r3704] ql/Lattices/binomialtree.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/barrierpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/Pricers/singleassetoption.cpp,
	  ql/PricingEngines/analyticbarrierengine.cpp,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp:
	  
	  handling strike=0.0 where possible

2003-12-15 13:51  Ferdinando Ametrano

	* [r3703] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/vanillaengines.hpp, ql/diffusionprocess.hpp,
	  test-suite/europeanoption.cpp:
	  
	  added Leisen-Reimer binomial tree

2003-12-15 13:33  Ferdinando Ametrano

	* [r3702] ql/Math/binomialdistribution.hpp:
	  
	  requiring odd n

2003-12-15 11:07  Luigi Ballabio

	* [r3701] test-suite/factorial.cpp:
	  
	  *** empty log message ***

2003-12-15 10:22  Ferdinando Ametrano

	* [r3699] ql/Math/binomialdistribution.hpp:
	  
	  typo

2003-12-15 09:36  Luigi Ballabio

	* [r3697] ql/Math/binomialdistribution.hpp:
	  
	  Grrr

2003-12-15 09:25  Luigi Ballabio

	* [r3696] ql/Math/poissondistribution.hpp:
	  
	  *** empty log message ***

2003-12-15 09:25  Ferdinando Ametrano

	* [r3695] QuantLib.dsp, QuantLib.mak, ql/Math/Makefile.am,
	  ql/Math/beta.cpp, ql/Math/beta.hpp,
	  ql/Math/binomialdistribution.hpp, ql/quantlib.hpp:
	  
	  added binomialCoefficientLn, binomialCoefficient,
	  BinomialDistribution, CumulativeBinomialDistribution, and
	  PeizerPrattMethod2Inversion

2003-12-15 09:17  Luigi Ballabio

	* [r3694] QuantLib.dsp, QuantLib.mak, ql/Math/Makefile.am,
	  ql/Math/comparison.hpp, ql/discretizedasset.hpp, ql/grid.cpp:
	  
	  Somewhat better floating-point comparison

2003-12-14 15:31  Ferdinando Ametrano

	* [r3693] ql/Math/Makefile.am, ql/Math/beta.cpp, ql/Math/beta.hpp,
	  ql/Math/makefile.mak:
	  
	  added beta function(s)

2003-12-12 14:26  Ferdinando Ametrano

	* [r3692] test-suite/factorial.cpp, test-suite/factorial.hpp:
	  
	  added poisson pdf and cdf tests

2003-12-12 13:13  Luigi Ballabio

	* [r3691] ql/Math/Makefile.am:
	  
	  *** empty log message ***

2003-12-12 11:44  Ferdinando Ametrano

	* [r3690] QuantLib.dsp, QuantLib.mak, ql/Math/Makefile.am,
	  ql/Math/incompletegamma.cpp, ql/Math/incompletegamma.hpp,
	  ql/Math/makefile.mak, ql/Math/poissondistribution.hpp,
	  ql/quantlib.hpp, test-suite/factorial.cpp, test-suite/testsuite.mak:
	  
	  added poisson distribution
	  added cumulativr poisson distribution
	  added incomplete gamma function(s)

2003-12-12 09:27  Luigi Ballabio

	* [r3689] ql/Patterns/composite.hpp:
	  
	  Convenience typedefs

2003-12-11 17:37  Luigi Ballabio

	* [r3688] ql/Patterns/Makefile.am, test-suite/factorial.cpp:
	  
	  *** empty log message ***

2003-12-11 17:37  Luigi Ballabio

	* [r3687] ql/Math/factorial.cpp, ql/Math/factorial.hpp:
	  
	  Just because Size is an unsigned int, it doesn't mean that all
	  unsigned ints are Sizes

2003-12-11 16:56  Ferdinando Ametrano

	* [r3686] QuantLib.dsp, QuantLib.mak, ql/Math/Makefile.am,
	  ql/Math/factorial.cpp, ql/Math/factorial.hpp,
	  ql/Math/gammadistribution.cpp, ql/Math/gammadistribution.hpp,
	  ql/Math/makefile.mak, test-suite/Makefile.am,
	  test-suite/factorial.cpp, test-suite/factorial.hpp,
	  test-suite/makefile.mak, test-suite/quantlibtestsuite.cpp,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  added factorial
	  added factorial and gamma function tests

2003-12-11 12:26  Luigi Ballabio

	* [r3684] ql/Patterns/composite.hpp:
	  
	  *** empty log message ***

2003-12-11 10:39  Luigi Ballabio

	* [r3683] ql/Optimization/method.hpp:
	  
	  sigh

2003-12-11 10:24  Ferdinando Ametrano

	* [r3682] ql/Optimization/method.hpp:
	  
	  deprecated typedef removed

2003-12-11 10:10  Ferdinando Ametrano

	* [r3681] Examples/AmericanOption/AmericanOption.mak,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, QuantLib.mak, ql/Math/Makefile.am,
	  ql/Math/cholesky.cpp, ql/Math/cholesky.hpp, ql/Math/makefile.mak,
	  ql/Math/matrix.cpp, ql/Math/matrix.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  test-suite/covariance.cpp, test-suite/matrices.cpp,
	  test-suite/testsuite.mak:
	  
	  Cholesky as CholeskyDecomposition function
	  SalvagingAlgorithm as structure

2003-12-11 09:53  Luigi Ballabio

	* [r3680] ql/Patterns/composite.hpp, ql/quantlib.hpp:
	  
	  Composite pattern

2003-12-10 18:24  Ferdinando Ametrano

	* [r3677] ql/Math/matrix.cpp:
	  
	  bug fixes

2003-12-10 17:18  Ferdinando Ametrano

	* [r3676] Examples/AmericanOption/AmericanOption.mak,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, QuantLib.mak, ql/Math/matrix.cpp, ql/Math/matrix.hpp,
	  ql/errors.hpp, test-suite/old_pricers.cpp, test-suite/testsuite.mak:
	  
	  added rankReducedSqrt
	  improved pseudoSqrt

2003-12-10 17:14  Ferdinando Ametrano

	* [r3675] ql/Math/symmetricschurdecomposition.cpp:
	  
	  round off errors

2003-12-10 16:20  Ferdinando Ametrano

	* [r3674] makefile.mak:
	  
	  target added

2003-12-10 16:18  Ferdinando Ametrano

	* [r3673] ql/RandomNumbers/randomarraygenerator.hpp,
	  test-suite/matrices.cpp:
	  
	  explicit choice of salvaging algorithm

2003-12-10 16:04  Ferdinando Ametrano

	* [r3672] ql/Math/cholesky.cpp, ql/Math/cholesky.hpp:
	  
	  shorter name

2003-12-10 15:58  Luigi Ballabio

	* [r3671] ql/scheduler.cpp:
	  
	  Warning avoided

2003-12-10 14:30  Luigi Ballabio

	* [r3670] Docs/quantlib.doxy:
	  
	  Parsing headers only

2003-12-10 14:29  Luigi Ballabio

	* [r3669] ql/scheduler.cpp, ql/scheduler.hpp:
	  
	  Added treatment of 'once' frequency

2003-12-10 14:28  Luigi Ballabio

	* [r3668] ql/Math/cholesky.cpp, ql/Math/cholesky.hpp:
	  
	  Removed warnings

2003-12-10 14:27  Luigi Ballabio

	* [r3667] ql/date.hpp, quantlib.el:
	  
	  Added frequency enumeration

2003-12-10 13:23  Luigi Ballabio

	* [r3666] ql/Calendars/Makefile.am, ql/Calendars/copenhagen.cpp,
	  ql/Calendars/copenhagen.hpp, ql/Calendars/makefile.mak:
	  
	  Oversight in copyright dates

2003-12-10 13:17  Marco Marchioro

	* [r3665] QuantLib.dsp, ql/Calendars/copenhagen.cpp,
	  ql/Calendars/copenhagen.hpp, ql/quantlib.hpp:
	  
	  Added calendar for Copenhagen

2003-12-09 16:42  Luigi Ballabio

	* [r3664] test-suite/covariance.cpp, test-suite/matrices.cpp,
	  test-suite/matrices.hpp, test-suite/old_pricers.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  tests fixed

2003-12-09 09:43  Ferdinando Ametrano

	* [r3663] ql/Math/Makefile.am, ql/Math/cholesky.cpp,
	  ql/Math/cholesky.hpp, ql/Math/makefile.mak:
	  
	  added Cholesky decomposition

2003-12-09 09:33  Ferdinando Ametrano

	* [r3662] ql/Math/symmetricschurdecomposition.cpp:
	  
	  eigenvectors now have the first component always positive, to allow
	  for
	  easy consistent comparison between similar matrices

2003-12-08 15:10  Ferdinando Ametrano

	* [r3661] ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancesurface.cpp:
	  
	  bug fix for short time (0<=t<=Tmin) interpolation

2003-12-05 16:03  Luigi Ballabio

	* [r3660] QuantLib.dsp, ql/Pricers/analyticalcapfloor.hpp,
	  ql/Pricers/blackcapfloor.hpp, ql/Pricers/blackswaption.hpp,
	  ql/Pricers/capfloorpricer.hpp, ql/Pricers/jamshidianswaption.hpp,
	  ql/Pricers/swaptionpricer.hpp, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/binaryengines.hpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/genericengine.hpp,
	  ql/PricingEngines/genericmodelengine.hpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/vanillaengines.hpp, ql/pricingengine.hpp,
	  ql/quantlib.hpp:
	  
	  moved GenericEngine into pricingengine.hpp (they're strongly coupled
	  anyway)

2003-12-04 13:35  Marco Marchioro

	* [r3659] Authors.txt:
	  
	  trying to avoid some spam

2003-12-02 11:35  Luigi Ballabio

	* [r3656] ql/blackmodel.hpp:
	  
	  In-the-money probability

2003-12-01 12:54  Luigi Ballabio

	* [r3655] ql/PricingEngines/analyticamericanbinaryengine.cpp,
	  ql/PricingEngines/analyticeuropeanbinaryengine.cpp,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/binaryengines.hpp,
	  ql/PricingEngines/vanillaengines.hpp:
	  
	  Unified a few compiler-dependent #if branches

2003-12-01 10:46  Luigi Ballabio

	* [r3653] ql/marketelement.hpp:
	  
	  *** empty log message ***

2003-12-01 10:39  Luigi Ballabio

	* [r3651] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp, ql/Instruments/binaryoption.cpp,
	  ql/Instruments/binaryoption.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp, ql/Instruments/stock.cpp,
	  ql/Instruments/stock.hpp, ql/Instruments/vanillaoption.cpp,
	  ql/Instruments/vanillaoption.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/localvolsurface.hpp, ql/blackmodel.hpp,
	  ql/marketelement.hpp, test-suite/barrieroption.cpp,
	  test-suite/binaryoption.cpp, test-suite/capfloor.cpp,
	  test-suite/europeanoption.cpp, test-suite/instruments.cpp,
	  test-suite/marketelements.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/swaption.cpp, test-suite/termstructures.cpp:
	  
	  MarketElement renamed to Quote

2003-11-27 16:46  Ferdinando Ametrano

	* [r3650] ql/qldefines.hpp:
	  
	  checking boost version number

2003-11-27 15:57  Luigi Ballabio

	* [r3649] QuantLib.dsp:
	  
	  Removed files for other compilers

2003-11-27 15:45  Ferdinando Ametrano

	* [r3648] dev_tools/tgz2zip:
	  
	  user configurations moved to a single place

2003-11-27 15:41  Luigi Ballabio

	* [r3647] ql/userconfig.hpp:
	  
	  Added warning for gcc users

2003-11-27 15:32  Luigi Ballabio

	* [r3646] ql/FiniteDifferences/finitedifferencemodel.hpp:
	  
	  Compiles using boost on Visual

2003-11-27 14:57  Ferdinando Ametrano

	* [r3645] QuantLib.dsp:
	  
	  user configurations moved to a single place

2003-11-27 14:50  Ferdinando Ametrano

	* [r3644] ql/Makefile.am, ql/config.ansi.hpp, ql/config.bcc.hpp,
	  ql/config.msvc.hpp, ql/config.mwcw.hpp, ql/userconfig.hpp:
	  
	  user configurations moved to a single place

2003-11-27 14:40  Ferdinando Ametrano

	* [r3643] Examples/AmericanOption/makefile.mak,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak,
	  ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/makefile.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/makefile.mak,
	  ql/Lattices/makefile.mak, ql/Math/makefile.mak,
	  ql/MonteCarlo/makefile.mak, ql/Optimization/makefile.mak,
	  ql/Pricers/makefile.mak, ql/PricingEngines/makefile.mak,
	  ql/RandomNumbers/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/TermStructures/makefile.mak,
	  ql/Volatilities/makefile.mak, ql/functions/makefile.mak,
	  ql/makefile.mak, test-suite/makefile.mak:
	  
	  Borland makefiles ready for boost

2003-11-27 12:20  Ferdinando Ametrano

	* [r3641] test-suite/riskstats.cpp:
	  
	  must be equal!

2003-11-27 10:58  Luigi Ballabio

	* [r3640] test-suite/europeanoption.cpp:
	  
	  Ouch

2003-11-27 10:46  Luigi Ballabio

	* [r3638] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, acinclude.m4, configure.ac,
	  ql/CashFlows/parcoupon.cpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/Instruments/barrieroption.cpp, ql/Instruments/binaryoption.cpp,
	  ql/Instruments/capfloor.cpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/swap.cpp,
	  ql/Instruments/vanillaoption.cpp, ql/MonteCarlo/montecarlomodel.hpp,
	  ql/Patterns/bridge.hpp, ql/Patterns/observable.hpp,
	  ql/Pricers/analyticalcapfloor.cpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treeswaption.cpp,
	  ql/PricingEngines/americanmcengines.cpp,
	  ql/PricingEngines/analyticamericanbinaryengine.cpp,
	  ql/PricingEngines/analyticbarrierengine.cpp,
	  ql/PricingEngines/analyticeuropeanbinaryengine.cpp,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/binaryengines.hpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/genericengine.hpp,
	  ql/PricingEngines/integralengines.cpp,
	  ql/PricingEngines/mcengine.hpp,
	  ql/PricingEngines/mceuropeanengine.hpp,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/ratehelpers.cpp, ql/config.ansi.hpp,
	  ql/config.bcc.hpp, ql/config.msvc.hpp, ql/config.mwcw.hpp,
	  ql/diffusionprocess.cpp, ql/handle.hpp, ql/instrument.hpp,
	  ql/marketelement.hpp, ql/option.hpp, ql/pricingengine.hpp,
	  ql/relinkablehandle.hpp, test-suite/capfloor.cpp,
	  test-suite/europeanoption.cpp, test-suite/marketelements.cpp:
	  
	  Use boost::shared_ptr if available

2003-11-24 11:01  Luigi Ballabio

	* [r3635] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  ql/Optimization/armijo.cpp, ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/method.hpp,
	  ql/Optimization/problem.hpp, ql/Optimization/simplex.hpp,
	  ql/Optimization/steepestdescent.hpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treecapfloor.hpp, ql/Pricers/treeswaption.cpp,
	  ql/Pricers/treeswaption.hpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp,
	  ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/twofactormodel.cpp,
	  ql/ShortRateModels/twofactormodel.hpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp:
	  
	  Model and Method renamed to ShortRateModel and OptimizationMethod,
	  respectively.
	  Typedefs are provided for backward compatibility--they will be
	  removed in subsequent releases.

2003-11-24 10:05  Luigi Ballabio

	* [r3634] Docs/quantlib.doxy:
	  
	  *** empty log message ***

2003-11-24 08:58  Luigi Ballabio

	* [r3633] Docs/README.txt:
	  
	  *** empty log message ***

2003-11-24 08:43  Luigi Ballabio

	* [r3632] ql/Math/gaussianstatistics.hpp:
	  
	  *** empty log message ***

2003-11-21 17:34  Ferdinando Ametrano

	* [r3630] ql/Math/gaussianstatistics.hpp, test-suite/riskstats.cpp:
	  
	  GaussianStatistics<StatsHolder> finally works

2003-11-21 16:47  Ferdinando Ametrano

	* [r3629] ChangeLog.txt:
	  
	  older part of the changelog removed

2003-11-21 16:43  Ferdinando Ametrano

	* [r3628] ChangeLog.txt:
	  
	  older part of the changelog removed

2003-11-21 14:45  Ferdinando Ametrano

	* [r3626] ql/Math/gaussianstatistics.hpp,
	  ql/Math/symmetricschurdecomposition.cpp:
	  
	  nothing relevant

2003-11-21 10:13  Marco Marchioro

	* [r3625] Docs/README.txt:
	  
	  info on downloading fancy_header updated

2003-11-20 18:12  Ferdinando Ametrano

	* [r3624] ql/Math/gaussianstatistics.hpp:
	  
	  helper class

2003-11-20 17:54  Ferdinando Ametrano

	* [r3620] Examples/AmericanOption/AmericanOption.mak,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, QuantLib.mak, makefile.mak, ql/Math/Makefile.am,
	  ql/Math/makefile.mak, ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/sequencestatistics.hpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.hpp, ql/quantlib.hpp,
	  test-suite/covariance.cpp, test-suite/testsuite.mak:
	  
	  The already deprecated MultivariateAccumulator is gone.
	  Use SequenceStatistics instead

2003-11-20 17:03  Ferdinando Ametrano

	* [r3618] ql/PricingEngines/makefile.mak:
	  
	  Missed in action.
	  Rest in peace

2003-11-20 17:01  Ferdinando Ametrano

	* [r3617] ql/Pricers/makefile.mak:
	  
	  MIA
	  RIP

2003-11-20 16:53  Luigi Ballabio

	* [r3616] QuantLib.spec.in:
	  
	  Added Liguo's mods

2003-11-20 16:53  Luigi Ballabio

	* [r3615] ql/Math/incrementalstatistics.hpp:
	  
	  Typos and minor stuff

2003-11-20 16:52  Luigi Ballabio

	* [r3614] ql/Math/statistics.hpp, test-suite/riskstats.cpp,
	  test-suite/stats.cpp:
	  
	  Removed unneeded dependencies

2003-11-19 16:11  Ferdinando Ametrano

	* [r3612] ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/Lattices/lattice.hpp, ql/MonteCarlo/montecarlomodel.hpp,
	  ql/Optimization/problem.hpp, ql/Patterns/observable.hpp,
	  ql/Pricers/singleassetoption.hpp,
	  ql/RandomNumbers/knuthuniformrng.hpp, ql/ShortRateModels/model.hpp,
	  ql/Utilities/iteratorcategories.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/array.hpp,
	  ql/calendar.hpp, ql/cashflow.hpp, ql/daycounter.hpp,
	  ql/functions/daycounters.hpp, ql/index.hpp, ql/instrument.hpp,
	  ql/pricingengine.hpp, ql/qldefines.hpp, ql/solver1d.hpp,
	  ql/termstructure.hpp, ql/voltermstructure.hpp:
	  
	  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 12:52  Luigi Ballabio

	* [r3609] ql/Math/symmetricschurdecomposition.hpp:
	  
	  *** empty log message ***

2003-11-19 10:31  Ferdinando Ametrano

	* [r3608] ql/functions/daycounters.hpp, ql/quantlib.hpp:
	  
	  Functions namespace deprecated but still supported

2003-11-19 10:07  Ferdinando Ametrano

	* [r3607] Examples/AmericanOption/AmericanOption.mak,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.mak, test-suite/testsuite.mak:
	  
	  R000304f0-branch-merge1 merged into trunk

2003-11-19 09:51  Ferdinando Ametrano

	* [r3606] Authors.txt, Contributors.txt, Docs/pages/authors.docs,
	  Docs/pages/history.docs, Docs/pages/license.docs,
	  Docs/pages/platforms.docs, Docs/pages/usage.docs,
	  Docs/quantlib.doxy, Examples/AmericanOption/AmericanOption.dsp,
	  Examples/AmericanOption/AmericanOption.mak,
	  Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.mak, LICENSE.TXT, News.txt, QuantLib.dsp,
	  QuantLib.nsi, TODO.txt, configure.ac, dev_tools/QLdebugzip.bat,
	  ql/Instruments/capfloor.hpp, ql/Instruments/swap.hpp,
	  ql/Instruments/vanillaoption.hpp, ql/Math/matrix.cpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/symmetricschurdecomposition.hpp,
	  ql/Pricers/singleassetoption.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancesurface.cpp, ql/argsandresults.hpp,
	  ql/config.msvc.hpp, ql/diffusionprocess.cpp,
	  ql/voltermstructure.cpp, test-suite/Makefile.am,
	  test-suite/covariance.cpp, test-suite/lowdiscrepancysequences.cpp,
	  test-suite/old_pricers.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  R000304f0-branch-merge1 merged into trunk

2003-11-18 19:52  Ferdinando Ametrano

	* [r3604] Examples/AmericanOption/makefile.mak,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak,
	  ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/makefile.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/makefile.mak,
	  ql/Lattices/makefile.mak, ql/Math/makefile.mak,
	  ql/MonteCarlo/makefile.mak, ql/Optimization/makefile.mak,
	  ql/PricingEngines/makefile.mak, ql/RandomNumbers/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/TermStructures/makefile.mak,
	  ql/Volatilities/makefile.mak, ql/functions/makefile.mak,
	  ql/makefile.mak, test-suite/makefile.mak:
	  
	  trying to improve Borland performances

2003-11-11 15:40  Luigi Ballabio

	* [r3580] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/binaryoption.cpp, ql/Instruments/vanillaoption.cpp,
	  ql/Math/lexicographicalview.hpp, ql/Math/matrix.hpp,
	  ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/mceuropeanengine.hpp,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/vanillaengines.hpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/TermStructures/zerocurve.cpp,
	  ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Utilities/combiningiterator.hpp,
	  ql/Utilities/couplingiterator.hpp,
	  ql/Utilities/filteringiterator.hpp,
	  ql/Utilities/iteratorcategories.hpp,
	  ql/Utilities/processingiterator.hpp,
	  ql/Utilities/steppingiterator.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/localvolsurface.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/diffusionprocess.cpp,
	  ql/functions/vols.cpp, ql/history.hpp, ql/quantlib.hpp,
	  ql/termstructure.hpp, ql/voltermstructure.hpp,
	  test-suite/barrieroption.cpp, test-suite/binaryoption.cpp,
	  test-suite/capfloor.cpp, test-suite/compoundforward.cpp,
	  test-suite/europeanoption.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp:
	  
	  Inner namespaces are gone. Fake aliases are still provided for
	  compatibility.

2003-11-11 08:31  Luigi Ballabio

	* [r3578] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/vanillaoption.cpp,
	  ql/MonteCarlo/barrierpathpricer.cpp,
	  ql/MonteCarlo/barrierpathpricer.hpp,
	  ql/MonteCarlo/binarypathpricer.cpp,
	  ql/MonteCarlo/binarypathpricer.hpp, ql/MonteCarlo/mctraits.hpp,
	  ql/MonteCarlo/mctypedefs.hpp, ql/MonteCarlo/pathgenerator.hpp,
	  ql/Optimization/armijo.cpp, ql/Optimization/armijo.hpp,
	  ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/costfunction.hpp,
	  ql/Optimization/criteria.hpp, ql/Optimization/leastsquare.hpp,
	  ql/Optimization/linesearch.hpp, ql/Optimization/method.hpp,
	  ql/Optimization/problem.hpp, ql/Optimization/simplex.cpp,
	  ql/Optimization/simplex.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp,
	  ql/Pricers/analyticalcapfloor.hpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/singleassetoption.cpp,
	  ql/Pricers/treecapfloor.cpp, ql/Pricers/treecapfloor.hpp,
	  ql/Pricers/treeswaption.cpp, ql/Pricers/treeswaption.hpp,
	  ql/PricingEngines/americanmcengines.cpp,
	  ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/binaryengines.hpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/haltonrsg.cpp, ql/RandomNumbers/haltonrsg.hpp,
	  ql/RandomNumbers/inversecumgaussianrng.hpp,
	  ql/RandomNumbers/inversecumgaussianrsg.hpp,
	  ql/RandomNumbers/knuthuniformrng.cpp,
	  ql/RandomNumbers/knuthuniformrng.hpp,
	  ql/RandomNumbers/lecuyeruniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/RandomNumbers/mt19937uniformrng.cpp,
	  ql/RandomNumbers/mt19937uniformrng.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp, ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/calibrationhelper.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp,
	  ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/ShortRateModels/twofactormodel.cpp,
	  ql/ShortRateModels/twofactormodel.hpp, ql/Solvers1D/bisection.hpp,
	  ql/Solvers1D/brent.hpp, ql/Solvers1D/falseposition.hpp,
	  ql/Solvers1D/newton.hpp, ql/Solvers1D/newtonsafe.hpp,
	  ql/Solvers1D/ridder.hpp, ql/Solvers1D/secant.hpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp, ql/functions/mathf.cpp,
	  ql/quantlib.hpp, ql/solver1d.hpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/mersennetwister.cpp, test-suite/old_pricers.cpp,
	  test-suite/riskstats.cpp, test-suite/solvers.cpp:
	  
	  More inner namespaces are goners

2003-11-10 12:10  Luigi Ballabio

	* [r3575] QuantLib.dsp, QuantLib.mak:
	  
	  *** empty log message ***

2003-11-10 11:59  Luigi Ballabio

	* [r3574] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/CashFlows/basispointsensitivity.hpp, ql/CashFlows/coupon.hpp,
	  ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.hpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/simplecashflow.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp, ql/Indexes/xibor.hpp,
	  ql/Instruments/barrieroption.cpp, ql/Instruments/binaryoption.cpp,
	  ql/Instruments/capfloor.cpp, ql/Lattices/binomialtree.cpp,
	  ql/Lattices/binomialtree.hpp, ql/Lattices/bsmlattice.cpp,
	  ql/Lattices/bsmlattice.hpp, ql/Lattices/lattice.cpp,
	  ql/Lattices/lattice.hpp, ql/Lattices/lattice2d.cpp,
	  ql/Lattices/lattice2d.hpp, ql/Lattices/tree.hpp,
	  ql/Lattices/trinomialtree.cpp, ql/Lattices/trinomialtree.hpp,
	  ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/arithmeticasopathpricer.hpp,
	  ql/MonteCarlo/barrierpathpricer.cpp,
	  ql/MonteCarlo/barrierpathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.cpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.hpp,
	  ql/MonteCarlo/binarypathpricer.cpp,
	  ql/MonteCarlo/binarypathpricer.hpp,
	  ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.hpp,
	  ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp,
	  ql/MonteCarlo/maxbasketpathpricer.cpp,
	  ql/MonteCarlo/maxbasketpathpricer.hpp, ql/MonteCarlo/mctraits.hpp,
	  ql/MonteCarlo/mctypedefs.hpp, ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/multipath.hpp, ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/MonteCarlo/performanceoptionpathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/MonteCarlo/sample.hpp, ql/Optimization/constraint.hpp,
	  ql/Patterns/bridge.hpp, ql/Patterns/curiouslyrecurring.hpp,
	  ql/Patterns/lazyobject.hpp, ql/Patterns/observable.hpp,
	  ql/Patterns/visitor.hpp, ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp, ql/Pricers/blackcapfloor.cpp,
	  ql/Pricers/blackcapfloor.hpp, ql/Pricers/blackswaption.cpp,
	  ql/Pricers/blackswaption.hpp, ql/Pricers/capfloorpricer.cpp,
	  ql/Pricers/capfloorpricer.hpp, ql/Pricers/cliquetoption.cpp,
	  ql/Pricers/cliquetoption.hpp, ql/Pricers/continuousgeometricapo.hpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/discretegeometricaso.hpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/europeanoption.hpp, ql/Pricers/fdamericanoption.hpp,
	  ql/Pricers/fdbermudanoption.cpp, ql/Pricers/fdbermudanoption.hpp,
	  ql/Pricers/fdbsmoption.cpp, ql/Pricers/fdbsmoption.hpp,
	  ql/Pricers/fddividendamericanoption.cpp,
	  ql/Pricers/fddividendamericanoption.hpp,
	  ql/Pricers/fddividendeuropeanoption.cpp,
	  ql/Pricers/fddividendeuropeanoption.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fddividendoption.hpp,
	  ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fddividendshoutoption.hpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdeuropean.hpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp, ql/Pricers/fdshoutoption.hpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/fdstepconditionoption.hpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, ql/Pricers/mcpricer.hpp,
	  ql/Pricers/performanceoption.cpp, ql/Pricers/performanceoption.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/Pricers/swaptionpricer.cpp, ql/Pricers/swaptionpricer.hpp,
	  ql/Pricers/treecapfloor.cpp, ql/Pricers/treecapfloor.hpp,
	  ql/Pricers/treeswaption.cpp, ql/Pricers/treeswaption.hpp,
	  ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/americanmcengines.cpp,
	  ql/PricingEngines/americanmcengines.hpp,
	  ql/PricingEngines/analyticamericanbinaryengine.cpp,
	  ql/PricingEngines/analyticbarrierengine.cpp,
	  ql/PricingEngines/analyticeuropeanbinaryengine.cpp,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/binaryengines.hpp,
	  ql/PricingEngines/binomialvanillaengine.cpp,
	  ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/genericengine.hpp,
	  ql/PricingEngines/integralengines.cpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp,
	  ql/PricingEngines/mcengine.hpp,
	  ql/PricingEngines/mceuropeanengine.hpp,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/vanillaengines.hpp,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/haltonrsg.hpp,
	  ql/RandomNumbers/inversecumgaussianrng.hpp,
	  ql/RandomNumbers/inversecumgaussianrsg.hpp,
	  ql/RandomNumbers/knuthuniformrng.hpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/RandomNumbers/mt19937uniformrng.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp, ql/RandomNumbers/sobolrsg.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.hpp, ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/ShortRateModels/twofactormodel.cpp,
	  ql/ShortRateModels/twofactormodel.hpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/localvolsurface.hpp, ql/blackmodel.hpp,
	  ql/calendar.hpp, ql/capvolstructures.hpp, ql/cashflow.hpp,
	  ql/daycounter.hpp, ql/functions/daycounters.cpp,
	  ql/functions/daycounters.hpp, ql/functions/mathf.cpp,
	  ql/functions/mathf.hpp, ql/functions/vols.cpp,
	  ql/functions/vols.hpp, ql/index.hpp, ql/instrument.hpp,
	  ql/marketelement.hpp, ql/pricingengine.hpp, ql/quantlib.hpp,
	  ql/relinkablehandle.hpp, ql/solver1d.hpp,
	  ql/swaptionvolstructure.hpp, ql/termstructure.hpp,
	  ql/voltermstructure.hpp, test-suite/barrieroption.cpp,
	  test-suite/binaryoption.cpp, test-suite/capfloor.cpp,
	  test-suite/covariance.cpp, test-suite/europeanoption.cpp,
	  test-suite/old_pricers.cpp, test-suite/swaption.cpp,
	  test-suite/utilities.hpp:
	  
	  Nuked a few namespaces more

2003-11-07 17:09  Luigi Ballabio

	* [r3572] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/Lattices/lattice2d.hpp, ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp,
	  ql/Math/chisquaredistribution.cpp,
	  ql/Math/chisquaredistribution.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/discrepancystatistics.cpp,
	  ql/Math/discrepancystatistics.hpp, ql/Math/errorfunction.cpp,
	  ql/Math/errorfunction.hpp, ql/Math/functional.hpp,
	  ql/Math/gammadistribution.cpp, ql/Math/gammadistribution.hpp,
	  ql/Math/gaussianstatistics.hpp, ql/Math/generalstatistics.cpp,
	  ql/Math/generalstatistics.hpp, ql/Math/incrementalstatistics.cpp,
	  ql/Math/incrementalstatistics.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/Math/interpolationtraits.hpp,
	  ql/Math/kronrodintegral.hpp, ql/Math/lexicographicalview.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/loglinearinterpolation.hpp,
	  ql/Math/matrix.cpp, ql/Math/matrix.hpp,
	  ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/primenumbers.cpp,
	  ql/Math/primenumbers.hpp, ql/Math/riskstatistics.hpp,
	  ql/Math/segmentintegral.hpp, ql/Math/sequencestatistics.hpp,
	  ql/Math/simpsonintegral.hpp, ql/Math/statistics.hpp,
	  ql/Math/svd.cpp, ql/Math/svd.hpp, ql/Math/symmetriceigenvalues.hpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/symmetricschurdecomposition.hpp,
	  ql/Math/trapezoidintegral.hpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/mctraits.hpp, ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/Optimization/leastsquare.hpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/discretegeometricaso.hpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/europeanoption.hpp, ql/Pricers/fddividendoption.cpp,
	  ql/Pricers/mcbasket.cpp, ql/Pricers/mcbasket.hpp,
	  ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcpricer.hpp, ql/PricingEngines/americanmcengines.cpp,
	  ql/PricingEngines/analyticamericanbinaryengine.cpp,
	  ql/PricingEngines/analyticeuropeanbinaryengine.cpp,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/binaryengines.hpp,
	  ql/PricingEngines/integralengines.cpp,
	  ql/PricingEngines/mcengine.hpp,
	  ql/PricingEngines/mceuropeanengine.hpp,
	  ql/PricingEngines/vanillaengines.hpp,
	  ql/RandomNumbers/haltonrsg.cpp,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/zerocurve.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/array.hpp,
	  ql/blackmodel.hpp, ql/dataformatters.cpp, ql/dataformatters.hpp,
	  ql/functions/mathf.cpp, ql/functions/mathf.hpp,
	  ql/functions/vols.cpp, ql/functions/vols.hpp, ql/quantlib.hpp,
	  test-suite/binaryoption.cpp, test-suite/covariance.cpp,
	  test-suite/distributions.cpp, test-suite/integrals.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/matrices.cpp,
	  test-suite/old_pricers.cpp, test-suite/operators.cpp,
	  test-suite/riskstats.cpp, test-suite/stats.cpp:
	  
	  Removed the Math namespace

2003-11-07 12:52  Luigi Ballabio

	* [r3567] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp, ql/Instruments/binaryoption.cpp,
	  ql/Instruments/binaryoption.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/cliquetoption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/stock.cpp, ql/Instruments/stock.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp, ql/Pricers/blackcapfloor.cpp,
	  ql/Pricers/blackcapfloor.hpp, ql/Pricers/blackswaption.hpp,
	  ql/Pricers/capfloorpricer.cpp, ql/Pricers/capfloorpricer.hpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/swaptionpricer.hpp,
	  ql/Pricers/treecapfloor.cpp, ql/Pricers/treecapfloor.hpp,
	  ql/Pricers/treeswaption.cpp, ql/Pricers/treeswaption.hpp,
	  ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/binaryengines.hpp,
	  ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/mcengine.hpp, ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/vanillaengines.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/instrument.hpp,
	  ql/quantlib.hpp, test-suite/barrieroption.cpp,
	  test-suite/binaryoption.cpp, test-suite/capfloor.cpp,
	  test-suite/compoundforward.cpp, test-suite/europeanoption.cpp,
	  test-suite/instruments.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp:
	  
	  Removed the Instruments namespace

2003-11-07 10:46  Luigi Ballabio

	* [r3565] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/euribor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/xibormanager.cpp, ql/Indexes/xibormanager.hpp,
	  ql/Indexes/zarlibor.hpp, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/TermStructures/ratehelpers.cpp, ql/index.hpp, ql/quantlib.hpp,
	  test-suite/capfloor.cpp, test-suite/compoundforward.cpp,
	  test-suite/piecewiseflatforward.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp:
	  
	  Removed the Indexes namespace

2003-11-07 09:34  Luigi Ballabio

	* [r3562] ql/Pricers/fdbsmoption.cpp:
	  
	  Fixes (?) for VC++

2003-11-07 09:15  Luigi Ballabio

	* [r3561] ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/boundarycondition.cpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/fdtypedefs.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp, ql/Math/cubicspline.hpp,
	  ql/Pricers/fdamericanoption.hpp, ql/Pricers/fdbermudanoption.cpp,
	  ql/Pricers/fdbsmoption.cpp, ql/Pricers/fdbsmoption.hpp,
	  ql/Pricers/fddividendoption.cpp,
	  ql/Pricers/fddividendshoutoption.cpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp, ql/Pricers/fdshoutoption.hpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/fdstepconditionoption.hpp, ql/quantlib.hpp,
	  test-suite/operators.cpp:
	  
	  Removed the FiniteDifferences namespace

2003-11-06 15:14  Luigi Ballabio

	* [r3560] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/DayCounters/actual360.hpp,
	  ql/DayCounters/actual365.hpp, ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/simpledaycounter.cpp,
	  ql/DayCounters/simpledaycounter.hpp, ql/DayCounters/thirty360.cpp,
	  ql/DayCounters/thirty360.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/euribor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/zarlibor.hpp, ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp, ql/TermStructures/zerocurve.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/daycounter.hpp,
	  ql/quantlib.hpp, test-suite/barrieroption.cpp,
	  test-suite/binaryoption.cpp, test-suite/capfloor.cpp,
	  test-suite/compoundforward.cpp, test-suite/daycounters.cpp,
	  test-suite/europeanoption.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp:
	  
	  Removed the DayCounters namespace

2003-11-06 13:04  Luigi Ballabio

	* [r3558] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  ql/CashFlows/basispointsensitivity.cpp,
	  ql/CashFlows/basispointsensitivity.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/coupon.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/simplecashflow.hpp, ql/CashFlows/timebasket.cpp,
	  ql/CashFlows/timebasket.hpp, ql/CashFlows/upfrontindexedcoupon.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/cashflow.hpp, ql/quantlib.hpp, test-suite/capfloor.cpp:
	  
	  Removed the CashFlows namespace

2003-11-06 11:35  Luigi Ballabio

	* [r3555] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/Calendars/budapest.cpp,
	  ql/Calendars/budapest.hpp, ql/Calendars/frankfurt.cpp,
	  ql/Calendars/frankfurt.hpp, ql/Calendars/helsinki.cpp,
	  ql/Calendars/helsinki.hpp, ql/Calendars/johannesburg.cpp,
	  ql/Calendars/johannesburg.hpp, ql/Calendars/jointcalendar.cpp,
	  ql/Calendars/jointcalendar.hpp, ql/Calendars/london.cpp,
	  ql/Calendars/london.hpp, ql/Calendars/milan.cpp,
	  ql/Calendars/milan.hpp, ql/Calendars/newyork.cpp,
	  ql/Calendars/newyork.hpp, ql/Calendars/nullcalendar.hpp,
	  ql/Calendars/oslo.cpp, ql/Calendars/oslo.hpp,
	  ql/Calendars/stockholm.cpp, ql/Calendars/stockholm.hpp,
	  ql/Calendars/sydney.cpp, ql/Calendars/sydney.hpp,
	  ql/Calendars/target.cpp, ql/Calendars/target.hpp,
	  ql/Calendars/tokyo.cpp, ql/Calendars/tokyo.hpp,
	  ql/Calendars/toronto.cpp, ql/Calendars/toronto.hpp,
	  ql/Calendars/warsaw.cpp, ql/Calendars/warsaw.hpp,
	  ql/Calendars/wellington.cpp, ql/Calendars/wellington.hpp,
	  ql/Calendars/zurich.cpp, ql/Calendars/zurich.hpp,
	  ql/Indexes/audlibor.hpp, ql/Indexes/cadlibor.hpp,
	  ql/Indexes/chflibor.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/jpylibor.hpp,
	  ql/Indexes/usdlibor.hpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/zarlibor.hpp, ql/calendar.hpp, ql/quantlib.hpp,
	  test-suite/barrieroption.cpp, test-suite/binaryoption.cpp,
	  test-suite/calendars.cpp, test-suite/capfloor.cpp,
	  test-suite/compoundforward.cpp, test-suite/europeanoption.cpp,
	  test-suite/piecewiseflatforward.cpp, test-suite/termstructures.cpp:
	  
	  Removed the Calendars namespace

2003-11-05 13:49  Luigi Ballabio

	* [r3552] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  test-suite/capfloor.cpp:
	  
	  Removed some more

2003-11-05 11:18  Luigi Ballabio

	* [r3551] QuantLib.dsp:
	  
	  *** empty log message ***

2003-11-05 10:51  Luigi Ballabio

	* [r3550] ql/Makefile.am, ql/Math/Makefile.am,
	  ql/Math/riskmeasures.hpp, ql/functions/mathf.cpp, ql/quantlib.hpp,
	  ql/riskstatistics.hpp:
	  
	  More deprecated stuff goes

2003-11-05 09:22  Luigi Ballabio

	* [r3547] ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp, ql/Instruments/binaryoption.cpp,
	  ql/Instruments/binaryoption.hpp,
	  ql/PricingEngines/analyticamericanbinaryengine.cpp,
	  test-suite/barrieroption.cpp, test-suite/binaryoption.cpp:
	  
	  Defaults for barrier and binary engines

2003-11-05 08:13  Luigi Ballabio

	* [r3546] ql/Instruments/capfloor.hpp, ql/scheduler.hpp:
	  
	  Removed deprecated typedefs

2003-11-04 17:47  Luigi Ballabio

	* [r3544] ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp:
	  
	  More excess baggage left behind

2003-11-04 17:46  Luigi Ballabio

	* [r3543] QuantLib.dsp, QuantLib.mak:
	  
	  *** empty log message ***

2003-11-04 17:31  Luigi Ballabio

	* [r3542] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/Pricers/Makefile.am, ql/Pricers/makefile.mak,
	  ql/Pricers/mceuropean.cpp, ql/Pricers/mceuropean.hpp,
	  ql/quantlib.hpp, test-suite/old_pricers.cpp:
	  
	  Removed a deprecated pricer

2003-11-04 14:00  Luigi Ballabio

	* [r3541] ql/Pricers/barrieroptionpricer.cpp,
	  ql/Pricers/barrieroptionpricer.hpp,
	  ql/Pricers/binaryoptionpricer.cpp,
	  ql/Pricers/binaryoptionpricer.hpp, ql/quantlib.hpp,
	  test-suite/old_pricers.cpp, test-suite/old_pricers.hpp:
	  
	  Removed a couple of deprecated pricers

2003-11-04 11:54  Luigi Ballabio

	* [r3540] ql/FiniteDifferences/americancondition.hpp,
	  ql/PricingEngines/analyticeuropeanengine.cpp:
	  
	  *** empty log message ***

2003-11-04 11:42  Luigi Ballabio

	* [r3539] ql/TermStructures/flatforward.hpp:
	  
	  Added default day counter

2003-11-03 16:41  Luigi Ballabio

	* [r3535] Docs/quantlib.doxy, QuantLib.nsi, configure.ac,
	  dev_tools/version_number.txt, ql/qldefines.hpp:
	  
	  Bumped version number

2003-11-03 16:09  Luigi Ballabio

	* [r3531] Docs/quantlib.doxy, QuantLib.nsi, configure.ac,
	  dev_tools/version_number.txt, ql/qldefines.hpp:
	  
	  Bumped version number

2003-11-03 15:52  Luigi Ballabio

	* [r3530] Docs/pages/history.docs,
	  Examples/AmericanOption/Makefile.am,
	  Examples/BermudanSwaption/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EuropeanOption/Makefile.am, Examples/Swap/Makefile.am,
	  Makefile.am, News.txt:
	  
	  *** empty log message ***

2003-11-03 14:59  Ferdinando Ametrano

	* [r3528] Docs/pages/history.docs, History.txt, News.txt:
	  
	  let's try for November 21th, QuantLib 3rd anniversary :)

2003-11-03 14:51  Ferdinando Ametrano

	* [r3527] ChangeLog.txt:
	  
	  updated

2003-11-03 14:48  Ferdinando Ametrano

	* [r3526] Docs/pages/history.docs, Docs/pages/platforms.docs,
	  Docs/pages/usage.docs, History.txt, News.txt:
	  
	  initial doc update

2003-11-03 13:27  Luigi Ballabio

	* [r3524] ql/ShortRateModels/model.hpp:
	  
	  Bug fix

2003-11-03 13:27  Ferdinando Ametrano

	* [r3523] ql/scheduler.hpp:
	  
	  removing Borland warnings

2003-11-03 12:58  Ferdinando Ametrano

	* [r3522] Examples/AmericanOption, Examples/AmericanOption/.cvsignore,
	  Examples/BermudanSwaption, Examples/BermudanSwaption/.cvsignore,
	  Examples/DiscreteHedging, Examples/DiscreteHedging/.cvsignore,
	  Examples/EuropeanOption, Examples/EuropeanOption/.cvsignore,
	  Examples/Swap, Examples/Swap/.cvsignore, ql, ql/.cvsignore,
	  ql/Calendars, ql/Calendars/.cvsignore, ql/CashFlows,
	  ql/CashFlows/.cvsignore, ql/DayCounters, ql/DayCounters/.cvsignore,
	  ql/FiniteDifferences, ql/FiniteDifferences/.cvsignore, ql/Indexes,
	  ql/Indexes/.cvsignore, ql/Instruments, ql/Instruments/.cvsignore,
	  ql/Lattices, ql/Lattices/.cvsignore, ql/Math, ql/Math/.cvsignore,
	  ql/MonteCarlo, ql/MonteCarlo/.cvsignore, ql/Optimization,
	  ql/Optimization/.cvsignore, ql/Pricers, ql/Pricers/.cvsignore,
	  ql/PricingEngines, ql/PricingEngines/.cvsignore, ql/RandomNumbers,
	  ql/RandomNumbers/.cvsignore, ql/ShortRateModels,
	  ql/ShortRateModels/.cvsignore,
	  ql/ShortRateModels/CalibrationHelpers,
	  ql/ShortRateModels/CalibrationHelpers/.cvsignore,
	  ql/ShortRateModels/OneFactorModels,
	  ql/ShortRateModels/OneFactorModels/.cvsignore,
	  ql/ShortRateModels/TwoFactorModels,
	  ql/ShortRateModels/TwoFactorModels/.cvsignore, ql/Solvers1D,
	  ql/Solvers1D/.cvsignore, ql/TermStructures,
	  ql/TermStructures/.cvsignore, ql/Volatilities,
	  ql/Volatilities/.cvsignore, ql/functions, ql/functions/.cvsignore,
	  test-suite, test-suite/.cvsignore:
	  
	  Borland obj files ignored

2003-11-03 12:46  Ferdinando Ametrano

	* [r3521] ql/CashFlows/basispointsensitivity.cpp, ql/scheduler.hpp:
	  
	  removing Borland warnings

2003-11-03 12:18  Ferdinando Ametrano

	* [r3520] ChangeLog.txt:
	  
	  updated

2003-11-03 12:00  Ferdinando Ametrano

	* [r3518] Docs/README.txt, ql/Instruments/barrieroption.hpp,
	  ql/Instruments/binaryoption.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/swap.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Math/interpolationtraits.hpp,
	  ql/PricingEngines/binaryengines.hpp,
	  ql/TermStructures/ratehelpers.hpp, test-suite/README.txt:
	  
	  pruned redundant header inclusions

2003-11-03 10:09  Ferdinando Ametrano

	* [r3517] Authors.txt, Docs/pages/authors.docs,
	  Docs/pages/coreclasses.docs, Docs/pages/currencies.docs,
	  Docs/pages/datetime.docs, Docs/pages/examples.docs,
	  Docs/pages/findiff.docs, Docs/pages/fixedincome.docs,
	  Docs/pages/history.docs, Docs/pages/index.docs,
	  Docs/pages/install.docs, Docs/pages/instruments.docs,
	  Docs/pages/lattices.docs, Docs/pages/math.docs,
	  Docs/pages/mcarlo.docs, Docs/pages/overview.docs,
	  Docs/pages/patterns.docs, Docs/pages/platforms.docs,
	  Docs/pages/resources.docs, Docs/pages/termstructures.docs,
	  Docs/pages/usage.docs, Docs/pages/utilities.docs,
	  Docs/pages/where.docs, Examples/AmericanOption/AmericanOption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, Readme.txt, UFILE, configure.ac,
	  dev_tools/update_copyright, ql/Calendars/budapest.cpp,
	  ql/Calendars/budapest.hpp, ql/Calendars/frankfurt.cpp,
	  ql/Calendars/frankfurt.hpp, ql/Calendars/helsinki.cpp,
	  ql/Calendars/helsinki.hpp, ql/Calendars/johannesburg.cpp,
	  ql/Calendars/johannesburg.hpp, ql/Calendars/jointcalendar.cpp,
	  ql/Calendars/jointcalendar.hpp, ql/Calendars/london.cpp,
	  ql/Calendars/london.hpp, ql/Calendars/milan.cpp,
	  ql/Calendars/milan.hpp, ql/Calendars/newyork.cpp,
	  ql/Calendars/newyork.hpp, ql/Calendars/nullcalendar.hpp,
	  ql/Calendars/oslo.cpp, ql/Calendars/oslo.hpp,
	  ql/Calendars/stockholm.cpp, ql/Calendars/stockholm.hpp,
	  ql/Calendars/sydney.cpp, ql/Calendars/sydney.hpp,
	  ql/Calendars/target.cpp, ql/Calendars/target.hpp,
	  ql/Calendars/tokyo.cpp, ql/Calendars/tokyo.hpp,
	  ql/Calendars/toronto.cpp, ql/Calendars/toronto.hpp,
	  ql/Calendars/warsaw.cpp, ql/Calendars/warsaw.hpp,
	  ql/Calendars/wellington.cpp, ql/Calendars/wellington.hpp,
	  ql/Calendars/zurich.cpp, ql/Calendars/zurich.hpp,
	  ql/CashFlows/basispointsensitivity.cpp,
	  ql/CashFlows/basispointsensitivity.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/coupon.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/simplecashflow.hpp, ql/CashFlows/timebasket.cpp,
	  ql/CashFlows/timebasket.hpp, ql/CashFlows/upfrontindexedcoupon.hpp,
	  ql/DayCounters/actual360.hpp, ql/DayCounters/actual365.hpp,
	  ql/DayCounters/actualactual.cpp, ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/simpledaycounter.cpp,
	  ql/DayCounters/simpledaycounter.hpp, ql/DayCounters/thirty360.cpp,
	  ql/DayCounters/thirty360.hpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/boundarycondition.cpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/fdtypedefs.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/euribor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/xibormanager.cpp, ql/Indexes/xibormanager.hpp,
	  ql/Indexes/zarlibor.hpp, ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp, ql/Instruments/binaryoption.cpp,
	  ql/Instruments/binaryoption.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/cliquetoption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/stock.cpp, ql/Instruments/stock.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp,
	  ql/Lattices/bsmlattice.cpp, ql/Lattices/bsmlattice.hpp,
	  ql/Lattices/lattice.cpp, ql/Lattices/lattice.hpp,
	  ql/Lattices/lattice2d.cpp, ql/Lattices/lattice2d.hpp,
	  ql/Lattices/tree.hpp, ql/Lattices/trinomialtree.cpp,
	  ql/Lattices/trinomialtree.hpp,
	  ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp,
	  ql/Math/chisquaredistribution.cpp,
	  ql/Math/chisquaredistribution.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/discrepancystatistics.cpp,
	  ql/Math/discrepancystatistics.hpp, ql/Math/errorfunction.hpp,
	  ql/Math/functional.hpp, ql/Math/gammadistribution.cpp,
	  ql/Math/gammadistribution.hpp, ql/Math/gaussianstatistics.hpp,
	  ql/Math/generalstatistics.cpp, ql/Math/generalstatistics.hpp,
	  ql/Math/incrementalstatistics.cpp,
	  ql/Math/incrementalstatistics.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/Math/interpolationtraits.hpp,
	  ql/Math/kronrodintegral.hpp, ql/Math/lexicographicalview.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/loglinearinterpolation.hpp,
	  ql/Math/matrix.cpp, ql/Math/matrix.hpp,
	  ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/primenumbers.cpp,
	  ql/Math/primenumbers.hpp, ql/Math/riskmeasures.hpp,
	  ql/Math/riskstatistics.hpp, ql/Math/segmentintegral.hpp,
	  ql/Math/sequencestatistics.hpp, ql/Math/simpsonintegral.hpp,
	  ql/Math/statistics.hpp, ql/Math/svd.cpp, ql/Math/svd.hpp,
	  ql/Math/symmetriceigenvalues.hpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/symmetricschurdecomposition.hpp,
	  ql/Math/trapezoidintegral.hpp,
	  ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/arithmeticasopathpricer.hpp,
	  ql/MonteCarlo/barrierpathpricer.cpp,
	  ql/MonteCarlo/barrierpathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.cpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.hpp,
	  ql/MonteCarlo/binarypathpricer.cpp,
	  ql/MonteCarlo/binarypathpricer.hpp,
	  ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.hpp,
	  ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp,
	  ql/MonteCarlo/maxbasketpathpricer.cpp,
	  ql/MonteCarlo/maxbasketpathpricer.hpp, ql/MonteCarlo/mctraits.hpp,
	  ql/MonteCarlo/mctypedefs.hpp, ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/multipath.hpp, ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/MonteCarlo/performanceoptionpathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/MonteCarlo/sample.hpp, ql/Optimization/armijo.cpp,
	  ql/Optimization/armijo.hpp, ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/costfunction.hpp,
	  ql/Optimization/criteria.hpp, ql/Optimization/leastsquare.hpp,
	  ql/Optimization/linesearch.hpp, ql/Optimization/method.hpp,
	  ql/Optimization/problem.hpp, ql/Optimization/simplex.cpp,
	  ql/Optimization/simplex.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp, ql/Patterns/bridge.hpp,
	  ql/Patterns/curiouslyrecurring.hpp, ql/Patterns/lazyobject.hpp,
	  ql/Patterns/observable.hpp, ql/Patterns/visitor.hpp,
	  ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp,
	  ql/Pricers/barrieroptionpricer.cpp,
	  ql/Pricers/barrieroptionpricer.hpp,
	  ql/Pricers/binaryoptionpricer.cpp,
	  ql/Pricers/binaryoptionpricer.hpp, ql/Pricers/blackcapfloor.cpp,
	  ql/Pricers/blackcapfloor.hpp, ql/Pricers/blackswaption.cpp,
	  ql/Pricers/blackswaption.hpp, ql/Pricers/capfloorpricer.cpp,
	  ql/Pricers/capfloorpricer.hpp, ql/Pricers/cliquetoption.cpp,
	  ql/Pricers/cliquetoption.hpp, ql/Pricers/continuousgeometricapo.hpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/discretegeometricaso.hpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/europeanoption.hpp, ql/Pricers/fdamericanoption.hpp,
	  ql/Pricers/fdbermudanoption.cpp, ql/Pricers/fdbermudanoption.hpp,
	  ql/Pricers/fdbsmoption.cpp, ql/Pricers/fdbsmoption.hpp,
	  ql/Pricers/fddividendamericanoption.cpp,
	  ql/Pricers/fddividendamericanoption.hpp,
	  ql/Pricers/fddividendeuropeanoption.cpp,
	  ql/Pricers/fddividendeuropeanoption.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fddividendoption.hpp,
	  ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fddividendshoutoption.hpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdeuropean.hpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp, ql/Pricers/fdshoutoption.hpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/fdstepconditionoption.hpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, ql/Pricers/mcpricer.hpp,
	  ql/Pricers/performanceoption.cpp, ql/Pricers/performanceoption.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/Pricers/swaptionpricer.cpp, ql/Pricers/swaptionpricer.hpp,
	  ql/Pricers/treecapfloor.cpp, ql/Pricers/treecapfloor.hpp,
	  ql/Pricers/treeswaption.cpp, ql/Pricers/treeswaption.hpp,
	  ql/PricingEngines/americanmcengines.cpp,
	  ql/PricingEngines/americanmcengines.hpp,
	  ql/PricingEngines/analyticamericanbinaryengine.cpp,
	  ql/PricingEngines/analyticbarrierengine.cpp,
	  ql/PricingEngines/analyticeuropeanbinaryengine.cpp,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/binaryengines.hpp,
	  ql/PricingEngines/binomialvanillaengine.cpp,
	  ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/genericengine.hpp,
	  ql/PricingEngines/integralengines.cpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp,
	  ql/PricingEngines/mcengine.hpp,
	  ql/PricingEngines/mceuropeanengine.hpp,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/vanillaengines.hpp,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/haltonrsg.cpp, ql/RandomNumbers/haltonrsg.hpp,
	  ql/RandomNumbers/inversecumgaussianrng.hpp,
	  ql/RandomNumbers/inversecumgaussianrsg.hpp,
	  ql/RandomNumbers/knuthuniformrng.cpp,
	  ql/RandomNumbers/knuthuniformrng.hpp,
	  ql/RandomNumbers/lecuyeruniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/RandomNumbers/mt19937uniformrng.cpp,
	  ql/RandomNumbers/mt19937uniformrng.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp, ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/calibrationhelper.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp,
	  ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/ShortRateModels/twofactormodel.cpp,
	  ql/ShortRateModels/twofactormodel.hpp, ql/Solvers1D/bisection.hpp,
	  ql/Solvers1D/brent.hpp, ql/Solvers1D/falseposition.hpp,
	  ql/Solvers1D/newton.hpp, ql/Solvers1D/newtonsafe.hpp,
	  ql/Solvers1D/ridder.hpp, ql/Solvers1D/secant.hpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/TermStructures/zerocurve.cpp,
	  ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Utilities/combiningiterator.hpp,
	  ql/Utilities/couplingiterator.hpp,
	  ql/Utilities/filteringiterator.hpp,
	  ql/Utilities/iteratorcategories.hpp,
	  ql/Utilities/processingiterator.hpp,
	  ql/Utilities/steppingiterator.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/localvolsurface.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/argsandresults.hpp,
	  ql/array.hpp, ql/blackmodel.hpp, ql/calendar.cpp, ql/calendar.hpp,
	  ql/capvolstructures.hpp, ql/cashflow.hpp, ql/config.ansi.hpp,
	  ql/config.bcc.hpp, ql/config.msvc.hpp, ql/config.mwcw.hpp,
	  ql/currency.hpp, ql/dataformatters.cpp, ql/dataformatters.hpp,
	  ql/dataparsers.cpp, ql/dataparsers.hpp, ql/date.cpp, ql/date.hpp,
	  ql/daycounter.hpp, ql/diffusionprocess.cpp, ql/diffusionprocess.hpp,
	  ql/discretizedasset.cpp, ql/discretizedasset.hpp, ql/disposable.hpp,
	  ql/errors.hpp, ql/exercise.cpp, ql/exercise.hpp,
	  ql/functions/daycounters.cpp, ql/functions/daycounters.hpp,
	  ql/functions/mathf.cpp, ql/functions/mathf.hpp,
	  ql/functions/vols.cpp, ql/functions/vols.hpp, ql/grid.cpp,
	  ql/grid.hpp, ql/handle.hpp, ql/history.hpp, ql/index.hpp,
	  ql/instrument.hpp, ql/marketelement.hpp, ql/null.hpp,
	  ql/numericalmethod.hpp, ql/option.hpp, ql/payoff.hpp,
	  ql/pricingengine.hpp, ql/qldefines.hpp, ql/quantlib.hpp,
	  ql/relinkablehandle.hpp, ql/riskstatistics.hpp, ql/scheduler.cpp,
	  ql/scheduler.hpp, ql/solver1d.hpp, ql/swaptionvolstructure.hpp,
	  ql/termstructure.hpp, ql/types.hpp, ql/voltermstructure.cpp,
	  ql/voltermstructure.hpp, quantlib.el, test-suite/barrieroption.cpp,
	  test-suite/barrieroption.hpp, test-suite/binaryoption.cpp,
	  test-suite/binaryoption.hpp, test-suite/calendars.cpp,
	  test-suite/calendars.hpp, test-suite/capfloor.cpp,
	  test-suite/capfloor.hpp, test-suite/compoundforward.cpp,
	  test-suite/compoundforward.hpp, test-suite/covariance.cpp,
	  test-suite/covariance.hpp, test-suite/dates.cpp,
	  test-suite/dates.hpp, test-suite/daycounters.cpp,
	  test-suite/daycounters.hpp, test-suite/distributions.cpp,
	  test-suite/distributions.hpp, test-suite/europeanoption.cpp,
	  test-suite/europeanoption.hpp, test-suite/instruments.cpp,
	  test-suite/instruments.hpp, test-suite/integrals.cpp,
	  test-suite/integrals.hpp, test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp,
	  test-suite/marketelements.cpp, test-suite/marketelements.hpp,
	  test-suite/matrices.cpp, test-suite/matrices.hpp,
	  test-suite/mersennetwister.cpp, test-suite/mersennetwister.hpp,
	  test-suite/old_pricers.cpp, test-suite/old_pricers.hpp,
	  test-suite/operators.cpp, test-suite/operators.hpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseflatforward.hpp, test-suite/qltestlistener.cpp,
	  test-suite/qltestlistener.hpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/riskstats.cpp, test-suite/riskstats.hpp,
	  test-suite/solvers.cpp, test-suite/solvers.hpp,
	  test-suite/stats.cpp, test-suite/stats.hpp, test-suite/swap.cpp,
	  test-suite/swap.hpp, test-suite/swaption.cpp,
	  test-suite/swaption.hpp, test-suite/termstructures.cpp,
	  test-suite/termstructures.hpp, test-suite/utilities.hpp:
	  
	  ferdinando@ametrano.net replaced by quantlib-dev@lists.sf.net

2003-10-31 15:20  Ferdinando Ametrano

	* [r3514] ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/simplex.hpp:
	  
	  typos fixed

2003-10-30 17:07  Luigi Ballabio

	* [r3512] ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp:
	  
	  An additional constraint can now be passed to the calibration

2003-10-30 17:07  Luigi Ballabio

	* [r3511] ql/Optimization/constraint.hpp:
	  
	  Added composite constraint

2003-10-30 16:02  Luigi Ballabio

	* [r3510] test-suite/capfloor.cpp, test-suite/capfloor.hpp:
	  
	  Testing implied term volatility calculation

2003-10-30 16:02  Luigi Ballabio

	* [r3509] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp:
	  
	  Added implied term volatility calculation

2003-10-30 16:01  Luigi Ballabio

	* [r3508] ql/ShortRateModels/CalibrationHelpers/caphelper.hpp:
	  
	  Header cleanup

2003-10-30 16:00  Luigi Ballabio

	* [r3507] ql/Instruments/vanillaoption.cpp,
	  ql/Instruments/vanillaoption.hpp:
	  
	  Formatting

2003-10-27 08:25  Luigi Ballabio

	* [r3504] QuantLib.dsp:
	  
	  *** empty log message ***

2003-10-24 15:33  Luigi Ballabio

	* [r3502] ql/Math/Makefile.am, ql/Math/simpsonintegral.hpp,
	  ql/Math/trapezoidintegral.hpp, ql/quantlib.hpp,
	  test-suite/integrals.cpp, test-suite/integrals.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Added integration routines contributed by Roman Gitlin

2003-10-24 15:33  Luigi Ballabio

	* [r3501] ql/Math/kronrodintegral.hpp, ql/Math/segmentintegral.hpp:
	  
	  Relaxed constaints on interval boundaries

2003-10-24 15:32  Luigi Ballabio

	* [r3500] Contributors.txt:
	  
	  Alphabetic order

2003-10-24 07:26  Luigi Ballabio

	* [r3499] TODO.txt:
	  
	  *** empty log message ***

2003-10-23 15:58  Luigi Ballabio

	* [r3496] Examples/AmericanOption/AmericanOption.dsp,
	  Examples/AmericanOption/AmericanOption.mak,
	  Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.mak, QuantLib.dsp, QuantLib.mak,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  "Release DLL" and "Debug DLL" configurations added with
	  Multithreaded DLL code generation. Nuked the "On The Edge"
	  configurations.

2003-10-23 14:43  Luigi Ballabio

	* [r3494] ql/CashFlows/timebasket.hpp:
	  
	  Interface fixes

2003-10-23 14:06  Luigi Ballabio

	* [r3493] QuantLib.dsp, QuantLib.mak:
	  
	  Files added

2003-10-23 14:06  Luigi Ballabio

	* [r3492] ql/CashFlows/timebasket.hpp:
	  
	  Fixes for Visual C++ (which as usual, is brain-dead)

2003-10-23 13:58  Luigi Ballabio

	* [r3491] TODO.txt:
	  
	  Somewhat updated

2003-10-23 13:41  Luigi Ballabio

	* [r3490] ql/Instruments/simpleswap.cpp, ql/Instruments/swap.cpp,
	  ql/Instruments/swap.hpp:
	  
	  Using the new basis-point sensitivity functions

2003-10-23 13:40  Luigi Ballabio

	* [r3489] ql/CashFlows/Makefile.am, ql/CashFlows/makefile.mak:
	  
	  Files added

2003-10-23 13:40  Luigi Ballabio

	* [r3488] ql/CashFlows/basispointsensitivity.cpp,
	  ql/CashFlows/basispointsensitivity.hpp:
	  
	  Some refactoring and convenience functions

2003-10-23 13:39  Luigi Ballabio

	* [r3487] ql/CashFlows/timebasket.cpp, ql/CashFlows/timebasket.hpp:
	  
	  Leaner and meaner time basket

2003-10-23 13:38  Luigi Ballabio

	* [r3486] configure.ac, ql/config.ansi.hpp, ql/config.bcc.hpp,
	  ql/config.msvc.hpp, ql/config.mwcw.hpp, ql/qldefines.hpp:
	  
	  Global flag for early/late payments

2003-10-21 09:35  Luigi Ballabio

	* [r3485] test-suite/binaryoption.cpp:
	  
	  Fixed seed

2003-10-20 10:27  Luigi Ballabio

	* [r3484] ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  Fixed non-constness of iterators

2003-10-20 10:06  Luigi Ballabio

	* [r3483] test-suite/binaryoption.cpp:
	  
	  *** empty log message ***

2003-10-17 15:54  Luigi Ballabio

	* [r3482] ., .cvsignore:
	  
	  *** empty log message ***

2003-10-17 15:53  Luigi Ballabio

	* [r3481] Makefile.am, QuantLib.dsp, QuantLib.mak, configure.ac, lib:
	  
	  make 'lib' dir if not present

2003-10-17 13:09  Luigi Ballabio

	* [r3474] QuantLib.dsp, QuantLib.mak:
	  
	  removed empty file

2003-10-17 13:07  Luigi Ballabio

	* [r3473] ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.hpp, ql/voltermstructure.cpp,
	  ql/voltermstructure.hpp:
	  
	  Removed unused methods for derivatives

2003-10-17 13:05  Luigi Ballabio

	* [r3472] ql/PricingEngines/Makefile.am:
	  
	  *** empty log message ***

2003-10-17 12:43  Luigi Ballabio

	* [r3471] test-suite/barrieroption.cpp, test-suite/binaryoption.cpp,
	  test-suite/europeanoption.cpp, test-suite/old_pricers.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Fixed tests

2003-10-17 12:42  Luigi Ballabio

	* [r3470] ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/makefile.mak,
	  ql/PricingEngines/mcbarrierengine.cpp:
	  
	  removed empty file

2003-10-17 11:08  Ferdinando Ametrano

	* [r3469] ql/Pricers/mcpricer.hpp, ql/PricingEngines/mcengine.hpp,
	  test-suite/europeanoption.cpp:
	  
	  another Borland 0/0 problem fixed
	  minimum number of MC sample raised up to 1023 (2^10-1)

2003-10-16 10:06  Luigi Ballabio

	* [r3468] QuantLib.dsp, QuantLib.mak,
	  ql/RandomNumbers/randomsequencegenerator.hpp:
	  
	  *** empty log message ***

2003-10-16 10:05  Luigi Ballabio

	* [r3467] ql/config.msvc.hpp:
	  
	  New (useless) warning surfaced for some reason

2003-10-15 13:53  Ferdinando Ametrano

	* [r3466] test-suite, test-suite/.cvsignore,
	  test-suite/binaryoption.cpp, test-suite/europeanoption.cpp:
	  
	  no message

2003-10-15 12:24  Luigi Ballabio

	* [r3465] ql/Instruments/binaryoption.cpp,
	  ql/Instruments/binaryoption.hpp, ql/Instruments/vanillaoption.hpp,
	  ql/Pricers/binaryoptionpricer.cpp,
	  ql/Pricers/binaryoptionpricer.hpp, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/analyticamericanbinaryengine.cpp,
	  ql/PricingEngines/analyticeuropeanbinaryengine.cpp,
	  ql/PricingEngines/binaryengines.hpp, ql/PricingEngines/makefile.mak:
	  
	  Another transplant

2003-10-15 09:15  Ferdinando Ametrano

	* [r3464] lib/Win32, lib/Win32/.cvsignore, ql/Volatilities,
	  ql/Volatilities/.cvsignore:
	  
	  no message

2003-10-14 16:08  Luigi Ballabio

	* [r3463] Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  ql/PricingEngines/Makefile.am, ql/PricingEngines/mcengine.hpp,
	  ql/PricingEngines/mceuropeanengine.hpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp, ql/diffusionprocess.cpp,
	  ql/quantlib.hpp, test-suite/europeanoption.cpp,
	  test-suite/testsuite.mak:
	  
	  MC European in one step with strike-independent vol curve
	  (hopefully)

2003-10-14 14:09  Luigi Ballabio

	* [r3462] Examples/AmericanOption/AmericanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  *** empty log message ***

2003-10-14 14:01  Luigi Ballabio

	* [r3461] ql/Pricers/Makefile.am:
	  
	  *** empty log message ***

2003-10-14 13:51  Ferdinando Ametrano

	* [r3460] QuantLib.dsp, QuantLib.mak:
	  
	  added missing file

2003-10-14 13:37  Ferdinando Ametrano

	* [r3459] test-suite/quantlibtestsuite.cpp:
	  
	  MC engines fail with Borland.
	  Comment added

2003-10-14 13:33  Ferdinando Ametrano

	* [r3458] ql/MonteCarlo/binarypathpricer.cpp:
	  
	  Borland warnings avoided

2003-10-14 13:18  Ferdinando Ametrano

	* [r3457] ql/PricingEngines/analyticamericanbinaryengine.cpp,
	  test-suite/binaryoption.cpp:
	  
	  Borland warnings avoided

2003-10-14 13:16  Ferdinando Ametrano

	* [r3456] QuantLib.dsp, QuantLib.mak, ql/Pricers/Makefile.am,
	  ql/Pricers/binaryoption.cpp, ql/Pricers/binaryoption.hpp,
	  ql/Pricers/binaryoptionpricer.cpp,
	  ql/Pricers/binaryoptionpricer.hpp, ql/Pricers/makefile.mak,
	  ql/PricingEngines/binaryengines.hpp, ql/quantlib.hpp,
	  test-suite/old_pricers.cpp:
	  
	  Pricers\binaryoption.* files renamed binaryoptionpricer.* to avoid
	  conflict with
	  Instruments\binaryoption.*

2003-10-14 12:42  Luigi Ballabio

	* [r3455] ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/localvolsurface.hpp, ql/voltermstructure.hpp:
	  
	  Visitable vol term structures

2003-10-14 10:32  Luigi Ballabio

	* [r3454] configure.ac, lib/Win32/Borland, lib/Win32/Makefile.am,
	  ql/Volatilities/makefile.mak, ql/makefile.mak:
	  
	  *** empty log message ***

2003-10-14 09:39  Luigi Ballabio

	* [r3453] configure.ac, lib/Mac, lib/Makefile.am:
	  
	  *** empty log message ***

2003-10-14 08:15  Luigi Ballabio

	* [r3451] ., .cvsignore:
	  
	  *** empty log message ***

2003-10-14 08:08  Luigi Ballabio

	* [r3450] QuantLib.spec, QuantLib.spec.in, configure.ac:
	  
	  Configurable spec file

2003-10-13 16:05  Luigi Ballabio

	* [r3449] ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp, ql/Instruments/swap.cpp,
	  ql/Instruments/swap.hpp:
	  
	  Added Swap::startDate() and maturity()

2003-10-13 15:37  Luigi Ballabio

	* [r3448] ql/Volatilities/swaptionvolmatrix.hpp:
	  
	  Mea culpa

2003-10-13 15:27  Luigi Ballabio

	* [r3447] ql/Math/interpolationtraits.hpp:
	  
	  Missing include guard

2003-10-13 15:17  Luigi Ballabio

	* [r3446] QuantLib.dsp, QuantLib.mak,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp:
	  
	  Workarounds for Visual C++

2003-10-13 14:48  Luigi Ballabio

	* [r3445] ql/Math/Makefile.am, ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/cubicspline.hpp, ql/Math/interpolationtraits.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Volatilities/Makefile.am,
	  ql/Volatilities/blackvariancecurve.cpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/localvolcurve.hpp, ql/Volatilities/makefile.mak,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/functions/mathf.cpp,
	  ql/functions/vols.cpp:
	  
	  Interpolation traits

2003-10-13 11:10  Luigi Ballabio

	* [r3444] ql/CashFlows/basispointsensitivity.hpp,
	  ql/CashFlows/coupon.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.hpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/simplecashflow.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp, ql/Patterns/visitor.hpp,
	  ql/cashflow.hpp:
	  
	  Visitor, Alexandrescu-style (saves some code duplication)

2003-10-13 10:02  Luigi Ballabio

	* [r3443] QuantLib.dsp, QuantLib.mak,
	  ql/MonteCarlo/binarypathpricer.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  More misc fixes for binary options

2003-10-13 09:48  Luigi Ballabio

	* [r3442] ql/Instruments/Makefile.am, ql/Instruments/makefile.mak,
	  ql/MonteCarlo/Makefile.am, ql/MonteCarlo/binarypathpricer.cpp,
	  ql/MonteCarlo/makefile.mak, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/analyticamericanbinaryengine.cpp,
	  ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/binaryengines.hpp, ql/PricingEngines/makefile.mak,
	  test-suite/Makefile.am, test-suite/binaryoption.cpp,
	  test-suite/makefile.mak:
	  
	  Misc fixes for binary options

2003-10-11 16:19  Neil Firth

	* [r3441] ql/quantlib.hpp:
	  
	  Binary option Instrument and Pricing Engines

2003-10-11 16:16  Neil Firth

	* [r3440] ql/Instruments/binaryoption.cpp,
	  ql/Instruments/binaryoption.hpp,
	  ql/PricingEngines/analyticamericanbinaryengine.cpp,
	  ql/PricingEngines/binaryengines.hpp:
	  
	  Fixes for new arguments and results naming scheme

2003-10-11 16:08  Neil Firth

	* [r3439] test-suite/binaryoption.cpp, test-suite/binaryoption.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Tests for binary option pricing

2003-10-11 16:05  Neil Firth

	* [r3438] ql/MonteCarlo/binarypathpricer.cpp,
	  ql/MonteCarlo/binarypathpricer.hpp:
	  
	  Path pricer for Binary options - should cover both European and
	  American style options.
	  Also known as: Digital / Binary / Cash-At-Hit / Cash-At-Expiry.

2003-10-11 16:02  Neil Firth

	* [r3437] ql/PricingEngines/analyticamericanbinaryengine.cpp,
	  ql/PricingEngines/binaryengines.hpp:
	  
	  Pricing Engines for Binary options - should cover both European and
	  American style options.
	  Also known as: Digital / Binary / Cash-At-Hit / Cash-At-Expiry.

2003-10-11 15:32  Neil Firth

	* [r3436] ql/Instruments/binaryoption.cpp,
	  ql/Instruments/binaryoption.hpp:
	  
	  Binary option - should cover both European and American style
	  options.
	  Also known as: Digital / Binary / Cash-At-Hit / Cash-At-Expiry.

2003-10-09 16:16  Luigi Ballabio

	* [r3429] test-suite/quantlibtestsuite.cpp:
	  
	  Picky as an old maid, I know

2003-10-09 15:21  Ferdinando Ametrano

	* [r3428] QuantLib.dsp, QuantLib.mak, ql/Pricers/Makefile.am,
	  ql/Pricers/barrieroption.cpp, ql/Pricers/barrieroption.hpp,
	  ql/Pricers/barrieroptionpricer.cpp,
	  ql/Pricers/barrieroptionpricer.hpp, ql/Pricers/makefile.mak,
	  ql/quantlib.hpp, test-suite/old_pricers.cpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  ql/Pricers/barrieroption.* renamed ql/Pricers/barrieroptionpricer.*
	  to avoid
	  Borland conflict with ql/Instruments/barrieroption.*

2003-10-09 14:52  Ferdinando Ametrano

	* [r3427] Examples/AmericanOption/makefile.mak,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak,
	  ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/makefile.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/makefile.mak,
	  ql/Lattices/makefile.mak, ql/Math/makefile.mak,
	  ql/Optimization/makefile.mak, ql/RandomNumbers/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/TermStructures/makefile.mak,
	  ql/functions/makefile.mak:
	  
	  SRCDIR and OBJDIR removed

2003-10-09 14:50  Ferdinando Ametrano

	* [r3426] test-suite/makefile.mak:
	  
	  added missing file

2003-10-09 14:23  Luigi Ballabio

	* [r3425] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  Applied patch 811713

2003-10-09 14:23  Luigi Ballabio

	* [r3424] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  Sync with new arg names

2003-10-09 14:21  Luigi Ballabio

	* [r3423] ql/option.hpp:
	  
	  Allowed initialization with null engine

2003-10-09 14:21  Luigi Ballabio

	* [r3422] ql/Instruments/forwardvanillaoption.hpp:
	  
	  Missing base class

2003-10-09 14:15  Ferdinando Ametrano

	* [r3421] QuantLib.dsp, QuantLib.mak:
	  
	  added missing file

2003-10-09 14:09  Ferdinando Ametrano

	* [r3420] ql/Pricers/Makefile.am, ql/Pricers/makefile.mak:
	  
	  added missing file

2003-10-09 13:29  Ferdinando Ametrano

	* [r3419] ql/MonteCarlo/barrierpathpricer.cpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.cpp,
	  test-suite/barrieroption.cpp:
	  
	  avoid Borland warning

2003-10-09 12:02  Luigi Ballabio

	* [r3418] ql/Pricers/blackswaption.cpp, test-suite/swaption.cpp:
	  
	  Fixed exercise time calculation

2003-10-09 08:06  Luigi Ballabio

	* [r3417] ql/termstructure.hpp:
	  
	  Possibly fixed the mistery zeroCoupon method

2003-10-08 14:57  Luigi Ballabio

	* [r3416] ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp, ql/Pricers/swaptionpricer.hpp:
	  
	  To each one its own

2003-10-07 14:23  Luigi Ballabio

	* [r3415] ql/Pricers/barrieroption.cpp:
	  
	  Fixed buggy theta

2003-10-07 13:53  Luigi Ballabio

	* [r3414] ql/Pricers/barrieroption.cpp, ql/Pricers/barrieroption.hpp,
	  ql/PricingEngines/analyticbarrierengine.cpp:
	  
	  Completed transplant

2003-10-07 08:13  Luigi Ballabio

	* [r3413] makefile.mak, ql/Lattices/lattice.cpp,
	  ql/Pricers/barrieroption.cpp,
	  ql/PricingEngines/analyticbarrierengine.cpp,
	  ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/makefile.mak, ql/makefile.mak,
	  test-suite/makefile.mak:
	  
	  Misc. Borland

2003-10-06 15:17  Luigi Ballabio

	* [r3412] QuantLib.dsp, QuantLib.mak:
	  
	  *** empty log message ***

2003-10-06 14:27  Luigi Ballabio

	* [r3411] ql/Pricers/barrieroption.cpp, ql/Pricers/barrieroption.hpp,
	  ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/analyticbarrierengine.cpp,
	  ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/makefile.mak, test-suite/barrieroption.cpp:
	  
	  Code transplant from pricer to pricing engine

2003-10-03 14:32  Luigi Ballabio

	* [r3410] QuantLib.dsp, QuantLib.mak:
	  
	  *** empty log message ***

2003-10-03 13:11  Luigi Ballabio

	* [r3409] ql/Instruments/cliquetoption.hpp:
	  
	  Another VC++ glitch

2003-10-03 12:52  Luigi Ballabio

	* [r3408] ql/Instruments/barrieroption.hpp:
	  
	  Patch for VC++ bug

2003-10-03 12:08  Luigi Ballabio

	* [r3407] Docs/images/Makefile.am, ql/Instruments/Makefile.am,
	  ql/Instruments/barrieroption.cpp, ql/Instruments/barrieroption.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/cliquetoption.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp, ql/Instruments/vanillaoption.cpp,
	  ql/Instruments/vanillaoption.hpp, ql/Makefile.am,
	  ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp, ql/Pricers/blackcapfloor.cpp,
	  ql/Pricers/blackcapfloor.hpp, ql/Pricers/blackswaption.hpp,
	  ql/Pricers/capfloorpricer.cpp, ql/Pricers/capfloorpricer.hpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/swaptionpricer.hpp,
	  ql/Pricers/treecapfloor.cpp, ql/Pricers/treecapfloor.hpp,
	  ql/Pricers/treeswaption.cpp, ql/Pricers/treeswaption.hpp,
	  ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/mcengine.hpp, ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/vanillaengines.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp, test-suite/capfloor.cpp:
	  
	  Applied the Foo::arguments and Foo::results naming scheme

2003-10-03 07:19  Luigi Ballabio

	* [r3406] Docs/Makefile.am:
	  
	  Safe dvips call

2003-10-01 13:04  Luigi Ballabio

	* [r3405] QuantLib.dsp, QuantLib.mak, ql/Makefile.am,
	  ql/Volatilities/Makefile.am, ql/Volatilities/localvolsurface.cpp,
	  ql/Volatilities/localvolsurface.hpp, ql/Volatilities/makefile.mak,
	  ql/makefile.mak:
	  
	  No longer trying to inline a one-and-half-page method

2003-09-30 14:59  Luigi Ballabio

	* [r3404] test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  *** empty log message ***

2003-09-30 13:34  Ferdinando Ametrano

	* [r3403] ql, ql/.cvsignore, ql/Calendars, ql/Calendars/.cvsignore,
	  ql/CashFlows, ql/CashFlows/.cvsignore, ql/DayCounters,
	  ql/DayCounters/.cvsignore, ql/FiniteDifferences,
	  ql/FiniteDifferences/.cvsignore, ql/Indexes, ql/Indexes/.cvsignore,
	  ql/Instruments, ql/Instruments/.cvsignore, ql/Lattices,
	  ql/Lattices/.cvsignore, ql/Math, ql/Math/.cvsignore, ql/MonteCarlo,
	  ql/MonteCarlo/.cvsignore, ql/Optimization,
	  ql/Optimization/.cvsignore, ql/Pricers, ql/Pricers/.cvsignore,
	  ql/PricingEngines, ql/PricingEngines/.cvsignore,
	  ql/PricingEngines/makefile.mak, ql/RandomNumbers,
	  ql/RandomNumbers/.cvsignore, ql/ShortRateModels,
	  ql/ShortRateModels/.cvsignore,
	  ql/ShortRateModels/CalibrationHelpers,
	  ql/ShortRateModels/CalibrationHelpers/.cvsignore,
	  ql/ShortRateModels/OneFactorModels,
	  ql/ShortRateModels/OneFactorModels/.cvsignore,
	  ql/ShortRateModels/TwoFactorModels,
	  ql/ShortRateModels/TwoFactorModels/.cvsignore, ql/Solvers1D,
	  ql/Solvers1D/.cvsignore, ql/TermStructures,
	  ql/TermStructures/.cvsignore, ql/functions, ql/functions/.cvsignore,
	  ql/makefile.mak, test-suite, test-suite/.cvsignore:
	  
	  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 13:24  Ferdinando Ametrano

	* [r3402] Examples/AmericanOption/makefile.mak,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak,
	  ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/makefile.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/makefile.mak,
	  ql/Lattices/makefile.mak, ql/Math/makefile.mak,
	  ql/MonteCarlo/makefile.mak, ql/Optimization/makefile.mak,
	  ql/Pricers/makefile.mak, ql/RandomNumbers/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/TermStructures/makefile.mak,
	  ql/functions/makefile.mak, test-suite/makefile.mak:
	  
	  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 13:00  Ferdinando Ametrano

	* [r3401] TODO.txt:
	  
	  no message

2003-09-30 12:29  Luigi Ballabio

	* [r3400] ql/PricingEngines/barrierengines.hpp,
	  test-suite/Makefile.am, test-suite/barrieroption.cpp:
	  
	  Disabled greeks (for the time being?)

2003-09-30 08:44  Neil Firth

	* [r3399] test-suite/barrieroption.cpp, test-suite/barrieroption.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Tests for Barrier options in PricingEngine Framework. Some Monte
	  Carlo
	  tests, but not comprehensive.

2003-09-30 08:28  Neil Firth

	* [r3398] ql/Instruments/barrieroption.hpp,
	  ql/Pricers/barrieroption.cpp:
	  
	  Corrected an error message

2003-09-29 14:25  Luigi Ballabio

	* [r3397] ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp:
	  
	  setupArguments() starts getting useful

2003-09-29 12:27  Luigi Ballabio

	* [r3396] Docs/images/Makefile.am, Docs/images/instrument.eps,
	  Docs/images/instrument.pdf, Docs/images/instrument.png,
	  Docs/pages/instruments.docs:
	  
	  New instrument thing explained

2003-09-29 12:11  Luigi Ballabio

	* [r3395] ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/cubicspline.hpp, ql/Utilities/steppingiterator.hpp:
	  
	  Fixes for VC++.Net

2003-09-29 08:43  Luigi Ballabio

	* [r3394] QuantLib.dsp, QuantLib.mak:
	  
	  *** empty log message ***

2003-09-29 08:24  Luigi Ballabio

	* [r3392] ql/Calendars/Makefile.am, ql/Calendars/nullcalendar.hpp,
	  ql/DayCounters/Makefile.am, ql/DayCounters/makefile.mak,
	  ql/DayCounters/simpledaycounter.cpp,
	  ql/DayCounters/simpledaycounter.hpp, ql/quantlib.hpp,
	  test-suite/daycounters.cpp, test-suite/daycounters.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Null calendar and simple day counter for reproducing theoretical
	  calculations

2003-09-26 15:00  Luigi Ballabio

	* [r3390] ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp, ql/Instruments/vanillaoption.cpp,
	  ql/Instruments/vanillaoption.hpp,
	  ql/PricingEngines/vanillaengines.hpp, ql/argsandresults.hpp,
	  ql/instrument.hpp, ql/option.hpp, test-suite/riskstats.cpp:
	  
	  Changed setupEngine() into setupArguments(args)

2003-09-25 13:36  Luigi Ballabio

	* [r3389] Docs/quantlib.doxy:
	  
	  *** empty log message ***

2003-09-25 10:34  Luigi Ballabio

	* [r3388] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/swaption.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/instrument.hpp:
	  
	  Small refinements to Instrument::setPricingEngine()

2003-09-24 12:49  Luigi Ballabio

	* [r3387] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Pricers/blackcapfloor.cpp, test-suite/capfloor.cpp:
	  
	  Taken fixing days into account

2003-09-24 07:44  Luigi Ballabio

	* [r3386] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp:
	  
	  Derived from Instrument directly

2003-09-23 16:31  Ferdinando Ametrano

	* [r3385] Docs/pages/authors.docs:
	  
	  updated

2003-09-23 16:05  Luigi Ballabio

	* [r3384] ql/instrument.hpp:
	  
	  Fix for VC++

2003-09-23 16:00  Luigi Ballabio

	* [r3383] QuantLib.dsp, QuantLib.mak, ql/Makefile.am,
	  ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/mcbarrierengine.cpp, ql/instrument.hpp,
	  ql/makefile.mak, ql/option.cpp, ql/option.hpp:
	  
	  Moved pricing-engine machinery up to Instrument class

2003-09-23 15:56  Ferdinando Ametrano

	* [r3382] ql/instrument.hpp:
	  
	  Borland fix

2003-09-23 14:26  Luigi Ballabio

	* [r3380] QuantLib.dsp, QuantLib.mak, ql/Instruments/Makefile.am,
	  ql/Instruments/barrieroption.cpp, ql/Instruments/barrieroption.hpp,
	  ql/Instruments/makefile.mak, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/barrierpathpricer.cpp,
	  ql/MonteCarlo/barrierpathpricer.hpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.cpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.hpp,
	  ql/MonteCarlo/makefile.mak, ql/Pricers/barrieroption.cpp,
	  ql/Pricers/barrieroption.hpp, ql/Pricers/makefile.mak,
	  ql/PricingEngines/Makefile.am, ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/makefile.mak,
	  ql/PricingEngines/mcbarrierengine.cpp, test-suite/old_pricers.cpp:
	  
	  Miscellaneous fixes for the barrier option code

2003-09-23 10:25  Neil Firth

	* [r3379] ql/quantlib.hpp:
	  
	  Included headers for BarrierOptions using PricingEngines

2003-09-23 10:16  Neil Firth

	* [r3378] ql/PricingEngines/barrierengines.hpp,
	  ql/PricingEngines/mcbarrierengine.cpp:
	  
	  PricingEngines for Barrier options -
	  Note the UniformSequenceGenerator for the BarrierPathPricer needs
	  thinking about. It should probably use the same UniformGenerator
	  as the PathGenerator. Must ensure no long term correlations between
	  the PathGenerator and the Brownian Bridge sample for the max or min
	  in the PathPricer.

2003-09-23 10:12  Neil Firth

	* [r3377] ql/MonteCarlo/barrierpathpricer.cpp,
	  ql/MonteCarlo/barrierpathpricer.hpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.cpp,
	  ql/MonteCarlo/biasedbarrierpathpricer.hpp:
	  
	  Path pricers for barrier options

2003-09-23 10:10  Neil Firth

	* [r3376] ql/PricingEngines/mcengine.hpp:
	  
	  Added a few comments

2003-09-23 10:00  Neil Firth

	* [r3375] ql/Pricers/barrieroption.cpp, ql/Pricers/barrieroption.hpp:
	  
	  Changed Pricer to use BarrierOption types defined in Instruments

2003-09-23 09:59  Neil Firth

	* [r3374] ql/Instruments/barrieroption.cpp,
	  ql/Instruments/barrieroption.hpp:
	  
	  Instrument to represent a single asset Barrier option

2003-09-23 08:33  Luigi Ballabio

	* [r3373] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp, ql/Instruments/stock.cpp,
	  ql/Instruments/stock.hpp, ql/Instruments/swap.cpp,
	  ql/Instruments/swap.hpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp, ql/Instruments/vanillaoption.cpp,
	  ql/Instruments/vanillaoption.hpp, ql/Patterns/lazyobject.hpp,
	  ql/instrument.hpp, ql/option.cpp:
	  
	  Separated expiration condition from calculation

2003-09-23 08:31  Luigi Ballabio

	* [r3372] ql/CashFlows/basispointsensitivity.hpp:
	  
	  Couldn't read it with real tabs

2003-09-19 13:06  Luigi Ballabio

	* [r3370] ql/CashFlows/indexcashflowvectors.hpp:
	  
	  Added overload taking a Schedule and deprecated the old one

2003-09-19 09:18  Luigi Ballabio

	* [r3369] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp:
	  
	  All FloatingRateCouponVector overloadings but one are now deprecated

2003-09-18 16:28  Luigi Ballabio

	* [r3368] ql/Instruments/simpleswap.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp:
	  
	  Using the main FixedRateCouponVector

2003-09-18 16:10  Luigi Ballabio

	* [r3367] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp:
	  
	  Using the new Schedule---and all FixedRateCouponVector overloadings
	  but one are now deprecated

2003-09-18 16:08  Luigi Ballabio

	* [r3366] ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp:
	  
	  Using the new Schedule class

2003-09-18 16:07  Luigi Ballabio

	* [r3365] ql/scheduler.cpp, ql/scheduler.hpp:
	  
	  Added std::vector<Date> constructor and renamed (in a
	  backward-compatible way) to Schedule

2003-09-18 14:42  Luigi Ballabio

	* [r3364] ql/scheduler.cpp, ql/scheduler.hpp:
	  
	  Unreadable with real tabs

2003-09-16 09:27  Luigi Ballabio

	* [r3363] test-suite/quantlibtestsuite.cpp:
	  
	  Yet another strike in the never-ending war to define signal and
	  noise

2003-09-09 16:21  Ferdinando Ametrano

	* [r3360] Examples/EuropeanOption/makefile.mak,
	  ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/makefile.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/makefile.mak,
	  ql/Lattices/makefile.mak, ql/Math/makefile.mak,
	  ql/MonteCarlo/makefile.mak, ql/Optimization/makefile.mak,
	  ql/Pricers/makefile.mak, ql/PricingEngines/makefile.mak,
	  ql/RandomNumbers/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/TermStructures/makefile.mak,
	  ql/functions/makefile.mak, ql/makefile.mak, test-suite/makefile.mak:
	  
	  Borland *.obj in build/Borland dir

2003-09-09 15:21  Ferdinando Ametrano

	* [r3359] Examples/AmericanOption/makefile.mak,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak,
	  lib/Win32/Borland, lib/Win32/Borland/.cvsignore, makefile.mak,
	  test-suite, test-suite/.cvsignore, test-suite/makefile.mak:
	  
	  Borland SAFE define propagated

2003-09-09 15:19  Ferdinando Ametrano

	* [r3358] ql, ql/.cvsignore, ql/Calendars, ql/Calendars/.cvsignore,
	  ql/Calendars/makefile.mak, ql/CashFlows, ql/CashFlows/.cvsignore,
	  ql/CashFlows/makefile.mak, ql/DayCounters,
	  ql/DayCounters/.cvsignore, ql/DayCounters/makefile.mak,
	  ql/FiniteDifferences, ql/FiniteDifferences/.cvsignore,
	  ql/FiniteDifferences/makefile.mak, ql/Indexes,
	  ql/Indexes/.cvsignore, ql/Indexes/makefile.mak, ql/Instruments,
	  ql/Instruments/.cvsignore, ql/Instruments/makefile.mak, ql/Lattices,
	  ql/Lattices/.cvsignore, ql/Lattices/makefile.mak, ql/Math,
	  ql/Math/.cvsignore, ql/Math/makefile.mak, ql/MonteCarlo,
	  ql/MonteCarlo/.cvsignore, ql/MonteCarlo/makefile.mak,
	  ql/Optimization, ql/Optimization/.cvsignore,
	  ql/Optimization/makefile.mak, ql/Pricers, ql/Pricers/.cvsignore,
	  ql/Pricers/makefile.mak, ql/PricingEngines,
	  ql/PricingEngines/.cvsignore, ql/PricingEngines/makefile.mak,
	  ql/RandomNumbers, ql/RandomNumbers/.cvsignore,
	  ql/RandomNumbers/makefile.mak, ql/ShortRateModels,
	  ql/ShortRateModels/.cvsignore,
	  ql/ShortRateModels/CalibrationHelpers,
	  ql/ShortRateModels/CalibrationHelpers/.cvsignore,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels,
	  ql/ShortRateModels/OneFactorModels/.cvsignore,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels,
	  ql/ShortRateModels/TwoFactorModels/.cvsignore,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/Solvers1D,
	  ql/Solvers1D/.cvsignore, ql/TermStructures,
	  ql/TermStructures/.cvsignore, ql/TermStructures/makefile.mak,
	  ql/functions, ql/functions/.cvsignore, ql/functions/makefile.mak,
	  ql/makefile.mak:
	  
	  Borland *.obj in build/Borland dir

2003-09-09 13:17  Ferdinando Ametrano

	* [r3357] Examples/makefile.mak, makefile.mak,
	  ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/makefile.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/makefile.mak,
	  ql/Lattices/makefile.mak, ql/Math/makefile.mak,
	  ql/MonteCarlo/makefile.mak, ql/Optimization/makefile.mak,
	  ql/Pricers/makefile.mak, ql/PricingEngines/makefile.mak,
	  ql/RandomNumbers/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/TermStructures/makefile.mak,
	  ql/functions/makefile.mak, ql/makefile.mak:
	  
	  Borland SAFE define propagated

2003-09-08 17:02  Ferdinando Ametrano

	* [r3355] test-suite/makefile.mak:
	  
	  Borland *.obj in build/Borland dir

2003-09-08 16:45  Ferdinando Ametrano

	* [r3354] Examples/AmericanOption, Examples/AmericanOption/.cvsignore,
	  Examples/AmericanOption/makefile.mak, Examples/BermudanSwaption,
	  Examples/BermudanSwaption/.cvsignore,
	  Examples/BermudanSwaption/makefile.mak, Examples/DiscreteHedging,
	  Examples/DiscreteHedging/.cvsignore,
	  Examples/DiscreteHedging/makefile.mak, Examples/EuropeanOption,
	  Examples/EuropeanOption/.cvsignore,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap,
	  Examples/Swap/.cvsignore, Examples/Swap/makefile.mak:
	  
	  Borland *.obj in build/Borland dir

2003-09-08 16:23  Ferdinando Ametrano

	* [r3353] test-suite/makefile.mak:
	  
	  Borland *.obj in build/Borland dir

2003-09-08 14:28  Ferdinando Ametrano

	* [r3352] test-suite/README.txt, test-suite/makefile.mak,
	  test-suite/quantlibtestsuite.cpp:
	  
	  test-suite does run under Borland (with CppUnit 1.9.10)
	  Few test failures reported

2003-09-08 14:27  Ferdinando Ametrano

	* [r3351] ql/Math/makefile.mak:
	  
	  added missing file

2003-09-03 10:47  Luigi Ballabio

	* [r3345] Docs/pages/authors.docs, Docs/pages/history.docs,
	  Docs/pages/usage.docs:
	  
	  *** empty log message ***

2003-09-02 11:03  Ferdinando Ametrano

	* [r3338] TODO.txt:
	  
	  updated

2003-09-02 11:03  Ferdinando Ametrano

	* [r3337] Docs/quantlib.css:
	  
	  in synch with the web-site version of the file

2003-09-01 14:27  Luigi Ballabio

	* [r3327] Makefile.am, QuantLib.spec:
	  
	  Added spec file for rpm

2003-09-01 14:22  Luigi Ballabio

	* [r3326] Docs/quantlib.doxy, Docs/quantlibfooter.html,
	  Docs/quantlibfooteronline.html, Examples/Examples.dsw, News.txt,
	  QuantLib.nsi, Readme.txt, test-suite/Makefile.am:
	  
	  Final merge from 0.3.3 branch

2003-08-28 15:56  Luigi Ballabio

	* [r3319] ChangeLog.txt, Docs/Makefile.am, Docs/makefile.mak,
	  Docs/pages/Makefile.am, Docs/pages/authors.docs,
	  Docs/pages/examples.docs, Docs/quantlib.doxy,
	  Docs/quantlibheader.html,
	  Examples/AmericanOption/AmericanOption.cpp,
	  Examples/AmericanOption/AmericanOption.mak,
	  Examples/AmericanOption/Makefile.am,
	  Examples/BermudanSwaption/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EuropeanOption/Makefile.am, Examples/Swap/Makefile.am,
	  History.txt, Makefile.am, News.txt, QuantLib.dsp, QuantLib.mak,
	  configure.ac, makefile.mak, man/AmericanOption.1,
	  man/BermudanSwaption.1, man/DiscreteHedging.1, man/EuropeanOption.1,
	  man/Makefile.am, man/SwapValuation.1, man/quantlib-test-suite.1,
	  ql/CashFlows/basispointsensitivity.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/fdtypedefs.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Math/gaussianstatistics.hpp, ql/Math/kronrodintegral.hpp,
	  ql/Math/loglinearinterpolation.hpp, ql/Math/matrix.hpp,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/primenumbers.cpp,
	  ql/Math/riskmeasures.hpp, ql/Math/segmentintegral.hpp,
	  ql/Math/sequencestatistics.hpp, ql/Math/svd.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/maxbasketpathpricer.cpp, ql/MonteCarlo/mctraits.hpp,
	  ql/MonteCarlo/mctypedefs.hpp, ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/path.hpp, ql/MonteCarlo/pathgenerator.hpp,
	  ql/Pricers/barrieroption.cpp, ql/Pricers/cliquetoption.hpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.hpp, ql/Pricers/fdbsmoption.cpp,
	  ql/Pricers/fdbsmoption.hpp, ql/Pricers/fddividendeuropeanoption.hpp,
	  ql/Pricers/fdmultiperiodoption.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.hpp,
	  ql/Pricers/performanceoption.hpp, ql/Pricers/singleassetoption.hpp,
	  ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/americanmcengines.cpp,
	  ql/PricingEngines/americanmcengines.hpp,
	  ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/integralengines.cpp,
	  ql/PricingEngines/mcengine.hpp, ql/RandomNumbers/haltonrsg.cpp,
	  ql/RandomNumbers/haltonrsg.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp, ql/Solvers1D/newton.hpp,
	  ql/TermStructures/Makefile.am,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/extendeddiscountcurve.cpp,
	  ql/TermStructures/extendeddiscountcurve.hpp,
	  ql/TermStructures/makefile.mak, ql/TermStructures/zerocurve.cpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/calendar.cpp,
	  ql/calendar.hpp, ql/config.ansi.hpp, ql/config.bcc.hpp,
	  ql/config.msvc.hpp, ql/config.mwcw.hpp, ql/dataformatters.hpp,
	  ql/dataparsers.cpp, ql/date.cpp, ql/date.hpp,
	  ql/diffusionprocess.cpp, ql/diffusionprocess.hpp,
	  ql/functions/mathf.cpp, ql/grid.hpp, ql/handle.hpp, ql/option.cpp,
	  ql/payoff.hpp, ql/quantlib.hpp, ql/scheduler.cpp, ql/scheduler.hpp,
	  ql/swaptionvolstructure.hpp, test-suite/Makefile.am,
	  test-suite/compoundforward.cpp, test-suite/compoundforward.hpp,
	  test-suite/makefile.mak, test-suite/quantlibtestsuite.cpp,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  Merged 0.3.3 branch

2003-08-23 14:19  Luigi Ballabio

	* [r3315] ql/Optimization/criteria.hpp, ql/ShortRateModels/model.hpp:
	  
	  Pruned unneeded code

2003-07-25 11:05  Luigi Ballabio

	* [r3256] Docs/quantlib.doxy, QuantLib.nsi, configure.ac,
	  dev_tools/version_number.txt, ql/qldefines.hpp:
	  
	  Bumped version number after branching

2003-07-25 10:51  Luigi Ballabio

	* [r3254] Docs/quantlib.doxy, QuantLib.nsi, configure.ac,
	  dev_tools/version_number.txt, ql/qldefines.hpp:
	  
	  Bumped version number

2003-07-25 09:09  Luigi Ballabio

	* [r3253] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  Bypassed mysterious problem with VC++

2003-07-25 09:00  Ferdinando Ametrano

	* [r3252] QuantLib.nsi:
	  
	  AmericanOption example added

2003-07-25 08:59  Luigi Ballabio

	* [r3251] Examples/AmericanOption/makefile.mak,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak,
	  Examples/makefile.mak, makefile.mak:
	  
	  Examples build conditionally with Borland

2003-07-25 08:48  Ferdinando Ametrano

	* [r3250] ql/CashFlows/basispointsensitivity.hpp, ql/Math/svd.cpp:
	  
	  few more Borland warnings avoided

2003-07-25 08:30  Ferdinando Ametrano

	* [r3249] Contributors.txt, Docs/pages/authors.docs:
	  
	  David Schwartz's fixes for VC7

2003-07-25 08:19  Luigi Ballabio

	* [r3248] ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/Math/bilinearinterpolation.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/loglinearinterpolation.hpp,
	  ql/Utilities/combiningiterator.hpp,
	  ql/Utilities/processingiterator.hpp,
	  ql/Volatilities/blackvariancesurface.hpp, ql/config.msvc.hpp:
	  
	  Added David Schwartz's fixes for VC7

2003-07-24 18:35  Ferdinando Ametrano

	* [r3247] Examples/AmericanOption/AmericanOption.cpp,
	  ql/PricingEngines/americanmcengines.cpp,
	  ql/PricingEngines/americanmcengines.hpp, ql/dataparsers.cpp:
	  
	  few Borland warning avoided

2003-07-24 18:02  Nehal Patel

	* [r3246] ql/Lattices/lattice2d.cpp:
	  
	  let's keep it clean! -- (added a space)

2003-07-24 17:06  Luigi Ballabio

	* [r3245] Examples/AmericanOption, Examples/AmericanOption/.cvsignore,
	  QuantLib.dsw:
	  
	  Added project to workspace

2003-07-24 16:48  Luigi Ballabio

	* [r3244] ql/PricingEngines/americanmcengines.cpp:
	  
	  Now compiling with the current code base

2003-07-24 16:47  Nehal Patel

	* [r3243] ql/Lattices/lattice2d.cpp:
	  
	  initialize m_ in constructor

2003-07-24 16:43  Luigi Ballabio

	* [r3242] configure.ac:
	  
	  Some more catching up with Neil

2003-07-24 16:32  Luigi Ballabio

	* [r3241] ql/Lattices/lattice.cpp:
	  
	  Better error message and less work if not needed

2003-07-24 16:28  Luigi Ballabio

	* [r3240] ql/dataformatters.hpp:
	  
	  Non case-sensitive operating systems should be taken out and shot...

2003-07-24 16:25  Luigi Ballabio

	* [r3239] News.txt:
	  
	  Miscellaneous orthography :)

2003-07-24 15:44  Ferdinando Ametrano

	* [r3238] Examples/AmericanOption/AmericanOption.dsp,
	  Examples/AmericanOption/Makefile.am,
	  Examples/AmericanOption/ReadMe.txt,
	  Examples/AmericanOption/makefile.mak,
	  Examples/EuropeanOption/ReadMe.txt, Examples/Makefile.am,
	  Examples/makefile.mak, History.txt, News.txt, QuantLib.dsp,
	  QuantLib.mak, ql/Math/Makefile.am, ql/Math/makefile.mak,
	  ql/PricingEngines/Makefile.am, ql/PricingEngines/makefile.mak:
	  
	  catching up with Neil's commit

2003-07-24 15:06  Neil Firth

	* [r3237] ql/quantlib.hpp:
	  
	  Added svd.hpp and americanmcengines.hpp

2003-07-24 15:05  Neil Firth

	* [r3236] Examples/AmericanOption,
	  Examples/AmericanOption/AmericanOption.cpp:
	  
	  Examples of use of Pricing Engines for American options

2003-07-24 14:58  Neil Firth

	* [r3235] ql/PricingEngines/americanmcengines.cpp,
	  ql/PricingEngines/americanmcengines.hpp:
	  
	  First crude implementation of the Longstaff Schwartz
	  Least Squares Monte Carlo algorithm for 1d american options

2003-07-24 14:06  Neil Firth

	* [r3234] ql/Math/svd.cpp, ql/Math/svd.hpp:
	  
	  Calculate the Singular Value Decomposition of a Matrix

2003-07-24 13:56  Neil Firth

	* [r3233] ql/dataformatters.cpp, ql/dataformatters.hpp:
	  
	  Overloaded << for the Matrix class

2003-07-24 12:42  Marco Marchioro

	* [r3232] ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp:
	  
	  Diagonals renamed. Added inspectors for diagonals.

2003-07-24 12:07  Luigi Ballabio

	* [r3231] ql/Lattices/lattice.cpp, ql/Pricers/capfloorpricer.cpp,
	  ql/Pricers/capfloorpricer.hpp, ql/Pricers/swaptionpricer.cpp,
	  ql/Pricers/swaptionpricer.hpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/discretizedasset.cpp, ql/discretizedasset.hpp:
	  
	  Added hooks for adjustment before/after exercise

2003-07-24 11:09  Marco Marchioro

	* [r3230] ql/FiniteDifferences/finitedifferencemodel.hpp:
	  
	  added access to evolver

2003-07-24 10:12  Luigi Ballabio

	* [r3229] ., .cvsignore, Makefile.am, config, config/.cvsignore,
	  configure.ac, quantlib.el:
	  
	  Emacs macros for QuantLib users/developers

2003-07-24 07:36  Luigi Ballabio

	* [r3227] Examples/BermudanSwaption/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EuropeanOption/Makefile.am, Examples/Makefile.am,
	  Examples/Swap/Makefile.am, Makefile.am:
	  
	  Examples not in "make all"

2003-07-23 16:22  Luigi Ballabio

	* [r3226] QuantLib.dsp, QuantLib.mak:
	  
	  *** empty log message ***

2003-07-23 16:18  Luigi Ballabio

	* [r3225] ql/solver1d.hpp:
	  
	  Using new pattern

2003-07-23 16:17  Luigi Ballabio

	* [r3224] ql/Patterns/Makefile.am, ql/Patterns/curiouslyrecurring.hpp:
	  
	  Abstracted another one (which is going to be used quite a bit after
	  next release)

2003-07-23 16:15  Luigi Ballabio

	* [r3223] ql/PricingEngines/forwardengines.hpp:
	  
	  Any compiler leaving this go unnoticed should be taken out and shot

2003-07-23 15:37  Luigi Ballabio

	* [r3222] QuantLib.dsw, ql/Pricers/swaptionpricer.cpp,
	  ql/Pricers/swaptionpricer.hpp, ql/Pricers/treeswaption.cpp,
	  ql/discretizedasset.hpp:
	  
	  Oops, fixed Bermudan swaptions

2003-07-23 13:49  Luigi Ballabio

	* [r3221] ql/Lattices/lattice.cpp, ql/Lattices/lattice.hpp,
	  ql/discretizedasset.cpp, ql/numericalmethod.hpp:
	  
	  Added hook for exercise at end of rollback

2003-07-23 13:19  Marco Marchioro

	* [r3219] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/Instruments/vanillaoption.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/Pricers/singleassetoption.hpp,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/integralengines.cpp,
	  ql/PricingEngines/mcengine.hpp, ql/PricingEngines/quantoengines.hpp,
	  ql/payoff.hpp:
	  
	  PlainPayoff divided into two: PlainVanillaPayoff and
	  StrikedTypePayoff

2003-07-23 09:38  Ferdinando Ametrano

	* [r3218] TODO.txt, ql/Volatilities/localvolsurface.hpp:
	  
	  updated

2003-07-22 16:06  Marco Marchioro

	* [r3217] QuantLib.dsp, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/fdvanillaengine.cpp,
	  ql/PricingEngines/makefile.mak:
	  
	  fdvanillaengine.cpp was useless

2003-07-22 16:05  Marco Marchioro

	* [r3216] ql/TermStructures/discountcurve.hpp, ql/dataparsers.hpp:
	  
	  fixed warning problem

2003-07-22 16:05  Marco Marchioro

	* [r3215] ql/payoff.hpp:
	  
	  SupersharePayoff is now a PlainPayoff

2003-07-22 16:03  Marco Marchioro

	* [r3214] ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/integralengines.cpp,
	  ql/PricingEngines/mcengine.hpp,
	  ql/PricingEngines/vanillaengines.hpp:
	  
	  payoff is now part of Vanilla Option Arguments

2003-07-22 16:01  Marco Marchioro

	* [r3213] ql/Math/cubicspline.hpp:
	  
	  Added first and second derivatives to CubicSpline

2003-07-22 16:00  Marco Marchioro

	* [r3212] ql/Instruments/vanillaoption.cpp,
	  ql/Instruments/vanillaoption.hpp:
	  
	  payoff is part of the vanilla arguments

2003-07-22 15:59  Marco Marchioro

	* [r3211] ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp:
	  
	  payoff is part of the arguments

2003-07-22 15:36  Ferdinando Ametrano

	* [r3210] ChangeLog.txt:
	  
	  updated

2003-07-22 15:35  Ferdinando Ametrano

	* [r3209] ChangeLog.txt:
	  
	  updated

2003-07-22 15:35  Ferdinando Ametrano

	* [r3208] ChangeLog.txt:
	  
	  updated

2003-07-22 10:44  André Louw

	* [r3195] ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp:
	  
	  Refactoring and simplification. Proper calculation of rates on non
	  compounding boundaries.

2003-07-22 10:40  André Louw

	* [r3194] ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp:
	  
	  Specific implementation of compound forward rate from zero yield.

2003-07-22 10:38  André Louw

	* [r3193] ql/termstructure.hpp:
	  
	  Added compound forward and zero coupon implementations.

2003-07-22 10:37  André Louw

	* [r3192] ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  Added Futures rate helper with specified maturity date.

2003-07-22 10:20  André Louw

	* [r3191] ql/Instruments/swap.cpp, ql/Instruments/swap.hpp:
	  
	  Added bucketed bps calculation as well as simple fairRate
	  calculation.

2003-07-22 10:18  André Louw

	* [r3190] ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp:
	  
	  Added swap constructor using specified maturity date as well as
	  added functionality in Scheduler.

2003-07-22 10:15  André Louw

	* [r3189] ql/CashFlows/basispointsensitivity.hpp:
	  
	  Added date bucketed basis point sensitivity based on 1st derivative
	  of zero coupon rate.

2003-07-22 09:57  André Louw

	* [r3188] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/scheduler.cpp,
	  ql/scheduler.hpp:
	  
	  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 09:49  André Louw

	* [r3187] ql/marketelement.hpp:
	  
	  Only notify observers when value actually changed.

2003-07-22 09:48  André Louw

	* [r3186] ql/dataparsers.cpp, ql/dataparsers.hpp, ql/date.cpp,
	  ql/date.hpp:
	  
	  Added parsing of input date string using supplied format string.

2003-07-22 09:45  André Louw

	* [r3185] ql/calendar.cpp, ql/calendar.hpp:
	  
	  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 09:31  André Louw

	* [r3184] ql/Calendars/johannesburg.cpp:
	  
	  Only if the holiday falls on a Sunday will it move to the Monday.

2003-07-22 09:11  Luigi Ballabio

	* [r3183] configure.ac, ql/array.hpp, ql/config.ansi.hpp,
	  ql/config.bcc.hpp, ql/config.msvc.hpp, ql/config.mwcw.hpp:
	  
	  Conditionally got some cycles back

2003-07-18 11:27  Luigi Ballabio

	* [r3182] ql/PricingEngines/discretizedvanillaoption.cpp:
	  
	  Bitwise and between booleans?

2003-07-17 09:10  Luigi Ballabio

	* [r3181] QuantLib.dsp, QuantLib.mak:
	  
	  Abstracted discretized option

2003-07-17 08:51  Luigi Ballabio

	* [r3180] ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp, ql/Lattices/lattice.cpp,
	  ql/Makefile.am, ql/Pricers/capfloorpricer.hpp,
	  ql/Pricers/swaptionpricer.cpp, ql/Pricers/swaptionpricer.hpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/discretizedasset.cpp, ql/discretizedasset.hpp, ql/makefile.mak,
	  ql/numericalmethod.hpp:
	  
	  Abstracted discretized option

2003-07-16 15:12  Luigi Ballabio

	* [r3179] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  ql/Lattices/lattice.cpp, ql/Pricers/capfloorpricer.hpp,
	  ql/Pricers/swaptionpricer.hpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/calibrationhelper.hpp, ql/numericalmethod.hpp:
	  
	  Minor method cleanup (mostly for my own ease of reading)

2003-07-16 15:11  Luigi Ballabio

	* [r3178] ql/config.msvc.hpp:
	  
	  Redundant define

2003-07-16 15:10  Luigi Ballabio

	* [r3177] ql/Math/lexicographicalview.hpp,
	  ql/Utilities/steppingiterator.hpp, ql/array.hpp, ql/scheduler.hpp:
	  
	  Traded a cycle for additional safety

2003-07-16 07:32  Luigi Ballabio

	* [r3175] ql/MonteCarlo/pathgenerator.hpp:
	  
	  Bug fix

2003-07-15 14:36  Luigi Ballabio

	* [r3174] ql/CashFlows/indexcashflowvectors.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/Pricers/blackcapfloor.cpp, ql/config.msvc.hpp:
	  
	  Equal treatment for MS, Solaris and Darwin (fair is fair)

2003-07-15 10:48  Luigi Ballabio

	* [r3173] ql/Pricers/blackcapfloor.cpp:
	  
	  Fixed test failing on Visual C++

2003-07-14 16:48  Marco Marchioro

	* [r3172] ql/PricingEngines/genericengine.hpp, ql/pricingengine.hpp:
	  
	  logical constness of arguments() enforced

2003-07-14 16:23  Luigi Ballabio

	* [r3171] ql/Pricers/swaptionpricer.cpp,
	  ql/Pricers/swaptionpricer.hpp, ql/Pricers/treeswaption.cpp,
	  ql/grid.hpp:
	  
	  Tree swaptions now work even if some exercise dates expired already

2003-07-09 12:46  Enrico Sirola

	* [r3169] ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  * RateHelpers::referenceQuote(): method added
	  * RateHelpers::discountGuess(): extrapolation removed

2003-07-08 08:30  Luigi Ballabio

	* [r3168] Docs/README.txt:
	  
	  Link fixed

2003-07-08 07:20  Marco Marchioro

	* [r3167] ql/FiniteDifferences/finitedifferencemodel.hpp:
	  
	  Added a new constructor

2003-07-08 07:15  Marco Marchioro

	* [r3166] ql/Math/linearinterpolation.hpp:
	  
	  Modified in order to compile on Borland C++

2003-07-08 07:14  Marco Marchioro

	* [r3165] ql/grid.hpp:
	  
	  Old class Grid no longer exists, use CenteredGrid to obtain the same
	  result.

2003-07-04 20:09  Nicolas Di Césaré

	* [r3164] QuantLib.dsp:
	  
	  add /Oi- compilation flag to avoid internal compiler error messages

2003-06-26 09:24  Luigi Ballabio

	* [r3163] Docs/quantlibheader.tex, dev_tools/version_number.txt:
	  
	  *** empty log message ***

2003-06-26 08:26  Luigi Ballabio

	* [r3161] Docs/quantlibheader.tex:
	  
	  Fixed indexes

2003-06-25 14:00  Luigi Ballabio

	* [r3160] test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseflatforward.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  Test case for the bug just fixed

2003-06-25 10:02  Luigi Ballabio

	* [r3159] ql/Patterns/lazyobject.hpp:
	  
	  Documentation added

2003-06-25 10:01  Luigi Ballabio

	* [r3158] Docs/quantlibheader.tex:
	  
	  *** empty log message ***

2003-06-25 06:57  Luigi Ballabio

	* [r3157] ql/termstructure.hpp:
	  
	  Diamond inheritance fixed

2003-06-24 08:43  Luigi Ballabio

	* [r3156] quantlib-config.in:
	  
	  *** empty log message ***

2003-06-24 08:33  Luigi Ballabio

	* [r3155] ql/Solvers1D/Makefile.am:
	  
	  *** empty log message ***

2003-06-17 13:48  Marco Marchioro

	* [r3154] ql/date.cpp:
	  
	  space required for a nice formatting

2003-06-11 14:06  Luigi Ballabio

	* [r3151] Docs/quantlib.doxy, QuantLib.nsi, configure.ac,
	  dev_tools/version_number.txt, ql/qldefines.hpp:
	  
	  Bumped version number

2003-06-06 10:11  Mario Aleppo

	* [r3147] ql/Lattices/lattice.hpp:
	  
	  Tree properties become public

2003-06-04 12:47  Marco Marchioro

	* [r3146] QuantLib.dsp:
	  
	  Added configuration "QuantLib - Win32 Intel OnTheEdgeRelease"

2003-05-30 09:51  Luigi Ballabio

	* [r3144] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp:
	  
	  Unneeded Handle layer removed

2003-05-30 07:29  Luigi Ballabio

	* [r3143] ql/CashFlows/indexcashflowvectors.hpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp:
	  
	  *** empty log message ***

2003-05-29 15:00  Luigi Ballabio

	* [r3142] Docs/quantlibheader.tex, test-suite/stats.cpp:
	  
	  *** empty log message ***

2003-05-29 14:59  Luigi Ballabio

	* [r3141] ql/Math/incrementalstatistics.cpp:
	  
	  Apparently an issue with gcc 3.3 and QL_MIN_DOUBLE

2003-05-28 07:53  Luigi Ballabio

	* [r3140] ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp:
	  
	  Possibly override day count

2003-05-22 15:29  Luigi Ballabio

	* [r3138] Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, ql/Instruments/vanillaoption.hpp, ql/Makefile.am,
	  ql/Pricers/jamshidianswaption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/calibrationhelper.cpp,
	  ql/ShortRateModels/onefactormodel.cpp, ql/Solvers1D/Makefile.am,
	  ql/Solvers1D/bisection.cpp, ql/Solvers1D/bisection.hpp,
	  ql/Solvers1D/brent.cpp, ql/Solvers1D/brent.hpp,
	  ql/Solvers1D/falseposition.cpp, ql/Solvers1D/falseposition.hpp,
	  ql/Solvers1D/makefile.mak, ql/Solvers1D/newton.cpp,
	  ql/Solvers1D/newton.hpp, ql/Solvers1D/newtonsafe.cpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.cpp,
	  ql/Solvers1D/ridder.hpp, ql/Solvers1D/secant.cpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/piecewiseflatforward.hpp,
	  ql/makefile.mak, ql/solver1d.cpp, ql/solver1d.hpp,
	  test-suite/solvers.cpp:
	  
	  Solvers now take any function (not necessarily and
	  ObjectiveFunction---as a matter of fact the latter disappeared)

2003-05-21 12:02  Luigi Ballabio

	* [r3137] ql/Instruments/vanillaoption.cpp:
	  
	  Ensured engine initialization before calling impliedVolatility()

2003-05-20 09:50  Luigi Ballabio

	* [r3136] test-suite/europeanoption.cpp,
	  test-suite/europeanoption.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  Added MC European test

2003-05-16 16:17  Luigi Ballabio

	* [r3134] makefile.mak:
	  
	  No CppUnit, No test suite

2003-05-16 16:16  Luigi Ballabio

	* [r3132] ql/MonteCarlo/montecarlomodel.hpp:
	  
	  Fixed Borland compilation thing

2003-05-16 15:47  Luigi Ballabio

	* [r3131] Docs/Examples/Makefile.am, Docs/Makefile.am,
	  Docs/README.txt, Docs/images/Makefile.am, Docs/makefile.mak,
	  Docs/pages/Makefile.am, Docs/quantlibfooter.html,
	  Docs/quantlibfooteronline.html,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/EuropeanOption/makefile.mak, Examples/Makefile.am,
	  Examples/Swap/makefile.mak, Examples/Swap/swapvaluation.cpp,
	  Examples/makefile.mak, Makefile.am, QuantLib.nsi,
	  config/Makefile.am, dev_tools/backupcvstree.py,
	  dev_tools/downloadrelease.py, lib/Mac/CodeWarrior/Makefile.am,
	  lib/Mac/Makefile.am, lib/Makefile.am, lib/Win32/Borland/Makefile.am,
	  lib/Win32/Makefile.am, lib/Win32/VisualStudio/Makefile.am,
	  makefile.mak, man/Makefile.am, ql/Calendars/Makefile.am,
	  ql/Calendars/budapest.cpp, ql/Calendars/budapest.hpp,
	  ql/Calendars/frankfurt.cpp, ql/Calendars/frankfurt.hpp,
	  ql/Calendars/helsinki.cpp, ql/Calendars/helsinki.hpp,
	  ql/Calendars/johannesburg.cpp, ql/Calendars/johannesburg.hpp,
	  ql/Calendars/jointcalendar.cpp, ql/Calendars/jointcalendar.hpp,
	  ql/Calendars/london.cpp, ql/Calendars/london.hpp,
	  ql/Calendars/makefile.mak, ql/Calendars/milan.cpp,
	  ql/Calendars/milan.hpp, ql/Calendars/newyork.cpp,
	  ql/Calendars/newyork.hpp, ql/Calendars/oslo.cpp,
	  ql/Calendars/oslo.hpp, ql/Calendars/stockholm.cpp,
	  ql/Calendars/stockholm.hpp, ql/Calendars/sydney.cpp,
	  ql/Calendars/sydney.hpp, ql/Calendars/target.cpp,
	  ql/Calendars/target.hpp, ql/Calendars/tokyo.cpp,
	  ql/Calendars/tokyo.hpp, ql/Calendars/toronto.cpp,
	  ql/Calendars/toronto.hpp, ql/Calendars/warsaw.cpp,
	  ql/Calendars/warsaw.hpp, ql/Calendars/wellington.cpp,
	  ql/Calendars/wellington.hpp, ql/Calendars/zurich.cpp,
	  ql/Calendars/zurich.hpp, ql/CashFlows/Makefile.am,
	  ql/CashFlows/basispointsensitivity.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/coupon.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp, ql/CashFlows/makefile.mak,
	  ql/CashFlows/parcoupon.cpp, ql/CashFlows/parcoupon.hpp,
	  ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/simplecashflow.hpp, ql/DayCounters/Makefile.am,
	  ql/DayCounters/actual360.hpp, ql/DayCounters/actual365.hpp,
	  ql/DayCounters/actualactual.cpp, ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/makefile.mak, ql/DayCounters/thirty360.cpp,
	  ql/DayCounters/thirty360.hpp, ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/boundarycondition.cpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/fdtypedefs.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/makefile.mak,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp, ql/Indexes/Makefile.am,
	  ql/Indexes/audlibor.hpp, ql/Indexes/cadlibor.hpp,
	  ql/Indexes/chflibor.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/jpylibor.hpp,
	  ql/Indexes/makefile.mak, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/xibormanager.cpp, ql/Indexes/xibormanager.hpp,
	  ql/Indexes/zarlibor.hpp, ql/Instruments/Makefile.am,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/makefile.mak,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/stock.cpp, ql/Instruments/stock.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Lattices/Makefile.am, ql/Lattices/binomialtree.cpp,
	  ql/Lattices/binomialtree.hpp, ql/Lattices/bsmlattice.cpp,
	  ql/Lattices/bsmlattice.hpp, ql/Lattices/lattice.cpp,
	  ql/Lattices/lattice.hpp, ql/Lattices/lattice2d.cpp,
	  ql/Lattices/lattice2d.hpp, ql/Lattices/makefile.mak,
	  ql/Lattices/tree.hpp, ql/Lattices/trinomialtree.cpp,
	  ql/Lattices/trinomialtree.hpp, ql/Makefile.am, ql/Math/Makefile.am,
	  ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp,
	  ql/Math/chisquaredistribution.cpp,
	  ql/Math/chisquaredistribution.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/discrepancystatistics.cpp,
	  ql/Math/discrepancystatistics.hpp, ql/Math/errorfunction.cpp,
	  ql/Math/errorfunction.hpp, ql/Math/functional.hpp,
	  ql/Math/gammadistribution.cpp, ql/Math/gammadistribution.hpp,
	  ql/Math/gaussianstatistics.hpp, ql/Math/generalstatistics.cpp,
	  ql/Math/generalstatistics.hpp, ql/Math/incrementalstatistics.cpp,
	  ql/Math/incrementalstatistics.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/Math/lexicographicalview.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/loglinearinterpolation.hpp,
	  ql/Math/makefile.mak, ql/Math/matrix.cpp, ql/Math/matrix.hpp,
	  ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/primenumbers.cpp,
	  ql/Math/primenumbers.hpp, ql/Math/riskmeasures.hpp,
	  ql/Math/riskstatistics.hpp, ql/Math/segmentintegral.hpp,
	  ql/Math/sequencestatistics.hpp, ql/Math/statistics.hpp,
	  ql/Math/symmetriceigenvalues.hpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/symmetricschurdecomposition.hpp, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/arithmeticasopathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.hpp,
	  ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp, ql/MonteCarlo/makefile.mak,
	  ql/MonteCarlo/maxbasketpathpricer.cpp,
	  ql/MonteCarlo/maxbasketpathpricer.hpp, ql/MonteCarlo/mctraits.hpp,
	  ql/MonteCarlo/mctypedefs.hpp, ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/multipath.hpp, ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/MonteCarlo/performanceoptionpathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/MonteCarlo/sample.hpp, ql/Optimization/Makefile.am,
	  ql/Optimization/constraint.hpp, ql/Optimization/makefile.mak,
	  ql/Patterns/Makefile.am, ql/Patterns/bridge.hpp,
	  ql/Patterns/lazyobject.hpp, ql/Patterns/observable.hpp,
	  ql/Patterns/visitor.hpp, ql/Pricers/Makefile.am,
	  ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp, ql/Pricers/barrieroption.cpp,
	  ql/Pricers/barrieroption.hpp, ql/Pricers/binaryoption.cpp,
	  ql/Pricers/binaryoption.hpp, ql/Pricers/blackcapfloor.cpp,
	  ql/Pricers/blackcapfloor.hpp, ql/Pricers/blackswaption.cpp,
	  ql/Pricers/blackswaption.hpp, ql/Pricers/capfloorpricer.cpp,
	  ql/Pricers/capfloorpricer.hpp, ql/Pricers/cliquetoption.cpp,
	  ql/Pricers/cliquetoption.hpp, ql/Pricers/continuousgeometricapo.hpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/discretegeometricaso.hpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/europeanoption.hpp, ql/Pricers/fdamericanoption.hpp,
	  ql/Pricers/fdbermudanoption.cpp, ql/Pricers/fdbermudanoption.hpp,
	  ql/Pricers/fdbsmoption.cpp, ql/Pricers/fdbsmoption.hpp,
	  ql/Pricers/fddividendamericanoption.cpp,
	  ql/Pricers/fddividendamericanoption.hpp,
	  ql/Pricers/fddividendeuropeanoption.cpp,
	  ql/Pricers/fddividendeuropeanoption.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fddividendoption.hpp,
	  ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fddividendshoutoption.hpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdeuropean.hpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp, ql/Pricers/fdshoutoption.hpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/fdstepconditionoption.hpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/makefile.mak,
	  ql/Pricers/mcbasket.cpp, ql/Pricers/mcbasket.hpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, ql/Pricers/mcpricer.hpp,
	  ql/Pricers/performanceoption.cpp, ql/Pricers/performanceoption.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/Pricers/swaptionpricer.cpp, ql/Pricers/swaptionpricer.hpp,
	  ql/Pricers/treecapfloor.cpp, ql/Pricers/treecapfloor.hpp,
	  ql/Pricers/treeswaption.cpp, ql/Pricers/treeswaption.hpp,
	  ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/binomialvanillaengine.cpp,
	  ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/fdvanillaengine.cpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/genericengine.hpp,
	  ql/PricingEngines/integralengines.cpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp,
	  ql/PricingEngines/makefile.mak, ql/PricingEngines/mcengine.hpp,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/vanillaengines.hpp, ql/RandomNumbers/Makefile.am,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/haltonrsg.cpp, ql/RandomNumbers/haltonrsg.hpp,
	  ql/RandomNumbers/inversecumgaussianrng.hpp,
	  ql/RandomNumbers/inversecumgaussianrsg.hpp,
	  ql/RandomNumbers/knuthuniformrng.cpp,
	  ql/RandomNumbers/knuthuniformrng.hpp,
	  ql/RandomNumbers/lecuyeruniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/RandomNumbers/makefile.mak,
	  ql/RandomNumbers/mt19937uniformrng.cpp,
	  ql/RandomNumbers/mt19937uniformrng.hpp,
	  ql/RandomNumbers/primitivepolynomials.c,
	  ql/RandomNumbers/primitivepolynomials.h,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp, ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp,
	  ql/ShortRateModels/CalibrationHelpers/Makefile.am,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/Makefile.am,
	  ql/ShortRateModels/OneFactorModels/Makefile.am,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/Makefile.am,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/calibrationhelper.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/makefile.mak, ql/ShortRateModels/model.cpp,
	  ql/ShortRateModels/model.hpp, ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/ShortRateModels/twofactormodel.cpp,
	  ql/ShortRateModels/twofactormodel.hpp, ql/Solvers1D/Makefile.am,
	  ql/Solvers1D/bisection.cpp, ql/Solvers1D/bisection.hpp,
	  ql/Solvers1D/brent.cpp, ql/Solvers1D/brent.hpp,
	  ql/Solvers1D/falseposition.cpp, ql/Solvers1D/falseposition.hpp,
	  ql/Solvers1D/makefile.mak, ql/Solvers1D/newton.cpp,
	  ql/Solvers1D/newton.hpp, ql/Solvers1D/newtonsafe.cpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.cpp,
	  ql/Solvers1D/ridder.hpp, ql/Solvers1D/secant.cpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/Makefile.am,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/makefile.mak,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/TermStructures/zerocurve.cpp,
	  ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Utilities/Makefile.am, ql/Utilities/combiningiterator.hpp,
	  ql/Utilities/couplingiterator.hpp,
	  ql/Utilities/filteringiterator.hpp,
	  ql/Utilities/iteratorcategories.hpp,
	  ql/Utilities/processingiterator.hpp,
	  ql/Utilities/steppingiterator.hpp, ql/Volatilities/Makefile.am,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/argsandresults.hpp,
	  ql/array.hpp, ql/blackmodel.hpp, ql/calendar.cpp, ql/calendar.hpp,
	  ql/capvolstructures.hpp, ql/cashflow.hpp, ql/config.ansi.hpp,
	  ql/config.bcc.hpp, ql/config.msvc.hpp, ql/config.mwcw.hpp,
	  ql/currency.hpp, ql/dataformatters.cpp, ql/dataformatters.hpp,
	  ql/dataparsers.cpp, ql/dataparsers.hpp, ql/date.cpp, ql/date.hpp,
	  ql/daycounter.hpp, ql/diffusionprocess.cpp, ql/diffusionprocess.hpp,
	  ql/disposable.hpp, ql/errors.hpp, ql/exercise.cpp, ql/exercise.hpp,
	  ql/functions/Makefile.am, ql/functions/daycounters.cpp,
	  ql/functions/daycounters.hpp, ql/functions/makefile.mak,
	  ql/functions/mathf.cpp, ql/functions/mathf.hpp,
	  ql/functions/vols.cpp, ql/functions/vols.hpp, ql/grid.cpp,
	  ql/grid.hpp, ql/handle.hpp, ql/history.hpp, ql/index.hpp,
	  ql/instrument.hpp, ql/makefile.mak, ql/marketelement.hpp,
	  ql/null.hpp, ql/numericalmethod.hpp, ql/option.cpp, ql/option.hpp,
	  ql/payoff.hpp, ql/pricingengine.hpp, ql/qldefines.hpp,
	  ql/quantlib.hpp, ql/relinkablehandle.hpp, ql/riskstatistics.hpp,
	  ql/scheduler.cpp, ql/scheduler.hpp, ql/solver1d.cpp,
	  ql/solver1d.hpp, ql/swaptionvolstructure.hpp, ql/termstructure.hpp,
	  ql/types.hpp, ql/voltermstructure.cpp, ql/voltermstructure.hpp,
	  test-suite/calendars.cpp, test-suite/calendars.hpp,
	  test-suite/capfloor.cpp, test-suite/capfloor.hpp,
	  test-suite/covariance.cpp, test-suite/covariance.hpp,
	  test-suite/dates.cpp, test-suite/dates.hpp,
	  test-suite/daycounters.cpp, test-suite/daycounters.hpp,
	  test-suite/distributions.cpp, test-suite/distributions.hpp,
	  test-suite/europeanoption.cpp, test-suite/europeanoption.hpp,
	  test-suite/instruments.cpp, test-suite/instruments.hpp,
	  test-suite/integrals.cpp, test-suite/integrals.hpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp, test-suite/makefile.mak,
	  test-suite/marketelements.cpp, test-suite/marketelements.hpp,
	  test-suite/matrices.cpp, test-suite/matrices.hpp,
	  test-suite/mersennetwister.cpp, test-suite/mersennetwister.hpp,
	  test-suite/old_pricers.cpp, test-suite/old_pricers.hpp,
	  test-suite/operators.cpp, test-suite/operators.hpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseflatforward.hpp, test-suite/qltestlistener.cpp,
	  test-suite/qltestlistener.hpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/riskstats.cpp, test-suite/riskstats.hpp,
	  test-suite/solvers.cpp, test-suite/solvers.hpp,
	  test-suite/stats.cpp, test-suite/stats.hpp, test-suite/swap.cpp,
	  test-suite/swap.hpp, test-suite/swaption.cpp,
	  test-suite/swaption.hpp, test-suite/termstructures.cpp,
	  test-suite/termstructures.hpp, test-suite/utilities.hpp:
	  
	  First tag-free commit. Drink and be merry.

2003-05-15 10:30  Luigi Ballabio

	* [r3130] ql/Optimization/constraint.hpp, ql/Patterns/bridge.hpp,
	  ql/ShortRateModels/parameter.hpp, ql/calendar.hpp,
	  ql/daycounter.hpp, test-suite/integrals.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp:
	  
	  *** empty log message ***

2003-05-13 14:05  Luigi Ballabio

	* [r3129] ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp, ql/Math/matrix.cpp,
	  ql/Math/matrix.hpp, ql/Math/sequencestatistics.hpp,
	  ql/Math/symmetriceigenvalues.hpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/array.hpp:
	  
	  Some more discardables

2003-05-12 14:26  Luigi Ballabio

	* [r3128] ql/PricingEngines/mcengine.hpp:
	  
	  *** empty log message ***

2003-05-12 13:11  Luigi Ballabio

	* [r3126] Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, ql/MonteCarlo/mctraits.hpp,
	  ql/MonteCarlo/mctypedefs.hpp, ql/MonteCarlo/montecarlomodel.hpp,
	  ql/Pricers/mcbasket.cpp, ql/Pricers/mcbasket.hpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, ql/Pricers/mcpricer.hpp,
	  ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/mcengine.hpp:
	  
	  Now working with more primitive compilers (such as VC++5)

2003-05-12 10:31  Ferdinando Ametrano

	* [r3125] ql/Math/normaldistribution.hpp, ql/Pricers/mcpricer.hpp,
	  ql/PricingEngines/mcengine.hpp:
	  
	  typo fixed

2003-05-12 10:11  Ferdinando Ametrano

	* [r3124] QuantLib.dsp:
	  
	  adding new file

2003-05-12 09:34  Luigi Ballabio

	* [r3123] Docs/pages/mcarlo.docs, Docs/quantlibheader.tex:
	  
	  *** empty log message ***

2003-05-09 11:22  Luigi Ballabio

	* [r3121] Docs/pages/mcarlo.docs, Docs/quantlib.doxy,
	  Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.nsi,
	  configure.ac, dev_tools/version_number.txt,
	  ql/Math/riskstatistics.hpp, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/mctraits.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/montecarlomodel.hpp, ql/MonteCarlo/pathgenerator.hpp,
	  ql/Pricers/mcbasket.cpp, ql/Pricers/mcbasket.hpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, ql/Pricers/mcpricer.hpp,
	  ql/PricingEngines/mcengine.hpp, ql/RandomNumbers/haltonrsg.cpp,
	  ql/RandomNumbers/inversecumgaussianrng.hpp,
	  ql/RandomNumbers/inversecumgaussianrsg.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp, ql/qldefines.hpp:
	  
	  Re-templatized Monte Carlo model on traits

2003-05-08 10:06  Luigi Ballabio

	* [r3119] ql/Math/segmentintegral.hpp, ql/Pricers/mcbasket.hpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mcmaxbasket.hpp,
	  test-suite/calendars.cpp, test-suite/calendars.hpp,
	  test-suite/capfloor.cpp, test-suite/capfloor.hpp,
	  test-suite/covariance.cpp, test-suite/covariance.hpp,
	  test-suite/dates.cpp, test-suite/dates.hpp,
	  test-suite/daycounters.cpp, test-suite/daycounters.hpp,
	  test-suite/distributions.cpp, test-suite/distributions.hpp,
	  test-suite/europeanoption.cpp, test-suite/europeanoption.hpp,
	  test-suite/instruments.cpp, test-suite/instruments.hpp,
	  test-suite/integrals.cpp, test-suite/integrals.hpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp,
	  test-suite/marketelements.cpp, test-suite/marketelements.hpp,
	  test-suite/matrices.cpp, test-suite/matrices.hpp,
	  test-suite/mersennetwister.cpp, test-suite/mersennetwister.hpp,
	  test-suite/old_pricers.cpp, test-suite/old_pricers.hpp,
	  test-suite/operators.cpp, test-suite/operators.hpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseflatforward.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/riskstats.cpp,
	  test-suite/riskstats.hpp, test-suite/solvers.cpp,
	  test-suite/solvers.hpp, test-suite/stats.cpp, test-suite/stats.hpp,
	  test-suite/swap.cpp, test-suite/swap.hpp, test-suite/swaption.cpp,
	  test-suite/swaption.hpp, test-suite/termstructures.cpp,
	  test-suite/termstructures.hpp, test-suite/utilities.hpp:
	  
	  Removed unneeded dependencies (recompiling the whole test suite
	  every time anything changed was a major time waster)

2003-05-07 14:38  Ferdinando Ametrano

	* [r3118] ql/RandomNumbers/haltonrsg.cpp,
	  ql/RandomNumbers/mt19937uniformrng.cpp,
	  ql/RandomNumbers/mt19937uniformrng.hpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/mersennetwister.cpp:
	  
	  enabled the implicit nextInt32() in Mersenne Twister

2003-05-07 14:05  Luigi Ballabio

	* [r3117] test-suite, test-suite/.cvsignore:
	  
	  I want to see them, thank you

2003-05-07 14:04  Luigi Ballabio

	* [r3116] test-suite/lowdiscrepancysequences.cpp,
	  test-suite/mersennetwister.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  You love copying and pasting, don'y you? :)

2003-05-07 13:01  Luigi Ballabio

	* [r3115] ql/MonteCarlo/path.hpp:
	  
	  Fixed default constructor

2003-05-06 16:53  Ferdinando Ametrano

	* [r3113] TODO.txt, ql/RandomNumbers/haltonrsg.cpp,
	  ql/RandomNumbers/haltonrsg.hpp, ql/RandomNumbers/rngtypedefs.hpp,
	  test-suite, test-suite/.cvsignore,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp:
	  
	  added randomized Halton sequences (very interesting results!!)

2003-05-06 15:40  Luigi Ballabio

	* [r3112] ql/Math/Makefile.am:
	  
	  missing file

2003-05-06 10:04  Enrico Sirola

	* [r3108] acinclude.m4:
	  
	  QL_CHECK_FUNC fixed

2003-05-06 07:44  Luigi Ballabio

	* [r3107] Docs/quantlib.doxy:
	  
	  *** empty log message ***

2003-05-05 09:59  Ferdinando Ametrano

	* [r3106] Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak,
	  Examples/makefile.mak:
	  
	  no message

2003-05-05 09:26  Ferdinando Ametrano

	* [r3105] ql/RandomNumbers/makefile.mak, ql/makefile.mak:
	  
	  no message

2003-05-05 07:20  Ferdinando Ametrano

	* [r3104] test-suite/lowdiscrepancysequences.cpp:
	  
	  more discrepancy data (final)

2003-05-02 13:36  Luigi Ballabio

	* [r3103] ql/Math/riskstatistics.hpp, ql/RandomNumbers/sobolrsg.cpp,
	  ql/dataformatters.cpp:
	  
	  *** empty log message ***

2003-05-02 11:10  Ferdinando Ametrano

	* [r3102] ql/RandomNumbers/sobolrsg.cpp:
	  
	  comments added

2003-05-02 11:10  Ferdinando Ametrano

	* [r3101] ql/RandomNumbers/sobolrsg.cpp:
	  
	  comments added

2003-05-02 11:08  Ferdinando Ametrano

	* [r3100] ql/RandomNumbers/sobolrsg.cpp:
	  
	  comments added

2003-05-02 11:08  Ferdinando Ametrano

	* [r3099] ql/RandomNumbers/sobolrsg.cpp:
	  
	  comments added

2003-05-02 09:59  Ferdinando Ametrano

	* [r3098] ql/RandomNumbers/primitivepolynomials.c:
	  
	  drop in replacement files

2003-05-02 09:11  Ferdinando Ametrano

	* [r3097] ql/Math/gaussianstatistics.hpp, ql/Math/riskstatistics.hpp,
	  test-suite/riskstats.cpp:
	  
	  redefinition of average shorfall (normalization factor now is
	  cumulative(target)
	  instead of 1.0)

2003-05-02 07:42  Ferdinando Ametrano

	* [r3096] test-suite/lowdiscrepancysequences.cpp:
	  
	  more discrepancy data

2003-05-02 06:55  Luigi Ballabio

	* [r3095] Docs/quantlibheader.tex, ql/Math/Makefile.am,
	  ql/Math/discrepancystatistics.hpp, ql/Math/functional.hpp,
	  ql/Math/generalstatistics.cpp, ql/Math/generalstatistics.hpp,
	  ql/Math/riskstatistics.hpp, ql/Math/statistics.hpp,
	  ql/disposable.hpp, ql/quantlib.hpp, ql/riskstatistics.hpp,
	  test-suite/riskstats.cpp, test-suite/riskstats.hpp,
	  test-suite/stats.cpp:
	  
	  *** empty log message ***

2003-04-30 15:14  Ferdinando Ametrano

	* [r3094] ql/RandomNumbers/sobolrsg.cpp:
	  
	  no message

2003-04-30 15:06  Ferdinando Ametrano

	* [r3093] ql/RandomNumbers/primitivepolynomials.c:
	  
	  drop in replacement files

2003-04-30 14:49  Ferdinando Ametrano

	* [r3092] TODO.txt:
	  
	  no message

2003-04-30 14:45  Ferdinando Ametrano

	* [r3091] test-suite/lowdiscrepancysequences.cpp:
	  
	  more data

2003-04-30 14:45  Ferdinando Ametrano

	* [r3090] ql/RandomNumbers/primitivepolynomials.c:
	  
	  drop in replacement files

2003-04-30 14:32  Ferdinando Ametrano

	* [r3089] ql/RandomNumbers/primitivepolynomials.h:
	  
	  drop in replacement files

2003-04-30 09:36  Ferdinando Ametrano

	* [r3088] ql/RandomNumbers/primitivepolynomials.c,
	  ql/RandomNumbers/primitivepolynomials.h,
	  ql/RandomNumbers/sobolrsg.cpp, ql/dataformatters.cpp,
	  ql/dataformatters.hpp, test-suite/lowdiscrepancysequences.cpp:
	  
	  bug fixed: Sobol finally works.

2003-04-30 08:29  Ferdinando Ametrano

	* [r3087] ql/dataformatters.cpp:
	  
	  added power of two formatting

2003-04-30 08:25  Ferdinando Ametrano

	* [r3086] ql/dataformatters.cpp, ql/dataformatters.hpp:
	  
	  added power of two formatting

2003-04-29 16:06  Ferdinando Ametrano

	* [r3085] test-suite/lowdiscrepancysequences.cpp:
	  
	  no message

2003-04-29 15:41  Ferdinando Ametrano

	* [r3084] ql/RandomNumbers/sobolrsg.cpp:
	  
	  no message

2003-04-29 13:27  Ferdinando Ametrano

	* [r3083] test-suite/lowdiscrepancysequences.cpp:
	  
	  using exponential formatting

2003-04-29 12:46  Luigi Ballabio

	* [r3082] test-suite/lowdiscrepancysequences.cpp:
	  
	  usual QL_POW stuff

2003-04-29 12:45  Luigi Ballabio

	* [r3081] test-suite/Makefile.am:
	  
	  Fixed previous fix

2003-04-29 12:45  Luigi Ballabio

	* [r3080] ql/dataformatters.cpp, ql/dataformatters.hpp:
	  
	  Format double in exp. notation

2003-04-28 16:37  Ferdinando Ametrano

	* [r3079] TODO.txt:
	  
	  updated

2003-04-28 16:29  Ferdinando Ametrano

	* [r3078] Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.mak, QuantLib.dsp, QuantLib.mak:
	  
	  allowing optimization, enabling profile

2003-04-28 11:21  Ferdinando Ametrano

	* [r3077] test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  updated

2003-04-28 10:49  Ferdinando Ametrano

	* [r3076] test-suite/Makefile.am,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/makefile.mak:
	  
	  more data (raise doubts on the Sobol sequences' implementation:
	  see dimensions 5,10,15)

2003-04-28 10:23  Ferdinando Ametrano

	* [r3075] test-suite/lowdiscrepancysequences.cpp:
	  
	  more data (raise doubts on the Sobol sequences' implementation:
	  see dimensions 5,10,15)

2003-04-28 09:59  Ferdinando Ametrano

	* [r3074] ql/Math/discrepancystatistics.hpp:
	  
	  bug fix

2003-04-28 09:55  Ferdinando Ametrano

	* [r3073] ql/Math/discrepancystatistics.hpp,
	  ql/Math/sequencestatistics.hpp:
	  
	  bug fix

2003-04-24 17:26  Ferdinando Ametrano

	* [r3072] test-suite/lowdiscrepancysequences.cpp:
	  
	  collecting more data

2003-04-24 17:04  Ferdinando Ametrano

	* [r3071] test-suite/riskstats.cpp:
	  
	  regret and associated measures + tests

2003-04-24 16:57  Ferdinando Ametrano

	* [r3070] ql/Math/gaussianstatistics.hpp,
	  ql/Math/generalstatistics.cpp, ql/Math/generalstatistics.hpp,
	  ql/Math/incrementalstatistics.cpp, test-suite/riskstats.cpp,
	  test-suite/stats.cpp:
	  
	  regret and associated measures + tests

2003-04-24 14:05  Ferdinando Ametrano

	* [r3069] ql/Math/gaussianstatistics.hpp,
	  ql/Math/generalstatistics.cpp, ql/Math/generalstatistics.hpp,
	  ql/Math/incrementalstatistics.cpp,
	  ql/Math/incrementalstatistics.hpp:
	  
	  downsideDeviation and regret modified

2003-04-24 13:36  Ferdinando Ametrano

	* [r3068] test-suite/lowdiscrepancysequences.cpp:
	  
	  collecting more data

2003-04-24 13:31  Ferdinando Ametrano

	* [r3067] ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp:
	  
	  removed useless data member

2003-04-24 11:24  Ferdinando Ametrano

	* [r3066] test-suite/lowdiscrepancysequences.cpp:
	  
	  more test

2003-04-24 11:24  Ferdinando Ametrano

	* [r3065] ql/Math/primenumbers.cpp, ql/Math/primenumbers.hpp,
	  ql/RandomNumbers/mt19937uniformrng.hpp:
	  
	  small fixes

2003-04-22 16:55  Ferdinando Ametrano

	* [r3063] ql/Math/generalstatistics.cpp,
	  ql/Math/generalstatistics.hpp, ql/Math/sequencestatistics.hpp:
	  
	  introduced semiVariance and regret

2003-04-22 14:57  Ferdinando Ametrano

	* [r3062] ChangeLog.txt:
	  
	  updated

2003-04-22 14:54  Ferdinando Ametrano

	* [r3061] Docs, Docs/.cvsignore, Examples/BermudanSwaption,
	  Examples/BermudanSwaption/.cvsignore, Examples/DiscreteHedging,
	  Examples/DiscreteHedging/.cvsignore, Examples/EuropeanOption,
	  Examples/EuropeanOption/.cvsignore, Examples/Swap,
	  Examples/Swap/.cvsignore:
	  
	  cvs ignore: Makefile.in

2003-04-22 14:38  Ferdinando Ametrano

	* [r3059] ., .cvsignore, TODO.txt, ql, ql/.cvsignore, ql/Calendars,
	  ql/Calendars/.cvsignore, ql/CashFlows, ql/CashFlows/.cvsignore,
	  ql/DayCounters, ql/DayCounters/.cvsignore, ql/FiniteDifferences,
	  ql/FiniteDifferences/.cvsignore, ql/Indexes, ql/Indexes/.cvsignore,
	  ql/Instruments, ql/Instruments/.cvsignore, ql/Lattices,
	  ql/Lattices/.cvsignore, ql/Math, ql/Math/.cvsignore, ql/MonteCarlo,
	  ql/MonteCarlo/.cvsignore, ql/Optimization,
	  ql/Optimization/.cvsignore, ql/Pricers, ql/Pricers/.cvsignore,
	  ql/PricingEngines, ql/PricingEngines/.cvsignore, ql/RandomNumbers,
	  ql/RandomNumbers/.cvsignore, ql/ShortRateModels,
	  ql/ShortRateModels/.cvsignore,
	  ql/ShortRateModels/CalibrationHelpers,
	  ql/ShortRateModels/CalibrationHelpers/.cvsignore,
	  ql/ShortRateModels/OneFactorModels,
	  ql/ShortRateModels/OneFactorModels/.cvsignore,
	  ql/ShortRateModels/TwoFactorModels,
	  ql/ShortRateModels/TwoFactorModels/.cvsignore, ql/Solvers1D,
	  ql/Solvers1D/.cvsignore, ql/TermStructures,
	  ql/TermStructures/.cvsignore, ql/functions, ql/functions/.cvsignore:
	  
	  cvs ignore: Makefile.in

2003-04-22 13:00  Ferdinando Ametrano

	* [r3055] TODO.txt:
	  
	  updated

2003-04-19 10:16  Ferdinando Ametrano

	* [r3051] Docs/pages/authors.docs, QuantLib.dsp, ql/Math/Makefile.am,
	  ql/Math/kronrodintegral.hpp, ql/quantlib.hpp,
	  test-suite/covariance.hpp:
	  
	  added Niels Elken Sonderby's Gauss-Kronrod code

2003-04-18 16:18  Ferdinando Ametrano

	* [r3050] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  catching up

2003-04-18 16:05  Ferdinando Ametrano

	* [r3049] ql/Math/generalstatistics.cpp,
	  ql/Math/generalstatistics.hpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/riskstats.cpp:
	  
	  more risk measures with their tests

2003-04-18 11:01  Ferdinando Ametrano

	* [r3048] QuantLib.dsp, QuantLib.mak, TODO.txt, ql/dataformatters.cpp,
	  ql/dataformatters.hpp, test-suite/lowdiscrepancysequences.cpp,
	  test-suite/old_pricers.cpp:
	  
	  'begin, end' input couple replaced 'const Array&'

2003-04-18 11:01  Ferdinando Ametrano

	* [r3047] test-suite/covariance.cpp:
	  
	  added covariance/correlation tests

2003-04-18 10:58  Ferdinando Ametrano

	* [r3046] ql/MonteCarlo/Makefile.am, ql/MonteCarlo/getcovariance.cpp,
	  ql/MonteCarlo/getcovariance.hpp, ql/MonteCarlo/makefile.mak:
	  
	  begin, end input couple replaced const Array&

2003-04-18 07:14  Luigi Ballabio

	* [r3045] test-suite/quantlibtestsuite.cpp:
	  
	  I figured LDSs are no longer alpha :)

2003-04-18 07:14  Luigi Ballabio

	* [r3044] test-suite/covariance.cpp:
	  
	  grammar again :)

2003-04-17 16:06  Ferdinando Ametrano

	* [r3043] ql/Math/sequencestatistics.hpp, test-suite/covariance.cpp,
	  test-suite/covariance.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  added covariance/correlation tests (not finished yet)

2003-04-17 13:17  Luigi Ballabio

	* [r3042] ql/Math/riskmeasures.hpp:
	  
	  Replacements are hard to get right

2003-04-17 11:07  Ferdinando Ametrano

	* [r3041] QuantLib.dsp, QuantLib.mak:
	  
	  VC++ catching up with disposable

2003-04-17 10:58  Ferdinando Ametrano

	* [r3040] ql/Math/sequencestatistics.hpp:
	  
	  bug fix

2003-04-17 10:54  Luigi Ballabio

	* [r3039] ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp, ql/Makefile.am,
	  ql/Math/matrix.hpp, ql/Math/multivariateaccumulator.hpp,
	  ql/Math/symmetriceigenvalues.hpp, ql/Pricers/fdbsmoption.hpp,
	  ql/Pricers/fdeuropean.hpp, ql/array.hpp, ql/config.ansi.hpp,
	  ql/config.bcc.hpp, ql/config.msvc.hpp, ql/config.mwcw.hpp,
	  ql/disposable.hpp, ql/expressiontemplates.hpp, ql/qldefines.hpp,
	  ql/quantlib.hpp:
	  
	  QuEP 9 implemented

2003-04-17 09:35  Ferdinando Ametrano

	* [r3036] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  cleanup

2003-04-17 08:34  Ferdinando Ametrano

	* [r3035] Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.mak, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  clean up

2003-04-17 08:11  Luigi Ballabio

	* [r3034] test-suite/stats.hpp:
	  
	  Reverted indiscriminated grep

2003-04-17 07:52  Luigi Ballabio

	* [r3033] ql/Math/riskmeasures.hpp, ql/Math/sequencestatistics.hpp,
	  ql/riskstatistics.hpp:
	  
	  Compiles with gcc

2003-04-17 07:51  Luigi Ballabio

	* [r3032] test-suite/lowdiscrepancysequences.cpp,
	  test-suite/riskstats.cpp, test-suite/stats.hpp:
	  
	  Warnings and grammar

2003-04-16 16:28  Ferdinando Ametrano

	* [r3031] Examples/BermudanSwaption,
	  Examples/BermudanSwaption/.cvsignore, Examples/DiscreteHedging,
	  Examples/DiscreteHedging/.cvsignore, Examples/EuropeanOption,
	  Examples/EuropeanOption/.cvsignore, Examples/Swap,
	  Examples/Swap/.cvsignore, TODO.txt, makefile.mak,
	  ql/Math/matrix.hpp, ql/Math/sequencestatistics.hpp, test-suite,
	  test-suite/.cvsignore, test-suite/makefile.mak:
	  
	  added covariance/correlation (untested yet)

2003-04-16 14:53  Ferdinando Ametrano

	* [r3030] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, ql/Math/Makefile.am,
	  ql/Math/discrepancystatistics.cpp,
	  ql/Math/discrepancystatistics.hpp, ql/Math/gaussianstatistics.cpp,
	  ql/Math/gaussianstatistics.hpp, ql/Math/generalstatistics.cpp,
	  ql/Math/generalstatistics.hpp, ql/Math/incrementalstatistics.cpp,
	  ql/Math/incrementalstatistics.hpp, ql/Math/makefile.mak,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/riskmeasures.hpp,
	  ql/Math/sequencestatistics.hpp, ql/Math/statistics.cpp,
	  ql/Math/statistics.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/Pricers/mcbasket.cpp, ql/Pricers/mcbasket.hpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, ql/quantlib.hpp,
	  ql/riskstatistics.hpp, test-suite/riskstats.cpp,
	  test-suite/stats.cpp:
	  
	  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 16:09  Ferdinando Ametrano

	* [r3029] ql/Math/riskmeasures.hpp:
	  
	  Statistics renamed GaussianStatistics and replaced by the former
	  HStatistics

2003-04-15 15:25  Ferdinando Ametrano

	* [r3025] ql/Math/statistics.hpp:
	  
	  Statistics renamed GaussianStatistics and replaced by the former
	  HStatistics

2003-04-15 15:19  Ferdinando Ametrano

	* [r3024] Docs/Examples/history_iterators.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, makefile.mak, ql/Math/Makefile.am,
	  ql/Math/discrepancystatistics.hpp, ql/Math/gaussianstatistics.cpp,
	  ql/Math/gaussianstatistics.hpp, ql/Math/hstatistics.cpp,
	  ql/Math/hstatistics.hpp, ql/Math/makefile.mak,
	  ql/Math/riskmeasures.hpp, ql/Math/sequencestatistics.hpp,
	  ql/Math/statistics.cpp, ql/Math/statistics.hpp,
	  ql/MonteCarlo/mctypedefs.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, ql/history.hpp, ql/quantlib.hpp,
	  ql/riskstatistics.hpp, test-suite/lowdiscrepancysequences.cpp,
	  test-suite/riskstats.cpp, test-suite/stats.cpp,
	  test-suite/stats.hpp:
	  
	  Statistics renamed GaussianStatistics and replaced by the former
	  HStatistics

2003-04-15 11:12  Ferdinando Ametrano

	* [r3023] TODO.txt, ql/Math/hstatistics.cpp, ql/Math/hstatistics.hpp,
	  ql/Math/normaldistribution.cpp, ql/Math/sequencestatistics.hpp,
	  ql/Math/statistics.hpp, test-suite/mersennetwister.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/riskstats.cpp,
	  test-suite/stats.cpp:
	  
	  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 08:58  Luigi Ballabio

	* [r3022] test-suite/riskstats.cpp:
	  
	  Warnings

2003-04-15 08:40  Ferdinando Ametrano

	* [r3021] ql/Math/hstatistics.cpp:
	  
	  HStatistics will not inherit from Statistic (Part II)

2003-04-15 08:39  Ferdinando Ametrano

	* [r3020] ql/Math/hstatistics.cpp, test-suite/riskstats.cpp:
	  
	  HStatistics will not inherit from Statistic (Part II)

2003-04-15 08:33  Ferdinando Ametrano

	* [r3019] ql/Math/hstatistics.cpp:
	  
	  HStatistics will not inherit from Statistic (Part II)

2003-04-15 08:11  Luigi Ballabio

	* [r3018] test-suite/riskstats.cpp:
	  
	  How many times again?

2003-04-15 08:09  Luigi Ballabio

	* [r3017] Docs/README.txt:
	  
	  Doxygen 1.3 released

2003-04-15 06:43  Luigi Ballabio

	* [r3016] Docs/Makefile.am, Docs/pages/fixedincome.docs,
	  Docs/quantlib.doxy, Docs/quantlibheader.tex,
	  ql/Calendars/budapest.cpp, ql/Calendars/budapest.hpp,
	  ql/Calendars/frankfurt.cpp, ql/Calendars/frankfurt.hpp,
	  ql/Calendars/helsinki.cpp, ql/Calendars/helsinki.hpp,
	  ql/Calendars/johannesburg.cpp, ql/Calendars/johannesburg.hpp,
	  ql/Calendars/jointcalendar.cpp, ql/Calendars/jointcalendar.hpp,
	  ql/Calendars/london.cpp, ql/Calendars/london.hpp,
	  ql/Calendars/milan.cpp, ql/Calendars/milan.hpp,
	  ql/Calendars/newyork.cpp, ql/Calendars/newyork.hpp,
	  ql/Calendars/oslo.cpp, ql/Calendars/oslo.hpp,
	  ql/Calendars/stockholm.cpp, ql/Calendars/stockholm.hpp,
	  ql/Calendars/sydney.cpp, ql/Calendars/sydney.hpp,
	  ql/Calendars/target.cpp, ql/Calendars/target.hpp,
	  ql/Calendars/tokyo.cpp, ql/Calendars/tokyo.hpp,
	  ql/Calendars/toronto.cpp, ql/Calendars/toronto.hpp,
	  ql/Calendars/warsaw.cpp, ql/Calendars/warsaw.hpp,
	  ql/Calendars/wellington.cpp, ql/Calendars/wellington.hpp,
	  ql/Calendars/zurich.cpp, ql/Calendars/zurich.hpp,
	  ql/CashFlows/basispointsensitivity.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/coupon.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/parcoupon.cpp,
	  ql/CashFlows/parcoupon.hpp, ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/simplecashflow.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp, ql/DayCounters/actual360.hpp,
	  ql/DayCounters/actual365.hpp, ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/actualactual.hpp, ql/DayCounters/thirty360.cpp,
	  ql/DayCounters/thirty360.hpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/boundarycondition.cpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/fdtypedefs.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/euribor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/xibormanager.cpp, ql/Indexes/xibormanager.hpp,
	  ql/Indexes/zarlibor.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/stock.cpp, ql/Instruments/stock.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp,
	  ql/Lattices/bsmlattice.cpp, ql/Lattices/bsmlattice.hpp,
	  ql/Lattices/lattice.cpp, ql/Lattices/lattice.hpp,
	  ql/Lattices/lattice2d.cpp, ql/Lattices/lattice2d.hpp,
	  ql/Lattices/tree.hpp, ql/Lattices/trinomialtree.cpp,
	  ql/Lattices/trinomialtree.hpp,
	  ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp,
	  ql/Math/chisquaredistribution.cpp,
	  ql/Math/chisquaredistribution.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/discrepancystatistics.cpp,
	  ql/Math/discrepancystatistics.hpp, ql/Math/errorfunction.cpp,
	  ql/Math/errorfunction.hpp, ql/Math/gammadistribution.cpp,
	  ql/Math/gammadistribution.hpp, ql/Math/hstatistics.cpp,
	  ql/Math/hstatistics.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/Math/lexicographicalview.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/loglinearinterpolation.hpp,
	  ql/Math/matrix.cpp, ql/Math/matrix.hpp,
	  ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/primenumbers.cpp,
	  ql/Math/primenumbers.hpp, ql/Math/riskmeasures.hpp,
	  ql/Math/segmentintegral.hpp, ql/Math/sequencestatistics.hpp,
	  ql/Math/statistics.cpp, ql/Math/statistics.hpp,
	  ql/Math/symmetriceigenvalues.hpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/symmetricschurdecomposition.hpp,
	  ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/arithmeticasopathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.hpp,
	  ql/MonteCarlo/getcovariance.cpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp,
	  ql/MonteCarlo/maxbasketpathpricer.cpp,
	  ql/MonteCarlo/maxbasketpathpricer.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/montecarlomodel.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/MonteCarlo/performanceoptionpathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/MonteCarlo/sample.hpp, ql/Optimization/armijo.cpp,
	  ql/Optimization/armijo.hpp, ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/costfunction.hpp,
	  ql/Optimization/criteria.hpp, ql/Optimization/leastsquare.hpp,
	  ql/Optimization/linesearch.hpp, ql/Optimization/method.hpp,
	  ql/Optimization/problem.hpp, ql/Optimization/simplex.cpp,
	  ql/Optimization/simplex.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp, ql/Patterns/bridge.hpp,
	  ql/Patterns/lazyobject.hpp, ql/Patterns/observable.hpp,
	  ql/Patterns/visitor.hpp, ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp, ql/Pricers/barrieroption.cpp,
	  ql/Pricers/barrieroption.hpp, ql/Pricers/binaryoption.cpp,
	  ql/Pricers/binaryoption.hpp, ql/Pricers/blackcapfloor.cpp,
	  ql/Pricers/blackcapfloor.hpp, ql/Pricers/blackswaption.cpp,
	  ql/Pricers/blackswaption.hpp, ql/Pricers/capfloorpricer.cpp,
	  ql/Pricers/capfloorpricer.hpp, ql/Pricers/cliquetoption.cpp,
	  ql/Pricers/cliquetoption.hpp, ql/Pricers/continuousgeometricapo.hpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/discretegeometricaso.hpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/europeanoption.hpp, ql/Pricers/fdamericanoption.hpp,
	  ql/Pricers/fdbermudanoption.cpp, ql/Pricers/fdbermudanoption.hpp,
	  ql/Pricers/fdbsmoption.cpp, ql/Pricers/fdbsmoption.hpp,
	  ql/Pricers/fddividendamericanoption.cpp,
	  ql/Pricers/fddividendamericanoption.hpp,
	  ql/Pricers/fddividendeuropeanoption.cpp,
	  ql/Pricers/fddividendeuropeanoption.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fddividendoption.hpp,
	  ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fddividendshoutoption.hpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdeuropean.hpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp, ql/Pricers/fdshoutoption.hpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/fdstepconditionoption.hpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, ql/Pricers/mcpricer.hpp,
	  ql/Pricers/performanceoption.cpp, ql/Pricers/performanceoption.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/Pricers/swaptionpricer.cpp, ql/Pricers/swaptionpricer.hpp,
	  ql/Pricers/treecapfloor.cpp, ql/Pricers/treecapfloor.hpp,
	  ql/Pricers/treeswaption.cpp, ql/Pricers/treeswaption.hpp,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/binomialvanillaengine.cpp,
	  ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/fdvanillaengine.cpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/genericengine.hpp,
	  ql/PricingEngines/integralengines.cpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp,
	  ql/PricingEngines/mcengine.hpp, ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/vanillaengines.hpp,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/haltonrsg.cpp, ql/RandomNumbers/haltonrsg.hpp,
	  ql/RandomNumbers/inversecumgaussianrng.hpp,
	  ql/RandomNumbers/inversecumgaussianrsg.hpp,
	  ql/RandomNumbers/knuthuniformrng.cpp,
	  ql/RandomNumbers/knuthuniformrng.hpp,
	  ql/RandomNumbers/lecuyeruniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/RandomNumbers/mt19937uniformrng.cpp,
	  ql/RandomNumbers/mt19937uniformrng.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp, ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/calibrationhelper.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp,
	  ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/ShortRateModels/twofactormodel.cpp,
	  ql/ShortRateModels/twofactormodel.hpp, ql/Solvers1D/bisection.cpp,
	  ql/Solvers1D/bisection.hpp, ql/Solvers1D/brent.cpp,
	  ql/Solvers1D/brent.hpp, ql/Solvers1D/falseposition.cpp,
	  ql/Solvers1D/falseposition.hpp, ql/Solvers1D/newton.cpp,
	  ql/Solvers1D/newton.hpp, ql/Solvers1D/newtonsafe.cpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.cpp,
	  ql/Solvers1D/ridder.hpp, ql/Solvers1D/secant.cpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/drifttermstructure.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/TermStructures/zerocurve.cpp,
	  ql/TermStructures/zerocurve.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Utilities/combiningiterator.hpp,
	  ql/Utilities/couplingiterator.hpp,
	  ql/Utilities/filteringiterator.hpp,
	  ql/Utilities/iteratorcategories.hpp,
	  ql/Utilities/processingiterator.hpp,
	  ql/Utilities/steppingiterator.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/impliedvoltermstructure.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/argsandresults.hpp,
	  ql/array.hpp, ql/blackmodel.hpp, ql/calendar.cpp, ql/calendar.hpp,
	  ql/capvolstructures.hpp, ql/cashflow.hpp, ql/currency.hpp,
	  ql/dataformatters.cpp, ql/dataformatters.hpp, ql/dataparsers.cpp,
	  ql/dataparsers.hpp, ql/date.cpp, ql/date.hpp, ql/daycounter.hpp,
	  ql/diffusionprocess.cpp, ql/diffusionprocess.hpp, ql/errors.hpp,
	  ql/exercise.cpp, ql/exercise.hpp, ql/expressiontemplates.hpp,
	  ql/functions/daycounters.cpp, ql/functions/daycounters.hpp,
	  ql/functions/mathf.cpp, ql/functions/mathf.hpp,
	  ql/functions/vols.cpp, ql/functions/vols.hpp, ql/grid.cpp,
	  ql/grid.hpp, ql/handle.hpp, ql/history.hpp, ql/index.hpp,
	  ql/instrument.hpp, ql/marketelement.hpp, ql/null.hpp,
	  ql/numericalmethod.hpp, ql/option.cpp, ql/option.hpp, ql/payoff.hpp,
	  ql/pricingengine.hpp, ql/qldefines.hpp, ql/relinkablehandle.hpp,
	  ql/riskstatistics.hpp, ql/scheduler.cpp, ql/scheduler.hpp,
	  ql/solver1d.cpp, ql/solver1d.hpp, ql/swaptionvolstructure.hpp,
	  ql/termstructure.hpp, ql/types.hpp, ql/voltermstructure.cpp,
	  ql/voltermstructure.hpp:
	  
	  Doxygen 1.3 released

2003-04-14 16:51  Ferdinando Ametrano

	* [r3015] ql/Math/hstatistics.cpp, ql/Math/hstatistics.hpp:
	  
	  HStatistics will not inherit from Statistic (Part II)

2003-04-14 16:50  Ferdinando Ametrano

	* [r3014] ql/Math/statistics.cpp, ql/Math/statistics.hpp:
	  
	  code formatting

2003-04-14 14:25  Ferdinando Ametrano

	* [r3013] test-suite/riskstats.cpp:
	  
	  nothing relevant

2003-04-14 12:15  Ferdinando Ametrano

	* [r3012] ql/Calendars/newyork.cpp:
	  
	  Veterans day not holiday

2003-04-14 11:57  Ferdinando Ametrano

	* [r3011] ql/Math/hstatistics.cpp, ql/Math/hstatistics.hpp:
	  
	  HStatistics can avoid Statistics numerical problems ... part 1

2003-04-14 09:07  Sadruddin Rejeb

	* [r3010] test-suite/stats.cpp:
	  
	  Fixed gcc compilation issue

2003-04-13 07:56  Ferdinando Ametrano

	* [r3007] ql/Math/normaldistribution.hpp:
	  
	  code formatting

2003-04-13 07:55  Ferdinando Ametrano

	* [r3006] ql/Math/statistics.cpp, ql/Math/statistics.hpp:
	  
	  bug fixed: it didn't handle correctly large number of samples.
	  kurtosis doc typo fixed

2003-04-12 18:30  Ferdinando Ametrano

	* [r3004] makefile.mak:
	  
	  fixed

2003-04-12 17:38  Ferdinando Ametrano

	* [r3003] test-suite/riskstats.cpp, test-suite/stats.cpp:
	  
	  added HStatistics, SequenceStatistics<Statistics>,
	  and SequenceStatistics<HStatistics> tests

2003-04-12 17:33  Ferdinando Ametrano

	* [r3002] test-suite/lowdiscrepancysequences.cpp:
	  
	  added (incomplete and reduced) discrepancy test

2003-04-12 17:29  Ferdinando Ametrano

	* [r3001] ql/Math/sequencestatistics.hpp:
	  
	  forgotten, but not lost

2003-04-12 17:28  Ferdinando Ametrano

	* [r3000] ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp:
	  
	  bug fix. Sobol now works. I will finish the tests next week.
	  Also unit initialization is allowed for study/comparison

2003-04-12 17:21  Ferdinando Ametrano

	* [r2999] ql/RandomNumbers/makefile.mak:
	  
	  make it work with -DDEBUG

2003-04-11 09:34  Ferdinando Ametrano

	* [r2998] ql/Math/makefile.mak:
	  
	  grammar rules: back to Statistics, with the final s

2003-04-11 08:13  Luigi Ballabio

	* [r2997] QuantLib.dsp, QuantLib.mak:
	  
	  *** empty log message ***

2003-04-10 16:19  Luigi Ballabio

	* [r2994] ql/Math/Makefile.am, ql/Math/discrepancystatistics.cpp,
	  ql/Math/discrepancystatistics.hpp, ql/Math/hstatistics.cpp,
	  ql/Math/sequencestatistics.hpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/riskstats.cpp,
	  test-suite/riskstats.hpp, test-suite/stats.cpp,
	  test-suite/stats.hpp:
	  
	  Grumpf

2003-04-10 15:00  Ferdinando Ametrano

	* [r2993] ql/riskstatistics.hpp:
	  
	  typo fixed

2003-04-10 11:41  Ferdinando Ametrano

	* [r2991] Docs/Examples/history_iterators.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, ql/Math/discrepancystatistic.hpp,
	  ql/Math/discrepancystatistics.hpp, ql/Math/hstatistic.cpp,
	  ql/Math/hstatistic.hpp, ql/Math/hstatistics.cpp,
	  ql/Math/hstatistics.hpp, ql/Math/normaldistribution.hpp,
	  ql/Math/sequencestatistic.hpp, ql/Math/sequencestatistics.hpp,
	  ql/Math/statistic.cpp, ql/Math/statistic.hpp,
	  ql/Math/statistics.cpp, ql/Math/statistics.hpp,
	  ql/MonteCarlo/mctypedefs.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, ql/Pricers/mcpricer.hpp,
	  ql/PricingEngines/mcengine.hpp, ql/history.hpp, ql/quantlib.hpp,
	  ql/riskstatistics.hpp, test-suite/lowdiscrepancysequences.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/riskstats.cpp,
	  test-suite/riskstats.hpp, test-suite/stats.cpp,
	  test-suite/stats.hpp:
	  
	  grammar rules: back to Statistics, with the final s

2003-04-10 08:17  Ferdinando Ametrano

	* [r2990] test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  added discrepancy test (too long in this version to be really added
	  to the
	  suite). Extended Halton/Sobol tests

2003-04-10 08:14  Ferdinando Ametrano

	* [r2989] test-suite/riskstats.cpp, test-suite/riskstats.hpp,
	  test-suite/stats.cpp, test-suite/stats.hpp:
	  
	  Statistics renamed Statistic

2003-04-10 08:09  Ferdinando Ametrano

	* [r2988] Docs/Examples/history_iterators.cpp, ql/Math/statistic.cpp,
	  ql/Math/statistic.hpp, ql/Math/statistics.cpp,
	  ql/Math/statistics.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/Pricers/mcbasket.cpp, ql/Pricers/mcbasket.hpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp:
	  
	  Statistics renamed Statistic

2003-04-10 08:06  Ferdinando Ametrano

	* [r2987] ql/Math/sequencestatistic.hpp,
	  ql/Math/sequencestatistics.hpp:
	  
	  SequenceStatistics renamed SequenceStatistic

2003-04-10 08:05  Ferdinando Ametrano

	* [r2986] ql/Math/discrepancystatistic.hpp, ql/Math/hstatistic.cpp,
	  ql/Math/hstatistic.hpp:
	  
	  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 08:03  Ferdinando Ametrano

	* [r2985] ql/RandomNumbers/sobolrsg.cpp:
	  
	  added switches for unit initialization (for study and test only)

2003-04-10 07:59  Ferdinando Ametrano

	* [r2984] QuantLib.dsp, QuantLib.mak, ql/Math/Makefile.am,
	  ql/Math/makefile.mak, ql/quantlib.hpp:
	  
	  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 07:55  Ferdinando Ametrano

	* [r2983] ql/riskstatistics.hpp:
	  
	  deprecated

2003-04-10 07:54  Ferdinando Ametrano

	* [r2982] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  Statistics renamed Statistic

2003-04-09 12:58  Luigi Ballabio

	* [r2980] ql/Math/sequencestatistics.hpp,
	  test-suite/lowdiscrepancysequences.cpp:
	  
	  No need to parameterize on sequence type---and it wouldn't have
	  worked with std::list

2003-04-08 16:05  Luigi Ballabio

	* [r2979] test-suite/lowdiscrepancysequences.cpp:
	  
	  *** empty log message ***

2003-04-08 16:01  Luigi Ballabio

	* [r2978] ql/Math/sequencestatistics.hpp:
	  
	  HOW could this template method compile?

2003-04-08 13:47  Ferdinando Ametrano

	* [r2977] QuantLib.dsp, QuantLib.mak, ql/RandomNumbers/makefile.mak,
	  ql/quantlib.hpp:
	  
	  added SequenceStatistics

2003-04-08 13:47  Ferdinando Ametrano

	* [r2976] test-suite/lowdiscrepancysequences.cpp:
	  
	  testing low discrepancy sequences using SequenceStatistics
	  Sobol might still have some problems (or I am missing something ...
	  ;-)

2003-04-08 13:38  Ferdinando Ametrano

	* [r2975] ql/Math/Makefile.am, ql/Math/riskmeasures.hpp,
	  ql/Math/sequencestatistics.hpp, ql/Math/statistics.hpp:
	  
	  added SequenceStatistics

2003-04-08 07:57  Luigi Ballabio

	* [r2972] test-suite/lowdiscrepancysequences.cpp:
	  
	  There was a reason...

2003-04-08 07:57  Luigi Ballabio

	* [r2971] ql/dataformatters.cpp, ql/dataformatters.hpp:
	  
	  Ordinal numerals

2003-04-07 16:40  Ferdinando Ametrano

	* [r2970] test-suite/lowdiscrepancysequences.cpp:
	  
	  bug-fix

2003-04-07 16:22  Luigi Ballabio

	* [r2969] ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp,
	  test-suite/lowdiscrepancysequences.cpp:
	  
	  *** empty log message ***

2003-04-07 15:37  Ferdinando Ametrano

	* [r2968] test-suite/lowdiscrepancysequences.cpp:
	  
	  faster test

2003-04-07 15:32  Ferdinando Ametrano

	* [r2967] ql/RandomNumbers/sobolrsg.cpp:
	  
	  bug-fix (and more comments)

2003-04-07 14:49  Ferdinando Ametrano

	* [r2966] QuantLib.dsp, QuantLib.mak, ql/RandomNumbers/sobolrsg.cpp,
	  test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  added Sobol/Holton first tests

2003-04-07 12:09  Luigi Ballabio

	* [r2965] ql/Instruments/vanillaoption.cpp,
	  ql/Instruments/vanillaoption.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/interpolation.hpp, ql/Math/linearinterpolation.hpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/PricingEngines/vanillaengines.hpp, ql/RandomNumbers/Makefile.am,
	  ql/RandomNumbers/PrimitivePolynomialsModuloTwoUpToDegree27.c,
	  ql/RandomNumbers/PrimitivePolynomialsModuloTwoUpToDegree27.h,
	  ql/RandomNumbers/mt19937uniformrng.cpp,
	  ql/RandomNumbers/primitivepolynomials.c,
	  ql/RandomNumbers/primitivepolynomials.h,
	  ql/RandomNumbers/sobolrsg.cpp, ql/RandomNumbers/sobolrsg.hpp,
	  ql/grid.cpp, ql/quantlib.hpp, test-suite/Makefile.am,
	  test-suite/capfloor.cpp, test-suite/europeanoption.cpp,
	  test-suite/lowdiscrepancysequences.cpp, test-suite/old_pricers.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/riskstats.cpp,
	  test-suite/solvers.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp:
	  
	  *** empty log message ***

2003-04-07 10:47  Ferdinando Ametrano

	* [r2964] test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  simple test added

2003-04-07 10:45  Ferdinando Ametrano

	* [r2963] ql/RandomNumbers/sobolrsg.cpp:
	  
	  bug fix

2003-04-07 09:47  Ferdinando Ametrano

	* [r2962] Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.mak, QuantLib.dsp, QuantLib.mak, makefile.mak,
	  ql/RandomNumbers/Makefile.am,
	  ql/RandomNumbers/PrimitivePolynomialsModuloTwoUpToDegree27.c,
	  ql/RandomNumbers/PrimitivePolynomialsModuloTwoUpToDegree27.h,
	  ql/RandomNumbers/makefile.mak, ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp, ql/makefile.mak, ql/quantlib.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  included in QuantLib primitive polynomials modulo two up to
	  dimension 18

2003-04-07 08:03  Ferdinando Ametrano

	* [r2961] ql/RandomNumbers/sobolrsg.cpp,
	  ql/RandomNumbers/sobolrsg.hpp:
	  
	  added Sobol Random Sequence Generator. Untested yet

2003-04-06 00:17  Ferdinando Ametrano

	* [r2960] QuantLib.dsp, QuantLib.mak, makefile.mak,
	  ql/RandomNumbers/Makefile.am, ql/RandomNumbers/makefile.mak,
	  ql/RandomNumbers/sobolrsg.cpp, ql/RandomNumbers/sobolrsg.hpp,
	  ql/makefile.mak, ql/quantlib.hpp:
	  
	  added Sobol Random Sequence Generator. Untested yet

2003-04-05 23:34  Ferdinando Ametrano

	* [r2959] ql/RandomNumbers/haltonrsg.hpp,
	  ql/RandomNumbers/mt19937uniformrng.hpp:
	  
	  code formatting

2003-04-04 17:22  Ferdinando Ametrano

	* [r2958] Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak:
	  
	  added primitive polynomial modulo 2

2003-04-04 17:06  Ferdinando Ametrano

	* [r2956] Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.mak, QuantLib.dsp, ql/Math/cubicspline.hpp,
	  ql/Math/interpolation.hpp, ql/RandomNumbers/mt19937uniformrng.hpp,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  warning avoided

2003-04-04 16:43  Ferdinando Ametrano

	* [r2955] ql/Math/chisquaredistribution.hpp:
	  
	  typo fixed

2003-04-04 16:33  Ferdinando Ametrano

	* [r2954] Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.mak, Examples/Swap/makefile.mak,
	  Examples/makefile.mak, QuantLib.dsp, QuantLib.mak, makefile.mak,
	  ql/RandomNumbers/mt19937uniformrng.cpp,
	  ql/RandomNumbers/mt19937uniformrng.hpp, ql/qldefines.hpp,
	  ql/quantlib.hpp, test-suite/lowdiscrepancysequences.cpp,
	  test-suite/lowdiscrepancysequences.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  1) added primitive polynomial modulo 2 (also an unit test)
	  2) VC++ moved from (Debug) Multithread DLL to (Debug) Multithread

2003-04-02 14:21  Ferdinando Ametrano

	* [r2953] Examples/DiscreteHedging/DiscreteHedging.cpp:
	  
	  working on payoff classes
	  removed default argument from binary option

2003-04-02 07:48  Ferdinando Ametrano

	* [r2952] Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/Pricers/singleassetoption.hpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/integralengines.cpp,
	  ql/PricingEngines/vanillaengines.hpp, ql/payoff.hpp,
	  test-suite/old_pricers.cpp:
	  
	  working on payoff classes
	  removed default argument from binary option

2003-04-01 15:39  Luigi Ballabio

	* [r2951] Docs/images/Makefile.am, Docs/images/QL-largish.bmp,
	  Docs/images/QL-largish.eps, Docs/images/QL-largish.jpg,
	  Docs/images/QL-largish.pdf, Docs/images/QL-small-notitle.jpg,
	  Docs/images/QL-small.jpg, Docs/images/QL.bmp, Docs/images/QL.eps,
	  Docs/images/QL.jpg, Docs/images/QL.pdf, Docs/pages/index.docs,
	  Docs/quantlib.doxy, Docs/quantlibfooter.html,
	  Docs/quantlibfooteronline.html, Docs/quantlibheader.html,
	  Docs/quantlibheader.tex:
	  
	  *** empty log message ***

2003-04-01 14:43  Ferdinando Ametrano

	* [r2950] ql/Instruments/vanillaoption.cpp,
	  ql/Instruments/vanillaoption.hpp, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/integralengines.cpp,
	  ql/PricingEngines/integraleuropeanengine.cpp,
	  ql/PricingEngines/makefile.mak, ql/PricingEngines/mcengine.hpp,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/vanillaengines.hpp:
	  
	  working on Cash-Or-Nothing and Asset-Or-Nothing payoff classes

2003-04-01 11:16  Ferdinando Ametrano

	* [r2949] ql/Makefile.am, ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/Pricers/binaryoption.hpp, ql/Pricers/singleassetoption.hpp,
	  ql/PricingEngines/vanillaengines.hpp, ql/exercise.hpp,
	  ql/payoff.hpp, ql/quantlib.hpp:
	  
	  added payoff file for Payoff classes.
	  Added Cash-Or-Nothing and Asset-Or-Nothing payoff classes

2003-04-01 09:37  Ferdinando Ametrano

	* [r2948] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/Pricers/barrieroption.cpp, ql/Pricers/barrieroption.hpp,
	  ql/Pricers/binaryoption.cpp, ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricaso.cpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/europeanoption.hpp, ql/Pricers/fdbermudanoption.cpp,
	  ql/Pricers/fdbsmoption.cpp, ql/Pricers/fddividendoption.cpp,
	  ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/integraleuropeanengine.cpp,
	  ql/PricingEngines/mcengine.hpp, ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/vanillaengines.hpp, ql/exercise.cpp,
	  ql/exercise.hpp:
	  
	  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 16:57  Ferdinando Ametrano

	* [r2947] Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, TODO.txt, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/integraleuropeanengine.cpp,
	  ql/PricingEngines/makefile.mak,
	  ql/PricingEngines/vanillaengines.hpp:
	  
	  added Integral (european) pricing engine

2003-03-28 17:33  Luigi Ballabio

	* [r2946] test-suite/matrices.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2003-03-28 17:10  Sadruddin Rejeb

	* [r2944] UFILE:
	  
	  Updated e-mail address (bis)

2003-03-28 17:09  Sadruddin Rejeb

	* [r2943] Authors.txt:
	  
	  Updated e-mail address (yes, I'm alive... I'll be back soon!)

2003-03-28 10:21  Ferdinando Ametrano

	* [r2942] ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp,
	  ql/MonteCarlo/maxbasketpathpricer.cpp,
	  ql/MonteCarlo/maxbasketpathpricer.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, test-suite/old_pricers.cpp:
	  
	  using std::vector instead of Array

2003-03-27 11:46  Ferdinando Ametrano

	* [r2941] ql/RandomNumbers/randomarraygenerator.hpp:
	  
	  not using deprecated class anymore

2003-03-27 10:24  Ferdinando Ametrano

	* [r2938] ql/functions/mathf.cpp, ql/functions/mathf.hpp:
	  
	  Mersenne Twister related functions

2003-03-25 00:00  Ferdinando Ametrano

	* [r2937] ql/Pricers/mccliquetoption.hpp:
	  
	  no message

2003-03-24 23:14  Ferdinando Ametrano

	* [r2935] TODO.txt, test-suite/old_pricers.cpp,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  updated

2003-03-24 23:13  Ferdinando Ametrano

	* [r2934] ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp:
	  
	  using std::vector instead of Array

2003-03-24 23:12  Ferdinando Ametrano

	* [r2933] ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.hpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mccliquetoption.hpp:
	  
	  extending functionalities

2003-03-24 23:11  Ferdinando Ametrano

	* [r2932] ql/RandomNumbers/haltonrsg.cpp:
	  
	  code formatting

2003-03-24 16:37  Luigi Ballabio

	* [r2930] test-suite/mersennetwister.cpp:
	  
	  Removed warning with gcc

2003-03-24 15:45  Ferdinando Ametrano

	* [r2928] TODO.txt:
	  
	  updated

2003-03-24 15:45  Ferdinando Ametrano

	* [r2927] ql/RandomNumbers/Faure2.bas:
	  
	  need to be converted in C++

2003-03-24 15:39  Ferdinando Ametrano

	* [r2926] ql/Math/matrix.cpp, ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/symmetricschurdecomposition.hpp:
	  
	  const-ness fixes

2003-03-24 15:30  Ferdinando Ametrano

	* [r2925] test-suite/Makefile.am, test-suite/makefile.mak,
	  test-suite/matrices.cpp, test-suite/matrices.hpp,
	  test-suite/quantlibtestsuite.cpp:
	  
	  added matrices test (eigenvectors and pseudoSqrt for the time being)

2003-03-24 14:12  Ferdinando Ametrano

	* [r2923] TODO.txt, ql/Math/matrix.cpp, ql/Math/matrix.hpp:
	  
	  matrix pseudo square algorithm using salvaging algorithm(s)

2003-03-24 10:53  Ferdinando Ametrano

	* [r2922] ql/Math/symmetricschurdecomposition.hpp:
	  
	  avoid copying results

2003-03-24 10:52  Ferdinando Ametrano

	* [r2921] ql/MonteCarlo/multipathgenerator.hpp:
	  
	  code formatting

2003-03-23 23:39  Luigi Ballabio

	* [r2918] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/mcengine.hpp:
	  
	  Compiles and runs with gcc

2003-03-23 20:14  Luigi Ballabio

	* [r2917] ql/MonteCarlo/pathgenerator.hpp:
	  
	  Template argument name fixed

2003-03-23 15:15  Ferdinando Ametrano

	* [r2916] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  working on cliquet and MC framework

2003-03-23 15:09  Ferdinando Ametrano

	* [r2915] ql/MonteCarlo/brownianbridge.hpp:
	  
	  avoid warning

2003-03-23 15:06  Ferdinando Ametrano

	* [r2914] ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.hpp:
	  
	  working on cliquet

2003-03-23 15:05  Ferdinando Ametrano

	* [r2913] ql/MonteCarlo/montecarlomodel.hpp:
	  
	  in the new framework antithetic variate is handled by
	  MonteCarloModel

2003-03-23 15:05  Ferdinando Ametrano

	* [r2912] ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceverest.cpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mcmaxbasket.cpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcperformanceoption.cpp:
	  
	  old pricers don't use new framework's antithetic variate

2003-03-23 14:59  Ferdinando Ametrano

	* [r2911] ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/mcengine.hpp:
	  
	  working on cliquet and MC framework

2003-03-23 14:57  Ferdinando Ametrano

	* [r2910] ql/RandomNumbers/inversecumgaussianrsg.hpp:
	  
	  bug fix

2003-03-22 20:58  Ferdinando Ametrano

	* [r2909] ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.cpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp:
	  
	  using TimeGrid instead of std::vector<Time>

2003-03-22 20:57  Ferdinando Ametrano

	* [r2908] ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp:
	  
	  1) using TimeGrid instead of std::vector<Time>
	  2) new MultiPathGenerator using sequence generator
	  3) old MultiPathGenerator available as MultiPathGenerator_old

2003-03-22 20:51  Ferdinando Ametrano

	* [r2907] ql/Pricers/mcbasket.cpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/Pricers/mcperformanceoption.cpp:
	  
	  using timeGrid

2003-03-22 20:49  Ferdinando Ametrano

	* [r2906] ql/grid.hpp:
	  
	  bug fix and interface extension

2003-03-22 20:48  Ferdinando Ametrano

	* [r2905] ql/config.msvc.hpp:
	  
	  relaxing conditions enforced on end user

2003-03-22 17:50  Ferdinando Ametrano

	* [r2904] ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/MonteCarlo/sample.hpp:
	  
	  code formatting

2003-03-22 16:47  Ferdinando Ametrano

	* [r2903] ql/RandomNumbers/haltonrsg.hpp,
	  ql/RandomNumbers/inversecumgaussianrsg.hpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp:
	  
	  added lastSequence

2003-03-22 16:21  Luigi Ballabio

	* [r2902] Docs/Makefile.am, Docs/quantlib.doxy,
	  Docs/quantlibheader.html,
	  Examples/EuropeanOption/EuropeanOption.cpp, ql/diffusionprocess.cpp,
	  ql/grid.cpp, ql/grid.hpp:
	  
	  Misc. fixes

2003-03-21 18:42  Ferdinando Ametrano

	* [r2901] ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.hpp:
	  
	  working on cliquet

2003-03-20 16:06  Ferdinando Ametrano

	* [r2900] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  BrownianBridge QuantLibfied

2003-03-20 16:05  Ferdinando Ametrano

	* [r2899] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/MonteCarlo/brownianbridge.hpp:
	  
	  BrownianBridge QuantLibfied

2003-03-20 15:52  Ferdinando Ametrano

	* [r2898] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  clean up

2003-03-20 15:11  Ferdinando Ametrano

	* [r2897] ql/MonteCarlo/brownianbridge.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp:
	  
	  BrownianBridge QuantLibfied

2003-03-20 11:47  Ferdinando Ametrano

	* [r2896] ql/MonteCarlo/brownianbridge.hpp:
	  
	  BrownianBridge QuantLibfied

2003-03-20 11:15  Ferdinando Ametrano

	* [r2895] Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/brownianbridge.cpp, ql/MonteCarlo/makefile.mak,
	  ql/MonteCarlo/pathgenerator.hpp,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/mcengine.hpp,
	  ql/PricingEngines/vanillaengines.hpp:
	  
	  useless Handle<TimeGrid> removed

2003-03-20 10:39  Ferdinando Ametrano

	* [r2894] ql/MonteCarlo/brownianbridge.cpp,
	  ql/MonteCarlo/brownianbridge.hpp:
	  
	  BrownianBridge QuantLibfied

2003-03-20 09:35  Ferdinando Ametrano

	* [r2893] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  extending and refactoring TimeGrid

2003-03-20 09:30  Ferdinando Ametrano

	* [r2891] ql/diffusionprocess.cpp, ql/diffusionprocess.hpp:
	  
	  temporary patch

2003-03-20 09:28  Ferdinando Ametrano

	* [r2890] ql/grid.cpp, ql/grid.hpp:
	  
	  extending and refactoring

2003-03-20 09:27  Ferdinando Ametrano

	* [r2889] ql/RandomNumbers/randomsequencegenerator.hpp:
	  
	  added RandomSequenceGenerator(Size dimensionality, long seed = 0)

2003-03-20 09:25  Ferdinando Ametrano

	* [r2888] ql/RandomNumbers/haltonrsg.cpp,
	  ql/RandomNumbers/haltonrsg.hpp, ql/functions/mathf.cpp:
	  
	  static version to avoid multiple prime calculation

2003-03-20 09:21  Ferdinando Ametrano

	* [r2887] ql/MonteCarlo/pathgenerator.hpp:
	  
	  avoiding a copy

2003-03-20 08:37  Ferdinando Ametrano

	* [r2886] ql/Math/primenumbers.cpp, ql/Math/primenumbers.hpp:
	  
	  static version to avoid multiple prime calculation

2003-03-19 17:31  Ferdinando Ametrano

	* [r2883] QuantLib.dsp, QuantLib.mak, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/brownianbridge.cpp, ql/MonteCarlo/brownianbridge.hpp,
	  ql/MonteCarlo/makefile.mak, ql/quantlib.hpp:
	  
	  added Jaeckel's Brownian Bridge

2003-03-19 17:06  Ferdinando Ametrano

	* [r2882] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  ql/Pricers/treecapfloor.cpp, ql/Pricers/treeswaption.cpp,
	  ql/grid.cpp, ql/grid.hpp:
	  
	  TimeGrid now uses iterators

2003-03-19 16:59  Ferdinando Ametrano

	* [r2881] QuantLib.dsp, QuantLib.mak, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  updated

2003-03-19 16:59  Ferdinando Ametrano

	* [r2880] ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.hpp,
	  ql/PricingEngines/cliquetengines.hpp:
	  
	  working on cliquet

2003-03-19 15:10  Ferdinando Ametrano

	* [r2879] Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak:
	  
	  QL_DEBUG undefined in project settings

2003-03-19 14:47  Ferdinando Ametrano

	* [r2878] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/arithmeticasopathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.hpp,
	  ql/MonteCarlo/getcovariance.cpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp,
	  ql/MonteCarlo/maxbasketpathpricer.cpp,
	  ql/MonteCarlo/maxbasketpathpricer.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/multipath.hpp, ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/pathgenerator.hpp,
	  ql/MonteCarlo/performanceoptionpathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/Pricers/mcbasket.cpp, ql/Pricers/mcbasket.hpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp:
	  
	  old PathPricer(s), PathGenerators, etc are available with a trailing
	  _old

2003-03-19 14:44  Ferdinando Ametrano

	* [r2877] ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/mcengine.hpp:
	  
	  using new Path framework

2003-03-19 14:40  Ferdinando Ametrano

	* [r2876] ql/MonteCarlo/pathpricer.hpp:
	  
	  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 12:28  Ferdinando Ametrano

	* [r2875] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/config.bcc.hpp, ql/config.msvc.hpp:
	  
	  defined QL_DEBUG when _DEBUG (Visual) or DEBUG (Borland) is defined

2003-03-19 12:08  Ferdinando Ametrano

	* [r2874] ql/RandomNumbers/mt19935uniformrng.cpp:
	  
	  removed useless dummy empty file

2003-03-19 11:22  Ferdinando Ametrano

	* [r2873] test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  test suite bug fix: the debug version was untested before

2003-03-19 10:56  Ferdinando Ametrano

	* [r2872] QuantLib.dsp, QuantLib.mak, test-suite/mersennetwister.cpp,
	  test-suite/old_pricers.cpp, test-suite/quantlibtestsuite.cpp:
	  
	  fixed MC test numbers: there has been a big improvement of the
	  quality of
	  the GaussianRandomGenerator

2003-03-19 08:27  Ferdinando Ametrano

	* [r2871] test-suite/mersennetwister.cpp:
	  
	  extended test

2003-03-18 17:25  Ferdinando Ametrano

	* [r2868] ql/RandomNumbers/rngtypedefs.hpp:
	  
	  more typedef-ed generators

2003-03-18 16:42  Ferdinando Ametrano

	* [r2862] ql/RandomNumbers/mt19937uniformrng.hpp:
	  
	  Mersenne Twister test

2003-03-18 16:33  Ferdinando Ametrano

	* [r2861] test-suite/Makefile.am, test-suite/makefile.mak,
	  test-suite/mersennetwister.cpp, test-suite/mersennetwister.hpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  Mersenne Twister test

2003-03-18 14:17  Ferdinando Ametrano

	* [r2860] QuantLib.dsp, QuantLib.mak, ql/RandomNumbers/Makefile.am,
	  ql/RandomNumbers/makefile.mak,
	  ql/RandomNumbers/mt19935uniformrng.cpp,
	  ql/RandomNumbers/mt19937uniformrng.cpp,
	  ql/RandomNumbers/mt19937uniformrng.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp, ql/quantlib.hpp:
	  
	  Mersenne Twister random number generator added (untested yet)

2003-03-18 11:18  Ferdinando Ametrano

	* [r2859] ql/RandomNumbers/lecuyeruniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp:
	  
	  comments added

2003-03-18 10:23  Luigi Ballabio

	* [r2858] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/PricingEngines/mcengine.hpp:
	  
	  Redundant naming

2003-03-18 10:22  Luigi Ballabio

	* [r2857] Docs/quantlib.doxy:
	  
	  *** empty log message ***

2003-03-18 09:39  Ferdinando Ametrano

	* [r2856] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/PricingEngines/mcengine.hpp:
	  
	  fix

2003-03-18 09:22  Luigi Ballabio

	* [r2855] ql/PricingEngines/cliquetengines.hpp:
	  
	  missing inline

2003-03-17 20:08  Ferdinando Ametrano

	* [r2853] ql/PricingEngines/cliquetengines.hpp,
	  ql/PricingEngines/mcengine.hpp:
	  
	  working on MC cliquet option

2003-03-17 19:38  Ferdinando Ametrano

	* [r2852] Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, ql/MonteCarlo/pathgenerator.hpp,
	  ql/PricingEngines/Makefile.am, ql/PricingEngines/makefile.mak,
	  ql/PricingEngines/mcengine.hpp, ql/quantlib.hpp:
	  
	  timeGrid everywhere in MCengine and derived classes

2003-03-17 18:37  Luigi Ballabio

	* [r2851] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/MonteCarlo/mctypedefs.hpp, ql/MonteCarlo/pathgenerator.hpp,
	  ql/Pricers/europeanoption.hpp, ql/Pricers/mceuropean.hpp,
	  ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/analyticalvanillaengine.cpp,
	  ql/PricingEngines/analyticeuropeanengine.cpp,
	  ql/PricingEngines/vanillaengines.hpp, test-suite/europeanoption.cpp:
	  
	  *** empty log message ***

2003-03-17 17:23  Ferdinando Ametrano

	* [r2850] Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.mak,
	  ql/MonteCarlo/pathgenerator.hpp, ql/PricingEngines/mcengine.hpp:
	  
	  MC engines now use sequence generators

2003-03-17 17:22  Ferdinando Ametrano

	* [r2849] ql/RandomNumbers/rngtypedefs.hpp:
	  
	  comments

2003-03-17 17:21  Ferdinando Ametrano

	* [r2848] ql/quantlib.hpp:
	  
	  reordered

2003-03-17 17:21  Ferdinando Ametrano

	* [r2847] makefile.mak:
	  
	  not silent anymore (not here at least)

2003-03-17 15:47  Ferdinando Ametrano

	* [r2846] Examples/makefile.mak:
	  
	  not silent anymore (not here at least)

2003-03-17 15:46  Ferdinando Ametrano

	* [r2845] Examples/EuropeanOption/makefile.mak:
	  
	  reverting wrong changes

2003-03-17 15:35  Ferdinando Ametrano

	* [r2844] ql/functions/mathf.cpp, ql/functions/mathf.hpp:
	  
	  added primeNumber function

2003-03-17 15:35  Ferdinando Ametrano

	* [r2843] ql/Math/primenumbers.hpp:
	  
	  removed redundant method

2003-03-17 12:39  Ferdinando Ametrano

	* [r2842] Examples/EuropeanOption/makefile.mak, QuantLib.dsp,
	  QuantLib.mak, makefile.mak, ql/MonteCarlo/sample.hpp,
	  ql/RandomNumbers/inversecumgaussianrsg.hpp, ql/quantlib.hpp:
	  
	  updated

2003-03-17 12:26  Ferdinando Ametrano

	* [r2841] ql/RandomNumbers/rngtypedefs.hpp:
	  
	  added sequence generators: random sequence generator create a
	  sequence
	  generator out of a random number generator.

2003-03-17 12:25  Ferdinando Ametrano

	* [r2840] ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/inversecumgaussianrng.hpp:
	  
	  RNG as constructor input
	  constructor( long seed) deprecated

2003-03-17 12:15  Ferdinando Ametrano

	* [r2839] ql/RandomNumbers/Makefile.am, ql/RandomNumbers/halton.cpp,
	  ql/RandomNumbers/halton.hpp, ql/RandomNumbers/haltonrsg.cpp,
	  ql/RandomNumbers/haltonrsg.hpp, ql/RandomNumbers/makefile.mak:
	  
	  QuantLibfied interface

2003-03-17 12:05  Ferdinando Ametrano

	* [r2838] ql/Math/primenumbers.cpp:
	  
	  improved

2003-03-17 11:49  Ferdinando Ametrano

	* [r2837] ql/Math/primenumbers.cpp, ql/Math/primenumbers.hpp:
	  
	  improved

2003-03-17 11:29  Ferdinando Ametrano

	* [r2836] ql/RandomNumbers/randomarraygenerator.hpp:
	  
	  deprecated

2003-03-17 11:27  Ferdinando Ametrano

	* [r2835] ql/RandomNumbers/randomsequencegenerator.cpp:
	  
	  added by error, now removed

2003-03-17 11:26  Ferdinando Ametrano

	* [r2834] ql/RandomNumbers/Makefile.am,
	  ql/RandomNumbers/inversecumgaussianrsg.hpp,
	  ql/RandomNumbers/randomsequencegenerator.cpp,
	  ql/RandomNumbers/randomsequencegenerator.hpp, ql/quantlib.hpp:
	  
	  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 11:10  Ferdinando Ametrano

	* [r2833] test-suite, test-suite/.cvsignore,
	  test-suite/covariance.cpp, test-suite/distributions.cpp,
	  test-suite/makefile.mak, test-suite/old_pricers.cpp,
	  test-suite/operators.cpp, test-suite/piecewiseflatforward.cpp,
	  test-suite/riskstats.cpp, test-suite/termstructures.cpp:
	  
	  Borland fixes

2003-03-17 08:59  Luigi Ballabio

	* [r2831] Docs/quantlib.doxy, acinclude.m4, configure.ac,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Math/errorfunction.cpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/primenumbers.cpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/genericengine.hpp, ql/PricingEngines/mcengine.hpp,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/vanillaengines.hpp, ql/argsandresults.hpp,
	  ql/option.cpp, ql/option.hpp, ql/pricingengine.hpp:
	  
	  Works on gcc + errorEstimate() and misc

2003-03-16 02:12  Ferdinando Ametrano

	* [r2830] QuantLib.mak, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, test-suite/capfloor.cpp,
	  test-suite/distributions.cpp, test-suite/old_pricers.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/swaption.cpp:
	  
	  improved Cumulative Normal Distribution function using the Error
	  Function.

2003-03-16 01:38  Ferdinando Ametrano

	* [r2828] QuantLib.dsp, ql/Math/Makefile.am,
	  ql/Math/errorfunction.cpp, ql/Math/errorfunction.hpp,
	  ql/Math/makefile.mak, ql/quantlib.hpp:
	  
	  added error function

2003-03-15 23:02  Ferdinando Ametrano

	* [r2827] ql/Math/normaldistribution.hpp,
	  test-suite/distributions.cpp:
	  
	  old bug fixed

2003-03-15 21:42  Ferdinando Ametrano

	* [r2826] ql/config.bcc.hpp, ql/config.msvc.hpp:
	  
	  added missing DEFINEs

2003-03-15 21:41  Ferdinando Ametrano

	* [r2825] ql/Math/normaldistribution.hpp:
	  
	  backward compatibility

2003-03-15 20:17  Ferdinando Ametrano

	* [r2823] ChangeLog.txt, Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/Math/chisquaredistribution.cpp,
	  ql/Math/chisquaredistribution.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/riskmeasures.hpp,
	  ql/PricingEngines/analyticalvanillaengine.cpp,
	  ql/PricingEngines/vanillaengines.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp, ql/config.msvc.hpp,
	  ql/functions/mathf.cpp, ql/quantlib.hpp,
	  test-suite/distributions.cpp:
	  
	  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 16:41  Ferdinando Ametrano

	* [r2822] QuantLib.dsp, QuantLib.mak, ql/Math/Makefile.am,
	  ql/Math/makefile.mak, ql/Math/normaldistribution.hpp,
	  ql/Math/primenumbers.cpp, ql/Math/primenumbers.hpp,
	  ql/RandomNumbers/Makefile.am, ql/RandomNumbers/halton.cpp,
	  ql/RandomNumbers/halton.hpp, ql/RandomNumbers/makefile.mak:
	  
	  added Halton low discrepancy sequence (and prime number generation).
	  Code taken from "Monte Carlo Methods in Finance", by Peter Jaeckel

2003-03-14 17:37  Ferdinando Ametrano

	* [r2821] ql/grid.cpp, ql/grid.hpp:
	  
	  mandatory times indexed for easier rollback/simulation

2003-03-14 17:36  Ferdinando Ametrano

	* [r2820] ql/Volatilities/localvolsurface.hpp:
	  
	  richer error messages

2003-03-14 09:30  Ferdinando Ametrano

	* [r2819] ChangeLog.txt:
	  
	  updated

2003-03-13 23:25  Ferdinando Ametrano

	* [r2818] ql/Math/cubicspline.hpp, ql/Math/interpolation.hpp,
	  ql/Math/interpolation2D.hpp:
	  
	  check for sorted arrays

2003-03-13 17:09  Ferdinando Ametrano

	* [r2816] TODO.txt:
	  
	  updated

2003-03-13 17:09  Ferdinando Ametrano

	* [r2815] ql/Volatilities/blackvariancesurface.hpp:
	  
	  handle t=0.0

2003-03-13 15:59  Ferdinando Ametrano

	* [r2814] ql/Math/cubicspline.hpp:
	  
	  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 15:54  Ferdinando Ametrano

	* [r2813] ql/Volatilities/blackvariancesurface.hpp:
	  
	  bug fixed
	  Interpolation should check for sorted x/y arrays anyway

2003-03-13 15:50  Ferdinando Ametrano

	* [r2812] ql/Volatilities/localvolsurface.hpp:
	  
	  handle t==0.0

2003-03-12 18:25  Ferdinando Ametrano

	* [r2811] TODO.txt:
	  
	  updated

2003-03-11 16:38  Luigi Ballabio

	* [r2809] ql/PricingEngines/vanillaengines.hpp:
	  
	  *** empty log message ***

2003-03-11 16:06  Ferdinando Ametrano

	* [r2808] ql/Math/bilinearinterpolation.hpp:
	  
	  code formatting

2003-03-11 10:11  Ferdinando Ametrano

	* [r2806] ql/Math/bicubicsplineinterpolation.hpp:
	  
	  comment fixed

2003-03-11 10:06  Luigi Ballabio

	* [r2805] ql/Math/bicubicsplineinterpolation.hpp:
	  
	  Visual again

2003-03-11 09:46  Luigi Ballabio

	* [r2804] ql/Math/bicubicsplineinterpolation.hpp:
	  
	  *** empty log message ***

2003-03-10 18:36  Ferdinando Ametrano

	* [r2803] Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.mak,
	  ql/Volatilities/localvolsurface.hpp:
	  
	  McEngine now uses local vol. PAINFULLY slow!

2003-03-10 18:23  Ferdinando Ametrano

	* [r2801] QuantLib.dsp, QuantLib.mak:
	  
	  added BicubicSplineInterpolation

2003-03-10 18:19  Ferdinando Ametrano

	* [r2800] TODO.txt:
	  
	  updated

2003-03-10 18:19  Ferdinando Ametrano

	* [r2799] ql/diffusionprocess.cpp, ql/diffusionprocess.hpp:
	  
	  quick patch for extrapolation.
	  Should be revised

2003-03-10 18:17  Ferdinando Ametrano

	* [r2798] ql/PricingEngines/binomialvanillaengine.cpp,
	  ql/PricingEngines/mcengine.hpp,
	  ql/PricingEngines/vanillaengines.hpp:
	  
	  added timeSteps to McEngine (required to take into account local
	  vol)

2003-03-10 18:13  Ferdinando Ametrano

	* [r2797] ql/MonteCarlo/pathgenerator.hpp:
	  
	  to handle local volatility we need the real asset level

2003-03-10 18:12  Ferdinando Ametrano

	* [r2796] ql/Math/Makefile.am, ql/Math/bicubicsplineinterpolation.hpp,
	  ql/Math/bilinearinterpolation.hpp, ql/functions/mathf.cpp,
	  ql/quantlib.hpp:
	  
	  added BicubicSplineInterpolation

2003-03-10 18:08  Ferdinando Ametrano

	* [r2795] ql/Math/cubicspline.hpp:
	  
	  checked also in release mode

2003-03-10 10:07  Ferdinando Ametrano

	* [r2792] ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.hpp:
	  
	  more efficient null strike/time derivatives

2003-03-09 22:48  Ferdinando Ametrano

	* [r2790] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  trying to switch to black vol surface (and implied local vol).
	  It doesn't work yet

2003-03-09 22:45  Ferdinando Ametrano

	* [r2789] QuantLib.dsp, QuantLib.mak, TODO.txt:
	  
	  updated

2003-03-09 22:44  Ferdinando Ametrano

	* [r2788] ql/Volatilities/localvolsurface.hpp:
	  
	  local vol surface added. Few fixes

2003-03-09 22:43  Ferdinando Ametrano

	* [r2787] ql/functions/vols.cpp:
	  
	  enumeration tags changed

2003-03-09 22:43  Ferdinando Ametrano

	* [r2786] ql/Volatilities/blackvariancesurface.hpp:
	  
	  bug fix and enumeration tags changed

2003-03-09 22:30  Ferdinando Ametrano

	* [r2785] ql/Makefile.am, ql/diffusionprocess.cpp,
	  ql/diffusionprocess.hpp, ql/makefile.mak:
	  
	  added cpp file

2003-03-08 20:36  Ferdinando Ametrano

	* [r2784] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  added local volatility

2003-03-08 20:27  Ferdinando Ametrano

	* [r2783] ql/voltermstructure.cpp:
	  
	  central differencing, handle t=0.0 case

2003-03-08 20:15  Ferdinando Ametrano

	* [r2782] ql/Volatilities/blackvariancecurve.hpp:
	  
	  comments and braces added

2003-03-08 20:14  Ferdinando Ametrano

	* [r2781] ql/Volatilities/localvolsurface.hpp:
	  
	  added local volatility

2003-03-07 16:34  Ferdinando Ametrano

	* [r2780] Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  ql/Volatilities/Makefile.am, ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/localvolsurface.hpp, ql/quantlib.hpp:
	  
	  added local volatility

2003-03-07 12:39  Luigi Ballabio

	* [r2779] man/DiscreteHedging.1, man/EuropeanOption.1,
	  man/Makefile.am, man/SwapValuation.1:
	  
	  Binaries of examples no longer installed

2003-03-07 12:23  Luigi Ballabio

	* [r2778] ql/Lattices/binomialtree.cpp:
	  
	  Fix for gcc

2003-03-06 18:31  Ferdinando Ametrano

	* [r2777] ql/Instruments/vanillaoption.cpp,
	  ql/PricingEngines/analyticalvanillaengine.cpp,
	  ql/PricingEngines/binomialvanillaengine.cpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/mcengine.hpp, ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/vanillaengines.hpp:
	  
	  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 17:23  Ferdinando Ametrano

	* [r2776] ql/Volatilities/blackvariancesurface.hpp,
	  ql/voltermstructure.cpp:
	  
	  code formatting

2003-03-06 17:12  Ferdinando Ametrano

	* [r2775] TODO.txt:
	  
	  added QuantLib afternoon conclusion

2003-03-06 15:56  Ferdinando Ametrano

	* [r2774] ql/MonteCarlo/mctypedefs.hpp:
	  
	  new path generator based on DiffusionProcess, TimeGrid, and
	  externally initialized random number generator

2003-03-06 14:57  Ferdinando Ametrano

	* [r2773] ql/Volatilities/blackconstantvol.hpp:
	  
	  overload base class method in order to avoid numerical round-off

2003-03-06 14:55  Ferdinando Ametrano

	* [r2772] ql/Volatilities/blackconstantvol.hpp:
	  
	  overload base class method in order to avoid numerical round-off

2003-03-06 14:45  Ferdinando Ametrano

	* [r2771] ql/PricingEngines/binomialvanillaengine.cpp,
	  ql/diffusionprocess.hpp:
	  
	  Black Scholes diffusion process with time/asset dependant parameters

2003-03-06 14:43  Ferdinando Ametrano

	* [r2770] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  using new path generator for the new mcpricingengine

2003-03-06 14:41  Ferdinando Ametrano

	* [r2769] ql/PricingEngines/mcengine.hpp:
	  
	  using new path generator

2003-03-06 14:38  Ferdinando Ametrano

	* [r2768] ql/MonteCarlo/pathgenerator.hpp:
	  
	  new path generator based on DiffusionProcess, TimeGrid, and
	  externally initialized random number generator

2003-03-05 15:33  Ferdinando Ametrano

	* [r2767] TODO.txt:
	  
	  updated

2003-03-05 15:24  Ferdinando Ametrano

	* [r2766] ql/Volatilities/blackconstantvol.hpp:
	  
	  code formatting

2003-03-05 15:24  Ferdinando Ametrano

	* [r2765] ql/TermStructures/drifttermstructure.hpp:
	  
	  typo fixed

2003-03-05 15:20  Ferdinando Ametrano

	* [r2764] ql/PricingEngines/analyticalvanillaengine.cpp:
	  
	  it does handle t==0.0 and sigma==0.0

2003-03-05 15:18  Ferdinando Ametrano

	* [r2763] ql/makefile.mak:
	  
	  library gets larger

2003-03-03 18:59  Ferdinando Ametrano

	* [r2759] Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, QuantLib.mak, TODO.txt:
	  
	  updated version

2003-03-03 18:56  Ferdinando Ametrano

	* [r2757] ql/Volatilities/Makefile.am,
	  ql/Volatilities/impliedvoltermstructure.hpp, ql/quantlib.hpp:
	  
	  added impliedvoltermstructure

2003-03-03 18:55  Ferdinando Ametrano

	* [r2756] ql/TermStructures/quantotermstructure.hpp:
	  
	  fixed underlying levels at constructor

2003-03-03 18:51  Ferdinando Ametrano

	* [r2755] ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/quantoengines.hpp:
	  
	  greeks fixed

2003-03-03 18:50  Ferdinando Ametrano

	* [r2754] ql/PricingEngines/analyticalvanillaengine.cpp,
	  ql/argsandresults.hpp:
	  
	  added stikeSensitivity to the Greeks

2003-03-02 18:20  Ferdinando Ametrano

	* [r2752] QuantLib.dsp:
	  
	  added exercise.cpp file

2003-02-28 18:13  Ferdinando Ametrano

	* [r2751] ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fdmultiperiodoption.cpp:
	  
	  Renamed initialValues_ to a more explicative intrinsicValues_

2003-02-28 18:08  Ferdinando Ametrano

	* [r2750] ql/Pricers/fdbermudanoption.cpp, ql/Pricers/fdbsmoption.cpp,
	  ql/Pricers/fdbsmoption.hpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdshoutoption.hpp, ql/Pricers/fdstepconditionoption.cpp:
	  
	  Renamed initialValues_ to a more explicative intrinsicValues_

2003-02-28 18:05  Ferdinando Ametrano

	* [r2749] ql/Pricers/fdamericanoption.hpp,
	  ql/Pricers/fdstepconditionoption.hpp:
	  
	  code formatting

2003-02-28 18:00  Ferdinando Ametrano

	* [r2748] Examples/DiscreteHedging/DiscreteHedging.cpp:
	  
	  ExercisePayoff moved into exercise.xpp file

2003-02-28 17:59  Ferdinando Ametrano

	* [r2747] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  added Tian binomial tree

2003-02-28 17:53  Ferdinando Ametrano

	* [r2746] ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.cpp:
	  
	  ExercisePayoff moved into exercise.xpp file

2003-02-28 17:52  Ferdinando Ametrano

	* [r2745] ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp:
	  
	  Stepcondition and derived classes to also handle DiscretisedAsset.
	  Using ExercisePayoff where needed
	  Renamed initialValues_ to a more explicative intrinsicValues_

2003-02-28 17:50  Ferdinando Ametrano

	* [r2744] ql/FiniteDifferences/finitedifferencemodel.hpp:
	  
	  formatting

2003-02-28 17:45  Ferdinando Ametrano

	* [r2743] test-suite/europeanoption.cpp,
	  test-suite/europeanoption.hpp:
	  
	  added Tian binomial tree

2003-02-28 13:57  Ferdinando Ametrano

	* [r2742] ql/Makefile.am, ql/exercise.cpp, ql/makefile.mak:
	  
	  ExercisePayoff moved into exercise.xpp file

2003-02-28 13:56  Ferdinando Ametrano

	* [r2741] ql/exercise.hpp:
	  
	  ExercisePayoff moved into exercise.hpp file

2003-02-28 13:50  Ferdinando Ametrano

	* [r2740] ql/Pricers/singleassetoption.cpp,
	  ql/Pricers/singleassetoption.hpp:
	  
	  ExercisePayoff moved into exercise.hpp file

2003-02-28 13:44  Ferdinando Ametrano

	* [r2739] ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp:
	  
	  added Tian binomial tree

2003-02-28 13:35  Ferdinando Ametrano

	* [r2738] ql/PricingEngines/binomialvanillaengine.cpp,
	  ql/PricingEngines/vanillaengines.hpp:
	  
	  added Tian binomial tree

2003-02-28 13:34  Ferdinando Ametrano

	* [r2737] ql/PricingEngines/discretizedvanillaoption.cpp:
	  
	  removed useless Array replaced with a double

2003-02-28 13:33  Ferdinando Ametrano

	* [r2736] ql/PricingEngines/discretizedvanillaoption.hpp:
	  
	  added all exercise dates

2003-02-25 13:17  Luigi Ballabio

	* [r2735] test-suite/europeanoption.cpp,
	  test-suite/europeanoption.hpp:
	  
	  *** empty log message ***

2003-02-25 10:24  Luigi Ballabio

	* [r2734] test-suite/instruments.cpp:
	  
	  Test for frozen instrument

2003-02-24 14:50  Luigi Ballabio

	* [r2733] ql/Patterns/Makefile.am, ql/Patterns/lazyobject.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp, ql/instrument.hpp,
	  ql/quantlib.hpp:
	  
	  Abstracted lazy object

2003-02-24 14:34  Luigi Ballabio

	* [r2732] configure.ac, ql/config.ansi.hpp, ql/config.bcc.hpp,
	  ql/config.msvc.hpp, ql/config.mwcw.hpp, ql/errors.hpp:
	  
	  Optionally add file and line to error messages

2003-02-24 13:30  Luigi Ballabio

	* [r2731] ql/CashFlows/shortindexedcoupon.hpp:
	  
	  Short coupons throw only when actually asked for their value

2003-02-24 13:20  Luigi Ballabio

	* [r2730] ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp:
	  
	  Added specialized visitability

2003-02-24 13:09  Luigi Ballabio

	* [r2729] ql/CashFlows/indexedcoupon.hpp:
	  
	  Fixing of the coupon should include spread

2003-02-24 00:35  Ferdinando Ametrano

	* [r2728] QuantLib.mak, ql/Lattices/binomialtree.cpp,
	  ql/Lattices/binomialtree.hpp:
	  
	  code clean up

2003-02-23 15:01  Ferdinando Ametrano

	* [r2727] QuantLib.dsp, QuantLib.mak, ql/quantlib.hpp:
	  
	  added new files

2003-02-23 14:53  Ferdinando Ametrano

	* [r2726] ql/CashFlows/Makefile.am:
	  
	  added new files

2003-02-23 14:44  Ferdinando Ametrano

	* [r2725] ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp:
	  
	  fixed copyright and formatting

2003-02-22 18:20  Nicolas Di Césaré

	* [r2724] ql/CashFlows/inarrearindexedcoupon.hpp,
	  ql/CashFlows/indexcashflowvectors.hpp,
	  ql/CashFlows/indexedcoupon.hpp, ql/CashFlows/shortindexedcoupon.hpp,
	  ql/CashFlows/upfrontindexedcoupon.hpp:
	  
	  Up front an in arrear indexedcoupon

2003-02-22 00:36  Ferdinando Ametrano

	* [r2723] Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.mak,
	  TODO.txt, ql/PricingEngines/analyticalvanillaengine.cpp,
	  ql/PricingEngines/binomialvanillaengine.cpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/mcengine.hpp, ql/PricingEngines/quantoengines.hpp,
	  ql/exercise.hpp:
	  
	  trying to extend binomial trees to american/bermudan options

2003-02-22 00:13  Ferdinando Ametrano

	* [r2722] ql/Pricers/fdbsmoption.cpp:
	  
	  more compact coding

2003-02-20 22:00  Ferdinando Ametrano

	* [r2721] ql/Lattices/binomialtree.cpp:
	  
	  check for negative probabilities

2003-02-20 21:59  Ferdinando Ametrano

	* [r2720] ql/Lattices/binomialtree.cpp:
	  
	  check for negative probabilities

2003-02-20 17:33  Ferdinando Ametrano

	* [r2718] QuantLib.mak, test-suite/testsuite.mak:
	  
	  updated

2003-02-20 16:04  Ferdinando Ametrano

	* [r2717] dev_tools/branching_and_merging.txt:
	  
	  typos fixed

2003-02-20 13:59  Ferdinando Ametrano

	* [r2716] test-suite/europeanoption.cpp,
	  test-suite/europeanoption.hpp:
	  
	  introduced addititive binomial trees into the test suite too

2003-02-20 02:34  Ferdinando Ametrano

	* [r2713] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp,
	  ql/Lattices/bsmlattice.cpp, ql/Lattices/bsmlattice.hpp,
	  ql/PricingEngines/binomialvanillaengine.cpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/vanillaengines.hpp, ql/diffusionprocess.hpp:
	  
	  introduced additive binomial trees.
	  All binomial trees now use DiffusionProcess

2003-02-19 16:06  Ferdinando Ametrano

	* [r2712] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/PricingEngines/mcengine.hpp:
	  
	  MC control variate: a step forward

2003-02-19 15:52  Ferdinando Ametrano

	* [r2711] ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/Utilities/steppingiterator.hpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/localconstantvol.hpp:
	  
	  improved error messages

2003-02-19 15:27  Marco Marchioro

	* [r2710] ql/CashFlows/cashflowvectors.cpp:
	  
	  better error message

2003-02-18 18:12  Ferdinando Ametrano

	* [r2709] Examples/EuropeanOption/EuropeanOption.cpp, TODO.txt,
	  ql/MonteCarlo/montecarlomodel.hpp, ql/PricingEngines/mcengine.hpp:
	  
	  pricing engine framework: working towards MC control variation
	  technique

2003-02-18 11:48  Luigi Ballabio

	* [r2707] ql/TermStructures/zerocurve.cpp:
	  
	  *** empty log message ***

2003-02-17 12:16  Luigi Ballabio

	* [r2706] ql/PricingEngines/mcengine.hpp:
	  
	  *** empty log message ***

2003-02-17 11:02  Ferdinando Ametrano

	* [r2705] Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.mak, ql/Pricers/mceuropean.cpp,
	  ql/PricingEngines/mcengine.hpp,
	  ql/PricingEngines/vanillaengines.hpp, test-suite/testsuite.mak:
	  
	  templatized mcengine

2003-02-17 08:13  Luigi Ballabio

	* [r2703] ql/PricingEngines/vanillaengines.hpp:
	  
	  Default access for classes is private...

2003-02-17 08:07  Luigi Ballabio

	* [r2702] test-suite/capfloor.cpp,
	  test-suite/piecewiseflatforward.cpp, test-suite/termstructures.cpp:
	  
	  Had tests work on Sundays

2003-02-14 17:28  Ferdinando Ametrano

	* [r2698] QuantLib.dsp, ql/TermStructures/Makefile.am:
	  
	  first attempt at a Monte Carlo pricing engine

2003-02-14 17:21  Ferdinando Ametrano

	* [r2697] Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, QuantLib.mak, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/makefile.mak,
	  ql/PricingEngines/mcvanillaengine.cpp,
	  test-suite/europeanoption.cpp, test-suite/testsuite.mak:
	  
	  first attempt at a Monte Carlo pricing engine

2003-02-14 17:12  Ferdinando Ametrano

	* [r2696] Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, TODO.txt, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/analyticalvanillaengine.cpp,
	  ql/PricingEngines/binomialvanillaengine.cpp,
	  ql/PricingEngines/europeanFDengine.cpp,
	  ql/PricingEngines/europeanMCengine.cpp,
	  ql/PricingEngines/europeananalyticalengine.cpp,
	  ql/PricingEngines/europeanbinomialengine.cpp,
	  ql/PricingEngines/fdvanillaengine.cpp,
	  ql/PricingEngines/makefile.mak, ql/PricingEngines/mcengine.hpp,
	  ql/PricingEngines/mcvanillaengine.cpp,
	  ql/PricingEngines/vanillaengines.hpp, ql/quantlib.hpp:
	  
	  first attempt at a Monte Carlo pricing engine

2003-02-14 16:47  Luigi Ballabio

	* [r2695] ql/CashFlows/Makefile.am, ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp, ql/CashFlows/makefile.mak,
	  ql/CashFlows/parcoupon.cpp, ql/CashFlows/parcoupon.hpp,
	  ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp, ql/Instruments/swaption.cpp,
	  ql/quantlib.hpp:
	  
	  Par coupon named as such (so sue me)

2003-02-14 16:02  Ferdinando Ametrano

	* [r2694] ql/TermStructures/drifttermstructure.hpp:
	  
	  first draft

2003-02-14 13:36  Ferdinando Ametrano

	* [r2693] ql/Calendars/stockholm.cpp:
	  
	  Thanks to Mathias Hansson. He wrote "the 6 June is Sweden's National
	  Day, but contrary to many beliefs it is not a holiday in Sweden.
	  It has been debated wheter or not this day should be declared as a
	  holiday,
	  and I cannot remember what was the last word, but according to my
	  calendar it is not. I have double checked with Stockholmborsen's
	  (Stockholm stockmarket) webpage and verified that they are open
	  on that day"

2003-02-13 16:49  Ferdinando Ametrano

	* [r2691] Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.mak, QuantLib.dsp,
	  QuantLib.mak, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/europeanFDengine.cpp,
	  ql/PricingEngines/europeanMCengine.cpp,
	  ql/PricingEngines/europeananalyticalengine.cpp,
	  ql/PricingEngines/makefile.mak:
	  
	  placeholder for FD and MC european engines

2003-02-13 13:24  Luigi Ballabio

	* [r2688] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/CashFlows/Makefile.am, ql/CashFlows/basispointsensitivity.hpp,
	  ql/CashFlows/coupon.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/simplecashflow.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/stock.cpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Lattices/lattice2d.cpp,
	  ql/Lattices/lattice2d.hpp, ql/Patterns/Makefile.am,
	  ql/Patterns/visitor.hpp, ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp, ql/Pricers/swaptionpricer.cpp,
	  ql/Pricers/swaptionpricer.hpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treeswaption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/europeanbinomialengine.cpp,
	  ql/PricingEngines/genericengine.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/calibrationhelper.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/quantotermstructure.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/localconstantvol.hpp, ql/cashflow.hpp,
	  ql/handle.hpp, ql/marketelement.hpp, ql/quantlib.hpp,
	  ql/relinkablehandle.hpp, test-suite/europeanoption.cpp,
	  test-suite/instruments.cpp, test-suite/marketelements.cpp,
	  test-suite/termstructures.cpp:
	  
	  Handle conversions throw on failure

2003-02-12 17:55  Ferdinando Ametrano

	* [r2683] Examples/EuropeanOption/EuropeanOption.mak, QuantLib.dsp,
	  QuantLib.mak, TODO.txt:
	  
	  updated

2003-02-12 17:54  Ferdinando Ametrano

	* [r2682] ql/TermStructures/quantotermstructure.hpp:
	  
	  no message

2003-02-12 17:53  Ferdinando Ametrano

	* [r2681] ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp:
	  
	  removed useless comments.
	  
	  btw: coumpound engine of coupounded engines work.
	  Luigi: thanks for the fix!

2003-02-12 15:14  Ferdinando Ametrano

	* [r2680] ql/diffusionprocess.hpp:
	  
	  dividends added

2003-02-12 15:13  Ferdinando Ametrano

	* [r2679] ql/PricingEngines/europeanbinomialengine.cpp:
	  
	  bug fixed

2003-02-12 15:12  Ferdinando Ametrano

	* [r2678] ql/TermStructures/quantotermstructure.hpp:
	  
	  more appropriate variable names

2003-02-12 15:11  Ferdinando Ametrano

	* [r2677] Docs/pages/lattices.docs:
	  
	  no message

2003-02-12 12:59  Luigi Ballabio

	* [r2676] Docs/quantlib.doxy,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.hpp, ql/Makefile.am,
	  ql/quantlib.hpp:
	  
	  *** empty log message ***

2003-02-11 18:32  Ferdinando Ametrano

	* [r2675] QuantLib.dsp, QuantLib.mak, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp,
	  ql/PricingEngines/forwardvanillaanalyticengine.cpp,
	  ql/PricingEngines/makefile.mak,
	  ql/PricingEngines/quantovanillaanalyticengine.cpp:
	  
	  pricing engine framework: a step forward.
	  Basic engines and compounded engines do work.
	  Coumpound engine of coupounded engines still need work

2003-02-11 18:25  Ferdinando Ametrano

	* [r2674] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  pricing engine framework: a step forward

2003-02-11 18:11  Ferdinando Ametrano

	* [r2672] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp,
	  ql/PricingEngines/forwardvanillaanalyticengine.cpp,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/quantovanillaanalyticengine.cpp:
	  
	  pricing engine framework: a step forward

2003-02-10 08:53  Ferdinando Ametrano

	* [r2670] ql, ql/.cvsignore:
	  
	  no message

2003-02-07 18:45  Ferdinando Ametrano

	* [r2668] Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.mak, ql/PricingEngines/quantoengines.hpp,
	  test-suite/testsuite.mak:
	  
	  updated

2003-02-06 18:33  Ferdinando Ametrano

	* [r2664] ., .cvsignore, ql, ql/.cvsignore, ql/Calendars,
	  ql/Calendars/.cvsignore, ql/CashFlows, ql/CashFlows/.cvsignore,
	  ql/DayCounters, ql/DayCounters/.cvsignore, ql/FiniteDifferences,
	  ql/FiniteDifferences/.cvsignore, ql/Indexes, ql/Indexes/.cvsignore,
	  ql/Instruments, ql/Instruments/.cvsignore, ql/Lattices,
	  ql/Lattices/.cvsignore, ql/Math, ql/Math/.cvsignore, ql/MonteCarlo,
	  ql/MonteCarlo/.cvsignore, ql/Optimization,
	  ql/Optimization/.cvsignore, ql/Pricers, ql/Pricers/.cvsignore,
	  ql/PricingEngines, ql/PricingEngines/.cvsignore, ql/RandomNumbers,
	  ql/RandomNumbers/.cvsignore, ql/ShortRateModels,
	  ql/ShortRateModels/.cvsignore,
	  ql/ShortRateModels/CalibrationHelpers,
	  ql/ShortRateModels/CalibrationHelpers/.cvsignore,
	  ql/ShortRateModels/OneFactorModels,
	  ql/ShortRateModels/OneFactorModels/.cvsignore,
	  ql/ShortRateModels/TwoFactorModels,
	  ql/ShortRateModels/TwoFactorModels/.cvsignore, ql/Solvers1D,
	  ql/Solvers1D/.cvsignore, ql/TermStructures,
	  ql/TermStructures/.cvsignore, ql/functions, ql/functions/.cvsignore,
	  test-suite, test-suite/.cvsignore:
	  
	  cvsignore *.obj Borland object files

2003-02-06 18:23  Ferdinando Ametrano

	* [r2663] Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/Swap/Swap.mak, QuantLib.mak, test-suite/testsuite.dsp,
	  test-suite/testsuite.mak:
	  
	  test-suite does run successfully under VC++

2003-02-06 18:02  Ferdinando Ametrano

	* [r2662] QuantLib.mak:
	  
	  quanto-forward coumpounded engine.
	  it does not work yet

2003-02-06 18:02  Ferdinando Ametrano

	* [r2661] Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.mak, QuantLib.dsp,
	  QuantLib.mak, ql/Instruments/Makefile.am,
	  ql/Instruments/makefile.mak,
	  ql/Instruments/quantoforwardvanillaoption.cpp,
	  ql/Instruments/quantoforwardvanillaoption.hpp,
	  test-suite/testsuite.mak:
	  
	  quanto-forward coumpounded engine.
	  it does not work yet

2003-02-06 17:24  Ferdinando Ametrano

	* [r2660] ql/PricingEngines/quantovanillaanalyticengine.cpp:
	  
	  typo fixed

2003-02-06 17:21  Ferdinando Ametrano

	* [r2659] ql/grid.cpp:
	  
	  VC++/Borland compliant

2003-02-06 16:54  Luigi Ballabio

	* [r2658] QuantLib.dsp, QuantLib.mak, ql/Makefile.am, ql/grid.cpp,
	  ql/grid.hpp, ql/makefile.mak, test-suite/capfloor.cpp,
	  test-suite/europeanoption.cpp, test-suite/testsuite.dsp:
	  
	  De-inlined a couple of page-long methods, shielded test from float
	  equality tests

2003-02-06 16:21  Ferdinando Ametrano

	* [r2656] test-suite/testsuite.mak:
	  
	  test-suite compiles & run with VC++

2003-02-06 14:52  Luigi Ballabio

	* [r2655] test-suite/daycounters.cpp, test-suite/distributions.cpp,
	  test-suite/operators.cpp:
	  
	  Modified to work with primitive compilers (such as Visual C++, just
	  to name one)

2003-02-06 14:51  Luigi Ballabio

	* [r2654] test-suite/europeanoption.cpp,
	  test-suite/europeanoption.hpp:
	  
	  Adapted to new engines

2003-02-06 14:51  Luigi Ballabio

	* [r2653] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp,
	  ql/PricingEngines/forwardvanillaanalyticengine.cpp,
	  ql/PricingEngines/quantovanillaanalyticengine.cpp,
	  ql/PricingEngines/vanillaengines.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/relinkablehandle.hpp, test-suite/capfloor.cpp:
	  
	  Inhibited automatic conversion of Handle<T> to RelinkableHandle<T>

2003-02-06 14:45  Luigi Ballabio

	* [r2652] ql/PricingEngines/europeananalyticalengine.cpp:
	  
	  HUMONGOUS bug in vega calculation -- sqrt missing in latest commit

2003-02-06 14:43  Luigi Ballabio

	* [r2651] ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/europeanbinomialengine.cpp:
	  
	  Not sure about volTS->referenceDate(). Use riskFreeTS for the time
	  being.

2003-02-06 14:40  Luigi Ballabio

	* [r2650] ql/Instruments/vanillaoption.cpp,
	  ql/Instruments/vanillaoption.hpp:
	  
	  Some formatting and a (possibly) more efficient ImpliedVolHelper

2003-02-06 14:38  Luigi Ballabio

	* [r2649] ql/config.ansi.hpp, ql/config.bcc.hpp, ql/config.msvc.hpp,
	  ql/config.mwcw.hpp:
	  
	  Added user configuration section

2003-02-06 10:34  Ferdinando Ametrano

	* [r2648] ql/quantlib.hpp:
	  
	  including missing header files

2003-02-06 10:31  Luigi Ballabio

	* [r2647] ql/config.ansi.hpp, ql/config.bcc.hpp, ql/config.msvc.hpp,
	  ql/config.mwcw.hpp, test-suite, test-suite/.cvsignore:
	  
	  *** empty log message ***

2003-02-06 10:08  Ferdinando Ametrano

	* [r2646] Examples/EuropeanOption/EuropeanOption.cpp, TODO.txt,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/europeananalyticalengine.cpp,
	  ql/PricingEngines/europeanbinomialengine.cpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp,
	  ql/PricingEngines/forwardvanillaanalyticengine.cpp,
	  ql/PricingEngines/quantovanillaanalyticengine.cpp,
	  ql/PricingEngines/vanillaengines.hpp, ql/exercise.hpp,
	  test-suite/testsuite.mak:
	  
	  Exercise class adopted in the pricing engine framework

2003-02-06 07:55  Ferdinando Ametrano

	* [r2645] ql/TermStructures/Makefile.am, ql/quantlib.hpp:
	  
	  gcc/borland makefile updated

2003-02-05 18:11  Ferdinando Ametrano

	* [r2644] TODO.txt:
	  
	  updated version

2003-02-05 17:56  Ferdinando Ametrano

	* [r2643] QuantLib.dsp, QuantLib.mak, test-suite/testsuite.mak:
	  
	  updated versions

2003-02-05 17:55  Ferdinando Ametrano

	* [r2642] Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak:
	  
	  dividends allowed
	  examples of the new pricing engine framework

2003-02-05 17:54  Ferdinando Ametrano

	* [r2641] ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/europeananalyticalengine.cpp,
	  ql/PricingEngines/europeanbinomialengine.cpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp,
	  ql/PricingEngines/forwardvanillaanalyticengine.cpp,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/quantovanillaanalyticengine.cpp,
	  ql/PricingEngines/vanillaengines.hpp:
	  
	  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 17:51  Ferdinando Ametrano

	* [r2640] ql/Lattices/bsmlattice.cpp, ql/Lattices/bsmlattice.hpp:
	  
	  dividends allowed
	  Sad: is it OK? did I miss anything?

2003-02-05 10:00  Ferdinando Ametrano

	* [r2639] Examples/Swap/Swap.dsp, QuantLib.dsw,
	  test-suite/testsuite.dsp:
	  
	  updated info

2003-02-05 09:45  Ferdinando Ametrano

	* [r2638] ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/localconstantvol.hpp:
	  
	  reverting back a wrong decision

2003-02-04 18:16  Ferdinando Ametrano

	* [r2637] ql/TermStructures/quantotermstructure.hpp:
	  
	  added term structure for modelling quanto effect in option pricing

2003-02-04 18:06  Ferdinando Ametrano

	* [r2636] ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/localconstantvol.hpp:
	  
	  removed useless reference date

2003-02-04 17:38  Luigi Ballabio

	* [r2634] test-suite/dates.cpp:
	  
	  Avoided invalid first date

2003-02-04 17:38  Luigi Ballabio

	* [r2633] ql/date.cpp, ql/date.hpp:
	  
	  proper types for data members

2003-02-04 17:37  Luigi Ballabio

	* [r2632] ql/dataformatters.cpp, ql/dataformatters.hpp:
	  
	  Extended to format long integers

2003-02-04 17:29  Ferdinando Ametrano

	* [r2631] Examples/EuropeanOption/EuropeanOption.mak,
	  Examples/Swap/Swap.mak, QuantLib.dsw, QuantLib.mak,
	  test-suite/testsuite.dsp, test-suite/testsuite.mak:
	  
	  integrating test suite in VC++
	  first step

2003-02-04 15:19  Ferdinando Ametrano

	* [r2630] dev_tools/releaseprocess.txt,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/vanillaoption.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/loglinearinterpolation.hpp, ql/Math/normaldistribution.hpp,
	  ql/Optimization/method.hpp, ql/Pricers/fddividendeuropeanoption.hpp,
	  ql/Pricers/swaptionpricer.hpp, ql/Pricers/treecapfloor.hpp,
	  ql/Pricers/treeswaption.hpp,
	  ql/PricingEngines/europeanbinomialengine.cpp,
	  ql/PricingEngines/genericengine.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/Volatilities/blackvariancecurve.hpp, ql/argsandresults.hpp,
	  ql/exercise.hpp, ql/functions/mathf.cpp, ql/functions/vols.cpp,
	  ql/functions/vols.hpp, ql/pricingengine.hpp, ql/solver1d.hpp:
	  
	  purged redundant headers' inclusion

2003-02-04 10:33  Luigi Ballabio

	* [r2628] Makefile.am:
	  
	  Fixed a few targets

2003-02-03 18:59  Ferdinando Ametrano

	* [r2627] ql/Volatilities/impliedvoltermstructure.hpp:
	  
	  dummy addition: removed

2003-02-03 18:58  Ferdinando Ametrano

	* [r2626] ql/Volatilities/impliedvoltermstructure.hpp:
	  
	  dummy addition

2003-02-03 15:15  Luigi Ballabio

	* [r2625] Docs/Makefile.am, Docs/quantlib.doxy:
	  
	  Workaround no longer needed

2003-02-02 14:40  Ferdinando Ametrano

	* [r2617] Docs/pages/overview.docs:
	  
	  added a fe paraghaphs.
	  The overview is not crystal clear, any improvement would be welcome

2003-01-31 15:31  Marco Marchioro

	* [r2615] QuantLib.dsp, ql/TermStructures/Makefile.am,
	  ql/TermStructures/makefile.mak, ql/TermStructures/zerocurve.cpp,
	  ql/TermStructures/zerocurve.hpp, ql/quantlib.hpp:
	  
	  ZeroCurve: a term structure based on linear interpolation of zero
	  yields

2003-01-31 12:40  Luigi Ballabio

	* [r2613] Docs/Makefile.am:
	  
	  Worked around a bug in Doxygen

2003-01-31 07:10  Sadruddin Rejeb

	* [r2611]
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp:
	  
	  Fixed bug, thanks to Pete Schnettler.

2003-01-30 16:43  Luigi Ballabio

	* [r2610] QuantLib.dsp, QuantLib.mak, ql/Calendars/jointcalendar.cpp:
	  
	  *** empty log message ***

2003-01-30 09:37  Luigi Ballabio

	* [r2607] ql/TermStructures/piecewiseflatforward.cpp:
	  
	  *** empty log message ***

2003-01-30 09:02  Luigi Ballabio

	* [r2605] ql/TermStructures/piecewiseflatforward.hpp:
	  
	  *** empty log message ***

2003-01-29 08:48  Luigi Ballabio

	* [r2602] dev_tools/tgz2zip:
	  
	  Bash script to convert from .tar.gz to .zip

2003-01-28 16:37  Luigi Ballabio

	* [r2600] ChangeLog.txt, Docs/Makefile.am, Docs/pages/authors.docs,
	  Docs/pages/coreclasses.docs, Docs/pages/currencies.docs,
	  Docs/pages/datetime.docs, Docs/pages/examples.docs,
	  Docs/pages/findiff.docs, Docs/pages/fixedincome.docs,
	  Docs/pages/history.docs, Docs/pages/index.docs,
	  Docs/pages/install.docs, Docs/pages/instruments.docs,
	  Docs/pages/lattices.docs, Docs/pages/license.docs,
	  Docs/pages/math.docs, Docs/pages/mcarlo.docs,
	  Docs/pages/overview.docs, Docs/pages/patterns.docs,
	  Docs/pages/platforms.docs, Docs/pages/resources.docs,
	  Docs/pages/termstructures.docs, Docs/pages/usage.docs,
	  Docs/pages/utilities.docs, Docs/pages/where.docs,
	  Docs/quantlib.doxy, Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, LICENSE.TXT, News.txt,
	  QuantLib.nsi, configure.ac, dev_tools/checkin_test.py,
	  dev_tools/releaseprocess.txt, dev_tools/version_number.txt,
	  ql/Calendars/budapest.cpp, ql/Calendars/budapest.hpp,
	  ql/Calendars/frankfurt.cpp, ql/Calendars/frankfurt.hpp,
	  ql/Calendars/helsinki.cpp, ql/Calendars/helsinki.hpp,
	  ql/Calendars/johannesburg.cpp, ql/Calendars/johannesburg.hpp,
	  ql/Calendars/london.cpp, ql/Calendars/london.hpp,
	  ql/Calendars/milan.cpp, ql/Calendars/milan.hpp,
	  ql/Calendars/newyork.cpp, ql/Calendars/newyork.hpp,
	  ql/Calendars/oslo.cpp, ql/Calendars/oslo.hpp,
	  ql/Calendars/stockholm.cpp, ql/Calendars/stockholm.hpp,
	  ql/Calendars/sydney.cpp, ql/Calendars/sydney.hpp,
	  ql/Calendars/target.cpp, ql/Calendars/target.hpp,
	  ql/Calendars/tokyo.cpp, ql/Calendars/tokyo.hpp,
	  ql/Calendars/toronto.cpp, ql/Calendars/toronto.hpp,
	  ql/Calendars/warsaw.cpp, ql/Calendars/warsaw.hpp,
	  ql/Calendars/wellington.cpp, ql/Calendars/wellington.hpp,
	  ql/Calendars/zurich.cpp, ql/Calendars/zurich.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/coupon.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/CashFlows/simplecashflow.hpp, ql/DayCounters/actual360.hpp,
	  ql/DayCounters/actual365.hpp, ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/actualactual.hpp, ql/DayCounters/thirty360.cpp,
	  ql/DayCounters/thirty360.hpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/boundarycondition.cpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/fdtypedefs.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/euribor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/xibormanager.cpp, ql/Indexes/xibormanager.hpp,
	  ql/Indexes/zarlibor.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/stock.cpp, ql/Instruments/stock.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp,
	  ql/Lattices/bsmlattice.cpp, ql/Lattices/bsmlattice.hpp,
	  ql/Lattices/lattice.cpp, ql/Lattices/lattice.hpp,
	  ql/Lattices/lattice2d.cpp, ql/Lattices/lattice2d.hpp,
	  ql/Lattices/tree.hpp, ql/Lattices/trinomialtree.cpp,
	  ql/Lattices/trinomialtree.hpp, ql/Math/bilinearinterpolation.hpp,
	  ql/Math/chisquaredistribution.cpp,
	  ql/Math/chisquaredistribution.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/gammadistribution.cpp, ql/Math/gammadistribution.hpp,
	  ql/Math/interpolation.hpp, ql/Math/interpolation2D.hpp,
	  ql/Math/lexicographicalview.hpp, ql/Math/linearinterpolation.hpp,
	  ql/Math/loglinearinterpolation.hpp, ql/Math/matrix.cpp,
	  ql/Math/matrix.hpp, ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/riskmeasures.hpp,
	  ql/Math/segmentintegral.hpp, ql/Math/statistics.cpp,
	  ql/Math/statistics.hpp, ql/Math/symmetriceigenvalues.hpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/symmetricschurdecomposition.hpp, ql/Minimizers,
	  ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/arithmeticasopathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.hpp,
	  ql/MonteCarlo/getcovariance.cpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp,
	  ql/MonteCarlo/maxbasketpathpricer.cpp,
	  ql/MonteCarlo/maxbasketpathpricer.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/montecarlomodel.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/MonteCarlo/performanceoptionpathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/MonteCarlo/sample.hpp, ql/Optimization/armijo.cpp,
	  ql/Optimization/armijo.hpp, ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/costfunction.hpp,
	  ql/Optimization/criteria.hpp, ql/Optimization/leastsquare.hpp,
	  ql/Optimization/linesearch.hpp, ql/Optimization/method.hpp,
	  ql/Optimization/problem.hpp, ql/Optimization/simplex.cpp,
	  ql/Optimization/simplex.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp, ql/Patterns/bridge.hpp,
	  ql/Patterns/observable.hpp, ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp, ql/Pricers/barrieroption.cpp,
	  ql/Pricers/barrieroption.hpp, ql/Pricers/binaryoption.cpp,
	  ql/Pricers/binaryoption.hpp, ql/Pricers/blackcapfloor.cpp,
	  ql/Pricers/blackcapfloor.hpp, ql/Pricers/blackswaption.cpp,
	  ql/Pricers/blackswaption.hpp, ql/Pricers/capfloorpricer.cpp,
	  ql/Pricers/capfloorpricer.hpp, ql/Pricers/cliquetoption.cpp,
	  ql/Pricers/cliquetoption.hpp, ql/Pricers/continuousgeometricapo.hpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/discretegeometricaso.hpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/europeanoption.hpp, ql/Pricers/fdamericanoption.hpp,
	  ql/Pricers/fdbermudanoption.cpp, ql/Pricers/fdbermudanoption.hpp,
	  ql/Pricers/fdbsmoption.cpp, ql/Pricers/fdbsmoption.hpp,
	  ql/Pricers/fddividendamericanoption.cpp,
	  ql/Pricers/fddividendamericanoption.hpp,
	  ql/Pricers/fddividendeuropeanoption.cpp,
	  ql/Pricers/fddividendeuropeanoption.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fddividendoption.hpp,
	  ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fddividendshoutoption.hpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdeuropean.hpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp, ql/Pricers/fdshoutoption.hpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/fdstepconditionoption.hpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/Pricers/mccliquetoption.cpp,
	  ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp, ql/Pricers/mcpricer.hpp,
	  ql/Pricers/performanceoption.cpp, ql/Pricers/performanceoption.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/Pricers/swaptionpricer.cpp, ql/Pricers/swaptionpricer.hpp,
	  ql/Pricers/treecapfloor.cpp, ql/Pricers/treecapfloor.hpp,
	  ql/Pricers/treeswaption.cpp, ql/Pricers/treeswaption.hpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/europeananalyticalengine.cpp,
	  ql/PricingEngines/europeanbinomialengine.cpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp,
	  ql/PricingEngines/forwardvanillaanalyticengine.cpp,
	  ql/PricingEngines/genericengine.hpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/quantovanillaanalyticengine.cpp,
	  ql/PricingEngines/vanillaengines.hpp,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/inversecumgaussianrng.hpp,
	  ql/RandomNumbers/knuthuniformrng.cpp,
	  ql/RandomNumbers/knuthuniformrng.hpp,
	  ql/RandomNumbers/lecuyeruniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/calibrationhelper.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp,
	  ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/ShortRateModels/twofactormodel.cpp,
	  ql/ShortRateModels/twofactormodel.hpp, ql/Solvers1D/bisection.cpp,
	  ql/Solvers1D/bisection.hpp, ql/Solvers1D/brent.cpp,
	  ql/Solvers1D/brent.hpp, ql/Solvers1D/falseposition.cpp,
	  ql/Solvers1D/falseposition.hpp, ql/Solvers1D/newton.cpp,
	  ql/Solvers1D/newton.hpp, ql/Solvers1D/newtonsafe.cpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.cpp,
	  ql/Solvers1D/ridder.hpp, ql/Solvers1D/secant.cpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Utilities/combiningiterator.hpp,
	  ql/Utilities/couplingiterator.hpp,
	  ql/Utilities/filteringiterator.hpp,
	  ql/Utilities/iteratorcategories.hpp,
	  ql/Utilities/processingiterator.hpp,
	  ql/Utilities/steppingiterator.hpp,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvolcurve.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/argsandresults.hpp,
	  ql/array.hpp, ql/blackmodel.hpp, ql/calendar.cpp, ql/calendar.hpp,
	  ql/capvolstructures.hpp, ql/cashflow.hpp, ql/config.ansi.hpp,
	  ql/config.bcc.hpp, ql/config.msvc.hpp, ql/config.mwcw.hpp,
	  ql/currency.hpp, ql/dataformatters.cpp, ql/dataformatters.hpp,
	  ql/dataparsers.cpp, ql/dataparsers.hpp, ql/date.cpp, ql/date.hpp,
	  ql/daycounter.hpp, ql/diffusionprocess.hpp, ql/errors.hpp,
	  ql/exercise.hpp, ql/expressiontemplates.hpp,
	  ql/functions/daycounters.cpp, ql/functions/daycounters.hpp,
	  ql/functions/mathf.cpp, ql/functions/mathf.hpp,
	  ql/functions/vols.cpp, ql/functions/vols.hpp, ql/grid.hpp,
	  ql/handle.hpp, ql/history.hpp, ql/index.hpp, ql/instrument.hpp,
	  ql/marketelement.hpp, ql/null.hpp, ql/numericalmethod.hpp,
	  ql/option.cpp, ql/option.hpp, ql/pricingengine.hpp,
	  ql/qldefines.hpp, ql/quantlib.hpp, ql/relinkablehandle.hpp,
	  ql/riskstatistics.hpp, ql/scheduler.cpp, ql/scheduler.hpp,
	  ql/solver1d.cpp, ql/solver1d.hpp, ql/swaptionvolstructure.hpp,
	  ql/termstructure.hpp, ql/types.hpp, ql/voltermstructure.cpp,
	  ql/voltermstructure.hpp:
	  
	  Merged changes made on 0.3.1 branch

2003-01-28 13:42  Jens Thiel

	* [r2599] ql/Calendars/tokyo.cpp:
	  
	  KAWANISHI Tomoya:
	  There is a rule that the day is a legal holiday when it is between
	  legal
	  holidays.

2003-01-28 11:32  Luigi Ballabio

	* [r2598] Contributors.txt, Docs/pages/authors.docs:
	  
	  *** empty log message ***

2003-01-28 09:11  Luigi Ballabio

	* [r2597] ql/Calendars/makefile.mak:
	  
	  *** empty log message ***

2003-01-27 18:17  Luigi Ballabio

	* [r2595] ql/Calendars/Makefile.am, ql/Calendars/jointcalendar.cpp,
	  ql/Calendars/jointcalendar.hpp, ql/Calendars/tokyo.cpp,
	  ql/Calendars/tokyo.hpp, ql/calendar.hpp, ql/quantlib.hpp,
	  test-suite/Makefile.am, test-suite/calendars.cpp,
	  test-suite/calendars.hpp, test-suite/capfloor.cpp,
	  test-suite/capfloor.hpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/swap.cpp, test-suite/swaption.cpp,
	  test-suite/termstructures.cpp, test-suite/termstructures.hpp:
	  
	  Joint calendars and stuff

2003-01-27 09:38  Luigi Ballabio

	* [r2592] ql/Calendars/tokyo.cpp:
	  
	  Added equinox calculation

2003-01-24 16:32  Luigi Ballabio

	* [r2591] Docs/quantlib.doxy, Makefile.am, QuantLib.nsi, configure.ac,
	  dev_tools/version_number.txt, ql/qldefines.hpp,
	  test-suite/Makefile.am:
	  
	  *** empty log message ***

2003-01-23 15:46  Luigi Ballabio

	* [r2590] test-suite/old_pricers.cpp, test-suite/old_pricers.hpp:
	  
	  Test suite completed

2003-01-22 13:58  Luigi Ballabio

	* [r2589] test-suite/old_pricers.cpp, test-suite/old_pricers.hpp:
	  
	  *** empty log message ***

2003-01-21 09:24  Luigi Ballabio

	* [r2588] test-suite/old_pricers.cpp, test-suite/old_pricers.hpp:
	  
	  *** empty log message ***

2003-01-20 17:08  Luigi Ballabio

	* [r2587] test-suite/Makefile.am, test-suite/old_pricers.cpp,
	  test-suite/old_pricers.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2003-01-16 17:04  Luigi Ballabio

	* [r2585] Docs/quantlib.doxy, Docs/quantlibfooter.html,
	  Docs/quantlibfooteronline.html:
	  
	  *** empty log message ***

2003-01-13 15:03  Luigi Ballabio

	* [r2583] test-suite/swap.cpp:
	  
	  *** empty log message ***

2003-01-13 09:59  Luigi Ballabio

	* [r2581] test-suite/Makefile.am, test-suite/quantlibtestsuite.cpp,
	  test-suite/termstructures.cpp, test-suite/termstructures.hpp:
	  
	  *** empty log message ***

2003-01-10 14:38  Jens Thiel

	* [r2578] ql/FiniteDifferences/mixedscheme.hpp, ql/date.cpp:
	  
	  fixed warning with vc7

2003-01-10 14:37  Jens Thiel

	* [r2577] ql/TermStructures/piecewiseflatforward.cpp:
	  
	  fixed comment

2003-01-10 12:05  Luigi Ballabio

	* [r2576] test-suite/Makefile.am, test-suite/capfloor.cpp,
	  test-suite/quantlibtestsuite.cpp, test-suite/swap.cpp,
	  test-suite/swaption.cpp, test-suite/swaption.hpp:
	  
	  *** empty log message ***

2003-01-09 16:04  Luigi Ballabio

	* [r2575] test-suite/Makefile.am, test-suite/quantlibtestsuite.cpp,
	  test-suite/solvers.cpp, test-suite/solvers.hpp,
	  test-suite/stats.cpp, test-suite/stats.hpp:
	  
	  *** empty log message ***

2003-01-09 13:16  Luigi Ballabio

	* [r2574] test-suite/Makefile.am, test-suite/integrals.cpp,
	  test-suite/integrals.hpp, test-suite/quantlibtestsuite.cpp:
	  
	  *** empty log message ***

2003-01-09 10:52  Luigi Ballabio

	* [r2573] dev_tools/update_copyright:
	  
	  Shell script to add copyright years

2003-01-09 08:59  Luigi Ballabio

	* [r2572] test-suite/Makefile.am, test-suite/quantlibtestsuite.cpp,
	  test-suite/swap.cpp, test-suite/swap.hpp:
	  
	  *** empty log message ***

2003-01-08 15:11  Luigi Ballabio

	* [r2570] Examples/BermudanSwaption/Makefile.am,
	  Examples/BermudanSwaption/makefile.mak,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/Makefile.am,
	  Examples/EuropeanOption/makefile.mak, Examples/Makefile.am,
	  Examples/Swap/Makefile.am, Examples/Swap/makefile.mak,
	  Examples/makefile.mak, Makefile.am, configure.ac, makefile.mak,
	  test-suite, test-suite/.cvsignore, test-suite/CPPUNIT-COPYING,
	  test-suite/Makefile.am, test-suite/README.txt,
	  test-suite/capfloor.cpp, test-suite/capfloor.hpp,
	  test-suite/covariance.cpp, test-suite/covariance.hpp,
	  test-suite/dates.cpp, test-suite/dates.hpp,
	  test-suite/daycounters.cpp, test-suite/daycounters.hpp,
	  test-suite/distributions.cpp, test-suite/distributions.hpp,
	  test-suite/europeanoption.cpp, test-suite/europeanoption.hpp,
	  test-suite/instruments.cpp, test-suite/instruments.hpp,
	  test-suite/marketelements.cpp, test-suite/marketelements.hpp,
	  test-suite/operators.cpp, test-suite/operators.hpp,
	  test-suite/piecewiseflatforward.cpp,
	  test-suite/piecewiseflatforward.hpp, test-suite/qltestlistener.cpp,
	  test-suite/qltestlistener.hpp, test-suite/quantlibtestsuite.cpp,
	  test-suite/riskstats.cpp, test-suite/riskstats.hpp,
	  test-suite/utilities.hpp:
	  
	  Begun this test-suite has

2002-12-19 17:18  Luigi Ballabio

	* [r2551] configure.ac, ql/qldefines.hpp:
	  
	  Updated version

2002-12-19 11:21  Luigi Ballabio

	* [r2546] ql/Instruments/swap.cpp:
	  
	  *** empty log message ***

2002-12-18 12:09  Luigi Ballabio

	* [r2545] ql/Volatilities/capflatvolvector.hpp:
	  
	  Flat backwards extension to t=0

2002-12-16 15:38  Luigi Ballabio

	* [r2544] Docs/pages/authors.docs, Docs/pages/datetime.docs,
	  Docs/pages/findiff.docs, Docs/pages/fixedincome.docs,
	  Docs/pages/index.docs, Docs/pages/install.docs,
	  Docs/pages/instruments.docs, Docs/pages/lattices.docs,
	  Docs/pages/license.docs, Docs/pages/math.docs,
	  Docs/pages/mcarlo.docs, Docs/pages/overview.docs,
	  Docs/pages/usage.docs, Docs/pages/where.docs:
	  
	  *** empty log message ***

2002-12-16 11:37  Ferdinando Ametrano

	* [r2541] ChangeLog.txt:
	  
	  updated

2002-12-16 11:36  Ferdinando Ametrano

	* [r2540] ChangeLog.txt:
	  
	  updated

2002-12-16 09:45  Luigi Ballabio

	* [r2538] Makefile.am:
	  
	  *** empty log message ***

2002-12-13 17:08  Luigi Ballabio

	* [r2537] Docs/Makefile.am, Docs/pages/Makefile.am,
	  Docs/pages/examples.docs, Docs/pages/groups.docs,
	  Docs/quantlib.doxy, Docs/quantlibheader.html, Makefile.am,
	  configure.ac, ql/Instruments/swap.cpp:
	  
	  *** empty log message ***

2002-12-11 13:26  Luigi Ballabio

	* [r2534] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Swap/swapvaluation.cpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.cpp, ql/Indexes/xibor.cpp,
	  ql/Instruments/capfloor.cpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.cpp, ql/Instruments/swap.cpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/vanillaoption.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/termstructure.hpp:
	  
	  Term structure and index fixing cleanup

2002-12-11 08:49  Ferdinando Ametrano

	* [r2533] Examples/BermudanSwaption/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EuropeanOption/Makefile.am, Examples/Swap/Makefile.am:
	  
	  this way it works under cygwin\nhope it doens't break other
	  platforms\nfeedback welcome

2002-12-10 10:25  Ferdinando Ametrano

	* [r2532] QuantLib.nsi, TODO.txt:
	  
	  no message

2002-12-09 16:51  Ferdinando Ametrano

	* [r2530] ql/voltermstructure.cpp:
	  
	  typo fixed
	  (how was this compiling before?)

2002-12-09 13:28  Luigi Ballabio

	* [r2529] QuantLib.dsp, ql/Volatilities/Makefile.am,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvariancecurve.hpp,
	  ql/Volatilities/localvolcurve.hpp, ql/functions/vols.cpp,
	  ql/quantlib.hpp, ql/voltermstructure.cpp, ql/voltermstructure.hpp:
	  
	  Fixed local volatility interface

2002-12-06 09:46  Luigi Ballabio

	* [r2527] config/Makefile.am, config/readme.txt:
	  
	  *** empty log message ***

2002-12-05 11:08  Luigi Ballabio

	* [r2526] ql/Makefile.am, ql/makefile.mak:
	  
	  *** empty log message ***

2002-12-05 09:23  Marco Marchioro

	* [r2525] ql/voltermstructure.cpp:
	  
	  no message

2002-12-05 09:23  Marco Marchioro

	* [r2524] QuantLib.dsp, QuantLib.mak:
	  
	  added file voltermstructure.cpp

2002-12-05 09:22  Marco Marchioro

	* [r2523] ql/voltermstructure.cpp, ql/voltermstructure.hpp:
	  
	  added methods timeDerivative, strikeDerivative, and
	  strikeSecondDerivative
	  to BlackVolTermStructure

2002-12-03 14:24  Luigi Ballabio

	* [r2521] quantlib.m4:
	  
	  *** empty log message ***

2002-12-03 13:28  Luigi Ballabio

	* [r2520] Makefile.am, configure.ac, quantlib.m4:
	  
	  *** empty log message ***

2002-12-03 10:31  Luigi Ballabio

	* [r2519] ql/Calendars/target.cpp, ql/Calendars/target.hpp:
	  
	  Minor fixes to TARGET holidays

2002-12-02 14:25  Luigi Ballabio

	* [r2518] ql/ShortRateModels/model.hpp, ql/config.ansi.hpp,
	  ql/config.bcc.hpp, ql/config.msvc.hpp, ql/config.mwcw.hpp:
	  
	  Oops

2002-11-29 10:21  Marco Marchioro

	* [r2517] ql/currency.hpp, ql/dataformatters.cpp:
	  
	  added new currencies

2002-11-29 08:18  Luigi Ballabio

	* [r2516] ql/Makefile.am:
	  
	  Oops

2002-11-28 17:39  Luigi Ballabio

	* [r2515] MACOSX.README, Makefile.am, darwin.setup, solaris.setup:
	  
	  *** empty log message ***

2002-11-28 17:24  Luigi Ballabio

	* [r2514] ., .cvsignore,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/BermudanSwaption/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EuropeanOption/Makefile.am, Examples/Makefile.am,
	  Examples/Swap/Makefile.am, Include, Makefile.am, acconfig.h,
	  acinclude.m4, bootstrap, config, config/.cvsignore, configure.ac,
	  configure.in, darwin.setup, patches, ql, ql/.cvsignore,
	  ql/Calendars/Makefile.am, ql/CashFlows/Makefile.am,
	  ql/DayCounters/Makefile.am, ql/FiniteDifferences/Makefile.am,
	  ql/Indexes/Makefile.am, ql/Indexes/xibormanager.cpp,
	  ql/Indexes/xibormanager.hpp, ql/Instruments/Makefile.am,
	  ql/Lattices/Makefile.am, ql/Lattices/trinomialtree.cpp,
	  ql/Makefile.am, ql/Math/Makefile.am, ql/MonteCarlo/Makefile.am,
	  ql/Optimization/Makefile.am, ql/Patterns/Makefile.am,
	  ql/Pricers/Makefile.am, ql/Pricers/continuousgeometricapo.hpp,
	  ql/Pricers/europeanoption.cpp, ql/Pricers/europeanoption.hpp,
	  ql/PricingEngines/Makefile.am, ql/RandomNumbers/Makefile.am,
	  ql/ShortRateModels/CalibrationHelpers/Makefile.am,
	  ql/ShortRateModels/Makefile.am,
	  ql/ShortRateModels/OneFactorModels/Makefile.am,
	  ql/ShortRateModels/TwoFactorModels/Makefile.am,
	  ql/Solvers1D/Makefile.am, ql/TermStructures/Makefile.am,
	  ql/Utilities/Makefile.am, ql/Volatilities/Makefile.am,
	  ql/functions/Makefile.am, ql/history.hpp, ql/qldefines.hpp,
	  quantlib-config.in:
	  
	  Switched to more recent autotools

2002-11-27 14:17  Luigi Ballabio

	* [r2513] ql/Lattices/trinomialtree.cpp,
	  ql/Pricers/continuousgeometricapo.hpp:
	  
	  *** empty log message ***

2002-11-27 12:33  Marco Marchioro

	* [r2511] QuantLib.dsp, QuantLib.mak, ql/Calendars/Makefile.am,
	  ql/Calendars/budapest.cpp, ql/Calendars/budapest.hpp,
	  ql/Calendars/makefile.mak, ql/Calendars/oslo.cpp,
	  ql/Calendars/oslo.hpp, ql/Calendars/stockholm.cpp,
	  ql/Calendars/stockholm.hpp, ql/Calendars/warsaw.cpp,
	  ql/Calendars/warsaw.hpp, ql/quantlib.hpp:
	  
	  Added calendars for Budapest, Oslo, Stockholm, and Warsaw

2002-11-23 22:09  Sadruddin Rejeb

	* [r2510] ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp:
	  
	  Bermudan Swaption problem fixed (part 2)

2002-11-22 14:25  Marco Marchioro

	* [r2509] ql/dataformatters.cpp, ql/dataformatters.hpp:
	  
	  Introduced Format { Long, Short, ISO };

2002-11-21 15:00  Marco Marchioro

	* [r2508] ql/scheduler.cpp:
	  
	  Removed QL_REQUIRE for ".. holiday and end of month .."

2002-11-21 12:53  Sadruddin Rejeb

	* [r2507] ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Pricers/swaptionpricer.cpp, ql/Pricers/swaptionpricer.hpp,
	  ql/Pricers/treeswaption.cpp:
	  
	  Fixed bermudan Swaption problem. (must now state limitations in doc)

2002-11-20 13:57  Luigi Ballabio

	* [r2504] ql/TermStructures/discountcurve.hpp:
	  
	  Added default day counter

2002-11-12 11:11  Luigi Ballabio

	* [r2499]
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp:
	  
	  VC++ again

2002-11-12 10:51  Luigi Ballabio

	* [r2497] ql/Optimization/constraint.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/model.hpp, ql/ShortRateModels/parameter.hpp:
	  
	  Explicited Bridge pattern

2002-11-12 09:33  Luigi Ballabio

	* [r2496] QuantLib.dsp, QuantLib.mak, ql/calendar.hpp,
	  ql/daycounter.hpp:
	  
	  VC++ again

2002-11-12 08:36  Luigi Ballabio

	* [r2495] ql/DayCounters/actual360.hpp, ql/DayCounters/actual365.hpp,
	  ql/DayCounters/actualactual.cpp, ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/thirty360.cpp, ql/DayCounters/thirty360.hpp,
	  ql/TermStructures/ratehelpers.hpp, ql/calendar.hpp,
	  ql/daycounter.hpp:
	  
	  Explicited Bridge pattern

2002-11-11 15:57  Luigi Ballabio

	* [r2493] ql/Calendars/frankfurt.cpp, ql/Calendars/frankfurt.hpp,
	  ql/Calendars/helsinki.cpp, ql/Calendars/helsinki.hpp,
	  ql/Calendars/johannesburg.cpp, ql/Calendars/johannesburg.hpp,
	  ql/Calendars/london.cpp, ql/Calendars/london.hpp,
	  ql/Calendars/milan.cpp, ql/Calendars/milan.hpp,
	  ql/Calendars/newyork.cpp, ql/Calendars/newyork.hpp,
	  ql/Calendars/sydney.cpp, ql/Calendars/sydney.hpp,
	  ql/Calendars/target.cpp, ql/Calendars/target.hpp,
	  ql/Calendars/tokyo.cpp, ql/Calendars/tokyo.hpp,
	  ql/Calendars/toronto.cpp, ql/Calendars/toronto.hpp,
	  ql/Calendars/wellington.cpp, ql/Calendars/wellington.hpp,
	  ql/Calendars/zurich.cpp, ql/Calendars/zurich.hpp,
	  ql/Patterns/Makefile.am, ql/Patterns/bridge.hpp, ql/calendar.cpp,
	  ql/calendar.hpp:
	  
	  Explicited Bridge pattern

2002-11-11 13:12  Marco Marchioro

	* [r2491] ql/Math/normaldistribution.cpp:
	  
	  Some compilers may not know how to print an INF

2002-11-08 09:38  Marco Marchioro

	* [r2486] ql/Math/normaldistribution.cpp:
	  
	  bug fixed, condition should not be satisfied!

2002-11-07 13:34  Marco Marchioro

	* [r2485] ql/TermStructures/discountcurve.cpp:
	  
	  relaxed requirement on decreasing discounts

2002-11-07 13:30  Marco Marchioro

	* [r2484] ql/Math/normaldistribution.cpp:
	  
	  Added check on null input

2002-11-05 15:19  Luigi Ballabio

	* [r2481] ql/functions/Makefile.am:
	  
	  *** empty log message ***

2002-10-29 14:14  Marco Marchioro

	* [r2479] ql/TermStructures/discountcurve.cpp:
	  
	  error messages improved

2002-10-29 14:13  Marco Marchioro

	* [r2478] ql/FiniteDifferences/finitedifferencemodel.hpp:
	  
	  added stoppingTimes

2002-10-28 10:02  Luigi Ballabio

	* [r2477] Examples/acinclude.m4, Examples/config,
	  Examples/configure.in:
	  
	  Spring cleaning

2002-10-27 12:55  Luigi Ballabio

	* [r2475] Examples/EuropeanOption/EuropeanOption.old:
	  
	  no message

2002-10-25 14:58  Luigi Ballabio

	* [r2473] ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/boundarycondition.cpp:
	  
	  Implemented QuEP 2

2002-10-25 14:30  Luigi Ballabio

	* [r2472] QuantLib.dsp, QuantLib.mak,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/makefile.mak,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/Pricers/fdbsmoption.cpp, ql/Pricers/fdbsmoption.hpp,
	  ql/Pricers/fdeuropean.cpp, ql/Pricers/fdeuropean.hpp,
	  ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdstepconditionoption.cpp:
	  
	  Implemented QuEP 2

2002-10-24 15:46  Enrico Sirola

	* [r2471] ql/Instruments/vanillaoption.hpp:
	  
	  riskFreeRate_, underlying_, strike_, dividendYield_, volatility_
	  moved to protected section

2002-10-23 10:47  Luigi Ballabio

	* [r2470] patches/Makefile.am, patches/solaris.europeanoption,
	  patches/solaris.europeanoption.cpp,
	  patches/solaris.europeanoption.hpp, patches/solaris.xibormanager,
	  patches/solaris.xibormanager.cpp, patches/solaris.xibormanager.hpp,
	  solaris.setup:
	  
	  Solaris patches redux

2002-10-22 13:28  Luigi Ballabio

	* [r2469] patches/Makefile.am:
	  
	  Patches for Solaris/gcc

2002-10-22 12:13  Luigi Ballabio

	* [r2468] Makefile.am, solaris.setup:
	  
	  Patches for Solaris/gcc

2002-10-22 11:52  Luigi Ballabio

	* [r2467] patches/solaris.europeanoption,
	  patches/solaris.xibormanager, ql/Indexes/xibormanager.cpp,
	  ql/Pricers/europeanoption.cpp, ql/qldefines.hpp:
	  
	  Patches for Solaris/gcc

2002-10-17 12:40  Luigi Ballabio

	* [r2466] Makefile.am, config/Makefile.am, config/macosx,
	  configure.in, darwin.setup, patches, patches/Makefile.am,
	  patches/darwin.BermudanSwaption, patches/darwin.configure,
	  patches/darwin.history:
	  
	  *** empty log message ***

2002-10-16 17:00  Luigi Ballabio

	* [r2465] ql/Pricers/makefile.mak:
	  
	  *** empty log message ***

2002-10-11 11:20  Luigi Ballabio

	* [r2464] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, config/macosx/Makefile.am,
	  config/macosx/ltmain.sh.patch, darwin.setup,
	  ql/Indexes/xibormanager.cpp, ql/Indexes/xibormanager.hpp,
	  ql/Pricers/europeanoption.cpp, ql/array.hpp, ql/qldefines.hpp:
	  
	  Misc. fixes for Solaris and Darwin

2002-10-10 13:35  Luigi Ballabio

	* [r2463] ql/Instruments/simpleswap.cpp:
	  
	  *** empty log message ***

2002-10-09 11:40  Marco Marchioro

	* [r2462] ql/grid.hpp:
	  
	  code massaged

2002-10-08 09:35  Luigi Ballabio

	* [r2461] ql/DayCounters/actualactual.cpp:
	  
	  More tolerant

2002-10-07 12:28  Marco Marchioro

	* [r2460] ql/config.msvc.hpp, ql/qldefines.hpp:
	  
	  Defined CHOKES_ON_TYPENAME

2002-10-04 09:44  Luigi Ballabio

	* [r2459] ql/functions/vols.cpp:
	  
	  *** empty log message ***

2002-10-03 16:39  Luigi Ballabio

	* [r2457] ql/Volatilities/blackvariancesurface.hpp:
	  
	  Added (in an hackish way for the time being) the possibility of flat
	  extrapolation

2002-10-01 15:26  Marco Marchioro

	* [r2456] ql/CashFlows/cashflowvectors.cpp,
	  ql/Instruments/swaption.cpp, ql/Lattices/lattice.cpp:
	  
	  better error message

2002-09-27 14:53  Luigi Ballabio

	* [r2455] ql/Optimization/costfunction.hpp:
	  
	  Virtual destructor added

2002-09-27 14:53  Luigi Ballabio

	* [r2454] ql/Optimization/constraint.hpp:
	  
	  Cosmetic changes

2002-09-26 19:45  Sadruddin Rejeb

	* [r2453] ql/PricingEngines/Makefile.am:
	  
	  Added missing file

2002-09-26 17:09  Luigi Ballabio

	* [r2452] ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp:
	  
	  Adjusted start date

2002-09-26 15:26  Ferdinando Ametrano

	* [r2451] ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp:
	  
	  fixed documentation links

2002-09-26 14:52  Luigi Ballabio

	* [r2450] ql/Volatilities/localconstantvol.hpp:
	  
	  No conceptual need to pass through a Black vol

2002-09-25 09:25  Marco Marchioro

	* [r2449] QuantLib.dsp, QuantLib.mak, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treecapfloor.hpp, ql/Pricers/treeswaption.cpp,
	  ql/Pricers/treeswaption.hpp,
	  ql/PricingEngines/latticeshortratemodelengine.hpp:
	  
	  Introduced LatticeShortRateModelEngine. TreeSwaption and
	  TreeCapFloor now are derived from it.

2002-09-25 07:07  Marco Marchioro

	* [r2448] ql/Pricers/analyticalcapfloor.hpp,
	  ql/Pricers/blackcapfloor.hpp, ql/Pricers/blackswaption.hpp,
	  ql/Pricers/capfloorpricer.hpp, ql/Pricers/jamshidianswaption.hpp,
	  ql/Pricers/swaptionpricer.hpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treecapfloor.hpp, ql/Pricers/treeswaption.cpp,
	  ql/Pricers/treeswaption.hpp:
	  
	  generalized SwaptionPricer and CapFloorPricer to GenericModelEngine

2002-09-25 07:02  Marco Marchioro

	* [r2447] ql/Math/loglinearinterpolation.hpp:
	  
	  Now complies also on VC++

2002-09-24 15:27  Marco Marchioro

	* [r2446] ql/PricingEngines/genericengine.hpp:
	  
	  generalized SwaptionPricer and CapFloorPricer to GenericModelEngine

2002-09-24 15:26  Marco Marchioro

	* [r2445] ql/quantlib.hpp:
	  
	  namespace QLPRE = QuantLib::PricingEngines

2002-09-24 15:25  Marco Marchioro

	* [r2444] ql/Instruments/swaption.cpp:
	  
	  remarks changed

2002-09-24 14:25  Luigi Ballabio

	* [r2443] ql/Optimization/armijo.cpp, ql/Optimization/armijo.hpp,
	  ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/costfunction.hpp, ql/Optimization/criteria.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/linesearch.hpp,
	  ql/Optimization/method.hpp, ql/Optimization/problem.hpp,
	  ql/Optimization/simplex.cpp, ql/Optimization/simplex.hpp,
	  ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp, ql/ShortRateModels/model.cpp,
	  ql/TermStructures/affinetermstructure.cpp:
	  
	  A look at the optimizers (nothing major)

2002-09-16 15:18  Luigi Ballabio

	* [r2442] Docs/Examples/Makefile.am, Docs/Makefile.am,
	  Docs/README.txt, Docs/bootstrap, Docs/configure.in,
	  Docs/images/Makefile.am, Docs/pages/Makefile.am, Makefile.am,
	  config/Makefile.am, config/macosx/Makefile.am,
	  config/macosx/configure.patch, config/macosx/ltmain.sh.patch,
	  configure.in, darwin.setup, lib/Mac/CodeWarrior/Makefile.am,
	  lib/Mac/Makefile.am, lib/Makefile.am, lib/Win32/Borland/Makefile.am,
	  lib/Win32/Makefile.am, lib/Win32/VisualStudio/Makefile.am:
	  
	  Cleaned up autoconfiscation

2002-09-16 14:31  Luigi Ballabio

	* [r2441] ql/Math/loglinearinterpolation.hpp:
	  
	  removed gcc3.1 warnings (maybe)

2002-09-13 22:41  Sadruddin Rejeb

	* [r2440] ql/ShortRateModels/OneFactorModels/hullwhite.cpp:
	  
	  Yes, it should.

2002-09-13 16:55  Luigi Ballabio

	* [r2439] MACOSX.README, config/macosx,
	  config/macosx/BermudanSwaption.patch, config/macosx/configure.patch,
	  config/macosx/history.patch, config/macosx/ltmain.sh.patch,
	  darwin.setup:
	  
	  Patches for compiling under Mac OS X

2002-09-13 10:19  Marco Marchioro

	* [r2438] ql/ShortRateModels/OneFactorModels/hullwhite.cpp:
	  
	  added smart remark

2002-09-13 10:18  Marco Marchioro

	* [r2437] ql/Pricers/treeswaption.cpp, ql/Pricers/treeswaption.hpp,
	  ql/numericalmethod.hpp:
	  
	  looks better this way

2002-09-11 15:38  Luigi Ballabio

	* [r2435] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/termstructure.hpp:
	  
	  TermStructure::todaysDate() is back.
	  The reason will become clear as soon as you try to price a bond.

2002-08-06 16:28  Luigi Ballabio

	* [r2429] Docs, Docs/.cvsignore:
	  
	  *** empty log message ***

2002-08-06 15:24  Luigi Ballabio

	* [r2427] Docs/pages/authors.docs:
	  
	  Updated address

2002-08-06 15:10  Ferdinando Ametrano

	* [r2425] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  settlementDays removed from rate helpers.
	  In SwapRateHelpers is hard-coded that the fixingDays=2

2002-07-26 17:07  Luigi Ballabio

	* [r2419] Examples/BermudanSwaption,
	  Examples/BermudanSwaption/.cvsignore,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/DiscreteHedging, Examples/DiscreteHedging/.cvsignore,
	  Examples/EuropeanOption, Examples/EuropeanOption/.cvsignore,
	  Examples/Swap, Examples/Swap/.cvsignore,
	  Examples/Swap/swapvaluation.cpp, ql/Volatilities/Makefile.am:
	  
	  *** empty log message ***

2002-07-26 16:01  Ferdinando Ametrano

	* [r2418] Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/termstructure.hpp:
	  
	  removed todaysDate() almost everywhere.
	  To be removed in rate helpers

2002-07-25 11:34  Luigi Ballabio

	* [r2417] ql/Pricers/singleassetoption.cpp,
	  ql/Pricers/singleassetoption.hpp:
	  
	  Added contributed impliedDividendYield

2002-07-25 10:29  Luigi Ballabio

	* [r2416] QuantLib.mak:
	  
	  *** empty log message ***

2002-07-25 09:11  Luigi Ballabio

	* [r2415] ql/Lattices/bsmlattice.cpp:
	  
	  removed warnings

2002-07-25 09:10  Luigi Ballabio

	* [r2414] ql/Indexes/xibor.hpp:
	  
	  *** empty log message ***

2002-07-24 10:33  Ferdinando Ametrano

	* [r2413] ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/makefile.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/makefile.mak,
	  ql/Lattices/makefile.mak, ql/Math/makefile.mak,
	  ql/MonteCarlo/makefile.mak, ql/Optimization/makefile.mak,
	  ql/Pricers/makefile.mak, ql/PricingEngines/makefile.mak,
	  ql/RandomNumbers/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/Solvers1D/makefile.mak,
	  ql/TermStructures/makefile.mak, ql/functions/makefile.mak,
	  ql/makefile.mak:
	  
	  'make clean' now removes debug files too

2002-07-24 09:57  Ferdinando Ametrano

	* [r2412] Examples/BermudanSwaption,
	  Examples/BermudanSwaption/.cvsignore, Examples/DiscreteHedging,
	  Examples/DiscreteHedging/.cvsignore, Examples/EuropeanOption,
	  Examples/EuropeanOption/.cvsignore, Examples/Swap,
	  Examples/Swap/.cvsignore, lib/Win32/Borland,
	  lib/Win32/Borland/.cvsignore, ql, ql/.cvsignore, ql/Calendars,
	  ql/Calendars/.cvsignore, ql/CashFlows, ql/CashFlows/.cvsignore,
	  ql/DayCounters, ql/DayCounters/.cvsignore, ql/FiniteDifferences,
	  ql/FiniteDifferences/.cvsignore, ql/Indexes, ql/Indexes/.cvsignore,
	  ql/Instruments, ql/Instruments/.cvsignore, ql/Lattices,
	  ql/Lattices/.cvsignore, ql/Math, ql/Math/.cvsignore, ql/MonteCarlo,
	  ql/MonteCarlo/.cvsignore, ql/Optimization,
	  ql/Optimization/.cvsignore, ql/Pricers, ql/Pricers/.cvsignore,
	  ql/PricingEngines, ql/PricingEngines/.cvsignore, ql/RandomNumbers,
	  ql/RandomNumbers/.cvsignore, ql/ShortRateModels,
	  ql/ShortRateModels/.cvsignore,
	  ql/ShortRateModels/CalibrationHelpers,
	  ql/ShortRateModels/CalibrationHelpers/.cvsignore,
	  ql/ShortRateModels/OneFactorModels,
	  ql/ShortRateModels/OneFactorModels/.cvsignore,
	  ql/ShortRateModels/TwoFactorModels,
	  ql/ShortRateModels/TwoFactorModels/.cvsignore, ql/Solvers1D,
	  ql/Solvers1D/.cvsignore, ql/TermStructures,
	  ql/TermStructures/.cvsignore, ql/functions, ql/functions/.cvsignore:
	  
	  improved .cvsignore

2002-07-24 09:44  Ferdinando Ametrano

	* [r2411] ., .cvsignore, Examples/BermudanSwaption,
	  Examples/BermudanSwaption/.cvsignore, Examples/DiscreteHedging,
	  Examples/DiscreteHedging/.cvsignore, Examples/EuropeanOption,
	  Examples/EuropeanOption/.cvsignore, Examples/Swap,
	  Examples/Swap/.cvsignore, lib/Win32/Borland,
	  lib/Win32/Borland/.cvsignore, lib/Win32/VisualStudio,
	  lib/Win32/VisualStudio/.cvsignore, ql, ql/.cvsignore, ql/Calendars,
	  ql/Calendars/.cvsignore, ql/CashFlows, ql/CashFlows/.cvsignore,
	  ql/DayCounters, ql/DayCounters/.cvsignore, ql/FiniteDifferences,
	  ql/FiniteDifferences/.cvsignore, ql/Indexes, ql/Indexes/.cvsignore,
	  ql/Instruments, ql/Instruments/.cvsignore, ql/Lattices,
	  ql/Lattices/.cvsignore, ql/Math, ql/Math/.cvsignore, ql/MonteCarlo,
	  ql/MonteCarlo/.cvsignore, ql/Optimization,
	  ql/Optimization/.cvsignore, ql/Pricers, ql/Pricers/.cvsignore,
	  ql/PricingEngines, ql/PricingEngines/.cvsignore, ql/RandomNumbers,
	  ql/RandomNumbers/.cvsignore, ql/ShortRateModels,
	  ql/ShortRateModels/.cvsignore,
	  ql/ShortRateModels/CalibrationHelpers,
	  ql/ShortRateModels/CalibrationHelpers/.cvsignore,
	  ql/ShortRateModels/OneFactorModels,
	  ql/ShortRateModels/OneFactorModels/.cvsignore,
	  ql/ShortRateModels/TwoFactorModels,
	  ql/ShortRateModels/TwoFactorModels/.cvsignore, ql/Solvers1D,
	  ql/Solvers1D/.cvsignore, ql/TermStructures,
	  ql/TermStructures/.cvsignore,
	  ql/Volatilities/localvariancecurve.hpp, ql/functions,
	  ql/functions/.cvsignore:
	  
	  typo fixed in local vol file
	  .cvsignore added/expanded

2002-07-23 15:32  Ferdinando Ametrano

	* [r2410] QuantLib.dsp, ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/localconstantvol.hpp,
	  ql/Volatilities/localvariancecurve.hpp, ql/functions/vols.cpp,
	  ql/quantlib.hpp:
	  
	  implementation of Local vol term structures: constant and time
	  dependent

2002-07-23 10:39  Ferdinando Ametrano

	* [r2409] Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, QuantLib.mak, ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.hpp:
	  
	  existing vol term structures renamed as Black vol term structures.
	  Local vol term structures introduced

2002-07-23 10:20  Ferdinando Ametrano

	* [r2408] ql/Volatilities/Makefile.am,
	  ql/Volatilities/blackconstantvol.hpp,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/constantvol.hpp, ql/functions/vols.cpp,
	  ql/quantlib.hpp, ql/voltermstructure.hpp:
	  
	  existing vol term structures renamed as Black vol term structures.
	  Local vol term structures introduced

2002-07-23 09:08  Ferdinando Ametrano

	* [r2407] ChangeLog.txt, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp, ql/Instruments/vanillaoption.cpp,
	  ql/Instruments/vanillaoption.hpp, ql/Optimization/constraint.hpp,
	  ql/Pricers/analyticalcapfloor.cpp, ql/Pricers/blackcapfloor.cpp,
	  ql/Pricers/blackswaption.cpp, ql/Pricers/capfloorpricer.cpp,
	  ql/Pricers/capfloorpricer.hpp, ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/swaptionpricer.cpp, ql/Pricers/swaptionpricer.hpp,
	  ql/Pricers/treecapfloor.cpp, ql/Pricers/treeswaption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/europeananalyticalengine.cpp,
	  ql/PricingEngines/europeanbinomialengine.cpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp,
	  ql/PricingEngines/forwardvanillaanalyticengine.cpp,
	  ql/PricingEngines/genericengine.hpp,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/quantovanillaanalyticengine.cpp,
	  ql/PricingEngines/vanillaengines.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp,
	  ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/ShortRateModels/twofactormodel.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/ratehelpers.cpp, ql/instrument.hpp, ql/option.cpp,
	  ql/pricingengine.hpp:
	  
	  parameters renamed arguments (hey, the base class is Arguments,
	  isn't it?)

2002-07-16 16:11  Luigi Ballabio

	* [r2405] ql/Indexes/xibor.hpp, ql/index.hpp:
	  
	  Fixed xibor observability

2002-07-12 21:36  Jens Thiel

	* [r2404] ql/TermStructures/zerospreadedtermstructure.hpp:
	  
	  a call to forward(t,bool) was left from Nando's renaming 2002/06/24

2002-07-12 11:55  Jens Thiel

	* [r2403] ql/TermStructures/zerospreadedtermstructure.hpp:
	  
	  removed the disappeared calendar() getter

2002-07-11 15:21  Luigi Ballabio

	* [r2400] Docs, Docs/.cvsignore:
	  
	  Some more .cvsignore

2002-07-11 14:52  Luigi Ballabio

	* [r2399] Examples/BermudanSwaption,
	  Examples/BermudanSwaption/.cvsignore, Examples/DiscreteHedging,
	  Examples/DiscreteHedging/.cvsignore, Examples/EuropeanOption,
	  Examples/EuropeanOption/.cvsignore, Examples/Swap,
	  Examples/Swap/.cvsignore, ql, ql/.cvsignore:
	  
	  Some more cvs ignoring

2002-07-11 14:48  Luigi Ballabio

	* [r2398] ., .cvsignore:
	  
	  Ignoring build directory

2002-07-11 14:46  Luigi Ballabio

	* [r2397] ., .cvsignore, ql, ql/.cvsignore,
	  ql/Instruments/vanillaoption.cpp, ql/Pricers/cliquetoption.cpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/piecewiseflatforward.cpp, ql/dataformatters.cpp,
	  ql/dataformatters.hpp:
	  
	  Removed warnings

2002-07-10 12:42  Enrico Sirola

	* [r2396] ql/TermStructures/affinetermstructure.hpp:
	  
	  AffineTermstructure:
	  * Time maxTime() removed

2002-07-08 07:51  André Louw

	* [r2395] ql/Math/interpolation.hpp,
	  ql/Math/loglinearinterpolation.hpp:
	  
	  Compile warnings fixed.

2002-07-02 15:52  Luigi Ballabio

	* [r2394] ql/RandomNumbers/randomarraygenerator.hpp:
	  
	  Fixed never-instantiated bug

2002-06-28 12:22  Luigi Ballabio

	* [r2392] ql/Math/loglinearinterpolation.hpp:
	  
	  Removed warning

2002-06-27 17:06  Luigi Ballabio

	* [r2390] ql/TermStructures/forwardspreadedtermstructure.hpp:
	  
	  bug fix

2002-06-26 08:00  Luigi Ballabio

	* [r2389] ql/Math/statistics.hpp:
	  
	  Statistics more tolerant

2002-06-25 16:45  Ferdinando Ametrano

	* [r2387] ql/Math/loglinearinterpolation.hpp:
	  
	  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 16:35  Ferdinando Ametrano

	* [r2386] ql/termstructure.hpp:
	  
	  division by zero bug fixed

2002-06-24 16:16  Ferdinando Ametrano

	* [r2385] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/TermStructures/flatforward.hpp:
	  
	  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 15:48  Ferdinando Ametrano

	* [r2384] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, QuantLib.mak,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/Volatilities/blackvariancecurve.hpp, ql/termstructure.hpp:
	  
	  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 12:01  Luigi Ballabio

	* [r2383] ql/config.msvc.hpp:
	  
	  Added check for STLPort

2002-06-24 09:59  Luigi Ballabio

	* [r2382] ql/Volatilities/constantvol.hpp:
	  
	  Removed warning

2002-06-24 09:58  Luigi Ballabio

	* [r2381] ql/PricingEngines/Makefile.am:
	  
	  fixed file list

2002-06-24 09:57  Luigi Ballabio

	* [r2380] Examples/BermudanSwaption/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EuropeanOption/Makefile.am, Examples/Swap/Makefile.am:
	  
	  Take gcc flags from environment

2002-06-23 14:54  Ferdinando Ametrano

	* [r2378] ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/constantvol.hpp, ql/voltermstructure.hpp:
	  
	  minDate() removed

2002-06-22 17:55  Ferdinando Ametrano

	* [r2377] ql/voltermstructure.hpp:
	  
	  minTime() removed.
	  Hey, minTime is t==0 !!!

2002-06-22 17:52  Ferdinando Ametrano

	* [r2376] ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp:
	  
	  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 17:40  Ferdinando Ametrano

	* [r2375] ql/functions/vols.cpp:
	  
	  dayCounter is now the last parameter (with a default value)

2002-06-22 17:31  Ferdinando Ametrano

	* [r2374] ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/constantvol.hpp:
	  
	  dayCounter is now the last parameter (with a default value)

2002-06-18 17:53  Ferdinando Ametrano

	* [r2372] QuantLib.dsp, QuantLib.mak, ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp,
	  ql/PricingEngines/forwardvanillaanalyticengine.cpp,
	  ql/PricingEngines/makefile.mak, ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/quantovanillaanalyticengine.cpp:
	  
	  added forward e (forward) performance engines

2002-06-17 09:30  Ferdinando Ametrano

	* [r2369] QuantLib.dsp, QuantLib.mak, ql/Volatilities/Makefile.am,
	  ql/Volatilities/constantvol.hpp, ql/functions/vols.cpp,
	  ql/quantlib.hpp:
	  
	  added missing file

2002-06-17 09:23  Marco Marchioro

	* [r2368] ql/Volatilities/blackvariancesurface.hpp,
	  ql/functions/vols.cpp, ql/quantlib.hpp:
	  
	  Little fixes in order to compile

2002-06-16 09:32  Ferdinando Ametrano

	* [r2367] ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp:
	  
	  minTime and maxTime are implemented in the base class
	  underlying data member removed

2002-06-16 09:31  Ferdinando Ametrano

	* [r2366] ql/voltermstructure.hpp:
	  
	  minTime and maxTime are implemented in the base class

2002-06-16 09:29  Ferdinando Ametrano

	* [r2365] ql/PricingEngines/quantovanillaanalyticengine.cpp:
	  
	  it does work!

2002-06-15 01:32  Ferdinando Ametrano

	* [r2363] QuantLib.dsp, QuantLib.mak, ql/Volatilities/Makefile.am,
	  ql/Volatilities/blackvariancecurve.hpp,
	  ql/Volatilities/blackvariancesurface.hpp,
	  ql/Volatilities/interpolatedblackvol.hpp, ql/functions/Makefile.am,
	  ql/functions/vols.cpp, ql/functions/vols.hpp, ql/quantlib.hpp,
	  ql/voltermstructure.hpp:
	  
	  vol term structure is working

2002-06-12 12:24  Luigi Ballabio

	* [r2362] ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp:
	  
	  added frequency() method

2002-06-11 23:19  Sadruddin Rejeb

	* [r2361] ql/Indexes/audlibor.hpp, ql/Math/lexicographicalview.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/inversecumgaussianrng.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/Utilities/combiningiterator.hpp,
	  ql/Utilities/processingiterator.hpp:
	  
	  fixed g++ 3.1 warnings (implicit typename), SIBOR fix

2002-06-11 14:54  Ferdinando Ametrano

	* [r2359] ql/Volatilities/interpolatedblackvol.hpp,
	  ql/functions/vols.cpp:
	  
	  1) pushing further the engine framework. It doesn't work yet
	  2) introducing Black vol surface. It doesn't work yet
	  
	  but at least it compiles .. and 1) even run !-)

2002-06-11 13:32  Ferdinando Ametrano

	* [r2358] Examples/makefile.mak,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/PricingEngines/europeananalyticalengine.cpp,
	  ql/Volatilities/interpolatedblackvol.hpp, ql/functions/vols.cpp,
	  ql/option.cpp, ql/voltermstructure.hpp:
	  
	  1) pushing further the engine framework. It doesn't work yet
	  2) introducing Black vol surface. It doesn't work yet

2002-06-11 09:43  Luigi Ballabio

	* [r2357] configure.in, ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.cpp, ql/Makefile.am,
	  ql/Pricers/Makefile.am, ql/PricingEngines/Makefile.am,
	  ql/functions/Makefile.am:
	  
	  How on earth could Borland compile _that_?

2002-06-11 08:18  André Louw

	* [r2356] ql/Instruments/swap.hpp:
	  
	  Removed convenience to link to termStructure

2002-06-11 08:14  Ferdinando Ametrano

	* [r2355] ql/Volatilities/interpolatedblackvol.hpp,
	  ql/functions/vols.cpp:
	  
	  1) pushing further the engine framework. It doesn't work yet
	  2) introducing Black vol surface. It doesn't work yet

2002-06-10 20:59  Sadruddin Rejeb

	* [r2354] ql/Instruments/swap.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/loglinearinterpolation.hpp,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/Utilities/filteringiterator.hpp,
	  ql/Utilities/steppingiterator.hpp, ql/calendar.hpp,
	  ql/dataparsers.cpp, ql/dataparsers.hpp:
	  
	  gcc 3.1 compilation warnings, indentation fixes.

2002-06-10 17:34  Ferdinando Ametrano

	* [r2353] Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/vanillaoption.cpp,
	  ql/PricingEngines/europeananalyticalengine.cpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/quantovanillaanalyticengine.cpp,
	  ql/PricingEngines/vanillaengines.hpp,
	  ql/Volatilities/interpolatedblackvol.hpp, ql/functions/Makefile.am,
	  ql/functions/makefile.mak, ql/functions/vols.cpp,
	  ql/functions/vols.hpp, ql/option.cpp:
	  
	  1) pushing further the engine framework. It doesn't work yet
	  2) introducing Black vol surface. It doesn't work yet

2002-06-10 17:26  Ferdinando Ametrano

	* [r2352] ql/functions/Makefile.am:
	  
	  removed reference to non-existant files

2002-06-09 20:25  Ferdinando Ametrano

	* [r2351] Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, ql/Instruments/Makefile.am,
	  ql/Instruments/forwardvanillaoption.cpp,
	  ql/Instruments/forwardvanillaoption.hpp,
	  ql/Instruments/makefile.mak, ql/Instruments/quantooption.cpp,
	  ql/Instruments/quantooption.hpp,
	  ql/Instruments/quantovanillaoption.cpp,
	  ql/Instruments/quantovanillaoption.hpp,
	  ql/Instruments/vanillaoption.hpp, ql/Makefile.am,
	  ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/forwardengines.hpp,
	  ql/PricingEngines/genericengine.hpp, ql/PricingEngines/makefile.mak,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/quantoeuropeananalyticalengine.cpp,
	  ql/PricingEngines/quantovanillaanalyticengine.cpp,
	  ql/PricingEngines/vanillaengines.hpp,
	  ql/Volatilities/interpolatedblackvol.hpp, ql/functions/Makefile.am,
	  ql/quantlib.hpp, ql/voltermstructure.hpp:
	  
	  1) pushing further the engine framework. It doesn't work yet
	  2) introducing Black vol surface. It doesn't work yet

2002-06-07 17:26  Ferdinando Ametrano

	* [r2350] Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, QuantLib.mak, QuantLib.nsi,
	  ql/Instruments/Makefile.am, ql/Instruments/makefile.mak,
	  ql/Instruments/quantooption.cpp, ql/Instruments/quantooption.hpp,
	  ql/Instruments/vanillaoption.cpp, ql/Instruments/vanillaoption.hpp,
	  ql/Makefile.am, ql/Pricers/Makefile.am,
	  ql/Pricers/binomialvanillaengine.cpp,
	  ql/Pricers/binomialvanillaengine.hpp, ql/Pricers/europeanengine.cpp,
	  ql/Pricers/europeanengine.hpp, ql/Pricers/makefile.mak,
	  ql/Pricers/vanillaoptionengine.cpp,
	  ql/Pricers/vanillaoptionengine.hpp, ql/PricingEngines,
	  ql/PricingEngines/Makefile.am,
	  ql/PricingEngines/discretizedvanillaoption.cpp,
	  ql/PricingEngines/discretizedvanillaoption.hpp,
	  ql/PricingEngines/europeananalyticalengine.cpp,
	  ql/PricingEngines/europeanbinomialengine.cpp,
	  ql/PricingEngines/genericengine.hpp, ql/PricingEngines/makefile.mak,
	  ql/PricingEngines/quantoengines.hpp,
	  ql/PricingEngines/quantoeuropeananalyticalengine.cpp,
	  ql/PricingEngines/vanillaengines.hpp, ql/argsandresults.hpp,
	  ql/makefile.mak, ql/option.cpp, ql/pricingengine.hpp,
	  ql/quantlib.hpp:
	  
	  Princing_Engine_framework refactoring in progress ....

2002-06-02 13:46  Ferdinando Ametrano

	* [r2346] ql/Instruments/plainoption.cpp,
	  ql/Instruments/plainoption.hpp, ql/Instruments/vanillaoption.cpp,
	  ql/Instruments/vanillaoption.hpp,
	  ql/Pricers/binomialplainoption.cpp,
	  ql/Pricers/binomialplainoption.hpp:
	  
	  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

2002-06-01 23:32  Ferdinando Ametrano

	* [r2345] QuantLib.dsp, QuantLib.mak:
	  
	  updated

2002-06-01 23:27  Ferdinando Ametrano

	* [r2344] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  added analytic pricing engine

2002-06-01 23:06  Ferdinando Ametrano

	* [r2343] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp, QuantLib.dsp,
	  QuantLib.mak, TODO.txt, ql/Instruments/Makefile.am,
	  ql/Instruments/capfloor.hpp, ql/Instruments/makefile.mak,
	  ql/Instruments/plainoption.cpp, ql/Instruments/plainoption.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Makefile.am, ql/Pricers/Makefile.am,
	  ql/Pricers/binomialplainoption.cpp,
	  ql/Pricers/binomialplainoption.hpp,
	  ql/Pricers/binomialvanillaengine.cpp,
	  ql/Pricers/binomialvanillaengine.hpp, ql/Pricers/capfloorpricer.hpp,
	  ql/Pricers/europeanengine.hpp, ql/Pricers/makefile.mak,
	  ql/Pricers/swaptionpricer.hpp, ql/Pricers/vanillaoptionengine.cpp,
	  ql/Pricers/vanillaoptionengine.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp, ql/argsandresults.hpp,
	  ql/option.cpp, ql/option.hpp, ql/pricingengine.hpp, ql/quantlib.hpp:
	  
	  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

2002-06-01 21:44  Ferdinando Ametrano

	* [r2342] ql/Pricers/fdbsmoption.hpp:
	  
	  unnecessary strong constraints relaxed

2002-06-01 14:10  Ferdinando Ametrano

	* [r2339] ql/MonteCarlo/performanceoptionpathpricer.cpp,
	  ql/Pricers/performanceoption.cpp:
	  
	  bug fixed (missing moneyness factor)

2002-05-31 10:44  Luigi Ballabio

	* [r2334] Makefile.am:
	  
	  Added 'tags' target to Makefile

2002-05-31 10:44  Luigi Ballabio

	* [r2333] ql/Patterns/observable.hpp, ql/handle.hpp,
	  ql/relinkablehandle.hpp:
	  
	  Added Handle::operator==

2002-05-31 10:43  Luigi Ballabio

	* [r2332] ql/TermStructures/impliedtermstructure.hpp:
	  
	  Removed requirements from constructor

2002-05-24 08:57  André Louw

	* [r2329] ql/TermStructures/piecewiseflatforward.cpp:
	  
	  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 08:49  André Louw

	* [r2328] ql/Instruments/swap.hpp:
	  
	  Added convenience method to link termStructure.

2002-05-24 08:12  Luigi Ballabio

	* [r2327] ql/TermStructures/flatforward.hpp:
	  
	  FlatForward optionally takes a MarketElement

2002-05-19 20:15  Ferdinando Ametrano

	* [r2325] ql/MonteCarlo/Makefile.am, ql/MonteCarlo/makefile.mak,
	  ql/Pricers/Makefile.am, ql/Pricers/makefile.mak:
	  
	  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 15:00  Ferdinando Ametrano

	* [r2324] ql/Pricers/cliquetoption.cpp, ql/Pricers/cliquetoption.hpp:
	  
	  extended to time dependant parameters

2002-05-19 14:19  Ferdinando Ametrano

	* [r2323] Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, QuantLib.mak,
	  ql/MonteCarlo/cliquetoptionpathpricer.cpp,
	  ql/MonteCarlo/cliquetoptionpathpricer.hpp,
	  ql/MonteCarlo/performanceoptionpathpricer.cpp,
	  ql/MonteCarlo/performanceoptionpathpricer.hpp,
	  ql/Pricers/mccliquetoption.cpp, ql/Pricers/mccliquetoption.hpp,
	  ql/Pricers/mcperformanceoption.cpp,
	  ql/Pricers/mcperformanceoption.hpp,
	  ql/Pricers/performanceoption.cpp, ql/Pricers/performanceoption.hpp,
	  ql/quantlib.hpp:
	  
	  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 14:03  Ferdinando Ametrano

	* [r2322] ql/Pricers/cliquetoption.cpp, ql/Pricers/cliquetoption.hpp:
	  
	  fixed humongous bugs in value and greeks
	  Added dividendRho and moneyness

2002-05-19 13:24  Ferdinando Ametrano

	* [r2321] ql/Pricers/europeanoption.hpp:
	  
	  beta method goes public

2002-05-19 13:21  Ferdinando Ametrano

	* [r2320] ql/Instruments/plainoption.hpp:
	  
	  more detailed comment

2002-05-16 14:41  Ferdinando Ametrano

	* [r2318] ql/MonteCarlo/pathgenerator.hpp:
	  
	  added quick and dirty constructor for deterministic non-constant
	  parameters

2002-05-16 14:15  Luigi Ballabio

	* [r2316] acconfig.h, configure.in,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/Math/loglinearinterpolation.hpp,
	  ql/Math/multivariateaccumulator.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/config.ansi.hpp, ql/config.bcc.hpp, ql/config.msvc.hpp,
	  ql/config.mwcw.hpp, ql/dataparsers.cpp, ql/dataparsers.hpp:
	  
	  Added some macros

2002-05-13 16:39  Ferdinando Ametrano

	* [r2313] Docs/pages/mcarlo.docs, ql/RandomNumbers/rngtypedefs.hpp,
	  ql/riskstatistics.hpp:
	  
	  style enforced

2002-05-13 12:35  Luigi Ballabio

	* [r2311] configure.in:
	  
	  Allow passing CXXFLAGS

2002-05-13 08:50  Luigi Ballabio

	* [r2310] Docs/pages/findiff.docs:
	  
	  *** empty log message ***

2002-05-12 18:59  Ferdinando Ametrano

	* [r2308] TODO.txt, ql/Pricers/fdamericanoption.hpp,
	  ql/Pricers/fdbsmoption.cpp, ql/Pricers/fdbsmoption.hpp,
	  ql/Pricers/fdeuropean.cpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp:
	  
	  fixed bug in greek re-calculation.
	  Theta is now provided by SingleAssetOption

2002-05-12 01:27  Ferdinando Ametrano

	* [r2306] Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  TODO.txt:
	  
	  updated

2002-05-12 01:11  Ferdinando Ametrano

	* [r2305] ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdstepconditionoption.cpp:
	  
	  fixed bug in theta calculation.
	  Theta is now computed using Black-Scholes equation.
	  Still to do: clean up FdMultiPeriodOption

2002-05-12 00:41  Ferdinando Ametrano

	* [r2304] ql/Pricers/fdeuropean.hpp:
	  
	  style enforced

2002-05-12 00:39  Ferdinando Ametrano

	* [r2303] ql/Pricers/singleassetoption.cpp:
	  
	  fixed bug in rho and dividendRho when the rate=0.0

2002-05-12 00:37  Ferdinando Ametrano

	* [r2302] QuantLib.dsp, QuantLib.mak:
	  
	  Visual C++ catching up

2002-05-12 00:36  Ferdinando Ametrano

	* [r2301] ql/Math/segmentintegral.hpp:
	  
	  Visul C++ fix

2002-05-12 00:35  Ferdinando Ametrano

	* [r2300] Docs/pages/mcarlo.docs:
	  
	  typo fixed

2002-05-10 13:13  Luigi Ballabio

	* [r2298] TODO.txt, ql/Math/Makefile.am, ql/Math/makefile.mak,
	  ql/Math/segmentintegral.cpp, ql/Math/segmentintegral.hpp:
	  
	  Fixed SegmentIntegral

2002-05-09 09:34  Marco Marchioro

	* [r2297] ql/MonteCarlo/himalayapathpricer.hpp:
	  
	  typo

2002-05-06 12:28  Luigi Ballabio

	* [r2293] ql/Makefile.am:
	  
	  Removed obsolete file from dist list

2002-05-06 10:17  Luigi Ballabio

	* [r2292] ql/TermStructures/discountcurve.cpp:
	  
	  Removed gcc warning

2002-05-06 08:26  André Louw

	* [r2291] ql/TermStructures/compoundforward.cpp:
	  
	  Changed vector.at() to use operator[] instead.

2002-05-05 00:11  Ferdinando Ametrano

	* [r2289] Contributors.txt, Docs/configure.in,
	  Docs/pages/authors.docs, Docs/pages/history.docs,
	  Docs/pages/resources.docs, Docs/quantlib.doxy, History.txt,
	  News.txt, QuantLib.dsp, QuantLib.mak, QuantLib.nsi, configure.in,
	  dev_tools/releaseprocess.txt, ql/CashFlows/cashflowvectors.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/Indexes/xibormanager.hpp, ql/Instruments/capfloor.hpp,
	  ql/Lattices/lattice.hpp, ql/Lattices/tree.hpp,
	  ql/Math/bilinearinterpolation.hpp,
	  ql/Math/chisquaredistribution.hpp, ql/Math/gammadistribution.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/riskmeasures.hpp, ql/Math/segmentintegral.hpp,
	  ql/Math/statistics.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/Optimization/costfunction.hpp, ql/Optimization/problem.hpp,
	  ql/Patterns/observable.hpp, ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/fdmultiperiodoption.cpp, ql/Pricers/treecapfloor.hpp,
	  ql/Pricers/treeswaption.hpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.hpp, ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/TermStructures/affinetermstructure.hpp, ql/blackmodel.hpp,
	  ql/capvolstructures.hpp, ql/dataformatters.hpp, ql/date.cpp,
	  ql/diffusionprocess.hpp, ql/grid.hpp, ql/instrument.hpp,
	  ql/makefile.mak, ql/numericalmethod.hpp, ql/option.hpp,
	  ql/qldefines.hpp, ql/quantlib.hpp, ql/relinkablehandle.hpp,
	  ql/swaptionvolstructure.hpp, ql/termstructure.hpp:
	  
	  R000300f0-branch-merge1 merged into trunk

2002-05-04 22:55  Ferdinando Ametrano

	* [r2286] News.txt, Readme.txt, dev_tools/releaseprocess.txt:
	  
	  updated

2002-05-03 09:07  André Louw

	* [r2281] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  Modified SwapRateHelper to accept TimeUnit when constructing.
	  Modified existing examples to use new constructors.

2002-05-03 08:59  André Louw

	* [r2280] ql/Makefile.am, ql/dataparsers.cpp, ql/dataparsers.hpp,
	  ql/date.cpp:
	  
	  Added preliminary parsing of input data.
	  Handles basic English parsing of Period-strings.
	  Still needs to incorporate locale dependant parsing.

2002-05-02 08:29  Ferdinando Ametrano

	* [r2276] Docs/pages/mcarlo.docs:
	  
	  typo fixed

2002-05-01 22:05  Ferdinando Ametrano

	* [r2272] Docs/pages/mcarlo.docs, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.hpp:
	  
	  typos fixed

2002-05-01 21:58  Ferdinando Ametrano

	* [r2271] TODO.txt:
	  
	  updated

2002-04-30 11:48  André Louw

	* [r2267] ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp:
	  
	  Some -pedantic/good practice refactoring

2002-04-30 08:36  Luigi Ballabio

	* [r2266] ql/TermStructures/compoundforward.cpp:
	  
	  Quick fix to compile under VC++

2002-04-30 07:35  Ferdinando Ametrano

	* [r2265] ql/Calendars/london.cpp:
	  
	  UK bank holidays fix.
	  Thanks to Jon Davidson

2002-04-30 06:39  André Louw

	* [r2264] ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp:
	  
	  Changed to inherit fm DiscountStructure - use top level
	  zeroYieldImpl and forwardImpl.
	  Fix potential problem with improperly initialized iterators.

2002-04-30 06:34  André Louw

	* [r2263] ql/date.hpp:
	  
	  Period(std::string&) changed to explicit.

2002-04-29 15:27  Mario Aleppo

	* [r2262] ql/CashFlows/cashflowvectors.cpp:
	  
	  The payment date could be after the end of the accrual period

2002-04-29 15:23  André Louw

	* [r2260] ql/TermStructures/discountcurve.cpp:
	  
	  Additional error specification.

2002-04-29 15:16  Mario Aleppo

	* [r2259] ql/CashFlows/coupon.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp:
	  
	  The payment date could be after the end of the accrual period

2002-04-26 15:23  Ferdinando Ametrano

	* [r2255] ql/Math/riskmeasures.hpp, ql/functions/mathf.cpp,
	  ql/functions/mathf.hpp:
	  
	  formatting

2002-04-26 14:45  Ferdinando Ametrano

	* [r2253] ql/Math/interpolation.hpp:
	  
	  warning avoided

2002-04-26 14:40  Ferdinando Ametrano

	* [r2252] ql/Math/interpolation.hpp:
	  
	  warning avoided

2002-04-26 14:03  Ferdinando Ametrano

	* [r2251] ql/Math/bilinearinterpolation.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/interpolation.hpp, ql/Math/interpolation2D.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/loglinearinterpolation.hpp,
	  ql/Pricers/fddividendoption.cpp,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/functions/mathf.cpp:
	  
	  moved allowExtrapolation from constructors to () operators

2002-04-25 18:22  Ferdinando Ametrano

	* [r2248] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, QuantLib.mak, TODO.txt,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp,
	  ql/termstructure.hpp:
	  
	  {calendar, settlementDays} replaced by settlementDate
	  refactoring of DiscountCurve constructor

2002-04-24 18:03  Ferdinando Ametrano

	* [r2246] ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp:
	  
	  ImpliedTermStructure, ZeroSpreadedTermStructure,
	  ForwardSpreadedTermStructure moved under
	  QuantLib::TermStructures namespace

2002-04-24 16:02  Ferdinando Ametrano

	* [r2245] ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/piecewiseflatforward.hpp:
	  
	  - 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 15:13  Ferdinando Ametrano

	* [r2244] Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, TODO.txt, ql/TermStructures/Makefile.am,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp,
	  ql/TermStructures/forwardspreadedtermstructure.hpp,
	  ql/TermStructures/impliedtermstructure.hpp,
	  ql/TermStructures/zerospreadedtermstructure.hpp, ql/quantlib.hpp,
	  ql/termstructure.hpp:
	  
	  - 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 16:06  Ferdinando Ametrano

	* [r2243] QuantLib.dsp, QuantLib.mak:
	  
	  config.decc.hpp removed

2002-04-23 10:09  Luigi Ballabio

	* [r2242] ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp:
	  
	  Removed a few unnecessary consts and forward variable declarations

2002-04-23 09:42  Luigi Ballabio

	* [r2241] ql/Math/loglinearinterpolation.hpp:
	  
	  Assigned copyright to Andre

2002-04-23 05:18  André Louw

	* [r2240] ql/TermStructures/compoundforward.cpp:
	  
	  Fixed up some logic to check that bootstrapping from at least
	  compounding.

2002-04-22 17:04  Luigi Ballabio

	* [r2239] ql/config.ansi.hpp, ql/config.bcc.hpp, ql/config.decc.hpp,
	  ql/config.msvc.hpp, ql/config.mwcw.hpp:
	  
	  More autoconfiscated time functions and types

2002-04-22 16:56  Luigi Ballabio

	* [r2238] acconfig.h, acinclude.m4, configure.in, ql/date.cpp,
	  ql/date.hpp:
	  
	  More autoconfiscated time functions and types

2002-04-22 16:29  André Louw

	* [r2237] ql/TermStructures/compoundforward.cpp:
	  
	  Changed if (Size a >= 0) to (currCnt == 0) to satisfy Borland.

2002-04-22 14:35  Luigi Ballabio

	* [r2236] ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/singleassetoption.cpp, ql/Solvers1D/bisection.cpp,
	  ql/Solvers1D/bisection.hpp, ql/Solvers1D/brent.cpp,
	  ql/Solvers1D/brent.hpp, ql/Solvers1D/falseposition.cpp,
	  ql/Solvers1D/falseposition.hpp, ql/Solvers1D/newton.cpp,
	  ql/Solvers1D/newton.hpp, ql/Solvers1D/newtonsafe.cpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.cpp,
	  ql/Solvers1D/ridder.hpp, ql/Solvers1D/secant.cpp,
	  ql/Solvers1D/secant.hpp, ql/solver1d.cpp, ql/solver1d.hpp:
	  
	  Renamed Solver1D::lowBound and hiBound

2002-04-22 13:48  André Louw

	* [r2235] ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp:
	  
	  Mod to licensing comment (copyright).

2002-04-22 12:38  Ferdinando Ametrano

	* [r2234] ql/Math/loglinearinterpolation.hpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.hpp:
	  
	  catching up with Andre's commit

2002-04-22 12:27  Ferdinando Ametrano

	* [r2233] QuantLib.mak, ql/Math/Makefile.am,
	  ql/TermStructures/Makefile.am,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/makefile.mak:
	  
	  catching up with Andre's commit

2002-04-22 12:25  Ferdinando Ametrano

	* [r2232] dev_tools/releaseprocess.txt:
	  
	  added gotcha

2002-04-22 11:10  André Louw

	* [r2231] ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp:
	  
	  Added standard QuantLib licensing comment.

2002-04-22 10:30  André Louw

	* [r2229] QuantLib.dsp:
	  
	  Added LogLinearInterpolation, DiscountCurve TermStructure and
	  CompoundForward TermStructure

2002-04-22 10:23  André Louw

	* [r2228] ql/Math/loglinearinterpolation.hpp,
	  ql/TermStructures/Makefile.am,
	  ql/TermStructures/compoundforward.cpp,
	  ql/TermStructures/compoundforward.hpp,
	  ql/TermStructures/discountcurve.cpp,
	  ql/TermStructures/discountcurve.hpp, ql/quantlib.hpp:
	  
	  Add DiscountCurve TermStructure, CompoundForward TermStructure,
	  LogLinear interpolation.

2002-04-22 10:20  André Louw

	* [r2227] ql/calendar.cpp, ql/calendar.hpp:
	  
	  Advance calendar using a Period instance.

2002-04-22 10:18  André Louw

	* [r2226] ql/date.cpp, ql/date.hpp:
	  
	  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 20:38  Ferdinando Ametrano

	* [r2223] Docs/configure.in, Docs/quantlib.doxy, QuantLib.nsi,
	  configure.in, dev_tools/version_number.txt, ql/qldefines.hpp:
	  
	  version number up

2002-04-21 19:35  Ferdinando Ametrano

	* [r2221] ChangeLog.txt:
	  
	  updated

2002-04-19 01:35  Sadruddin Rejeb

	* [r2219] Docs/Makefile.am, Docs/makefile.mak, Docs/pages/Makefile.am,
	  Docs/pages/fixedincome.docs, Docs/pages/lattices.docs,
	  Docs/quantlibheader.html, Docs/userman.tex:
	  
	  Adding a page for lattice methods.

2002-04-18 10:45  Luigi Ballabio

	* [r2217] ql/history.hpp:
	  
	  Added null History::Entry

2002-04-18 10:41  Luigi Ballabio

	* [r2216] ql/config.msvc.hpp, ql/qldefines.hpp:
	  
	  Visual C++ .Net hack

2002-04-18 10:27  Luigi Ballabio

	* [r2215] ql/config.msvc.hpp, ql/qldefines.hpp:
	  
	  Visual C++ .Net hack

2002-04-16 22:07  Ferdinando Ametrano

	* [r2213] ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp:
	  
	  fixed bug in Moro's Inverse Cumulative Normal Distribution.
	  Now it is the default InvCumNormDist

2002-04-16 22:05  Ferdinando Ametrano

	* [r2212] ChangeLog.txt:
	  
	  updated

2002-04-16 20:50  Ferdinando Ametrano

	* [r2210] ql/functions/mathf.cpp, ql/functions/mathf.hpp:
	  
	  normal distribution exported as functions

2002-04-16 09:20  André Louw

	* [r2207] TODO.txt:
	  
	  test commit to see what kind of problem Andre is having

2002-04-15 09:59  Sadruddin Rejeb

	* [r2205] ql/diffusionprocess.hpp:
	  
	  Fixed BSM process

2002-04-15 07:45  Ferdinando Ametrano

	* [r2204] ql/Lattices/bsmlattice.cpp:
	  
	  fixed CRR and JR inversion

2002-04-15 07:27  Ferdinando Ametrano

	* [r2203] Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, QuantLib.dsp,
	  QuantLib.dsw, QuantLib.mak, ql/Pricers/binomialplainoption.cpp:
	  
	  MS VC++ catching up

2002-04-15 04:31  Sadruddin Rejeb

	* [r2202] ql/Lattices/makefile.mak, ql/Pricers/makefile.mak:
	  
	  Update makefile.mak files.

2002-04-15 04:06  Sadruddin Rejeb

	* [r2201] Examples/EuropeanOption/EuropeanOption.cpp:
	  
	  Added binomial method pricing (JR & CRR).

2002-04-15 04:04  Sadruddin Rejeb

	* [r2200] ql/Instruments/swaption.cpp, ql/Lattices/Makefile.am,
	  ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp,
	  ql/Lattices/bsmlattice.cpp, ql/Lattices/bsmlattice.hpp,
	  ql/Lattices/column.hpp, ql/Lattices/lattice.cpp,
	  ql/Lattices/lattice.hpp, ql/Lattices/lattice2d.cpp,
	  ql/Lattices/lattice2d.hpp, ql/Lattices/tree.cpp,
	  ql/Lattices/tree.hpp, ql/Lattices/trinomialtree.cpp,
	  ql/Lattices/trinomialtree.hpp, ql/Lattices/twodimensionaltree.cpp,
	  ql/Lattices/twodimensionaltree.hpp, ql/Pricers/Makefile.am,
	  ql/Pricers/binomialplainoption.cpp,
	  ql/Pricers/binomialplainoption.hpp, ql/Pricers/capfloorpricer.cpp,
	  ql/Pricers/capfloorpricer.hpp, ql/Pricers/swaptionpricer.cpp,
	  ql/Pricers/swaptionpricer.hpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treecapfloor.hpp, ql/Pricers/treeswaption.cpp,
	  ql/Pricers/treeswaption.hpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/model.hpp, ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/twofactormodel.cpp,
	  ql/ShortRateModels/twofactormodel.hpp,
	  ql/TermStructures/affinetermstructure.hpp, ql/diffusionprocess.hpp,
	  ql/exercise.hpp, ql/numericalmethod.hpp, ql/quantlib.hpp:
	  
	  Refactoring of lattice framework
	  binomial pricer for european stock-options (example)
	  Documentation enhancement

2002-04-13 12:09  Luigi Ballabio

	* [r2199] ql/config.msvc.hpp:
	  
	  More .Net

2002-04-12 20:05  Luigi Ballabio

	* [r2198] ql/config.msvc.hpp:
	  
	  Tentative fix for VC++.Net

2002-04-12 12:47  Luigi Ballabio

	* [r2197] ql/Calendars/johannesburg.cpp:
	  
	  Taking Saturday off

2002-04-10 09:54  Ferdinando Ametrano

	* [r2192] Docs/configure.in, Docs/quantlib.doxy, QuantLib.nsi,
	  configure.in, dev_tools/version_number.txt, ql/qldefines.hpp:
	  
	  version number up

2002-04-09 10:48  Ferdinando Ametrano

	* [r2188] makefile.mak, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp:
	  
	  Moro is not the default Inverse Cumulative normal distribution
	  anymore

2002-04-09 09:16  Ferdinando Ametrano

	* [r2187] ChangeLog.txt:
	  
	  updated

2002-04-09 07:36  Ferdinando Ametrano

	* [r2186] Docs/pages/authors.docs:
	  
	  updated Dirk status

2002-04-08 09:00  Sadruddin Rejeb

	* [r2185] ql/Math/chisquaredistribution.cpp:
	  
	  Fixed warning.

2002-04-08 08:14  Ferdinando Ametrano

	* [r2184] ChangeLog.txt:
	  
	  updated

2002-04-08 07:47  Ferdinando Ametrano

	* [r2181] ChangeLog.txt:
	  
	  updated

2002-04-08 07:35  Ferdinando Ametrano

	* [r2180] ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp,
	  ql/RandomNumbers/inversecumgaussianrng.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp:
	  
	  added Moro's inverse cumulative normal distribution approximation

2002-04-04 09:53  Luigi Ballabio

	* [r2173] ql/CashFlows/floatingratecoupon.hpp,
	  ql/Indexes/audlibor.hpp, ql/Indexes/cadlibor.hpp,
	  ql/Indexes/chflibor.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/jpylibor.hpp,
	  ql/Indexes/usdlibor.hpp, ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/zarlibor.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/TermStructures/ratehelpers.cpp, ql/config.msvc.hpp,
	  ql/qldefines.hpp:
	  
	  Added optional day count to libor indexes

2002-04-03 11:15  Ferdinando Ametrano

	* [r2171] QuantLib.dsp, QuantLib.mak, ql/TermStructures/makefile.mak:
	  
	  MS VS and Borland: added missing files

2002-04-03 10:40  Luigi Ballabio

	* [r2170] ql/RandomNumbers/knuthuniformrng.cpp,
	  ql/RandomNumbers/knuthuniformrng.hpp:
	  
	  Added sentinel at 100

2002-04-03 09:07  Luigi Ballabio

	* [r2169] ql/Indexes/xibor.hpp:
	  
	  missing inline added

2002-04-03 06:59  Ferdinando Ametrano

	* [r2168] Examples/Swap/Makefile.am:
	  
	  lowered optimization level in order to compile it under cygwin/gcc

2002-04-02 23:35  Sadruddin Rejeb

	* [r2167] ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Math/chisquaredistribution.cpp, ql/Optimization/armijo.hpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/leastsquare.hpp,
	  ql/Optimization/linesearch.hpp, ql/Optimization/method.hpp,
	  ql/Optimization/problem.hpp, ql/Optimization/simplex.hpp,
	  ql/Optimization/steepestdescent.hpp,
	  ql/Pricers/analyticalcapfloor.cpp, ql/Pricers/capfloorpricer.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/TermStructures/Makefile.am,
	  ql/TermStructures/affinetermstructure.cpp,
	  ql/TermStructures/affinetermstructure.hpp, ql/grid.hpp:
	  
	  Bugfixes, plus new TermStructure class based on affine model.

2002-04-02 16:24  Luigi Ballabio

	* [r2166] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/CashFlows/coupon.hpp,
	  ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/chflibor.hpp,
	  ql/Indexes/euribor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/jpylibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp, ql/Indexes/zarlibor.hpp,
	  ql/Instruments/simpleswap.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/TermStructures/ratehelpers.cpp:
	  
	  Removed some redundancy from Xibor/FloatingCoupon/TermStructure
	  interaction

2002-03-31 21:08  Ferdinando Ametrano

	* [r2162] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  formatting, fixing typos and requesting comments

2002-03-31 21:02  Ferdinando Ametrano

	* [r2161] ql/Lattices/tree.hpp, ql/exercise.hpp, ql/grid.hpp,
	  ql/riskstatistics.hpp:
	  
	  formatting, fixing typos and requesting comments

2002-03-28 17:06  Ferdinando Ametrano

	* [r2159] Examples/Swap/Swap.dsp, Examples/Swap/Swap.mak:
	  
	  added browsing info to MS VC projects

2002-03-28 12:21  Ferdinando Ametrano

	* [r2156] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.mak:
	  
	  updating MS VC makefiles

2002-03-28 10:25  Sadruddin Rejeb

	* [r2155] configure.in:
	  
	  No comment.

2002-03-28 10:09  Sadruddin Rejeb

	* [r2154] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  configure.in, ql/Optimization/armijo.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp:
	  
	  Solved X-File 365478: missing inline method implementations (CIR)
	  are back.
	  A few fixes and clean-ups.

2002-03-28 09:18  Luigi Ballabio

	* [r2153] ql/CashFlows/cashflowvectors.hpp:
	  
	  VC++ couldn't digest the default argument

2002-03-28 08:26  Ferdinando Ametrano

	* [r2152] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp:
	  
	  commented out methods without implementation
	  1) ShortRateModels::ExtendedCoxIngersollRoss::generateParameters()
	  2) ShortRateModels::ExtendedCoxIngersollRoss::dynamics()

2002-03-27 23:35  Sadruddin Rejeb

	* [r2151] Docs/pages/fixedincome.docs, ql/Instruments/capfloor.hpp,
	  ql/Instruments/swaption.hpp, ql/Lattices/column.hpp,
	  ql/Lattices/tree.hpp, ql/Lattices/trinomialtree.hpp,
	  ql/Optimization/constraint.hpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp,
	  ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/ShortRateModels/twofactormodel.hpp, ql/blackmodel.hpp,
	  ql/diffusionprocess.hpp, ql/exercise.hpp:
	  
	  Updated documentation (1st pass)

2002-03-27 17:10  Luigi Ballabio

	* [r2150] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp:
	  
	  Made cash flow vector builders into functions

2002-03-27 11:31  Ferdinando Ametrano

	* [r2149] Examples/Swap/swapvaluation.cpp:
	  
	  rates formatted with 4 digits

2002-03-27 11:26  Ferdinando Ametrano

	* [r2148] ql/TermStructures/ratehelpers.cpp:
	  
	  switched to fairRate()

2002-03-27 10:45  Ferdinando Ametrano

	* [r2147] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/Instruments/simpleswap.hpp:
	  
	  added fairSpread() to simpleSwap

2002-03-27 09:55  Ferdinando Ametrano

	* [r2146] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/Swap/swapvaluation.cpp:
	  
	  switched to fairRate()

2002-03-27 09:54  Ferdinando Ametrano

	* [r2145] ql/Instruments/simpleswap.hpp:
	  
	  moved spread)( under inspectors, since it is an inspector method
	  and it does not provide a result

2002-03-27 09:48  Sadruddin Rejeb

	* [r2144] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  ITM swaption value is now higher than an ATM one.

2002-03-27 09:25  Ferdinando Ametrano

	* [r2143] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  fixed ATM swaption so that it is really ATM
	  added ITM swaption: there is a problem here

2002-03-27 09:03  Ferdinando Ametrano

	* [r2142] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  added HW numerical calibration

2002-03-26 14:24  Ferdinando Ametrano

	* [r2141] makefile.mak:
	  
	  check and inst targets dependent on the primary target (quantlib)

2002-03-26 10:05  Luigi Ballabio

	* [r2140] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  ql/array.hpp, ql/dataformatters.cpp, ql/dataformatters.hpp,
	  ql/date.cpp, ql/date.hpp:
	  
	  Added ArrayFormatter and moved a couple of operator<<

2002-03-26 10:04  Luigi Ballabio

	* [r2139] ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/costfunction.hpp:
	  
	  Removed output

2002-03-26 09:32  Luigi Ballabio

	* [r2138] ql/Pricers/europeanengine.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/calendar.cpp, ql/dataformatters.cpp, ql/date.cpp, ql/date.hpp,
	  ql/option.cpp, ql/solver1d.cpp:
	  
	  The hunt for global variables

2002-03-26 09:06  Luigi Ballabio

	* [r2137] ql/MonteCarlo/pagodapathpricer.cpp:
	  
	  Leftover #include removed

2002-03-26 08:56  Luigi Ballabio

	* [r2136] Examples/BermudanSwaption/Makefile.am,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/EuropeanOption/Makefile.am, Examples/Swap/Makefile.am:
	  
	  *** empty log message ***

2002-03-25 18:45  Ferdinando Ametrano

	* [r2135] ChangeLog.txt:
	  
	  updated

2002-03-25 18:18  Ferdinando Ametrano

	* [r2134] QuantLib.nsi:
	  
	  Borland and MS VC++ catching up with the latest commit

2002-03-25 17:00  Ferdinando Ametrano

	* [r2133] QuantLib.dsp, QuantLib.mak:
	  
	  now compiles with MS VC++

2002-03-25 15:38  Ferdinando Ametrano

	* [r2132] ql/ShortRateModels/OneFactorModels/coxingersollross.hpp:
	  
	  ConxIngersollRoss::Dynamics public

2002-03-25 14:10  Sadruddin Rejeb

	* [r2131] ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/model.cpp:
	  
	  Bugfix. BermudanSwaption should run now...

2002-03-25 13:49  Ferdinando Ametrano

	* [r2130] ql/ShortRateModels/OneFactorModels/coxingersollross.cpp:
	  
	  MS VC small fix

2002-03-25 13:47  Ferdinando Ametrano

	* [r2129] ql/ShortRateModels/OneFactorModels/coxingersollross.cpp:
	  
	  MS VC small fix

2002-03-25 13:41  Luigi Ballabio

	* [r2128] Docs/pages/utilities.docs:
	  
	  *** empty log message ***

2002-03-25 12:00  Luigi Ballabio

	* [r2127] ql/Pricers/blackcapfloor.cpp, ql/Pricers/blackswaption.cpp,
	  ql/blackmodel.hpp:
	  
	  Refixed BlackModel::formula the other way around

2002-03-25 11:52  Luigi Ballabio

	* [r2126] makefile.mak, ql/blackmodel.hpp:
	  
	  Fixed BlackModel::formula

2002-03-25 10:41  Sadruddin Rejeb

	* [r2125] ql/Lattices/trinomialtree.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/onefactormodel.cpp:
	  
	  Removed warnings and verbose.

2002-03-25 10:10  Luigi Ballabio

	* [r2124] ql/Math/gammadistribution.cpp, ql/Math/makefile.mak,
	  ql/Pricers/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/model.hpp, ql/blackmodel.hpp, ql/makefile.mak:
	  
	  Compiles and links under bcc

2002-03-25 09:12  Ferdinando Ametrano

	* [r2123] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/makefile.mak, QuantLib.mak:
	  
	  Borland and MS VC++ catching up with the latest commit
	  Welcome back Sad

2002-03-25 09:01  Ferdinando Ametrano

	* [r2122] Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Examples.dsw,
	  Examples/Swap/Swap.mak, QuantLib.dsp, QuantLib.mak, makefile.mak,
	  ql/Lattices/makefile.mak, ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/model.hpp, ql/makefile.mak:
	  
	  Borland and MS VC++ catching up with the latest commit
	  Welcome back Sad

2002-03-25 08:45  Sadruddin Rejeb

	* [r2121] Examples/BermudanSwaption/BermudanSwaption.cpp:
	  
	  small fix

2002-03-25 08:38  Sadruddin Rejeb

	* [r2120] Examples/BermudanSwaption/BermudanSwaption.cpp,
	  ql/ShortRateModels/model.cpp, ql/ShortRateModels/model.hpp:
	  
	  Small fix

2002-03-25 08:10  Sadruddin Rejeb

	* [r2119] ql/Lattices/makefile.mak, ql/Pricers/makefile.mak,
	  ql/ShortRateModels/makefile.mak, ql/makefile.mak:
	  
	  Updated makefile.mak files

2002-03-25 07:22  Sadruddin Rejeb

	* [r2118] ql/Lattices/Makefile.am, ql/Lattices/twodimensionaltree.cpp,
	  ql/Lattices/twodimensionaltree.hpp:
	  
	  Added missing files

2002-03-25 00:09  Sadruddin Rejeb

	* [r2117] ql/Math/chisquaredistribution.cpp,
	  ql/Math/chisquaredistribution.hpp, ql/Math/gammadistribution.cpp,
	  ql/Math/gammadistribution.hpp:
	  
	  Added non-central chi-square distribution function.

2002-03-24 23:59  Sadruddin Rejeb

	* [r2116] Docs/pages/fixedincome.docs, Docs/pages/instruments.docs,
	  Docs/pages/math.docs, Examples/BermudanSwaption,
	  Examples/BermudanSwaption/BermudanSwaption.cpp,
	  Examples/BermudanSwaption/BermudanSwaption.dsp,
	  Examples/BermudanSwaption/BermudanSwaption.mak,
	  Examples/BermudanSwaption/Makefile.am,
	  Examples/BermudanSwaption/ReadMe.txt,
	  Examples/BermudanSwaption/makefile.mak, Examples/Makefile.am,
	  Examples/makefile.mak, configure.in:
	  
	  Added Bermudan Swaption example and updated docs

2002-03-24 23:53  Sadruddin Rejeb

	* [r2115] ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/InterestRateModelling, ql/Lattices/Makefile.am,
	  ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp,
	  ql/Lattices/column.hpp, ql/Lattices/makefile.mak,
	  ql/Lattices/node.hpp, ql/Lattices/tree.cpp, ql/Lattices/tree.hpp,
	  ql/Lattices/trinomialtree.cpp, ql/Lattices/trinomialtree.hpp,
	  ql/Makefile.am, ql/Math/Makefile.am, ql/Optimization/Makefile.am,
	  ql/Optimization/armijo.cpp, ql/Optimization/armijo.hpp,
	  ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/criteria.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/linesearch.hpp,
	  ql/Optimization/method.hpp, ql/Optimization/optimizer.hpp,
	  ql/Optimization/problem.hpp, ql/Optimization/simplex.cpp,
	  ql/Optimization/simplex.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp, ql/Pricers/Makefile.am,
	  ql/Pricers/analyticalcapfloor.hpp, ql/Pricers/blackcapfloor.cpp,
	  ql/Pricers/blackcapfloor.hpp, ql/Pricers/blackswaption.cpp,
	  ql/Pricers/blackswaption.hpp, ql/Pricers/capfloorpricer.cpp,
	  ql/Pricers/capfloorpricer.hpp, ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/swaptionpricer.cpp,
	  ql/Pricers/swaptionpricer.hpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treecapfloor.hpp, ql/Pricers/treeswaption.cpp,
	  ql/Pricers/treeswaption.hpp, ql/ShortRateModels,
	  ql/ShortRateModels/CalibrationHelpers,
	  ql/ShortRateModels/CalibrationHelpers/Makefile.am,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/caphelper.hpp,
	  ql/ShortRateModels/CalibrationHelpers/makefile.mak,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp,
	  ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp,
	  ql/ShortRateModels/Makefile.am, ql/ShortRateModels/OneFactorModels,
	  ql/ShortRateModels/OneFactorModels/Makefile.am,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp,
	  ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/coxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp,
	  ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.cpp,
	  ql/ShortRateModels/OneFactorModels/hullwhite.hpp,
	  ql/ShortRateModels/OneFactorModels/makefile.mak,
	  ql/ShortRateModels/OneFactorModels/vasicek.cpp,
	  ql/ShortRateModels/OneFactorModels/vasicek.hpp,
	  ql/ShortRateModels/TwoFactorModels,
	  ql/ShortRateModels/TwoFactorModels/Makefile.am,
	  ql/ShortRateModels/TwoFactorModels/g2.cpp,
	  ql/ShortRateModels/TwoFactorModels/g2.hpp,
	  ql/ShortRateModels/TwoFactorModels/makefile.mak,
	  ql/ShortRateModels/calibrationhelper.cpp,
	  ql/ShortRateModels/calibrationhelper.hpp,
	  ql/ShortRateModels/makefile.mak, ql/ShortRateModels/model.cpp,
	  ql/ShortRateModels/model.hpp, ql/ShortRateModels/onefactormodel.cpp,
	  ql/ShortRateModels/onefactormodel.hpp,
	  ql/ShortRateModels/parameter.hpp,
	  ql/ShortRateModels/twofactormodel.cpp,
	  ql/ShortRateModels/twofactormodel.hpp, ql/blackmodel.hpp,
	  ql/diffusionprocess.hpp, ql/exercise.hpp, ql/grid.hpp,
	  ql/makefile.mak, ql/numericalmethod.hpp, ql/quantlib.hpp:
	  
	  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 21:01  Ferdinando Ametrano

	* [r2114] ChangeLog.txt:
	  
	  updated

2002-03-22 16:29  Luigi Ballabio

	* [r2110] Examples/Swap/swapvaluation.cpp:
	  
	  Fixed errors in cutting and pasting :)

2002-03-21 17:04  Ferdinando Ametrano

	* [r2103] ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/makefile.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/makefile.mak,
	  ql/InterestRateModelling/CalibrationHelpers/makefile.mak,
	  ql/InterestRateModelling/OneFactorModels/makefile.mak,
	  ql/InterestRateModelling/TwoFactorModels/makefile.mak,
	  ql/InterestRateModelling/makefile.mak, ql/Lattices/makefile.mak,
	  ql/Math/makefile.mak, ql/MonteCarlo/makefile.mak,
	  ql/Optimization/makefile.mak, ql/Pricers/makefile.mak,
	  ql/RandomNumbers/makefile.mak, ql/Solvers1D/makefile.mak,
	  ql/TermStructures/makefile.mak, ql/functions/makefile.mak,
	  ql/makefile.mak:
	  
	  improved parametrization of debug trailing identifier in Borland
	  makefiles

2002-03-21 15:35  Ferdinando Ametrano

	* [r2097] dev_tools/newdeveloperintro.txt:
	  
	  updated

2002-03-21 14:48  Ferdinando Ametrano

	* [r2096] Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.nsi:
	  
	  removed project dependencies: they make makefile not portable

2002-03-21 08:10  Ferdinando Ametrano

	* [r2095] TODO.txt:
	  
	  updated

2002-03-20 16:36  Ferdinando Ametrano

	* [r2094] ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/makefile.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/makefile.mak,
	  ql/InterestRateModelling/makefile.mak, ql/Lattices/makefile.mak,
	  ql/Math/makefile.mak, ql/MonteCarlo/makefile.mak,
	  ql/Optimization/makefile.mak, ql/Pricers/makefile.mak,
	  ql/RandomNumbers/makefile.mak, ql/Solvers1D/makefile.mak,
	  ql/TermStructures/makefile.mak, ql/functions/makefile.mak,
	  ql/makefile.mak:
	  
	  removed useless BCC_LIBS from Borland makefile(s)

2002-03-20 09:23  Ferdinando Ametrano

	* [r2093] Contributors.txt, Docs/pages/authors.docs,
	  ql/DayCounters/actualactual.cpp:
	  
	  bug fixed in ActualActual::ActActAFBImpl::yearFraction
	  thanks to James Battle

2002-03-19 17:12  Luigi Ballabio

	* [r2092] Docs/Makefile.am:
	  
	  Increased memory for LaTeX runs

2002-03-19 17:10  Luigi Ballabio

	* [r2091] ql/InterestRateModelling/blackmodel.hpp,
	  ql/Pricers/blackcapfloor.cpp, ql/Pricers/blackcapfloor.hpp:
	  
	  Factored out a bit of code

2002-03-19 15:31  Ferdinando Ametrano

	* [r2090] ql/RandomNumbers/rngtypedefs.hpp, ql/quantlib.hpp:
	  
	  sobol reference removed

2002-03-19 11:32  Luigi Ballabio

	* [r2089] Docs/pages/authors.docs:
	  
	  Obfuscated mail addresses in html output

2002-03-19 08:24  Ferdinando Ametrano

	* [r2088] Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.mak:
	  
	  updated

2002-03-18 09:46  Mario Aleppo

	* [r2087] ql/DayCounters/actualactual.cpp:
	  
	  Better error message

2002-03-15 14:16  Luigi Ballabio

	* [r2086] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Pricers/blackcapfloor.cpp:
	  
	  Added treatment of expired and started caplets/floorlets

2002-03-15 09:46  Luigi Ballabio

	* [r2085] ql/capvolstructures.hpp, ql/swaptionvolstructure.hpp:
	  
	  inline missing

2002-03-15 08:23  Ferdinando Ametrano

	* [r2084] Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp:
	  
	  MS VC++ project updated

2002-03-15 08:04  Ferdinando Ametrano

	* [r2083] Docs/pages/usage.docs:
	  
	  typo fixed

2002-03-14 17:39  Luigi Ballabio

	* [r2082] ql/Makefile.am, ql/Volatilities/Makefile.am,
	  ql/Volatilities/capflatvolvector.hpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/capvolstructures.hpp,
	  ql/forwardvolsurface.hpp, ql/quantlib.hpp,
	  ql/swaptionvolstructure.hpp, ql/swaptionvolsurface.hpp:
	  
	  Reorganized vol structures

2002-03-14 15:51  Mario Aleppo

	* [r2081] ql/Math/multivariateaccumulator.cpp:
	  
	  Bug fixed

2002-03-14 14:08  Luigi Ballabio

	* [r2080] ql/CashFlows/coupon.hpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp, ql/Pricers/blackcapfloor.cpp,
	  ql/Pricers/blackcapfloor.hpp:
	  
	  Fine-tuned Black cap/floor

2002-03-14 08:49  Ferdinando Ametrano

	* [r2078] ChangeLog.txt:
	  
	  updated

2002-03-13 15:40  Luigi Ballabio

	* [r2076] ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp,
	  ql/InterestRateModelling/blackmodel.hpp,
	  ql/Pricers/blackswaption.cpp, ql/Pricers/europeanengine.cpp:
	  
	  Fine tuning of Black swaption

2002-03-12 10:55  Ferdinando Ametrano

	* [r2074] ql/Math/bilinearinterpolation.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/interpolation.hpp, ql/Math/interpolation2D.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Pricers/fddividendoption.cpp,
	  ql/Volatilities/swaptionvolmatrix.hpp, ql/functions/mathf.cpp:
	  
	  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 14:07  Luigi Ballabio

	* [r2073] ql/Volatilities/swaptionvolmatrix.hpp, ql/date.cpp,
	  ql/date.hpp, ql/swaptionvolsurface.hpp:
	  
	  Swaption vol matrix defined in terms of Period

2002-03-11 09:27  Ferdinando Ametrano

	* [r2070] Contributors.txt, Docs/pages/authors.docs,
	  ql/MonteCarlo/basketpathpricer.cpp:
	  
	  Basket Option bug fixing
	  thanks to Toyin Akin

2002-03-11 09:18  Ferdinando Ametrano

	* [r2069] QuantLib.nsi:
	  
	  added missing folders

2002-03-08 14:21  Luigi Ballabio

	* [r2068] ql/Volatilities/swaptionvolmatrix.hpp,
	  ql/swaptionvolsurface.hpp:
	  
	  Using day counter in Swaption volatility surface

2002-03-07 17:05  Sadruddin Rejeb

	* [r2067] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp:
	  
	  Removed requirement of FloatingRateCouponVector

2002-03-07 15:28  Sadruddin Rejeb

	* [r2066] ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Pricers/blackswaption.cpp:
	  
	  Simplification of SimpleSwap

2002-03-07 14:34  Luigi Ballabio

	* [r2065] ql/Instruments/simpleswap.cpp:
	  
	  *** empty log message ***

2002-03-07 14:27  Luigi Ballabio

	* [r2064] ql/Instruments/simpleswap.hpp:
	  
	  *** empty log message ***

2002-03-07 14:06  Luigi Ballabio

	* [r2063] Examples/Swap/swapvaluation.cpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/swaption.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp,
	  ql/TermStructures/ratehelpers.cpp:
	  
	  SimpleSwap made a bit simpler

2002-03-06 17:58  Ferdinando Ametrano

	* [r2062] QuantLib.dsp, QuantLib.mak:
	  
	  added volatility files

2002-03-06 17:38  Ferdinando Ametrano

	* [r2061] ql/Math/bilinearinterpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/functions/mathf.cpp,
	  ql/functions/mathf.hpp:
	  
	  working on bilinear interpolation

2002-03-06 16:47  Luigi Ballabio

	* [r2060] configure.in, ql/Makefile.am, ql/Volatilities,
	  ql/Volatilities/Makefile.am, ql/Volatilities/swaptionvolmatrix.hpp,
	  ql/quantlib.hpp, ql/swaptionvolsurface.hpp:
	  
	  Added swaption volatility matrix

2002-03-06 15:19  Ferdinando Ametrano

	* [r2059] QuantLib.dsp, QuantLib.mak, ql/quantlib.hpp:
	  
	  added missing files

2002-03-06 14:59  Ferdinando Ametrano

	* [r2058] ql/Patterns/observable.hpp:
	  
	  MS VC++ fix

2002-03-06 11:53  Luigi Ballabio

	* [r2057] ql/Instruments/capfloor.hpp, ql/Instruments/swaption.hpp:
	  
	  Removed a couple of unnecessary destructors (~Observer will take
	  care of unregistering)

2002-03-06 11:44  Sadruddin Rejeb

	* [r2056] ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/blackcapfloor.cpp:
	  
	  Added collar type to CapFloor.

2002-03-06 11:41  Luigi Ballabio

	* [r2055] ql/Math/bilinearinterpolation.hpp,
	  ql/Math/interpolation2D.hpp, ql/functions/mathf.cpp,
	  ql/functions/mathf.hpp:
	  
	  Fixed bilinear interpolation

2002-03-06 11:10  Sadruddin Rejeb

	* [r2054] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp:
	  
	  Fixed bug and added Collar instrument.

2002-03-06 08:34  Sadruddin Rejeb

	* [r2053] News.txt:
	  
	  Corrected news items.

2002-03-06 07:33  Sadruddin Rejeb

	* [r2052] ql/InterestRateModelling/Makefile.am,
	  ql/Pricers/makefile.mak:
	  
	  Added missing files to makefiles

2002-03-06 07:16  Sadruddin Rejeb

	* [r2051] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/simpleswap.hpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/caphelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/caphelper.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollross.cpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollross.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.hpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.hpp,
	  ql/InterestRateModelling/blackmodel.hpp,
	  ql/InterestRateModelling/calibrationhelper.hpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.hpp,
	  ql/Optimization/simplex.cpp, ql/Optimization/simplex.hpp,
	  ql/Pricers/Makefile.am, ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp, ql/Pricers/blackcapfloor.cpp,
	  ql/Pricers/blackcapfloor.hpp, ql/Pricers/blackswaption.cpp,
	  ql/Pricers/blackswaption.hpp, ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treecapfloor.hpp, ql/Pricers/treeswaption.cpp,
	  ql/Pricers/treeswaption.hpp, ql/diffusionprocess.hpp, ql/handle.hpp:
	  
	  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 17:47  Ferdinando Ametrano

	* [r2050] News.txt:
	  
	  updated

2002-03-05 17:32  Ferdinando Ametrano

	* [r2049] ChangeLog.txt:
	  
	  updated

2002-03-05 17:30  Ferdinando Ametrano

	* [r2048] Docs/configure.in, Docs/quantlib.doxy, QuantLib.nsi,
	  configure.in, dev_tools/version_number.txt, ql/qldefines.hpp:
	  
	  version number up to b1

2002-03-05 16:58  Luigi Ballabio

	* [r2045] ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp,
	  ql/Instruments/plainoption.cpp, ql/Instruments/plainoption.hpp,
	  ql/Instruments/stock.cpp, ql/Instruments/stock.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/InterestRateModelling/calibrationhelper.hpp,
	  ql/MonteCarlo/pathpricer.hpp, ql/Patterns/observable.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/handle.hpp,
	  ql/marketelement.hpp, ql/relinkablehandle.hpp,
	  ql/swaptionvolsurface.hpp, ql/termstructure.hpp:
	  
	  Implemented QuEP 8 and 10

2002-03-05 16:55  Ferdinando Ametrano

	* [r2044] Docs/configure.in, Docs/quantlib.doxy, QuantLib.nsi,
	  configure.in, dev_tools/version_number.txt, ql/qldefines.hpp:
	  
	  version number up to a9

2002-03-05 16:11  Ferdinando Ametrano

	* [r2042] ChangeLog.txt:
	  
	  updated

2002-03-05 15:59  Ferdinando Ametrano

	* [r2041] ql/Math/bilinearinterpolation.hpp:
	  
	  working on bilinear interpolation

2002-03-05 15:36  Ferdinando Ametrano

	* [r2040] ql/Math/interpolation2D.hpp, ql/functions/mathf.cpp,
	  ql/functions/mathf.hpp:
	  
	  working on bilinear interpolation

2002-03-05 12:32  Sadruddin Rejeb

	* [r2039] acconfig.h, configure.in, ql/Lattices/trinomialtree.cpp:
	  
	  QL_FLOORification continued...

2002-03-05 12:29  Sadruddin Rejeb

	* [r2038] ql/Lattices/trinomialtree.cpp, ql/config.ansi.hpp,
	  ql/config.bcc.hpp, ql/config.decc.hpp, ql/config.msvc.hpp,
	  ql/config.mwcw.hpp:
	  
	  Added std::floor to the QL_* set

2002-03-05 11:52  Sadruddin Rejeb

	* [r2037] ql/Math/interpolation2D.hpp, ql/functions/mathf.cpp:
	  
	  Fixed compilation with "g++ -pedantic"

2002-03-05 11:31  Sadruddin Rejeb

	* [r2036] ql/Lattices/trinomialtree.cpp:
	  
	  will this make it work under VC++?

2002-03-05 08:24  Ferdinando Ametrano

	* [r2035] QuantLib.dsp, QuantLib.mak, ql/Lattices/trinomialtree.cpp,
	  ql/Optimization/makefile.mak:
	  
	  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 02:19  Sadruddin Rejeb

	* [r2034] ql/Lattices/Makefile.am:
	  
	  Added missing included file

2002-03-05 01:39  Sadruddin Rejeb

	* [r2033] Docs/pages/fixedincome.docs:
	  
	  replaced fixedincome.docs

2002-03-05 01:37  Sadruddin Rejeb

	* [r2032] Docs/pages/fixedincome.docs:
	  
	  removed (for a few minutes) fixedincome.docs

2002-03-05 01:31  Sadruddin Rejeb

	* [r2031] Docs/pages/optimization.docs:
	  
	  removed optimization page (should be included in Math, like
	  Sovers1D, no?)

2002-03-05 01:14  Sadruddin Rejeb

	* [r2030] Docs/Makefile.am, Docs/makefile.mak, Docs/pages/Makefile.am,
	  Docs/pages/math.docs, Docs/quantlibheader.html, Docs/userman.tex:
	  
	  Fixed income framework documentation.

2002-03-05 01:10  Sadruddin Rejeb

	* [r2029] ql/CashFlows/floatingratecoupon.hpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/swaption.hpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollross.cpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollross.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.hpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.cpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.hpp,
	  ql/InterestRateModelling/calibrationhelper.hpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.cpp,
	  ql/InterestRateModelling/onefactormodel.hpp,
	  ql/InterestRateModelling/shortrateprocess.hpp,
	  ql/InterestRateModelling/twofactormodel.hpp,
	  ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp,
	  ql/Lattices/node.hpp, ql/Lattices/tree.cpp, ql/Lattices/tree.hpp,
	  ql/Lattices/trinomialtree.cpp, ql/Lattices/trinomialtree.hpp,
	  ql/Makefile.am, ql/Optimization/Makefile.am,
	  ql/Optimization/optimizer.hpp, ql/Optimization/powell.cpp,
	  ql/Optimization/powell.hpp, ql/Optimization/simplex.hpp,
	  ql/Optimization/simulatedannealing.cpp,
	  ql/Optimization/simulatedannealing.hpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treeswaption.cpp, ql/asset.hpp, ql/diffusionprocess.hpp,
	  ql/exercise.hpp, ql/grid.hpp, ql/numericalmethod.hpp,
	  ql/quantlib.hpp, ql/timegrid.hpp:
	  
	  Clean-ups, added some inline docs (but not enough yet), removed
	  broken
	  optimization methods.

2002-03-04 17:24  Luigi Ballabio

	* [r2028] ql/Math/interpolation.hpp:
	  
	  Fixed comment

2002-03-04 17:24  Luigi Ballabio

	* [r2027] ql/swaptionvolsurface.hpp:
	  
	  Spread as market element

2002-03-01 17:10  Ferdinando Ametrano

	* [r2026] Docs/configure.in, Docs/quantlib.doxy, QuantLib.nsi,
	  configure.in, dev_tools/version_number.txt, ql/qldefines.hpp:
	  
	  version number up to a8
	  branch a7 created

2002-03-01 16:50  Ferdinando Ametrano

	* [r2024] Docs/configure.in, Docs/quantlib.doxy, QuantLib.nsi,
	  configure.in, dev_tools/version_number.txt, ql/qldefines.hpp:
	  
	  version number up to a7
	  I screwed up a6 branch

2002-03-01 16:08  Luigi Ballabio

	* [r2023] ql/Math/bilinearinterpolation.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/interpolation.hpp, ql/Math/interpolation2D.hpp,
	  ql/Math/linearinterpolation.hpp, ql/swaptionvolsurface.hpp:
	  
	  Replaced custom Location(...) with standard upper_bound(..)

2002-03-01 15:18  Ferdinando Ametrano

	* [r2021] ql/Math/bilinearinterpolation.hpp:
	  
	  added bilinear interpolation (not working yet)

2002-03-01 14:17  Ferdinando Ametrano

	* [r2020] QuantLib.dsp, QuantLib.mak, ql/Math/Makefile.am,
	  ql/Math/bilinearinterpolation.hpp, ql/Math/interpolation2D.hpp,
	  ql/functions/Makefile.am, ql/functions/makefile.mak,
	  ql/functions/mathf.cpp, ql/functions/mathf.hpp, ql/quantlib.hpp:
	  
	  added bilinear interpolation (not working yet)

2002-03-01 14:16  Ferdinando Ametrano

	* [r2019] ql/functions/daycounters.cpp, ql/functions/daycounters.hpp:
	  
	  4 dates because of one Act/Act method

2002-03-01 14:13  Ferdinando Ametrano

	* [r2018] ql/Instruments/plainoption.hpp:
	  
	  improved comment

2002-03-01 14:12  Ferdinando Ametrano

	* [r2017] dev_tools/newdeveloperintro.txt:
	  
	  improved

2002-02-27 08:16  Luigi Ballabio

	* [r2015] ql/Utilities/combiningiterator.hpp:
	  
	  Added missing 'typename'

2002-02-26 14:09  Ferdinando Ametrano

	* [r2014] dev_tools/firewall.txt:
	  
	  a note about the firewall settings to access quantlib at sf.net

2002-02-26 12:15  Ferdinando Ametrano

	* [r2012] ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp:
	  
	  Successive Over Relaxation does work!
	  Not used yet, we need to refactor our free boundary condition
	  framework

2002-02-26 10:30  Marco Marchioro

	* [r2011] ql/Instruments/capfloor.cpp,
	  ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp, ql/option.cpp:
	  
	  error messages improved

2002-02-26 10:30  Marco Marchioro

	* [r2010] ql/Indexes/audlibor.hpp, ql/Indexes/cadlibor.hpp:
	  
	  daycount revised

2002-02-26 09:12  Ferdinando Ametrano

	* [r2009] ql/Instruments/plainoption.hpp,
	  ql/Pricers/singleassetoption.hpp:
	  
	  2 warnings added

2002-02-25 10:17  Matteo Gallivanoni

	* [r2008] ql/FiniteDifferences/Makefile.am:
	  
	  missing entry

2002-02-22 16:50  Ferdinando Ametrano

	* [r2007] dev_tools/newdeveloperintro.txt:
	  
	  more readable

2002-02-22 16:37  Ferdinando Ametrano

	* [r2006] Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  News.txt, QuantLib.dsp, ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/mixedscheme.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp:
	  
	  added mixed (implicit/explicit) scheme, from which Crank-Nicolson,
	  ImplicitEuler and ExplicitEuler are now derived
	  Now if only I could make SOR to work!

2002-02-22 16:11  Ferdinando Ametrano

	* [r2005]
	  ql/InterestRateModelling/OneFactorModels/coxingersollross.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.hpp:
	  
	  it compiles with VC++

2002-02-22 15:21  Sadruddin Rejeb

	* [r2004] ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/treecapfloor.cpp:
	  
	  Fixed typo

2002-02-22 12:55  Sadruddin Rejeb

	* [r2003]
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.hpp,
	  ql/InterestRateModelling/parameter.hpp,
	  ql/InterestRateModelling/shortrateprocess.hpp:
	  
	  Fixed tremendously stupid bug in PiecewiseConstantParameterImpl...
	  thanks Luigi!

2002-02-22 11:50  Luigi Ballabio

	* [r2002] ql/InterestRateModelling/onefactormodel.cpp,
	  ql/InterestRateModelling/onefactormodel.hpp:
	  
	  Compiles with bcc

2002-02-22 07:49  Ferdinando Ametrano

	* [r2001] ql/InterestRateModelling/model.hpp:
	  
	  VC++ warning avoided

2002-02-21 17:38  Sadruddin Rejeb

	* [r2000] ql/InterestRateModelling/parameter.hpp:
	  
	  fix for VC++?

2002-02-21 17:28  Ferdinando Ametrano

	* [r1999] QuantLib.dsp, QuantLib.mak,
	  ql/InterestRateModelling/makefile.mak, ql/Lattices/makefile.mak,
	  ql/quantlib.hpp:
	  
	  catching up with Sad commit, but it doesn't work with VC++ yet.
	  Where is ParameterImplementation ?

2002-02-21 17:02  Sadruddin Rejeb

	* [r1998] ql/InterestRateModelling/onefactormodel.cpp, ql/asset.hpp:
	  
	  Small fix.

2002-02-21 16:22  Sadruddin Rejeb

	* [r1997] ql/Lattices/binomialtree.cpp, ql/Lattices/binomialtree.hpp:
	  
	  Added BinomialTree class (still incomplete)

2002-02-21 16:11  Sadruddin Rejeb

	* [r1996] ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/caphelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/caphelper.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp,
	  ql/InterestRateModelling/Makefile.am,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollross.cpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollross.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.cpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.hpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.cpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.hpp,
	  ql/InterestRateModelling/calibrationhelper.cpp,
	  ql/InterestRateModelling/calibrationhelper.hpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.cpp,
	  ql/InterestRateModelling/onefactormodel.hpp,
	  ql/InterestRateModelling/parameter.hpp,
	  ql/InterestRateModelling/shortrateprocess.hpp,
	  ql/InterestRateModelling/timefunction.cpp,
	  ql/InterestRateModelling/timefunction.hpp,
	  ql/InterestRateModelling/twofactormodel.hpp,
	  ql/Lattices/Makefile.am, ql/Lattices/timegrid.hpp,
	  ql/Lattices/tree.cpp, ql/Lattices/tree.hpp,
	  ql/Lattices/trinomialtree.cpp, ql/Lattices/trinomialtree.hpp,
	  ql/Makefile.am, ql/Optimization/costfunction.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/optimizer.hpp,
	  ql/Optimization/powell.cpp, ql/Optimization/powell.hpp,
	  ql/Optimization/simplex.cpp, ql/Optimization/simplex.hpp,
	  ql/Optimization/simulatedannealing.cpp,
	  ql/Optimization/steepestdescent.hpp,
	  ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/jamshidianswaption.cpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treecapfloor.hpp, ql/Pricers/treeswaption.cpp,
	  ql/Pricers/treeswaption.hpp, ql/asset.hpp, ql/diffusionprocess.hpp,
	  ql/quantlib.hpp, ql/timegrid.hpp:
	  
	  nth interest rate framework refactoring. Allows more general
	  models,...

2002-02-21 09:57  Ferdinando Ametrano

	* [r1995] ql/daycounter.hpp:
	  
	  DayCount enumeration removed

2002-02-21 09:56  Ferdinando Ametrano

	* [r1994] ql/functions/daycounters.cpp, ql/functions/daycounters.hpp:
	  
	  style changed so that function:= method(class, parameters)

2002-02-20 13:54  Ferdinando Ametrano

	* [r1993] dev_tools/newdeveloperintro.txt:
	  
	  typo fixed

2002-02-19 10:39  Luigi Ballabio

	* [r1992] Docs/Makefile.am, Docs/README.txt, Docs/makefile.mak,
	  Docs/quantlib.doxy:
	  
	  Switched to Doxygen 1.2.14 (fixes PDF cropping problem)

2002-02-19 10:33  Luigi Ballabio

	* [r1991] ql/Indexes/xibormanager.cpp, ql/Indexes/xibormanager.hpp:
	  
	  Added method to return tags

2002-02-18 14:38  Ferdinando Ametrano

	* [r1990] ql/functions, ql/functions/Makefile.am,
	  ql/functions/daycounters.cpp, ql/functions/daycounters.hpp,
	  ql/functions/makefile.mak:
	  
	  added functions folder and namespace.
	  For QuantLib-Excel and any other function-like interface to QuantLib

2002-02-18 14:33  Ferdinando Ametrano

	* [r1989] Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, QuantLib.mak, configure.in, ql/Makefile.am,
	  ql/makefile.mak, ql/quantlib.hpp:
	  
	  added functions folder and namespace.
	  For QuantLib-Excel and any other function-like interface to QuantLib

2002-02-18 14:29  Ferdinando Ametrano

	* [r1988] ql/Calendars/tokyo.cpp:
	  
	  borland warning removed

2002-02-18 14:26  Ferdinando Ametrano

	* [r1987] ql/daycounter.hpp:
	  
	  added dayConters enumeration

2002-02-18 14:25  Ferdinando Ametrano

	* [r1986] ql/DayCounters/actualactual.hpp:
	  
	  changed name string for output

2002-02-18 14:24  Ferdinando Ametrano

	* [r1985] ql/DayCounters/thirty360.hpp:
	  
	  more comments

2002-02-15 18:06  Sadruddin Rejeb

	* [r1983] ql/Calendars/Makefile.am:
	  
	  Sorted files...

2002-02-15 18:03  Sadruddin Rejeb

	* [r1982] ql/Calendars/Makefile.am:
	  
	  (Re)fixed compilation problem under Linux.

2002-02-15 16:41  Marco Marchioro

	* [r1981] QuantLib.dsp, QuantLib.mak, ql/Calendars/Makefile.am,
	  ql/Calendars/makefile.mak, ql/Calendars/sydney.cpp,
	  ql/Calendars/sydney.hpp, ql/Calendars/wellington.cpp,
	  ql/Indexes/Makefile.am, ql/Indexes/audlibor.hpp,
	  ql/Indexes/cadlibor.hpp, ql/Indexes/jpylibor.hpp, ql/quantlib.hpp:
	  
	  new exciting calendars and xibors introduced

2002-02-15 16:31  Sadruddin Rejeb

	* [r1979] ql/Calendars/Makefile.am:
	  
	  fixed compiling problem on linux

2002-02-15 15:05  Marco Marchioro

	* [r1978] QuantLib.dsp, QuantLib.mak, ql/Calendars/Makefile.am,
	  ql/Calendars/johannesburg.cpp, ql/Calendars/johannesburg.hpp,
	  ql/Calendars/makefile.mak, ql/Calendars/tokyo.cpp,
	  ql/Calendars/tokyo.hpp, ql/Calendars/toronto.cpp,
	  ql/Calendars/toronto.hpp, ql/quantlib.hpp:
	  
	  new exciting calendars introduced

2002-02-15 15:04  Marco Marchioro

	* [r1977] ql/Indexes/Makefile.am, ql/Indexes/cadlibor.hpp,
	  ql/Indexes/chflibor.hpp, ql/Indexes/jpylibor.hpp,
	  ql/Indexes/zarlibor.hpp:
	  
	  new exciting xibor introduced

2002-02-12 19:46  Ferdinando Ametrano

	* [r1976] Docs/README.txt, Docs/configure.in, Docs/pages/license.docs,
	  LICENSE.TXT:
	  
	  copyright revisited

2002-02-11 18:18  Ferdinando Ametrano

	* [r1974] dev_tools/version_number.txt:
	  
	  version number up

2002-02-11 17:42  Marco Marchioro

	* [r1973] ChangeLog.txt, Docs/configure.in, Docs/quantlib.doxy,
	  QuantLib.nsi, configure.in, dev_tools/version_number.txt,
	  ql/qldefines.hpp:
	  
	  version 0.3.0a5 changed with 0.3.0a6

2002-02-11 10:08  Mario Aleppo

	* [r1971] ql/Lattices/tree.cpp:
	  
	  Bug fixed

2002-02-11 10:08  Mario Aleppo

	* [r1970] ql/Lattices/timegrid.hpp:
	  
	  MS VC++ catching up with Sad's commit

2002-02-11 09:56  Luigi Ballabio

	* [r1969] ql/Lattices/timegrid.hpp:
	  
	  *** empty log message ***

2002-02-11 09:22  Luigi Ballabio

	* [r1968] ql/InterestRateModelling/TwoFactorModels/g2.cpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.hpp,
	  ql/InterestRateModelling/twofactormodel.hpp,
	  ql/Lattices/timegrid.hpp, ql/Lattices/trinomialtree.cpp:
	  
	  *** empty log message ***

2002-02-08 19:33  Ferdinando Ametrano

	* [r1967] ql/Lattices/makefile.mak:
	  
	  Borland command line compiler catching up with Sad's commit

2002-02-08 19:26  Ferdinando Ametrano

	* [r1966] ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/steepestdescent.cpp:
	  
	  Borland command line compiler catching up with Sad's commit

2002-02-08 19:14  Ferdinando Ametrano

	* [r1965] ql/InterestRateModelling/OneFactorModels/makefile.mak,
	  ql/InterestRateModelling/makefile.mak, ql/Optimization/makefile.mak:
	  
	  Borland command line compiler catching up with Sad's commit

2002-02-08 19:10  Ferdinando Ametrano

	* [r1964] Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, QuantLib.mak, ql/Optimization/costfunction.hpp,
	  ql/Optimization/powell.cpp, ql/Optimization/simplex.cpp,
	  ql/Optimization/simulatedannealing.cpp:
	  
	  MS VC++ catching up with Sad's commit

2002-02-08 16:39  Enrico Sirola

	* [r1963] ql/Optimization/powell.cpp, ql/Optimization/simplex.hpp:
	  
	  #include <vector> added

2002-02-08 14:52  Sadruddin Rejeb

	* [r1962] ql/InterestRateModelling/onefactormodel.cpp:
	  
	  added missing file

2002-02-08 14:48  Sadruddin Rejeb

	* [r1961] ql/CashFlows/floatingratecoupon.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/simpleswap.hpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp, ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treeswaption.cpp, ql/quantlib.hpp:
	  
	  Interest rate modelling refactoring

2002-02-08 14:46  Sadruddin Rejeb

	* [r1960] ql/Optimization/Makefile.am, ql/Optimization/armijo.cpp,
	  ql/Optimization/armijo.hpp, ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/constraint.hpp, ql/Optimization/costfunction.hpp,
	  ql/Optimization/criteria.hpp, ql/Optimization/leastsquare.hpp,
	  ql/Optimization/linesearch.hpp, ql/Optimization/optimizer.hpp,
	  ql/Optimization/powell.cpp, ql/Optimization/powell.hpp,
	  ql/Optimization/simplex.cpp, ql/Optimization/simplex.hpp,
	  ql/Optimization/simulatedannealing.cpp,
	  ql/Optimization/simulatedannealing.hpp,
	  ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp:
	  
	  Added some drafts of optimization methods

2002-02-08 14:41  Sadruddin Rejeb

	* [r1959] ql/Lattices/Makefile.am, ql/Lattices/node.hpp,
	  ql/Lattices/timegrid.hpp, ql/Lattices/tree.cpp,
	  ql/Lattices/tree.hpp, ql/Lattices/trinomialtree.cpp,
	  ql/Lattices/trinomialtree.hpp:
	  
	  Added TrinomialTree class

2002-02-08 14:40  Sadruddin Rejeb

	* [r1958] ql/InterestRateModelling/CalibrationHelpers/caphelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/caphelper.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp,
	  ql/InterestRateModelling/Makefile.am,
	  ql/InterestRateModelling/OneFactorModels/Makefile.am,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollross.cpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollross.hpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.cpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.cpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.hpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.cpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.hpp,
	  ql/InterestRateModelling/calibrationhelper.cpp,
	  ql/InterestRateModelling/calibrationhelper.hpp,
	  ql/InterestRateModelling/grid.cpp,
	  ql/InterestRateModelling/grid.hpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.hpp,
	  ql/InterestRateModelling/timefunction.cpp,
	  ql/InterestRateModelling/timefunction.hpp,
	  ql/InterestRateModelling/trinomialtree.cpp,
	  ql/InterestRateModelling/trinomialtree.hpp,
	  ql/InterestRateModelling/twofactormodel.hpp:
	  
	  Interest rate modelling refactoring

2002-02-08 14:37  Sadruddin Rejeb

	* [r1957] ql/Makefile.am, ql/array.hpp, ql/asset.hpp,
	  ql/constraint.hpp, ql/diffusionprocess.hpp, ql/exercise.hpp,
	  ql/minimizer.hpp, ql/quantlib.hpp:
	  
	  Refactoring of interest rate modelling

2002-02-07 04:46  Sadruddin Rejeb

	* [r1956] Docs/Makefile.am, Docs/makefile.mak, Docs/pages/Makefile.am,
	  Docs/pages/optimization.docs, Docs/quantlibheader.html,
	  Docs/userman.tex:
	  
	  Added (empty) optimization page

2002-02-01 16:23  Marco Marchioro

	* [r1955] ql/CashFlows/shortfloatingcoupon.cpp:
	  
	  Improved error message

2002-02-01 16:23  Marco Marchioro

	* [r1954] ql/DayCounters/actualactual.cpp:
	  
	  Added case not handled by algorithm

2002-02-01 13:40  Luigi Ballabio

	* [r1953] ql/DayCounters/actualactual.cpp:
	  
	  Somewhat improved error message

2002-01-31 22:15  Ferdinando Ametrano

	* [r1952] Docs/README.txt, QuantLib.nsi, TODO.txt:
	  
	  typo fixed

2002-01-31 10:54  Luigi Ballabio

	* [r1951] ql/CashFlows/coupon.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/shortfloatingcoupon.hpp:
	  
	  Added accruedAmount() to coupons

2002-01-31 02:14  Ferdinando Ametrano

	* [r1950] Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.mak, TODO.txt:
	  
	  updated

2002-01-30 14:55  Luigi Ballabio

	* [r1949] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/plainoption.cpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp, ql/instrument.hpp, ql/option.hpp:
	  
	  added isExpired() to Instrument interface

2002-01-30 11:56  Luigi Ballabio

	* [r1948] ql/Instruments/plainoption.cpp:
	  
	  More strict validation

2002-01-29 16:39  Ferdinando Ametrano

	* [r1947] Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.mak, TODO.txt, ql/config.msvc.hpp:
	  
	  updated

2002-01-28 12:12  Luigi Ballabio

	* [r1946] QuantLib.dsp, QuantLib.mak, ql/CashFlows/Makefile.am,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/makefile.mak,
	  ql/CashFlows/shortfloatingcoupon.cpp,
	  ql/CashFlows/shortfloatingcoupon.hpp, ql/quantlib.hpp:
	  
	  Added partially disabled short floating coupon

2002-01-28 11:44  Luigi Ballabio

	* [r1945] QuantLib.dsp, ql/RandomNumbers/Makefile.am,
	  ql/RandomNumbers/inversecumgaussianrng.hpp,
	  ql/RandomNumbers/inversecumulativegaussianrng.hpp, ql/quantlib.hpp:
	  
	  Shortened file name within 31 char limit to support HFS

2002-01-23 09:48  Luigi Ballabio

	* [r1944] ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp:
	  
	  Added dates() and times() to PiecewiseFlatForward

2002-01-21 14:41  Luigi Ballabio

	* [r1943] Makefile.am:
	  
	  *** empty log message ***

2002-01-21 14:40  Ferdinando Ametrano

	* [r1942] Docs/configure.in, dev_tools/version_number.txt:
	  
	  version number up to a5

2002-01-21 12:20  Luigi Ballabio

	* [r1941] Docs/Makefile.am:
	  
	  Increased TeX settings

2002-01-17 12:35  Luigi Ballabio

	* [r1940] Docs/Makefile.am:
	  
	  Increased buffer size

2002-01-17 12:09  Mario Aleppo

	* [r1939] ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp:
	  
	  Added Correlation Matrix method

2002-01-16 16:23  Ferdinando Ametrano

	* [r1938] ChangeLog.txt, Docs/quantlib.doxy, QuantLib.nsi,
	  configure.in, dev_tools/version_number.txt, ql/qldefines.hpp:
	  
	  version number up to a5

2002-01-16 16:05  Ferdinando Ametrano

	* [r1936] dev_tools/version_number.txt:
	  
	  updated

2002-01-16 15:51  Ferdinando Ametrano

	* [r1935] ql/Math/cubicspline.hpp, ql/Optimization/armijo.cpp,
	  ql/Optimization/armijo.hpp, ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/costfunction.hpp, ql/Optimization/criteria.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/linesearch.hpp,
	  ql/Optimization/optimizer.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp:
	  
	  new license and copyright notice
	  Nicolas copyright

2002-01-16 15:48  Ferdinando Ametrano

	* [r1934] Docs/pages/usage.docs,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/caphelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/caphelper.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.cpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.cpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.hpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.cpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.hpp,
	  ql/InterestRateModelling/calibrationhelper.cpp,
	  ql/InterestRateModelling/calibrationhelper.hpp,
	  ql/InterestRateModelling/grid.cpp,
	  ql/InterestRateModelling/grid.hpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.hpp,
	  ql/InterestRateModelling/shortrateprocess.hpp,
	  ql/InterestRateModelling/timefunction.cpp,
	  ql/InterestRateModelling/timefunction.hpp,
	  ql/InterestRateModelling/trinomialtree.cpp,
	  ql/InterestRateModelling/trinomialtree.hpp,
	  ql/InterestRateModelling/twofactormodel.hpp, ql/Lattices/node.hpp,
	  ql/Lattices/timegrid.hpp, ql/Lattices/tree.cpp,
	  ql/Lattices/tree.hpp, ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treecapfloor.hpp, ql/Pricers/treeswaption.cpp,
	  ql/Pricers/treeswaption.hpp, ql/asset.hpp, ql/constraint.hpp,
	  ql/diffusionprocess.hpp, ql/exercise.hpp, ql/minimizer.hpp:
	  
	  new license and copyright notice
	  Sad copyright

2002-01-16 15:38  Ferdinando Ametrano

	* [r1933] Docs/pages/authors.docs, Docs/pages/usage.docs,
	  dev_tools/modify-copyr.sh:
	  
	  docs typo fixed

2002-01-16 14:45  Ferdinando Ametrano

	* [r1931] Docs/pages/license.docs,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, LICENSE.TXT,
	  dev_tools/modify-copyr.sh, ql/Calendars/frankfurt.cpp,
	  ql/Calendars/frankfurt.hpp, ql/Calendars/helsinki.cpp,
	  ql/Calendars/helsinki.hpp, ql/Calendars/london.cpp,
	  ql/Calendars/london.hpp, ql/Calendars/milan.cpp,
	  ql/Calendars/milan.hpp, ql/Calendars/newyork.cpp,
	  ql/Calendars/newyork.hpp, ql/Calendars/target.cpp,
	  ql/Calendars/target.hpp, ql/Calendars/wellington.cpp,
	  ql/Calendars/wellington.hpp, ql/Calendars/zurich.cpp,
	  ql/Calendars/zurich.hpp, ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/CashFlows/coupon.hpp,
	  ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/simplecashflow.hpp, ql/DayCounters/actual360.hpp,
	  ql/DayCounters/actual365.hpp, ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/actualactual.hpp, ql/DayCounters/thirty360.cpp,
	  ql/DayCounters/thirty360.hpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/fdtypedefs.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/xibormanager.cpp, ql/Indexes/xibormanager.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/plainoption.cpp, ql/Instruments/plainoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/stock.cpp, ql/Instruments/stock.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/caphelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/caphelper.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.cpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.cpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.hpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.cpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.hpp,
	  ql/InterestRateModelling/calibrationhelper.cpp,
	  ql/InterestRateModelling/calibrationhelper.hpp,
	  ql/InterestRateModelling/grid.cpp,
	  ql/InterestRateModelling/grid.hpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.hpp,
	  ql/InterestRateModelling/shortrateprocess.hpp,
	  ql/InterestRateModelling/timefunction.cpp,
	  ql/InterestRateModelling/timefunction.hpp,
	  ql/InterestRateModelling/trinomialtree.cpp,
	  ql/InterestRateModelling/trinomialtree.hpp,
	  ql/InterestRateModelling/twofactormodel.hpp, ql/Lattices/node.hpp,
	  ql/Lattices/timegrid.hpp, ql/Lattices/tree.cpp,
	  ql/Lattices/tree.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/interpolation.hpp, ql/Math/lexicographicalview.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/matrix.cpp,
	  ql/Math/matrix.hpp, ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/riskmeasures.hpp,
	  ql/Math/segmentintegral.cpp, ql/Math/segmentintegral.hpp,
	  ql/Math/statistics.cpp, ql/Math/statistics.hpp,
	  ql/Math/symmetriceigenvalues.hpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/symmetricschurdecomposition.hpp,
	  ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/arithmeticasopathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.hpp,
	  ql/MonteCarlo/getcovariance.cpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp,
	  ql/MonteCarlo/maxbasketpathpricer.cpp,
	  ql/MonteCarlo/maxbasketpathpricer.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/montecarlomodel.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/MonteCarlo/sample.hpp, ql/Optimization/armijo.cpp,
	  ql/Optimization/armijo.hpp, ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/costfunction.hpp, ql/Optimization/criteria.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/linesearch.hpp,
	  ql/Optimization/optimizer.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp, ql/Patterns/observable.hpp,
	  ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp, ql/Pricers/barrieroption.cpp,
	  ql/Pricers/barrieroption.hpp, ql/Pricers/binaryoption.cpp,
	  ql/Pricers/binaryoption.hpp, ql/Pricers/cliquetoption.cpp,
	  ql/Pricers/cliquetoption.hpp, ql/Pricers/continuousgeometricapo.hpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/discretegeometricaso.hpp, ql/Pricers/europeanengine.cpp,
	  ql/Pricers/europeanengine.hpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/europeanoption.hpp, ql/Pricers/fdamericanoption.hpp,
	  ql/Pricers/fdbermudanoption.cpp, ql/Pricers/fdbermudanoption.hpp,
	  ql/Pricers/fdbsmoption.cpp, ql/Pricers/fdbsmoption.hpp,
	  ql/Pricers/fddividendamericanoption.cpp,
	  ql/Pricers/fddividendamericanoption.hpp,
	  ql/Pricers/fddividendeuropeanoption.cpp,
	  ql/Pricers/fddividendeuropeanoption.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fddividendoption.hpp,
	  ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fddividendshoutoption.hpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdeuropean.hpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp, ql/Pricers/fdshoutoption.hpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/fdstepconditionoption.hpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcpricer.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/Pricers/treecapfloor.cpp, ql/Pricers/treecapfloor.hpp,
	  ql/Pricers/treeswaption.cpp, ql/Pricers/treeswaption.hpp,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/inversecumulativegaussianrng.hpp,
	  ql/RandomNumbers/knuthuniformrng.cpp,
	  ql/RandomNumbers/knuthuniformrng.hpp,
	  ql/RandomNumbers/lecuyeruniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp, ql/Solvers1D/bisection.cpp,
	  ql/Solvers1D/bisection.hpp, ql/Solvers1D/brent.cpp,
	  ql/Solvers1D/brent.hpp, ql/Solvers1D/falseposition.cpp,
	  ql/Solvers1D/falseposition.hpp, ql/Solvers1D/newton.cpp,
	  ql/Solvers1D/newton.hpp, ql/Solvers1D/newtonsafe.cpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.cpp,
	  ql/Solvers1D/ridder.hpp, ql/Solvers1D/secant.cpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/Utilities/combiningiterator.hpp,
	  ql/Utilities/couplingiterator.hpp,
	  ql/Utilities/filteringiterator.hpp,
	  ql/Utilities/iteratorcategories.hpp,
	  ql/Utilities/processingiterator.hpp,
	  ql/Utilities/steppingiterator.hpp, ql/argsandresults.hpp,
	  ql/array.hpp, ql/asset.hpp, ql/calendar.cpp, ql/calendar.hpp,
	  ql/cashflow.hpp, ql/config.ansi.hpp, ql/config.bcc.hpp,
	  ql/config.decc.hpp, ql/config.msvc.hpp, ql/config.mwcw.hpp,
	  ql/constraint.hpp, ql/currency.hpp, ql/dataformatters.cpp,
	  ql/dataformatters.hpp, ql/date.cpp, ql/date.hpp, ql/daycounter.hpp,
	  ql/diffusionprocess.hpp, ql/errors.hpp, ql/exercise.hpp,
	  ql/expressiontemplates.hpp, ql/forwardvolsurface.hpp, ql/handle.hpp,
	  ql/history.hpp, ql/index.hpp, ql/instrument.hpp,
	  ql/marketelement.hpp, ql/minimizer.hpp, ql/null.hpp, ql/option.cpp,
	  ql/option.hpp, ql/qldefines.hpp, ql/quantlib.hpp,
	  ql/relinkablehandle.hpp, ql/riskstatistics.hpp, ql/scheduler.cpp,
	  ql/scheduler.hpp, ql/solver1d.cpp, ql/solver1d.hpp,
	  ql/swaptionvolsurface.hpp, ql/termstructure.hpp, ql/types.hpp:
	  
	  new license and copyright notice

2002-01-16 14:39  Luigi Ballabio

	* [r1930] Docs/Makefile.am, Docs/makefile.mak, Docs/pages/Makefile.am,
	  Docs/pages/cashflows.docs, Docs/pages/coreclasses.docs,
	  Docs/pages/currencies.docs, Docs/pages/fixedincome.docs,
	  Docs/pages/indexes.docs, Docs/pages/instruments.docs,
	  Docs/pages/math.docs, Docs/pages/pricers.docs,
	  Docs/pages/randomnumbers.docs, Docs/pages/solvers1d.docs,
	  Docs/quantlibheader.html, Docs/userman.tex:
	  
	  Rearranged documentation - feedback is welcome

2002-01-16 13:23  Sadruddin Rejeb

	* [r1929] ql/InterestRateModelling/grid.cpp:
	  
	  Avoid warning

2002-01-16 12:26  Sadruddin Rejeb

	* [r1928] ql/option.cpp:
	  
	  added setupEngine in setPricingEngine (can be useful)

2002-01-16 11:32  Ferdinando Ametrano

	* [r1927] dev_tools/version_number.txt:
	  
	  added trailing -cvs to version identifier

2002-01-16 11:07  Ferdinando Ametrano

	* [r1926] Docs/quantlib.doxy, QuantLib.nsi, configure.in:
	  
	  added tariling -cvs to version identifier

2002-01-16 10:16  Ferdinando Ametrano

	* [r1925] ChangeLog.txt:
	  
	  updated

2002-01-15 16:33  Ferdinando Ametrano

	* [r1923] ql/makefile.mak:
	  
	  Borland C++: page size up to 512 in DEBUG mode

2002-01-15 14:14  Ferdinando Ametrano

	* [r1922] dev_tools/version_number.txt:
	  
	  updated

2002-01-15 14:09  Ferdinando Ametrano

	* [r1921] dev_tools/version_number.txt:
	  
	  updated

2002-01-15 12:49  Ferdinando Ametrano

	* [r1920] QuantLib.dsp, QuantLib.mak:
	  
	  changed MS VC++ PDB settings

2002-01-15 12:17  Ferdinando Ametrano

	* [r1919] Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, QuantLib.mak, makefile.mak:
	  
	  changed MS VC++ PDB settings

2002-01-15 11:27  Luigi Ballabio

	* [r1918] ql/Calendars/frankfurt.hpp, ql/Calendars/helsinki.hpp,
	  ql/Calendars/london.hpp, ql/Calendars/milan.hpp,
	  ql/Calendars/newyork.hpp, ql/Calendars/target.hpp,
	  ql/Calendars/wellington.hpp, ql/Calendars/zurich.hpp,
	  ql/DayCounters/actual360.hpp, ql/DayCounters/actual365.hpp,
	  ql/DayCounters/actualactual.hpp, ql/DayCounters/thirty360.hpp,
	  ql/Patterns/Makefile.am, ql/Patterns/factory.hpp, ql/calendar.hpp,
	  ql/daycounter.hpp, ql/quantlib.hpp:
	  
	  Removed Factory - too clumsy for the little or no use we had

2002-01-15 11:25  Ferdinando Ametrano

	* [r1917] Docs/pages/index.docs, Docs/pages/license.docs, LICENSE.TXT:
	  
	  new license and copyright notice

2002-01-15 10:41  Marco Marchioro

	* [r1916] Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.dsp,
	  Examples/Swap/Swap.mak, QuantLib.dsp, QuantLib.mak,
	  ql/config.msvc.hpp:
	  
	  Everything requires NOMINMAX macro

2002-01-15 09:04  Ferdinando Ametrano

	* [r1914] Docs/makefile.mak:
	  
	  workaround for dot bug

2002-01-14 14:47  Ferdinando Ametrano

	* [r1913] Docs/README.txt:
	  
	  typo fixed

2002-01-14 11:51  Ferdinando Ametrano

	* [r1912] QuantLib.nsi:
	  
	  updated to NSIS 1.93

2002-01-13 13:21  Ferdinando Ametrano

	* [r1911] Examples/Swap/swapvaluation.cpp:
	  
	  QL_FABS() used instead of abs()

2002-01-11 16:01  Ferdinando Ametrano

	* [r1910] Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak,
	  Examples/makefile.mak:
	  
	  fixed Borland compilation

2002-01-11 15:42  Matteo Gallivanoni

	* [r1909] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/plainoption.hpp, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/swaption.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.cpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.hpp,
	  ql/InterestRateModelling/shortrateprocess.hpp,
	  ql/InterestRateModelling/trinomialtree.hpp, ql/Lattices/node.hpp,
	  ql/Lattices/tree.hpp, ql/MonteCarlo/basketpathpricer.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.hpp,
	  ql/Pricers/mcpagoda.cpp, ql/TermStructures/ratehelpers.hpp,
	  ql/asset.hpp, ql/termstructure.hpp:
	  
	  pruned redundant header inclusions (again)

2002-01-11 14:50  Ferdinando Ametrano

	* [r1908] Docs/pages/history.docs, Docs/pages/install.docs:
	  
	  cleaning up documentation

2002-01-11 14:41  Ferdinando Ametrano

	* [r1907] Docs/pages/license.docs:
	  
	  wrong links removed

2002-01-11 14:25  Ferdinando Ametrano

	* [r1906] dev_tools/version_number.txt:
	  
	  version number up to 0.3.0a4

2002-01-11 12:21  Ferdinando Ametrano

	* [r1905] Docs/quantlib.doxy, QuantLib.nsi, configure.in,
	  dev_tools/version_number.txt, ql/qldefines.hpp:
	  
	  version number up to 0.3.0a4

2002-01-11 10:40  Ferdinando Ametrano

	* [r1903] Docs/pages/license.docs, LICENSE.TXT, Readme.txt:
	  
	  new copyright and license agreement

2002-01-11 10:26  Ferdinando Ametrano

	* [r1902] Readme.txt:
	  
	  new copyright and license agreement

2002-01-11 09:28  Ferdinando Ametrano

	* [r1901] Docs/pages/license.docs, LICENSE.TXT:
	  
	  new copyright and license agreement

2002-01-10 16:22  Ferdinando Ametrano

	* [r1900] ChangeLog.txt:
	  
	  updated

2002-01-10 16:21  Luigi Ballabio

	* [r1899] News.txt:
	  
	  *** empty log message ***

2002-01-10 16:06  Ferdinando Ametrano

	* [r1898] Docs/pages/coreclasses.docs, Docs/pages/usage.docs:
	  
	  wrong links removed

2002-01-10 16:05  Ferdinando Ametrano

	* [r1897] Docs/pages/license.docs:
	  
	  new copyright and license agreement

2002-01-10 14:57  Ferdinando Ametrano

	* [r1896] Authors.txt, Contributors.txt, Docs/pages/authors.docs:
	  
	  new copyright and license agreement

2002-01-10 14:55  Sadruddin Rejeb

	* [r1895] ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/trinomialtree.cpp, ql/Lattices/node.hpp,
	  ql/Lattices/timegrid.hpp, ql/Optimization/armijo.cpp,
	  ql/Optimization/armijo.hpp, ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/costfunction.hpp, ql/Optimization/criteria.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/linesearch.hpp,
	  ql/Optimization/optimizer.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp,
	  ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treecapfloor.hpp, ql/Pricers/treeswaption.cpp,
	  ql/Pricers/treeswaption.hpp, ql/exercise.hpp:
	  
	  fixed copyright notices

2002-01-10 14:48  Ferdinando Ametrano

	* [r1894] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp, LICENSE.TXT:
	  
	  new copyright and license agreement

2002-01-10 14:16  Ferdinando Ametrano

	* [r1893] ql/Math/cubicspline.hpp:
	  
	  new copyright and license agreement

2002-01-10 14:08  Ferdinando Ametrano

	* [r1892] QuantLib.mak:
	  
	  updated

2002-01-10 11:40  Ferdinando Ametrano

	* [r1891] ql/array.hpp:
	  
	  typo/bug fixed

2002-01-10 10:58  Ferdinando Ametrano

	* [r1890] ql/Pricers/treecapfloor.cpp:
	  
	  gcc warning avoided

2002-01-10 10:15  Luigi Ballabio

	* [r1889] ql/Math/normaldistribution.hpp:
	  
	  Added exp() guard for alpha

2002-01-09 13:36  Ferdinando Ametrano

	* [r1886] TODO.txt:
	  
	  updated

2002-01-09 13:21  Ferdinando Ametrano

	* [r1885] Docs/pages/utilities.docs:
	  
	  added iterators sketched documentation

2002-01-09 12:47  Ferdinando Ametrano

	* [r1884] Docs/pages/authors.docs, Docs/pages/install.docs,
	  Docs/pages/license.docs, Docs/pages/overview.docs,
	  Docs/pages/platforms.docs:
	  
	  documentation clean up

2002-01-09 12:14  Ferdinando Ametrano

	* [r1883] QuantLib.nsi:
	  
	  Added TwoFactorModel dir

2002-01-09 11:18  Ferdinando Ametrano

	* [r1881] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp, LICENSE.TXT:
	  
	  new copyright and license agreement

2002-01-09 08:05  Luigi Ballabio

	* [r1880] ql/InterestRateModelling/CalibrationHelpers/caphelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp,
	  ql/InterestRateModelling/calibrationhelper.cpp,
	  ql/InterestRateModelling/calibrationhelper.hpp,
	  ql/InterestRateModelling/grid.cpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/timefunction.cpp,
	  ql/InterestRateModelling/timefunction.hpp,
	  ql/InterestRateModelling/trinomialtree.cpp, ql/Lattices/tree.cpp,
	  ql/Pricers/analyticalcapfloor.cpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treecapfloor.hpp, ql/asset.hpp:
	  
	  More size_t removed

2002-01-08 18:34  Adolfo Benin

	* [r1879] ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/grid.cpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.hpp,
	  ql/InterestRateModelling/timefunction.cpp,
	  ql/InterestRateModelling/trinomialtree.cpp,
	  ql/InterestRateModelling/trinomialtree.hpp,
	  ql/InterestRateModelling/twofactormodel.hpp, ql/Lattices/node.hpp,
	  ql/Lattices/timegrid.hpp, ql/Lattices/tree.cpp,
	  ql/Lattices/tree.hpp, ql/Pricers/jamshidianswaption.cpp,
	  ql/constraint.hpp, ql/exercise.hpp, ql/minimizer.hpp:
	  
	  unsigned int replaced by Size

2002-01-08 17:44  Ferdinando Ametrano

	* [r1878] ql/constraint.hpp, ql/minimizer.hpp:
	  
	  new copyright and license agreement

2002-01-08 17:44  Ferdinando Ametrano

	* [r1877] ql/InterestRateModelling/CalibrationHelpers/caphelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/caphelper.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.cpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.cpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.hpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.cpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.hpp,
	  ql/InterestRateModelling/calibrationhelper.cpp,
	  ql/InterestRateModelling/calibrationhelper.hpp,
	  ql/InterestRateModelling/grid.cpp,
	  ql/InterestRateModelling/grid.hpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.hpp,
	  ql/InterestRateModelling/shortrateprocess.hpp,
	  ql/InterestRateModelling/timefunction.cpp,
	  ql/InterestRateModelling/timefunction.hpp,
	  ql/InterestRateModelling/trinomialtree.cpp,
	  ql/InterestRateModelling/trinomialtree.hpp,
	  ql/InterestRateModelling/twofactormodel.hpp, ql/Lattices/node.hpp,
	  ql/Lattices/timegrid.hpp, ql/Lattices/tree.cpp,
	  ql/Lattices/tree.hpp, ql/Optimization/armijo.cpp,
	  ql/Optimization/armijo.hpp, ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/costfunction.hpp, ql/Optimization/criteria.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/linesearch.hpp,
	  ql/Optimization/optimizer.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp, ql/asset.hpp,
	  ql/config.ansi.hpp, ql/config.bcc.hpp, ql/config.decc.hpp,
	  ql/config.msvc.hpp, ql/config.mwcw.hpp, ql/constraint.hpp,
	  ql/diffusionprocess.hpp, ql/exercise.hpp,
	  ql/expressiontemplates.hpp, ql/forwardvolsurface.hpp, ql/handle.hpp,
	  ql/history.hpp, ql/index.hpp, ql/instrument.hpp,
	  ql/marketelement.hpp, ql/minimizer.hpp, ql/null.hpp, ql/option.cpp,
	  ql/option.hpp, ql/qldefines.hpp, ql/quantlib.hpp,
	  ql/relinkablehandle.hpp, ql/riskstatistics.hpp, ql/scheduler.cpp,
	  ql/scheduler.hpp, ql/solver1d.cpp, ql/solver1d.hpp,
	  ql/swaptionvolsurface.hpp, ql/termstructure.hpp, ql/types.hpp:
	  
	  new copyright and license agreement

2002-01-08 17:32  Ferdinando Ametrano

	* [r1876] ql/Calendars/frankfurt.cpp, ql/Calendars/frankfurt.hpp,
	  ql/Calendars/helsinki.cpp, ql/Calendars/helsinki.hpp,
	  ql/Calendars/london.cpp, ql/Calendars/london.hpp,
	  ql/Calendars/milan.cpp, ql/Calendars/milan.hpp,
	  ql/Calendars/newyork.cpp, ql/Calendars/newyork.hpp,
	  ql/Calendars/target.cpp, ql/Calendars/target.hpp,
	  ql/Calendars/wellington.cpp, ql/Calendars/wellington.hpp,
	  ql/Calendars/zurich.cpp, ql/Calendars/zurich.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/coupon.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/simplecashflow.hpp, ql/DayCounters/actual360.hpp,
	  ql/DayCounters/actual365.hpp, ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/actualactual.hpp, ql/DayCounters/thirty360.cpp,
	  ql/DayCounters/thirty360.hpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/fdtypedefs.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/xibormanager.cpp, ql/Indexes/xibormanager.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/plainoption.cpp, ql/Instruments/plainoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/stock.cpp, ql/Instruments/stock.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/Math/cubicspline.hpp, ql/Math/interpolation.hpp,
	  ql/Math/lexicographicalview.hpp, ql/Math/linearinterpolation.hpp,
	  ql/Math/matrix.cpp, ql/Math/matrix.hpp,
	  ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/riskmeasures.hpp,
	  ql/Math/segmentintegral.cpp, ql/Math/segmentintegral.hpp,
	  ql/Math/statistics.cpp, ql/Math/statistics.hpp,
	  ql/Math/symmetriceigenvalues.hpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/symmetricschurdecomposition.hpp,
	  ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/arithmeticasopathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.hpp,
	  ql/MonteCarlo/getcovariance.cpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp,
	  ql/MonteCarlo/maxbasketpathpricer.cpp,
	  ql/MonteCarlo/maxbasketpathpricer.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/montecarlomodel.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/MonteCarlo/sample.hpp, ql/Patterns/factory.hpp,
	  ql/Patterns/observable.hpp, ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp, ql/Pricers/barrieroption.cpp,
	  ql/Pricers/barrieroption.hpp, ql/Pricers/binaryoption.cpp,
	  ql/Pricers/binaryoption.hpp, ql/Pricers/cliquetoption.cpp,
	  ql/Pricers/cliquetoption.hpp, ql/Pricers/continuousgeometricapo.hpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/discretegeometricaso.hpp, ql/Pricers/europeanengine.cpp,
	  ql/Pricers/europeanengine.hpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/europeanoption.hpp, ql/Pricers/fdamericanoption.hpp,
	  ql/Pricers/fdbermudanoption.cpp, ql/Pricers/fdbermudanoption.hpp,
	  ql/Pricers/fdbsmoption.cpp, ql/Pricers/fdbsmoption.hpp,
	  ql/Pricers/fddividendamericanoption.cpp,
	  ql/Pricers/fddividendamericanoption.hpp,
	  ql/Pricers/fddividendeuropeanoption.cpp,
	  ql/Pricers/fddividendeuropeanoption.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fddividendoption.hpp,
	  ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fddividendshoutoption.hpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdeuropean.hpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp, ql/Pricers/fdshoutoption.hpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/fdstepconditionoption.hpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcpricer.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/Pricers/treecapfloor.cpp, ql/Pricers/treecapfloor.hpp,
	  ql/Pricers/treeswaption.cpp, ql/Pricers/treeswaption.hpp,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/inversecumulativegaussianrng.hpp,
	  ql/RandomNumbers/knuthuniformrng.cpp,
	  ql/RandomNumbers/knuthuniformrng.hpp,
	  ql/RandomNumbers/lecuyeruniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp, ql/Solvers1D/bisection.cpp,
	  ql/Solvers1D/bisection.hpp, ql/Solvers1D/brent.cpp,
	  ql/Solvers1D/brent.hpp, ql/Solvers1D/falseposition.cpp,
	  ql/Solvers1D/falseposition.hpp, ql/Solvers1D/newton.cpp,
	  ql/Solvers1D/newton.hpp, ql/Solvers1D/newtonsafe.cpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.cpp,
	  ql/Solvers1D/ridder.hpp, ql/Solvers1D/secant.cpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/Utilities/combiningiterator.hpp,
	  ql/Utilities/couplingiterator.hpp,
	  ql/Utilities/filteringiterator.hpp,
	  ql/Utilities/iteratorcategories.hpp,
	  ql/Utilities/processingiterator.hpp,
	  ql/Utilities/steppingiterator.hpp:
	  
	  new copyright and license agreement

2002-01-08 17:27  Ferdinando Ametrano

	* [r1875] ChangeLog.txt:
	  
	  updated

2002-01-08 17:23  Ferdinando Ametrano

	* [r1874] Docs/pages/authors.docs, Docs/pages/cashflows.docs,
	  Docs/pages/coreclasses.docs, Docs/pages/currencies.docs,
	  Docs/pages/datetime.docs, Docs/pages/examples.docs,
	  Docs/pages/findiff.docs, Docs/pages/groups.docs,
	  Docs/pages/history.docs, Docs/pages/index.docs,
	  Docs/pages/indexes.docs, Docs/pages/install.docs,
	  Docs/pages/instruments.docs, Docs/pages/license.docs,
	  Docs/pages/math.docs, Docs/pages/mcarlo.docs,
	  Docs/pages/overview.docs, Docs/pages/patterns.docs,
	  Docs/pages/platforms.docs, Docs/pages/pricers.docs,
	  Docs/pages/randomnumbers.docs, Docs/pages/resources.docs,
	  Docs/pages/solvers1d.docs, Docs/pages/termstructures.docs,
	  Docs/pages/usage.docs, Docs/pages/utilities.docs,
	  Docs/pages/where.docs, Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, TODO.txt, dev_tools/licensein.txt,
	  ql/argsandresults.hpp, ql/array.hpp, ql/asset.hpp, ql/calendar.cpp,
	  ql/calendar.hpp, ql/cashflow.hpp, ql/config.ansi.hpp,
	  ql/config.bcc.hpp, ql/config.decc.hpp, ql/config.msvc.hpp,
	  ql/config.mwcw.hpp, ql/constraint.hpp, ql/currency.hpp,
	  ql/dataformatters.cpp, ql/dataformatters.hpp, ql/date.cpp,
	  ql/date.hpp, ql/daycounter.hpp, ql/diffusionprocess.hpp,
	  ql/errors.hpp:
	  
	  new copyright and license agreement

2002-01-08 16:53  Luigi Ballabio

	* [r1873] Examples/DiscreteHedging/Makefile.am,
	  Examples/EuropeanOption/Makefile.am, Examples/Swap/Makefile.am,
	  ql/Pricers/binaryoption.cpp, ql/option.cpp, ql/option.hpp:
	  
	  More work on alpha debian

2002-01-08 16:51  Matteo Gallivanoni

	* [r1872] dev_tools/modify-copyr.sh:
	  
	  script for updating copyright notice

2002-01-08 16:38  Sadruddin Rejeb

	* [r1871] ql/Instruments/swaption.cpp, ql/Instruments/swaption.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp,
	  ql/Pricers/treeswaption.cpp, ql/exercise.hpp:
	  
	  Refactoring of the Exercise class

2002-01-08 16:04  Ferdinando Ametrano

	* [r1870] QuantLib.dsp, QuantLib.mak:
	  
	  MS VC++ and Borland fixes.
	  Added few missing files

2002-01-08 15:41  Ferdinando Ametrano

	* [r1869] TODO.txt:
	  
	  updated

2002-01-08 15:37  Ferdinando Ametrano

	* [r1868] TODO.txt:
	  
	  updated

2002-01-08 15:15  Sadruddin Rejeb

	* [r1867] ql/Pricers/treeswaption.cpp:
	  
	  Small fix

2002-01-08 14:51  Sadruddin Rejeb

	* [r1866] ql/Pricers/treeswaption.cpp:
	  
	  small fix

2002-01-08 14:45  Ferdinando Ametrano

	* [r1865] TODO.txt, ql/Calendars/frankfurt.cpp,
	  ql/Instruments/swaption.cpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treeswaption.cpp, ql/quantlib.hpp:
	  
	  MS VC++ and Borland fixes.
	  Added few missing files

2002-01-08 14:28  Sadruddin Rejeb

	* [r1864] ql/quantlib.hpp:
	  
	  Added missing file

2002-01-08 13:12  Sadruddin Rejeb

	* [r1863] ql/InterestRateModelling/OneFactorModels/makefile.mak,
	  ql/InterestRateModelling/TwoFactorModels/makefile.mak,
	  ql/InterestRateModelling/makefile.mak:
	  
	  Updated borland makefiles

2002-01-08 13:09  Sadruddin Rejeb

	* [r1862] ql/InterestRateModelling/timefunction.cpp:
	  
	  Added missing file

2002-01-08 12:59  Sadruddin Rejeb

	* [r1861] configure.in, quantlib-config.in:
	  
	  Small fixes

2002-01-08 12:57  Sadruddin Rejeb

	* [r1860] ql/Instruments/Makefile.am, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/makefile.mak,
	  ql/Instruments/simpleswap.hpp, ql/Instruments/swaption.cpp,
	  ql/Instruments/swaption.hpp, ql/Lattices/node.hpp,
	  ql/Lattices/tree.cpp, ql/Lattices/tree.hpp, ql/Makefile.am,
	  ql/Pricers/Makefile.am, ql/Pricers/analyticalcapfloor.cpp,
	  ql/Pricers/analyticalcapfloor.hpp,
	  ql/Pricers/jamshidianswaption.cpp,
	  ql/Pricers/jamshidianswaption.hpp, ql/Pricers/treecapfloor.cpp,
	  ql/Pricers/treecapfloor.hpp, ql/Pricers/treeswaption.cpp,
	  ql/Pricers/treeswaption.hpp, ql/asset.hpp, ql/exercise.hpp,
	  ql/option.cpp, ql/option.hpp, ql/quantlib.hpp:
	  
	  Made interest-rate pricing framework compliant to new convention
	  (QuEP n5)

2002-01-08 12:54  Sadruddin Rejeb

	* [r1859]
	  ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.cpp,
	  ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.hpp,
	  ql/InterestRateModelling/calibrationhelper.cpp,
	  ql/InterestRateModelling/calibrationhelper.hpp:
	  
	  Refactoring interest-rate modelling framework

2002-01-08 12:53  Sadruddin Rejeb

	* [r1858] ql/InterestRateModelling/CalibrationHelpers/caphelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/caphelper.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp,
	  ql/InterestRateModelling/Makefile.am,
	  ql/InterestRateModelling/OneFactorModels/Makefile.am,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.cpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.hpp,
	  ql/InterestRateModelling/grid.cpp,
	  ql/InterestRateModelling/grid.hpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.cpp,
	  ql/InterestRateModelling/onefactormodel.hpp,
	  ql/InterestRateModelling/shortrateprocess.hpp,
	  ql/InterestRateModelling/timefunction.hpp,
	  ql/InterestRateModelling/trinomialtree.cpp,
	  ql/InterestRateModelling/trinomialtree.hpp,
	  ql/InterestRateModelling/twofactormodel.hpp:
	  
	  Refactoring of interest rate modelling framework

2002-01-08 12:50  Sadruddin Rejeb

	* [r1857] ql/InterestRateModelling/TwoFactorModels,
	  ql/InterestRateModelling/TwoFactorModels/Makefile.am,
	  ql/InterestRateModelling/TwoFactorModels/g2.cpp,
	  ql/InterestRateModelling/TwoFactorModels/g2.hpp:
	  
	  Added preliminary support for two factor models

2002-01-08 12:49  Sadruddin Rejeb

	* [r1856] ql/Optimization/armijo.cpp, ql/Optimization/armijo.hpp,
	  ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/costfunction.hpp, ql/Optimization/criteria.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/linesearch.hpp,
	  ql/Optimization/optimizer.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp:
	  
	  Clean-up: changed indentation and removed some unused methods

2002-01-08 11:03  Ferdinando Ametrano

	* [r1855] Docs/pages/authors.docs, Docs/pages/cashflows.docs,
	  Docs/pages/coreclasses.docs, Docs/pages/currencies.docs,
	  Docs/pages/datetime.docs, Docs/pages/examples.docs,
	  Docs/pages/findiff.docs, Docs/pages/groups.docs,
	  Docs/pages/history.docs, Docs/pages/index.docs,
	  Docs/pages/indexes.docs, Docs/pages/install.docs,
	  Docs/pages/instruments.docs, Docs/pages/license.docs,
	  Docs/pages/math.docs, Docs/pages/mcarlo.docs,
	  Docs/pages/overview.docs, Docs/pages/patterns.docs,
	  Docs/pages/platforms.docs, Docs/pages/pricers.docs,
	  Docs/pages/randomnumbers.docs, Docs/pages/resources.docs,
	  Docs/pages/solvers1d.docs, Docs/pages/termstructures.docs,
	  Docs/pages/usage.docs, Docs/pages/utilities.docs,
	  Docs/pages/where.docs:
	  
	  new copyright and license agreement

2002-01-08 10:55  Ferdinando Ametrano

	* [r1854] Docs/pages/authors.docs, Docs/pages/license.docs:
	  
	  incorporating Richard M. Stallman feedback

2002-01-08 10:42  Ferdinando Ametrano

	* [r1853] Authors.txt, LICENSE.TXT:
	  
	  incorporating Richard M. Stallman feedback

2002-01-08 10:12  Ferdinando Ametrano

	* [r1852] dev_tools/version_number.txt:
	  
	  adopting an approach similar to QuantLib-Python

2002-01-08 10:00  Ferdinando Ametrano

	* [r1851] configure.in:
	  
	  fixed wrong version number

2002-01-07 17:46  Ferdinando Ametrano

	* [r1849] QuantLib.mak:
	  
	  update

2002-01-07 11:48  Ferdinando Ametrano

	* [r1847] dev_tools/version_number.txt:
	  
	  more expressive

2002-01-07 09:30  Ferdinando Ametrano

	* [r1845] LICENSE.TXT:
	  
	  incorporating Richard M. Stallman feedback

2002-01-04 20:40  Ferdinando Ametrano

	* [r1843] LICENSE.TXT:
	  
	  few fixes

2002-01-04 19:15  Ferdinando Ametrano

	* [r1842] LICENSE.TXT:
	  
	  typos fixed

2002-01-04 17:22  Luigi Ballabio

	* [r1838] acinclude.m4, configure.in:
	  
	  Fixed sprintf check in configure

2002-01-04 16:47  Luigi Ballabio

	* [r1837] lib/Mac, lib/Mac/CodeWarrior,
	  lib/Mac/CodeWarrior/README.txt:
	  
	  Dummy file

2002-01-04 16:30  Luigi Ballabio

	* [r1836] Examples/EuropeanOption/EuropeanOption.cpp, acconfig.h,
	  configure.in, ql/CashFlows/cashflowvectors.cpp,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/plainoption.cpp,
	  ql/Instruments/plainoption.hpp, ql/Instruments/swap.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/grid.hpp,
	  ql/InterestRateModelling/onefactormodel.cpp,
	  ql/InterestRateModelling/trinomialtree.cpp,
	  ql/Lattices/timegrid.hpp, ql/Lattices/tree.cpp,
	  ql/Math/cubicspline.hpp, ql/Math/matrix.cpp, ql/Math/matrix.hpp,
	  ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/segmentintegral.cpp,
	  ql/Math/segmentintegral.hpp, ql/Math/statistics.hpp,
	  ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/getcovariance.cpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/maxbasketpathpricer.cpp,
	  ql/MonteCarlo/montecarlomodel.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/Optimization/leastsquare.hpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricaso.cpp, ql/Pricers/fdbsmoption.cpp,
	  ql/Pricers/fdbsmoption.hpp, ql/Pricers/fddividendeuropeanoption.cpp,
	  ql/Pricers/fddividendeuropeanoption.hpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdeuropean.hpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcpricer.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/Pricers/treeswaption.cpp, ql/Pricers/treeswaption.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp, ql/array.hpp,
	  ql/config.ansi.hpp, ql/config.bcc.hpp, ql/config.decc.hpp,
	  ql/config.msvc.hpp, ql/config.mwcw.hpp, ql/constraint.hpp,
	  ql/dataformatters.cpp, ql/date.cpp, ql/date.hpp, ql/history.hpp,
	  ql/qldefines.hpp, ql/riskstatistics.hpp, ql/scheduler.cpp,
	  ql/scheduler.hpp, ql/termstructure.hpp, ql/types.hpp:
	  
	  size_t changed to QL::Size

2002-01-02 21:03  Ferdinando Ametrano

	* [r1831] dev_tools/newdeveloperintro.txt:
	  
	  added developer intro file

2001-12-28 12:31  Luigi Ballabio

	* [r1830] configure.in:
	  
	  Removed reference to ./test/

2001-12-28 10:29  Luigi Ballabio

	* [r1829] Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak,
	  Examples/makefile.mak, makefile.mak, ql/makefile.mak:
	  
	  Added check target

2001-12-28 10:28  Luigi Ballabio

	* [r1828] ql/relinkablehandle.hpp:
	  
	  Added lockable assignment operator

2001-12-20 14:53  Luigi Ballabio

	* [r1827] ql/TermStructures/piecewiseflatforward.cpp:
	  
	  typo fixed

2001-12-20 10:19  Enrico Sirola

	* [r1826] configure.in, ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/pathpricer.hpp, ql/RandomNumbers/rngtypedefs.hpp:
	  
	  Second template argument for PathPricer (result_type) defaulting to
	  double

2001-12-20 09:53  Marco Marchioro

	* [r1825] ql/TermStructures/piecewiseflatforward.cpp:
	  
	  some beautifications

2001-12-20 09:52  Marco Marchioro

	* [r1824] ql/Instruments/swap.cpp:
	  
	  improved error message

2001-12-19 14:20  Sadruddin Rejeb

	* [r1823] ql/InterestRateModelling/model.hpp:
	  
	  removed useless method

2001-12-19 14:10  Ferdinando Ametrano

	* [r1822] QuantLib.dsp, QuantLib.mak:
	  
	  MS VC++ and Borland catching up with Sad's commit

2001-12-19 13:36  Ferdinando Ametrano

	* [r1821] ql/Lattices/makefile.mak:
	  
	  MS VC++ and Borland catching up with Sad's commit

2001-12-19 13:35  Ferdinando Ametrano

	* [r1820] QuantLib.nsi,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/makefile.mak,
	  ql/InterestRateModelling/makefile.mak,
	  ql/InterestRateModelling/trinomialtree.cpp,
	  ql/InterestRateModelling/trinomialtree.hpp,
	  ql/Lattices/makefile.mak, ql/Optimization/armijo.cpp,
	  ql/Optimization/conjugategradient.cpp, ql/Pricers/treeswaption.cpp,
	  ql/Pricers/treeswaption.hpp, ql/constraint.hpp, ql/exercise.hpp,
	  ql/quantlib.hpp:
	  
	  MS VC++ and Borland catching up with Sad's commit

2001-12-19 12:32  Ferdinando Ametrano

	* [r1819] ql/Instruments/makefile.mak,
	  ql/InterestRateModelling/CalibrationHelpers/makefile.mak,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/makefile.mak,
	  ql/InterestRateModelling/makefile.mak, ql/Lattices/makefile.mak,
	  ql/Pricers/makefile.mak, ql/makefile.mak:
	  
	  MS VC++ and Borland catching up with Sad's commit

2001-12-19 12:22  Sadruddin Rejeb

	* [r1818] ql/InterestRateModelling/OneFactorModels/node.hpp,
	  ql/InterestRateModelling/OneFactorModels/tree.cpp,
	  ql/InterestRateModelling/OneFactorModels/tree.hpp:
	  
	  remove useless files

2001-12-19 12:19  Sadruddin Rejeb

	* [r1817] ql/Lattices/makefile.mak:
	  
	  Removed makefile.mak (Nando will take care of it)

2001-12-19 12:08  Sadruddin Rejeb

	* [r1816] ql/Lattices/makefile.mak:
	  
	  Added makefile.mak

2001-12-19 12:04  Sadruddin Rejeb

	* [r1815] configure.in:
	  
	  added Lattices/ directory

2001-12-19 12:00  Sadruddin Rejeb

	* [r1814] ql/FiniteDifferences/swaptioncondition.hpp:
	  
	  remove SwaptionCondition (until IR modelling framework stabilizes)

2001-12-19 11:58  Sadruddin Rejeb

	* [r1813] ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp:
	  
	  Interest rate modelling refactoring

2001-12-19 11:55  Sadruddin Rejeb

	* [r1812] ql/InterestRateModelling/CalibrationHelpers/cap.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/cap.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/caphelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/caphelper.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaption.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaption.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp:
	  
	  renamed classes to more explicit names

2001-12-19 11:53  Sadruddin Rejeb

	* [r1811] ql/Pricers/Makefile.am, ql/Pricers/couponbondoption.cpp,
	  ql/Pricers/couponbondoption.hpp, ql/Pricers/fdeuropeanswaption.cpp,
	  ql/Pricers/fdeuropeanswaption.hpp, ql/Pricers/treeswaption.cpp,
	  ql/Pricers/treeswaption.hpp:
	  
	  refactoring interest rate modelling framework

2001-12-19 11:49  Sadruddin Rejeb

	* [r1810] ql/Instruments/Makefile.am, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/europeanswaption.cpp,
	  ql/Instruments/europeanswaption.hpp:
	  
	  refactoring..

2001-12-19 11:48  Sadruddin Rejeb

	* [r1809] ql/Makefile.am, ql/quantlib.hpp:
	  
	  updated

2001-12-19 11:47  Sadruddin Rejeb

	* [r1808] ql/Lattices, ql/Lattices/Makefile.am, ql/Lattices/node.hpp,
	  ql/Lattices/timegrid.hpp, ql/Lattices/tree.cpp,
	  ql/Lattices/tree.hpp:
	  
	  Added lattice framework

2001-12-19 11:45  Sadruddin Rejeb

	* [r1807] ql/Makefile.am, ql/constraint.hpp, ql/diffusionprocess.hpp,
	  ql/exercise.hpp, ql/quantlib.hpp, ql/stochasticprocess.hpp:
	  
	  Added Exercise class and DiffusionProcess class

2001-12-19 11:42  Sadruddin Rejeb

	* [r1806] ql/InterestRateModelling/shortrateprocess.hpp,
	  ql/InterestRateModelling/timefunction.hpp,
	  ql/InterestRateModelling/trinomialtree.cpp,
	  ql/InterestRateModelling/trinomialtree.hpp:
	  
	  Added a few files, mainly those concerning trinomial trees

2001-12-19 11:38  Sadruddin Rejeb

	* [r1805] ql/InterestRateModelling/CalibrationHelpers/Makefile.am,
	  ql/InterestRateModelling/Makefile.am,
	  ql/InterestRateModelling/grid.hpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.cpp,
	  ql/InterestRateModelling/onefactormodel.hpp,
	  ql/InterestRateModelling/swapfuturevalue.cpp,
	  ql/InterestRateModelling/swapfuturevalue.hpp:
	  
	  Removed swapfuturevalue

2001-12-19 11:35  Sadruddin Rejeb

	* [r1804] ql/InterestRateModelling/OneFactorModels/Makefile.am,
	  ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.hpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/hoandlee.cpp,
	  ql/InterestRateModelling/OneFactorModels/hoandlee.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullandwhite.cpp,
	  ql/InterestRateModelling/OneFactorModels/hullandwhite.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.cpp,
	  ql/InterestRateModelling/OneFactorModels/hullwhite.hpp:
	  
	  renaming files (removing stupid And in NameAndName)

2001-12-19 11:34  Ferdinando Ametrano

	* [r1803] News.txt:
	  
	  typo fixed

2001-12-19 11:11  Ferdinando Ametrano

	* [r1802] News.txt:
	  
	  updated

2001-12-19 10:59  Ferdinando Ametrano

	* [r1801] ChangeLog.txt:
	  
	  updated

2001-12-18 16:26  Ferdinando Ametrano

	* [r1800] TODO.txt:
	  
	  updated

2001-12-18 12:02  Ferdinando Ametrano

	* [r1799] QuantLib.dsp, QuantLib.mak:
	  
	  updated

2001-12-18 12:00  Marco Marchioro

	* [r1798] ql/termstructure.hpp:
	  
	  Fixed forward-spreaded term structure

2001-12-18 11:58  Ferdinando Ametrano

	* [r1797] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/cap.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/cap.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaption.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaption.hpp,
	  ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.hpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/node.hpp,
	  ql/InterestRateModelling/grid.hpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.cpp,
	  ql/InterestRateModelling/swapfuturevalue.cpp,
	  ql/Optimization/leastsquare.hpp, ql/Pricers/fdeuropeanswaption.cpp,
	  ql/Pricers/fdeuropeanswaption.hpp, ql/constraint.hpp:
	  
	  'unsigned int' replaced by size_t

2001-12-18 11:48  Ferdinando Ametrano

	* [r1796] ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/americancondition.hpp,
	  ql/FiniteDifferences/shoutcondition.hpp,
	  ql/FiniteDifferences/swaptioncondition.hpp, ql/Pricers/Makefile.am,
	  ql/Pricers/americancondition.hpp, ql/Pricers/fdamericanoption.hpp,
	  ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fddividendshoutoption.hpp,
	  ql/Pricers/fdeuropeanswaption.hpp,
	  ql/Pricers/fdmultiperiodoption.cpp, ql/Pricers/fdshoutoption.hpp,
	  ql/Pricers/shoutcondition.hpp, ql/Pricers/swaptioncondition.hpp,
	  ql/quantlib.hpp:
	  
	  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 16:55  Luigi Ballabio

	* [r1794] ql/Pricers/mcpricer.hpp:
	  
	  Unincluded iostream

2001-12-17 16:27  Ferdinando Ametrano

	* [r1793] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fddividendshoutoption.hpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdeuropean.hpp:
	  
	  Finite Difference pricers now start with 'Fd' letters

2001-12-17 16:10  Ferdinando Ametrano

	* [r1792] QuantLib.dsp, QuantLib.mak:
	  
	  Finite Difference pricers now start with 'Fd' letters

2001-12-17 16:01  Ferdinando Ametrano

	* [r1791] ql/FiniteDifferences/valueatcenter.cpp,
	  ql/Pricers/Makefile.am, ql/Pricers/americanoption.hpp,
	  ql/Pricers/bermudanoption.cpp, ql/Pricers/bermudanoption.hpp,
	  ql/Pricers/bsmfdoption.cpp, ql/Pricers/bsmfdoption.hpp,
	  ql/Pricers/dividendamericanoption.cpp,
	  ql/Pricers/dividendamericanoption.hpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/dividendeuropeanoption.hpp,
	  ql/Pricers/dividendoption.cpp, ql/Pricers/dividendoption.hpp,
	  ql/Pricers/dividendshoutoption.cpp,
	  ql/Pricers/dividendshoutoption.hpp, ql/Pricers/fdamericanoption.hpp,
	  ql/Pricers/fdbermudanoption.cpp, ql/Pricers/fdbermudanoption.hpp,
	  ql/Pricers/fdbsmoption.cpp, ql/Pricers/fdbsmoption.hpp,
	  ql/Pricers/fddividendamericanoption.cpp,
	  ql/Pricers/fddividendamericanoption.hpp,
	  ql/Pricers/fddividendeuropeanoption.cpp,
	  ql/Pricers/fddividendeuropeanoption.hpp,
	  ql/Pricers/fddividendoption.cpp, ql/Pricers/fddividendoption.hpp,
	  ql/Pricers/fddividendshoutoption.cpp,
	  ql/Pricers/fddividendshoutoption.hpp, ql/Pricers/fdeuropean.cpp,
	  ql/Pricers/fdeuropean.hpp, ql/Pricers/fdmultiperiodoption.cpp,
	  ql/Pricers/fdmultiperiodoption.hpp, ql/Pricers/fdshoutoption.hpp,
	  ql/Pricers/fdstepconditionoption.cpp,
	  ql/Pricers/fdstepconditionoption.hpp,
	  ql/Pricers/finitedifferenceeuropean.cpp,
	  ql/Pricers/finitedifferenceeuropean.hpp, ql/Pricers/makefile.mak,
	  ql/Pricers/multiperiodoption.cpp, ql/Pricers/multiperiodoption.hpp,
	  ql/Pricers/shoutoption.hpp, ql/Pricers/stepconditionoption.cpp,
	  ql/Pricers/stepconditionoption.hpp, ql/quantlib.hpp:
	  
	  Finite Difference pricers now start with 'Fd' letters

2001-12-17 14:43  Ferdinando Ametrano

	* [r1790] News.txt, QuantLib.dsp, QuantLib.mak,
	  ql/FiniteDifferences/valueatcenter.cpp, ql/Pricers/Makefile.am,
	  ql/Pricers/bsmfdoption.cpp, ql/Pricers/bsmfdoption.hpp,
	  ql/Pricers/bsmnumericaloption.cpp,
	  ql/Pricers/bsmnumericaloption.hpp,
	  ql/Pricers/finitedifferenceeuropean.cpp,
	  ql/Pricers/finitedifferenceeuropean.hpp, ql/Pricers/makefile.mak,
	  ql/Pricers/multiperiodoption.cpp, ql/Pricers/multiperiodoption.hpp,
	  ql/Pricers/stepconditionoption.cpp,
	  ql/Pricers/stepconditionoption.hpp, ql/quantlib.hpp:
	  
	  BSMNumericalOption became BsmFdOption

2001-12-17 14:39  Marco Marchioro

	* [r1789] ql/termstructure.hpp:
	  
	  small bug fixed

2001-12-17 12:38  Marco Marchioro

	* [r1788] ql/termstructure.hpp:
	  
	  introduced ForwardSpreadedTermStructure

2001-12-14 15:51  Ferdinando Ametrano

	* [r1787] ql/Math/statistics.hpp:
	  
	  added downsideVariance

2001-12-14 13:44  Ferdinando Ametrano

	* [r1786] TODO.txt:
	  
	  updated

2001-12-14 10:04  Marco Marchioro

	* [r1785] ql/TermStructures/piecewiseflatforward.hpp:
	  
	  default accuracy set to 1e-12

2001-12-14 09:52  Ferdinando Ametrano

	* [r1784] News.txt, ql/qldefines.hpp:
	  
	  added "-cvs-debug" to version string ifdef QL_DEBUG

2001-12-13 18:51  Ferdinando Ametrano

	* [r1783] ql/MonteCarlo/multipathgenerator.hpp:
	  
	  typo fixed

2001-12-13 18:47  Ferdinando Ametrano

	* [r1782] ql/MonteCarlo/multipathgenerator.hpp:
	  
	  typo fixed

2001-12-13 18:45  Ferdinando Ametrano

	* [r1781] ql/MonteCarlo/multipathgenerator.hpp:
	  
	  typo fixed

2001-12-13 18:44  Ferdinando Ametrano

	* [r1780] TODO.txt:
	  
	  updated

2001-12-13 18:37  Ferdinando Ametrano

	* [r1779] News.txt:
	  
	  updated

2001-12-13 18:33  Ferdinando Ametrano

	* [r1778] ChangeLog.txt, News.txt, TODO.txt:
	  
	  updated

2001-12-13 17:46  Ferdinando Ametrano

	* [r1777] ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp:
	  
	  Path and MultiPath are now time-aware

2001-12-13 17:19  Ferdinando Ametrano

	* [r1776] ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp:
	  
	  Path and MultiPath are now time-aware

2001-12-13 16:58  Marco Marchioro

	* [r1775] ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp:
	  
	  accuracy is now given as input

2001-12-13 16:31  Marco Marchioro

	* [r1774] ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  typo in comment

2001-12-13 16:29  Marco Marchioro

	* [r1773] ql/solver1d.cpp:
	  
	  error message beautified

2001-12-13 16:14  Sadruddin Rejeb

	* [r1772] ql/Pricers/mcpricer.hpp:
	  
	  Added forgotten header

2001-12-13 15:46  Sadruddin Rejeb

	* [r1771] ql/MonteCarlo/multipathgenerator.hpp:
	  
	  Fixed typo

2001-12-13 15:46  Enrico Sirola

	* [r1770] ql/Math/statistics.hpp:
	  
	  kustosis() and skewness() should handle the case of stddev == 0
	  and/or
	  variance == 0 too now.

2001-12-13 14:43  Mario Aleppo

	* [r1769] ql/MonteCarlo/multipathgenerator.hpp:
	  
	  bug fixed

2001-12-13 13:59  Ferdinando Ametrano

	* [r1768] ql/Pricers/mcbasket.cpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcpagoda.cpp, ql/qldefines.hpp:
	  
	  added "- debug" to version string ifdef QL_DEBUG

2001-12-13 12:47  Ferdinando Ametrano

	* [r1767] Examples/EuropeanOption/EuropeanOption.cpp, News.txt,
	  TODO.txt, ql/Pricers/mcpricer.hpp:
	  
	  improved convergence in MCPricer

2001-12-12 18:46  Ferdinando Ametrano

	* [r1766] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/MonteCarlo/multipathgenerator.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/Pricers/mcpricer.hpp:
	  
	  Path and MultiPath are now time-aware
	  improved convergence in MCPricer

2001-12-12 18:19  Ferdinando Ametrano

	* [r1765] ql/MonteCarlo/mctypedefs.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpricer.hpp:
	  
	  style enforced

2001-12-12 18:09  Ferdinando Ametrano

	* [r1764] News.txt:
	  
	  Path and MultiPath are now time-aware

2001-12-12 10:13  Ferdinando Ametrano

	* [r1763] ChangeLog.txt:
	  
	  updated

2001-12-12 09:58  Ferdinando Ametrano

	* [r1762] dev_tools/releaseprocess.txt:
	  
	  updated

2001-12-11 16:12  Luigi Ballabio

	* [r1760] ql/Math/cubicspline.hpp:
	  
	  Nicolas' cubic spline replaced the NR one

2001-12-11 09:24  Ferdinando Ametrano

	* [r1757] dev_tools/version_number.txt, ql/config.msvc.hpp,
	  ql/qldefines.hpp:
	  
	  version number fixed
	  enforced MS VC compilation parameters

2001-12-06 15:13  Ferdinando Ametrano

	* [r1753] dev_tools/version_number.txt:
	  
	  version number policy

2001-12-06 14:49  Ferdinando Ametrano

	* [r1752] ql/qldefines.hpp:
	  
	  comment added

2001-12-06 14:04  Ferdinando Ametrano

	* [r1750] dev_tools/releaseprocess.txt, dev_tools/version_number.txt,
	  ql/Pricers/americanoption.hpp:
	  
	  fixed Ruby version number

2001-12-05 15:41  Ferdinando Ametrano

	* [r1747] Docs/quantlib.doxy, QuantLib.nsi, configure.in,
	  ql/qldefines.hpp:
	  
	  after branching out 0.3.1a2

2001-12-05 15:34  Ferdinando Ametrano

	* [r1745] Docs/quantlib.doxy, QuantLib.nsi, configure.in,
	  dev_tools/version_number.txt, ql/qldefines.hpp:
	  
	  before branching out 0.3.1a2

2001-12-05 15:13  Ferdinando Ametrano

	* [r1743] ChangeLog.txt, History.txt, News.txt:
	  
	  before branching out 0.3.1a1

2001-12-05 14:45  Ferdinando Ametrano

	* [r1742] Authors.txt, Contributors.txt, Docs/pages/authors.docs,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullandwhite.hpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.hpp,
	  ql/Pricers/couponbondoption.hpp:
	  
	  style and overdue fixes

2001-12-05 12:24  Sadruddin Rejeb

	* [r1741]
	  ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.hpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/hoandlee.cpp,
	  ql/InterestRateModelling/OneFactorModels/hoandlee.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullandwhite.cpp,
	  ql/InterestRateModelling/OneFactorModels/hullandwhite.hpp:
	  
	  update

2001-12-05 12:20  Sadruddin Rejeb

	* [r1740] ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.cpp:
	  
	  small fix

2001-12-05 09:55  Ferdinando Ametrano

	* [r1738] ChangeLog.txt:
	  
	  updated

2001-12-04 16:34  Ferdinando Ametrano

	* [r1737] Docs/pages/mcarlo.docs, Docs/pages/platforms.docs,
	  Docs/pages/where.docs, ql/FiniteDifferences/expliciteuler.hpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  R000201-branch-merge2 merged into trunk

2001-12-04 15:06  Ferdinando Ametrano

	* [r1736] ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/europeanswaption.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/cap.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaption.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaption.hpp,
	  ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/hullandwhite.hpp,
	  ql/InterestRateModelling/grid.hpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.cpp,
	  ql/MonteCarlo/mctypedefs.hpp, ql/Optimization/armijo.hpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/linesearch.hpp,
	  ql/Optimization/optimizer.hpp, ql/Optimization/steepestdescent.hpp,
	  ql/Pricers/couponbondoption.cpp, ql/Pricers/fdeuropeanswaption.cpp,
	  ql/Pricers/fdeuropeanswaption.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.hpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcpagoda.hpp,
	  ql/Pricers/swaptioncondition.hpp, ql/minimizer.hpp:
	  
	  pruned
	  a) redundant header inclusions
	  b) 'using XXX::yyy' directive in hpp files

2001-12-04 14:00  Ferdinando Ametrano

	* [r1735] Docs/Makefile.am:
	  
	  fixing bug in doc generation

2001-12-03 18:37  Ferdinando Ametrano

	* [r1734] dev_tools/releaseprocess.txt:
	  
	  0.2.1 release final touch

2001-12-03 18:36  Ferdinando Ametrano

	* [r1733] dev_tools/downloadrelease.py, dev_tools/releaseprocess.txt:
	  
	  0.2.1 release final touch

2001-12-03 15:55  Ferdinando Ametrano

	* [r1730] Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.mak, dev_tools/releaseprocess.txt:
	  
	  trying to compile on Win32

2001-12-03 15:38  Ferdinando Ametrano

	* [r1729] Docs/pages/platforms.docs, ql/Optimization/leastsquare.hpp:
	  
	  trying to compile on Win32

2001-12-03 15:14  Ferdinando Ametrano

	* [r1728] Docs/pages/authors.docs, TODO.txt,
	  ql/Optimization/armijo.hpp, ql/quantlib.hpp:
	  
	  added missing files

2001-12-03 14:59  Luigi Ballabio

	* [r1727] Examples/Swap/swapvaluation.cpp, QuantLib.dsp, QuantLib.mak,
	  ql/Instruments/capfloor.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/swap.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/cap.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaption.cpp,
	  ql/InterestRateModelling/grid.hpp,
	  ql/InterestRateModelling/swapfuturevalue.cpp,
	  ql/Pricers/fdeuropeanswaption.cpp, ql/Pricers/makefile.mak,
	  ql/handle.hpp:
	  
	  Handle can be assigned to Handles to compatible types

2001-12-03 14:27  Matteo Gallivanoni

	* [r1726] dev_tools/downloadrelease.py:
	  
	  I will never use tab again - I promise!

2001-12-03 14:17  Ferdinando Ametrano

	* [r1725] dev_tools/downloadrelease.py:
	  
	  dev utility

2001-12-03 12:05  Sadruddin Rejeb

	* [r1723] ql/Pricers/Makefile.am:
	  
	  added missing file

2001-12-03 12:05  Sadruddin Rejeb

	* [r1722] ql/Pricers/swaptioncondition.hpp:
	  
	  Added missing file

2001-12-03 11:38  Ferdinando Ametrano

	* [r1721] QuantLib.nsi:
	  
	  moved things around

2001-12-03 11:22  Sadruddin Rejeb

	* [r1720] ql/Optimization/leastsquare.hpp:
	  
	  Fixed typo

2001-12-03 11:11  Sadruddin Rejeb

	* [r1719]
	  ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp:
	  
	  Fixed typo

2001-12-03 10:51  Sadruddin Rejeb

	* [r1718] ql/Pricers/fdeuropeanswaption.cpp,
	  ql/Pricers/fdeuropeanswaption.hpp:
	  
	  added missing files

2001-12-03 10:38  Ferdinando Ametrano

	* [r1717] QuantLib.nsi, TODO.txt:
	  
	  added missing file

2001-12-03 10:31  Ferdinando Ametrano

	* [r1716] ql/Optimization/Makefile.am:
	  
	  added missing file

2001-12-03 09:55  Sadruddin Rejeb

	* [r1714] ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/europeanswaption.cpp,
	  ql/Instruments/europeanswaption.hpp, ql/Instruments/simpleswap.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/cap.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/cap.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaption.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaption.hpp,
	  ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/hoandlee.cpp,
	  ql/InterestRateModelling/OneFactorModels/hoandlee.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullandwhite.cpp,
	  ql/InterestRateModelling/OneFactorModels/hullandwhite.hpp,
	  ql/InterestRateModelling/grid.hpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.cpp,
	  ql/InterestRateModelling/onefactormodel.hpp,
	  ql/InterestRateModelling/swapfuturevalue.cpp,
	  ql/InterestRateModelling/swapfuturevalue.hpp,
	  ql/Optimization/armijo.cpp, ql/Optimization/armijo.hpp,
	  ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/costfunction.hpp, ql/Optimization/criteria.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/linesearch.hpp,
	  ql/Optimization/optimizer.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp, ql/Pricers/Makefile.am,
	  ql/Pricers/couponbondoption.cpp, ql/Pricers/couponbondoption.hpp,
	  ql/minimizer.hpp:
	  
	  A few updates. Updated Nicolas' optimization classes' copyright
	  notice

2001-12-03 09:04  Luigi Ballabio

	* [r1712] ql/InterestRateModelling/CalibrationHelpers/makefile.mak,
	  ql/InterestRateModelling/OneFactorModels/makefile.mak,
	  ql/InterestRateModelling/makefile.mak, ql/Optimization/makefile.mak:
	  
	  *** empty log message ***

2001-11-30 15:49  Luigi Ballabio

	* [r1709] QuantLib.dsp, QuantLib.mak, ql/Instruments/capfloor.cpp,
	  ql/Instruments/capfloor.hpp, ql/Instruments/simpleswap.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/cap.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/cap.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaption.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/node.hpp,
	  ql/InterestRateModelling/OneFactorModels/tree.cpp,
	  ql/InterestRateModelling/OneFactorModels/tree.hpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/swapfuturevalue.cpp,
	  ql/Optimization/leastsquare.hpp, ql/Pricers/couponbondoption.hpp,
	  ql/stochasticprocess.hpp:
	  
	  Compiles under VC++

2001-11-30 15:08  Luigi Ballabio

	* [r1708] ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/makefile.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Indexes/makefile.mak, ql/Instruments/europeanswaption.hpp,
	  ql/Instruments/makefile.mak,
	  ql/InterestRateModelling/CalibrationHelpers/cap.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaption.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.hpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/hoandlee.cpp,
	  ql/InterestRateModelling/OneFactorModels/hullandwhite.cpp,
	  ql/InterestRateModelling/grid.hpp,
	  ql/InterestRateModelling/model.cpp, ql/Math/makefile.mak,
	  ql/MonteCarlo/makefile.mak, ql/Pricers/makefile.mak,
	  ql/RandomNumbers/makefile.mak, ql/Solvers1D/makefile.mak,
	  ql/TermStructures/makefile.mak, ql/makefile.mak:
	  
	  Compiles under Borland C++

2001-11-30 12:57  Sadruddin Rejeb

	* [r1707] ql/Makefile.am:
	  
	  Adding interest rate modelling framework

2001-11-30 12:12  Ferdinando Ametrano

	* [r1706] Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.dsp, QuantLib.mak, ql/FiniteDifferences/makefile.mak,
	  ql/Instruments/makefile.mak:
	  
	  first attempt to include Sad's stuff in VC++ and Borland

2001-11-30 12:02  Sadruddin Rejeb

	* [r1705] ql/InterestRateModelling/model.hpp:
	  
	  small temp fix

2001-11-30 11:59  Sadruddin Rejeb

	* [r1704] ql/Instruments/europeanswaption.cpp:
	  
	  small fix

2001-11-30 11:58  Sadruddin Rejeb

	* [r1703] ql/Pricers/Makefile.am, ql/Pricers/couponbondoption.cpp,
	  ql/Pricers/couponbondoption.hpp:
	  
	  Adding interest rate modelling framework

2001-11-30 11:47  Sadruddin Rejeb

	* [r1702] ql/minimizer.hpp:
	  
	  Adding interest rate modelling framework

2001-11-30 11:47  Sadruddin Rejeb

	* [r1701] ql/Instruments/simpleswap.cpp, ql/Pricers/Makefile.am,
	  ql/constraint.hpp, ql/minimizer.hpp, ql/qldefines.hpp:
	  
	  Adding interest rate modelling framework

2001-11-30 11:41  Sadruddin Rejeb

	* [r1700] ql/Instruments/simpleswap.cpp, ql/Minimizers,
	  ql/Minimizers/Makefile.am, ql/Pricers/Makefile.am, ql/minimizer.hpp,
	  ql/qldefines.hpp:
	  
	  Adding interest rate modelling framework

2001-11-30 10:45  Sadruddin Rejeb

	* [r1699] configure.in, ql/Makefile.am, ql/Optimization,
	  ql/Optimization/Makefile.am, ql/Optimization/armijo.cpp,
	  ql/Optimization/armijo.hpp, ql/Optimization/conjugategradient.cpp,
	  ql/Optimization/conjugategradient.hpp,
	  ql/Optimization/costfunction.hpp, ql/Optimization/criteria.hpp,
	  ql/Optimization/leastsquare.hpp, ql/Optimization/linesearch.hpp,
	  ql/Optimization/optimizer.hpp, ql/Optimization/steepestdescent.cpp,
	  ql/Optimization/steepestdescent.hpp:
	  
	  Adding interest rate modelling framework

2001-11-30 10:38  Sadruddin Rejeb

	* [r1698] ql/FiniteDifferences/Makefile.am,
	  ql/Instruments/Makefile.am:
	  
	  Adding interest rate modelling framework

2001-11-30 10:32  Sadruddin Rejeb

	* [r1697] ql/FiniteDifferences/onefactoroperator.cpp,
	  ql/FiniteDifferences/onefactoroperator.hpp,
	  ql/Instruments/capfloor.cpp, ql/Instruments/capfloor.hpp,
	  ql/Instruments/europeanswaption.cpp,
	  ql/Instruments/europeanswaption.hpp, ql/Instruments/simpleswap.hpp,
	  ql/InterestRateModelling,
	  ql/InterestRateModelling/CalibrationHelpers,
	  ql/InterestRateModelling/CalibrationHelpers/Makefile.am,
	  ql/InterestRateModelling/CalibrationHelpers/cap.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/cap.hpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaption.cpp,
	  ql/InterestRateModelling/CalibrationHelpers/swaption.hpp,
	  ql/InterestRateModelling/Makefile.am,
	  ql/InterestRateModelling/OneFactorModels,
	  ql/InterestRateModelling/OneFactorModels/Makefile.am,
	  ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.hpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp,
	  ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp,
	  ql/InterestRateModelling/OneFactorModels/hoandlee.cpp,
	  ql/InterestRateModelling/OneFactorModels/hoandlee.hpp,
	  ql/InterestRateModelling/OneFactorModels/hullandwhite.cpp,
	  ql/InterestRateModelling/OneFactorModels/hullandwhite.hpp,
	  ql/InterestRateModelling/OneFactorModels/node.hpp,
	  ql/InterestRateModelling/OneFactorModels/tree.cpp,
	  ql/InterestRateModelling/OneFactorModels/tree.hpp,
	  ql/InterestRateModelling/grid.hpp,
	  ql/InterestRateModelling/model.cpp,
	  ql/InterestRateModelling/model.hpp,
	  ql/InterestRateModelling/onefactormodel.cpp,
	  ql/InterestRateModelling/onefactormodel.hpp,
	  ql/InterestRateModelling/swapfuturevalue.cpp,
	  ql/InterestRateModelling/swapfuturevalue.hpp, ql/minimizer.hpp,
	  ql/stochasticprocess.hpp:
	  
	  Adding interest rate modelling framework

2001-11-29 20:16  Ferdinando Ametrano

	* [r1694] dev_tools/releaseprocess.txt:
	  
	  0.2.1 release final touch

2001-11-29 18:06  Ferdinando Ametrano

	* [r1692] ChangeLog.txt, Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.mak:
	  
	  R000201-branch-merge1 merged into trunk

2001-11-29 17:22  Ferdinando Ametrano

	* [r1690] Docs/Makefile.am, Docs/README.txt, Docs/makefile.mak,
	  Docs/pages/findiff.docs, Docs/pages/history.docs,
	  Docs/pages/mcarlo.docs, Docs/pages/pricers.docs,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  History.txt, News.txt, QuantLib.dsp, QuantLib.nsi, TODO.txt,
	  dev_tools/releaseprocess.txt, dev_tools/version_number.txt,
	  ql/Calendars/frankfurt.cpp, ql/Calendars/frankfurt.hpp,
	  ql/Calendars/helsinki.cpp, ql/Calendars/helsinki.hpp,
	  ql/Calendars/london.cpp, ql/Calendars/london.hpp,
	  ql/Calendars/milan.cpp, ql/Calendars/milan.hpp,
	  ql/Calendars/newyork.cpp, ql/Calendars/newyork.hpp,
	  ql/Calendars/target.cpp, ql/Calendars/target.hpp,
	  ql/Calendars/wellington.cpp, ql/Calendars/wellington.hpp,
	  ql/Calendars/zurich.cpp, ql/Calendars/zurich.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/coupon.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/simplecashflow.hpp, ql/DayCounters/actual360.hpp,
	  ql/DayCounters/actual365.hpp, ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/actualactual.hpp, ql/DayCounters/thirty360.cpp,
	  ql/DayCounters/thirty360.hpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/fdtypedefs.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/xibormanager.cpp, ql/Indexes/xibormanager.hpp,
	  ql/Instruments/plainoption.cpp, ql/Instruments/plainoption.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/stock.cpp, ql/Instruments/stock.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Math/cubicspline.hpp, ql/Math/interpolation.hpp,
	  ql/Math/lexicographicalview.hpp, ql/Math/linearinterpolation.hpp,
	  ql/Math/matrix.cpp, ql/Math/matrix.hpp,
	  ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/riskmeasures.hpp,
	  ql/Math/segmentintegral.cpp, ql/Math/segmentintegral.hpp,
	  ql/Math/statistics.cpp, ql/Math/statistics.hpp,
	  ql/Math/symmetriceigenvalues.hpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/symmetricschurdecomposition.hpp, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/arithmeticasopathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.hpp,
	  ql/MonteCarlo/getcovariance.cpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp, ql/MonteCarlo/makefile.mak,
	  ql/MonteCarlo/maxbasketpathpricer.cpp,
	  ql/MonteCarlo/maxbasketpathpricer.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/multipath.hpp, ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/multipathpricer.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/MonteCarlo/sample.hpp, ql/MonteCarlo/singleassetpathpricer.cpp,
	  ql/MonteCarlo/singleassetpathpricer.hpp, ql/Patterns/factory.hpp,
	  ql/Patterns/observable.hpp, ql/Pricers/Makefile.am,
	  ql/Pricers/americancondition.hpp, ql/Pricers/americanoption.hpp,
	  ql/Pricers/barrieroption.cpp, ql/Pricers/barrieroption.hpp,
	  ql/Pricers/bermudanoption.cpp, ql/Pricers/bermudanoption.hpp,
	  ql/Pricers/binaryoption.cpp, ql/Pricers/binaryoption.hpp,
	  ql/Pricers/bsmnumericaloption.cpp,
	  ql/Pricers/bsmnumericaloption.hpp, ql/Pricers/cliquetoption.cpp,
	  ql/Pricers/cliquetoption.hpp, ql/Pricers/continuousgeometricapo.hpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/discretegeometricaso.hpp,
	  ql/Pricers/dividendamericanoption.cpp,
	  ql/Pricers/dividendamericanoption.hpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/dividendeuropeanoption.hpp,
	  ql/Pricers/dividendoption.cpp, ql/Pricers/dividendoption.hpp,
	  ql/Pricers/dividendshoutoption.cpp,
	  ql/Pricers/dividendshoutoption.hpp, ql/Pricers/europeanengine.cpp,
	  ql/Pricers/europeanengine.hpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/europeanoption.hpp,
	  ql/Pricers/finitedifferenceeuropean.cpp,
	  ql/Pricers/finitedifferenceeuropean.hpp, ql/Pricers/makefile.mak,
	  ql/Pricers/mcbasket.cpp, ql/Pricers/mcbasket.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcmaxbasket.cpp,
	  ql/Pricers/mcmaxbasket.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcpricer.hpp,
	  ql/Pricers/multiperiodoption.cpp, ql/Pricers/multiperiodoption.hpp,
	  ql/Pricers/shoutcondition.hpp, ql/Pricers/shoutoption.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/Pricers/stepconditionoption.cpp,
	  ql/Pricers/stepconditionoption.hpp,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/inversecumulativegaussianrng.hpp,
	  ql/RandomNumbers/knuthuniformrng.cpp,
	  ql/RandomNumbers/knuthuniformrng.hpp,
	  ql/RandomNumbers/lecuyeruniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp, ql/Solvers1D/bisection.cpp,
	  ql/Solvers1D/bisection.hpp, ql/Solvers1D/brent.cpp,
	  ql/Solvers1D/brent.hpp, ql/Solvers1D/falseposition.cpp,
	  ql/Solvers1D/falseposition.hpp, ql/Solvers1D/newton.cpp,
	  ql/Solvers1D/newton.hpp, ql/Solvers1D/newtonsafe.cpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.cpp,
	  ql/Solvers1D/ridder.hpp, ql/Solvers1D/secant.cpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/Utilities/couplingiterator.hpp, ql/argsandresults.hpp,
	  ql/array.hpp, ql/calendar.cpp, ql/calendar.hpp, ql/cashflow.hpp,
	  ql/currency.hpp, ql/dataformatters.cpp, ql/dataformatters.hpp,
	  ql/date.cpp, ql/date.hpp, ql/daycounter.hpp, ql/errors.hpp,
	  ql/expressiontemplates.hpp, ql/forwardvolsurface.hpp, ql/handle.hpp,
	  ql/history.hpp, ql/index.hpp, ql/instrument.hpp,
	  ql/marketelement.hpp, ql/null.hpp, ql/option.cpp, ql/option.hpp,
	  ql/qldefines.hpp, ql/quantlib.hpp, ql/relinkablehandle.hpp,
	  ql/riskstatistics.hpp, ql/scheduler.cpp, ql/scheduler.hpp,
	  ql/solver1d.cpp, ql/solver1d.hpp, ql/swaptionvolsurface.hpp,
	  ql/termstructure.hpp, ql/types.hpp:
	  
	  R000201-branch-merge1 merged into trunk

2001-11-27 10:26  Marco Marchioro

	* [r1684] ql/TermStructures/ratehelpers.hpp:
	  
	  attributes are now protected to be accesible from derived classes

2001-11-27 10:25  Marco Marchioro

	* [r1683] ql/marketelement.hpp:
	  
	  Minor changes

2001-11-27 10:19  Luigi Ballabio

	* [r1682] ql/marketelement.hpp:
	  
	  Exported derived and composite market element

2001-11-24 00:35  Ferdinando Ametrano

	* [r1676] QuantLib.dsp, QuantLib.mak, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/controlvariatedpathpricer.cpp,
	  ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  ql/MonteCarlo/makefile.mak, ql/quantlib.hpp:
	  
	  removing deprecated classes

2001-11-20 18:21  Ferdinando Ametrano

	* [r1659] History.txt, News.txt, TODO.txt,
	  dev_tools/releaseprocess.txt:
	  
	  updated

2001-11-20 16:17  Ferdinando Ametrano

	* [r1658] Docs/quantlib.doxy, QuantLib.nsi, configure.in,
	  ql/qldefines.hpp:
	  
	  version number up to 0.3.0a1

2001-11-20 15:54  Ferdinando Ametrano

	* [r1656] ChangeLog.txt:
	  
	  updated

2001-11-20 15:43  Ferdinando Ametrano

	* [r1655] Docs/quantlib.doxy, QuantLib.nsi, configure.in,
	  ql/Math/multivariateaccumulator.cpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.hpp,
	  ql/Pricers/singleassetoption.hpp, ql/qldefines.hpp:
	  
	  version number up to 0.2.1 (I'm going to branch out)
	  tabs removed
	  gcc warnings purged

2001-11-20 15:27  Ferdinando Ametrano

	* [r1654] ql/Pricers/mcbasket.hpp, ql/Pricers/multiperiodoption.hpp:
	  
	  pruned redundant header inclusion

2001-11-20 15:18  Ferdinando Ametrano

	* [r1653] dev_tools/releaseprocess.txt:
	  
	  no message

2001-11-20 15:15  Ferdinando Ametrano

	* [r1652] dev_tools/version_number.txt:
	  
	  updated

2001-11-20 13:58  Ferdinando Ametrano

	* [r1651] Docs/quantlib.doxy, QuantLib.nsi, configure.in,
	  ql/qldefines.hpp:
	  
	  version number up to 0.2.1a6 (overdue)

2001-11-20 12:09  Ferdinando Ametrano

	* [r1650] TODO.txt, ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp:
	  
	  average strike now working.

2001-11-20 10:41  Ferdinando Ametrano

	* [r1649] makefile.mak:
	  
	  install directive is now inst

2001-11-19 18:20  Ferdinando Ametrano

	* [r1647] ql/Pricers/mcpricer.hpp:
	  
	  average strike now working.
	  still to be improved

2001-11-19 18:14  Ferdinando Ametrano

	* [r1646] TODO.txt, ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp, ql/Pricers/mcpricer.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp, ql/quantlib.hpp:
	  
	  average strike now working.
	  still to be improved

2001-11-15 18:05  Ferdinando Ametrano

	* [r1644] ql/Pricers/Makefile.am:
	  
	  asian option refactoring
	  discrete geometric ASO does not work yet

2001-11-15 18:03  Ferdinando Ametrano

	* [r1643] TODO.txt, ql/Pricers/Makefile.am:
	  
	  asian option refactoring
	  discrete geometric ASO does not work yet

2001-11-15 17:47  Ferdinando Ametrano

	* [r1642] Examples/DiscreteHedging/DiscreteHedging.mak, QuantLib.dsp,
	  QuantLib.mak, TODO.txt, ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/arithmeticapopathpricer.cpp,
	  ql/MonteCarlo/arithmeticapopathpricer.hpp,
	  ql/MonteCarlo/arithmeticasopathpricer.cpp,
	  ql/MonteCarlo/arithmeticasopathpricer.hpp,
	  ql/MonteCarlo/avgpriceasianpathpricer.cpp,
	  ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  ql/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  ql/MonteCarlo/geometricapopathpricer.cpp,
	  ql/MonteCarlo/geometricapopathpricer.hpp,
	  ql/MonteCarlo/geometricasianpathpricer.cpp,
	  ql/MonteCarlo/geometricasianpathpricer.hpp,
	  ql/MonteCarlo/geometricasopathpricer.cpp,
	  ql/MonteCarlo/geometricasopathpricer.hpp,
	  ql/MonteCarlo/makefile.mak, ql/MonteCarlo/pathgenerator.hpp,
	  ql/Pricers/Makefile.am, ql/Pricers/continuousgeometricapo.hpp,
	  ql/Pricers/discretegeometricapo.cpp,
	  ql/Pricers/discretegeometricapo.hpp,
	  ql/Pricers/discretegeometricaso.cpp,
	  ql/Pricers/discretegeometricaso.hpp,
	  ql/Pricers/geometricasianoption.hpp, ql/Pricers/makefile.mak,
	  ql/Pricers/mcaveragepriceasian.cpp,
	  ql/Pricers/mcaveragepriceasian.hpp,
	  ql/Pricers/mcaveragestrikeasian.cpp,
	  ql/Pricers/mcaveragestrikeasian.hpp,
	  ql/Pricers/mcdiscretearithmeticapo.cpp,
	  ql/Pricers/mcdiscretearithmeticapo.hpp,
	  ql/Pricers/mcdiscretearithmeticaso.cpp,
	  ql/Pricers/mcdiscretearithmeticaso.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/quantlib.hpp:
	  
	  asian option refactoring
	  discrete geometric ASO does not work yet

2001-11-15 17:27  Luigi Ballabio

	* [r1641] Docs/makefile.mak, Docs/quantlib.doxy,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp:
	  
	  fixed documentation

2001-11-15 16:38  Luigi Ballabio

	* [r1636] Docs/Makefile.am, Docs/authors.docs, Docs/calendars.docs,
	  Docs/cashflows.docs, Docs/configure.in, Docs/coreclasses.docs,
	  Docs/currencies.docs, Docs/daycounters.docs, Docs/examples.docs,
	  Docs/findiff.docs, Docs/groups.docs, Docs/history.docs,
	  Docs/index.docs, Docs/indexes.docs, Docs/install.docs,
	  Docs/instruments.docs, Docs/license.docs, Docs/math.docs,
	  Docs/mcarlo.docs, Docs/overview.docs, Docs/pages,
	  Docs/pages/Makefile.am, Docs/pages/authors.docs,
	  Docs/pages/cashflows.docs, Docs/pages/coreclasses.docs,
	  Docs/pages/currencies.docs, Docs/pages/datetime.docs,
	  Docs/pages/examples.docs, Docs/pages/findiff.docs,
	  Docs/pages/groups.docs, Docs/pages/history.docs,
	  Docs/pages/index.docs, Docs/pages/indexes.docs,
	  Docs/pages/install.docs, Docs/pages/instruments.docs,
	  Docs/pages/license.docs, Docs/pages/math.docs,
	  Docs/pages/mcarlo.docs, Docs/pages/overview.docs,
	  Docs/pages/patterns.docs, Docs/pages/platforms.docs,
	  Docs/pages/pricers.docs, Docs/pages/randomnumbers.docs,
	  Docs/pages/resources.docs, Docs/pages/solvers1d.docs,
	  Docs/pages/termstructures.docs, Docs/pages/usage.docs,
	  Docs/pages/utilities.docs, Docs/pages/where.docs,
	  Docs/patterns.docs, Docs/platforms.docs, Docs/pricers.docs,
	  Docs/quantlib.doxy, Docs/quantlibheader.html,
	  Docs/quantlibheader.tex, Docs/randomnumbers.docs,
	  Docs/resources.docs, Docs/solvers1d.docs, Docs/termstructures.docs,
	  Docs/usage.docs, Docs/userman.tex, Docs/utilities.docs,
	  Docs/where.docs, Makefile.am:
	  
	  Doc files reorganization

2001-11-15 16:35  Luigi Ballabio

	* [r1635] ql/Pricers/mcpricer.hpp:
	  
	  added cast

2001-11-15 16:34  Luigi Ballabio

	* [r1634] ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp:
	  
	  reindented file and added check on sample number

2001-11-15 16:33  Luigi Ballabio

	* [r1633] ql/Math/statistics.hpp:
	  
	  reindented file

2001-11-15 16:32  Luigi Ballabio

	* [r1632] Examples/Swap/swapvaluation.cpp:
	  
	  Fixed test

2001-11-15 11:55  Luigi Ballabio

	* [r1631] Docs/images/sfnetlogo.bmp, Docs/images/sfnetlogo.png,
	  Docs/quantlibfooter.html, Makefile.am, TODO.txt:
	  
	  Changed SF logo

2001-11-15 08:47  Luigi Ballabio

	* [r1630] ql/Math/cubicspline.hpp, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/MonteCarlo/sample.hpp,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/inversecumulativegaussianrng.hpp,
	  ql/RandomNumbers/knuthuniformrng.hpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp, ql/quantlib.hpp:
	  
	  Sample as a (value,weight) struct

2001-11-14 09:32  Ferdinando Ametrano

	* [r1628] dev_tools/backupcvstree.py:
	  
	  added few developers' tools

2001-11-14 09:03  Ferdinando Ametrano

	* [r1627] dev_tools/version_number.txt:
	  
	  version number up to 0.2.1a5

2001-11-14 08:46  Ferdinando Ametrano

	* [r1626] dev_tools, dev_tools/branching_and_merging.txt,
	  dev_tools/checkin_test.py, dev_tools/version_number.txt:
	  
	  added few developers' tools

2001-11-14 08:40  Ferdinando Ametrano

	* [r1625] QuantLib.nsi:
	  
	  version number up to 0.2.1a5

2001-11-14 08:33  Ferdinando Ametrano

	* [r1624] configure.in:
	  
	  version number up to 0.2.1a5

2001-11-13 15:47  Ferdinando Ametrano

	* [r1623] ql/qldefines.hpp:
	  
	  version number up to 0.2.1a5

2001-11-13 11:41  Ferdinando Ametrano

	* [r1622] Authors.txt, Contributors.txt, Docs/authors.docs,
	  Docs/quantlibfooter.html, Docs/quantlibfooteronline.html,
	  Docs/resources.docs:
	  
	  SourceForge turned into SourceForge.net

2001-11-13 10:53  Ferdinando Ametrano

	* [r1620] ql/TermStructures/ratehelpers.hpp:
	  
	  comments updated

2001-11-13 10:51  Ferdinando Ametrano

	* [r1619] Docs/images/sflogo.png, Docs/images/sfnetlogo.bmp,
	  Docs/quantlibfooter.html, Makefile.am, TODO.txt:
	  
	  SourceForge logo updated

2001-11-09 17:08  Ferdinando Ametrano

	* [r1617] Examples/DiscreteHedging/DiscreteHedging.mak, TODO.txt,
	  ql/config.msvc.hpp, ql/quantlib.hpp:
	  
	  added pragma directive for MS VC++

2001-11-09 16:09  Ferdinando Ametrano

	* [r1613] Docs/Makefile.am, Docs/cashflows.docs, Docs/patterns.docs,
	  Docs/pricers.docs, Docs/quantlibheader.html,
	  Docs/quantlibheader.tex, Docs/utilities.docs:
	  
	  added a documentation page for each namespace.
	  Now fill them!

2001-11-09 15:35  Ferdinando Ametrano

	* [r1612] TODO.txt, ql/FiniteDifferences/Makefile.am, ql/quantlib.hpp:
	  
	  BackwardEuler and ForwardEuler renamed ImplicitEuler and
	  ExplicitEuler

2001-11-09 15:08  Ferdinando Ametrano

	* [r1611] Docs/findiff.docs, QuantLib.dsp, TODO.txt,
	  ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/backwardeuler.hpp,
	  ql/FiniteDifferences/expliciteuler.hpp,
	  ql/FiniteDifferences/forwardeuler.hpp,
	  ql/FiniteDifferences/impliciteuler.hpp,
	  ql/Pricers/stepconditionoption.cpp:
	  
	  BackwardEuler and ForwardEuler renamed ImplicitEuler and
	  ExplicitEuler

2001-11-09 14:30  Ferdinando Ametrano

	* [r1610] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp, TODO.txt,
	  ql/Calendars/frankfurt.cpp, ql/Calendars/helsinki.cpp,
	  ql/Calendars/london.cpp, ql/Calendars/milan.cpp,
	  ql/Calendars/newyork.cpp, ql/Calendars/target.cpp,
	  ql/Calendars/wellington.cpp, ql/Calendars/zurich.cpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/DayCounters/actualactual.cpp, ql/Instruments/plainoption.cpp,
	  ql/Instruments/plainoption.hpp, ql/Math/cubicspline.hpp,
	  ql/Math/matrix.cpp, ql/Math/symmetricschurdecomposition.cpp,
	  ql/Pricers/europeanengine.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp, ql/dataformatters.cpp,
	  ql/errors.hpp:
	  
	  tabs removed

2001-11-08 17:35  Ferdinando Ametrano

	* [r1607] Examples/Swap/swapvaluation.cpp:
	  
	  improved and extended

2001-11-08 16:12  Luigi Ballabio

	* [r1606] ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  Allowed passing a quote to RateHelpers as double

2001-11-08 15:28  Ferdinando Ametrano

	* [r1605] ql/Math/statistics.hpp:
	  
	  samples() method of statistical classes now returns size_t instead
	  of double

2001-11-08 15:19  Ferdinando Ametrano

	* [r1604] ql/Math/multivariateaccumulator.hpp, ql/Math/statistics.hpp,
	  ql/riskstatistics.hpp:
	  
	  samples() method of statistical classes now returns size_t instead
	  of double

2001-11-08 14:55  Luigi Ballabio

	* [r1603] ql/CashFlows/floatingratecoupon.cpp:
	  
	  Line wraps

2001-11-08 14:20  Ferdinando Ametrano

	* [r1602] ql/CashFlows/floatingratecoupon.hpp:
	  
	  private member reordered to avoid gcc warning

2001-11-08 12:26  Ferdinando Ametrano

	* [r1601] Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/EuropeanOption/EuropeanOption.mak, Examples/Swap/Swap.mak,
	  QuantLib.mak:
	  
	  MS VC++ makefiles updated

2001-11-08 10:07  Luigi Ballabio

	* [r1600] man/Makefile.am:
	  
	  Added files to dist even though I don't know why they weren't
	  already

2001-11-08 09:27  Ferdinando Ametrano

	* [r1599] Examples/Swap/swapvaluation.cpp, TODO.txt:
	  
	  updating

2001-11-07 15:11  Luigi Ballabio

	* [r1598] Examples/DiscreteHedging/Makefile.am, Makefile.am,
	  configure.in, man/Makefile.am:
	  
	  Added man pages for installed executables

2001-11-07 14:43  Marco Marchioro

	* [r1597] Examples/Swap/swapvaluation.cpp,
	  ql/CashFlows/floatingratecoupon.cpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.hpp, ql/TermStructures/ratehelpers.cpp:
	  
	  fixed fixing days

2001-11-07 13:00  Luigi Ballabio

	* [r1596] man, man/DiscreteHedging.1, man/EuropeanOption.1,
	  man/SwapValuation.1, man/quantlib-config.1:
	  
	  Dirk's man files added

2001-11-07 12:49  Marco Marchioro

	* [r1595] ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp, ql/TermStructures/ratehelpers.cpp:
	  
	  Fixing days introduced for floating-coupon bond

2001-11-07 12:47  Marco Marchioro

	* [r1594] ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp:
	  
	  Fixing days introdcued for floating coupon bond

2001-11-07 12:46  Marco Marchioro

	* [r1593] ql/calendar.hpp, ql/daycounter.hpp:
	  
	  Now compiles on VS

2001-11-07 10:49  Luigi Ballabio

	* [r1592] Examples/Swap/swapvaluation.cpp, QuantLib.dsp,
	  ql/Calendars/Makefile.am, ql/Calendars/frankfurt.cpp,
	  ql/Calendars/frankfurt.hpp, ql/Calendars/helsinki.cpp,
	  ql/Calendars/helsinki.hpp, ql/Calendars/london.cpp,
	  ql/Calendars/london.hpp, ql/Calendars/makefile.mak,
	  ql/Calendars/milan.cpp, ql/Calendars/milan.hpp,
	  ql/Calendars/newyork.cpp, ql/Calendars/newyork.hpp,
	  ql/Calendars/target.cpp, ql/Calendars/target.hpp,
	  ql/Calendars/wellington.cpp, ql/Calendars/wellington.hpp,
	  ql/Calendars/westerncalendar.cpp, ql/Calendars/westerncalendar.hpp,
	  ql/Calendars/zurich.cpp, ql/Calendars/zurich.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/coupon.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/DayCounters/actual360.hpp, ql/DayCounters/actual365.hpp,
	  ql/DayCounters/actualactual.cpp, ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/thirty360.cpp, ql/DayCounters/thirty360.hpp,
	  ql/Indexes/euribor.hpp, ql/Indexes/gbplibor.hpp,
	  ql/Indexes/usdlibor.hpp, ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/Instruments/plainoption.cpp, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp, ql/Patterns/factory.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/calendar.cpp, ql/calendar.hpp,
	  ql/daycounter.hpp, ql/quantlib.hpp, ql/scheduler.cpp,
	  ql/scheduler.hpp, ql/termstructure.hpp:
	  
	  Calendar and DayCounter now use the Strategy pattern

2001-11-07 00:48  Ferdinando Ametrano

	* [r1590] Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, TODO.txt,
	  ql/Instruments/plainoption.hpp, ql/Pricers/americanoption.hpp,
	  ql/Pricers/barrieroption.cpp, ql/Pricers/barrieroption.hpp,
	  ql/Pricers/bermudanoption.cpp, ql/Pricers/bermudanoption.hpp,
	  ql/Pricers/binaryoption.cpp, ql/Pricers/binaryoption.hpp,
	  ql/Pricers/bsmnumericaloption.cpp,
	  ql/Pricers/bsmnumericaloption.hpp, ql/Pricers/cliquetoption.cpp,
	  ql/Pricers/cliquetoption.hpp, ql/Pricers/dividendamericanoption.cpp,
	  ql/Pricers/dividendamericanoption.hpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/dividendeuropeanoption.hpp,
	  ql/Pricers/dividendoption.cpp, ql/Pricers/dividendoption.hpp,
	  ql/Pricers/dividendshoutoption.cpp,
	  ql/Pricers/dividendshoutoption.hpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/europeanoption.hpp,
	  ql/Pricers/finitedifferenceeuropean.cpp,
	  ql/Pricers/finitedifferenceeuropean.hpp,
	  ql/Pricers/geometricasianoption.hpp,
	  ql/Pricers/mcaveragepriceasian.cpp,
	  ql/Pricers/mcaveragepriceasian.hpp,
	  ql/Pricers/mcaveragestrikeasian.cpp,
	  ql/Pricers/mcaveragestrikeasian.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/multiperiodoption.cpp,
	  ql/Pricers/multiperiodoption.hpp, ql/Pricers/shoutoption.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/Pricers/stepconditionoption.cpp,
	  ql/Pricers/stepconditionoption.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/calendar.cpp:
	  
	  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 17:31  Ferdinando Ametrano

	* [r1589] ql/date.cpp:
	  
	  error messages improved

2001-11-06 15:21  Ferdinando Ametrano

	* [r1588] Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp, ql/CashFlows/cashflowvectors.cpp,
	  ql/FiniteDifferences/backwardeuler.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/forwardeuler.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/Instruments/plainoption.cpp, ql/Instruments/plainoption.hpp,
	  ql/Instruments/swap.cpp, ql/Math/matrix.cpp, ql/Math/matrix.hpp,
	  ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/segmentintegral.cpp,
	  ql/Math/segmentintegral.hpp, ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/getcovariance.cpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/montecarlomodel.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/Pricers/americancondition.hpp,
	  ql/Pricers/bsmnumericaloption.cpp,
	  ql/Pricers/bsmnumericaloption.hpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/dividendeuropeanoption.hpp,
	  ql/Pricers/finitedifferenceeuropean.cpp,
	  ql/Pricers/finitedifferenceeuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mchimalaya.cpp, ql/Pricers/mcpricer.hpp,
	  ql/Pricers/multiperiodoption.cpp, ql/Pricers/multiperiodoption.hpp,
	  ql/Pricers/shoutcondition.hpp, ql/Pricers/singleassetoption.cpp,
	  ql/Pricers/singleassetoption.hpp,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/array.hpp, ql/calendar.hpp,
	  ql/cashflow.hpp, ql/date.cpp, ql/date.hpp, ql/daycounter.hpp,
	  ql/history.hpp, ql/index.hpp, ql/instrument.hpp, ql/qldefines.hpp,
	  ql/scheduler.cpp, ql/scheduler.hpp, ql/solver1d.hpp,
	  ql/termstructure.hpp:
	  
	  'unsigned int' replaced by size_t
	  Also added the first attempt at FuturesRateHelper

2001-11-06 13:46  Ferdinando Ametrano

	* [r1587] QuantLib.nsi:
	  
	  added Section Divider

2001-11-06 11:54  Ferdinando Ametrano

	* [r1586] Docs/Makefile.am, Docs/cashflows.docs,
	  Docs/coreclasses.docs, Docs/indexes.docs, Docs/math.docs,
	  Docs/patterns.docs, Docs/pricers.docs, Docs/randomnumbers.docs,
	  Docs/utilities.docs, TODO.txt, ql/Math/matrix.hpp,
	  ql/Patterns/observable.hpp, ql/Pricers/singleassetoption.hpp,
	  ql/RandomNumbers/knuthuniformrng.hpp,
	  ql/Utilities/iteratorcategories.hpp, ql/calendar.hpp,
	  ql/cashflow.hpp, ql/daycounter.hpp, ql/index.hpp, ql/instrument.hpp,
	  ql/qldefines.hpp, ql/solver1d.hpp, ql/termstructure.hpp:
	  
	  extending documentation

2001-11-06 11:21  Ferdinando Ametrano

	* [r1585] Docs/Makefile.am, Docs/calendars.docs,
	  Docs/coreclasses.docs, Docs/currencies.docs, Docs/daycounters.docs,
	  Docs/instruments.docs, Docs/solvers1d.docs,
	  Docs/termstructures.docs:
	  
	  extending documentation

2001-11-05 16:59  Ferdinando Ametrano

	* [r1582] TODO.txt, ql/TermStructures/ratehelpers.hpp:
	  
	  style enforced

2001-11-05 15:14  Ferdinando Ametrano

	* [r1581] TODO.txt, ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/actualactual.hpp, ql/DayCounters/thirty360.cpp,
	  ql/DayCounters/thirty360.hpp, ql/MonteCarlo/multipathgenerator.hpp,
	  ql/Pricers/mcaveragepriceasian.cpp,
	  ql/Pricers/mcaveragepriceasian.hpp,
	  ql/Pricers/mcaveragestrikeasian.cpp,
	  ql/Pricers/mcaveragestrikeasian.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Solvers1D/newtonsafe.cpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp:
	  
	  small changes to the file desciptions

2001-11-05 14:54  Ferdinando Ametrano

	* [r1580] TODO.txt, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp:
	  
	  removed wrong link from doxygen documentation

2001-11-05 13:59  Luigi Ballabio

	* [r1579] ql/Pricers/europeanoption.hpp:
	  
	  Temporarily removed the deprecation of EuropeanOption

2001-11-05 13:50  Ferdinando Ametrano

	* [r1578] QuantLib.dsp, QuantLib.mak, TODO.txt,
	  ql/Pricers/Makefile.am, ql/Pricers/averagepriceasian.cpp,
	  ql/Pricers/averagepriceasian.hpp, ql/Pricers/averagestrikeasian.cpp,
	  ql/Pricers/averagestrikeasian.hpp, ql/Pricers/basket.cpp,
	  ql/Pricers/basket.hpp, ql/Pricers/everest.cpp,
	  ql/Pricers/everest.hpp, ql/Pricers/himalaya.cpp,
	  ql/Pricers/himalaya.hpp, ql/Pricers/makefile.mak,
	  ql/Pricers/mcaveragepriceasian.cpp,
	  ql/Pricers/mcaveragepriceasian.hpp,
	  ql/Pricers/mcaveragestrikeasian.cpp,
	  ql/Pricers/mcaveragestrikeasian.hpp, ql/Pricers/mcbasket.cpp,
	  ql/Pricers/mcbasket.hpp, ql/Pricers/mceuropean.cpp,
	  ql/Pricers/mceuropean.hpp, ql/Pricers/mceverest.cpp,
	  ql/Pricers/mceverest.hpp, ql/Pricers/mchimalaya.cpp,
	  ql/Pricers/mchimalaya.hpp, ql/Pricers/mcpagoda.cpp,
	  ql/Pricers/mcpagoda.hpp, ql/Pricers/mcpricer.hpp,
	  ql/Pricers/pagoda.cpp, ql/Pricers/pagoda.hpp, ql/quantlib.hpp:
	  
	  Monte Carlo Pricers new interface

2001-11-05 11:46  Ferdinando Ametrano

	* [r1577] ql/MonteCarlo/montecarlomodel.hpp:
	  
	  added #include <ql/handle>

2001-11-05 11:44  Ferdinando Ametrano

	* [r1576] ql/Pricers/singleassetoption.hpp:
	  
	  style enforced

2001-11-05 08:45  Ferdinando Ametrano

	* [r1574] configure.in:
	  
	  reverting back Sad commit

2001-11-05 08:39  Ferdinando Ametrano

	* [r1573] configure.in:
	  
	  reverting back Sad commit

2001-11-05 08:32  Ferdinando Ametrano

	* [r1572] configure.in:
	  
	  reverting back Sad commit

2001-11-02 16:32  Sadruddin Rejeb

	* [r1571] configure.in:
	  
	  *** empty log message ***

2001-11-02 09:35  Luigi Ballabio

	* [r1570] ql/qldefines.hpp:
	  
	  Removed unnecessary casts

2001-11-02 08:17  Ferdinando Ametrano

	* [r1569] QuantLib.nsi:
	  
	  random number generators moved under RandomNumbers folder
	  and namespace

2001-11-02 08:04  Ferdinando Ametrano

	* [r1568] QuantLib.nsi:
	  
	  random number generators moved under RandomNumbers folder
	  and namespace

2001-10-31 13:18  Luigi Ballabio

	* [r1567] ql/qldefines.hpp:
	  
	  Fix for Visual C++

2001-10-30 15:09  Ferdinando Ametrano

	* [r1566] QuantLib.dsp, QuantLib.mak:
	  
	  random number generators moved under RandomNumbers folder
	  and namespace

2001-10-30 15:04  Ferdinando Ametrano

	* [r1565] Examples/EuropeanOption/EuropeanOption.cpp,
	  ql/MonteCarlo/montecarlomodel.hpp,
	  ql/RandomNumbers/knuthuniformrng.hpp, ql/quantlib.hpp:
	  
	  random number generators moved under RandomNumbers folder
	  and namespace

2001-10-30 14:38  Ferdinando Ametrano

	* [r1564] configure.in:
	  
	  random number generators moved under RandomNumbers folder
	  and namespace

2001-10-30 14:29  Ferdinando Ametrano

	* [r1563] ql/RandomNumbers/Makefile.am:
	  
	  random number generators moved under RandomNumbers folder
	  and namespace

2001-10-30 14:01  Ferdinando Ametrano

	* [r1562] QuantLib.dsp, QuantLib.mak, ql/RandomNumbers/Makefile.am,
	  ql/RandomNumbers/boxmuller.hpp,
	  ql/RandomNumbers/boxmullergaussianrng.hpp,
	  ql/RandomNumbers/centrallimitgaussian.hpp,
	  ql/RandomNumbers/centrallimitgaussianrng.hpp,
	  ql/RandomNumbers/inversecumulativegaussian.hpp,
	  ql/RandomNumbers/inversecumulativegaussianrng.hpp,
	  ql/RandomNumbers/knuthrandomgenerator.cpp,
	  ql/RandomNumbers/knuthrandomgenerator.hpp,
	  ql/RandomNumbers/knuthuniformrng.cpp,
	  ql/RandomNumbers/knuthuniformrng.hpp,
	  ql/RandomNumbers/lecuyerrandomgenerator.cpp,
	  ql/RandomNumbers/lecuyerrandomgenerator.hpp,
	  ql/RandomNumbers/lecuyeruniformrng.cpp,
	  ql/RandomNumbers/lecuyeruniformrng.hpp,
	  ql/RandomNumbers/makefile.mak, ql/RandomNumbers/rngtypedefs.hpp,
	  ql/quantlib.hpp:
	  
	  random number generators moved under RandomNumbers folder
	  and namespace

2001-10-30 11:49  Ferdinando Ametrano

	* [r1561] QuantLib.dsp, QuantLib.mak, ql/Makefile.am,
	  ql/MonteCarlo/Makefile.am, ql/MonteCarlo/boxmuller.hpp,
	  ql/MonteCarlo/centrallimitgaussian.hpp,
	  ql/MonteCarlo/inversecumulativegaussian.hpp,
	  ql/MonteCarlo/knuthrandomgenerator.cpp,
	  ql/MonteCarlo/knuthrandomgenerator.hpp,
	  ql/MonteCarlo/lecuyerrandomgenerator.cpp,
	  ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  ql/MonteCarlo/makefile.mak, ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/pathgenerator.hpp,
	  ql/MonteCarlo/randomarraygenerator.hpp, ql/RandomNumbers,
	  ql/RandomNumbers/Makefile.am, ql/RandomNumbers/boxmuller.hpp,
	  ql/RandomNumbers/centrallimitgaussian.hpp,
	  ql/RandomNumbers/inversecumulativegaussian.hpp,
	  ql/RandomNumbers/knuthrandomgenerator.cpp,
	  ql/RandomNumbers/knuthrandomgenerator.hpp,
	  ql/RandomNumbers/lecuyerrandomgenerator.cpp,
	  ql/RandomNumbers/lecuyerrandomgenerator.hpp,
	  ql/RandomNumbers/makefile.mak,
	  ql/RandomNumbers/randomarraygenerator.hpp,
	  ql/RandomNumbers/rngtypedefs.hpp, ql/makefile.mak, ql/quantlib.hpp:
	  
	  random number generators moved under RandomNumbers folder
	  and namespace

2001-10-30 10:41  Ferdinando Ametrano

	* [r1560] QuantLib.dsp, QuantLib.mak:
	  
	  merged mcmultipricer and mcpricer

2001-10-30 10:32  Ferdinando Ametrano

	* [r1559] QuantLib.dsp, ql/Pricers/Makefile.am,
	  ql/Pricers/averagepriceasian.cpp, ql/Pricers/averagepriceasian.hpp,
	  ql/Pricers/averagestrikeasian.cpp,
	  ql/Pricers/averagestrikeasian.hpp, ql/Pricers/basket.cpp,
	  ql/Pricers/basket.hpp, ql/Pricers/everest.cpp,
	  ql/Pricers/everest.hpp, ql/Pricers/everestoption.cpp,
	  ql/Pricers/everestoption.hpp, ql/Pricers/himalaya.cpp,
	  ql/Pricers/himalaya.hpp, ql/Pricers/makefile.mak,
	  ql/Pricers/mceuropean.cpp, ql/Pricers/mceuropean.hpp,
	  ql/Pricers/mceuropeanpricer.cpp, ql/Pricers/mceuropeanpricer.hpp,
	  ql/Pricers/mcmultifactorpricer.hpp, ql/Pricers/mcpricer.hpp,
	  ql/Pricers/pagoda.cpp, ql/Pricers/pagoda.hpp,
	  ql/Pricers/pagodaoption.cpp, ql/Pricers/pagodaoption.hpp,
	  ql/Pricers/plainbasketoption.cpp, ql/Pricers/plainbasketoption.hpp,
	  ql/quantlib.hpp:
	  
	  merged mcmultipricer and mcpricer

2001-10-29 10:51  Ferdinando Ametrano

	* [r1558] QuantLib.dsp:
	  
	  ms vc++ project catching up with non-existant files

2001-10-25 16:39  Ferdinando Ametrano

	* [r1553] ql/MonteCarlo/montecarlomodel.hpp:
	  
	  removing controlvariate specific class, since control variation
	  technique
	  is now handled by the general MC model

2001-10-25 15:57  Ferdinando Ametrano

	* [r1552] ql/Pricers/everestoption.cpp, ql/Pricers/everestoption.hpp,
	  ql/Pricers/himalaya.cpp, ql/Pricers/himalaya.hpp,
	  ql/Pricers/pagodaoption.cpp, ql/Pricers/pagodaoption.hpp,
	  ql/Pricers/plainbasketoption.cpp, ql/Pricers/plainbasketoption.hpp,
	  ql/quantlib.hpp:
	  
	  moving MC pricers under Pricers folder.
	  They were already in the Pricer namespace

2001-10-25 15:40  Ferdinando Ametrano

	* [r1551] ql/Pricers/averagepriceasian.hpp,
	  ql/Pricers/averagestrikeasian.hpp, ql/Pricers/everestoption.hpp,
	  ql/Pricers/himalaya.hpp, ql/Pricers/mceuropeanpricer.hpp,
	  ql/Pricers/pagodaoption.hpp, ql/Pricers/plainbasketoption.hpp:
	  
	  moving MC pricers under Pricers folder.
	  They were already in the Pricer namespace

2001-10-25 15:30  Ferdinando Ametrano

	* [r1550] QuantLib.dsp, QuantLib.mak, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/mcpricer.hpp, ql/MonteCarlo/multifactorpricer.hpp,
	  ql/Pricers/Makefile.am, ql/Pricers/mcmultifactorpricer.hpp,
	  ql/Pricers/mcpricer.hpp:
	  
	  moving MC pricers under Pricers folder.
	  They were already in the Pricer namespace

2001-10-25 15:00  Ferdinando Ametrano

	* [r1549] TODO.txt, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/mccontrolvariatepricer.hpp,
	  ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/montecarlocontrolvariatemodel.hpp,
	  ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/multifactorpricer.hpp,
	  ql/Pricers/averagepriceasian.cpp, ql/Pricers/averagepriceasian.hpp,
	  ql/Pricers/averagestrikeasian.cpp,
	  ql/Pricers/averagestrikeasian.hpp:
	  
	  removing controlvariate specific class, since control variation
	  technique
	  is now handled by the general MC model

2001-10-25 11:33  Ferdinando Ametrano

	* [r1548] QuantLib.nsi:
	  
	  updated for NSIS 1.60

2001-10-25 08:59  Ferdinando Ametrano

	* [r1539] bootstrap, ql/Math/segmentintegral.cpp,
	  ql/Math/segmentintegral.hpp:
	  
	  long -> unsigned int

2001-10-23 16:20  Luigi Ballabio

	* [r1538] ql/history.hpp:
	  
	  Changed iterator behavior in Python module

2001-10-23 15:20  Ferdinando Ametrano

	* [r1537] QuantLib.mak:
	  
	  updating

2001-10-23 14:30  Ferdinando Ametrano

	* [r1536] QuantLib.dsp:
	  
	  MS VC++ project updated

2001-10-23 10:56  Ferdinando Ametrano

	* [r1535] Docs/README.txt:
	  
	  added doxygen version

2001-10-23 08:42  Luigi Ballabio

	* [r1534] Docs/quantlib.css:
	  
	  Fixed margins for group headers

2001-10-23 07:18  Ferdinando Ametrano

	* [r1533] ql/MonteCarlo/everestpathpricer.cpp:
	  
	  in order to avoid warning

2001-10-22 17:09  Ferdinando Ametrano

	* [r1532] TODO.txt:
	  
	  updating

2001-10-22 17:08  Ferdinando Ametrano

	* [r1531] ql/MonteCarlo/mccontrolvariatepricer.hpp,
	  ql/MonteCarlo/mcpricer.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/montecarlocontrolvariatemodel.hpp,
	  ql/Pricers/averagepriceasian.cpp, ql/Pricers/averagepriceasian.hpp,
	  ql/Pricers/averagestrikeasian.cpp,
	  ql/Pricers/averagestrikeasian.hpp:
	  
	  introducing control variate MC model

2001-10-22 16:51  Ferdinando Ametrano

	* [r1530] ql/MonteCarlo/Makefile.am:
	  
	  introducing control variate MC model

2001-10-22 16:45  Ferdinando Ametrano

	* [r1529] ql/MonteCarlo/mccontrolvariatepricer.hpp,
	  ql/MonteCarlo/montecarlocontrolvariatemodel.hpp:
	  
	  introducing control variate MC model

2001-10-22 16:24  Ferdinando Ametrano

	* [r1528] ql/MonteCarlo/avgpriceasianpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp,
	  ql/MonteCarlo/pagodapathpricer.hpp:
	  
	  moving on Monte Carlo Pricers clean up

2001-10-22 15:06  Matteo Gallivanoni

	* [r1527] ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/FiniteDifferences/fdtypedefs.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/Math/segmentintegral.hpp,
	  ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/himalayapathpricer.hpp,
	  ql/MonteCarlo/inversecumulativegaussian.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/Pricers/cliquetoption.cpp, ql/Pricers/mceuropeanpricer.cpp,
	  ql/Pricers/singleassetoption.hpp, ql/TermStructures/ratehelpers.hpp,
	  ql/index.hpp, ql/option.hpp:
	  
	  new pruning
	  of redundant header inclusions

2001-10-22 14:35  Ferdinando Ametrano

	* [r1526] ql/MonteCarlo/pathgenerator.hpp,
	  ql/Pricers/averagepriceasian.cpp, ql/Pricers/averagepriceasian.hpp,
	  ql/Pricers/averagestrikeasian.cpp,
	  ql/Pricers/averagestrikeasian.hpp:
	  
	  moving on Monte Carlo Pricers clean up

2001-10-22 13:34  Ferdinando Ametrano

	* [r1524] TODO.txt:
	  
	  updating

2001-10-22 13:09  Ferdinando Ametrano

	* [r1523] Docs/findiff.docs:
	  
	  typos fixed

2001-10-22 11:21  Luigi Ballabio

	* [r1521] ql/FiniteDifferences/backwardeuler.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp:
	  
	  Setting the right time in evolvers

2001-10-22 10:58  Ferdinando Ametrano

	* [r1520] ql/FiniteDifferences/tridiagonaloperator.hpp:
	  
	  MS VC++ fix

2001-10-22 10:18  Luigi Ballabio

	* [r1519] Docs/findiff.docs, ql/FiniteDifferences/backwardeuler.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/forwardeuler.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp:
	  
	  Changed setTime machinery for TridiagonalOperator

2001-10-22 08:55  Ferdinando Ametrano

	* [r1518] ql/MonteCarlo/multifactorpricer.hpp,
	  ql/Pricers/averagepriceasian.cpp, ql/Pricers/averagepriceasian.hpp,
	  ql/Pricers/averagestrikeasian.cpp,
	  ql/Pricers/averagestrikeasian.hpp, ql/Pricers/everestoption.cpp,
	  ql/Pricers/everestoption.hpp, ql/Pricers/himalaya.cpp,
	  ql/Pricers/himalaya.hpp, ql/Pricers/mceuropeanpricer.cpp,
	  ql/Pricers/mceuropeanpricer.hpp, ql/Pricers/pagodaoption.cpp,
	  ql/Pricers/pagodaoption.hpp, ql/Pricers/plainbasketoption.cpp,
	  ql/Pricers/plainbasketoption.hpp:
	  
	  moving on Monte Carlo Pricers clean up

2001-10-19 16:39  Ferdinando Ametrano

	* [r1517] QuantLib.dsp:
	  
	  MS VC++ project catching up with removed files

2001-10-19 16:25  Ferdinando Ametrano

	* [r1516] ql/MonteCarlo/montecarlomodel.hpp:
	  
	  warning avoided

2001-10-19 15:54  Ferdinando Ametrano

	* [r1515] TODO.txt, ql/Pricers/geometricasianoption.hpp:
	  
	  GeometricAsianOption: bug fixed

2001-10-19 15:03  Ferdinando Ametrano

	* [r1514] TODO.txt, ql/MonteCarlo/centrallimitgaussian.hpp,
	  ql/MonteCarlo/controlvariatedpathpricer.cpp,
	  ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  ql/MonteCarlo/geometricasianpathpricer.cpp,
	  ql/MonteCarlo/geometricasianpathpricer.hpp,
	  ql/MonteCarlo/getcovariance.cpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/multifactorpricer.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathpricer.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/Pricers/averagepriceasian.hpp, ql/Pricers/averagestrikeasian.hpp,
	  ql/Pricers/everestoption.hpp, ql/Pricers/geometricasianoption.hpp,
	  ql/Pricers/himalaya.hpp, ql/Pricers/pagodaoption.hpp:
	  
	  reviewing files and enforcing style

2001-10-19 13:08  Luigi Ballabio

	* [r1513] TODO.txt, ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/backwardeuler.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/forwardeuler.hpp,
	  ql/FiniteDifferences/identity.hpp,
	  ql/FiniteDifferences/operator.hpp,
	  ql/FiniteDifferences/operatortraits.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp, ql/quantlib.hpp:
	  
	  Started cleanup of finite difference models

2001-10-19 11:53  Ferdinando Ametrano

	* [r1512] ql/MonteCarlo/randomarraygenerator.hpp:
	  
	  antithetic variance reduction technique
	  STEP 7 -- final
	  Now it works for multiasset. The naive multiasset approach was
	  right.

2001-10-19 11:40  Ferdinando Ametrano

	* [r1511] QuantLib.dsp, ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/pathgenerator.hpp,
	  ql/MonteCarlo/randomarraygenerator.hpp,
	  ql/Pricers/everestoption.cpp, ql/Pricers/himalaya.cpp,
	  ql/Pricers/pagodaoption.cpp, ql/Pricers/plainbasketoption.cpp:
	  
	  antithetic variance reduction technique
	  STEP 7 -- final
	  Now it works for multiasset. The naive multiasset approach was
	  right.

2001-10-18 16:50  Luigi Ballabio

	* [r1510] Examples/Swap/swapvaluation.cpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/instrument.hpp:
	  
	  PiecewiseFlatForward now observer of rates passed as MarketElements

2001-10-18 16:25  Ferdinando Ametrano

	* [r1509] ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp,
	  ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/pathgenerator.hpp,
	  ql/MonteCarlo/randomarraygenerator.hpp,
	  ql/MonteCarlo/singleassetpathpricer.hpp,
	  ql/Pricers/everestoption.cpp, ql/Pricers/himalaya.cpp,
	  ql/Pricers/pagodaoption.cpp, ql/Pricers/plainbasketoption.cpp:
	  
	  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 10:47  Luigi Ballabio

	* [r1508] ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp, ql/relinkablehandle.hpp,
	  ql/termstructure.hpp:
	  
	  Last bit of reworking for TermStructure; RelinkableHandle
	  initialized with an optional Handle; made defaults.py a bit more
	  readable

2001-10-18 10:36  Ferdinando Ametrano

	* [r1507] ql/MonteCarlo/multipathgenerator.hpp:
	  
	  antithetic variance reduction technique
	  STEP 5
	  Introducing antithetic approach to multi asset option
	  general cleaning of multiasset MC interface

2001-10-18 10:02  Ferdinando Ametrano

	* [r1506] QuantLib.dsp, QuantLib.mak,
	  ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/geometricasianpathpricer.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/pathgenerator.hpp,
	  ql/Pricers/everestoption.cpp, ql/Pricers/everestoption.hpp,
	  ql/Pricers/himalaya.cpp, ql/Pricers/himalaya.hpp,
	  ql/Pricers/pagodaoption.cpp, ql/Pricers/pagodaoption.hpp,
	  ql/Pricers/plainbasketoption.cpp, ql/Pricers/plainbasketoption.hpp:
	  
	  antithetic variance reduction technique
	  STEP 5
	  Introducing antithetic approach to multi asset option
	  general cleaning of multiasset MC interface

2001-10-17 13:11  Ferdinando Ametrano

	* [r1505] Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/Swap/Swap.mak, QuantLib.mak, TODO.txt:
	  
	  nothing relevant

2001-10-17 13:09  Luigi Ballabio

	* [r1504] ql/MonteCarlo/multipathgenerator.hpp,
	  ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseflatforward.hpp, ql/termstructure.hpp:
	  
	  Fixed TermStructure methods for gcc---will they work on Win?

2001-10-17 11:21  Luigi Ballabio

	* [r1503] ql/Calendars/makefile.mak, ql/CashFlows/makefile.mak,
	  ql/DayCounters/actualactual.cpp, ql/DayCounters/makefile.mak,
	  ql/FiniteDifferences/makefile.mak, ql/Indexes/makefile.mak,
	  ql/Instruments/makefile.mak, ql/Math/makefile.mak,
	  ql/MonteCarlo/makefile.mak, ql/Pricers/makefile.mak,
	  ql/Solvers1D/makefile.mak, ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/makefile.mak,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp, ql/makefile.mak,
	  ql/termstructure.hpp:
	  
	  Unified Date and Time interface in TermStructure

2001-10-17 08:52  Ferdinando Ametrano

	* [r1502] ql/MonteCarlo/multipathgenerator.hpp:
	  
	  warning removal

2001-10-16 16:40  Ferdinando Ametrano

	* [r1501] ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp:
	  
	  antithetic variance reduction technique
	  STEP 4
	  Introducing antithetic approach to multi asset option

2001-10-16 16:39  Ferdinando Ametrano

	* [r1500] ql/MonteCarlo/everestpathpricer.cpp:
	  
	  nothing relevant

2001-10-16 15:29  Ferdinando Ametrano

	* [r1499] TODO.txt:
	  
	  updated

2001-10-16 15:23  Ferdinando Ametrano

	* [r1498] ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/multipath.hpp, ql/MonteCarlo/multipathgenerator.hpp:
	  
	  antithetic variance reduction technique
	  STEP 3
	  MultiPath is now a class

2001-10-16 14:51  Ferdinando Ametrano

	* [r1497] QuantLib.dsp, ql/MonteCarlo/avgpriceasianpathpricer.cpp,
	  ql/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/geometricasianpathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.cpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp:
	  
	  antithetic variance reduction technique
	  STEP 3
	  MultiPath is now a class

2001-10-16 14:39  Ferdinando Ametrano

	* [r1496] ql/MonteCarlo/singleassetpathpricer.cpp,
	  ql/MonteCarlo/singleassetpathpricer.hpp:
	  
	  antithetic variance reduction technique
	  STEP 2

2001-10-16 11:12  Ferdinando Ametrano

	* [r1495] QuantLib.dsp, QuantLib.mak, TODO.txt,
	  ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/avgpriceasianpathpricer.cpp,
	  ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  ql/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/geometricasianpathpricer.cpp,
	  ql/MonteCarlo/geometricasianpathpricer.hpp,
	  ql/MonteCarlo/makefile.mak, ql/MonteCarlo/pagodapathpricer.hpp,
	  ql/Pricers/averagestrikeasian.cpp,
	  ql/Pricers/averagestrikeasian.hpp, ql/quantlib.hpp:
	  
	  antithetic variance reduction technique
	  STEP 2

2001-10-16 11:08  Luigi Ballabio

	* [r1494] Examples/Swap/swapvaluation.cpp, TODO.txt,
	  ql/CashFlows/coupon.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp, ql/Instruments/swap.cpp,
	  ql/Instruments/swap.hpp, ql/TermStructures/ratehelpers.cpp:
	  
	  Added BPS to generic swap legs

2001-10-16 10:05  Ferdinando Ametrano

	* [r1493] Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/Swap/swapvaluation.cpp:
	  
	  #include <ql/quantlib.hpp>
	  instead of
	  #include "ql/quantlib.hpp"

2001-10-16 09:10  Ferdinando Ametrano

	* [r1492] Docs/usage.docs:
	  
	  added info on "Win32 OnTheEdgeRelease" and
	  "Win32 OnTheEdgeDebug" MS VC++ configurations

2001-10-15 15:00  Luigi Ballabio

	* [r1491] Examples/DiscreteHedging/makefile.mak,
	  Examples/EuropeanOption/makefile.mak, Examples/Swap/makefile.mak,
	  Examples/Swap/swapvaluation.cpp:
	  
	  Disabled inlining for Borland C++ (it was leading to strange
	  crashes)

2001-10-15 14:27  Ferdinando Ametrano

	* [r1490] Docs/examples.docs, Docs/usage.docs:
	  
	  additional information on how to create a MS VC++ project
	  based on QuantLib

2001-10-12 17:42  Ferdinando Ametrano

	* [r1489] QuantLib.dsp, QuantLib.mak:
	  
	  introduced antithetic variance reduction technique

2001-10-12 17:17  Ferdinando Ametrano

	* [r1488] ql/MonteCarlo/avgpriceasianpathpricer.cpp,
	  ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  ql/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/geometricasianpathpricer.cpp,
	  ql/MonteCarlo/geometricasianpathpricer.hpp,
	  ql/Pricers/averagepriceasian.cpp, ql/Pricers/averagepriceasian.hpp,
	  ql/Pricers/averagestrikeasian.cpp,
	  ql/Pricers/averagestrikeasian.hpp, ql/Pricers/mceuropeanpricer.cpp,
	  ql/Pricers/mceuropeanpricer.hpp:
	  
	  introduced antithetic variance reduction technique

2001-10-12 14:16  Ferdinando Ametrano

	* [r1487] TODO.txt:
	  
	  updated

2001-10-12 13:29  Ferdinando Ametrano

	* [r1486] Docs/examples.docs, Docs/quantlib.doxy,
	  Examples/EuropeanOption, Examples/EuropeanOption/EuropeanOption.cpp,
	  Examples/EuropeanOption/EuropeanOption.dsp,
	  Examples/EuropeanOption/EuropeanOption.mak,
	  Examples/EuropeanOption/EuropeanOption.old,
	  Examples/EuropeanOption/Makefile.am,
	  Examples/EuropeanOption/ReadMe.txt,
	  Examples/EuropeanOption/makefile.mak, Examples/Examples.dsw,
	  Examples/Makefile.am, Examples/Parities, Examples/configure.in,
	  Examples/makefile.mak, QuantLib.dsw, QuantLib.nsi, TODO.txt,
	  configure.in:
	  
	  Parities renamed to EuropeanOption

2001-10-12 09:42  Ferdinando Ametrano

	* [r1485] QuantLib.nsi:
	  
	  added splash screen

2001-10-12 09:23  Ferdinando Ametrano

	* [r1484] QuantLib.dsp, QuantLib.mak:
	  
	  MSVC++ problem fixed

2001-10-12 09:08  Ferdinando Ametrano

	* [r1483] ql/Pricers/makefile.mak:
	  
	  Borland problem fixed

2001-10-11 15:49  Luigi Ballabio

	* [r1482] Docs/Makefile.am, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/Instruments/Makefile.am, ql/Instruments/makefile.mak,
	  ql/Instruments/plainoption.cpp, ql/Instruments/plainoption.hpp,
	  ql/Pricers/Makefile.am, ql/Pricers/europeanengine.cpp,
	  ql/Pricers/europeanengine.hpp, ql/Pricers/europeanoption.hpp,
	  ql/Pricers/makefile.mak, ql/argsandresults.hpp, ql/option.cpp,
	  ql/option.hpp, ql/quantlib.hpp:
	  
	  First working option engine

2001-10-11 14:19  Ferdinando Ametrano

	* [r1481] QuantLib.nsi:
	  
	  nothing relevant

2001-10-10 09:18  Ferdinando Ametrano

	* [r1479] ql/makefile.mak:
	  
	  fixed Borland problem

2001-10-09 16:25  Luigi Ballabio

	* [r1478] ql/Instruments/simpleswap.cpp, ql/Makefile.am,
	  ql/MonteCarlo/europeanpathpricer.hpp, ql/Pricers/americanoption.hpp,
	  ql/Pricers/averagepriceasian.hpp, ql/Pricers/averagestrikeasian.hpp,
	  ql/Pricers/barrieroption.cpp, ql/Pricers/bermudanoption.cpp,
	  ql/Pricers/bermudanoption.hpp, ql/Pricers/binaryoption.cpp,
	  ql/Pricers/binaryoption.hpp, ql/Pricers/bsmnumericaloption.cpp,
	  ql/Pricers/bsmnumericaloption.hpp, ql/Pricers/cliquetoption.cpp,
	  ql/Pricers/cliquetoption.hpp, ql/Pricers/dividendamericanoption.cpp,
	  ql/Pricers/dividendamericanoption.hpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/dividendeuropeanoption.hpp,
	  ql/Pricers/dividendoption.cpp, ql/Pricers/dividendoption.hpp,
	  ql/Pricers/dividendshoutoption.cpp,
	  ql/Pricers/dividendshoutoption.hpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/europeanoption.hpp,
	  ql/Pricers/finitedifferenceeuropean.cpp,
	  ql/Pricers/finitedifferenceeuropean.hpp,
	  ql/Pricers/geometricasianoption.hpp,
	  ql/Pricers/mceuropeanpricer.hpp, ql/Pricers/multiperiodoption.cpp,
	  ql/Pricers/multiperiodoption.hpp, ql/Pricers/shoutoption.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/Pricers/stepconditionoption.cpp,
	  ql/Pricers/stepconditionoption.hpp, ql/argsandresults.hpp,
	  ql/date.cpp, ql/handle.hpp, ql/makefile.mak, ql/option.cpp,
	  ql/option.hpp, ql/options.hpp, ql/quantlib.hpp:
	  
	  Beginning of new Option framework

2001-10-09 09:17  Sadruddin Rejeb

	* [r1477] ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseflatforward.hpp, ql/termstructure.hpp:
	  
	  Removed duplicate methods...

2001-10-09 08:56  Sadruddin Rejeb

	* [r1476] ql/FiniteDifferences/tridiagonaloperator.hpp:
	  
	  Fixed doxygen warning

2001-10-09 08:51  Sadruddin Rejeb

	* [r1475] ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp, ql/termstructure.hpp:
	  
	  Added some useful methods to term structure classes

2001-10-08 14:43  Sadruddin Rejeb

	* [r1473] ql/FiniteDifferences/tridiagonaloperator.hpp:
	  
	  Samll fix

2001-10-08 14:18  Sadruddin Rejeb

	* [r1472] ql/FiniteDifferences/backwardeuler.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/forwardeuler.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp:
	  
	  Some changes related to the implementation of a time-dependant
	  operator.
	  (refactored the tridiagonaloperator class and its descendants)

2001-10-08 10:46  Luigi Ballabio

	* [r1471] Docs/quantlib.doxy:
	  
	  Upgraded to Doxygen 1.2.11.1

2001-10-08 10:22  Luigi Ballabio

	* [r1470] Docs/Makefile.am:
	  
	  Fixed eps files

2001-10-05 16:16  Ferdinando Ametrano

	* [r1469] ChangeLog.txt:
	  
	  updated

2001-10-05 13:03  Luigi Ballabio

	* [r1468] Docs/Makefile.am:
	  
	  Manually fixed bounding box problem for pdf figures

2001-10-05 11:17  Ferdinando Ametrano

	* [r1467] Docs/quantlib.doxy, QuantLib.nsi, configure.in,
	  ql/qldefines.hpp:
	  
	  version number up to 0.2.1a4

2001-10-05 11:08  Ferdinando Ametrano

	* [r1465] Docs/quantlib.doxy, QuantLib.nsi, configure.in,
	  ql/qldefines.hpp:
	  
	  version number up to 0.2.1a3

2001-10-05 10:28  Luigi Ballabio

	* [r1464] Docs/quantlibheader.tex, ql/calendar.hpp, ql/daycounter.hpp:
	  
	  More documentation glitches

2001-10-05 10:02  Ferdinando Ametrano

	* [r1463] ql/date.cpp:
	  
	  fix for borland compiler

2001-10-05 09:09  Luigi Ballabio

	* [r1462] Docs/examples.docs, Docs/quantlib.doxy, ql/config.ansi.hpp:
	  
	  Documentation glitches

2001-10-04 10:12  Sadruddin Rejeb

	* [r1461] ql/date.hpp:
	  
	  Fixed documentation problem for new operator

2001-10-04 09:34  Sadruddin Rejeb

	* [r1460] ql/date.cpp, ql/date.hpp:
	  
	  Added a printing (<<) operator to Date

2001-10-04 08:26  Luigi Ballabio

	* [r1458] Examples/Swap/swapvaluation.cpp, ql/CashFlows/Makefile.am,
	  ql/CashFlows/accruingcoupon.hpp, ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/CashFlows/coupon.hpp,
	  ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp, ql/TermStructures/ratehelpers.cpp,
	  ql/quantlib.hpp:
	  
	  CashFlow/Coupon reorganization

2001-10-03 16:51  Sadruddin Rejeb

	* [r1457] ql/Instruments/simpleswap.hpp:
	  
	  Added comment about nominal and fixed rate input.

2001-10-03 15:57  Ferdinando Ametrano

	* [r1456] UFILE:
	  
	  developer's data

2001-10-03 13:11  Ferdinando Ametrano

	* [r1455] Docs/quantlib.doxy, QuantLib.nsi, configure.in,
	  ql/qldefines.hpp:
	  
	  version number up to 0.2.1a2

2001-10-03 10:42  Ferdinando Ametrano

	* [r1454] ql/qldefines.hpp:
	  
	  added QL_VERSION and QL_HEX_VERSION

2001-10-03 10:05  Luigi Ballabio

	* [r1453] Docs/Makefile.am, ql/history.hpp:
	  
	  Worked around VC++ problems in History constructor

2001-10-03 10:01  Ferdinando Ametrano

	* [r1452] ql/qldefines.hpp:
	  
	  added QL_VERSION and QL_HEX_VERSION

2001-10-03 09:56  Ferdinando Ametrano

	* [r1451] ql/qldefines.hpp:
	  
	  added QL_VERSION and QL_EXVERSION

2001-10-02 15:47  Ferdinando Ametrano

	* [r1449] ql/Calendars/frankfurt.hpp, ql/Calendars/helsinki.hpp,
	  ql/Calendars/london.hpp, ql/Calendars/milan.hpp,
	  ql/Calendars/newyork.hpp, ql/Calendars/target.hpp,
	  ql/Calendars/wellington.hpp, ql/Calendars/zurich.hpp,
	  ql/DayCounters/actual360.hpp, ql/DayCounters/actual365.hpp,
	  ql/DayCounters/actualactual.hpp, ql/DayCounters/thirty360.hpp,
	  ql/calendar.hpp:
	  
	  modification to have factory works under MS VC++

2001-10-02 15:41  Luigi Ballabio

	* [r1448] ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/geometricasianpathpricer.hpp,
	  ql/MonteCarlo/pagodapathpricer.hpp,
	  ql/Pricers/stepconditionoption.hpp:
	  
	  Small doc fixes

2001-10-02 15:41  Luigi Ballabio

	* [r1447] ql/FiniteDifferences/tridiagonaloperator.cpp:
	  
	  Boundary condition bug fixed

2001-10-02 14:06  Ferdinando Ametrano

	* [r1446] Docs/examples.docs, Docs/quantlib.doxy,
	  Examples/Swap/swapvaluation.cpp:
	  
	  added term_structure+swap example

2001-10-02 10:31  Ferdinando Ametrano

	* [r1445] Examples/Swap/swapvaluation.cpp:
	  
	  second version

2001-10-02 09:53  Luigi Ballabio

	* [r1444] TODO.txt:
	  
	  *** empty log message ***

2001-10-02 09:29  Luigi Ballabio

	* [r1443] ql/CashFlows/floatingratecoupon.hpp:
	  
	  Comments added

2001-10-02 08:41  Luigi Ballabio

	* [r1442] ql/Calendars/frankfurt.hpp, ql/Calendars/helsinki.hpp,
	  ql/Calendars/london.hpp, ql/Calendars/milan.hpp,
	  ql/Calendars/newyork.hpp, ql/Calendars/target.hpp,
	  ql/Calendars/wellington.hpp, ql/Calendars/zurich.hpp,
	  ql/DayCounters/actual360.hpp, ql/DayCounters/actual365.hpp,
	  ql/DayCounters/actualactual.hpp, ql/DayCounters/thirty360.hpp,
	  ql/Patterns/Makefile.am, ql/Patterns/factory.hpp,
	  ql/Patterns/observable.hpp, ql/calendar.hpp, ql/daycounter.hpp,
	  ql/quantlib.hpp:
	  
	  Added factory pattern

2001-10-01 16:27  Sadruddin Rejeb

	* [r1441] configure.in:
	  
	  Added Swap example related lines

2001-10-01 16:08  Ferdinando Ametrano

	* [r1440] QuantLib.dsw, QuantLib.nsi:
	  
	  added term_structure+swap example

2001-10-01 16:06  Ferdinando Ametrano

	* [r1439] ql/TermStructures/piecewiseflatforward.hpp:
	  
	  style enforced

2001-10-01 16:02  Ferdinando Ametrano

	* [r1438] Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/DiscreteHedging.mak, Examples/Examples.dsw,
	  Examples/Makefile.am, Examples/Parities/Parities.dsp,
	  Examples/Parities/Parities.mak, Examples/Swap,
	  Examples/Swap/Makefile.am, Examples/Swap/README.txt,
	  Examples/Swap/Swap.dsp, Examples/Swap/Swap.mak,
	  Examples/Swap/makefile.mak, Examples/Swap/swapvaluation.cpp,
	  Examples/configure.in, Examples/makefile.mak:
	  
	  added term_structure+swap example

2001-09-28 10:31  Ferdinando Ametrano

	* [r1437] ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/Solvers1D/brent.cpp, ql/date.cpp, ql/date.hpp:
	  
	  little tweaks to avoid compiler warning

2001-09-26 12:45  Luigi Ballabio

	* [r1436] ql/errors.hpp:
	  
	  used do-while-false idiom in QL_REQUIRE-like macros

2001-09-25 14:20  Ferdinando Ametrano

	* [r1435] TODO.txt:
	  
	  updated

2001-09-21 13:34  Ferdinando Ametrano

	* [r1431] Docs/README.txt:
	  
	  updated

2001-09-20 10:10  Ferdinando Ametrano

	* [r1427] Readme.txt:
	  
	  typo fixed

2001-09-20 06:41  Marco Marchioro

	* [r1426] ql/Pricers/barrieroption.hpp:
	  
	  no message

2001-09-19 07:38  Marco Marchioro

	* [r1425] QuantLib.dsp, QuantLib.mak:
	  
	  Updated

2001-09-18 13:46  Ferdinando Ametrano

	* [r1424] Docs/Makefile.am, Docs/bootstrap, Docs/configure.in,
	  Docs/core.docs, Docs/coreclasses.docs, Docs/examples.docs,
	  Docs/makefile.mak, Docs/mcarlo.docs, Docs/platforms.docs,
	  Docs/quantlib.css, Docs/quantlibheader.html,
	  Docs/quantlibheader.tex,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/DiscreteHedging/ReadMe.txt, Examples/Parities/Parities.cpp,
	  Makefile.am, News.txt, QuantLib.nsi, Readme.txt,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/Pricers/singleassetoption.cpp:
	  
	  R020-branch-merge1 merged into trunk

2001-09-18 13:16  Luigi Ballabio

	* [r1423] Docs/quantlib.doxy:
	  
	  Advanced version number

2001-09-17 10:28  Ferdinando Ametrano

	* [r1411] TODO.txt:
	  
	  updated

2001-09-14 16:24  Luigi Ballabio

	* [r1409] Docs/groups.docs, TODO.txt, ql/Makefile.am,
	  ql/TermStructures/Makefile.am, ql/TermStructures/makefile.mak,
	  ql/TermStructures/piecewiseconstantforwards.cpp,
	  ql/TermStructures/piecewiseconstantforwards.hpp, ql/depositrate.hpp,
	  ql/quantlib.hpp:
	  
	  Removed deprecated classes

2001-09-14 15:04  Luigi Ballabio

	* [r1408] TODO.txt:
	  
	  Checked off a few items

2001-09-14 15:01  Luigi Ballabio

	* [r1407] ql/DayCounters/Makefile.am, ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/actualactualeuro.cpp,
	  ql/DayCounters/actualactualeuro.hpp,
	  ql/DayCounters/actualactualhistorical.cpp,
	  ql/DayCounters/actualactualhistorical.hpp,
	  ql/DayCounters/makefile.mak, ql/DayCounters/thirty360.cpp,
	  ql/DayCounters/thirty360.hpp, ql/DayCounters/thirty360european.hpp,
	  ql/DayCounters/thirty360italian.cpp,
	  ql/DayCounters/thirty360italian.hpp, ql/quantlib.hpp:
	  
	  Grouped act/act day counters and 30/360 day counters

2001-09-14 11:01  Luigi Ballabio

	* [r1404] ql/Calendars/frankfurt.cpp, ql/Calendars/helsinki.cpp,
	  ql/Calendars/london.cpp, ql/Calendars/milan.cpp,
	  ql/Calendars/newyork.cpp, ql/Calendars/newyork.hpp,
	  ql/Calendars/target.cpp, ql/Calendars/wellington.cpp,
	  ql/Calendars/westerncalendar.cpp, ql/Calendars/westerncalendar.hpp,
	  ql/Calendars/zurich.cpp, ql/date.cpp, ql/date.hpp:
	  
	  Moved a few static members to an anonymous namespace

2001-09-14 08:38  Luigi Ballabio

	* [r1403] ql/Calendars/frankfurt.cpp, ql/Calendars/frankfurt.hpp,
	  ql/Calendars/helsinki.cpp, ql/Calendars/helsinki.hpp,
	  ql/Calendars/london.cpp, ql/Calendars/london.hpp,
	  ql/Calendars/milan.cpp, ql/Calendars/milan.hpp,
	  ql/Calendars/newyork.cpp, ql/Calendars/newyork.hpp,
	  ql/Calendars/target.cpp, ql/Calendars/target.hpp,
	  ql/Calendars/wellington.cpp, ql/Calendars/wellington.hpp,
	  ql/Calendars/westerncalendar.cpp, ql/Calendars/westerncalendar.hpp,
	  ql/Calendars/zurich.cpp, ql/Calendars/zurich.hpp,
	  ql/CashFlows/accruingcoupon.hpp, ql/CashFlows/cashflowvectors.cpp,
	  ql/CashFlows/cashflowvectors.hpp, ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp,
	  ql/CashFlows/simplecashflow.hpp, ql/DayCounters/actual360.hpp,
	  ql/DayCounters/actual365.hpp, ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/actualactualeuro.hpp,
	  ql/DayCounters/actualactualhistorical.hpp,
	  ql/DayCounters/thirty360.cpp, ql/DayCounters/thirty360.hpp,
	  ql/DayCounters/thirty360european.hpp,
	  ql/DayCounters/thirty360italian.cpp,
	  ql/DayCounters/thirty360italian.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/identity.hpp,
	  ql/FiniteDifferences/operator.hpp,
	  ql/FiniteDifferences/operatortraits.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp, ql/Indexes/euribor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/usdlibor.hpp,
	  ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/xibormanager.cpp, ql/Indexes/xibormanager.hpp,
	  ql/Instruments/simpleswap.cpp, ql/Instruments/simpleswap.hpp,
	  ql/Instruments/stock.cpp, ql/Instruments/stock.hpp,
	  ql/Instruments/swap.cpp, ql/Instruments/swap.hpp,
	  ql/Math/cubicspline.hpp, ql/Math/interpolation.hpp,
	  ql/Math/lexicographicalview.hpp, ql/Math/linearinterpolation.hpp,
	  ql/Math/matrix.cpp, ql/Math/matrix.hpp,
	  ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/riskmeasures.hpp,
	  ql/Math/segmentintegral.cpp, ql/Math/segmentintegral.hpp,
	  ql/Math/statistics.cpp, ql/Math/statistics.hpp,
	  ql/Math/symmetriceigenvalues.hpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/symmetricschurdecomposition.hpp,
	  ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  ql/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  ql/MonteCarlo/getcovariance.cpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/knuthrandomgenerator.cpp,
	  ql/MonteCarlo/lecuyerrandomgenerator.cpp,
	  ql/MonteCarlo/multipath.hpp, ql/MonteCarlo/pagodapathpricer.hpp,
	  ql/Patterns/observable.hpp, ql/Pricers/americanoption.hpp,
	  ql/Pricers/averagestrikeasian.hpp, ql/Pricers/barrieroption.cpp,
	  ql/Pricers/barrieroption.hpp, ql/Pricers/bermudanoption.hpp,
	  ql/Pricers/binaryoption.cpp, ql/Pricers/binaryoption.hpp,
	  ql/Pricers/bsmnumericaloption.hpp, ql/Pricers/cliquetoption.cpp,
	  ql/Pricers/cliquetoption.hpp, ql/Pricers/dividendamericanoption.cpp,
	  ql/Pricers/dividendamericanoption.hpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/dividendeuropeanoption.hpp,
	  ql/Pricers/dividendoption.hpp, ql/Pricers/dividendshoutoption.cpp,
	  ql/Pricers/dividendshoutoption.hpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/europeanoption.hpp,
	  ql/Pricers/finitedifferenceeuropean.cpp,
	  ql/Pricers/geometricasianoption.hpp, ql/Pricers/himalaya.hpp,
	  ql/Pricers/multiperiodoption.cpp, ql/Pricers/pagodaoption.hpp,
	  ql/Pricers/plainbasketoption.hpp, ql/Pricers/shoutoption.hpp,
	  ql/Pricers/singleassetoption.hpp, ql/Solvers1D/bisection.cpp,
	  ql/Solvers1D/bisection.hpp, ql/Solvers1D/brent.cpp,
	  ql/Solvers1D/brent.hpp, ql/Solvers1D/falseposition.cpp,
	  ql/Solvers1D/falseposition.hpp, ql/Solvers1D/newton.cpp,
	  ql/Solvers1D/newton.hpp, ql/Solvers1D/newtonsafe.cpp,
	  ql/Solvers1D/newtonsafe.hpp, ql/Solvers1D/ridder.cpp,
	  ql/Solvers1D/ridder.hpp, ql/Solvers1D/secant.cpp,
	  ql/Solvers1D/secant.hpp, ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/piecewiseconstantforwards.cpp,
	  ql/TermStructures/piecewiseconstantforwards.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp,
	  ql/Utilities/combiningiterator.hpp,
	  ql/Utilities/couplingiterator.hpp,
	  ql/Utilities/filteringiterator.hpp,
	  ql/Utilities/iteratorcategories.hpp,
	  ql/Utilities/processingiterator.hpp,
	  ql/Utilities/steppingiterator.hpp, ql/array.hpp, ql/calendar.cpp,
	  ql/calendar.hpp, ql/cashflow.hpp, ql/config.ansi.hpp,
	  ql/config.bcc.hpp, ql/config.decc.hpp, ql/config.msvc.hpp,
	  ql/config.mwcw.hpp, ql/currency.hpp, ql/dataformatters.cpp,
	  ql/dataformatters.hpp, ql/date.cpp, ql/date.hpp, ql/daycounter.hpp,
	  ql/depositrate.hpp, ql/errors.hpp, ql/expressiontemplates.hpp,
	  ql/forwardvolsurface.hpp, ql/handle.hpp, ql/history.hpp,
	  ql/index.hpp, ql/instrument.hpp, ql/marketelement.hpp, ql/null.hpp,
	  ql/options.hpp, ql/qldefines.hpp, ql/relinkablehandle.hpp,
	  ql/riskstatistics.hpp, ql/scheduler.cpp, ql/scheduler.hpp,
	  ql/solver1d.cpp, ql/solver1d.hpp, ql/swaptionvolsurface.hpp,
	  ql/termstructure.hpp, ql/types.hpp:
	  
	  Polished files' headers

2001-09-13 16:15  Sadruddin Rejeb

	* [r1402] Docs/platforms.docs:
	  
	  Updated after new tests.

2001-09-13 15:52  Ferdinando Ametrano

	* [r1401] bootstrap:
	  
	  useless comments removed

2001-09-13 15:34  Ferdinando Ametrano

	* [r1400] TODO.txt:
	  
	  updated

2001-09-13 14:59  Luigi Ballabio

	* [r1398] Docs/quantlib.css:
	  
	  differentiated color

2001-09-13 14:44  Luigi Ballabio

	* [r1397] ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/fdtypedefs.hpp,
	  ql/FiniteDifferences/standardfdmodel.hpp,
	  ql/FiniteDifferences/standardstepcondition.hpp,
	  ql/MonteCarlo/Makefile.am, ql/MonteCarlo/boxmuller.hpp,
	  ql/MonteCarlo/centrallimitgaussian.hpp,
	  ql/MonteCarlo/gaussianmultipathgenerator.hpp,
	  ql/MonteCarlo/gaussianpathgenerator.hpp,
	  ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  ql/MonteCarlo/inversecumulativegaussian.hpp,
	  ql/MonteCarlo/knuthrandomgenerator.hpp,
	  ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  ql/MonteCarlo/mcpricer.hpp, ql/MonteCarlo/mctypedefs.hpp,
	  ql/MonteCarlo/multifactormontecarlooption.hpp,
	  ql/MonteCarlo/multifactorpricer.hpp,
	  ql/MonteCarlo/onefactormontecarlooption.hpp,
	  ql/MonteCarlo/randomarraygenerator.hpp,
	  ql/MonteCarlo/uniformrandomgenerator.hpp,
	  ql/Pricers/americancondition.hpp, ql/Pricers/averagepriceasian.cpp,
	  ql/Pricers/averagestrikeasian.cpp, ql/Pricers/bermudanoption.cpp,
	  ql/Pricers/finitedifferenceeuropean.hpp,
	  ql/Pricers/multiperiodoption.hpp, ql/Pricers/shoutcondition.hpp,
	  ql/Pricers/stepconditionoption.cpp,
	  ql/Pricers/stepconditionoption.hpp, ql/quantlib.hpp:
	  
	  Grouped typedefs

2001-09-13 14:17  Sadruddin Rejeb

	* [r1394] bootstrap:
	  
	  updated auto-tools version

2001-09-13 13:45  Sadruddin Rejeb

	* [r1393] Makefile.am:
	  
	  Added quantlib.m4 to the list of distributed files

2001-09-13 12:16  Luigi Ballabio

	* [r1392] Docs/findiff.docs:
	  
	  Docs updated

2001-09-13 12:14  Luigi Ballabio

	* [r1391] Docs/findiff.docs,
	  ql/FiniteDifferences/boundarycondition.hpp:
	  
	  Docs updated

2001-09-13 11:49  Luigi Ballabio

	* [r1390] Docs/Makefile.am, Docs/authors.docs, Docs/history.docs,
	  Docs/index.docs, Docs/makefile.mak, Docs/overview.docs,
	  Docs/quantlibheader.html, Docs/quantlibheader.tex,
	  Docs/resources.docs, Docs/where.docs, TODO.txt:
	  
	  Docs added

2001-09-13 10:54  Sadruddin Rejeb

	* [r1389] configure.in:
	  
	  Wall is there again, but only if g++ is the selected compiler

2001-09-13 09:07  Sadruddin Rejeb

	* [r1388] configure.in:
	  
	  removed -Wall from CXXFLAGS. Was breaking Solaris build

2001-09-13 08:47  Sadruddin Rejeb

	* [r1387] ql/MonteCarlo/europeanpathpricer.cpp:
	  
	  Fix to remove warning (comparison between signed and unsigned).

2001-09-13 08:32  Luigi Ballabio

	* [r1386] Examples/Parities/Parities.cpp, History.txt, News.txt,
	  TODO.txt, ql/Math/segmentintegral.hpp:
	  
	  Preparing for release

2001-09-12 16:14  Luigi Ballabio

	* [r1385] Docs/Makefile.am, Docs/mcarlo.docs:
	  
	  Fixing doc generation

2001-09-12 15:54  Luigi Ballabio

	* [r1384] Docs/Examples/history_iterators.cpp, Docs/Makefile.am,
	  Docs/examples.docs, Docs/makefile.mak, Docs/mcarlo.docs,
	  Docs/quantlib.doxy, Docs/quantlibheader.tex:
	  
	  Improved documentation

2001-09-12 15:11  Ferdinando Ametrano

	* [r1383] Docs/makefile.mak, TODO.txt:
	  
	  online and offline documentation

2001-09-12 14:43  Ferdinando Ametrano

	* [r1382] Examples/Parities/Parities.cpp,
	  Examples/Parities/Parities.old:
	  
	  while waiting for Maxim to clarify option surplus integral
	  I put the old code in Parities.old
	  
	  Parities.cpp does not include option surplus integral anymore

2001-09-12 14:36  Ferdinando Ametrano

	* [r1381] Examples/Parities/Parities.cpp:
	  
	  80 columns enforced

2001-09-12 14:35  Ferdinando Ametrano

	* [r1380] TODO.txt:
	  
	  updated

2001-09-12 14:35  Ferdinando Ametrano

	* [r1379] Docs/quantlib.css:
	  
	  valid CSS

2001-09-12 11:28  Sadruddin Rejeb

	* [r1377] Makefile.am:
	  
	  Deleted the config/ dist-hook lines. Wasn't necessary

2001-09-12 11:16  Sadruddin Rejeb

	* [r1376] Makefile.am:
	  
	  modified Makefile.am (dist-hook) cos' automake does not package
	  files in config/

2001-09-12 10:54  Luigi Ballabio

	* [r1375] Docs/makefile.mak:
	  
	  Fixing doc generation

2001-09-12 10:48  Luigi Ballabio

	* [r1374] Docs/Makefile.am:
	  
	  Fixing doc generation

2001-09-12 10:02  Luigi Ballabio

	* [r1373] Docs/makefile.mak, makefile.mak:
	  
	  Fixed docs generation

2001-09-12 09:56  Luigi Ballabio

	* [r1370] Docs/Makefile.am, Docs/quantlib.doxy:
	  
	  Fixing doc generation

2001-09-12 09:28  Luigi Ballabio

	* [r1369] Docs/Makefile.am, Docs/images/sflogo.png, Docs/makefile.mak,
	  Docs/quantlib.doxy, Docs/quantlib.linux.doxy,
	  Docs/quantlib.win32.doxy, Docs/quantlibfooteronline.html,
	  Makefile.am, makefile.mak:
	  
	  Online and offline docs can now be generated

2001-09-12 08:49  Luigi Ballabio

	* [r1368] Docs/quantlibfooter.html:
	  
	  *** empty log message ***

2001-09-12 08:48  Luigi Ballabio

	* [r1367] Docs/quantlibfooter.html:
	  
	  *** empty log message ***

2001-09-12 08:44  Sadruddin Rejeb

	* [r1366] ql/MonteCarlo/generalmontecarlo.hpp,
	  ql/MonteCarlo/mcoptionsample.hpp:
	  
	  delete obsolete classes GeneralMonteCarlo and MCOptionSample

2001-09-12 08:34  Sadruddin Rejeb

	* [r1365] ql/MonteCarlo/avgpriceasianpathpricer.cpp,
	  ql/MonteCarlo/controlvariatedpathpricer.cpp,
	  ql/MonteCarlo/geometricasianpathpricer.cpp,
	  ql/MonteCarlo/geometricasianpathpricer.hpp:
	  
	  modified geometricasianpathpricer given the Monte Carlo
	  modifications

2001-09-11 16:27  Ferdinando Ametrano

	* [r1364] Examples/Parities/Parities.cpp:
	  
	  it now includes both crude MC and antithetic variance MC

2001-09-11 16:26  Ferdinando Ametrano

	* [r1363] TODO.txt:
	  
	  updated

2001-09-11 16:18  Ferdinando Ametrano

	* [r1362] Docs/quantlib.css:
	  
	  color changed (Luigi: I don't know if it is what we choosed
	  together)

2001-09-11 15:45  Luigi Ballabio

	* [r1361] ql/Pricers/averagepriceasian.cpp,
	  ql/Pricers/averagepriceasian.hpp, ql/Pricers/averagestrikeasian.cpp,
	  ql/Pricers/bsmnumericaloption.cpp, ql/Pricers/dividendoption.cpp,
	  ql/Pricers/everestoption.cpp, ql/Pricers/everestoption.hpp,
	  ql/Pricers/finitedifferenceeuropean.hpp, ql/Pricers/himalaya.cpp,
	  ql/Pricers/mceuropeanpricer.cpp, ql/Pricers/mceuropeanpricer.hpp,
	  ql/Pricers/multiperiodoption.hpp, ql/Pricers/pagodaoption.cpp,
	  ql/Pricers/plainbasketoption.cpp, ql/Pricers/singleassetoption.cpp:
	  
	  Doc blocks fixed

2001-09-11 15:38  Ferdinando Ametrano

	* [r1360] Makefile.am:
	  
	  added doxygen files

2001-09-11 15:38  Ferdinando Ametrano

	* [r1359] Docs/quantlib.css, Docs/quantlibheader.html:
	  
	  updated

2001-09-11 15:26  Luigi Ballabio

	* [r1358] Docs/Examples/custom_operator.cpp, Docs/Makefile.am,
	  Docs/findiff.docs, ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/Pricers/bsmnumericaloption.cpp:
	  
	  Finite differences docs enhanced

2001-09-11 15:14  Ferdinando Ametrano

	* [r1357] Docs/html:
	  
	  quantlib.css is used instead of default doxygen.css because of
	  browser problems with doxygen.css

2001-09-11 14:47  Sadruddin Rejeb

	* [r1356] Examples/DiscreteHedging/DiscreteHedging.cpp:
	  
	  Monte carlo updates fix

2001-09-11 14:15  Marco Marchioro

	* [r1355] ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/multipathpricer.hpp, ql/MonteCarlo/pathpricer.hpp:
	  
	  Fixing here and there after Monte Carlo changes

2001-09-11 13:35  Ferdinando Ametrano

	* [r1354] Docs/quantlib.css, Docs/quantlib.doxy:
	  
	  quantlib.css is used instead of default doxygen.css because of
	  browser problems with doxygen.css

2001-09-11 13:32  Ferdinando Ametrano

	* [r1353] Docs/html/quantlib.css:
	  
	  removed
	  
	  quantlib.css is used instead of default doxygen.css because of
	  browser problems with doxygen.css

2001-09-11 13:22  Sadruddin Rejeb

	* [r1352] ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/avgpriceasianpathpricer.cpp,
	  ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  ql/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp,
	  ql/MonteCarlo/controlvariatedpathpricer.cpp,
	  ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp,
	  ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/multipathpricer.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/pathgenerator.hpp,
	  ql/MonteCarlo/pathpricer.hpp, ql/Pricers/averagepriceasian.cpp,
	  ql/Pricers/averagestrikeasian.cpp, ql/Pricers/dividendoption.cpp,
	  ql/Pricers/everestoption.cpp,
	  ql/Pricers/finitedifferenceeuropean.hpp, ql/Pricers/himalaya.cpp,
	  ql/Pricers/mceuropeanpricer.cpp, ql/Pricers/multiperiodoption.hpp,
	  ql/Pricers/pagodaoption.cpp, ql/Pricers/plainbasketoption.cpp,
	  ql/Pricers/singleassetoption.cpp:
	  
	  Monte Carlo modifications, cleaning up the merge of MonteCarloModel,
	  and
	  changed styleguide of typenames in pathpricer.

2001-09-11 11:15  Ferdinando Ametrano

	* [r1351] Docs/html, Docs/html/quantlib.css:
	  
	  quantlib.css will be used in addition to doxygen.css

2001-09-11 11:08  Ferdinando Ametrano

	* [r1350] Docs/install.docs, Docs/quantlib.doxy,
	  Docs/quantlibheader.html:
	  
	  quantlib.css will be used for QuantLib html documentation
	  produced by DoxyGen in addition to doxygen.css

2001-09-11 11:00  Sadruddin Rejeb

	* [r1349] ql/MonteCarlo/mcpricer.hpp,
	  ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/multifactorpricer.hpp,
	  ql/Pricers/averagepriceasian.cpp, ql/Pricers/averagepriceasian.hpp,
	  ql/Pricers/averagestrikeasian.cpp, ql/Pricers/everestoption.cpp,
	  ql/Pricers/everestoption.hpp, ql/Pricers/himalaya.cpp,
	  ql/Pricers/mceuropeanpricer.cpp, ql/Pricers/mceuropeanpricer.hpp,
	  ql/Pricers/pagodaoption.cpp, ql/Pricers/plainbasketoption.cpp,
	  ql/quantlib.hpp:
	  
	  Merged GeneralMonteCarlo and SampleOption into MonteCarloModel

2001-09-11 10:17  Sadruddin Rejeb

	* [r1347] configure.in:
	  
	  Removed duplicate output file lines. (Why did they exist in the 1st
	  place?)

2001-09-11 09:16  Ferdinando Ametrano

	* [r1346] QuantLib.nsi, TODO.txt:
	  
	  updated

2001-09-10 12:17  Luigi Ballabio

	* [r1345] Docs/quantlib.css, Docs/quantlibfooter.html,
	  Docs/quantlibheader.html:
	  
	  HTML Layout revamped

2001-09-10 10:24  Luigi Ballabio

	* [r1344] Docs/quantlib.doxy, Docs/quantlibfooter.html,
	  Docs/quantlibheader.html, Docs/where.docs,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/Parities/Parities.cpp, ql/DayCounters/actualactualeuro.cpp,
	  ql/DayCounters/actualactualhistorical.cpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp, ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/antitheticpathgenerator.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/gaussianmultipathgenerator.hpp,
	  ql/MonteCarlo/gaussianpathgenerator.hpp,
	  ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  ql/MonteCarlo/mcoptionsample.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathgenerator.hpp, ql/MonteCarlo/pathpricer.hpp,
	  ql/MonteCarlo/randomarraygenerator.hpp,
	  ql/Pricers/averagepriceasian.cpp, ql/Pricers/averagestrikeasian.cpp,
	  ql/Pricers/mceuropeanpricer.cpp, ql/quantlib.hpp:
	  
	  Path revamped

2001-09-07 10:08  Sadruddin Rejeb

	* [r1343] Examples/DiscreteHedging/Makefile.am,
	  Examples/Parities/Makefile.am, configure.in:
	  
	  Modified version to 0.2.0 and examples can now build independantly

2001-09-07 09:14  Sadruddin Rejeb

	* [r1342] Examples/acinclude.m4, Examples/configure.in, configure.in:
	  
	  Enable examples to build autonomously

2001-09-07 08:48  Sadruddin Rejeb

	* [r1341] Examples/config, Examples/config/readme.txt:
	  
	  Dummy file ensuring that config/ is checked out

2001-09-07 08:45  Sadruddin Rejeb

	* [r1340] quantlib-config.in:
	  
	  Small fix (CFLAGS cleanup)

2001-09-07 08:43  Sadruddin Rejeb

	* [r1339] Makefile.am:
	  
	  Added lines related to the quantlib.m4 file

2001-09-07 08:42  Sadruddin Rejeb

	* [r1338] config, config/readme.txt:
	  
	  Dummy file ensuring that config/ is checked out

2001-09-07 08:35  Sadruddin Rejeb

	* [r1337] quantlib.m4:
	  
	  aclocal m4 file for QuantLib

2001-09-06 10:27  Sadruddin Rejeb

	* [r1336] Makefile.am, quantlib-config.in:
	  
	  Added quantlib-config script

2001-09-05 14:52  Luigi Ballabio

	* [r1335] ql/MonteCarlo/randomarraygenerator.hpp:
	  
	  readdition

2001-09-05 14:51  Luigi Ballabio

	* [r1334] ql/MonteCarlo/randomarraygenerator.hpp:
	  
	  dummy removal

2001-09-05 11:28  Ferdinando Ametrano

	* [r1332] QuantLib.nsi, Readme.txt:
	  
	  small tweaks

2001-09-05 10:40  Sadruddin Rejeb

	* [r1331] configure.in:
	  
	  Added a line to produce intermediate scripts in config/

2001-09-05 10:11  Sadruddin Rejeb

	* [r1330] Makefile.am:
	  
	  Removed documentation-related steps

2001-09-05 09:49  Sadruddin Rejeb

	* [r1329] configure.in:
	  
	  Removed documentation-related configuration steps (e.g. doxygen)

2001-09-05 09:48  Sadruddin Rejeb

	* [r1328] Docs/configure.in:
	  
	  Separated documentation from main configure process

2001-09-05 08:57  Marco Marchioro

	* [r1327] ql/FiniteDifferences/tridiagonaloperator.hpp:
	  
	  Added setTime method for tridiagonal operator

2001-09-04 15:15  Luigi Ballabio

	* [r1326] Docs/Examples/custom_operator.cpp, Docs/Makefile.am,
	  Docs/core.docs, Docs/findiff.docs, Docs/index.docs,
	  Docs/makefile.mak, Docs/mcarlo.docs, Docs/quantlibheader.html,
	  Docs/quantlibheader.tex, ql/FiniteDifferences/backwardeuler.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/forwardeuler.hpp,
	  ql/MonteCarlo/generalmontecarlo.hpp:
	  
	  Finite difference docs updated

2001-09-04 14:31  Ferdinando Ametrano

	* [r1325] Examples/DiscreteHedging/DiscreteHedging.dep,
	  Examples/DiscreteHedging/DiscreteHedging.mak,
	  Examples/DiscreteHedging/Makefile.am, Examples/Parities/Makefile.am,
	  Examples/Parities/Parities.dep, Examples/Parities/Parities.mak,
	  Makefile.am, QuantLib.dep, QuantLib.mak, QuantLib.nsi:
	  
	  dep files are evil

2001-09-04 13:35  Ferdinando Ametrano

	* [r1324] News.txt:
	  
	  first draft of the 0.2 News

2001-09-04 13:21  Ferdinando Ametrano

	* [r1323] Examples/DiscreteHedging/DiscreteHedging.mak:
	  
	  it was missing

2001-09-04 12:57  Enrico Sirola

	* [r1322] ChangeLog.txt:
	  
	  file updated

2001-09-04 12:56  Sadruddin Rejeb

	* [r1321] Makefile.am:
	  
	  small fix (updateproject.sh => bootstrap)

2001-09-04 12:54  Enrico Sirola

	* [r1320] Examples/Parities/Makefile.am, ql/Calendars/Makefile.am,
	  ql/CashFlows/Makefile.am, ql/DayCounters/Makefile.am,
	  ql/FiniteDifferences/Makefile.am, ql/Indexes/Makefile.am,
	  ql/Instruments/Makefile.am, ql/Makefile.am, ql/Math/Makefile.am,
	  ql/MonteCarlo/Makefile.am, ql/Patterns/Makefile.am,
	  ql/Pricers/Makefile.am, ql/Solvers1D/Makefile.am,
	  ql/TermStructures/Makefile.am, ql/Utilities/Makefile.am:
	  
	  installation path for header files fixed

2001-09-04 10:48  Ferdinando Ametrano

	* [r1319] TODO.txt:
	  
	  updated

2001-09-04 10:48  Ferdinando Ametrano

	* [r1318] Docs/quantlibfooter.html, History.txt, News.txt, TODO.txt:
	  
	  updated

2001-09-04 10:30  Ferdinando Ametrano

	* [r1317] Docs/where.docs, QuantLib.nsi, Readme.txt, TODO.txt:
	  
	  improved documentation

2001-09-04 09:30  Ferdinando Ametrano

	* [r1316] ql/Calendars/Makefile.am, ql/CashFlows/Makefile.am,
	  ql/DayCounters/Makefile.am, ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/backwardeuler.hpp, ql/Indexes/Makefile.am,
	  ql/Instruments/Makefile.am, ql/Makefile.am, ql/Math/Makefile.am,
	  ql/MonteCarlo/Makefile.am, ql/Patterns/Makefile.am,
	  ql/Pricers/Makefile.am, ql/Solvers1D/Makefile.am,
	  ql/TermStructures/Makefile.am, ql/Utilities/Makefile.am:
	  
	  removed (hopefully) useless includedir=

2001-09-04 08:47  Sadruddin Rejeb

	* [r1315] Examples/DiscreteHedging/Makefile.am, Examples/Makefile.am,
	  Examples/Parities/Makefile.am, ql/Calendars/Makefile.am,
	  ql/CashFlows/Makefile.am, ql/DayCounters/Makefile.am,
	  ql/FiniteDifferences/Makefile.am, ql/Indexes/Makefile.am,
	  ql/Instruments/Makefile.am, ql/Makefile.am, ql/Math/Makefile.am,
	  ql/MonteCarlo/Makefile.am, ql/Patterns/Makefile.am,
	  ql/Pricers/Makefile.am, ql/Solvers1D/Makefile.am,
	  ql/TermStructures/Makefile.am, ql/Utilities/Makefile.am:
	  
	  Small fix enabling QuantLib to build from a build/ directory

2001-09-04 07:47  Ferdinando Ametrano

	* [r1314] QuantLib.nsi:
	  
	  2 bugs fixed

2001-09-03 18:17  Ferdinando Ametrano

	* [r1313] TODO.txt:
	  
	  updated

2001-09-03 18:08  Ferdinando Ametrano

	* [r1312] Contributors.txt:
	  
	  added Sad

2001-09-03 17:44  Ferdinando Ametrano

	* [r1311] ql/DayCounters/actualactual.hpp:
	  
	  removed todo item (it has been done)

2001-09-03 17:36  Ferdinando Ametrano

	* [r1310] Docs/index.docs, Docs/install.docs, Docs/platforms.docs,
	  Docs/usage.docs:
	  
	  updated

2001-09-03 16:34  Sadruddin Rejeb

	* [r1309] ql/Pricers/dividendoption.cpp:
	  
	  gcc-3.0.1 fix (Array::iterator --> std-vector::iterator)

2001-09-03 16:33  Sadruddin Rejeb

	* [r1308] ql/errors.hpp:
	  
	  gcc-3.0.1 fix (added destructor)

2001-09-03 15:32  Luigi Ballabio

	* [r1307] Examples/DiscreteHedging/Makefile.am,
	  Examples/Parities/Makefile.am:
	  
	  *** empty log message ***

2001-09-03 15:29  Ferdinando Ametrano

	* [r1306] Examples/DiscreteHedging/DiscreteHedging.dep,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/Parities/Parities.dep, Examples/Parities/Parities.dsp,
	  Examples/Parities/Parities.mak, QuantLib.dep, QuantLib.dsp,
	  QuantLib.mak:
	  
	  MS VC now uses the build dir

2001-09-03 15:17  Ferdinando Ametrano

	* [r1305] Examples/DiscreteHedging/Makefile.am,
	  Examples/Parities/Makefile.am, QuantLib.nsi:
	  
	  source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 15:04  Ferdinando Ametrano

	* [r1304] Examples/Makefile.am, Makefile.am, configure.in:
	  
	  source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 14:46  Ferdinando Ametrano

	* [r1303] Examples/DiscreteHedging,
	  Examples/DiscreteHedging/DiscreteHedging.cpp,
	  Examples/DiscreteHedging/DiscreteHedging.dep,
	  Examples/DiscreteHedging/DiscreteHedging.dsp,
	  Examples/DiscreteHedging/Makefile.am,
	  Examples/DiscreteHedging/ReadMe.txt,
	  Examples/DiscreteHedging/makefile.mak, Examples/Examples.dsw,
	  Examples/HedgingError, Examples/Makefile.am, Examples/makefile.mak,
	  QuantLib.dsw:
	  
	  HedgingError renamed as DiscreteHedging

2001-09-03 14:33  Ferdinando Ametrano

	* [r1302] QuantLib.nsi:
	  
	  source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 14:23  Ferdinando Ametrano

	* [r1300] Include/Makefile.am, Include/ql, Sources:
	  
	  source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 14:08  Ferdinando Ametrano

	* [r1299] Docs/makefile.mak, Docs/quantlib.doxy,
	  Examples/HedgingError/HedgingError.dsp,
	  Examples/HedgingError/HedgingError.mak,
	  Examples/HedgingError/Makefile.am,
	  Examples/HedgingError/makefile.mak, Examples/Parities/Makefile.am,
	  Examples/Parities/Parities.dsp, Examples/Parities/Parities.mak,
	  Examples/Parities/makefile.mak, Examples/makefile.mak,
	  Include/ql/Instruments, Include/ql/Math, Include/ql/MonteCarlo,
	  Include/ql/Patterns, Include/ql/Pricers, Include/ql/Solvers1D,
	  Include/ql/TermStructures, Include/ql/Utilities, Makefile.am,
	  QuantLib.dsp, QuantLib.mak, makefile.mak, ql, ql/Calendars,
	  ql/Calendars/Makefile.am, ql/Calendars/frankfurt.cpp,
	  ql/Calendars/frankfurt.hpp, ql/Calendars/helsinki.cpp,
	  ql/Calendars/helsinki.hpp, ql/Calendars/london.cpp,
	  ql/Calendars/london.hpp, ql/Calendars/makefile.mak,
	  ql/Calendars/milan.cpp, ql/Calendars/milan.hpp,
	  ql/Calendars/newyork.cpp, ql/Calendars/newyork.hpp,
	  ql/Calendars/target.cpp, ql/Calendars/target.hpp,
	  ql/Calendars/wellington.cpp, ql/Calendars/wellington.hpp,
	  ql/Calendars/westerncalendar.cpp, ql/Calendars/westerncalendar.hpp,
	  ql/Calendars/zurich.cpp, ql/Calendars/zurich.hpp, ql/CashFlows,
	  ql/CashFlows/Makefile.am, ql/CashFlows/accruingcoupon.hpp,
	  ql/CashFlows/cashflowvectors.cpp, ql/CashFlows/cashflowvectors.hpp,
	  ql/CashFlows/fixedratecoupon.hpp,
	  ql/CashFlows/floatingratecoupon.cpp,
	  ql/CashFlows/floatingratecoupon.hpp, ql/CashFlows/makefile.mak,
	  ql/CashFlows/simplecashflow.hpp, ql/DayCounters,
	  ql/DayCounters/Makefile.am, ql/DayCounters/actual360.hpp,
	  ql/DayCounters/actual365.hpp, ql/DayCounters/actualactual.cpp,
	  ql/DayCounters/actualactual.hpp,
	  ql/DayCounters/actualactualeuro.cpp,
	  ql/DayCounters/actualactualeuro.hpp,
	  ql/DayCounters/actualactualhistorical.cpp,
	  ql/DayCounters/actualactualhistorical.hpp,
	  ql/DayCounters/makefile.mak, ql/DayCounters/thirty360.cpp,
	  ql/DayCounters/thirty360.hpp, ql/DayCounters/thirty360european.hpp,
	  ql/DayCounters/thirty360italian.cpp,
	  ql/DayCounters/thirty360italian.hpp, ql/FiniteDifferences,
	  ql/FiniteDifferences/Makefile.am,
	  ql/FiniteDifferences/backwardeuler.hpp,
	  ql/FiniteDifferences/boundarycondition.hpp,
	  ql/FiniteDifferences/bsmoperator.cpp,
	  ql/FiniteDifferences/bsmoperator.hpp,
	  ql/FiniteDifferences/cranknicolson.hpp,
	  ql/FiniteDifferences/dminus.hpp, ql/FiniteDifferences/dplus.hpp,
	  ql/FiniteDifferences/dplusdminus.hpp,
	  ql/FiniteDifferences/dzero.hpp,
	  ql/FiniteDifferences/finitedifferencemodel.hpp,
	  ql/FiniteDifferences/forwardeuler.hpp,
	  ql/FiniteDifferences/identity.hpp,
	  ql/FiniteDifferences/makefile.mak,
	  ql/FiniteDifferences/operator.hpp,
	  ql/FiniteDifferences/operatortraits.hpp,
	  ql/FiniteDifferences/standardfdmodel.hpp,
	  ql/FiniteDifferences/standardstepcondition.hpp,
	  ql/FiniteDifferences/stepcondition.hpp,
	  ql/FiniteDifferences/tridiagonaloperator.cpp,
	  ql/FiniteDifferences/tridiagonaloperator.hpp,
	  ql/FiniteDifferences/valueatcenter.cpp,
	  ql/FiniteDifferences/valueatcenter.hpp, ql/Indexes,
	  ql/Indexes/Makefile.am, ql/Indexes/euribor.hpp,
	  ql/Indexes/gbplibor.hpp, ql/Indexes/makefile.mak,
	  ql/Indexes/usdlibor.hpp, ql/Indexes/xibor.cpp, ql/Indexes/xibor.hpp,
	  ql/Indexes/xibormanager.cpp, ql/Indexes/xibormanager.hpp,
	  ql/Instruments, ql/Instruments/Makefile.am,
	  ql/Instruments/makefile.mak, ql/Instruments/simpleswap.cpp,
	  ql/Instruments/simpleswap.hpp, ql/Instruments/stock.cpp,
	  ql/Instruments/stock.hpp, ql/Instruments/swap.cpp,
	  ql/Instruments/swap.hpp, ql/Makefile.am, ql/Math,
	  ql/Math/Makefile.am, ql/Math/cubicspline.hpp,
	  ql/Math/interpolation.hpp, ql/Math/lexicographicalview.hpp,
	  ql/Math/linearinterpolation.hpp, ql/Math/makefile.mak,
	  ql/Math/matrix.cpp, ql/Math/matrix.hpp,
	  ql/Math/multivariateaccumulator.cpp,
	  ql/Math/multivariateaccumulator.hpp, ql/Math/normaldistribution.cpp,
	  ql/Math/normaldistribution.hpp, ql/Math/riskmeasures.hpp,
	  ql/Math/segmentintegral.cpp, ql/Math/segmentintegral.hpp,
	  ql/Math/statistics.cpp, ql/Math/statistics.hpp,
	  ql/Math/symmetriceigenvalues.hpp,
	  ql/Math/symmetricschurdecomposition.cpp,
	  ql/Math/symmetricschurdecomposition.hpp, ql/MonteCarlo,
	  ql/MonteCarlo/Makefile.am,
	  ql/MonteCarlo/antitheticpathgenerator.hpp,
	  ql/MonteCarlo/avgpriceasianpathpricer.cpp,
	  ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  ql/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  ql/MonteCarlo/basketpathpricer.cpp,
	  ql/MonteCarlo/basketpathpricer.hpp, ql/MonteCarlo/boxmuller.hpp,
	  ql/MonteCarlo/centrallimitgaussian.hpp,
	  ql/MonteCarlo/controlvariatedpathpricer.cpp,
	  ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  ql/MonteCarlo/europeanpathpricer.cpp,
	  ql/MonteCarlo/europeanpathpricer.hpp,
	  ql/MonteCarlo/everestpathpricer.cpp,
	  ql/MonteCarlo/everestpathpricer.hpp,
	  ql/MonteCarlo/gaussianmultipathgenerator.hpp,
	  ql/MonteCarlo/gaussianpathgenerator.hpp,
	  ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  ql/MonteCarlo/generalmontecarlo.hpp,
	  ql/MonteCarlo/geometricasianpathpricer.cpp,
	  ql/MonteCarlo/geometricasianpathpricer.hpp,
	  ql/MonteCarlo/getcovariance.cpp, ql/MonteCarlo/getcovariance.hpp,
	  ql/MonteCarlo/himalayapathpricer.cpp,
	  ql/MonteCarlo/himalayapathpricer.hpp,
	  ql/MonteCarlo/inversecumulativegaussian.hpp,
	  ql/MonteCarlo/knuthrandomgenerator.cpp,
	  ql/MonteCarlo/knuthrandomgenerator.hpp,
	  ql/MonteCarlo/lecuyerrandomgenerator.cpp,
	  ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  ql/MonteCarlo/makefile.mak, ql/MonteCarlo/mcoptionsample.hpp,
	  ql/MonteCarlo/mcpricer.hpp, ql/MonteCarlo/montecarlomodel.hpp,
	  ql/MonteCarlo/multifactormontecarlooption.hpp,
	  ql/MonteCarlo/multifactorpricer.hpp, ql/MonteCarlo/multipath.hpp,
	  ql/MonteCarlo/multipathgenerator.hpp,
	  ql/MonteCarlo/multipathpricer.hpp,
	  ql/MonteCarlo/onefactormontecarlooption.hpp,
	  ql/MonteCarlo/pagodapathpricer.cpp,
	  ql/MonteCarlo/pagodapathpricer.hpp, ql/MonteCarlo/path.hpp,
	  ql/MonteCarlo/pathpricer.hpp,
	  ql/MonteCarlo/randomarraygenerator.hpp,
	  ql/MonteCarlo/uniformrandomgenerator.hpp, ql/Patterns,
	  ql/Patterns/Makefile.am, ql/Patterns/observable.hpp, ql/Pricers,
	  ql/Pricers/Makefile.am, ql/Pricers/americancondition.hpp,
	  ql/Pricers/americanoption.hpp, ql/Pricers/averagepriceasian.cpp,
	  ql/Pricers/averagepriceasian.hpp, ql/Pricers/averagestrikeasian.cpp,
	  ql/Pricers/averagestrikeasian.hpp, ql/Pricers/barrieroption.cpp,
	  ql/Pricers/barrieroption.hpp, ql/Pricers/bermudanoption.cpp,
	  ql/Pricers/bermudanoption.hpp, ql/Pricers/binaryoption.cpp,
	  ql/Pricers/binaryoption.hpp, ql/Pricers/bsmnumericaloption.cpp,
	  ql/Pricers/bsmnumericaloption.hpp, ql/Pricers/cliquetoption.cpp,
	  ql/Pricers/cliquetoption.hpp, ql/Pricers/dividendamericanoption.cpp,
	  ql/Pricers/dividendamericanoption.hpp,
	  ql/Pricers/dividendeuropeanoption.cpp,
	  ql/Pricers/dividendeuropeanoption.hpp,
	  ql/Pricers/dividendoption.cpp, ql/Pricers/dividendoption.hpp,
	  ql/Pricers/dividendshoutoption.cpp,
	  ql/Pricers/dividendshoutoption.hpp, ql/Pricers/europeanoption.cpp,
	  ql/Pricers/europeanoption.hpp, ql/Pricers/everestoption.cpp,
	  ql/Pricers/everestoption.hpp,
	  ql/Pricers/finitedifferenceeuropean.cpp,
	  ql/Pricers/finitedifferenceeuropean.hpp,
	  ql/Pricers/geometricasianoption.hpp, ql/Pricers/himalaya.cpp,
	  ql/Pricers/himalaya.hpp, ql/Pricers/makefile.mak,
	  ql/Pricers/mceuropeanpricer.cpp, ql/Pricers/mceuropeanpricer.hpp,
	  ql/Pricers/multiperiodoption.cpp, ql/Pricers/multiperiodoption.hpp,
	  ql/Pricers/pagodaoption.cpp, ql/Pricers/pagodaoption.hpp,
	  ql/Pricers/plainbasketoption.cpp, ql/Pricers/plainbasketoption.hpp,
	  ql/Pricers/shoutcondition.hpp, ql/Pricers/shoutoption.hpp,
	  ql/Pricers/singleassetoption.cpp, ql/Pricers/singleassetoption.hpp,
	  ql/Pricers/stepconditionoption.cpp,
	  ql/Pricers/stepconditionoption.hpp, ql/Solvers1D,
	  ql/Solvers1D/Makefile.am, ql/Solvers1D/bisection.cpp,
	  ql/Solvers1D/bisection.hpp, ql/Solvers1D/brent.cpp,
	  ql/Solvers1D/brent.hpp, ql/Solvers1D/falseposition.cpp,
	  ql/Solvers1D/falseposition.hpp, ql/Solvers1D/makefile.mak,
	  ql/Solvers1D/newton.cpp, ql/Solvers1D/newton.hpp,
	  ql/Solvers1D/newtonsafe.cpp, ql/Solvers1D/newtonsafe.hpp,
	  ql/Solvers1D/ridder.cpp, ql/Solvers1D/ridder.hpp,
	  ql/Solvers1D/secant.cpp, ql/Solvers1D/secant.hpp, ql/TermStructures,
	  ql/TermStructures/Makefile.am, ql/TermStructures/flatforward.hpp,
	  ql/TermStructures/makefile.mak,
	  ql/TermStructures/piecewiseconstantforwards.cpp,
	  ql/TermStructures/piecewiseconstantforwards.hpp,
	  ql/TermStructures/piecewiseflatforward.cpp,
	  ql/TermStructures/piecewiseflatforward.hpp,
	  ql/TermStructures/ratehelpers.cpp,
	  ql/TermStructures/ratehelpers.hpp, ql/Utilities,
	  ql/Utilities/Makefile.am, ql/Utilities/combiningiterator.hpp,
	  ql/Utilities/couplingiterator.hpp,
	  ql/Utilities/filteringiterator.hpp,
	  ql/Utilities/iteratorcategories.hpp,
	  ql/Utilities/processingiterator.hpp,
	  ql/Utilities/steppingiterator.hpp, ql/array.hpp, ql/calendar.cpp,
	  ql/calendar.hpp, ql/cashflow.hpp, ql/config.ansi.hpp,
	  ql/config.bcc.hpp, ql/config.decc.hpp, ql/config.msvc.hpp,
	  ql/config.mwcw.hpp, ql/currency.hpp, ql/dataformatters.cpp,
	  ql/dataformatters.hpp, ql/date.cpp, ql/date.hpp, ql/daycounter.hpp,
	  ql/depositrate.hpp, ql/errors.hpp, ql/expressiontemplates.hpp,
	  ql/forwardvolsurface.hpp, ql/handle.hpp, ql/history.hpp,
	  ql/index.hpp, ql/instrument.hpp, ql/makefile.mak,
	  ql/marketelement.hpp, ql/null.hpp, ql/options.hpp, ql/qldefines.hpp,
	  ql/quantlib.hpp, ql/relinkablehandle.hpp, ql/riskstatistics.hpp,
	  ql/scheduler.cpp, ql/scheduler.hpp, ql/solver1d.cpp,
	  ql/solver1d.hpp, ql/swaptionvolsurface.hpp, ql/termstructure.hpp,
	  ql/types.hpp:
	  
	  source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 13:32  Luigi Ballabio

	* [r1298] Docs/Makefile.am, Docs/makefile.mak,
	  Docs/quantlibheader.tex, Include/ql/types.hpp, TODO.txt:
	  
	  *** empty log message ***

2001-09-03 11:32  Ferdinando Ametrano

	* [r1297] Include/ql/DayCounters/actual365.hpp,
	  Sources/DayCounters/thirty360.cpp:
	  
	  comments removed

2001-09-03 10:50  Enrico Sirola

	* [r1296] Makefile.am, bootstrap, updateproject.sh:
	  
	  bootstrap script name changed from updateproject.sh to bootstrap

2001-09-03 10:34  Sadruddin Rejeb

	* [r1295] TODO.txt:
	  
	  gcc-3.0 -> gcc-3.0.1

2001-09-03 08:32  Ferdinando Ametrano

	* [r1294] Examples/HedgingError/HedgingError.dep,
	  Examples/HedgingError/HedgingError.mak,
	  Examples/Parities/Parities.dep, Examples/Parities/Parities.mak:
	  
	  removed wrong dependency

2001-09-03 08:05  Ferdinando Ametrano

	* [r1293] Docs/images/QL-largish.bmp:
	  
	  added for Win32 installer splash screen

2001-09-03 08:01  Ferdinando Ametrano

	* [r1292] QuantLib.nsi:
	  
	  new version

2001-09-03 08:01  Ferdinando Ametrano

	* [r1291] TODO.txt:
	  
	  updated

2001-09-03 08:00  Ferdinando Ametrano

	* [r1290] updateproject.sh:
	  
	  comments added

2001-09-03 07:59  Ferdinando Ametrano

	* [r1289] News.txt, configure.in:
	  
	  version update to 0.2

2001-09-03 07:55  Ferdinando Ametrano

	* [r1288] Include/ql/Math/normaldistribution.hpp,
	  Include/ql/MonteCarlo/boxmuller.hpp,
	  Sources/Math/normaldistribution.cpp:
	  
	  comments removed

2001-09-03 07:54  Ferdinando Ametrano

	* [r1287] Docs/quantlib.doxy, Docs/usage.docs:
	  
	  improved

2001-09-03 07:53  Ferdinando Ametrano

	* [r1286] Docs/Examples/custom_operator.cpp,
	  Docs/Examples/history_iterators.cpp:
	  
	  copyright notice removed

2001-08-31 15:23  Matteo Gallivanoni

	* [r1285] Include/ql/Calendars/frankfurt.hpp,
	  Include/ql/Calendars/helsinki.hpp, Include/ql/Calendars/london.hpp,
	  Include/ql/Calendars/milan.hpp, Include/ql/Calendars/newyork.hpp,
	  Include/ql/Calendars/target.hpp,
	  Include/ql/Calendars/wellington.hpp,
	  Include/ql/Calendars/westerncalendar.hpp,
	  Include/ql/Calendars/zurich.hpp,
	  Include/ql/CashFlows/accruingcoupon.hpp,
	  Include/ql/CashFlows/cashflowvectors.hpp,
	  Include/ql/CashFlows/fixedratecoupon.hpp,
	  Include/ql/CashFlows/floatingratecoupon.hpp,
	  Include/ql/CashFlows/simplecashflow.hpp,
	  Include/ql/DayCounters/actual360.hpp,
	  Include/ql/DayCounters/actual365.hpp,
	  Include/ql/DayCounters/actualactual.hpp,
	  Include/ql/DayCounters/thirty360.hpp,
	  Include/ql/DayCounters/thirty360european.hpp,
	  Include/ql/DayCounters/thirty360italian.hpp,
	  Include/ql/FiniteDifferences/backwardeuler.hpp,
	  Include/ql/FiniteDifferences/boundarycondition.hpp,
	  Include/ql/FiniteDifferences/bsmoperator.hpp,
	  Include/ql/FiniteDifferences/cranknicolson.hpp,
	  Include/ql/FiniteDifferences/dminus.hpp,
	  Include/ql/FiniteDifferences/dplus.hpp,
	  Include/ql/FiniteDifferences/dplusdminus.hpp,
	  Include/ql/FiniteDifferences/dzero.hpp,
	  Include/ql/FiniteDifferences/finitedifferencemodel.hpp,
	  Include/ql/FiniteDifferences/forwardeuler.hpp,
	  Include/ql/FiniteDifferences/identity.hpp,
	  Include/ql/FiniteDifferences/operator.hpp,
	  Include/ql/FiniteDifferences/operatortraits.hpp,
	  Include/ql/FiniteDifferences/standardfdmodel.hpp,
	  Include/ql/FiniteDifferences/standardstepcondition.hpp,
	  Include/ql/FiniteDifferences/stepcondition.hpp,
	  Include/ql/FiniteDifferences/tridiagonaloperator.hpp,
	  Include/ql/FiniteDifferences/valueatcenter.hpp,
	  Include/ql/Indexes/euribor.hpp, Include/ql/Indexes/gbplibor.hpp,
	  Include/ql/Indexes/usdlibor.hpp, Include/ql/Indexes/xibor.hpp,
	  Include/ql/Indexes/xibormanager.hpp,
	  Include/ql/Instruments/simpleswap.hpp,
	  Include/ql/Instruments/stock.hpp, Include/ql/Instruments/swap.hpp,
	  Include/ql/Math/cubicspline.hpp, Include/ql/Math/interpolation.hpp,
	  Include/ql/Math/lexicographicalview.hpp,
	  Include/ql/Math/linearinterpolation.hpp, Include/ql/Math/matrix.hpp,
	  Include/ql/Math/multivariateaccumulator.hpp,
	  Include/ql/Math/normaldistribution.hpp,
	  Include/ql/Math/riskmeasures.hpp,
	  Include/ql/Math/segmentintegral.hpp, Include/ql/Math/statistics.hpp,
	  Include/ql/Math/symmetriceigenvalues.hpp,
	  Include/ql/Math/symmetricschurdecomposition.hpp,
	  Include/ql/MonteCarlo/antitheticpathgenerator.hpp,
	  Include/ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/ql/MonteCarlo/basketpathpricer.hpp,
	  Include/ql/MonteCarlo/boxmuller.hpp,
	  Include/ql/MonteCarlo/centrallimitgaussian.hpp,
	  Include/ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/ql/MonteCarlo/europeanpathpricer.hpp,
	  Include/ql/MonteCarlo/everestpathpricer.hpp,
	  Include/ql/MonteCarlo/gaussianmultipathgenerator.hpp,
	  Include/ql/MonteCarlo/gaussianpathgenerator.hpp,
	  Include/ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/ql/MonteCarlo/getcovariance.hpp,
	  Include/ql/MonteCarlo/himalayapathpricer.hpp,
	  Include/ql/MonteCarlo/inversecumulativegaussian.hpp,
	  Include/ql/MonteCarlo/knuthrandomgenerator.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/montecarlomodel.hpp,
	  Include/ql/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/multifactorpricer.hpp,
	  Include/ql/MonteCarlo/multipath.hpp,
	  Include/ql/MonteCarlo/multipathgenerator.hpp,
	  Include/ql/MonteCarlo/multipathpricer.hpp,
	  Include/ql/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/pagodapathpricer.hpp,
	  Include/ql/MonteCarlo/path.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/Patterns/observable.hpp,
	  Include/ql/Pricers/americancondition.hpp,
	  Include/ql/Pricers/americanoption.hpp,
	  Include/ql/Pricers/averagepriceasian.hpp,
	  Include/ql/Pricers/averagestrikeasian.hpp,
	  Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Pricers/binaryoption.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/cliquetoption.hpp,
	  Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/Pricers/dividendoption.hpp,
	  Include/ql/Pricers/dividendshoutoption.hpp,
	  Include/ql/Pricers/europeanoption.hpp,
	  Include/ql/Pricers/everestoption.hpp,
	  Include/ql/Pricers/finitedifferenceeuropean.hpp,
	  Include/ql/Pricers/geometricasianoption.hpp,
	  Include/ql/Pricers/himalaya.hpp,
	  Include/ql/Pricers/mceuropeanpricer.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp,
	  Include/ql/Pricers/pagodaoption.hpp,
	  Include/ql/Pricers/plainbasketoption.hpp,
	  Include/ql/Pricers/shoutcondition.hpp,
	  Include/ql/Pricers/shoutoption.hpp,
	  Include/ql/Pricers/stepconditionoption.hpp,
	  Include/ql/Solvers1D/bisection.hpp, Include/ql/Solvers1D/brent.hpp,
	  Include/ql/Solvers1D/falseposition.hpp,
	  Include/ql/Solvers1D/newton.hpp,
	  Include/ql/Solvers1D/newtonsafe.hpp,
	  Include/ql/Solvers1D/ridder.hpp, Include/ql/Solvers1D/secant.hpp,
	  Include/ql/TermStructures/flatforward.hpp,
	  Include/ql/TermStructures/piecewiseflatforward.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp,
	  Include/ql/Utilities/combiningiterator.hpp,
	  Include/ql/Utilities/couplingiterator.hpp,
	  Include/ql/Utilities/filteringiterator.hpp,
	  Include/ql/Utilities/iteratorcategories.hpp,
	  Include/ql/Utilities/processingiterator.hpp,
	  Include/ql/Utilities/steppingiterator.hpp, Include/ql/array.hpp,
	  Include/ql/calendar.hpp, Include/ql/cashflow.hpp,
	  Include/ql/currency.hpp, Include/ql/dataformatters.hpp,
	  Include/ql/date.hpp, Include/ql/daycounter.hpp,
	  Include/ql/depositrate.hpp, Include/ql/errors.hpp,
	  Include/ql/expressiontemplates.hpp,
	  Include/ql/forwardvolsurface.hpp, Include/ql/handle.hpp,
	  Include/ql/history.hpp, Include/ql/index.hpp,
	  Include/ql/instrument.hpp, Include/ql/marketelement.hpp,
	  Include/ql/null.hpp, Include/ql/options.hpp,
	  Include/ql/qldefines.hpp, Include/ql/relinkablehandle.hpp,
	  Include/ql/riskstatistics.hpp, Include/ql/scheduler.hpp,
	  Include/ql/solver1d.hpp, Include/ql/swaptionvolsurface.hpp,
	  Include/ql/termstructure.hpp, Include/ql/types.hpp,
	  Sources/Calendars/frankfurt.cpp, Sources/Calendars/helsinki.cpp,
	  Sources/Calendars/london.cpp, Sources/Calendars/milan.cpp,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/target.cpp,
	  Sources/Calendars/wellington.cpp,
	  Sources/Calendars/westerncalendar.cpp, Sources/Calendars/zurich.cpp,
	  Sources/CashFlows/cashflowvectors.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/FiniteDifferences/valueatcenter.cpp,
	  Sources/Indexes/xibor.cpp, Sources/Indexes/xibormanager.cpp,
	  Sources/Instruments/simpleswap.cpp, Sources/Instruments/stock.cpp,
	  Sources/Instruments/swap.cpp, Sources/Math/matrix.cpp,
	  Sources/Math/multivariateaccumulator.cpp,
	  Sources/Math/normaldistribution.cpp,
	  Sources/Math/segmentintegral.cpp, Sources/Math/statistics.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/everestpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/getcovariance.cpp,
	  Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/MonteCarlo/knuthrandomgenerator.cpp,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/binaryoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/cliquetoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/dividendshoutoption.cpp,
	  Sources/Pricers/europeanoption.cpp,
	  Sources/Pricers/everestoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/himalaya.cpp, Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp,
	  Sources/Pricers/singleassetoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/TermStructures/piecewiseflatforward.cpp,
	  Sources/TermStructures/ratehelpers.cpp, Sources/calendar.cpp,
	  Sources/dataformatters.cpp, Sources/date.cpp, Sources/scheduler.cpp,
	  Sources/solver1d.cpp:
	  
	  refining fullpath entries for doxygen documentation

2001-08-31 15:20  Ferdinando Ametrano

	* [r1284] QuantLib.nsi:
	  
	  added dep files to the installer

2001-08-31 14:47  Ferdinando Ametrano

	* [r1283] QuantLib.nsi:
	  
	  full install is now the first option

2001-08-31 13:17  Ferdinando Ametrano

	* [r1282] Examples/HedgingError/HedgingError.dep,
	  Examples/HedgingError/HedgingError.mak,
	  Examples/Parities/Parities.dep, Examples/Parities/Parities.mak,
	  QuantLib.dep, QuantLib.mak:
	  
	  updated

2001-08-30 17:52  Enrico Sirola

	* [r1280] Examples/Parities/Parities.cpp, configure.in:
	  
	  test on time.h added

2001-08-30 17:33  Ferdinando Ametrano

	* [r1279] configure.in:
	  
	  clock substitued by time

2001-08-30 17:24  Ferdinando Ametrano

	* [r1278] Include/ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Sources/MonteCarlo/knuthrandomgenerator.cpp:
	  
	  clock substitued by time

2001-08-30 17:04  Ferdinando Ametrano

	* [r1277] Include/ql/qldefines.hpp:
	  
	  clock substitued by time

2001-08-30 17:03  Ferdinando Ametrano

	* [r1276] Include/ql/config.ansi.hpp, Include/ql/config.bcc.hpp,
	  Include/ql/config.decc.hpp, Include/ql/config.msvc.hpp,
	  Include/ql/config.mwcw.hpp, Include/ql/qldefines.hpp, acconfig.h:
	  
	  clock substitued by time

2001-08-30 16:57  Ferdinando Ametrano

	* [r1275] Examples/Parities/Parities.cpp, Include/ql/config.ansi.hpp,
	  Include/ql/config.decc.hpp, Include/ql/config.mwcw.hpp:
	  
	  clock substitued by time

2001-08-30 16:51  Ferdinando Ametrano

	* [r1274] Examples/Parities/Parities.cpp,
	  Include/ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/ql/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/ql/config.bcc.hpp, Include/ql/config.msvc.hpp,
	  Sources/MonteCarlo/knuthrandomgenerator.cpp,
	  Sources/MonteCarlo/lecuyerrandomgenerator.cpp:
	  
	  clock substitued by time

2001-08-30 14:56  Ferdinando Ametrano

	* [r1273] Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/actualactualeuro.cpp:
	  
	  little changes

2001-08-30 13:27  Ferdinando Ametrano

	* [r1272] Include/ql/DayCounters/actualactual.hpp,
	  Sources/DayCounters/actualactual.cpp:
	  
	  daycounters works with Python test suite
	  step 2: no reference dates were they are not needed

2001-08-30 12:32  Ferdinando Ametrano

	* [r1271] Include/ql/DayCounters/actualactualeuro.hpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/actualactualeuro.cpp,
	  Sources/DayCounters/actualactualhistorical.cpp:
	  
	  daycounters works with Python test suite
	  step 1

2001-08-30 10:38  Ferdinando Ametrano

	* [r1270] Examples/HedgingError/HedgingError.dep,
	  Examples/HedgingError/HedgingError.mak,
	  Examples/Parities/Parities.dep, QuantLib.dep, QuantLib.dsp,
	  QuantLib.mak:
	  
	  little changes

2001-08-29 19:08  Ferdinando Ametrano

	* [r1269] QuantLib.dsp, QuantLib.mak:
	  
	  added 2 more ActualActual day count convention
	  not finished yet

2001-08-29 18:12  Ferdinando Ametrano

	* [r1268] Include/ql/DayCounters/Makefile.am,
	  Include/ql/DayCounters/actualactualeuro.hpp,
	  Include/ql/DayCounters/actualactualhistorical.hpp,
	  Include/ql/quantlib.hpp, Sources/DayCounters/Makefile.am,
	  Sources/DayCounters/actualactualeuro.cpp,
	  Sources/DayCounters/actualactualhistorical.cpp,
	  Sources/DayCounters/makefile.mak:
	  
	  added 2 more ActualActual day count convention
	  not finished yet

2001-08-29 15:18  Ferdinando Ametrano

	* [r1267] Include/ql/DayCounters/actual360.hpp,
	  Include/ql/DayCounters/actual365.hpp,
	  Include/ql/DayCounters/actualactual.hpp,
	  Include/ql/DayCounters/thirty360.hpp,
	  Include/ql/DayCounters/thirty360european.hpp,
	  Include/ql/DayCounters/thirty360italian.hpp,
	  Include/ql/quantlib.hpp, Sources/DayCounters/actualactual.cpp:
	  
	  _DEBUG instead of QL_DEBUG to select which lib is to link under MS
	  VC++

2001-08-29 13:08  Ferdinando Ametrano

	* [r1266] Examples/HedgingError/makefile.mak,
	  Examples/Parities/makefile.mak:
	  
	  little tweaks to avoid gcc warnings

2001-08-29 11:53  Ferdinando Ametrano

	* [r1265] Examples/HedgingError/HedgingError.dsp,
	  Examples/HedgingError/HedgingError.mak,
	  Examples/Parities/Parities.dsp, Examples/Parities/Parities.mak:
	  
	  changed OnTheEdge output dirs

2001-08-29 09:21  Ferdinando Ametrano

	* [r1264] Examples/HedgingError/HedgingError.cpp:
	  
	  little tweaks to avoid gcc warnings

2001-08-29 09:17  Ferdinando Ametrano

	* [r1263] Examples/HedgingError/Makefile.am, Examples/Makefile.am,
	  Examples/Parities/Makefile.am, Makefile.am:
	  
	  updated EXTRA_DIST files

2001-08-29 09:16  Ferdinando Ametrano

	* [r1262] QuantLib.dsp, QuantLib.mak:
	  
	  changed OnTheEdge output dirs

2001-08-29 09:15  Ferdinando Ametrano

	* [r1261] Examples/HedgingError/HedgingError.dep,
	  Examples/Parities/Parities.dep, QuantLib.dep, QuantLib.nsi:
	  
	  added dep files to avoid annoying warning

2001-08-28 17:23  Ferdinando Ametrano

	* [r1260] Include/ql/FiniteDifferences/cranknicolson.hpp,
	  Include/ql/FiniteDifferences/tridiagonaloperator.hpp, QuantLib.dsp,
	  QuantLib.mak, Sources/FiniteDifferences/tridiagonaloperator.cpp:
	  
	  unsigned int instead of int

2001-08-28 15:22  Enrico Sirola

	* [r1259] Makefile.am:
	  
	  *** empty log message ***

2001-08-28 14:47  Ferdinando Ametrano

	* [r1258] Examples/Parities/Parities.cpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/finitedifferenceeuropean.hpp,
	  Include/ql/Pricers/singleassetoption.hpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/singleassetoption.cpp:
	  
	  unsigned int instead of int

2001-08-28 14:46  Enrico Sirola

	* [r1257] Examples/HedgingError/HedgingError.cpp,
	  Examples/HedgingError/Makefile.am, Examples/Makefile.am,
	  Examples/Parities/Makefile.am, Examples/Parities/Parities.cpp,
	  Include/ql/quantlib.hpp, Makefile.am, configure.in:
	  
	  .am files for examples added, minor changes to permit compilation on
	  unixes

2001-08-28 14:23  Mario Aleppo

	* [r1256] Include/ql/MonteCarlo/gaussianrandomgenerator.hpp:
	  
	  removed redundant inclusion

2001-08-28 13:37  Ferdinando Ametrano

	* [r1255] Include/ql/FiniteDifferences/bsmoperator.hpp,
	  Include/ql/FiniteDifferences/dminus.hpp,
	  Include/ql/FiniteDifferences/dplus.hpp,
	  Include/ql/FiniteDifferences/dplusdminus.hpp,
	  Include/ql/FiniteDifferences/dzero.hpp,
	  Include/ql/FiniteDifferences/finitedifferencemodel.hpp,
	  Include/ql/FiniteDifferences/tridiagonaloperator.hpp,
	  Include/ql/Math/multivariateaccumulator.hpp,
	  Include/ql/Pricers/americancondition.hpp,
	  Include/ql/Pricers/shoutcondition.hpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/FiniteDifferences/valueatcenter.cpp,
	  Sources/Math/multivariateaccumulator.cpp,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/MonteCarlo/getcovariance.cpp,
	  Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/everestoption.cpp, Sources/Pricers/himalaya.cpp:
	  
	  unsigned int instead of int

2001-08-28 13:02  Enrico Sirola

	* [r1254] install-sh:
	  
	  *** empty log message ***

2001-08-28 13:02  Enrico Sirola

	* [r1253] configure, install-sh:
	  
	  *** empty log message ***

2001-08-28 12:42  Enrico Sirola

	* [r1252] configure:
	  
	  this file has been added in order to compile easily using cygwin
	  tools

2001-08-28 12:34  Ferdinando Ametrano

	* [r1251] TODO.txt:
	  
	  updated

2001-08-28 12:34  Ferdinando Ametrano

	* [r1250] Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Utilities/combiningiterator.hpp,
	  Include/ql/Utilities/couplingiterator.hpp,
	  Include/ql/Utilities/filteringiterator.hpp,
	  Include/ql/Utilities/processingiterator.hpp,
	  Include/ql/Utilities/steppingiterator.hpp:
	  
	  nothing relevant (spaces added)

2001-08-28 12:31  Ferdinando Ametrano

	* [r1249] Include/ql/Math/matrix.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Sources/Math/matrix.cpp:
	  
	  unsigned int instead of int

2001-08-28 12:17  Ferdinando Ametrano

	* [r1248] Include/ql/date.hpp, Include/ql/history.hpp,
	  Sources/Pricers/bermudanoption.cpp, Sources/date.cpp:
	  
	  nothing relevant (spaces added)

2001-08-28 12:16  Ferdinando Ametrano

	* [r1247] Include/ql/array.hpp:
	  
	  unsigned int size() instead of int size()

2001-08-28 10:22  Ferdinando Ametrano

	* [r1246] Include/ql/array.hpp:
	  
	  added trailing underscore to private members

2001-08-28 10:15  Ferdinando Ametrano

	* [r1245] Examples/Parities/Parities.cpp:
	  
	  comments removed

2001-08-27 15:27  Ferdinando Ametrano

	* [r1241] Makefile.am:
	  
	  typo fixed

2001-08-27 15:27  Ferdinando Ametrano

	* [r1240] Makefile.am:
	  
	  typo fixed

2001-08-27 13:16  Ferdinando Ametrano

	* [r1239] QuantLib.nsi:
	  
	  typos fixed

2001-08-27 12:43  Ferdinando Ametrano

	* [r1238] QuantLib.nsi:
	  
	  2 Win32 binaries installer: full and light

2001-08-27 11:56  Ferdinando Ametrano

	* [r1237] Docs/Makefile.am:
	  
	  improved installer

2001-08-27 11:23  Ferdinando Ametrano

	* [r1236] Docs/QuantLib-docs.nsi, QuantLib.nsi, TODO.txt:
	  
	  improved installer

2001-08-23 15:13  Ferdinando Ametrano

	* [r1235] Docs/QuantLib-docs.nsi, QuantLib.nsi:
	  
	  improving ....

2001-08-23 14:58  Luigi Ballabio

	* [r1234] Docs/makefile.mak:
	  
	  Doc fixes

2001-08-23 14:39  Ferdinando Ametrano

	* [r1233] Docs/QuantLib-docs.nsi,
	  Examples/HedgingError/HedgingError.cpp,
	  Examples/Parities/Parities.cpp, QuantLib.dsp, QuantLib.mak,
	  QuantLib.nsi, Readme.txt:
	  
	  miscellanea

2001-08-23 13:28  Ferdinando Ametrano

	* [r1232] QuantLib.dsw:
	  
	  Example dsp added

2001-08-23 13:07  Ferdinando Ametrano

	* [r1231] Makefile.am:
	  
	  bug fixed

2001-08-23 13:04  Ferdinando Ametrano

	* [r1230] Makefile.am:
	  
	  typo fixed

2001-08-23 13:04  Ferdinando Ametrano

	* [r1229] Docs/QuantLib-docs.nsi:
	  
	  added link to index.html

2001-08-23 12:59  Ferdinando Ametrano

	* [r1228] Docs/QuantLib-docs.nsi, Examples/HedgingError/Makefile.am,
	  Examples/Makefile.am, Examples/Parities/Makefile.am, Makefile.am:
	  
	  makedist now distributes examples

2001-08-23 12:42  Ferdinando Ametrano

	* [r1227] Examples/HedgingError/Makefile.am, Examples/Makefile.am,
	  Examples/Parities/Makefile.am:
	  
	  makedist now distributes examples

2001-08-23 11:24  Ferdinando Ametrano

	* [r1226] Examples/HedgingError/HedgingError.cpp,
	  Examples/HedgingError/makefile.mak, Examples/Parities/Parities.cpp,
	  Examples/Parities/makefile.mak, Examples/makefile.mak, QuantLib.nsi:
	  
	  try/catch in examples

2001-08-23 11:22  Ferdinando Ametrano

	* [r1225] Docs/Makefile.am, Docs/QuantLib-docs.nsi:
	  
	  Win32 documentation installer

2001-08-23 10:16  Ferdinando Ametrano

	* [r1224] Examples/Examples.dsw,
	  Examples/HedgingError/HedgingError.dsp,
	  Examples/HedgingError/HedgingError.mak,
	  Examples/Parities/Parities.dsp, Examples/Parities/Parities.mak,
	  QuantLib.nsi:
	  
	  Examples have been added to Win32 binary installer

2001-08-23 09:49  Ferdinando Ametrano

	* [r1222] Examples/HedgingError/HedgingError.dsw,
	  Examples/Parities/Parities.dsw:
	  
	  removed useless dsw

2001-08-23 09:42  Ferdinando Ametrano

	* [r1221] Examples/Parities/makefile.mak:
	  
	  improved Borland examples makefiles

2001-08-23 09:41  Ferdinando Ametrano

	* [r1220] Examples/HedgingError/makefile.mak,
	  Examples/Parities/makefile.mak, makefile.mak:
	  
	  improved Borland examples makefiles

2001-08-23 09:40  Ferdinando Ametrano

	* [r1219] Docs/platforms.docs:
	  
	  added 2 platforms

2001-08-23 08:42  Luigi Ballabio

	* [r1218] Docs/Makefile.am, Docs/quantlibheader.tex, Makefile.am,
	  configure.in:
	  
	  A few fixes for making docs on Linux

2001-08-22 18:17  Ferdinando Ametrano

	* [r1217] TODO.txt:
	  
	  update

2001-08-22 18:16  Ferdinando Ametrano

	* [r1216] TODO.txt:
	  
	  update

2001-08-22 17:57  Ferdinando Ametrano

	* [r1215] Examples/HedgingError/HedgingError.cpp,
	  Examples/HedgingError/HedgingError.mak,
	  Examples/HedgingError/makefile.mak, Examples/Parities/Parities.cpp,
	  Examples/Parities/Parities.mak, Examples/Parities/makefile.mak,
	  Examples/makefile.mak, QuantLib.mak, makefile.mak:
	  
	  Examples compiles under borland
	  added borland makefile

2001-08-22 17:54  Luigi Ballabio

	* [r1214] Docs/Makefile.am, Docs/index.docs, Docs/install.docs,
	  Docs/license.docs, Docs/main.docs, Docs/makefile.mak,
	  Docs/platforms.docs, Docs/quantlib.doxy, Docs/quantlibheader.html,
	  Docs/quantlibheader.tex, Docs/usage.docs, Docs/where.docs,
	  Include/ql/Pricers/stepconditionoption.hpp, TODO.txt:
	  
	  Documentation revamped

2001-08-22 15:49  Ferdinando Ametrano

	* [r1213] Include/ql/MonteCarlo/Makefile.am:
	  
	  missing file added

2001-08-22 15:28  Ferdinando Ametrano

	* [r1212] Examples/Parities/Parities.cpp,
	  Include/ql/MonteCarlo/antitheticgaussianpathgenerator.hpp,
	  Include/ql/MonteCarlo/antitheticpathgenerator.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/quantlib.hpp, QuantLib.dsp, QuantLib.mak:
	  
	  added AntitheticPathGenerator

2001-08-22 13:58  Ferdinando Ametrano

	* [r1211] Include/ql/array.hpp:
	  
	  typo fixed

2001-08-22 11:18  Ferdinando Ametrano

	* [r1210] Include/ql/MonteCarlo/antitheticgaussianpathgenerator.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/multipathgenerator.hpp,
	  Include/ql/MonteCarlo/multipathpricer.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp:
	  
	  removed unused default constructor
	  added a few typedef for argument type and value type

2001-08-22 11:02  Ferdinando Ametrano

	* [r1209] Include/ql/MonteCarlo/randomarraygenerator.hpp:
	  
	  removed unused default constructor

2001-08-22 11:00  Ferdinando Ametrano

	* [r1208] Include/ql/quantlib.hpp:
	  
	  removed useless gaussianarraygenerator.hpp
	  It was a clone of gaussianpathgenerator.hpp

2001-08-22 10:59  Ferdinando Ametrano

	* [r1207] Include/ql/Makefile.am, Include/ql/MonteCarlo/Makefile.am,
	  Include/ql/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/ql/MonteCarlo/gaussianmultipathgenerator.hpp,
	  Include/ql/quantlib.hpp:
	  
	  removed useless gaussianarraygenerator.hpp
	  It was a clone of gaussianpathgenerator.hpp

2001-08-21 17:34  Ferdinando Ametrano

	* [r1206] Examples/HedgingError/HedgingError.dsp,
	  Examples/HedgingError/HedgingError.mak,
	  Examples/Parities/Parities.dsp, Examples/Parities/Parities.mak:
	  
	  profiling disabled

2001-08-21 16:42  Ferdinando Ametrano

	* [r1205] Include/ql/Pricers/barrieroption.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/europeanoption.hpp,
	  Include/ql/Pricers/geometricasianoption.hpp,
	  Include/ql/Pricers/singleassetoption.hpp,
	  Sources/Pricers/europeanoption.cpp:
	  
	  european option optimization

2001-08-21 14:21  Ferdinando Ametrano

	* [r1203] Examples/HedgingError/HedgingError.cpp,
	  Examples/HedgingError/HedgingError.dsp,
	  Examples/HedgingError/HedgingError.mak,
	  Examples/Parities/Parities.dsp, Examples/Parities/Parities.mak,
	  Include/ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/ql/MonteCarlo/europeanpathpricer.hpp,
	  Include/ql/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp, TODO.txt:
	  
	  removed default constructors and useless isInitialized_ private
	  member
	  
	  [also enabled MS Visual C++ profiling]

2001-08-21 10:47  Ferdinando Ametrano

	* [r1200] Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/Pricers/dividendoption.hpp:
	  
	  "dividendRho not implemented yet" moved up in the class hierarchy

2001-08-20 14:55  Ferdinando Ametrano

	* [r1199] Sources/Pricers/singleassetoption.cpp:
	  
	  typo fixed

2001-08-20 14:49  Matteo Gallivanoni

	* [r1198] Sources/Pricers/singleassetoption.cpp:
	  
	  enhanced error messages

2001-08-20 08:27  Marco Marchioro

	* [r1196] Examples/HedgingError/HedgingError.cpp,
	  Examples/Parities/Parities.cpp:
	  
	  Disabled quite-silly warning

2001-08-13 15:20  Ferdinando Ametrano

	* [r1195] Include/ql/Pricers/bsmoption.hpp,
	  Sources/Pricers/bsmoption.cpp:
	  
	  useless files

2001-08-13 15:06  Ferdinando Ametrano

	* [r1194] Examples/HedgingError/HedgingError.cpp,
	  Include/ql/Pricers/binaryoption.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/Pricers/dividendshoutoption.hpp,
	  Include/ql/Pricers/europeanoption.hpp,
	  Include/ql/Pricers/singleassetoption.hpp,
	  Sources/Pricers/binaryoption.cpp,
	  Sources/Pricers/europeanoption.cpp,
	  Sources/Pricers/singleassetoption.cpp, TODO.txt:
	  
	  added dividendRho method

2001-08-09 14:59  Matteo Gallivanoni

	* [r1193] Include/ql/Calendars/frankfurt.hpp,
	  Include/ql/Calendars/helsinki.hpp, Include/ql/Calendars/london.hpp,
	  Include/ql/Calendars/milan.hpp, Include/ql/Calendars/newyork.hpp,
	  Include/ql/Calendars/target.hpp,
	  Include/ql/Calendars/wellington.hpp,
	  Include/ql/Calendars/westerncalendar.hpp,
	  Include/ql/Calendars/zurich.hpp,
	  Include/ql/CashFlows/accruingcoupon.hpp,
	  Include/ql/CashFlows/cashflowvectors.hpp,
	  Include/ql/CashFlows/fixedratecoupon.hpp,
	  Include/ql/CashFlows/floatingratecoupon.hpp,
	  Include/ql/CashFlows/simplecashflow.hpp,
	  Include/ql/DayCounters/actual360.hpp,
	  Include/ql/DayCounters/actual365.hpp,
	  Include/ql/DayCounters/actualactual.hpp,
	  Include/ql/DayCounters/thirty360.hpp,
	  Include/ql/DayCounters/thirty360european.hpp,
	  Include/ql/DayCounters/thirty360italian.hpp,
	  Include/ql/FiniteDifferences/backwardeuler.hpp,
	  Include/ql/FiniteDifferences/boundarycondition.hpp,
	  Include/ql/FiniteDifferences/bsmoperator.hpp,
	  Include/ql/FiniteDifferences/cranknicolson.hpp,
	  Include/ql/FiniteDifferences/dminus.hpp,
	  Include/ql/FiniteDifferences/dplus.hpp,
	  Include/ql/FiniteDifferences/dplusdminus.hpp,
	  Include/ql/FiniteDifferences/dzero.hpp,
	  Include/ql/FiniteDifferences/finitedifferencemodel.hpp,
	  Include/ql/FiniteDifferences/forwardeuler.hpp,
	  Include/ql/FiniteDifferences/identity.hpp,
	  Include/ql/FiniteDifferences/operator.hpp,
	  Include/ql/FiniteDifferences/operatortraits.hpp,
	  Include/ql/FiniteDifferences/standardfdmodel.hpp,
	  Include/ql/FiniteDifferences/standardstepcondition.hpp,
	  Include/ql/FiniteDifferences/stepcondition.hpp,
	  Include/ql/FiniteDifferences/tridiagonaloperator.hpp,
	  Include/ql/FiniteDifferences/valueatcenter.hpp,
	  Include/ql/Indexes/euribor.hpp, Include/ql/Indexes/gbplibor.hpp,
	  Include/ql/Indexes/usdlibor.hpp, Include/ql/Indexes/xibor.hpp,
	  Include/ql/Indexes/xibormanager.hpp,
	  Include/ql/Instruments/simpleswap.hpp,
	  Include/ql/Instruments/stock.hpp, Include/ql/Instruments/swap.hpp,
	  Include/ql/Math/cubicspline.hpp, Include/ql/Math/interpolation.hpp,
	  Include/ql/Math/lexicographicalview.hpp,
	  Include/ql/Math/linearinterpolation.hpp, Include/ql/Math/matrix.hpp,
	  Include/ql/Math/multivariateaccumulator.hpp,
	  Include/ql/Math/normaldistribution.hpp,
	  Include/ql/Math/riskmeasures.hpp,
	  Include/ql/Math/segmentintegral.hpp, Include/ql/Math/statistics.hpp,
	  Include/ql/Math/symmetriceigenvalues.hpp,
	  Include/ql/Math/symmetricschurdecomposition.hpp,
	  Include/ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/ql/MonteCarlo/basketpathpricer.hpp,
	  Include/ql/MonteCarlo/boxmuller.hpp,
	  Include/ql/MonteCarlo/centrallimitgaussian.hpp,
	  Include/ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/ql/MonteCarlo/europeanpathpricer.hpp,
	  Include/ql/MonteCarlo/everestpathpricer.hpp,
	  Include/ql/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/ql/MonteCarlo/gaussianmultipathgenerator.hpp,
	  Include/ql/MonteCarlo/gaussianpathgenerator.hpp,
	  Include/ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/ql/MonteCarlo/getcovariance.hpp,
	  Include/ql/MonteCarlo/himalayapathpricer.hpp,
	  Include/ql/MonteCarlo/inversecumulativegaussian.hpp,
	  Include/ql/MonteCarlo/knuthrandomgenerator.hpp,
	  Include/ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/montecarlomodel.hpp,
	  Include/ql/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/multifactorpricer.hpp,
	  Include/ql/MonteCarlo/multipath.hpp,
	  Include/ql/MonteCarlo/multipathgenerator.hpp,
	  Include/ql/MonteCarlo/multipathpricer.hpp,
	  Include/ql/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/pagodapathpricer.hpp,
	  Include/ql/MonteCarlo/path.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/ql/Patterns/observable.hpp,
	  Include/ql/Pricers/americancondition.hpp,
	  Include/ql/Pricers/americanoption.hpp,
	  Include/ql/Pricers/averagepriceasian.hpp,
	  Include/ql/Pricers/averagestrikeasian.hpp,
	  Include/ql/Pricers/barrieroption.hpp,
	  Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Pricers/binaryoption.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/bsmoption.hpp,
	  Include/ql/Pricers/cliquetoption.hpp,
	  Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/Pricers/dividendoption.hpp,
	  Include/ql/Pricers/dividendshoutoption.hpp,
	  Include/ql/Pricers/europeanoption.hpp,
	  Include/ql/Pricers/everestoption.hpp,
	  Include/ql/Pricers/finitedifferenceeuropean.hpp,
	  Include/ql/Pricers/geometricasianoption.hpp,
	  Include/ql/Pricers/himalaya.hpp,
	  Include/ql/Pricers/mceuropeanpricer.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp,
	  Include/ql/Pricers/pagodaoption.hpp,
	  Include/ql/Pricers/plainbasketoption.hpp,
	  Include/ql/Pricers/shoutcondition.hpp,
	  Include/ql/Pricers/shoutoption.hpp,
	  Include/ql/Pricers/singleassetoption.hpp,
	  Include/ql/Pricers/stepconditionoption.hpp,
	  Include/ql/Solvers1D/bisection.hpp, Include/ql/Solvers1D/brent.hpp,
	  Include/ql/Solvers1D/falseposition.hpp,
	  Include/ql/Solvers1D/newton.hpp,
	  Include/ql/Solvers1D/newtonsafe.hpp,
	  Include/ql/Solvers1D/ridder.hpp, Include/ql/Solvers1D/secant.hpp,
	  Include/ql/TermStructures/flatforward.hpp,
	  Include/ql/TermStructures/piecewiseconstantforwards.hpp,
	  Include/ql/TermStructures/piecewiseflatforward.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp,
	  Include/ql/Utilities/combiningiterator.hpp,
	  Include/ql/Utilities/couplingiterator.hpp,
	  Include/ql/Utilities/filteringiterator.hpp,
	  Include/ql/Utilities/iteratorcategories.hpp,
	  Include/ql/Utilities/processingiterator.hpp,
	  Include/ql/Utilities/steppingiterator.hpp, Include/ql/array.hpp,
	  Include/ql/calendar.hpp, Include/ql/cashflow.hpp,
	  Include/ql/config.ansi.hpp, Include/ql/config.bcc.hpp,
	  Include/ql/config.decc.hpp, Include/ql/config.msvc.hpp,
	  Include/ql/config.mwcw.hpp, Include/ql/currency.hpp,
	  Include/ql/dataformatters.hpp, Include/ql/date.hpp,
	  Include/ql/daycounter.hpp, Include/ql/depositrate.hpp,
	  Include/ql/errors.hpp, Include/ql/expressiontemplates.hpp,
	  Include/ql/forwardvolsurface.hpp, Include/ql/handle.hpp,
	  Include/ql/history.hpp, Include/ql/index.hpp,
	  Include/ql/instrument.hpp, Include/ql/marketelement.hpp,
	  Include/ql/null.hpp, Include/ql/options.hpp,
	  Include/ql/qldefines.hpp, Include/ql/quantlib.hpp,
	  Include/ql/relinkablehandle.hpp, Include/ql/riskstatistics.hpp,
	  Include/ql/scheduler.hpp, Include/ql/solver1d.hpp,
	  Include/ql/swaptionvolsurface.hpp, Include/ql/termstructure.hpp,
	  Include/ql/types.hpp, Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/helsinki.cpp, Sources/Calendars/london.cpp,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/target.cpp,
	  Sources/Calendars/wellington.cpp,
	  Sources/Calendars/westerncalendar.cpp, Sources/Calendars/zurich.cpp,
	  Sources/CashFlows/cashflowvectors.cpp,
	  Sources/CashFlows/floatingratecoupon.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/FiniteDifferences/valueatcenter.cpp,
	  Sources/Indexes/xibor.cpp, Sources/Indexes/xibormanager.cpp,
	  Sources/Instruments/simpleswap.cpp, Sources/Instruments/stock.cpp,
	  Sources/Instruments/swap.cpp, Sources/Math/matrix.cpp,
	  Sources/Math/multivariateaccumulator.cpp,
	  Sources/Math/normaldistribution.cpp,
	  Sources/Math/segmentintegral.cpp, Sources/Math/statistics.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/everestpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/getcovariance.cpp,
	  Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/MonteCarlo/knuthrandomgenerator.cpp,
	  Sources/MonteCarlo/lecuyerrandomgenerator.cpp,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/barrieroption.cpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/binaryoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Pricers/cliquetoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/dividendshoutoption.cpp,
	  Sources/Pricers/europeanoption.cpp,
	  Sources/Pricers/everestoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/himalaya.cpp, Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp,
	  Sources/Pricers/singleassetoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/TermStructures/piecewiseflatforward.cpp,
	  Sources/TermStructures/ratehelpers.cpp, Sources/calendar.cpp,
	  Sources/dataformatters.cpp, Sources/date.cpp, Sources/scheduler.cpp,
	  Sources/solver1d.cpp:
	  
	  header modification

2001-08-09 09:16  Marco Marchioro

	* [r1192] Examples/Parities/Parities.cpp:
	  
	  Better version of Integral method

2001-08-09 08:25  Marco Marchioro

	* [r1191] Sources/Solvers1D/newtonsafe.cpp:
	  
	  fabs changed in QL_FABS

2001-08-08 17:24  Marco Marchioro

	* [r1190] Examples/Parities/Parities.cpp:
	  
	  intermediate commit

2001-08-08 16:02  Ferdinando Ametrano

	* [r1189] Examples/Parities/Parities.cpp:
	  
	  refactoring .... not finished yet

2001-08-08 15:47  Marco Marchioro

	* [r1188] Include/ql/Math/Makefile.am,
	  Include/ql/Math/segmentintegral.hpp, Include/ql/quantlib.hpp,
	  QuantLib.dsp, QuantLib.mak, Sources/Math/Makefile.am,
	  Sources/Math/makefile.mak, Sources/Math/segmentintegral.cpp:
	  
	  Class SegmentIntegral computes the integral of a function over an
	  interval

2001-08-08 12:07  Marco Marchioro

	* [r1187] Examples/Parities/Parities.cpp:
	  
	  Modifications after changes in Monte Carlo interface

2001-08-08 11:07  Matteo Gallivanoni

	* [r1186] Include/ql/Calendars/frankfurt.hpp,
	  Include/ql/Calendars/helsinki.hpp, Include/ql/Calendars/london.hpp,
	  Include/ql/Calendars/milan.hpp, Include/ql/Calendars/newyork.hpp,
	  Include/ql/Calendars/target.hpp,
	  Include/ql/Calendars/wellington.hpp,
	  Include/ql/Calendars/westerncalendar.hpp,
	  Include/ql/Calendars/zurich.hpp,
	  Include/ql/CashFlows/cashflowvectors.hpp,
	  Include/ql/CashFlows/fixedratecoupon.hpp,
	  Include/ql/CashFlows/floatingratecoupon.hpp,
	  Include/ql/CashFlows/simplecashflow.hpp,
	  Include/ql/DayCounters/actual360.hpp,
	  Include/ql/DayCounters/actual365.hpp,
	  Include/ql/DayCounters/actualactual.hpp,
	  Include/ql/DayCounters/thirty360.hpp,
	  Include/ql/DayCounters/thirty360european.hpp,
	  Include/ql/DayCounters/thirty360italian.hpp,
	  Include/ql/FiniteDifferences/backwardeuler.hpp,
	  Include/ql/FiniteDifferences/boundarycondition.hpp,
	  Include/ql/FiniteDifferences/bsmoperator.hpp,
	  Include/ql/FiniteDifferences/cranknicolson.hpp,
	  Include/ql/FiniteDifferences/dminus.hpp,
	  Include/ql/FiniteDifferences/dplus.hpp,
	  Include/ql/FiniteDifferences/dplusdminus.hpp,
	  Include/ql/FiniteDifferences/dzero.hpp,
	  Include/ql/FiniteDifferences/finitedifferencemodel.hpp,
	  Include/ql/FiniteDifferences/forwardeuler.hpp,
	  Include/ql/FiniteDifferences/identity.hpp,
	  Include/ql/FiniteDifferences/operator.hpp,
	  Include/ql/FiniteDifferences/operatortraits.hpp,
	  Include/ql/FiniteDifferences/standardfdmodel.hpp,
	  Include/ql/FiniteDifferences/standardstepcondition.hpp,
	  Include/ql/FiniteDifferences/stepcondition.hpp,
	  Include/ql/FiniteDifferences/tridiagonaloperator.hpp,
	  Include/ql/FiniteDifferences/valueatcenter.hpp,
	  Include/ql/Indexes/euribor.hpp, Include/ql/Indexes/gbplibor.hpp,
	  Include/ql/Indexes/usdlibor.hpp, Include/ql/Indexes/xibor.hpp,
	  Include/ql/Indexes/xibormanager.hpp,
	  Include/ql/Instruments/simpleswap.hpp,
	  Include/ql/Instruments/stock.hpp, Include/ql/Instruments/swap.hpp,
	  Include/ql/Math/cubicspline.hpp, Include/ql/Math/interpolation.hpp,
	  Include/ql/Math/lexicographicalview.hpp,
	  Include/ql/Math/linearinterpolation.hpp, Include/ql/Math/matrix.hpp,
	  Include/ql/Math/multivariateaccumulator.hpp,
	  Include/ql/Math/normaldistribution.hpp,
	  Include/ql/Math/riskmeasures.hpp, Include/ql/Math/statistics.hpp,
	  Include/ql/Math/symmetriceigenvalues.hpp,
	  Include/ql/Math/symmetricschurdecomposition.hpp,
	  Include/ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/ql/MonteCarlo/basketpathpricer.hpp,
	  Include/ql/MonteCarlo/boxmuller.hpp,
	  Include/ql/MonteCarlo/centrallimitgaussian.hpp,
	  Include/ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/ql/MonteCarlo/europeanpathpricer.hpp,
	  Include/ql/MonteCarlo/everestpathpricer.hpp,
	  Include/ql/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/ql/MonteCarlo/gaussianmultipathgenerator.hpp,
	  Include/ql/MonteCarlo/gaussianpathgenerator.hpp,
	  Include/ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/ql/MonteCarlo/getcovariance.hpp,
	  Include/ql/MonteCarlo/himalayapathpricer.hpp,
	  Include/ql/MonteCarlo/inversecumulativegaussian.hpp,
	  Include/ql/MonteCarlo/knuthrandomgenerator.hpp,
	  Include/ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/montecarlomodel.hpp,
	  Include/ql/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/multifactorpricer.hpp,
	  Include/ql/MonteCarlo/multipath.hpp,
	  Include/ql/MonteCarlo/multipathgenerator.hpp,
	  Include/ql/MonteCarlo/multipathpricer.hpp,
	  Include/ql/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/pagodapathpricer.hpp,
	  Include/ql/MonteCarlo/path.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/ql/Patterns/observable.hpp,
	  Include/ql/Pricers/americancondition.hpp,
	  Include/ql/Pricers/americanoption.hpp,
	  Include/ql/Pricers/averagepriceasian.hpp,
	  Include/ql/Pricers/averagestrikeasian.hpp,
	  Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Pricers/binaryoption.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/cliquetoption.hpp,
	  Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/Pricers/dividendoption.hpp,
	  Include/ql/Pricers/dividendshoutoption.hpp,
	  Include/ql/Pricers/europeanoption.hpp,
	  Include/ql/Pricers/everestoption.hpp,
	  Include/ql/Pricers/finitedifferenceeuropean.hpp,
	  Include/ql/Pricers/geometricasianoption.hpp,
	  Include/ql/Pricers/himalaya.hpp,
	  Include/ql/Pricers/mceuropeanpricer.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp,
	  Include/ql/Pricers/pagodaoption.hpp,
	  Include/ql/Pricers/plainbasketoption.hpp,
	  Include/ql/Pricers/shoutcondition.hpp,
	  Include/ql/Pricers/shoutoption.hpp,
	  Include/ql/Pricers/stepconditionoption.hpp,
	  Include/ql/Solvers1D/bisection.hpp, Include/ql/Solvers1D/brent.hpp,
	  Include/ql/Solvers1D/falseposition.hpp,
	  Include/ql/Solvers1D/newton.hpp,
	  Include/ql/Solvers1D/newtonsafe.hpp,
	  Include/ql/Solvers1D/ridder.hpp, Include/ql/Solvers1D/secant.hpp,
	  Include/ql/TermStructures/flatforward.hpp,
	  Include/ql/TermStructures/piecewiseflatforward.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp,
	  Include/ql/Utilities/combiningiterator.hpp,
	  Include/ql/Utilities/couplingiterator.hpp,
	  Include/ql/Utilities/filteringiterator.hpp,
	  Include/ql/Utilities/iteratorcategories.hpp,
	  Include/ql/Utilities/processingiterator.hpp,
	  Include/ql/Utilities/steppingiterator.hpp, Include/ql/array.hpp,
	  Include/ql/calendar.hpp, Include/ql/cashflow.hpp,
	  Include/ql/currency.hpp, Include/ql/dataformatters.hpp,
	  Include/ql/date.hpp, Include/ql/daycounter.hpp,
	  Include/ql/depositrate.hpp, Include/ql/errors.hpp,
	  Include/ql/expressiontemplates.hpp,
	  Include/ql/forwardvolsurface.hpp, Include/ql/handle.hpp,
	  Include/ql/history.hpp, Include/ql/index.hpp,
	  Include/ql/instrument.hpp, Include/ql/marketelement.hpp,
	  Include/ql/null.hpp, Include/ql/options.hpp,
	  Include/ql/qldefines.hpp, Include/ql/relinkablehandle.hpp,
	  Include/ql/riskstatistics.hpp, Include/ql/scheduler.hpp,
	  Include/ql/solver1d.hpp, Include/ql/swaptionvolsurface.hpp,
	  Include/ql/termstructure.hpp, Include/ql/types.hpp,
	  Sources/Calendars/frankfurt.cpp, Sources/Calendars/helsinki.cpp,
	  Sources/Calendars/london.cpp, Sources/Calendars/newyork.cpp,
	  Sources/Calendars/target.cpp, Sources/Calendars/wellington.cpp,
	  Sources/Calendars/westerncalendar.cpp, Sources/Calendars/zurich.cpp,
	  Sources/CashFlows/cashflowvectors.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/FiniteDifferences/valueatcenter.cpp,
	  Sources/Indexes/xibor.cpp, Sources/Indexes/xibormanager.cpp,
	  Sources/Instruments/simpleswap.cpp, Sources/Instruments/stock.cpp,
	  Sources/Instruments/swap.cpp, Sources/Math/matrix.cpp,
	  Sources/Math/multivariateaccumulator.cpp,
	  Sources/Math/normaldistribution.cpp, Sources/Math/statistics.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/everestpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/getcovariance.cpp,
	  Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/MonteCarlo/knuthrandomgenerator.cpp,
	  Sources/MonteCarlo/lecuyerrandomgenerator.cpp,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/binaryoption.cpp, Sources/Pricers/bsmoption.cpp,
	  Sources/Pricers/cliquetoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/dividendshoutoption.cpp,
	  Sources/Pricers/europeanoption.cpp,
	  Sources/Pricers/everestoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/himalaya.cpp, Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp,
	  Sources/Pricers/singleassetoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/TermStructures/piecewiseflatforward.cpp,
	  Sources/TermStructures/ratehelpers.cpp, Sources/calendar.cpp,
	  Sources/date.cpp, Sources/scheduler.cpp, Sources/solver1d.cpp:
	  
	  inserting \fullpath for doxygen

2001-08-08 07:11  Ferdinando Ametrano

	* [r1185] Include/ql/MonteCarlo/inversecumulativegaussian.hpp:
	  
	  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 17:33  Ferdinando Ametrano

	* [r1184] Examples/Parities/Parities.cpp,
	  Include/ql/Math/normaldistribution.hpp,
	  Include/ql/MonteCarlo/Makefile.am,
	  Include/ql/MonteCarlo/boxmuller.hpp,
	  Include/ql/MonteCarlo/centrallimitgaussian.hpp,
	  Include/ql/MonteCarlo/gaussianmultipathgenerator.hpp,
	  Include/ql/MonteCarlo/gaussianpathgenerator.hpp,
	  Include/ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/ql/MonteCarlo/montecarlomodel.hpp,
	  Include/ql/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/pathmontecarlo.hpp,
	  Include/ql/MonteCarlo/standardmultipathgenerator.hpp,
	  Include/ql/MonteCarlo/standardpathgenerator.hpp,
	  Include/ql/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/ql/quantlib.hpp, QuantLib.dsp, QuantLib.mak,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/everestoption.cpp, Sources/Pricers/himalaya.cpp,
	  Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp, TODO.txt:
	  
	  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 16:07  Ferdinando Ametrano

	* [r1183] Include/ql/MonteCarlo/guassianpathgenerator.hpp:
	  
	  dummy removal

2001-08-07 16:06  Ferdinando Ametrano

	* [r1182] Include/ql/MonteCarlo/guassianpathgenerator.hpp:
	  
	  dummy addition

2001-08-07 15:48  Ferdinando Ametrano

	* [r1181] Examples/HedgingError/HedgingError.cpp,
	  Examples/HedgingError/ReadMe.txt:
	  
	  comments added

2001-08-07 13:54  Marco Marchioro

	* [r1180] Include/ql/MonteCarlo/gaussianrandomgenerator.hpp:
	  
	  Remarks by Nando

2001-08-07 12:03  Ferdinando Ametrano

	* [r1179] Examples/HedgingError/HedgingError.cpp,
	  Examples/HedgingError/ReadMe.txt:
	  
	  added comments, restructured

2001-08-07 11:25  Matteo Gallivanoni

	* [r1178] Docs/Examples/custom_operator.cpp,
	  Docs/Examples/history_iterators.cpp,
	  Examples/HedgingError/HedgingError.cpp,
	  Examples/Parities/Parities.cpp, Include/ql/Calendars/frankfurt.hpp,
	  Include/ql/Calendars/helsinki.hpp, Include/ql/Calendars/london.hpp,
	  Include/ql/Calendars/milan.hpp, Include/ql/Calendars/newyork.hpp,
	  Include/ql/Calendars/target.hpp,
	  Include/ql/Calendars/wellington.hpp,
	  Include/ql/Calendars/westerncalendar.hpp,
	  Include/ql/Calendars/zurich.hpp,
	  Include/ql/CashFlows/accruingcoupon.hpp,
	  Include/ql/CashFlows/cashflowvectors.hpp,
	  Include/ql/CashFlows/fixedratecoupon.hpp,
	  Include/ql/CashFlows/floatingratecoupon.hpp,
	  Include/ql/CashFlows/simplecashflow.hpp,
	  Include/ql/DayCounters/actual360.hpp,
	  Include/ql/DayCounters/actual365.hpp,
	  Include/ql/DayCounters/actualactual.hpp,
	  Include/ql/DayCounters/thirty360.hpp,
	  Include/ql/DayCounters/thirty360european.hpp,
	  Include/ql/DayCounters/thirty360italian.hpp,
	  Include/ql/FiniteDifferences/backwardeuler.hpp,
	  Include/ql/FiniteDifferences/boundarycondition.hpp,
	  Include/ql/FiniteDifferences/bsmoperator.hpp,
	  Include/ql/FiniteDifferences/cranknicolson.hpp,
	  Include/ql/FiniteDifferences/dminus.hpp,
	  Include/ql/FiniteDifferences/dplus.hpp,
	  Include/ql/FiniteDifferences/dplusdminus.hpp,
	  Include/ql/FiniteDifferences/dzero.hpp,
	  Include/ql/FiniteDifferences/finitedifferencemodel.hpp,
	  Include/ql/FiniteDifferences/forwardeuler.hpp,
	  Include/ql/FiniteDifferences/identity.hpp,
	  Include/ql/FiniteDifferences/operator.hpp,
	  Include/ql/FiniteDifferences/operatortraits.hpp,
	  Include/ql/FiniteDifferences/standardfdmodel.hpp,
	  Include/ql/FiniteDifferences/standardstepcondition.hpp,
	  Include/ql/FiniteDifferences/stepcondition.hpp,
	  Include/ql/FiniteDifferences/tridiagonaloperator.hpp,
	  Include/ql/FiniteDifferences/valueatcenter.hpp,
	  Include/ql/Indexes/euribor.hpp, Include/ql/Indexes/gbplibor.hpp,
	  Include/ql/Indexes/usdlibor.hpp, Include/ql/Indexes/xibor.hpp,
	  Include/ql/Indexes/xibormanager.hpp,
	  Include/ql/Instruments/simpleswap.hpp,
	  Include/ql/Instruments/stock.hpp, Include/ql/Instruments/swap.hpp,
	  Include/ql/Math/cubicspline.hpp, Include/ql/Math/interpolation.hpp,
	  Include/ql/Math/lexicographicalview.hpp,
	  Include/ql/Math/linearinterpolation.hpp, Include/ql/Math/matrix.hpp,
	  Include/ql/Math/multivariateaccumulator.hpp,
	  Include/ql/Math/normaldistribution.hpp,
	  Include/ql/Math/riskmeasures.hpp, Include/ql/Math/statistics.hpp,
	  Include/ql/Math/symmetriceigenvalues.hpp,
	  Include/ql/Math/symmetricschurdecomposition.hpp,
	  Include/ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/ql/MonteCarlo/basketpathpricer.hpp,
	  Include/ql/MonteCarlo/boxmuller.hpp,
	  Include/ql/MonteCarlo/centrallimitgaussian.hpp,
	  Include/ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/ql/MonteCarlo/europeanpathpricer.hpp,
	  Include/ql/MonteCarlo/everestpathpricer.hpp,
	  Include/ql/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/ql/MonteCarlo/getcovariance.hpp,
	  Include/ql/MonteCarlo/himalayapathpricer.hpp,
	  Include/ql/MonteCarlo/knuthrandomgenerator.hpp,
	  Include/ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/multifactorpricer.hpp,
	  Include/ql/MonteCarlo/multipath.hpp,
	  Include/ql/MonteCarlo/multipathgenerator.hpp,
	  Include/ql/MonteCarlo/multipathpricer.hpp,
	  Include/ql/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/pagodapathpricer.hpp,
	  Include/ql/MonteCarlo/path.hpp,
	  Include/ql/MonteCarlo/pathmontecarlo.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/MonteCarlo/standardmultipathgenerator.hpp,
	  Include/ql/MonteCarlo/standardpathgenerator.hpp,
	  Include/ql/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/ql/Patterns/observable.hpp,
	  Include/ql/Pricers/americancondition.hpp,
	  Include/ql/Pricers/americanoption.hpp,
	  Include/ql/Pricers/averagepriceasian.hpp,
	  Include/ql/Pricers/averagestrikeasian.hpp,
	  Include/ql/Pricers/barrieroption.hpp,
	  Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Pricers/binaryoption.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/bsmoption.hpp,
	  Include/ql/Pricers/cliquetoption.hpp,
	  Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/Pricers/dividendoption.hpp,
	  Include/ql/Pricers/dividendshoutoption.hpp,
	  Include/ql/Pricers/europeanoption.hpp,
	  Include/ql/Pricers/everestoption.hpp,
	  Include/ql/Pricers/finitedifferenceeuropean.hpp,
	  Include/ql/Pricers/geometricasianoption.hpp,
	  Include/ql/Pricers/himalaya.hpp,
	  Include/ql/Pricers/mceuropeanpricer.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp,
	  Include/ql/Pricers/pagodaoption.hpp,
	  Include/ql/Pricers/plainbasketoption.hpp,
	  Include/ql/Pricers/shoutcondition.hpp,
	  Include/ql/Pricers/shoutoption.hpp,
	  Include/ql/Pricers/singleassetoption.hpp,
	  Include/ql/Pricers/stepconditionoption.hpp,
	  Include/ql/Solvers1D/bisection.hpp, Include/ql/Solvers1D/brent.hpp,
	  Include/ql/Solvers1D/falseposition.hpp,
	  Include/ql/Solvers1D/newton.hpp,
	  Include/ql/Solvers1D/newtonsafe.hpp,
	  Include/ql/Solvers1D/ridder.hpp, Include/ql/Solvers1D/secant.hpp,
	  Include/ql/TermStructures/flatforward.hpp,
	  Include/ql/TermStructures/piecewiseconstantforwards.hpp,
	  Include/ql/TermStructures/piecewiseflatforward.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp,
	  Include/ql/Utilities/combiningiterator.hpp,
	  Include/ql/Utilities/couplingiterator.hpp,
	  Include/ql/Utilities/filteringiterator.hpp,
	  Include/ql/Utilities/iteratorcategories.hpp,
	  Include/ql/Utilities/processingiterator.hpp,
	  Include/ql/Utilities/steppingiterator.hpp, Include/ql/array.hpp,
	  Include/ql/calendar.hpp, Include/ql/cashflow.hpp,
	  Include/ql/currency.hpp, Include/ql/dataformatters.hpp,
	  Include/ql/date.hpp, Include/ql/daycounter.hpp,
	  Include/ql/depositrate.hpp, Include/ql/errors.hpp,
	  Include/ql/expressiontemplates.hpp,
	  Include/ql/forwardvolsurface.hpp, Include/ql/handle.hpp,
	  Include/ql/history.hpp, Include/ql/index.hpp,
	  Include/ql/instrument.hpp, Include/ql/marketelement.hpp,
	  Include/ql/null.hpp, Include/ql/options.hpp,
	  Include/ql/qldefines.hpp, Include/ql/quantlib.hpp,
	  Include/ql/relinkablehandle.hpp, Include/ql/riskstatistics.hpp,
	  Include/ql/scheduler.hpp, Include/ql/solver1d.hpp,
	  Include/ql/swaptionvolsurface.hpp, Include/ql/termstructure.hpp,
	  Include/ql/types.hpp, Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/helsinki.cpp, Sources/Calendars/london.cpp,
	  Sources/Calendars/milan.cpp, Sources/Calendars/newyork.cpp,
	  Sources/Calendars/target.cpp, Sources/Calendars/wellington.cpp,
	  Sources/Calendars/westerncalendar.cpp, Sources/Calendars/zurich.cpp,
	  Sources/CashFlows/cashflowvectors.cpp,
	  Sources/CashFlows/floatingratecoupon.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/FiniteDifferences/valueatcenter.cpp,
	  Sources/Indexes/xibor.cpp, Sources/Indexes/xibormanager.cpp,
	  Sources/Instruments/simpleswap.cpp, Sources/Instruments/stock.cpp,
	  Sources/Instruments/swap.cpp, Sources/Math/matrix.cpp,
	  Sources/Math/multivariateaccumulator.cpp,
	  Sources/Math/normaldistribution.cpp, Sources/Math/statistics.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/everestpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/getcovariance.cpp,
	  Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/MonteCarlo/knuthrandomgenerator.cpp,
	  Sources/MonteCarlo/lecuyerrandomgenerator.cpp,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/barrieroption.cpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/binaryoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Pricers/cliquetoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/dividendshoutoption.cpp,
	  Sources/Pricers/europeanoption.cpp,
	  Sources/Pricers/everestoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/himalaya.cpp, Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp,
	  Sources/Pricers/singleassetoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/TermStructures/piecewiseflatforward.cpp,
	  Sources/TermStructures/ratehelpers.cpp, Sources/calendar.cpp,
	  Sources/dataformatters.cpp, Sources/date.cpp, Sources/scheduler.cpp,
	  Sources/solver1d.cpp:
	  
	  copyright header maintenance

2001-08-07 07:50  Ferdinando Ametrano

	* [r1177] Include/ql/Pricers/Makefile.am,
	  Include/ql/Pricers/singleassetoption.hpp,
	  Sources/Pricers/singleassetoption.cpp:
	  
	  forgot to add the singleassetoption.* files

2001-08-07 07:10  Ferdinando Ametrano

	* [r1176] Include/ql/Pricers/Makefile.am, Sources/Pricers/Makefile.am:
	  
	  trying to understand what is wrong ....

2001-08-06 16:49  Ferdinando Ametrano

	* [r1175] Examples/HedgingError/HedgingError.cpp,
	  Include/ql/MonteCarlo/europeanpathpricer.hpp,
	  Include/ql/Pricers/bsmoption.hpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/Pricers/bsmoption.cpp:
	  
	  1) BSMFunction now is VolatilityFunction
	  2) Introduced ExercisePayoff (to be reworked later)

2001-08-06 15:43  Ferdinando Ametrano

	* [r1174] Examples/HedgingError/HedgingError.cpp,
	  Examples/HedgingError/HedgingError.mak,
	  Examples/Parities/Parities.cpp, Examples/Parities/Parities.mak,
	  Include/ql/MonteCarlo/europeanpathpricer.hpp,
	  Include/ql/Pricers/Makefile.am,
	  Include/ql/Pricers/americanoption.hpp,
	  Include/ql/Pricers/barrieroption.hpp,
	  Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Pricers/binaryoption.hpp,
	  Include/ql/Pricers/bsmeuropeanoption.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/bsmoption.hpp,
	  Include/ql/Pricers/cliquetoption.hpp,
	  Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/Pricers/dividendshoutoption.hpp,
	  Include/ql/Pricers/europeanoption.hpp,
	  Include/ql/Pricers/finitedifferenceeuropean.hpp,
	  Include/ql/Pricers/geometricasianoption.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp,
	  Include/ql/Pricers/shoutoption.hpp, Include/ql/quantlib.hpp,
	  QuantLib.dsp, QuantLib.mak,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/Pricers/Makefile.am, Sources/Pricers/barrieroption.cpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/binaryoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Pricers/cliquetoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/dividendshoutoption.cpp,
	  Sources/Pricers/europeanoption.cpp, Sources/Pricers/makefile.mak,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp:
	  
	  BSMOption now is SingleAssetOption
	  BSMEuropeanOption now is EuropeanOption

2001-07-27 17:28  Ferdinando Ametrano

	* [r1173] Examples/HedgingError/HedgingError.cpp:
	  
	  minor changes

2001-07-27 16:47  Ferdinando Ametrano

	* [r1172] Examples/HedgingError/HedgingError.cpp:
	  
	  updated in order to compile with the new GeneralMontecarlo
	  interface.
	  
	  Added comments, renamed variables, removed tabs (4 spaces),
	  style enforced.
	  
	  still to do:
	  1) add hedgingerror.hpp
	  2) avoid using namespace QuantLib in favour of
	  using QuantLib::Rate

2001-07-27 16:39  Ferdinando Ametrano

	* [r1171] Include/ql/CashFlows/accruingcoupon.hpp:
	  
	  template of the doxygen header

2001-07-27 14:45  Marco Marchioro

	* [r1170] Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/multifactorpricer.hpp,
	  Include/ql/MonteCarlo/pathmontecarlo.hpp:
	  
	  Method void ddSamples(long n) added to GeneralMonteCarlo

2001-07-27 08:17  Ferdinando Ametrano

	* [r1169] TODO.txt:
	  
	  updated

2001-07-27 07:46  Ferdinando Ametrano

	* [r1168] Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp, Sources/dataformatters.cpp:
	  
	  pruned warnings

2001-07-26 17:15  Ferdinando Ametrano

	* [r1165] TODO.txt:
	  
	  updated

2001-07-26 13:56  Ferdinando Ametrano

	* [r1159] Include/ql/Pricers/barrieroption.hpp,
	  Include/ql/Pricers/bsmoption.hpp, Sources/Pricers/barrieroption.cpp:
	  
	  straddle barrier option handled

2001-07-26 13:55  Ferdinando Ametrano

	* [r1158] TODO.txt:
	  
	  updated

2001-07-26 11:09  Ferdinando Ametrano

	* [r1157] TODO.txt:
	  
	  updated

2001-07-26 08:27  Ferdinando Ametrano

	* [r1153] Docs/Makefile.am:
	  
	  wrong path bug fixed

2001-07-25 15:47  Matteo Gallivanoni

	* [r1151] Docs/Examples/custom_operator.cpp,
	  Docs/Examples/history_iterators.cpp,
	  Examples/HedgingError/HedgingError.cpp,
	  Examples/Parities/Parities.cpp, Include/ql/Calendars/frankfurt.hpp,
	  Include/ql/Calendars/helsinki.hpp, Include/ql/Calendars/london.hpp,
	  Include/ql/Calendars/milan.hpp, Include/ql/Calendars/newyork.hpp,
	  Include/ql/Calendars/target.hpp,
	  Include/ql/Calendars/wellington.hpp,
	  Include/ql/Calendars/westerncalendar.hpp,
	  Include/ql/Calendars/zurich.hpp,
	  Include/ql/CashFlows/accruingcoupon.hpp,
	  Include/ql/CashFlows/cashflowvectors.hpp,
	  Include/ql/CashFlows/fixedratecoupon.hpp,
	  Include/ql/CashFlows/floatingratecoupon.hpp,
	  Include/ql/CashFlows/simplecashflow.hpp,
	  Include/ql/DayCounters/actual360.hpp,
	  Include/ql/DayCounters/actual365.hpp,
	  Include/ql/DayCounters/actualactual.hpp,
	  Include/ql/DayCounters/thirty360.hpp,
	  Include/ql/DayCounters/thirty360european.hpp,
	  Include/ql/DayCounters/thirty360italian.hpp,
	  Include/ql/FiniteDifferences/backwardeuler.hpp,
	  Include/ql/FiniteDifferences/boundarycondition.hpp,
	  Include/ql/FiniteDifferences/bsmoperator.hpp,
	  Include/ql/FiniteDifferences/cranknicolson.hpp,
	  Include/ql/FiniteDifferences/dminus.hpp,
	  Include/ql/FiniteDifferences/dplus.hpp,
	  Include/ql/FiniteDifferences/dplusdminus.hpp,
	  Include/ql/FiniteDifferences/dzero.hpp,
	  Include/ql/FiniteDifferences/finitedifferencemodel.hpp,
	  Include/ql/FiniteDifferences/forwardeuler.hpp,
	  Include/ql/FiniteDifferences/identity.hpp,
	  Include/ql/FiniteDifferences/operator.hpp,
	  Include/ql/FiniteDifferences/operatortraits.hpp,
	  Include/ql/FiniteDifferences/standardfdmodel.hpp,
	  Include/ql/FiniteDifferences/standardstepcondition.hpp,
	  Include/ql/FiniteDifferences/stepcondition.hpp,
	  Include/ql/FiniteDifferences/tridiagonaloperator.hpp,
	  Include/ql/FiniteDifferences/valueatcenter.hpp,
	  Include/ql/Indexes/euribor.hpp, Include/ql/Indexes/gbplibor.hpp,
	  Include/ql/Indexes/usdlibor.hpp, Include/ql/Indexes/xibor.hpp,
	  Include/ql/Indexes/xibormanager.hpp,
	  Include/ql/Instruments/simpleswap.hpp,
	  Include/ql/Instruments/stock.hpp, Include/ql/Instruments/swap.hpp,
	  Include/ql/Math/cubicspline.hpp, Include/ql/Math/interpolation.hpp,
	  Include/ql/Math/lexicographicalview.hpp,
	  Include/ql/Math/linearinterpolation.hpp, Include/ql/Math/matrix.hpp,
	  Include/ql/Math/multivariateaccumulator.hpp,
	  Include/ql/Math/normaldistribution.hpp,
	  Include/ql/Math/riskmeasures.hpp, Include/ql/Math/statistics.hpp,
	  Include/ql/Math/symmetriceigenvalues.hpp,
	  Include/ql/Math/symmetricschurdecomposition.hpp,
	  Include/ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/ql/MonteCarlo/basketpathpricer.hpp,
	  Include/ql/MonteCarlo/boxmuller.hpp,
	  Include/ql/MonteCarlo/centrallimitgaussian.hpp,
	  Include/ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/ql/MonteCarlo/europeanpathpricer.hpp,
	  Include/ql/MonteCarlo/everestpathpricer.hpp,
	  Include/ql/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/ql/MonteCarlo/getcovariance.hpp,
	  Include/ql/MonteCarlo/himalayapathpricer.hpp,
	  Include/ql/MonteCarlo/knuthrandomgenerator.hpp,
	  Include/ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/multifactorpricer.hpp,
	  Include/ql/MonteCarlo/multipath.hpp,
	  Include/ql/MonteCarlo/multipathgenerator.hpp,
	  Include/ql/MonteCarlo/multipathpricer.hpp,
	  Include/ql/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/pagodapathpricer.hpp,
	  Include/ql/MonteCarlo/path.hpp,
	  Include/ql/MonteCarlo/pathmontecarlo.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/MonteCarlo/standardmultipathgenerator.hpp,
	  Include/ql/MonteCarlo/standardpathgenerator.hpp,
	  Include/ql/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/ql/Patterns/observable.hpp,
	  Include/ql/Pricers/americancondition.hpp,
	  Include/ql/Pricers/americanoption.hpp,
	  Include/ql/Pricers/averagepriceasian.hpp,
	  Include/ql/Pricers/averagestrikeasian.hpp,
	  Include/ql/Pricers/barrieroption.hpp,
	  Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Pricers/binaryoption.hpp,
	  Include/ql/Pricers/bsmeuropeanoption.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/bsmoption.hpp,
	  Include/ql/Pricers/cliquetoption.hpp,
	  Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/Pricers/dividendoption.hpp,
	  Include/ql/Pricers/dividendshoutoption.hpp,
	  Include/ql/Pricers/everestoption.hpp,
	  Include/ql/Pricers/finitedifferenceeuropean.hpp,
	  Include/ql/Pricers/geometricasianoption.hpp,
	  Include/ql/Pricers/himalaya.hpp,
	  Include/ql/Pricers/mceuropeanpricer.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp,
	  Include/ql/Pricers/pagodaoption.hpp,
	  Include/ql/Pricers/plainbasketoption.hpp,
	  Include/ql/Pricers/shoutcondition.hpp,
	  Include/ql/Pricers/shoutoption.hpp,
	  Include/ql/Pricers/stepconditionoption.hpp,
	  Include/ql/Solvers1D/bisection.hpp, Include/ql/Solvers1D/brent.hpp,
	  Include/ql/Solvers1D/falseposition.hpp,
	  Include/ql/Solvers1D/newton.hpp,
	  Include/ql/Solvers1D/newtonsafe.hpp,
	  Include/ql/Solvers1D/ridder.hpp, Include/ql/Solvers1D/secant.hpp,
	  Include/ql/TermStructures/flatforward.hpp,
	  Include/ql/TermStructures/piecewiseconstantforwards.hpp,
	  Include/ql/TermStructures/piecewiseflatforward.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp,
	  Include/ql/Utilities/combiningiterator.hpp,
	  Include/ql/Utilities/couplingiterator.hpp,
	  Include/ql/Utilities/filteringiterator.hpp,
	  Include/ql/Utilities/iteratorcategories.hpp,
	  Include/ql/Utilities/processingiterator.hpp,
	  Include/ql/Utilities/steppingiterator.hpp, Include/ql/array.hpp,
	  Include/ql/calendar.hpp, Include/ql/cashflow.hpp,
	  Include/ql/currency.hpp, Include/ql/dataformatters.hpp,
	  Include/ql/date.hpp, Include/ql/daycounter.hpp,
	  Include/ql/depositrate.hpp, Include/ql/errors.hpp,
	  Include/ql/expressiontemplates.hpp,
	  Include/ql/forwardvolsurface.hpp, Include/ql/handle.hpp,
	  Include/ql/history.hpp, Include/ql/index.hpp,
	  Include/ql/instrument.hpp, Include/ql/marketelement.hpp,
	  Include/ql/null.hpp, Include/ql/options.hpp,
	  Include/ql/qldefines.hpp, Include/ql/quantlib.hpp,
	  Include/ql/relinkablehandle.hpp, Include/ql/riskstatistics.hpp,
	  Include/ql/scheduler.hpp, Include/ql/solver1d.hpp,
	  Include/ql/swaptionvolsurface.hpp, Include/ql/termstructure.hpp,
	  Include/ql/types.hpp, Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/helsinki.cpp, Sources/Calendars/london.cpp,
	  Sources/Calendars/milan.cpp, Sources/Calendars/newyork.cpp,
	  Sources/Calendars/target.cpp, Sources/Calendars/wellington.cpp,
	  Sources/Calendars/westerncalendar.cpp, Sources/Calendars/zurich.cpp,
	  Sources/CashFlows/cashflowvectors.cpp,
	  Sources/CashFlows/floatingratecoupon.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/FiniteDifferences/valueatcenter.cpp,
	  Sources/Indexes/xibor.cpp, Sources/Indexes/xibormanager.cpp,
	  Sources/Instruments/simpleswap.cpp, Sources/Instruments/stock.cpp,
	  Sources/Instruments/swap.cpp, Sources/Math/matrix.cpp,
	  Sources/Math/multivariateaccumulator.cpp,
	  Sources/Math/normaldistribution.cpp, Sources/Math/statistics.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/everestpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/getcovariance.cpp,
	  Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/MonteCarlo/knuthrandomgenerator.cpp,
	  Sources/MonteCarlo/lecuyerrandomgenerator.cpp,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/barrieroption.cpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/binaryoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Pricers/cliquetoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/dividendshoutoption.cpp,
	  Sources/Pricers/everestoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/himalaya.cpp, Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/TermStructures/piecewiseflatforward.cpp,
	  Sources/TermStructures/ratehelpers.cpp, Sources/calendar.cpp,
	  Sources/dataformatters.cpp, Sources/date.cpp, Sources/scheduler.cpp,
	  Sources/solver1d.cpp:
	  
	  Change from quantlib.sourceforge.net to quantlib.org

2001-07-25 11:02  Ferdinando Ametrano

	* [r1149] Examples/HedgingError/HedgingError.cpp:
	  
	  80 columns enforced

2001-07-25 10:48  Ferdinando Ametrano

	* [r1148] Examples/HedgingError/HedgingError.dsp,
	  Examples/HedgingError/HedgingError.mak,
	  Examples/Parities/Parities.dsp, Examples/Parities/Parities.mak,
	  QuantLib.dsp, QuantLib.mak:
	  
	  generate browse info

2001-07-25 08:18  Luigi Ballabio

	* [r1147] Docs/main.docs, Docs/misc.docs:
	  
	  *** empty log message ***

2001-07-25 07:42  Ferdinando Ametrano

	* [r1146] Makefile.am:
	  
	  updated

2001-07-25 07:36  Ferdinando Ametrano

	* [r1145] Makefile.am:
	  
	  updated

2001-07-24 17:08  Ferdinando Ametrano

	* [r1144] TODO.txt:
	  
	  Borland/linux port of the examples

2001-07-24 16:59  Ferdinando Ametrano

	* [r1143] Docs/Makefile.am, Docs/README.txt, Docs/groups.docs,
	  Docs/html, Docs/images, Docs/images/QL-largish.eps,
	  Docs/images/QL-largish.jpg, Docs/images/QL-largish.pdf,
	  Docs/images/QL-small-notitle.jpg, Docs/latex, Docs/license.docs,
	  Docs/main.docs, Docs/makefile.mak, Docs/misc.docs,
	  Docs/quantlib.doxy, INSTALL.txt,
	  Include/ql/CashFlows/accruingcoupon.hpp,
	  Include/ql/CashFlows/floatingratecoupon.hpp,
	  Include/ql/TermStructures/piecewiseconstantforwards.hpp,
	  Include/ql/qldefines.hpp, Makefile.am, README-mac.txt,
	  README-win.txt, Readme.txt,
	  Sources/CashFlows/floatingratecoupon.cpp,
	  Sources/Pricers/barrieroption.cpp:
	  
	  documentation revised

2001-07-24 16:58  Ferdinando Ametrano

	* [r1142] TODO.txt:
	  
	  RPM package added

2001-07-24 16:54  Maxim Sokolov

	* [r1141] Examples/HedgingError/HedgingError.cpp,
	  Examples/HedgingError/ReadMe.txt:
	  
	  Minor fixes.

2001-07-24 16:36  Maxim Sokolov

	* [r1140] Examples/HedgingError,
	  Examples/HedgingError/HedgingError.cpp,
	  Examples/HedgingError/HedgingError.dsp,
	  Examples/HedgingError/HedgingError.dsw,
	  Examples/HedgingError/HedgingError.mak,
	  Examples/HedgingError/ReadMe.txt:
	  
	  Discontinuous hedging error calculation example (HedgingError)

2001-07-24 15:04  Ferdinando Ametrano

	* [r1139] History.txt:
	  
	  quantlib.org replaced quantlib.sourceforge.net

2001-07-24 11:26  Matteo Gallivanoni

	* [r1138] Sources/Pricers/barrieroption.cpp:
	  
	  removed a pedantic warning

2001-07-24 08:49  Matteo Gallivanoni

	* [r1137] Include/ql/CashFlows/fixedratecoupon.hpp,
	  Include/ql/Pricers/everestoption.hpp,
	  Include/ql/Pricers/himalaya.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp,
	  Include/ql/depositrate.hpp, Include/ql/forwardvolsurface.hpp,
	  Include/ql/marketelement.hpp, Include/ql/swaptionvolsurface.hpp,
	  Include/ql/termstructure.hpp:
	  
	  pruned redundant header inclusions

2001-07-23 08:30  Luigi Ballabio

	* [r1135] Docs/Makefile.am:
	  
	  Fixed indentation

2001-07-20 13:06  Marco Marchioro

	* [r1134] Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/multipathpricer.hpp,
	  Include/ql/MonteCarlo/pathmontecarlo.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp:
	  
	  Monte Carlo interfaces imporved

2001-07-19 16:40  Luigi Ballabio

	* [r1133] Docs/Makefile.am, Docs/html, Docs/html/QL-largish.jpg,
	  Docs/html/QL-small-notitle.jpg, Docs/latex,
	  Docs/latex/QL-largish.eps, Docs/latex/QL-largish.pdf,
	  Docs/makefile.mak, Docs/quantlibfooter.html,
	  Include/ql/Math/matrix.hpp,
	  Include/ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/ql/MonteCarlo/basketpathpricer.hpp,
	  Include/ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/ql/MonteCarlo/europeanpathpricer.hpp,
	  Include/ql/MonteCarlo/everestpathpricer.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/ql/MonteCarlo/himalayapathpricer.hpp,
	  Include/ql/MonteCarlo/knuthrandomgenerator.hpp,
	  Include/ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/multifactorpricer.hpp,
	  Include/ql/MonteCarlo/multipathpricer.hpp,
	  Include/ql/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/pagodapathpricer.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp,
	  Include/ql/Patterns/observable.hpp,
	  Include/ql/Pricers/averagepriceasian.hpp,
	  Include/ql/Pricers/averagestrikeasian.hpp,
	  Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Pricers/bsmoption.hpp,
	  Include/ql/Pricers/everestoption.hpp,
	  Include/ql/Pricers/finitedifferenceeuropean.hpp,
	  Include/ql/Pricers/geometricasianoption.hpp,
	  Include/ql/Pricers/himalaya.hpp,
	  Include/ql/Pricers/mceuropeanpricer.hpp,
	  Include/ql/Pricers/pagodaoption.hpp,
	  Include/ql/Pricers/plainbasketoption.hpp,
	  Include/ql/Utilities/iteratorcategories.hpp,
	  Include/ql/calendar.hpp, Include/ql/cashflow.hpp,
	  Include/ql/daycounter.hpp, Include/ql/index.hpp,
	  Include/ql/instrument.hpp, Include/ql/qldefines.hpp,
	  Include/ql/termstructure.hpp, Makefile.am,
	  Sources/Math/multivariateaccumulator.cpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/everestpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/MonteCarlo/knuthrandomgenerator.cpp,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/everestoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/himalaya.cpp, Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp:
	  
	  Improved docs a bit

2001-07-19 15:21  Ferdinando Ametrano

	* [r1132] QuantLib.mak:
	  
	  updated

2001-07-19 14:27  Matteo Gallivanoni

	* [r1130] Include/ql/CashFlows/floatingratecoupon.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp, Include/ql/scheduler.hpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/multiperiodoption.cpp, configure.in:
	  
	  warnings purged

2001-07-19 11:01  Ferdinando Ametrano

	* [r1126] TODO.txt:
	  
	  updated

2001-07-19 10:29  Ferdinando Ametrano

	* [r1124] Authors.txt, Contributors.txt:
	  
	  updated

2001-07-18 17:32  Ferdinando Ametrano

	* [r1119] Authors.txt, Contributors.txt:
	  
	  updating

2001-07-18 17:30  Ferdinando Ametrano

	* [r1118] Makefile.am, TODO.txt:
	  
	  to do list

2001-07-18 12:46  Marco Marchioro

	* [r1114] Include/ql/quantlib.hpp:
	  
	  Added shortcut for QuantLib::CashFlows namespace

2001-07-17 08:42  Ferdinando Ametrano

	* [r1113] README-win.txt:
	  
	  added Visual Studio suggestions

2001-07-17 08:37  Ferdinando Ametrano

	* [r1112] Readme.txt:
	  
	  added configuration/compiler list

2001-07-16 22:24  Maxim Sokolov

	* [r1111] Examples/Parities/Parities.cpp:
	  
	  Minor style fixes

2001-07-16 21:57  Maxim Sokolov

	* [r1110] Examples/Parities/Parities.cpp,
	  Examples/Parities/Parities.dsp:
	  
	  Added option surplus integral test

2001-07-16 16:12  Ferdinando Ametrano

	* [r1109] Examples/Parities/Parities.cpp:
	  
	  style and typo fixed

2001-07-16 16:11  Ferdinando Ametrano

	* [r1108] updateproject.sh:
	  
	  reordered

2001-07-16 16:07  Luigi Ballabio

	* [r1107] Include/ql/CashFlows/floatingratecoupon.hpp,
	  Include/ql/Instruments/stock.hpp, Include/ql/cashflow.hpp,
	  Sources/CashFlows/floatingratecoupon.cpp,
	  Sources/Instruments/simpleswap.cpp, Sources/Instruments/stock.cpp,
	  Sources/Instruments/swap.cpp, Sources/makefile.mak:
	  
	  Market elements and stuff

2001-07-16 15:20  Marco Marchioro

	* [r1106] QuantLib.dsp, QuantLib.mak:
	  
	  cashflow.hpp added

2001-07-15 08:34  Ferdinando Ametrano

	* [r1105] Authors.txt, Contributors.txt,
	  Examples/Parities/Parities.cpp, Examples/Parities/Parities.dsp,
	  Examples/Parities/Parities.mak, Examples/README.txt:
	  
	  feedback to Maxim's example

2001-07-15 00:12  Maxim Sokolov

	* [r1104] Examples/Parities, Examples/Parities/Parities.cpp,
	  Examples/Parities/Parities.dsp, Examples/Parities/Parities.dsw,
	  Examples/Parities/ReadMe.txt:
	  
	  Added "Parities" example

2001-07-13 15:25  Marco Marchioro

	* [r1103] Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/pathmontecarlo.hpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/everestoption.cpp, Sources/Pricers/himalaya.cpp,
	  Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp:
	  
	  MonteCarlo interface changed

2001-07-13 14:48  Ferdinando Ametrano

	* [r1102] Include/ql/Pricers/multiperiodoption.hpp,
	  Sources/Pricers/multiperiodoption.cpp:
	  
	  warning pruning action ....

2001-07-13 14:39  Ferdinando Ametrano

	* [r1101] Include/ql/scheduler.hpp, Sources/scheduler.cpp:
	  
	  warning pruning action ....

2001-07-13 14:29  Matteo Gallivanoni

	* [r1100] Include/ql/Math/cubicspline.hpp,
	  Include/ql/Math/symmetricschurdecomposition.hpp,
	  Include/ql/MonteCarlo/basketpathpricer.hpp,
	  Include/ql/MonteCarlo/boxmuller.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/himalayapathpricer.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/multipathgenerator.hpp,
	  Include/ql/MonteCarlo/pagodapathpricer.hpp,
	  Include/ql/MonteCarlo/pathmontecarlo.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/Pricers/bsmoption.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp, Include/ql/scheduler.hpp:
	  
	  removed a few gcc compile warnings

2001-07-13 14:23  Matteo Gallivanoni

	* [r1099] Sources/CashFlows/cashflowvectors.cpp,
	  Sources/DayCounters/actualactual.cpp, Sources/Instruments/swap.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp,
	  Sources/Pricers/bsmoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/TermStructures/piecewiseflatforward.cpp:
	  
	  removed a few gcc compile warnings

2001-07-13 13:13  Mario Aleppo

	* [r1098] Include/ql/MonteCarlo/mcpricer.hpp:
	  
	  moved constructor from public to protected

2001-07-11 16:43  Adolfo Benin

	* [r1097] Docs/README.txt:
	  
	  added a note about MikTek on Win32

2001-07-11 09:44  Ferdinando Ametrano

	* [r1096] QuantLib.nsi:
	  
	  install executable sets environment variable QL_DIR

2001-07-10 09:28  Matteo Gallivanoni

	* [r1095] Include/ql/history.hpp:
	  
	  no message

2001-07-09 16:29  Luigi Ballabio

	* [r1094] Docs/Examples/custom_operator.cpp,
	  Docs/Examples/history_iterators.cpp,
	  Include/ql/FiniteDifferences/backwardeuler.hpp,
	  Include/ql/FiniteDifferences/cranknicolson.hpp,
	  Include/ql/FiniteDifferences/finitedifferencemodel.hpp,
	  Include/ql/FiniteDifferences/forwardeuler.hpp,
	  Include/ql/Makefile.am, Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp, Include/ql/array.hpp,
	  Include/ql/history.hpp, Include/ql/marketelement.hpp,
	  Include/ql/quantlib.hpp, Include/ql/types.hpp:
	  
	  Some documentation and market element

2001-07-06 18:24  Ferdinando Ametrano

	* [r1093] Include/ql/CashFlows/cashflowvectors.hpp,
	  Include/ql/Pricers/bsmeuropeanoption.hpp,
	  Include/ql/Pricers/bsmoption.hpp,
	  Include/ql/Pricers/cliquetoption.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp,
	  Include/ql/config.msvc.hpp, Include/ql/quantlib.hpp,
	  Include/ql/scheduler.hpp, Sources/makefile.mak:
	  
	  slight modifications to avoid VisualStudio warnings

2001-07-06 09:15  Ferdinando Ametrano

	* [r1092] Include/ql/MonteCarlo/randomarraygenerator.hpp:
	  
	  style enforced

2001-07-06 09:02  Ferdinando Ametrano

	* [r1091] Contributors.txt:
	  
	  updated Maxim data

2001-07-06 08:08  Mario Aleppo

	* [r1090] Include/ql/MonteCarlo/randomarraygenerator.hpp:
	  
	  Bug fixed

2001-07-06 07:46  Luigi Ballabio

	* [r1089] Include/ql/Math/lexicographicalview.hpp:
	  
	  Fixed typo excaped until now because the method wasn't instantiated

2001-07-05 15:57  Luigi Ballabio

	* [r1088] Include/ql/CashFlows/fixedratecoupon.hpp,
	  Include/ql/FiniteDifferences/boundarycondition.hpp,
	  Include/ql/Makefile.am, Include/ql/Math/interpolation.hpp,
	  Include/ql/Pricers/averagepriceasian.hpp,
	  Include/ql/Pricers/averagestrikeasian.hpp,
	  Include/ql/Pricers/bsmeuropeanoption.hpp,
	  Include/ql/Pricers/bsmoption.hpp,
	  Include/ql/Pricers/everestoption.hpp,
	  Include/ql/Pricers/himalaya.hpp,
	  Include/ql/Pricers/mceuropeanpricer.hpp,
	  Include/ql/Pricers/pagodaoption.hpp,
	  Include/ql/Pricers/plainbasketoption.hpp, Include/ql/array.hpp,
	  Include/ql/date.hpp, Include/ql/depositrate.hpp,
	  Include/ql/discountfactor.hpp, Include/ql/errors.hpp,
	  Include/ql/forwardvolsurface.hpp, Include/ql/handle.hpp,
	  Include/ql/index.hpp, Include/ql/qlerrors.hpp,
	  Include/ql/quantlib.hpp, Include/ql/rate.hpp, Include/ql/spread.hpp,
	  Include/ql/swaptionvolsurface.hpp, Include/ql/termstructure.hpp,
	  Include/ql/types.hpp, QuantLib.dsp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp:
	  
	  Collected typedefs in a single file

2001-07-05 13:51  Ferdinando Ametrano

	* [r1087] Contributors.txt,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp:
	  
	  Maxim "Ronin" contribution on efficiency and style

2001-07-05 12:35  Enrico Sirola

	* [r1086] Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/multifactorpricer.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/Pricers/shoutcondition.hpp, Include/ql/calendar.hpp,
	  Include/ql/history.hpp, Include/ql/instrument.hpp:
	  
	  - added some static_cast<int>() to prevent gcc warnings
	  - added some virtual constructor (same reason)

2001-07-05 12:31  Enrico Sirola

	* [r1085] Include/ql/CashFlows/accruingcoupon.hpp:
	  
	  - added some casts to prevent gcc warning
	  - added some virtual constructors (same reason)

2001-07-05 08:16  Enrico Sirola

	* [r1084] Include/ql/history.hpp:
	  
	  * history.cpp (History) typo fixed

2001-07-04 16:27  uid38474

	* [r1083] Include/ql/history.hpp:
	  
	  * history.hpp (History(const Date& firstDate, const Date& lastDate,
	  const std::vector<double>& values)): added static_cast<unsigned int>
	  to prevent gcc compiler warning

2001-07-04 16:23  uid38474

	* [r1082] Include/ql/history.hpp:
	  
	  * history.hpp (History(const Date& firstDate, const Date& lastDate,
	  Iterator begin, Iterator end)): added static_cast to prevent gcc
	  warning

2001-07-04 12:00  uid40428

	* [r1081] Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/riskstatistics.hpp:
	  
	  Array of random numbers built with an array of dates

2001-07-04 08:05  uid37043

	* [r1080] Include/ql/MonteCarlo/knuthrandomgenerator.hpp,
	  Sources/MonteCarlo/knuthrandomgenerator.cpp:
	  
	  Worked around Visual C++ being off-standard again

2001-07-03 13:24  Luigi Ballabio

	* [r1079] Include/ql/MonteCarlo/Makefile.am,
	  Include/ql/MonteCarlo/knuthrandomgenerator.hpp,
	  Include/ql/quantlib.hpp, QuantLib.dsp, QuantLib.mak,
	  Sources/MonteCarlo/Makefile.am,
	  Sources/MonteCarlo/knuthrandomgenerator.cpp,
	  Sources/MonteCarlo/makefile.mak:
	  
	  Added Knuth random generator after doubts were casted on the NR one

2001-07-02 12:36  Matteo Gallivanoni

	* [r1078] Include/ql/CashFlows/accruingcoupon.hpp,
	  Include/ql/CashFlows/cashflowvectors.hpp,
	  Include/ql/CashFlows/floatingratecoupon.hpp,
	  Include/ql/Instruments/simpleswap.hpp,
	  Include/ql/Instruments/swap.hpp, Include/ql/Math/riskmeasures.hpp,
	  Include/ql/MonteCarlo/getcovariance.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp,
	  Include/ql/instrument.hpp, Include/ql/relinkablehandle.hpp,
	  Include/ql/riskstatistics.hpp, Include/ql/scheduler.hpp,
	  Include/ql/termstructure.hpp,
	  Sources/CashFlows/floatingratecoupon.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/TermStructures/piecewiseflatforward.cpp:
	  
	  pruned redundant header inclusions

2001-06-27 13:08  Ferdinando Ametrano

	* [r1077] QuantLib.dsp, QuantLib.mak:
	  
	  added 2 new configurations for custom builds
	  an explainatory README will follow

2001-06-27 12:18  Luigi Ballabio

	* [r1076] Docs/quantlib.doxy:
	  
	  Sources are back in the html docs

2001-06-26 16:32  Ferdinando Ametrano

	* [r1075] QuantLib.dsp, QuantLib.mak:
	  
	  added 2 new configurations for custom builds
	  an explainatory README will follow

2001-06-26 13:28  Ferdinando Ametrano

	* [r1074] QuantLib.dsp, QuantLib.mak:
	  
	  added 2 new configurations for custom builds
	  an explainatory README will follow

2001-06-26 09:20  Marco Marchioro

	* [r1073] Include/ql/Instruments/stock.hpp, QuantLib.dsp,
	  QuantLib.mak, Sources/Instruments/Makefile.am,
	  Sources/Instruments/makefile.mak, Sources/Instruments/stock.cpp:
	  
	  Method set price added to class stock

2001-06-25 11:28  Enrico Sirola

	* [r1072] Examples/Makefile.am:
	  
	  dist target fixed

2001-06-25 11:22  Enrico Sirola

	* [r1071] Docs/Examples/Makefile.am, Docs/Makefile.am, Makefile.am:
	  
	  dist target fixed

2001-06-25 10:04  Ferdinando Ametrano

	* [r1070] Docs/Makefile.am, History.txt,
	  Include/ql/TermStructures/piecewiseconstantforwards.hpp,
	  Include/ql/depositrate.hpp:
	  
	  R019-branch-merge5 merged into trunk

2001-06-22 16:38  Luigi Ballabio

	* [r1069] Docs/quantlib.doxy,
	  Include/ql/CashFlows/cashflowvectors.hpp,
	  Include/ql/CashFlows/floatingratecoupon.hpp,
	  Include/ql/DayCounters/actual360.hpp,
	  Include/ql/DayCounters/actual365.hpp,
	  Include/ql/DayCounters/thirty360.hpp,
	  Include/ql/DayCounters/thirty360european.hpp,
	  Include/ql/DayCounters/thirty360italian.hpp,
	  Include/ql/FiniteDifferences/backwardeuler.hpp,
	  Include/ql/FiniteDifferences/boundarycondition.hpp,
	  Include/ql/FiniteDifferences/bsmoperator.hpp,
	  Include/ql/FiniteDifferences/cranknicolson.hpp,
	  Include/ql/FiniteDifferences/finitedifferencemodel.hpp,
	  Include/ql/FiniteDifferences/forwardeuler.hpp,
	  Include/ql/FiniteDifferences/identity.hpp,
	  Include/ql/FiniteDifferences/operator.hpp,
	  Include/ql/FiniteDifferences/operatortraits.hpp,
	  Include/ql/FiniteDifferences/standardstepcondition.hpp,
	  Include/ql/FiniteDifferences/stepcondition.hpp,
	  Include/ql/FiniteDifferences/tridiagonaloperator.hpp,
	  Include/ql/FiniteDifferences/valueatcenter.hpp,
	  Include/ql/Instruments/stock.hpp,
	  Include/ql/Math/multivariateaccumulator.hpp,
	  Include/ql/Math/normaldistribution.hpp,
	  Include/ql/Math/riskmeasures.hpp,
	  Include/ql/Math/symmetriceigenvalues.hpp,
	  Include/ql/Math/symmetricschurdecomposition.hpp,
	  Include/ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/ql/MonteCarlo/basketpathpricer.hpp,
	  Include/ql/MonteCarlo/centrallimitgaussian.hpp,
	  Include/ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/ql/MonteCarlo/europeanpathpricer.hpp,
	  Include/ql/MonteCarlo/everestpathpricer.hpp,
	  Include/ql/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/ql/MonteCarlo/getcovariance.hpp,
	  Include/ql/MonteCarlo/himalayapathpricer.hpp,
	  Include/ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/multifactorpricer.hpp,
	  Include/ql/MonteCarlo/multipath.hpp,
	  Include/ql/MonteCarlo/multipathgenerator.hpp,
	  Include/ql/MonteCarlo/multipathpricer.hpp,
	  Include/ql/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/pagodapathpricer.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/MonteCarlo/standardmultipathgenerator.hpp,
	  Include/ql/MonteCarlo/standardpathgenerator.hpp,
	  Include/ql/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/ql/Patterns/observable.hpp,
	  Include/ql/Pricers/americancondition.hpp,
	  Include/ql/Pricers/americanoption.hpp,
	  Include/ql/Pricers/averagepriceasian.hpp,
	  Include/ql/Pricers/averagestrikeasian.hpp,
	  Include/ql/Pricers/barrieroption.hpp,
	  Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Pricers/binaryoption.hpp,
	  Include/ql/Pricers/bsmeuropeanoption.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/bsmoption.hpp,
	  Include/ql/Pricers/cliquetoption.hpp,
	  Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/Pricers/dividendoption.hpp,
	  Include/ql/Pricers/dividendshoutoption.hpp,
	  Include/ql/Pricers/everestoption.hpp,
	  Include/ql/Pricers/finitedifferenceeuropean.hpp,
	  Include/ql/Pricers/geometricasianoption.hpp,
	  Include/ql/Pricers/himalaya.hpp,
	  Include/ql/Pricers/mceuropeanpricer.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp,
	  Include/ql/Pricers/pagodaoption.hpp,
	  Include/ql/Pricers/plainbasketoption.hpp,
	  Include/ql/Pricers/shoutcondition.hpp,
	  Include/ql/Pricers/shoutoption.hpp,
	  Include/ql/Pricers/stepconditionoption.hpp,
	  Include/ql/Solvers1D/bisection.hpp, Include/ql/Solvers1D/brent.hpp,
	  Include/ql/Solvers1D/falseposition.hpp,
	  Include/ql/Solvers1D/newton.hpp,
	  Include/ql/Solvers1D/newtonsafe.hpp,
	  Include/ql/Solvers1D/ridder.hpp, Include/ql/Solvers1D/secant.hpp,
	  Include/ql/Utilities/filteringiterator.hpp,
	  Include/ql/Utilities/iteratorcategories.hpp, Include/ql/array.hpp,
	  Include/ql/config.msvc.hpp, Include/ql/date.hpp,
	  Include/ql/daycounter.hpp, Include/ql/forwardvolsurface.hpp,
	  Include/ql/null.hpp, Include/ql/options.hpp,
	  Include/ql/qldefines.hpp, Include/ql/qlerrors.hpp,
	  Include/ql/quantlib.hpp, Include/ql/swaptionvolsurface.hpp,
	  Sources/date.cpp:
	  
	  Improved documentation

2001-06-22 14:54  Ferdinando Ametrano

	* [r1068] Docs/Examples, Docs/Examples/Makefile.am,
	  Docs/Examples/history_iterators.cpp, Docs/Makefile.am,
	  Docs/quantlib.doxy, Examples/Makefile.am, Examples/README.txt,
	  Examples/history_iterators.cpp:
	  
	  doxygen example file moved under Docs/Examples

2001-06-22 13:19  Ferdinando Ametrano

	* [r1067] Sources/Pricers/averagepriceasian.cpp:
	  
	  80 colums limit enforced

2001-06-21 14:30  Luigi Ballabio

	* [r1066] Include/ql/Instruments/swap.hpp,
	  Include/ql/Patterns/observable.hpp, Include/ql/handle.hpp,
	  Include/ql/instrument.hpp, Include/ql/relinkablehandle.hpp,
	  Sources/Instruments/simpleswap.cpp, Sources/Instruments/swap.cpp,
	  Sources/TermStructures/ratehelpers.cpp:
	  
	  Observability is back

2001-06-21 11:34  Luigi Ballabio

	* [r1065] Include/ql/CashFlows/floatingratecoupon.hpp,
	  Sources/CashFlows/floatingratecoupon.cpp:
	  
	  Ensured that floating rate coupon index stays alive

2001-06-20 11:52  Luigi Ballabio

	* [r1064] Include/ql/Patterns/observable.hpp,
	  Include/ql/relinkablehandle.hpp, Include/ql/termstructure.hpp,
	  Sources/TermStructures/ratehelpers.cpp:
	  
	  Some observability is back

2001-06-19 15:01  Luigi Ballabio

	* [r1063] Include/ql/handle.hpp:
	  
	  Handle can be downcasted to non-const pointer

2001-06-19 10:25  Luigi Ballabio

	* [r1062] Include/ql/CashFlows/cashflowvectors.hpp,
	  Sources/CashFlows/cashflowvectors.cpp:
	  
	  Disabled short/long floating coupons

2001-06-18 11:53  Luigi Ballabio

	* [r1061] Include/ql/Indexes/xibor.hpp, Sources/Indexes/xibor.cpp:
	  
	  Fixed name used for history lookup

2001-06-18 11:51  Luigi Ballabio

	* [r1060] Include/ql/CashFlows/floatingratecoupon.hpp:
	  
	  Fixed cash flow date

2001-06-18 10:24  Ferdinando Ametrano

	* [r1059] QuantLib.dsp, QuantLib.mak:
	  
	  file list updated

2001-06-18 10:20  Ferdinando Ametrano

	* [r1058] Include/ql/FiniteDifferences/cranknicolson.hpp:
	  
	  80 colums enforced

2001-06-18 08:50  Luigi Ballabio

	* [r1057] Sources/CashFlows/cashflowvectors.cpp:
	  
	  Added cross check on stub date and first period day count

2001-06-18 08:11  Luigi Ballabio

	* [r1056] Include/ql/CashFlows/Makefile.am,
	  Include/ql/CashFlows/cashflowvectors.hpp,
	  Include/ql/CashFlows/floatingratecoupon.hpp,
	  Include/ql/CashFlows/parcoupon.hpp, Include/ql/Indexes/xibor.hpp,
	  Include/ql/Instruments/simpleswap.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp, Include/ql/quantlib.hpp,
	  Sources/CashFlows/Makefile.am,
	  Sources/CashFlows/cashflowvectors.cpp,
	  Sources/CashFlows/floatingratecoupon.cpp,
	  Sources/CashFlows/makefile.mak, Sources/CashFlows/parcoupon.cpp,
	  Sources/Instruments/simpleswap.cpp,
	  Sources/TermStructures/ratehelpers.cpp:
	  
	  Reworked indexes and floating rate coupon

2001-06-15 13:52  Luigi Ballabio

	* [r1055] Docs/quantlib.doxy, Include/ql/CashFlows/Makefile.am,
	  Include/ql/CashFlows/accruingcoupon.hpp,
	  Include/ql/CashFlows/cashflowvectors.hpp,
	  Include/ql/CashFlows/fixedratecoupon.hpp,
	  Include/ql/CashFlows/indexlinkedcoupon.hpp,
	  Include/ql/CashFlows/simplecashflow.hpp,
	  Include/ql/DayCounters/actualactual.hpp,
	  Include/ql/DayCounters/thirty360european.hpp,
	  Include/ql/Indexes/euribor.hpp, Include/ql/Indexes/gbplibor.hpp,
	  Include/ql/Indexes/usdlibor.hpp, Include/ql/Indexes/xibor.hpp,
	  Include/ql/Indexes/xibormanager.hpp, Include/ql/array.hpp,
	  Include/ql/cashflow.hpp, Include/ql/date.hpp, Include/ql/index.hpp,
	  Include/ql/quantlib.hpp, Sources/CashFlows/cashflowvectors.cpp,
	  Sources/CashFlows/parcoupon.cpp, Sources/Indexes/xibor.cpp,
	  Sources/Indexes/xibormanager.cpp:
	  
	  Reworked indexes

2001-06-13 16:18  Luigi Ballabio

	* [r1054] Include/ql/TermStructures/piecewiseflatforward.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp,
	  Sources/TermStructures/piecewiseflatforward.cpp,
	  Sources/TermStructures/ratehelpers.cpp:
	  
	  Polished rate helper interfaces

2001-06-13 15:01  Marco Marchioro

	* [r1053] Include/ql/index.hpp:
	  
	  Virtual destructor added

2001-06-12 16:33  Marco Marchioro

	* [r1052] QuantLib.dsp, QuantLib.mak:
	  
	  VS-projects updated

2001-06-12 15:05  Luigi Ballabio

	* [r1051] Include/ql/Indexes/Makefile.am,
	  Include/ql/Indexes/gbplibor.hpp, Include/ql/Indexes/libor.hpp,
	  Include/ql/Indexes/libormanager.hpp,
	  Include/ql/Indexes/xibormanager.hpp, Include/ql/quantlib.hpp,
	  Sources/CashFlows/parcoupon.cpp, Sources/Indexes/Makefile.am,
	  Sources/Indexes/libormanager.cpp, Sources/Indexes/makefile.mak,
	  Sources/Indexes/xibor.cpp, Sources/Indexes/xibormanager.cpp:
	  
	  Renamed Libor to GBPLibor and LiborManager to XiborManager

2001-06-12 13:43  Luigi Ballabio

	* [r1050] Include/ql/Math/riskmeasures.hpp,
	  Include/ql/TermStructures/flatforward.hpp,
	  Include/ql/TermStructures/piecewiseconstantforwards.hpp,
	  Include/ql/TermStructures/piecewiseflatforward.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp,
	  Include/ql/termstructure.hpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/TermStructures/piecewiseflatforward.cpp,
	  Sources/TermStructures/ratehelpers.cpp:
	  
	  Today's date is back into term structures
	  Instruments are now constructed with settlement days instead of
	  settlement date

2001-06-12 09:36  Luigi Ballabio

	* [r1049] Include/ql/Indexes/usdlibor.hpp:
	  
	  name() now returns the class name

2001-06-11 16:45  Mario Aleppo

	* [r1048] Include/ql/Math/riskmeasures.hpp:
	  
	  Changed name Front to Side

2001-06-11 16:42  Mario Aleppo

	* [r1047] Include/ql/Math/riskmeasures.hpp:
	  
	  Changed name Front to Side

2001-06-11 16:40  Mario Aleppo

	* [r1046] Include/ql/Math/riskmeasures.hpp:
	  
	  Changed name Front to SIde

2001-06-11 16:00  Ferdinando Ametrano

	* [r1045] Include/ql/Math/riskmeasures.hpp,
	  Include/ql/riskstatistics.hpp:
	  
	  potentialUpFront is now potentialUpside.
	  Few typos fixed

2001-06-11 13:51  Mario Aleppo

	* [r1044] Include/ql/Math/riskmeasures.hpp,
	  Include/ql/riskstatistics.hpp:
	  
	  Potential Up Front added

2001-06-11 09:09  Luigi Ballabio

	* [r1043] Docs/quantlib.doxy, Docs/quantlib.linux.doxy,
	  Docs/quantlib.win32.doxy:
	  
	  Updated to Doxygen 1.2.8.1

2001-06-08 13:34  Luigi Ballabio

	* [r1042] Include/ql/TermStructures/ratehelpers.hpp:
	  
	  Typedef DepositRateHelper to FraRateHelper

2001-06-08 09:14  Ferdinando Ametrano

	* [r1041] QuantLib.dsp, QuantLib.mak:
	  
	  removed useless include dir Include/Pricers

2001-06-05 12:45  Ferdinando Ametrano

	* [r1040] History.txt, Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendoption.hpp,
	  Include/ql/Pricers/dividendshoutoption.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp, Include/ql/qldefines.hpp,
	  QuantLib.nsi, Sources/Pricers/bsmoption.cpp:
	  
	  R019-branch-merge4 merged into trunk

2001-06-05 10:56  Luigi Ballabio

	* [r1039] Makefile.am:
	  
	  Added docs-clean target

2001-06-05 10:53  Luigi Ballabio

	* [r1038] Docs/Makefile.am:
	  
	  tab fixed

2001-06-05 09:35  Luigi Ballabio

	* [r1037] Docs/Makefile.am, Docs/makefile.mak, Docs/quantlib.doxy,
	  Docs/quantlib.linux.doxy, Docs/quantlib.win32.doxy,
	  Include/ql/Indexes/euribor.hpp, Include/ql/Indexes/libor.hpp,
	  Include/ql/Indexes/libormanager.hpp,
	  Include/ql/Indexes/usdlibor.hpp,
	  Include/ql/Math/symmetriceigenvalues.hpp,
	  Include/ql/Math/symmetricschurdecomposition.hpp,
	  Include/ql/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/getcovariance.hpp,
	  Include/ql/MonteCarlo/multipath.hpp,
	  Include/ql/MonteCarlo/pagodapathpricer.hpp,
	  Include/ql/MonteCarlo/pathmontecarlo.hpp,
	  Include/ql/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Pricers/everestoption.hpp,
	  Include/ql/Pricers/finitedifferenceeuropean.hpp,
	  Include/ql/Pricers/himalaya.hpp,
	  Include/ql/Pricers/pagodaoption.hpp,
	  Include/ql/Pricers/plainbasketoption.hpp,
	  Include/ql/Pricers/stepconditionoption.hpp,
	  Include/ql/riskstatistics.hpp, Include/ql/scheduler.hpp,
	  Sources/CashFlows/cashflowvectors.cpp,
	  Sources/CashFlows/parcoupon.cpp, Sources/Indexes/libormanager.cpp,
	  Sources/Instruments/simpleswap.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp,
	  Sources/MonteCarlo/getcovariance.cpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp,
	  Sources/TermStructures/ratehelpers.cpp:
	  
	  Updated docs to use Doxygen 1.2.8

2001-06-04 13:17  Marco Marchioro

	* [r1036] QuantLib.dsp, QuantLib.mak:
	  
	  ParCoupon added to project

2001-06-04 10:47  Luigi Ballabio

	* [r1035] Include/ql/currency.hpp, Sources/dataformatters.cpp:
	  
	  Added a truckload of currencies

2001-06-04 09:31  Luigi Ballabio

	* [r1034] Sources/TermStructures/ratehelpers.cpp:
	  
	  Using extrapolation in guesses

2001-06-04 08:32  Luigi Ballabio

	* [r1033] Sources/TermStructures/piecewiseflatforward.cpp:
	  
	  Set extrapolated discount as next guess

2001-06-01 16:50  Luigi Ballabio

	* [r1032] Docs/quantlib.doxy, Include/ql/CashFlows/Makefile.am,
	  Include/ql/CashFlows/cashflowvectors.hpp,
	  Include/ql/CashFlows/parcoupon.hpp, Include/ql/Indexes/euribor.hpp,
	  Include/ql/Indexes/libor.hpp, Include/ql/Indexes/usdlibor.hpp,
	  Include/ql/Indexes/xibor.hpp, Include/ql/Instruments/simpleswap.hpp,
	  Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendoption.hpp,
	  Include/ql/Pricers/dividendshoutoption.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp,
	  Include/ql/config.msvc.hpp, Include/ql/handle.hpp,
	  Include/ql/qldefines.hpp, Sources/CashFlows/Makefile.am,
	  Sources/CashFlows/cashflowvectors.cpp,
	  Sources/CashFlows/makefile.mak, Sources/CashFlows/parcoupon.cpp,
	  Sources/Indexes/xibor.cpp, Sources/Instruments/simpleswap.cpp,
	  Sources/TermStructures/piecewiseflatforward.cpp,
	  Sources/TermStructures/ratehelpers.cpp:
	  
	  Term structure on deposits and swaps

2001-06-01 07:24  Luigi Ballabio

	* [r1031] Include/ql/Instruments/simpleswap.hpp,
	  Sources/Instruments/simpleswap.cpp:
	  
	  Changed end date into tenor

2001-05-31 14:48  Luigi Ballabio

	* [r1030] Include/ql/config.msvc.hpp, Include/ql/handle.hpp,
	  Include/ql/qldefines.hpp, QuantLib.dsp,
	  Sources/Instruments/simpleswap.cpp:
	  
	  Worked around Visual C++ deficiencies

2001-05-31 13:54  Luigi Ballabio

	* [r1029] Include/ql/handle.hpp, Sources/Instruments/simpleswap.cpp:
	  
	  Rewritten Handle downcast to be gcc-compatible

2001-05-31 13:17  Luigi Ballabio

	* [r1028] Include/ql/CashFlows/fixedratecoupon.hpp,
	  Include/ql/Instruments/Makefile.am,
	  Include/ql/Instruments/simpleswap.hpp,
	  Include/ql/Instruments/swap.hpp, Include/ql/quantlib.hpp,
	  Sources/Instruments/Makefile.am, Sources/Instruments/makefile.mak,
	  Sources/Instruments/simpleswap.cpp:
	  
	  Added SimpleSwap

2001-05-31 10:10  Luigi Ballabio

	* [r1027] Sources/Makefile.am, configure.in:
	  
	  Added new dirs in configure.in

2001-05-31 09:00  Luigi Ballabio

	* [r1026] Include/ql/CashFlows, Include/ql/CashFlows/Makefile.am,
	  Include/ql/CashFlows/accruingcoupon.hpp,
	  Include/ql/CashFlows/cashflowvectors.hpp,
	  Include/ql/CashFlows/fixedratecoupon.hpp,
	  Include/ql/CashFlows/indexlinkedcoupon.hpp,
	  Include/ql/CashFlows/simplecashflow.hpp,
	  Include/ql/Instruments/Makefile.am, Include/ql/Instruments/swap.hpp,
	  Include/ql/Makefile.am, Include/ql/cashflow.hpp,
	  Include/ql/quantlib.hpp, Include/ql/scheduler.hpp, QuantLib.nsi,
	  Sources/CashFlows, Sources/CashFlows/Makefile.am,
	  Sources/CashFlows/cashflowvectors.cpp,
	  Sources/CashFlows/makefile.mak, Sources/Instruments,
	  Sources/Instruments/Makefile.am, Sources/Instruments/makefile.mak,
	  Sources/Instruments/swap.cpp, Sources/Makefile.am,
	  Sources/makefile.mak, Sources/scheduler.cpp:
	  
	  Cash flows, scheduler, and generic swap added - the latter should be
	  specialized and tested

2001-05-30 15:22  Ferdinando Ametrano

	* [r1025] History.txt:
	  
	  added release date

2001-05-30 14:50  Ferdinando Ametrano

	* [r1024] QuantLib.nsi:
	  
	  debug libraries removed from installer

2001-05-30 14:40  Luigi Ballabio

	* [r1023] Include/ql/Indexes/Makefile.am:
	  
	  Added missing file in distribution

2001-05-29 15:12  Luigi Ballabio

	* [r1022] Include/ql/Indexes/euribor.hpp,
	  Include/ql/Indexes/libor.hpp, Include/ql/Indexes/usdlibor.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp, Include/ql/calendar.hpp,
	  Include/ql/index.hpp, Sources/Indexes/xibor.cpp,
	  Sources/TermStructures/piecewiseflatforward.cpp,
	  Sources/TermStructures/ratehelpers.cpp, Sources/calendar.cpp:
	  
	  Reintroduced RollingConventions (and redisabled default
	  extrapolation on PFF curve)

2001-05-29 12:04  Luigi Ballabio

	* [r1021] Sources/TermStructures/piecewiseflatforward.cpp:
	  
	  Temporarily forced extrapolation

2001-05-29 11:57  Marco Marchioro

	* [r1020] Sources/TermStructures/piecewiseflatforward.cpp:
	  
	  Error message is now more clear

2001-05-29 10:00  Luigi Ballabio

	* [r1019] Include/ql/termstructure.hpp:
	  
	  Removed check that would fail on null relinkable handle

2001-05-29 09:24  Luigi Ballabio

	* [r1018] Include/ql/Indexes/Makefile.am,
	  Include/ql/Indexes/euribor.hpp, Include/ql/Indexes/libor.hpp,
	  Include/ql/Indexes/libormanager.hpp,
	  Include/ql/Indexes/usdlibor.hpp, Include/ql/Indexes/xibor.hpp,
	  Include/ql/relinkablehandle.hpp, Include/ql/termstructure.hpp,
	  Sources/Indexes/libormanager.cpp, Sources/Indexes/xibor.cpp:
	  
	  Using relinkable handle to term structure

2001-05-28 19:25  Ferdinando Ametrano

	* [r1017] QuantLib.nsi:
	  
	  removed docs from binary installer

2001-05-28 16:12  Luigi Ballabio

	* [r1016] Include/ql/Indexes/libormanager.hpp,
	  Sources/Indexes/libormanager.cpp:
	  
	  *** empty log message ***

2001-05-28 16:11  Luigi Ballabio

	* [r1015] Include/ql/Indexes/libormanager.hpp,
	  Sources/Indexes/libormanager.cpp:
	  
	  *** empty log message ***

2001-05-28 14:57  Luigi Ballabio

	* [r1014] Makefile.am:
	  
	  Removed files removed from distribution list also

2001-05-28 14:55  Luigi Ballabio

	* [r1013] Include/ql/FiniteDifferences/backwardeuler.hpp:
	  
	  Missing inclusion fixed

2001-05-28 14:54  Luigi Ballabio

	* [r1012] Include/ql/Makefile.am,
	  Include/ql/TermStructures/ratehelpers.hpp, Include/ql/quantlib.hpp,
	  Include/ql/relinkablehandle.hpp,
	  Sources/TermStructures/ratehelpers.cpp:
	  
	  Deposit rates are always adjusted

2001-05-28 14:06  Ferdinando Ametrano

	* [r1011] History.txt:
	  
	  typos fixed

2001-05-28 13:21  Luigi Ballabio

	* [r1010] Include/ql/handle.hpp:
	  
	  Trying to get g++ to compile

2001-05-28 13:17  Ferdinando Ametrano

	* [r1009] makefile.mak:
	  
	  I'm confused, but it seems like we don't need to mkdir

2001-05-28 13:09  Ferdinando Ametrano

	* [r1008] Include/ql/Math/Makefile.am,
	  Include/ql/Math/multivariateaccumulator.hpp,
	  Include/ql/Math/riskmeasures.hpp, Include/ql/Math/vartool.hpp,
	  Include/ql/quantlib.hpp, Include/ql/riskstatistics.hpp,
	  QuantLib.dsp, QuantLib.mak, makefile.mak:
	  
	  R019-branch-merge3 merged into trunk

2001-05-28 12:52  Luigi Ballabio

	* [r1007] Include/ql/Instruments/stock.hpp, Include/ql/handle.hpp,
	  Include/ql/instrument.hpp, Sources/TermStructures/ratehelpers.cpp:
	  
	  Simplified Instrument interface

2001-05-25 16:33  Ferdinando Ametrano

	* [r1006] makefile.mak:
	  
	  improved install directive

2001-05-25 16:01  Ferdinando Ametrano

	* [r1005] Sources/Pricers/dividendoption.cpp, configure.in:
	  
	  R019-branch-merge2 merged into trunk

2001-05-25 15:58  Ferdinando Ametrano

	* [r1004] Docs/quantlib.doxy, Sources/Pricers/dividendoption.cpp,
	  configure.in:
	  
	  R019-branch-merge2 merged into trunk

2001-05-25 13:49  Ferdinando Ametrano

	* [r1003] History.txt:
	  
	  fixed few typos

2001-05-25 10:14  Luigi Ballabio

	* [r1002] ChangeLogShort.txt, History.txt, QuantLib.prj,
	  QuantLib.prj.exp, README-mac.txt, README-win.txt, Readme.txt:
	  
	  Updated a few readme files

2001-05-25 09:29  Ferdinando Ametrano

	* [r1001] Include/ql/FiniteDifferences/backwardeuler.hpp,
	  Include/ql/Indexes/libormanager.hpp,
	  Include/ql/Math/linearinterpolation.hpp,
	  Include/ql/Math/multivariateaccumulator.hpp,
	  Include/ql/Math/statistics.hpp, Include/ql/Math/vartool.hpp,
	  Include/ql/MonteCarlo/basketpathpricer.hpp,
	  Include/ql/MonteCarlo/everestpathpricer.hpp,
	  Include/ql/MonteCarlo/himalayapathpricer.hpp,
	  Include/ql/MonteCarlo/multipathgenerator.hpp,
	  Include/ql/MonteCarlo/pagodapathpricer.hpp,
	  Include/ql/MonteCarlo/pathmontecarlo.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/Pricers/shoutcondition.hpp,
	  Include/ql/Pricers/shoutoption.hpp,
	  Include/ql/Pricers/stepconditionoption.hpp,
	  Include/ql/TermStructures/piecewiseconstantforwards.hpp,
	  Include/ql/TermStructures/piecewiseflatforward.hpp,
	  Sources/Indexes/libormanager.cpp, Sources/Math/matrix.cpp,
	  Sources/Math/normaldistribution.cpp,
	  Sources/MonteCarlo/everestpathpricer.cpp,
	  Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp,
	  Sources/TermStructures/piecewiseflatforward.cpp,
	  Sources/TermStructures/ratehelpers.cpp:
	  
	  smoothing #include xx.hpp and cutting old Log messages

2001-05-25 08:12  Luigi Ballabio

	* [r1000] Include/ql/history.hpp:
	  
	  Fixed bug in docs

2001-05-24 17:50  Ferdinando Ametrano

	* [r999] Include/ql/handle.hpp:
	  
	  no message

2001-05-24 16:06  Ferdinando Ametrano

	* [r998] makefile.mak:
	  
	  commented out QL_DIR requirement

2001-05-24 15:40  Ferdinando Ametrano

	* [r997] Include/ql/Calendars/frankfurt.hpp,
	  Include/ql/Calendars/helsinki.hpp, Include/ql/Calendars/london.hpp,
	  Include/ql/Calendars/milan.hpp, Include/ql/Calendars/newyork.hpp,
	  Include/ql/Calendars/target.hpp,
	  Include/ql/Calendars/wellington.hpp,
	  Include/ql/Calendars/westerncalendar.hpp,
	  Include/ql/Calendars/zurich.hpp,
	  Include/ql/DayCounters/actual360.hpp,
	  Include/ql/DayCounters/actual365.hpp,
	  Include/ql/DayCounters/actualactual.hpp,
	  Include/ql/DayCounters/thirty360.hpp,
	  Include/ql/DayCounters/thirty360european.hpp,
	  Include/ql/DayCounters/thirty360italian.hpp,
	  Include/ql/FiniteDifferences/backwardeuler.hpp,
	  Include/ql/FiniteDifferences/boundarycondition.hpp,
	  Include/ql/FiniteDifferences/bsmoperator.hpp,
	  Include/ql/FiniteDifferences/cranknicolson.hpp,
	  Include/ql/FiniteDifferences/dminus.hpp,
	  Include/ql/FiniteDifferences/dplus.hpp,
	  Include/ql/FiniteDifferences/dplusdminus.hpp,
	  Include/ql/FiniteDifferences/dzero.hpp,
	  Include/ql/FiniteDifferences/finitedifferencemodel.hpp,
	  Include/ql/FiniteDifferences/forwardeuler.hpp,
	  Include/ql/FiniteDifferences/identity.hpp,
	  Include/ql/FiniteDifferences/operator.hpp,
	  Include/ql/FiniteDifferences/operatortraits.hpp,
	  Include/ql/FiniteDifferences/standardfdmodel.hpp,
	  Include/ql/FiniteDifferences/standardstepcondition.hpp,
	  Include/ql/FiniteDifferences/stepcondition.hpp,
	  Include/ql/FiniteDifferences/tridiagonaloperator.hpp,
	  Include/ql/FiniteDifferences/valueatcenter.hpp,
	  Include/ql/Indexes/euribor.hpp, Include/ql/Indexes/libor.hpp,
	  Include/ql/Indexes/libormanager.hpp,
	  Include/ql/Indexes/usdlibor.hpp, Include/ql/Indexes/xibor.hpp,
	  Include/ql/Instruments/stock.hpp, Include/ql/Math/cubicspline.hpp,
	  Include/ql/Math/interpolation.hpp,
	  Include/ql/Math/lexicographicalview.hpp,
	  Include/ql/Math/linearinterpolation.hpp, Include/ql/Math/matrix.hpp,
	  Include/ql/Math/multivariateaccumulator.hpp,
	  Include/ql/Math/normaldistribution.hpp,
	  Include/ql/Math/statistics.hpp,
	  Include/ql/Math/symmetriceigenvalues.hpp,
	  Include/ql/Math/symmetricschurdecomposition.hpp,
	  Include/ql/Math/vartool.hpp,
	  Include/ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/ql/MonteCarlo/basketpathpricer.hpp,
	  Include/ql/MonteCarlo/boxmuller.hpp,
	  Include/ql/MonteCarlo/centrallimitgaussian.hpp,
	  Include/ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/ql/MonteCarlo/europeanpathpricer.hpp,
	  Include/ql/MonteCarlo/everestpathpricer.hpp,
	  Include/ql/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/ql/MonteCarlo/getcovariance.hpp,
	  Include/ql/MonteCarlo/himalayapathpricer.hpp,
	  Include/ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/multifactorpricer.hpp,
	  Include/ql/MonteCarlo/multipath.hpp,
	  Include/ql/MonteCarlo/multipathgenerator.hpp,
	  Include/ql/MonteCarlo/multipathpricer.hpp,
	  Include/ql/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/pagodapathpricer.hpp,
	  Include/ql/MonteCarlo/path.hpp,
	  Include/ql/MonteCarlo/pathmontecarlo.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/MonteCarlo/standardmultipathgenerator.hpp,
	  Include/ql/MonteCarlo/standardpathgenerator.hpp,
	  Include/ql/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/ql/Patterns/observable.hpp,
	  Include/ql/Pricers/americancondition.hpp,
	  Include/ql/Pricers/americanoption.hpp,
	  Include/ql/Pricers/averagepriceasian.hpp,
	  Include/ql/Pricers/averagestrikeasian.hpp,
	  Include/ql/Pricers/barrieroption.hpp,
	  Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Pricers/binaryoption.hpp,
	  Include/ql/Pricers/bsmeuropeanoption.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/bsmoption.hpp,
	  Include/ql/Pricers/cliquetoption.hpp,
	  Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/Pricers/dividendoption.hpp,
	  Include/ql/Pricers/dividendshoutoption.hpp,
	  Include/ql/Pricers/everestoption.hpp,
	  Include/ql/Pricers/finitedifferenceeuropean.hpp,
	  Include/ql/Pricers/geometricasianoption.hpp,
	  Include/ql/Pricers/himalaya.hpp,
	  Include/ql/Pricers/mceuropeanpricer.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp,
	  Include/ql/Pricers/pagodaoption.hpp,
	  Include/ql/Pricers/plainbasketoption.hpp,
	  Include/ql/Pricers/shoutcondition.hpp,
	  Include/ql/Pricers/shoutoption.hpp,
	  Include/ql/Pricers/stepconditionoption.hpp,
	  Include/ql/Solvers1D/bisection.hpp, Include/ql/Solvers1D/brent.hpp,
	  Include/ql/Solvers1D/falseposition.hpp,
	  Include/ql/Solvers1D/newton.hpp,
	  Include/ql/Solvers1D/newtonsafe.hpp,
	  Include/ql/Solvers1D/ridder.hpp, Include/ql/Solvers1D/secant.hpp,
	  Include/ql/TermStructures/flatforward.hpp,
	  Include/ql/TermStructures/piecewiseconstantforwards.hpp,
	  Include/ql/TermStructures/piecewiseflatforward.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp,
	  Include/ql/Utilities/combiningiterator.hpp,
	  Include/ql/Utilities/couplingiterator.hpp,
	  Include/ql/Utilities/filteringiterator.hpp,
	  Include/ql/Utilities/iteratorcategories.hpp,
	  Include/ql/Utilities/processingiterator.hpp,
	  Include/ql/Utilities/steppingiterator.hpp, Include/ql/array.hpp,
	  Include/ql/calendar.hpp, Include/ql/config.ansi.hpp,
	  Include/ql/config.bcc.hpp, Include/ql/config.decc.hpp,
	  Include/ql/config.msvc.hpp, Include/ql/config.mwcw.hpp,
	  Include/ql/currency.hpp, Include/ql/dataformatters.hpp,
	  Include/ql/date.hpp, Include/ql/daycounter.hpp,
	  Include/ql/depositrate.hpp, Include/ql/discountfactor.hpp,
	  Include/ql/expressiontemplates.hpp,
	  Include/ql/forwardvolsurface.hpp, Include/ql/handle.hpp,
	  Include/ql/history.hpp, Include/ql/index.hpp,
	  Include/ql/instrument.hpp, Include/ql/null.hpp,
	  Include/ql/options.hpp, Include/ql/qldefines.hpp,
	  Include/ql/qlerrors.hpp, Include/ql/quantlib.hpp,
	  Include/ql/rate.hpp, Include/ql/riskstatistics.hpp,
	  Include/ql/solver1d.hpp, Include/ql/spread.hpp,
	  Include/ql/swaptionvolsurface.hpp, Include/ql/termstructure.hpp,
	  Sources/Calendars/frankfurt.cpp, Sources/Calendars/helsinki.cpp,
	  Sources/Calendars/london.cpp, Sources/Calendars/milan.cpp,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/target.cpp,
	  Sources/Calendars/wellington.cpp,
	  Sources/Calendars/westerncalendar.cpp, Sources/Calendars/zurich.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/FiniteDifferences/valueatcenter.cpp,
	  Sources/Indexes/libormanager.cpp, Sources/Indexes/xibor.cpp,
	  Sources/Math/matrix.cpp, Sources/Math/multivariateaccumulator.cpp,
	  Sources/Math/normaldistribution.cpp, Sources/Math/statistics.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/everestpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/getcovariance.cpp,
	  Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/MonteCarlo/lecuyerrandomgenerator.cpp,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/barrieroption.cpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/binaryoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Pricers/cliquetoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/dividendshoutoption.cpp,
	  Sources/Pricers/everestoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/himalaya.cpp, Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/TermStructures/piecewiseflatforward.cpp,
	  Sources/TermStructures/ratehelpers.cpp, Sources/calendar.cpp,
	  Sources/dataformatters.cpp, Sources/date.cpp, Sources/solver1d.cpp:
	  
	  smoothing #include xx.hpp and cutting old Log messages

2001-05-24 14:03  Marco Marchioro

	* [r996] Sources/Pricers/dividendoption.cpp:
	  
	  New grid is always within previous one

2001-05-24 13:57  Ferdinando Ametrano

	* [r995] Include/ql/Instruments/stock.hpp,
	  Include/ql/Math/cubicspline.hpp, Include/ql/Math/interpolation.hpp,
	  Include/ql/Math/lexicographicalview.hpp,
	  Include/ql/Math/linearinterpolation.hpp, Include/ql/Math/matrix.hpp,
	  Include/ql/Math/normaldistribution.hpp,
	  Include/ql/Math/statistics.hpp,
	  Include/ql/Math/symmetricschurdecomposition.hpp,
	  Include/ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/ql/MonteCarlo/basketpathpricer.hpp,
	  Include/ql/MonteCarlo/boxmuller.hpp,
	  Include/ql/MonteCarlo/centrallimitgaussian.hpp,
	  Include/ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/ql/MonteCarlo/europeanpathpricer.hpp,
	  Include/ql/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/multifactorpricer.hpp,
	  Include/ql/MonteCarlo/multipath.hpp,
	  Include/ql/MonteCarlo/multipathgenerator.hpp,
	  Include/ql/MonteCarlo/multipathpricer.hpp,
	  Include/ql/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/path.hpp,
	  Include/ql/MonteCarlo/pathmontecarlo.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/MonteCarlo/standardmultipathgenerator.hpp,
	  Include/ql/MonteCarlo/standardpathgenerator.hpp,
	  Include/ql/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/ql/Pricers/americancondition.hpp,
	  Include/ql/Pricers/americanoption.hpp,
	  Include/ql/Pricers/averagepriceasian.hpp,
	  Include/ql/Pricers/averagestrikeasian.hpp,
	  Include/ql/Pricers/bsmeuropeanoption.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/cliquetoption.hpp,
	  Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/Pricers/everestoption.hpp,
	  Include/ql/Pricers/finitedifferenceeuropean.hpp,
	  Include/ql/Pricers/geometricasianoption.hpp,
	  Include/ql/Pricers/himalaya.hpp,
	  Include/ql/Pricers/mceuropeanpricer.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp,
	  Include/ql/Pricers/pagodaoption.hpp,
	  Include/ql/Pricers/plainbasketoption.hpp,
	  Include/ql/Pricers/shoutcondition.hpp,
	  Include/ql/Pricers/shoutoption.hpp,
	  Include/ql/Pricers/stepconditionoption.hpp,
	  Include/ql/TermStructures/flatforward.hpp,
	  Include/ql/TermStructures/piecewiseconstantforwards.hpp,
	  Include/ql/Utilities/combiningiterator.hpp,
	  Include/ql/Utilities/couplingiterator.hpp,
	  Include/ql/Utilities/filteringiterator.hpp,
	  Include/ql/Utilities/iteratorcategories.hpp,
	  Include/ql/Utilities/processingiterator.hpp,
	  Include/ql/Utilities/steppingiterator.hpp, Include/ql/array.hpp,
	  Include/ql/qlerrors.hpp, Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/helsinki.cpp, Sources/Calendars/london.cpp,
	  Sources/Calendars/milan.cpp, Sources/Calendars/newyork.cpp,
	  Sources/Calendars/target.cpp, Sources/Calendars/wellington.cpp,
	  Sources/Calendars/westerncalendar.cpp, Sources/Calendars/zurich.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/FiniteDifferences/valueatcenter.cpp,
	  Sources/Math/matrix.cpp, Sources/Math/multivariateaccumulator.cpp,
	  Sources/Math/normaldistribution.cpp, Sources/Math/statistics.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/everestpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/getcovariance.cpp,
	  Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/MonteCarlo/lecuyerrandomgenerator.cpp,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/barrieroption.cpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/binaryoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Pricers/cliquetoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/dividendshoutoption.cpp,
	  Sources/Pricers/everestoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/himalaya.cpp, Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/TermStructures/piecewiseflatforward.cpp,
	  Sources/calendar.cpp:
	  
	  smoothing #include xx.hpp and cutting old Log messages

2001-05-24 13:34  Ferdinando Ametrano

	* [r994] ChangeLog.txt, ChangeLogShort.txt:
	  
	  changelog added.
	  Manual update for the time being

2001-05-24 12:52  Ferdinando Ametrano

	* [r993] Docs/Makefile.am, Docs/makefile.mak, Examples/Makefile.am,
	  Include/Makefile.am, Include/ql/Calendars/Makefile.am,
	  Include/ql/DayCounters/Makefile.am,
	  Include/ql/FiniteDifferences/backwardeuler.hpp,
	  Include/ql/FiniteDifferences/identity.hpp,
	  Include/ql/FiniteDifferences/operator.hpp,
	  Include/ql/Indexes/Makefile.am, Include/ql/Indexes/libor.hpp,
	  Include/ql/Indexes/libormanager.hpp,
	  Include/ql/Indexes/usdlibor.hpp, Include/ql/Instruments/Makefile.am,
	  Include/ql/Makefile.am, Include/ql/Math/cubicspline.hpp,
	  Include/ql/Math/interpolation.hpp, Include/ql/Math/matrix.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp, Include/ql/Patterns/Makefile.am,
	  Include/ql/Pricers/Makefile.am,
	  Include/ql/Pricers/barrieroption.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/bsmoption.hpp,
	  Include/ql/Pricers/cliquetoption.hpp,
	  Include/ql/Pricers/stepconditionoption.hpp,
	  Include/ql/TermStructures/Makefile.am,
	  Include/ql/TermStructures/piecewiseflatforward.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp,
	  Include/ql/Utilities/Makefile.am,
	  Include/ql/Utilities/couplingiterator.hpp, Include/ql/calendar.hpp,
	  Include/ql/currency.hpp, Include/ql/dataformatters.hpp,
	  Include/ql/date.hpp, Include/ql/depositrate.hpp,
	  Include/ql/discountfactor.hpp, Include/ql/expressiontemplates.hpp,
	  Include/ql/forwardvolsurface.hpp, Include/ql/handle.hpp,
	  Include/ql/history.hpp, Include/ql/index.hpp,
	  Include/ql/instrument.hpp, Include/ql/null.hpp,
	  Include/ql/options.hpp, Include/ql/qldefines.hpp,
	  Include/ql/qlerrors.hpp, Include/ql/quantlib.hpp,
	  Include/ql/rate.hpp, Include/ql/riskstatistics.hpp,
	  Include/ql/solver1d.hpp, Include/ql/swaptionvolsurface.hpp,
	  Include/ql/termstructure.hpp, Makefile.am,
	  Sources/Calendars/Makefile.am, Sources/Calendars/makefile.mak,
	  Sources/DayCounters/Makefile.am, Sources/DayCounters/makefile.mak,
	  Sources/FiniteDifferences/Makefile.am,
	  Sources/FiniteDifferences/makefile.mak, Sources/Indexes/Makefile.am,
	  Sources/Indexes/makefile.mak, Sources/Makefile.am,
	  Sources/Math/Makefile.am, Sources/Math/makefile.mak,
	  Sources/MonteCarlo/Makefile.am,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/MonteCarlo/makefile.mak, Sources/Pricers/Makefile.am,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/barrieroption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/makefile.mak, Sources/Solvers1D/Makefile.am,
	  Sources/Solvers1D/makefile.mak, Sources/TermStructures/Makefile.am,
	  Sources/TermStructures/makefile.mak, Sources/date.cpp,
	  Sources/makefile.mak, makefile.mak:
	  
	  smoothing #include xx.hpp

2001-05-24 11:34  Ferdinando Ametrano

	* [r992] Include/ql/Calendars/frankfurt.hpp,
	  Include/ql/Calendars/helsinki.hpp, Include/ql/Calendars/london.hpp,
	  Include/ql/Calendars/milan.hpp, Include/ql/Calendars/newyork.hpp,
	  Include/ql/Calendars/target.hpp,
	  Include/ql/Calendars/wellington.hpp,
	  Include/ql/Calendars/westerncalendar.hpp,
	  Include/ql/Calendars/zurich.hpp, Include/ql/Indexes/euribor.hpp,
	  Include/ql/Indexes/xibor.hpp, Include/ql/Instruments/stock.hpp,
	  Include/ql/Math/Makefile.am, Include/ql/Math/cubicspline.hpp,
	  Include/ql/Math/interpolation.hpp,
	  Include/ql/Math/lexicographicalview.hpp,
	  Include/ql/Math/linearinterpolation.hpp, Include/ql/Math/matrix.hpp,
	  Include/ql/Math/multivariateaccumulator.hpp,
	  Include/ql/Math/normaldistribution.hpp,
	  Include/ql/Math/statistics.hpp,
	  Include/ql/Math/symmetriceigenvalues.hpp,
	  Include/ql/Math/symmetricschurdecomposition.hpp,
	  Include/ql/Math/vartool.hpp, Include/ql/MonteCarlo/Makefile.am,
	  Include/ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/ql/MonteCarlo/basketpathpricer.hpp,
	  Include/ql/MonteCarlo/boxmuller.hpp,
	  Include/ql/MonteCarlo/centrallimitgaussian.hpp,
	  Include/ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/ql/MonteCarlo/europeanpathpricer.hpp,
	  Include/ql/MonteCarlo/everestpathpricer.hpp,
	  Include/ql/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/ql/MonteCarlo/getcovariance.hpp,
	  Include/ql/MonteCarlo/himalayapathpricer.hpp,
	  Include/ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/multifactorpricer.hpp,
	  Include/ql/MonteCarlo/multipath.hpp,
	  Include/ql/MonteCarlo/multipathgenerator.hpp,
	  Include/ql/MonteCarlo/multipathpricer.hpp,
	  Include/ql/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/pagodapathpricer.hpp,
	  Include/ql/MonteCarlo/path.hpp,
	  Include/ql/MonteCarlo/pathmontecarlo.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/MonteCarlo/standardmultipathgenerator.hpp,
	  Include/ql/MonteCarlo/standardpathgenerator.hpp,
	  Include/ql/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/ql/Patterns/observable.hpp,
	  Include/ql/Solvers1D/Makefile.am,
	  Include/ql/Solvers1D/bisection.hpp, Include/ql/Solvers1D/brent.hpp,
	  Include/ql/Solvers1D/falseposition.hpp,
	  Include/ql/Solvers1D/newton.hpp,
	  Include/ql/Solvers1D/newtonsafe.hpp,
	  Include/ql/Solvers1D/ridder.hpp, Include/ql/Solvers1D/secant.hpp,
	  Include/ql/TermStructures/flatforward.hpp,
	  Include/ql/TermStructures/piecewiseconstantforwards.hpp:
	  
	  smoothing #include xx.hpp

2001-05-24 11:15  Luigi Ballabio

	* [r991] Include/ql/Currencies, Include/ql/Indexes/euribor.hpp,
	  Include/ql/Indexes/libor.hpp, Include/ql/Indexes/libormanager.hpp,
	  Include/ql/Indexes/usdlibor.hpp, Include/ql/Makefile.am,
	  Include/ql/TermStructures/flatforward.hpp,
	  Include/ql/TermStructures/piecewiseconstantforwards.hpp,
	  Include/ql/TermStructures/piecewiseflatforward.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp, Include/ql/currency.hpp,
	  Include/ql/dataformatters.hpp, Include/ql/index.hpp,
	  Include/ql/quantlib.hpp, Include/ql/termstructure.hpp, QuantLib.dsp,
	  QuantLib.nsi, Sources/Indexes/libormanager.cpp,
	  Sources/Indexes/xibor.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/TermStructures/piecewiseflatforward.cpp,
	  Sources/TermStructures/ratehelpers.cpp, Sources/dataformatters.cpp,
	  configure.in:
	  
	  Stripped conventions from Currencies

2001-05-23 19:30  Ferdinando Ametrano

	* [r990] Include/ql/DayCounters/actual360.hpp,
	  Include/ql/DayCounters/actual365.hpp,
	  Include/ql/DayCounters/actualactual.hpp,
	  Include/ql/DayCounters/thirty360.hpp,
	  Include/ql/DayCounters/thirty360european.hpp,
	  Include/ql/DayCounters/thirty360italian.hpp,
	  Include/ql/FiniteDifferences/Makefile.am,
	  Include/ql/FiniteDifferences/backwardeuler.hpp,
	  Include/ql/FiniteDifferences/boundarycondition.hpp,
	  Include/ql/FiniteDifferences/bsmoperator.hpp,
	  Include/ql/FiniteDifferences/cranknicolson.hpp,
	  Include/ql/FiniteDifferences/dminus.hpp,
	  Include/ql/FiniteDifferences/dplus.hpp,
	  Include/ql/FiniteDifferences/dplusdminus.hpp,
	  Include/ql/FiniteDifferences/dzero.hpp,
	  Include/ql/FiniteDifferences/finitedifferencemodel.hpp,
	  Include/ql/FiniteDifferences/forwardeuler.hpp,
	  Include/ql/FiniteDifferences/operatortraits.hpp,
	  Include/ql/FiniteDifferences/stepcondition.hpp,
	  Include/ql/FiniteDifferences/tridiagonaloperator.hpp,
	  Include/ql/FiniteDifferences/valueatcenter.hpp,
	  Include/ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/ql/MonteCarlo/basketpathpricer.hpp,
	  Include/ql/MonteCarlo/boxmuller.hpp,
	  Include/ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/ql/MonteCarlo/everestpathpricer.hpp,
	  Include/ql/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/ql/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/ql/MonteCarlo/getcovariance.hpp,
	  Include/ql/MonteCarlo/himalayapathpricer.hpp,
	  Include/ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/multifactorpricer.hpp,
	  Include/ql/MonteCarlo/multipath.hpp,
	  Include/ql/MonteCarlo/multipathgenerator.hpp,
	  Include/ql/MonteCarlo/multipathpricer.hpp,
	  Include/ql/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/pagodapathpricer.hpp,
	  Include/ql/MonteCarlo/path.hpp,
	  Include/ql/MonteCarlo/pathmontecarlo.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/ql/Pricers/americancondition.hpp,
	  Include/ql/Pricers/americanoption.hpp,
	  Include/ql/Pricers/averagepriceasian.hpp,
	  Include/ql/Pricers/averagestrikeasian.hpp,
	  Include/ql/Pricers/barrieroption.hpp,
	  Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Pricers/binaryoption.hpp,
	  Include/ql/Pricers/bsmeuropeanoption.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/bsmoption.hpp,
	  Include/ql/Pricers/cliquetoption.hpp,
	  Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/Pricers/dividendoption.hpp,
	  Include/ql/Pricers/dividendshoutoption.hpp,
	  Include/ql/Pricers/everestoption.hpp,
	  Include/ql/Pricers/geometricasianoption.hpp,
	  Include/ql/Pricers/himalaya.hpp,
	  Include/ql/Pricers/mceuropeanpricer.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp,
	  Include/ql/Pricers/pagodaoption.hpp,
	  Include/ql/Pricers/plainbasketoption.hpp,
	  Include/ql/Pricers/shoutcondition.hpp,
	  Include/ql/Pricers/shoutoption.hpp,
	  Include/ql/Pricers/stepconditionoption.hpp, Include/ql/array.hpp,
	  Include/ql/daycounter.hpp, Sources/DayCounters/actualactual.cpp,
	  Sources/Pricers/averagepriceasian.cpp:
	  
	  smoothing #include xx.hpp

2001-05-23 13:06  Ferdinando Ametrano

	* [r989] QuantLib.dsp, QuantLib.mak:
	  
	  just to be sure ... the latest version

2001-05-23 09:28  Marco Marchioro

	* [r988] Sources/FiniteDifferences/valueatcenter.cpp:
	  
	  array.hpp included

2001-05-23 09:23  Marco Marchioro

	* [r987] QuantLib.dsp:
	  
	  included solver1d.hpp

2001-05-22 14:43  Ferdinando Ametrano

	* [r986] QuantLib.nsi:
	  
	  comment added

2001-05-22 13:43  Ferdinando Ametrano

	* [r985] QuantLib.nsi:
	  
	  80 columns enforced

2001-05-22 13:30  Marco Marchioro

	* [r984] Sources/Pricers/dividendoption.cpp:
	  
	  sMin_ and sMax_ are computed in a different way now

2001-05-22 13:28  Marco Marchioro

	* [r983] Sources/Pricers/multiperiodoption.cpp:
	  
	  setGridLimits interface changed and other changes

2001-05-22 13:25  Marco Marchioro

	* [r982] Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/stepconditionoption.cpp:
	  
	  setGridLimits interface changed

2001-05-22 13:23  Marco Marchioro

	* [r981] Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp:
	  
	  Method controlVariateCorrection added

2001-05-22 13:19  Marco Marchioro

	* [r980] Sources/Pricers/bsmoption.cpp:
	  
	  Implied volatility changed

2001-05-22 13:18  Marco Marchioro

	* [r979] Include/ql/Pricers/bsmoption.hpp:
	  
	  Volatility limits change to [0.0001, 1.0]

2001-05-22 08:34  Ferdinando Ametrano

	* [r978] QuantLib.mak:
	  
	  Visual Studio command line make file updated

2001-05-21 13:12  Ferdinando Ametrano

	* [r977] QuantLib.nsi:
	  
	  upgraded to NSIS 1.41

2001-05-21 11:16  Luigi Ballabio

	* [r976] Makefile.am, SWIG, configure.in:
	  
	  SWIG folder removed

2001-05-21 11:11  Luigi Ballabio

	* [r975] Makefile.am, Ruby, configure.in:
	  
	  Ruby extension removed

2001-05-21 11:06  Luigi Ballabio

	* [r974] Makefile.am, Python, Ruby/README.txt, configure.in,
	  makefile.mak:
	  
	  Python extension removed

2001-05-18 08:26  Marco Marchioro

	* [r973] Include/ql/Indexes/Makefile.am,
	  Include/ql/Indexes/usdlibor.hpp, Include/ql/quantlib.hpp,
	  QuantLib.dsp, SWIG/Indexes.i:
	  
	  USD-Libor index added

2001-05-17 15:33  Luigi Ballabio

	* [r972] Include/ql/TermStructures/ratehelpers.hpp,
	  Python/Tests/piecewiseflatforward.py, SWIG/RateHelpers.i,
	  Sources/TermStructures/ratehelpers.cpp:
	  
	  Deposit rate helpers now use conventions in Currency

2001-05-17 14:59  Luigi Ballabio

	* [r971] Include/ql/Currencies/chf.hpp, Include/ql/Currencies/dem.hpp,
	  Include/ql/Currencies/eur.hpp, Include/ql/Currencies/gbp.hpp,
	  Include/ql/Currencies/itl.hpp, Include/ql/Currencies/usd.hpp,
	  Include/ql/currency.hpp, SWIG/Currencies.i:
	  
	  Added deposit conventions to Currency

2001-05-17 14:23  Luigi Ballabio

	* [r970] Include/ql/Currencies/Makefile.am,
	  Include/ql/Currencies/aud.hpp, Include/ql/Currencies/cad.hpp,
	  Include/ql/Currencies/dkk.hpp, Include/ql/Currencies/jpy.hpp,
	  Include/ql/Currencies/sek.hpp, Include/ql/quantlib.hpp,
	  QuantLib.dsp, SWIG/Currencies.i:
	  
	  Removed phony currencies before adding methods to interface

2001-05-16 16:55  Ferdinando Ametrano

	* [r969] Docs/README.txt:
	  
	  improved doc

2001-05-16 15:45  Luigi Ballabio

	* [r968] Include/ql/TermStructures/ratehelpers.hpp,
	  Sources/TermStructures/ratehelpers.cpp:
	  
	  Fixed typo in docs

2001-05-16 15:37  Luigi Ballabio

	* [r967] Include/ql/Makefile.am:
	  
	  Added index.hpp

2001-05-16 15:02  Luigi Ballabio

	* [r966] Include/ql/TermStructures/Makefile.am:
	  
	  Fixed typo

2001-05-16 15:01  Ferdinando Ametrano

	* [r965] Python/README.txt, Python/Tests/Makefile.am,
	  Python/Tests/QuantLibSuite.py, Python/Tests/QuantLibTestSuite.py,
	  Python/makefile.mak, Python/setup.py:
	  
	  QuantLibSuite renamed into QuantLibTestSuite

2001-05-16 14:49  Ferdinando Ametrano

	* [r964] Include/ql/TermStructures/Makefile.am:
	  
	  missing separators fixed

2001-05-16 14:47  Ferdinando Ametrano

	* [r963] Sources/makefile.mak:
	  
	  borland link page size up to 256 in debug

2001-05-16 14:43  Ferdinando Ametrano

	* [r962] Sources/makefile.mak:
	  
	  borland link page size up to 64

2001-05-16 14:16  Luigi Ballabio

	* [r961] Python/Tests/piecewiseflatforward.py:
	  
	  Using more meaningful rates

2001-05-16 10:25  Marco Marchioro

	* [r960] QuantLib.dsp:
	  
	  Updated for indexes

2001-05-16 09:57  Luigi Ballabio

	* [r959] Include/ql/Indexes, Include/ql/Indexes/Makefile.am,
	  Include/ql/Indexes/euribor.hpp, Include/ql/Indexes/libor.hpp,
	  Include/ql/Indexes/libormanager.hpp, Include/ql/Indexes/xibor.hpp,
	  Include/ql/Makefile.am, Include/ql/TermStructures/Makefile.am,
	  Include/ql/TermStructures/piecewiseflatforward.hpp,
	  Include/ql/TermStructures/ratehelpers.hpp, Include/ql/index.hpp,
	  Include/ql/quantlib.hpp, Python/Tests/Makefile.am,
	  Python/Tests/QuantLibSuite.py, Python/Tests/piecewiseflatforward.py,
	  Python/makefile.mak, SWIG/Indexes.i, SWIG/Makefile.am,
	  SWIG/PiecewiseFlatForward.i, SWIG/QuantLib.i, SWIG/RateHelpers.i,
	  Sources/Indexes, Sources/Indexes/Makefile.am,
	  Sources/Indexes/libormanager.cpp, Sources/Indexes/makefile.mak,
	  Sources/Indexes/xibor.cpp, Sources/Makefile.am,
	  Sources/TermStructures/Makefile.am,
	  Sources/TermStructures/makefile.mak,
	  Sources/TermStructures/piecewiseflatforward.cpp,
	  Sources/TermStructures/ratehelpers.cpp, Sources/makefile.mak,
	  Sources/solver1d.cpp, configure.in, makefile.mak:
	  
	  Added indexes and piecewise flat forward curve

2001-05-16 08:35  Ferdinando Ametrano

	* [r958] makefile.mak:
	  
	  reverted "make python" to old style, not ready for distutils with
	  borland compiler

2001-05-15 16:10  Ferdinando Ametrano

	* [r957] Python/Makefile.am, Python/PyQuantLib.dsp, Python/README.txt,
	  makefile.mak:
	  
	  updated all PyWrap depencencies to PyQuantLibWrap

2001-05-15 15:23  Enrico Sirola

	* [r956] Python/Makefile.am:
	  
	  PyWrap.bat removed from Python/Makefile.am

2001-05-15 14:09  Mario Aleppo

	* [r955] SWIG/Statistics.i, Sources/Math/statistics.cpp:
	  
	  down side deviation

2001-05-15 13:33  Marco Marchioro

	* [r954] Python/COM/Makefile.am, Python/COM/importlibrary.py,
	  Python/COM/importquantlib.py:
	  
	  Filename importlibrary.py changed to importquantlib.py

2001-05-15 13:03  Marco Marchioro

	* [r953] Python/COM/importlibrary.py:
	  
	  Wrappers simplified, copyright changed, exceptions removed

2001-05-15 12:40  Luigi Ballabio

	* [r952] SWIG/TermStructures.i:
	  
	  Exported derived classes as derived classes

2001-05-15 12:39  Luigi Ballabio

	* [r951] Include/ql/Solvers1D/bisection.hpp,
	  Include/ql/Solvers1D/brent.hpp,
	  Include/ql/Solvers1D/falseposition.hpp,
	  Include/ql/Solvers1D/newton.hpp,
	  Include/ql/Solvers1D/newtonsafe.hpp,
	  Include/ql/Solvers1D/ridder.hpp, Include/ql/Solvers1D/secant.hpp:
	  
	  Removed unnecessary constructors

2001-05-15 10:32  Mario Aleppo

	* [r950] Include/ql/Math/statistics.hpp, Python/Tests/statistics.py:
	  
	  Added Down Side Deviation statistic quantity

2001-05-15 08:08  Luigi Ballabio

	* [r949] Include/ql/handle.hpp:
	  
	  Restored 'owns' flag

2001-05-14 17:09  Luigi Ballabio

	* [r948] Include/ql/TermStructures/flatforward.hpp,
	  Include/ql/TermStructures/piecewiseconstantforwards.hpp,
	  Include/ql/forwardvolsurface.hpp, Include/ql/instrument.hpp,
	  Include/ql/swaptionvolsurface.hpp, Include/ql/termstructure.hpp,
	  SWIG/TermStructures.i:
	  
	  Went for simplicity and removed Observer-Observable relationships
	  from Instrument

2001-05-14 12:47  Luigi Ballabio

	* [r947] Include/ql/handle.hpp:
	  
	  Handle always owns the contained pointer

2001-05-14 10:14  Luigi Ballabio

	* [r946] Include/ql/Makefile.am, Include/ql/quantlib.hpp,
	  Include/ql/ratehelper.hpp, QuantLib.dsp, Sources/Makefile.am,
	  Sources/makefile.mak, Sources/ratehelper.cpp:
	  
	  *** empty log message ***

2001-05-11 12:15  Ferdinando Ametrano

	* [r945] Python/PyQuantLibWrap.bat, Python/PyWrap.bat:
	  
	  renamed, slightly modified message

2001-05-11 07:29  Ferdinando Ametrano

	* [r944] QuantLib.nsi:
	  
	  added CVS tag.
	  Swig files are back (for a while)

2001-05-10 15:32  Ferdinando Ametrano

	* [r943] Python/Tests/QuantLibSuite.py:
	  
	  now when it runs as main it doesn't stop waiting for user keystroke
	  anymore

2001-05-09 11:06  Ferdinando Ametrano

	* [r942] Include/ql/Math/normaldistribution.hpp,
	  Include/ql/Math/vartool.hpp, Include/ql/Pricers/bsmoption.hpp,
	  Include/ql/Solvers1D/bisection.hpp, Include/ql/Solvers1D/brent.hpp,
	  Include/ql/Solvers1D/falseposition.hpp,
	  Include/ql/Solvers1D/newton.hpp,
	  Include/ql/Solvers1D/newtonsafe.hpp,
	  Include/ql/Solvers1D/ridder.hpp, Include/ql/Solvers1D/secant.hpp,
	  Include/ql/config.msvc.hpp, Python/README.txt, README-win.txt,
	  Readme.txt, Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/london.cpp, Sources/Calendars/milan.cpp,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/target.cpp,
	  Sources/Calendars/zurich.cpp, Sources/Math/normaldistribution.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Solvers1D/bisection.cpp,
	  Sources/Solvers1D/brent.cpp, Sources/Solvers1D/falseposition.cpp,
	  Sources/Solvers1D/newton.cpp, Sources/Solvers1D/newtonsafe.cpp,
	  Sources/Solvers1D/ridder.cpp, Sources/Solvers1D/secant.cpp,
	  Sources/dataformatters.cpp, Sources/date.cpp, Sources/solver1d.cpp:
	  
	  A few comments modified/removed

2001-05-09 09:22  Ferdinando Ametrano

	* [r941] QuantLib.nsi:
	  
	  removed SWIG and *.cpp files from the binaries' installer

2001-05-08 17:23  Luigi Ballabio

	* [r940] Sources/calendar.cpp:
	  
	  removed unnecessary if branch (although more convoluted, it had the
	  same effect of the else branch

2001-05-08 17:22  Luigi Ballabio

	* [r939] Sources/DayCounters/actualactual.cpp:
	  
	  Modified reference period calculation

2001-05-08 17:21  Luigi Ballabio

	* [r938] Include/ql/DayCounters/actualactual.hpp:
	  
	  changed comment

2001-05-07 10:51  Marco Marchioro

	* [r937] SWIG/DayCounters.i:
	  
	  Error message is now more clear

2001-05-03 15:37  Luigi Ballabio

	* [r936] SWIG/DayCounters.i:
	  
	  Added actual/actual

2001-05-03 15:36  Luigi Ballabio

	* [r935] Sources/DayCounters/actualactual.cpp:
	  
	  Hopefully fixed algorithm

2001-05-03 15:35  Luigi Ballabio

	* [r934] Include/ql/DayCounters/actualactual.hpp:
	  
	  Fixed line wrappings

2001-05-03 10:26  Luigi Ballabio

	* [r933] SWIG/Instruments.i:
	  
	  Stock is now an actual shadow class

2001-05-03 10:25  Luigi Ballabio

	* [r932] Include/ql/termstructure.hpp:
	  
	  Fixed today and settlement in implied term structure

2001-05-02 12:44  Luigi Ballabio

	* [r931] Docs/quantlib.doxy:
	  
	  Set SHORT_NAMES to YES

2001-05-02 09:30  Luigi Ballabio

	* [r930] Docs/quantlib.doxy:
	  
	  Updated for Doxygen 1.2.7

2001-04-30 15:45  Luigi Ballabio

	* [r929] Docs/makefile.mak:
	  
	  make clean in Docs also deletes man

2001-04-27 10:44  Luigi Ballabio

	* [r928] Python/Tests/QuantLibSuite.py,
	  Python/Tests/american_option.py, Python/Tests/barrier_option.py,
	  Python/Tests/binary_option.py, Python/Tests/cliquet_option.py,
	  Python/Tests/date.py, Python/Tests/distributions.py,
	  Python/Tests/european_option.py,
	  Python/Tests/european_with_dividends.py,
	  Python/Tests/everest_option.py,
	  Python/Tests/finite_difference_european.py,
	  Python/Tests/get_covariance.py, Python/Tests/himalaya_option.py,
	  Python/Tests/implied_volatility.py,
	  Python/Tests/montecarlo_pricers.py, Python/Tests/pagoda_option.py,
	  Python/Tests/plain_basket_option.py,
	  Python/Tests/random_generators.py, Python/Tests/risk_statistics.py,
	  Python/Tests/statistics.py, Python/Tests/term_structures.py:
	  
	  Support for unittest in Python 2.1

2001-04-27 08:03  Marco Marchioro

	* [r927] Python/PyQuantLib.dsw, Python/PyQuantLib.mak:
	  
	  Changes to make it link on VC

2001-04-27 07:55  Marco Marchioro

	* [r926] Python/makefile.mak:
	  
	  There was a small bubu

2001-04-26 16:05  Marco Marchioro

	* [r925] Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp:
	  
	  underlying_ not mutable anymore, setGridLimits accepts the value for
	  center

2001-04-26 16:04  Marco Marchioro

	* [r924] Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/bsmoption.hpp:
	  
	  underlying_ not mutable anymore

2001-04-26 11:20  Luigi Ballabio

	* [r923] Makefile.am, Python/Makefile.am, Python/Tests/Makefile.am:
	  
	  python-test uses Distutils under linux

2001-04-24 16:02  Ferdinando Ametrano

	* [r922] QuantLib.nsi:
	  
	  smoothing ...

2001-04-24 15:01  Ferdinando Ametrano

	* [r921] makefile.mak:
	  
	  fixed makefiles

2001-04-24 14:55  Ferdinando Ametrano

	* [r920] Python/makefile.mak, makefile.mak:
	  
	  fixed makefiles

2001-04-24 14:30  Ferdinando Ametrano

	* [r919] Python/makefile.mak:
	  
	  smoothing ...

2001-04-24 13:51  Luigi Ballabio

	* [r918] makefile.mak:
	  
	  Hopefully fixed install

2001-04-24 10:57  Luigi Ballabio

	* [r917] SWIG/Date.i, SWIG/QLArray.i, SWIG/Vectors.i:
	  
	  Removed leak in xyzVector and Array typemaps

2001-04-24 09:11  Luigi Ballabio

	* [r916] Python/makefile.mak, makefile.mak:
	  
	  Fixed message for missing environment variable

2001-04-24 08:56  Marco Marchioro

	* [r915] Include/ql/qldefines.hpp:
	  
	  QL_MIN_POSITIVE_DOUBLE added

2001-04-24 08:48  Luigi Ballabio

	* [r914] Include/ql/quantlib.hpp:
	  
	  *** empty log message ***

2001-04-23 15:54  Ferdinando Ametrano

	* [r913] Python/setup.py:
	  
	  fixed linux setup bug

2001-04-23 15:02  Ferdinando Ametrano

	* [r912] Include/ql/config.msvc.hpp:
	  
	  removed useless gard

2001-04-23 14:52  Marco Marchioro

	* [r911] Python/setup.py:
	  
	  Optimization disabled, now psses the tests!

2001-04-23 14:23  Marco Marchioro

	* [r910] Sources/Pricers/dividendoption.cpp:
	  
	  Tricky bug fixed: american condition was applied to control price as
	  well

2001-04-23 14:21  Marco Marchioro

	* [r909] Include/ql/Pricers/dividendoption.hpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/multiperiodoption.cpp:
	  
	  Cosmetic changes

2001-04-23 14:17  Marco Marchioro

	* [r908] Include/ql/Pricers/bsmoption.hpp:
	  
	  Some variables are now mutable

2001-04-23 12:29  Luigi Ballabio

	* [r907] Python/setup.py, SWIG/BoundaryConditions.i, SWIG/Date.i,
	  SWIG/Operators.i, SWIG/QuantLib.i:
	  
	  Fixed linking in setup.py (and some tweakings in SWIG interfaces)

2001-04-23 07:48  Marco Marchioro

	* [r906] Sources/Pricers/dividendoption.cpp:
	  
	  Control variate changed back, error messages modified

2001-04-23 07:34  Marco Marchioro

	* [r905] Sources/Pricers/dividendoption.cpp:
	  
	  Changed control variate

2001-04-23 07:33  Ferdinando Ametrano

	* [r904] Python/makefile.mak, makefile.mak:
	  
	  install directive now first purges the files already installed

2001-04-20 17:29  Ferdinando Ametrano

	* [r903] Include/ql/config.msvc.hpp:
	  
	  added support for Python 1.6 and Python 2.1

2001-04-20 17:21  Ferdinando Ametrano

	* [r902] Include/ql/config.msvc.hpp, Python/PyQuantLib.dsp,
	  Python/PyQuantLib.mak, Python/setup.py:
	  
	  added support for Python 1.6 and Python 2.1

2001-04-20 16:37  Ferdinando Ametrano

	* [r901] Python/PyQuantLib.dsp, Python/PyQuantLib.mak:
	  
	  added support for Python 1.6 and Python 2.1

2001-04-20 16:25  Ferdinando Ametrano

	* [r900] Python/makefile.mak:
	  
	  added support for Python 1.6 and Python 2.1

2001-04-20 16:06  Ferdinando Ametrano

	* [r899] makefile.mak:
	  
	  make install for the library

2001-04-20 15:34  Marco Marchioro

	* [r898] Python/setup.py:
	  
	  Compiling options changed

2001-04-20 13:45  Ferdinando Ametrano

	* [r897] Python/setup.py:
	  
	  minor changes

2001-04-20 13:24  Ferdinando Ametrano

	* [r896] Python/setup.py:
	  
	  CVS tags

2001-04-20 11:39  Marco Marchioro

	* [r895] Python/setup.py:
	  
	  setup.py works on Win32

2001-04-20 10:52  Ferdinando Ametrano

	* [r894] Docs/makefile.mak, Docs/quantlib.doxy, History.txt, News.txt,
	  Python/Tests/QuantLibSuite.py, Python/setup.py,
	  Sources/Calendars/makefile.mak, Sources/DayCounters/makefile.mak,
	  Sources/FiniteDifferences/makefile.mak, Sources/Math/makefile.mak,
	  Sources/MonteCarlo/makefile.mak, Sources/Pricers/makefile.mak,
	  Sources/Solvers1D/makefile.mak, Sources/TermStructures/makefile.mak:
	  
	  smoothing the autobuild process

2001-04-19 15:46  Ferdinando Ametrano

	* [r893] Python/PyQuantLib.dsp, Python/PyQuantLib.mak:
	  
	  fixed additional include directories

2001-04-19 15:46  Ferdinando Ametrano

	* [r892] QuantLib.nsi:
	  
	  fixed pdf documentation

2001-04-19 13:32  Ferdinando Ametrano

	* [r891] Python/PyWrap.bat:
	  
	  *.i path fixed

2001-04-19 12:07  Ferdinando Ametrano

	* [r890] QuantLib.nsi:
	  
	  smoothing ...

2001-04-19 11:47  Adolfo Benin

	* [r889] Python/PyQuantLib.dsp, Python/PyQuantLib.mak:
	  
	  extension VS project is now based on the installled lib

2001-04-19 10:56  Ferdinando Ametrano

	* [r888] Sources/DayCounters/Makefile.am, Sources/Makefile.am,
	  Sources/Math/Makefile.am, Sources/Pricers/Makefile.am,
	  Sources/Solvers1D/Makefile.am:
	  
	  typo(s) fixed

2001-04-19 10:28  Ferdinando Ametrano

	* [r887] Python/PyQuantLib.dsp, Python/PyQuantLib.mak:
	  
	  now extension depends on the installed library

2001-04-19 07:40  Ferdinando Ametrano

	* [r886] Docs/Makefile.am, Examples/Makefile.am, Include/Makefile.am,
	  Include/ql/Calendars/Makefile.am, Include/ql/Currencies/Makefile.am,
	  Include/ql/DayCounters/Makefile.am,
	  Include/ql/FiniteDifferences/Makefile.am,
	  Include/ql/Instruments/Makefile.am, Include/ql/Makefile.am,
	  Include/ql/Math/Makefile.am, Include/ql/MonteCarlo/Makefile.am,
	  Include/ql/Patterns/Makefile.am, Include/ql/Pricers/Makefile.am,
	  Include/ql/Solvers1D/Makefile.am,
	  Include/ql/TermStructures/Makefile.am,
	  Include/ql/Utilities/Makefile.am, Makefile.am,
	  Python/COM/Makefile.am, Python/Makefile.am,
	  Python/Tests/Makefile.am, Ruby/Makefile.am, Ruby/Tests/Makefile.am,
	  SWIG/Makefile.am, Sources/Calendars/Makefile.am,
	  Sources/DayCounters/Makefile.am,
	  Sources/FiniteDifferences/Makefile.am, Sources/Makefile.am,
	  Sources/Math/Makefile.am, Sources/MonteCarlo/Makefile.am,
	  Sources/Pricers/Makefile.am, Sources/Solvers1D/Makefile.am,
	  Sources/TermStructures/Makefile.am:
	  
	  added CVS tags

2001-04-18 13:38  Ferdinando Ametrano

	* [r885] Makefile.am, SWIG/QuantLib.i:
	  
	  QuantLib.nsi was missing from distribution

2001-04-18 09:17  Ferdinando Ametrano

	* [r884] Sources/Calendars/Makefile.am,
	  Sources/DayCounters/Makefile.am,
	  Sources/FiniteDifferences/Makefile.am, Sources/Makefile.am,
	  Sources/Math/Makefile.am, Sources/MonteCarlo/Makefile.am,
	  Sources/Pricers/Makefile.am, Sources/Solvers1D/Makefile.am,
	  Sources/TermStructures/Makefile.am, configure.in:
	  
	  smoothing ...

2001-04-18 09:03  Ferdinando Ametrano

	* [r883] Python/Tests/QuantLibSuite.py,
	  Python/Tests/american_option.py, Python/Tests/barrier_option.py,
	  Python/Tests/binary_option.py, Python/Tests/cliquet_option.py,
	  Python/Tests/date.py, Python/Tests/distributions.py,
	  Python/Tests/european_option.py,
	  Python/Tests/european_with_dividends.py,
	  Python/Tests/everest_option.py,
	  Python/Tests/finite_difference_european.py,
	  Python/Tests/get_covariance.py, Python/Tests/himalaya_option.py,
	  Python/Tests/implied_volatility.py,
	  Python/Tests/montecarlo_pricers.py, Python/Tests/pagoda_option.py,
	  Python/Tests/plain_basket_option.py,
	  Python/Tests/random_generators.py, Python/Tests/risk_statistics.py,
	  Python/Tests/statistics.py, Python/Tests/term_structures.py:
	  
	  added/removed final
	  raw_input('press any key to continue')

2001-04-18 07:55  Marco Marchioro

	* [r882] Python/Tests/everest_option.py:
	  
	  Test is now faster

2001-04-17 16:08  Ferdinando Ametrano

	* [r881] Docs/Makefile.am:
	  
	  typo fixed

2001-04-17 15:52  Ferdinando Ametrano

	* [r880] Python/SwigProblem:
	  
	  removed (the problem may have been solved)

2001-04-17 15:43  Ferdinando Ametrano

	* [r879] Docs/quantlib.doxy, Makefile.am, Python/Makefile.am:
	  
	  smoothing ...

2001-04-17 15:27  Ferdinando Ametrano

	* [r878] Docs/footer.html, Docs/quantlibfooter.html:
	  
	  footer.html replaced by quantlibfooter.html

2001-04-17 14:45  Enrico Sirola

	* [r877] Makefile.am:
	  
	  typo fixed

2001-04-17 14:40  Ferdinando Ametrano

	* [r876] QuantLib.nsi:
	  
	  no message

2001-04-17 14:31  Ferdinando Ametrano

	* [r875] QuantLib.nsi:
	  
	  Null Soft installer script

2001-04-17 14:06  Enrico Sirola

	* [r874] Ruby/Makefile.am:
	  
	  dependency added

2001-04-17 14:05  Enrico Sirola

	* [r873] Ruby/Makefile.am:
	  
	  Ruby target works well with "dist" target now (?)

2001-04-17 14:01  Enrico Sirola

	* [r872] Makefile.am, Python/Makefile.am:
	  
	  dist target updated

2001-04-17 13:15  Enrico Sirola

	* [r871] Makefile.am, Python/Makefile.am:
	  
	  trailing \ removed

2001-04-17 12:59  Ferdinando Ametrano

	* [r870] Makefile.am, Python/Makefile.am:
	  
	  added few Win32 files to Unix make dist directive

2001-04-17 09:32  Enrico Sirola

	* [r869] SWIG/Makefile.am:
	  
	  changed to install SWIG files to ql/SWIG

2001-04-17 09:15  Marco Marchioro

	* [r868] Sources/Pricers/barrieroption.cpp:
	  
	  Another bug fixed

2001-04-17 09:11  Ferdinando Ametrano

	* [r867] Python/Tests/QuantLibSuite.py:
	  
	  minor smoothing

2001-04-17 09:09  Ferdinando Ametrano

	* [r866] Python/makefile.mak:
	  
	  bug fix: python extension is now based on the installed *.hpp files.
	  It was already based on the installed library

2001-04-13 13:06  Ferdinando Ametrano

	* [r865] makefile.mak:
	  
	  now python directive does not depend on general make directive

2001-04-13 12:50  Ferdinando Ametrano

	* [r864] Python/PyQuantLib.dsw, Python/PyQuantLib.mak:
	  
	  added Visual Studio makefile

2001-04-13 12:23  Ferdinando Ametrano

	* [r863] QuantLib.dsw, QuantLib.mak:
	  
	  added QuantLib Visual Studio makefile

2001-04-13 12:16  Ferdinando Ametrano

	* [r862] Sources/makefile.mak:
	  
	  path-related bug fixed

2001-04-13 12:06  Ferdinando Ametrano

	* [r861] Sources/makefile.mak:
	  
	  a little more polished

2001-04-13 11:36  Ferdinando Ametrano

	* [r860] Python/makefile.mak:
	  
	  improved clean directive

2001-04-13 11:21  Ferdinando Ametrano

	* [r859] Python/makefile.mak:
	  
	  improved clean directive

2001-04-13 11:13  Ferdinando Ametrano

	* [r858] Python/makefile.mak:
	  
	  tentative -DDEBUG python

2001-04-13 10:46  Ferdinando Ametrano

	* [r857] Python/makefile.mak:
	  
	  make clean now purges *.py

2001-04-13 09:45  Ferdinando Ametrano

	* [r856] Python/makefile.mak, Sources/makefile.mak:
	  
	  no message

2001-04-13 08:42  Ferdinando Ametrano

	* [r855] Python/makefile.mak, QuantLib.dsp, Sources/makefile.mak,
	  makefile.mak:
	  
	  new homes for Win32 libs

2001-04-13 08:19  Ferdinando Ametrano

	* [r854] lib/Win32, lib/Win32/Borland, lib/Win32/Borland/README.txt,
	  lib/Win32/VisualStudio, lib/Win32/VisualStudio/README.txt:
	  
	  new homes for Win32 libs

2001-04-13 07:35  Ferdinando Ametrano

	* [r853] Python/PyQuantLib.dsp, Python/PyWrap.bat:
	  
	  reverting Luigi's change back

2001-04-12 15:52  Luigi Ballabio

	* [r852] SWIG/Interpolation.i, SWIG/QuantLib.i:
	  
	  Rubified interpolation (and reworked it in Python too)

2001-04-12 15:06  Luigi Ballabio

	* [r851] Python/PyWrap.bat:
	  
	  *** empty log message ***

2001-04-12 14:32  Marco Marchioro

	* [r850] Include/ql/quantlib.hpp:
	  
	  QL, QLMTH, and such converted into official namespace nicknames

2001-04-12 14:22  Luigi Ballabio

	* [r849] Include/ql/Utilities/couplingiterator.hpp,
	  Include/ql/Utilities/filteringiterator.hpp:
	  
	  Optimized operator++/--

2001-04-12 14:21  Luigi Ballabio

	* [r848] Python/Tests/european_with_dividends.py:
	  
	  Corrected dividend dates for theta check

2001-04-12 12:17  Marco Marchioro

	* [r847] Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Sources/Pricers/dividendeuropeanoption.cpp:
	  
	  Theta is now consistent with DividendAmerican

2001-04-12 10:03  Luigi Ballabio

	* [r846] Python/PyWrap.bat:
	  
	  *** empty log message ***

2001-04-12 09:31  Marco Marchioro

	* [r845] SWIG/Pricers.i:
	  
	  Destructor added in interface of BarrierOption

2001-04-12 09:07  Marco Marchioro

	* [r844] Include/ql/Pricers/multiperiodoption.hpp,
	  Sources/Pricers/multiperiodoption.cpp:
	  
	  Last and first date are handled more precisely

2001-04-12 08:58  Luigi Ballabio

	* [r843] Sources/Calendars/westerncalendar.cpp:
	  
	  Fixed offset in Easter mondays

2001-04-12 07:20  Luigi Ballabio

	* [r842] Ruby/Tests/risk_statistics.rb:
	  
	  *** empty log message ***

2001-04-11 17:04  Luigi Ballabio

	* [r841] Ruby/Tests/Makefile.am, Ruby/Tests/QuantLibSuite.rb,
	  Ruby/Tests/dates.rb, SWIG/QuantLib.i, SWIG/RiskStatistics.i,
	  SWIG/Statistics.i:
	  
	  Rubified RiskStatistics

2001-04-11 17:03  Luigi Ballabio

	* [r840] Python/PyQuantLib.dsp, Python/PyWrap.bat, Python/Win,
	  QuantLib.dsp, Sources/makefile.mak:
	  
	  Python VC++ project fixed and moved to Python dir

2001-04-11 11:52  Marco Marchioro

	* [r839] Sources/Pricers/barrieroption.cpp:
	  
	  Bug fixed in gamma(), (thanks to JH)

2001-04-11 11:06  Luigi Ballabio

	* [r838] SWIG/QLArray.i, SWIG/QuantLib.i, SWIG/Vectors.i:
	  
	  Rubified Array

2001-04-10 14:51  Luigi Ballabio

	* [r837] Docs/quantlib.doxy, Examples/history_iterators.cpp:
	  
	  Added Microsoft Help format to Doxygen output

2001-04-10 14:35  Luigi Ballabio

	* [r836] Docs/quantlib.doxy:
	  
	  Fixed include paths

2001-04-10 13:12  Marco Marchioro

	* [r835] Sources/makefile.mak:
	  
	  Makefile simplified

2001-04-10 08:12  Luigi Ballabio

	* [r834] Include/Makefile.am:
	  
	  oops

2001-04-10 08:09  Marco Marchioro

	* [r833] Python/makefile.mak:
	  
	  QuantLib.lib is now in .\lib

2001-04-10 07:54  Luigi Ballabio

	* [r832] SWIG/Calendars.i, SWIG/Currencies.i, SWIG/Date.i,
	  SWIG/DayCounters.i, SWIG/History.i, SWIG/QuantLib.i, SWIG/Vectors.i,
	  Sources/dataformatters.cpp:
	  
	  Ruby histories (the Ruby way)

2001-04-09 15:51  Luigi Ballabio

	* [r831] Include/ql/Makefile.am, Python/setup.py, Ruby/extconf.rb,
	  SWIG/Date.i, SWIG/History.i, SWIG/QuantLib.i, configure.in:
	  
	  Compiling again under Linux

2001-04-09 14:32  Ferdinando Ametrano

	* [r830] Sources/makefile.mak, lib, lib/README.txt:
	  
	  QuantLib.lib is produced into lib folder

2001-04-09 14:17  Ferdinando Ametrano

	* [r829] Include/Calendars, Include/Currencies, Include/DayCounters,
	  Include/FiniteDifferences, Include/Instruments, Include/Makefile.am,
	  Include/Math, Include/MonteCarlo/Makefile.am,
	  Include/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/MonteCarlo/basketpathpricer.hpp,
	  Include/MonteCarlo/boxmuller.hpp,
	  Include/MonteCarlo/centrallimitgaussian.hpp,
	  Include/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/MonteCarlo/europeanpathpricer.hpp,
	  Include/MonteCarlo/everestpathpricer.hpp,
	  Include/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/MonteCarlo/generalmontecarlo.hpp,
	  Include/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/MonteCarlo/getcovariance.hpp,
	  Include/MonteCarlo/himalayapathpricer.hpp,
	  Include/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/MonteCarlo/mcoptionsample.hpp,
	  Include/MonteCarlo/mcpricer.hpp,
	  Include/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/MonteCarlo/multifactorpricer.hpp,
	  Include/MonteCarlo/multipath.hpp,
	  Include/MonteCarlo/multipathgenerator.hpp,
	  Include/MonteCarlo/multipathpricer.hpp,
	  Include/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/MonteCarlo/pagodapathpricer.hpp,
	  Include/MonteCarlo/path.hpp, Include/MonteCarlo/pathmontecarlo.hpp,
	  Include/MonteCarlo/pathpricer.hpp,
	  Include/MonteCarlo/randomarraygenerator.hpp,
	  Include/MonteCarlo/standardmultipathgenerator.hpp,
	  Include/MonteCarlo/standardpathgenerator.hpp,
	  Include/MonteCarlo/uniformrandomgenerator.hpp, Include/Patterns,
	  Include/Pricers, Include/Solvers1D, Include/TermStructures,
	  Include/Utilities, Include/array.hpp, Include/calendar.hpp,
	  Include/config.ansi.hpp, Include/config.bcc.hpp,
	  Include/config.decc.hpp, Include/config.msvc.hpp,
	  Include/config.mwcw.hpp, Include/currency.hpp,
	  Include/dataformatters.hpp, Include/date.hpp,
	  Include/daycounter.hpp, Include/depositrate.hpp,
	  Include/discountfactor.hpp, Include/expressiontemplates.hpp,
	  Include/forwardvolsurface.hpp, Include/handle.hpp,
	  Include/history.hpp, Include/instrument.hpp, Include/null.hpp,
	  Include/options.hpp, Include/ql, Include/ql/Calendars,
	  Include/ql/Calendars/Makefile.am,
	  Include/ql/Calendars/frankfurt.hpp,
	  Include/ql/Calendars/helsinki.hpp, Include/ql/Calendars/london.hpp,
	  Include/ql/Calendars/milan.hpp, Include/ql/Calendars/newyork.hpp,
	  Include/ql/Calendars/target.hpp,
	  Include/ql/Calendars/wellington.hpp,
	  Include/ql/Calendars/westerncalendar.hpp,
	  Include/ql/Calendars/zurich.hpp, Include/ql/Currencies,
	  Include/ql/Currencies/Makefile.am, Include/ql/Currencies/aud.hpp,
	  Include/ql/Currencies/cad.hpp, Include/ql/Currencies/chf.hpp,
	  Include/ql/Currencies/dem.hpp, Include/ql/Currencies/dkk.hpp,
	  Include/ql/Currencies/eur.hpp, Include/ql/Currencies/gbp.hpp,
	  Include/ql/Currencies/itl.hpp, Include/ql/Currencies/jpy.hpp,
	  Include/ql/Currencies/sek.hpp, Include/ql/Currencies/usd.hpp,
	  Include/ql/DayCounters, Include/ql/DayCounters/Makefile.am,
	  Include/ql/DayCounters/actual360.hpp,
	  Include/ql/DayCounters/actual365.hpp,
	  Include/ql/DayCounters/actualactual.hpp,
	  Include/ql/DayCounters/thirty360.hpp,
	  Include/ql/DayCounters/thirty360european.hpp,
	  Include/ql/DayCounters/thirty360italian.hpp,
	  Include/ql/FiniteDifferences,
	  Include/ql/FiniteDifferences/Makefile.am,
	  Include/ql/FiniteDifferences/backwardeuler.hpp,
	  Include/ql/FiniteDifferences/boundarycondition.hpp,
	  Include/ql/FiniteDifferences/bsmoperator.hpp,
	  Include/ql/FiniteDifferences/cranknicolson.hpp,
	  Include/ql/FiniteDifferences/dminus.hpp,
	  Include/ql/FiniteDifferences/dplus.hpp,
	  Include/ql/FiniteDifferences/dplusdminus.hpp,
	  Include/ql/FiniteDifferences/dzero.hpp,
	  Include/ql/FiniteDifferences/finitedifferencemodel.hpp,
	  Include/ql/FiniteDifferences/forwardeuler.hpp,
	  Include/ql/FiniteDifferences/identity.hpp,
	  Include/ql/FiniteDifferences/operator.hpp,
	  Include/ql/FiniteDifferences/operatortraits.hpp,
	  Include/ql/FiniteDifferences/standardfdmodel.hpp,
	  Include/ql/FiniteDifferences/standardstepcondition.hpp,
	  Include/ql/FiniteDifferences/stepcondition.hpp,
	  Include/ql/FiniteDifferences/tridiagonaloperator.hpp,
	  Include/ql/FiniteDifferences/valueatcenter.hpp,
	  Include/ql/Instruments, Include/ql/Instruments/Makefile.am,
	  Include/ql/Instruments/stock.hpp, Include/ql/Makefile.am,
	  Include/ql/Math, Include/ql/Math/Makefile.am,
	  Include/ql/Math/cubicspline.hpp, Include/ql/Math/interpolation.hpp,
	  Include/ql/Math/lexicographicalview.hpp,
	  Include/ql/Math/linearinterpolation.hpp, Include/ql/Math/matrix.hpp,
	  Include/ql/Math/multivariateaccumulator.hpp,
	  Include/ql/Math/normaldistribution.hpp,
	  Include/ql/Math/statistics.hpp,
	  Include/ql/Math/symmetriceigenvalues.hpp,
	  Include/ql/Math/symmetricschurdecomposition.hpp,
	  Include/ql/Math/vartool.hpp, Include/ql/MonteCarlo,
	  Include/ql/MonteCarlo/Makefile.am,
	  Include/ql/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/ql/MonteCarlo/basketpathpricer.hpp,
	  Include/ql/MonteCarlo/boxmuller.hpp,
	  Include/ql/MonteCarlo/centrallimitgaussian.hpp,
	  Include/ql/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/ql/MonteCarlo/europeanpathpricer.hpp,
	  Include/ql/MonteCarlo/everestpathpricer.hpp,
	  Include/ql/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/ql/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/ql/MonteCarlo/generalmontecarlo.hpp,
	  Include/ql/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/ql/MonteCarlo/getcovariance.hpp,
	  Include/ql/MonteCarlo/himalayapathpricer.hpp,
	  Include/ql/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/ql/MonteCarlo/mcoptionsample.hpp,
	  Include/ql/MonteCarlo/mcpricer.hpp,
	  Include/ql/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/multifactorpricer.hpp,
	  Include/ql/MonteCarlo/multipath.hpp,
	  Include/ql/MonteCarlo/multipathgenerator.hpp,
	  Include/ql/MonteCarlo/multipathpricer.hpp,
	  Include/ql/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/ql/MonteCarlo/pagodapathpricer.hpp,
	  Include/ql/MonteCarlo/path.hpp,
	  Include/ql/MonteCarlo/pathmontecarlo.hpp,
	  Include/ql/MonteCarlo/pathpricer.hpp,
	  Include/ql/MonteCarlo/randomarraygenerator.hpp,
	  Include/ql/MonteCarlo/standardmultipathgenerator.hpp,
	  Include/ql/MonteCarlo/standardpathgenerator.hpp,
	  Include/ql/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/ql/Patterns, Include/ql/Patterns/Makefile.am,
	  Include/ql/Patterns/observable.hpp, Include/ql/Pricers,
	  Include/ql/Pricers/Makefile.am,
	  Include/ql/Pricers/americancondition.hpp,
	  Include/ql/Pricers/americanoption.hpp,
	  Include/ql/Pricers/averagepriceasian.hpp,
	  Include/ql/Pricers/averagestrikeasian.hpp,
	  Include/ql/Pricers/barrieroption.hpp,
	  Include/ql/Pricers/bermudanoption.hpp,
	  Include/ql/Pricers/binaryoption.hpp,
	  Include/ql/Pricers/bsmeuropeanoption.hpp,
	  Include/ql/Pricers/bsmnumericaloption.hpp,
	  Include/ql/Pricers/bsmoption.hpp,
	  Include/ql/Pricers/cliquetoption.hpp,
	  Include/ql/Pricers/dividendamericanoption.hpp,
	  Include/ql/Pricers/dividendeuropeanoption.hpp,
	  Include/ql/Pricers/dividendoption.hpp,
	  Include/ql/Pricers/dividendshoutoption.hpp,
	  Include/ql/Pricers/everestoption.hpp,
	  Include/ql/Pricers/finitedifferenceeuropean.hpp,
	  Include/ql/Pricers/geometricasianoption.hpp,
	  Include/ql/Pricers/himalaya.hpp,
	  Include/ql/Pricers/mceuropeanpricer.hpp,
	  Include/ql/Pricers/multiperiodoption.hpp,
	  Include/ql/Pricers/pagodaoption.hpp,
	  Include/ql/Pricers/plainbasketoption.hpp,
	  Include/ql/Pricers/shoutcondition.hpp,
	  Include/ql/Pricers/shoutoption.hpp,
	  Include/ql/Pricers/stepconditionoption.hpp, Include/ql/Solvers1D,
	  Include/ql/Solvers1D/Makefile.am,
	  Include/ql/Solvers1D/bisection.hpp, Include/ql/Solvers1D/brent.hpp,
	  Include/ql/Solvers1D/falseposition.hpp,
	  Include/ql/Solvers1D/newton.hpp,
	  Include/ql/Solvers1D/newtonsafe.hpp,
	  Include/ql/Solvers1D/ridder.hpp, Include/ql/Solvers1D/secant.hpp,
	  Include/ql/TermStructures, Include/ql/TermStructures/Makefile.am,
	  Include/ql/TermStructures/flatforward.hpp,
	  Include/ql/TermStructures/piecewiseconstantforwards.hpp,
	  Include/ql/Utilities, Include/ql/Utilities/Makefile.am,
	  Include/ql/Utilities/combiningiterator.hpp,
	  Include/ql/Utilities/couplingiterator.hpp,
	  Include/ql/Utilities/filteringiterator.hpp,
	  Include/ql/Utilities/iteratorcategories.hpp,
	  Include/ql/Utilities/processingiterator.hpp,
	  Include/ql/Utilities/steppingiterator.hpp, Include/ql/array.hpp,
	  Include/ql/calendar.hpp, Include/ql/config.ansi.hpp,
	  Include/ql/config.bcc.hpp, Include/ql/config.decc.hpp,
	  Include/ql/config.msvc.hpp, Include/ql/config.mwcw.hpp,
	  Include/ql/currency.hpp, Include/ql/dataformatters.hpp,
	  Include/ql/date.hpp, Include/ql/daycounter.hpp,
	  Include/ql/depositrate.hpp, Include/ql/discountfactor.hpp,
	  Include/ql/expressiontemplates.hpp,
	  Include/ql/forwardvolsurface.hpp, Include/ql/handle.hpp,
	  Include/ql/history.hpp, Include/ql/instrument.hpp,
	  Include/ql/null.hpp, Include/ql/options.hpp,
	  Include/ql/qldefines.hpp, Include/ql/qlerrors.hpp,
	  Include/ql/quantlib.hpp, Include/ql/rate.hpp,
	  Include/ql/ratehelper.hpp, Include/ql/riskstatistics.hpp,
	  Include/ql/solver1d.hpp, Include/ql/spread.hpp,
	  Include/ql/swaptionvolsurface.hpp, Include/ql/termstructure.hpp,
	  Include/qldefines.hpp, Include/qlerrors.hpp, Include/quantlib.hpp,
	  Include/rate.hpp, Include/ratehelper.hpp,
	  Include/riskstatistics.hpp, Include/solver1d.hpp,
	  Include/spread.hpp, Include/swaptionvolsurface.hpp,
	  Include/termstructure.hpp, SWIG/QuantLib.i,
	  Sources/Calendars/frankfurt.cpp, Sources/Calendars/helsinki.cpp,
	  Sources/Calendars/london.cpp, Sources/Calendars/milan.cpp,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/target.cpp,
	  Sources/Calendars/wellington.cpp,
	  Sources/Calendars/westerncalendar.cpp, Sources/Calendars/zurich.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/FiniteDifferences/valueatcenter.cpp,
	  Sources/Math/matrix.cpp, Sources/Math/multivariateaccumulator.cpp,
	  Sources/Math/normaldistribution.cpp, Sources/Math/statistics.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/everestpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/getcovariance.cpp,
	  Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/MonteCarlo/lecuyerrandomgenerator.cpp,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/barrieroption.cpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/binaryoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Pricers/cliquetoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/dividendshoutoption.cpp,
	  Sources/Pricers/everestoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/himalaya.cpp, Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/calendar.cpp, Sources/dataformatters.cpp, Sources/date.cpp,
	  Sources/ratehelper.cpp, Sources/solver1d.cpp:
	  
	  all the *.hpp moved below the Include/ql level

2001-04-09 12:24  Ferdinando Ametrano

	* [r828] SWIG/Barrier.i, SWIG/BoundaryConditions.i, SWIG/Calendars.i,
	  SWIG/Currencies.i, SWIG/Date.i, SWIG/DayCounters.i,
	  SWIG/Distributions.i, SWIG/Financial.i, SWIG/History.i,
	  SWIG/Instruments.i, SWIG/Interpolation.i, SWIG/Matrix.i,
	  SWIG/MontecarloPricers.i, SWIG/MontecarloTools.i, SWIG/Operators.i,
	  SWIG/Options.i, SWIG/Pricers.i, SWIG/QLArray.i, SWIG/QuantLib.i,
	  SWIG/README.txt, SWIG/RandomGenerators.i, SWIG/RiskStatistics.i,
	  SWIG/Solvers1D.i, SWIG/Statistics.i, SWIG/String.i,
	  SWIG/TermStructures.i, SWIG/Vectors.i:
	  
	  updated copyright notice header and improved CVS tags

2001-04-09 11:28  Ferdinando Ametrano

	* [r827] Include/DayCounters/actual365.hpp, Include/array.hpp,
	  Python/Tests/QuantLibSuite.py, Python/Tests/american_option.py,
	  Python/Tests/barrier_option.py, Python/Tests/binary_option.py,
	  Python/Tests/cliquet_option.py, Python/Tests/date.py,
	  Python/Tests/distributions.py, Python/Tests/european_option.py,
	  Python/Tests/european_with_dividends.py,
	  Python/Tests/everest_option.py,
	  Python/Tests/finite_difference_european.py,
	  Python/Tests/get_covariance.py, Python/Tests/himalaya_option.py,
	  Python/Tests/implied_volatility.py,
	  Python/Tests/montecarlo_pricers.py, Python/Tests/pagoda_option.py,
	  Python/Tests/plain_basket_option.py,
	  Python/Tests/random_generators.py, Python/Tests/risk_statistics.py,
	  Python/Tests/statistics.py, Python/Tests/term_structures.py:
	  
	  updated copyright notice header and improved CVS tags

2001-04-06 18:46  Ferdinando Ametrano

	* [r826] Authors.txt, Contributors.txt,
	  Examples/history_iterators.cpp, Include/Calendars/frankfurt.hpp,
	  Include/Calendars/helsinki.hpp, Include/Calendars/london.hpp,
	  Include/Calendars/milan.hpp, Include/Calendars/newyork.hpp,
	  Include/Calendars/target.hpp, Include/Calendars/wellington.hpp,
	  Include/Calendars/westerncalendar.hpp, Include/Calendars/zurich.hpp,
	  Include/Currencies/aud.hpp, Include/Currencies/cad.hpp,
	  Include/Currencies/chf.hpp, Include/Currencies/dem.hpp,
	  Include/Currencies/dkk.hpp, Include/Currencies/eur.hpp,
	  Include/Currencies/gbp.hpp, Include/Currencies/itl.hpp,
	  Include/Currencies/jpy.hpp, Include/Currencies/sek.hpp,
	  Include/Currencies/usd.hpp, Include/DayCounters/actual360.hpp,
	  Include/DayCounters/actual365.hpp,
	  Include/DayCounters/actualactual.hpp,
	  Include/DayCounters/thirty360.hpp,
	  Include/DayCounters/thirty360european.hpp,
	  Include/DayCounters/thirty360italian.hpp,
	  Include/FiniteDifferences/backwardeuler.hpp,
	  Include/FiniteDifferences/boundarycondition.hpp,
	  Include/FiniteDifferences/bsmoperator.hpp,
	  Include/FiniteDifferences/cranknicolson.hpp,
	  Include/FiniteDifferences/dminus.hpp,
	  Include/FiniteDifferences/dplus.hpp,
	  Include/FiniteDifferences/dplusdminus.hpp,
	  Include/FiniteDifferences/dzero.hpp,
	  Include/FiniteDifferences/finitedifferencemodel.hpp,
	  Include/FiniteDifferences/forwardeuler.hpp,
	  Include/FiniteDifferences/identity.hpp,
	  Include/FiniteDifferences/operator.hpp,
	  Include/FiniteDifferences/operatortraits.hpp,
	  Include/FiniteDifferences/standardfdmodel.hpp,
	  Include/FiniteDifferences/standardstepcondition.hpp,
	  Include/FiniteDifferences/stepcondition.hpp,
	  Include/FiniteDifferences/tridiagonaloperator.hpp,
	  Include/FiniteDifferences/valueatcenter.hpp,
	  Include/Instruments/stock.hpp, Include/Math/cubicspline.hpp,
	  Include/Math/interpolation.hpp,
	  Include/Math/lexicographicalview.hpp,
	  Include/Math/linearinterpolation.hpp, Include/Math/matrix.hpp,
	  Include/Math/multivariateaccumulator.hpp,
	  Include/Math/normaldistribution.hpp, Include/Math/statistics.hpp,
	  Include/Math/symmetriceigenvalues.hpp,
	  Include/Math/symmetricschurdecomposition.hpp,
	  Include/Math/vartool.hpp,
	  Include/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/MonteCarlo/basketpathpricer.hpp,
	  Include/MonteCarlo/boxmuller.hpp,
	  Include/MonteCarlo/centrallimitgaussian.hpp,
	  Include/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/MonteCarlo/europeanpathpricer.hpp,
	  Include/MonteCarlo/everestpathpricer.hpp,
	  Include/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/MonteCarlo/generalmontecarlo.hpp,
	  Include/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/MonteCarlo/getcovariance.hpp,
	  Include/MonteCarlo/himalayapathpricer.hpp,
	  Include/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/MonteCarlo/mcoptionsample.hpp,
	  Include/MonteCarlo/mcpricer.hpp,
	  Include/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/MonteCarlo/multifactorpricer.hpp,
	  Include/MonteCarlo/multipath.hpp,
	  Include/MonteCarlo/multipathgenerator.hpp,
	  Include/MonteCarlo/multipathpricer.hpp,
	  Include/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/MonteCarlo/pagodapathpricer.hpp,
	  Include/MonteCarlo/path.hpp, Include/MonteCarlo/pathmontecarlo.hpp,
	  Include/MonteCarlo/pathpricer.hpp,
	  Include/MonteCarlo/randomarraygenerator.hpp,
	  Include/MonteCarlo/standardmultipathgenerator.hpp,
	  Include/MonteCarlo/standardpathgenerator.hpp,
	  Include/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/Patterns/observable.hpp,
	  Include/Pricers/americancondition.hpp,
	  Include/Pricers/americanoption.hpp,
	  Include/Pricers/averagepriceasian.hpp,
	  Include/Pricers/averagestrikeasian.hpp,
	  Include/Pricers/barrieroption.hpp,
	  Include/Pricers/bermudanoption.hpp,
	  Include/Pricers/binaryoption.hpp,
	  Include/Pricers/bsmeuropeanoption.hpp,
	  Include/Pricers/bsmnumericaloption.hpp,
	  Include/Pricers/bsmoption.hpp, Include/Pricers/cliquetoption.hpp,
	  Include/Pricers/dividendamericanoption.hpp,
	  Include/Pricers/dividendeuropeanoption.hpp,
	  Include/Pricers/dividendoption.hpp,
	  Include/Pricers/dividendshoutoption.hpp,
	  Include/Pricers/everestoption.hpp,
	  Include/Pricers/finitedifferenceeuropean.hpp,
	  Include/Pricers/geometricasianoption.hpp,
	  Include/Pricers/himalaya.hpp, Include/Pricers/mceuropeanpricer.hpp,
	  Include/Pricers/multiperiodoption.hpp,
	  Include/Pricers/pagodaoption.hpp,
	  Include/Pricers/plainbasketoption.hpp,
	  Include/Pricers/shoutcondition.hpp, Include/Pricers/shoutoption.hpp,
	  Include/Pricers/stepconditionoption.hpp,
	  Include/Solvers1D/bisection.hpp, Include/Solvers1D/brent.hpp,
	  Include/Solvers1D/falseposition.hpp, Include/Solvers1D/newton.hpp,
	  Include/Solvers1D/newtonsafe.hpp, Include/Solvers1D/ridder.hpp,
	  Include/Solvers1D/secant.hpp,
	  Include/TermStructures/flatforward.hpp,
	  Include/TermStructures/piecewiseconstantforwards.hpp,
	  Include/Utilities/combiningiterator.hpp,
	  Include/Utilities/couplingiterator.hpp,
	  Include/Utilities/filteringiterator.hpp,
	  Include/Utilities/iteratorcategories.hpp,
	  Include/Utilities/processingiterator.hpp,
	  Include/Utilities/steppingiterator.hpp, Include/array.hpp,
	  Include/calendar.hpp, Include/currency.hpp,
	  Include/dataformatters.hpp, Include/date.hpp,
	  Include/daycounter.hpp, Include/depositrate.hpp,
	  Include/discountfactor.hpp, Include/expressiontemplates.hpp,
	  Include/forwardvolsurface.hpp, Include/handle.hpp,
	  Include/history.hpp, Include/instrument.hpp, Include/null.hpp,
	  Include/options.hpp, Include/qldefines.hpp, Include/qlerrors.hpp,
	  Include/quantlib.hpp, Include/rate.hpp, Include/ratehelper.hpp,
	  Include/riskstatistics.hpp, Include/solver1d.hpp,
	  Include/spread.hpp, Include/swaptionvolsurface.hpp,
	  Include/termstructure.hpp, LICENSE.TXT,
	  Python/Tests/QuantLibSuite.py, Python/Tests/american_option.py,
	  Python/Tests/barrier_option.py, Python/Tests/binary_option.py,
	  Python/Tests/cliquet_option.py, Python/Tests/date.py,
	  Python/Tests/distributions.py, Python/Tests/european_option.py,
	  Python/Tests/european_with_dividends.py,
	  Python/Tests/everest_option.py,
	  Python/Tests/finite_difference_european.py,
	  Python/Tests/get_covariance.py, Python/Tests/himalaya_option.py,
	  Python/Tests/implied_volatility.py,
	  Python/Tests/montecarlo_pricers.py, Python/Tests/pagoda_option.py,
	  Python/Tests/plain_basket_option.py,
	  Python/Tests/random_generators.py, Python/Tests/risk_statistics.py,
	  Python/Tests/statistics.py, Python/Tests/term_structures.py,
	  Ruby/Tests/QuantLibSuite.rb, Ruby/Tests/dates.rb,
	  Ruby/Tests/distributions.rb, Ruby/Tests/random_generators.rb,
	  Ruby/Tests/statistics.rb, SWIG/Barrier.i, SWIG/BoundaryConditions.i,
	  SWIG/Calendars.i, SWIG/Currencies.i, SWIG/Date.i,
	  SWIG/DayCounters.i, SWIG/Distributions.i, SWIG/Financial.i,
	  SWIG/History.i, SWIG/Instruments.i, SWIG/Interpolation.i,
	  SWIG/Matrix.i, SWIG/MontecarloPricers.i, SWIG/MontecarloTools.i,
	  SWIG/Operators.i, SWIG/Options.i, SWIG/Pricers.i, SWIG/QLArray.i,
	  SWIG/QuantLib.i, SWIG/RandomGenerators.i, SWIG/RiskStatistics.i,
	  SWIG/Solvers1D.i, SWIG/Statistics.i, SWIG/String.i,
	  SWIG/TermStructures.i, SWIG/Vectors.i,
	  Sources/Calendars/frankfurt.cpp, Sources/Calendars/helsinki.cpp,
	  Sources/Calendars/london.cpp, Sources/Calendars/milan.cpp,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/target.cpp,
	  Sources/Calendars/wellington.cpp,
	  Sources/Calendars/westerncalendar.cpp, Sources/Calendars/zurich.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/FiniteDifferences/valueatcenter.cpp,
	  Sources/Math/matrix.cpp, Sources/Math/multivariateaccumulator.cpp,
	  Sources/Math/normaldistribution.cpp, Sources/Math/statistics.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/everestpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/getcovariance.cpp,
	  Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/MonteCarlo/lecuyerrandomgenerator.cpp,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/barrieroption.cpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/binaryoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Pricers/cliquetoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/dividendshoutoption.cpp,
	  Sources/Pricers/everestoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/himalaya.cpp, Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/calendar.cpp, Sources/dataformatters.cpp, Sources/date.cpp,
	  Sources/ratehelper.cpp, Sources/solver1d.cpp:
	  
	  changed Authors, Contributors, Licence and copyright header

2001-04-06 16:19  Luigi Ballabio

	* [r825] Docs/Makefile.am, Docs/quantlib.doxy,
	  Include/Math/symmetriceigenvalues.hpp,
	  Include/Pricers/cliquetoption.hpp, Include/qldefines.hpp,
	  Makefile.am, configure.in:
	  
	  Fixed Doxygen-related stuff

2001-04-06 16:12  Marco Marchioro

	* [r824] Include/Pricers/bermudanoption.hpp,
	  Include/Pricers/dividendoption.hpp,
	  Include/Pricers/multiperiodoption.hpp,
	  Sources/Pricers/bermudanoption.cpp, Sources/Pricers/bsmoption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/multiperiodoption.cpp:
	  
	  Bug fixed in multi-period option

2001-04-06 15:08  Marco Marchioro

	* [r823] Sources/date.cpp:
	  
	  Bug fixed

2001-04-06 11:14  Luigi Ballabio

	* [r822] SWIG/Currencies.i, SWIG/DayCounters.i, SWIG/QuantLib.i:
	  
	  Added string-based constructor to Currency and DayCounter in Python
	  and Ruby modules

2001-04-06 07:36  Marco Marchioro

	* [r821] Include/Pricers/bermudanoption.hpp,
	  Include/Pricers/dividendshoutoption.hpp,
	  Include/Pricers/multiperiodoption.hpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/dividendshoutoption.cpp,
	  Sources/Pricers/multiperiodoption.cpp:
	  
	  Code simplified and cleand

2001-04-05 15:22  Luigi Ballabio

	* [r820] Python/README.txt, Ruby/Makefile.am, Ruby/README.txt:
	  
	  Updated Python and Ruby readme's

2001-04-05 13:33  Ferdinando Ametrano

	* [r819] Include/MonteCarlo/Makefile.am, Include/quantlib.hpp,
	  Python/Win/PyQuantLib.dsp, QuantLib.dsp, SWIG/History.i:
	  
	  small fixes

2001-04-05 13:29  Ferdinando Ametrano

	* [r818] Include/MonteCarlo/antitheticcv.hpp:
	  
	  useless

2001-04-05 13:06  Marco Marchioro

	* [r817] Sources/Pricers/stepconditionoption.cpp:
	  
	  Code simplified

2001-04-05 07:57  Marco Marchioro

	* [r816] Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/bsmoption.cpp,
	  Sources/Pricers/multiperiodoption.cpp:
	  
	  One bug fixed in bermudan option, theta, rho, and vega still not
	  working

2001-04-04 17:13  Ferdinando Ametrano

	* [r815] Python/Win/PyQuantLibWrap.bat,
	  Sources/Pricers/bermudanoption.cpp:
	  
	  bat file was not updated with Luigi's shuffling

2001-04-04 16:20  Luigi Ballabio

	* [r814] Python/Tests/Makefile.am, Python/setup.py, Ruby/extconf.rb,
	  Sources/Calendars/Makefile.am, Sources/DayCounters/Makefile.am,
	  Sources/FiniteDifferences/Makefile.am, Sources/Makefile.am,
	  Sources/Math/Makefile.am, Sources/MonteCarlo/Makefile.am,
	  Sources/Pricers/Makefile.am, Sources/Solvers1D/Makefile.am,
	  Sources/TermStructures/Makefile.am:
	  
	  Removed sub-include directories from compile flags

2001-04-04 15:52  Luigi Ballabio

	* [r813] Python/makefile.mak, Sources/Calendars/makefile.mak,
	  Sources/DayCounters/makefile.mak,
	  Sources/FiniteDifferences/makefile.mak, Sources/Math/makefile.mak,
	  Sources/MonteCarlo/makefile.mak, Sources/Pricers/makefile.mak,
	  Sources/Solvers1D/makefile.mak, Sources/TermStructures/makefile.mak,
	  Sources/makefile.mak:
	  
	  Removed sub-include dirs from bcc makefiles

2001-04-04 14:36  Luigi Ballabio

	* [r812] Ruby/Tests/Makefile.am:
	  
	  oops

2001-04-04 14:10  Luigi Ballabio

	* [r811] Ruby/Tests/Makefile.am, Ruby/Tests/QuantLibSuite.rb,
	  Ruby/Tests/TestUnit.rb, Ruby/Tests/date.rb, Ruby/Tests/dates.rb,
	  Ruby/Tests/distributions.rb, Ruby/Tests/random_generators.rb,
	  Ruby/Tests/statistics.rb:
	  
	  Ruby tests moved on top of RubyUnit

2001-04-04 13:32  Enrico Sirola

	* [r810] Python/setup.py,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/bsmoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp, configure.in:
	  
	  tons of typos fixed

2001-04-04 12:55  Ferdinando Ametrano

	* [r809] configure.in:
	  
	  Headers policy: linux conf catching up

2001-04-04 12:14  Ferdinando Ametrano

	* [r808] QuantLib.dsp:
	  
	  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 12:14  Ferdinando Ametrano

	* [r807] Examples/history_iterators.cpp,
	  Include/Calendars/frankfurt.hpp, Include/Calendars/helsinki.hpp,
	  Include/Calendars/london.hpp, Include/Calendars/milan.hpp,
	  Include/Calendars/newyork.hpp, Include/Calendars/target.hpp,
	  Include/Calendars/wellington.hpp, Include/Calendars/zurich.hpp,
	  Include/Currencies/chf.hpp, Include/Currencies/dem.hpp,
	  Include/Currencies/eur.hpp, Include/Currencies/gbp.hpp,
	  Include/Currencies/itl.hpp, Include/Currencies/usd.hpp,
	  Include/FiniteDifferences/backwardeuler.hpp,
	  Include/FiniteDifferences/bsmoperator.hpp,
	  Include/FiniteDifferences/cranknicolson.hpp,
	  Include/FiniteDifferences/dminus.hpp,
	  Include/FiniteDifferences/dplus.hpp,
	  Include/FiniteDifferences/dplusdminus.hpp,
	  Include/FiniteDifferences/dzero.hpp,
	  Include/FiniteDifferences/finitedifferencemodel.hpp,
	  Include/FiniteDifferences/forwardeuler.hpp,
	  Include/FiniteDifferences/standardfdmodel.hpp,
	  Include/FiniteDifferences/standardstepcondition.hpp,
	  Include/FiniteDifferences/tridiagonaloperator.hpp,
	  Include/Math/cubicspline.hpp, Include/Math/lexicographicalview.hpp,
	  Include/Math/linearinterpolation.hpp, Include/Math/matrix.hpp,
	  Include/Math/multivariateaccumulator.hpp,
	  Include/Math/symmetricschurdecomposition.hpp,
	  Include/Math/vartool.hpp, Include/MonteCarlo/getcovariance.hpp,
	  Include/MonteCarlo/mcpricer.hpp,
	  Include/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/MonteCarlo/multipath.hpp,
	  Include/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/MonteCarlo/randomarraygenerator.hpp,
	  Include/Pricers/americancondition.hpp,
	  Include/Pricers/americanoption.hpp,
	  Include/Pricers/averagepriceasian.hpp,
	  Include/Pricers/averagestrikeasian.hpp,
	  Include/Pricers/barrieroption.hpp,
	  Include/Pricers/bsmnumericaloption.hpp,
	  Include/Pricers/everestoption.hpp,
	  Include/Pricers/finitedifferenceeuropean.hpp,
	  Include/Pricers/himalaya.hpp, Include/Pricers/mceuropeanpricer.hpp,
	  Include/Pricers/multiperiodoption.hpp,
	  Include/Pricers/pagodaoption.hpp,
	  Include/Pricers/plainbasketoption.hpp,
	  Include/Pricers/shoutcondition.hpp, Include/Pricers/shoutoption.hpp,
	  Include/Pricers/stepconditionoption.hpp,
	  Include/forwardvolsurface.hpp, Include/history.hpp,
	  Include/quantlib.hpp, Include/riskstatistics.hpp,
	  Include/swaptionvolsurface.hpp, Include/termstructure.hpp,
	  Python/Win/PyQuantLib.dsp, QuantLib.dsp,
	  Sources/Calendars/frankfurt.cpp, Sources/Calendars/helsinki.cpp,
	  Sources/Calendars/london.cpp, Sources/Calendars/milan.cpp,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/target.cpp,
	  Sources/Calendars/wellington.cpp,
	  Sources/Calendars/westerncalendar.cpp, Sources/Calendars/zurich.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/FiniteDifferences/valueatcenter.cpp,
	  Sources/Math/matrix.cpp, Sources/Math/multivariateaccumulator.cpp,
	  Sources/Math/normaldistribution.cpp, Sources/Math/statistics.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/everestpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/getcovariance.cpp,
	  Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/MonteCarlo/lecuyerrandomgenerator.cpp,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/barrieroption.cpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/binaryoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Pricers/cliquetoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/dividendshoutoption.cpp,
	  Sources/Pricers/everestoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/himalaya.cpp, Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp:
	  
	  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 11:33  Luigi Ballabio

	* [r806] Python/makefile.mak, Sources/makefile.mak:
	  
	  Moved Python tests to PyUnit

2001-04-04 11:08  Luigi Ballabio

	* [r805] Python/Tests/Makefile.am, Python/Tests/QuantLibSuite.py,
	  Python/Tests/TestUnit.py, Python/Tests/american_option.py,
	  Python/Tests/barrier_option.py, Python/Tests/binary_option.py,
	  Python/Tests/cliquet_option.py, Python/Tests/date.py,
	  Python/Tests/distributions.py, Python/Tests/european_option.py,
	  Python/Tests/european_with_dividends.py,
	  Python/Tests/everest_option.py,
	  Python/Tests/finite_difference_european.py,
	  Python/Tests/get_covariance.py, Python/Tests/himalaya_option.py,
	  Python/Tests/implied_volatility.py,
	  Python/Tests/montecarlo_pricers.py, Python/Tests/pagoda_option.py,
	  Python/Tests/plain_basket_option.py,
	  Python/Tests/random_generators.py, Python/Tests/risk_statistics.py,
	  Python/Tests/statistics.py, Python/Tests/term_structures.py:
	  
	  Python tests implemented on top of PyUnit

2001-04-04 11:07  Ferdinando Ametrano

	* [r804] Examples/history_iterators.cpp,
	  Include/Calendars/Makefile.am, Include/Calendars/frankfurt.h,
	  Include/Calendars/frankfurt.hpp, Include/Calendars/helsinki.h,
	  Include/Calendars/helsinki.hpp, Include/Calendars/london.h,
	  Include/Calendars/london.hpp, Include/Calendars/milan.h,
	  Include/Calendars/milan.hpp, Include/Calendars/newyork.h,
	  Include/Calendars/newyork.hpp, Include/Calendars/target.h,
	  Include/Calendars/target.hpp, Include/Calendars/wellington.h,
	  Include/Calendars/wellington.hpp,
	  Include/Calendars/westerncalendar.h,
	  Include/Calendars/westerncalendar.hpp, Include/Calendars/zurich.h,
	  Include/Calendars/zurich.hpp, Include/Currencies/Makefile.am,
	  Include/Currencies/aud.h, Include/Currencies/aud.hpp,
	  Include/Currencies/cad.h, Include/Currencies/cad.hpp,
	  Include/Currencies/chf.h, Include/Currencies/chf.hpp,
	  Include/Currencies/dem.h, Include/Currencies/dem.hpp,
	  Include/Currencies/dkk.h, Include/Currencies/dkk.hpp,
	  Include/Currencies/eur.h, Include/Currencies/eur.hpp,
	  Include/Currencies/gbp.h, Include/Currencies/gbp.hpp,
	  Include/Currencies/itl.h, Include/Currencies/itl.hpp,
	  Include/Currencies/jpy.h, Include/Currencies/jpy.hpp,
	  Include/Currencies/sek.h, Include/Currencies/sek.hpp,
	  Include/Currencies/usd.h, Include/Currencies/usd.hpp,
	  Include/DayCounters/Makefile.am, Include/DayCounters/actual360.h,
	  Include/DayCounters/actual360.hpp, Include/DayCounters/actual365.h,
	  Include/DayCounters/actual365.hpp,
	  Include/DayCounters/actualactual.h,
	  Include/DayCounters/actualactual.hpp,
	  Include/DayCounters/thirty360.h, Include/DayCounters/thirty360.hpp,
	  Include/DayCounters/thirty360european.h,
	  Include/DayCounters/thirty360european.hpp,
	  Include/DayCounters/thirty360italian.h,
	  Include/DayCounters/thirty360italian.hpp,
	  Include/FiniteDifferences/Makefile.am,
	  Include/FiniteDifferences/backwardeuler.h,
	  Include/FiniteDifferences/backwardeuler.hpp,
	  Include/FiniteDifferences/boundarycondition.h,
	  Include/FiniteDifferences/boundarycondition.hpp,
	  Include/FiniteDifferences/bsmoperator.h,
	  Include/FiniteDifferences/bsmoperator.hpp,
	  Include/FiniteDifferences/cranknicolson.h,
	  Include/FiniteDifferences/cranknicolson.hpp,
	  Include/FiniteDifferences/dminus.h,
	  Include/FiniteDifferences/dminus.hpp,
	  Include/FiniteDifferences/dplus.h,
	  Include/FiniteDifferences/dplus.hpp,
	  Include/FiniteDifferences/dplusdminus.h,
	  Include/FiniteDifferences/dplusdminus.hpp,
	  Include/FiniteDifferences/dzero.h,
	  Include/FiniteDifferences/dzero.hpp,
	  Include/FiniteDifferences/finitedifferencemodel.h,
	  Include/FiniteDifferences/finitedifferencemodel.hpp,
	  Include/FiniteDifferences/forwardeuler.h,
	  Include/FiniteDifferences/forwardeuler.hpp,
	  Include/FiniteDifferences/identity.h,
	  Include/FiniteDifferences/identity.hpp,
	  Include/FiniteDifferences/operator.h,
	  Include/FiniteDifferences/operator.hpp,
	  Include/FiniteDifferences/operatortraits.h,
	  Include/FiniteDifferences/operatortraits.hpp,
	  Include/FiniteDifferences/standardfdmodel.h,
	  Include/FiniteDifferences/standardfdmodel.hpp,
	  Include/FiniteDifferences/standardstepcondition.h,
	  Include/FiniteDifferences/standardstepcondition.hpp,
	  Include/FiniteDifferences/stepcondition.h,
	  Include/FiniteDifferences/stepcondition.hpp,
	  Include/FiniteDifferences/tridiagonaloperator.h,
	  Include/FiniteDifferences/tridiagonaloperator.hpp,
	  Include/FiniteDifferences/valueatcenter.h,
	  Include/FiniteDifferences/valueatcenter.hpp,
	  Include/Instruments/Makefile.am, Include/Instruments/stock.h,
	  Include/Instruments/stock.hpp, Include/Makefile.am,
	  Include/Math/Makefile.am, Include/Math/cubicspline.h,
	  Include/Math/cubicspline.hpp, Include/Math/interpolation.h,
	  Include/Math/interpolation.hpp, Include/Math/lexicographicalview.h,
	  Include/Math/lexicographicalview.hpp,
	  Include/Math/linearinterpolation.h,
	  Include/Math/linearinterpolation.hpp, Include/Math/matrix.h,
	  Include/Math/matrix.hpp, Include/Math/multivariateaccumulator.h,
	  Include/Math/multivariateaccumulator.hpp,
	  Include/Math/normaldistribution.h,
	  Include/Math/normaldistribution.hpp, Include/Math/statistics.h,
	  Include/Math/statistics.hpp, Include/Math/symmetriceigenvalues.h,
	  Include/Math/symmetriceigenvalues.hpp,
	  Include/Math/symmetricschurdecomposition.h,
	  Include/Math/symmetricschurdecomposition.hpp,
	  Include/Math/vartool.h, Include/Math/vartool.hpp,
	  Include/MonteCarlo/Makefile.am, Include/MonteCarlo/antitheticcv.h,
	  Include/MonteCarlo/antitheticcv.hpp,
	  Include/MonteCarlo/avgpriceasianpathpricer.h,
	  Include/MonteCarlo/avgpriceasianpathpricer.hpp,
	  Include/MonteCarlo/avgstrikeasianpathpricer.h,
	  Include/MonteCarlo/avgstrikeasianpathpricer.hpp,
	  Include/MonteCarlo/basketpathpricer.h,
	  Include/MonteCarlo/basketpathpricer.hpp,
	  Include/MonteCarlo/boxmuller.h, Include/MonteCarlo/boxmuller.hpp,
	  Include/MonteCarlo/centrallimitgaussian.h,
	  Include/MonteCarlo/centrallimitgaussian.hpp,
	  Include/MonteCarlo/controlvariatedpathpricer.h,
	  Include/MonteCarlo/controlvariatedpathpricer.hpp,
	  Include/MonteCarlo/europeanpathpricer.h,
	  Include/MonteCarlo/europeanpathpricer.hpp,
	  Include/MonteCarlo/everestpathpricer.h,
	  Include/MonteCarlo/everestpathpricer.hpp,
	  Include/MonteCarlo/gaussianarraygenerator.h,
	  Include/MonteCarlo/gaussianarraygenerator.hpp,
	  Include/MonteCarlo/gaussianrandomgenerator.h,
	  Include/MonteCarlo/gaussianrandomgenerator.hpp,
	  Include/MonteCarlo/generalmontecarlo.h,
	  Include/MonteCarlo/generalmontecarlo.hpp,
	  Include/MonteCarlo/geometricasianpathpricer.h,
	  Include/MonteCarlo/geometricasianpathpricer.hpp,
	  Include/MonteCarlo/getcovariance.h,
	  Include/MonteCarlo/getcovariance.hpp,
	  Include/MonteCarlo/himalayapathpricer.h,
	  Include/MonteCarlo/himalayapathpricer.hpp,
	  Include/MonteCarlo/lecuyerrandomgenerator.h,
	  Include/MonteCarlo/lecuyerrandomgenerator.hpp,
	  Include/MonteCarlo/mcoptionsample.h,
	  Include/MonteCarlo/mcoptionsample.hpp,
	  Include/MonteCarlo/mcpricer.h, Include/MonteCarlo/mcpricer.hpp,
	  Include/MonteCarlo/multifactormontecarlooption.h,
	  Include/MonteCarlo/multifactormontecarlooption.hpp,
	  Include/MonteCarlo/multifactorpricer.h,
	  Include/MonteCarlo/multifactorpricer.hpp,
	  Include/MonteCarlo/multipath.h, Include/MonteCarlo/multipath.hpp,
	  Include/MonteCarlo/multipathgenerator.h,
	  Include/MonteCarlo/multipathgenerator.hpp,
	  Include/MonteCarlo/multipathpricer.h,
	  Include/MonteCarlo/multipathpricer.hpp,
	  Include/MonteCarlo/onefactormontecarlooption.h,
	  Include/MonteCarlo/onefactormontecarlooption.hpp,
	  Include/MonteCarlo/pagodapathpricer.h,
	  Include/MonteCarlo/pagodapathpricer.hpp, Include/MonteCarlo/path.h,
	  Include/MonteCarlo/path.hpp, Include/MonteCarlo/pathmontecarlo.h,
	  Include/MonteCarlo/pathmontecarlo.hpp,
	  Include/MonteCarlo/pathpricer.h, Include/MonteCarlo/pathpricer.hpp,
	  Include/MonteCarlo/randomarraygenerator.h,
	  Include/MonteCarlo/randomarraygenerator.hpp,
	  Include/MonteCarlo/standardmultipathgenerator.h,
	  Include/MonteCarlo/standardmultipathgenerator.hpp,
	  Include/MonteCarlo/standardpathgenerator.h,
	  Include/MonteCarlo/standardpathgenerator.hpp,
	  Include/MonteCarlo/uniformrandomgenerator.h,
	  Include/MonteCarlo/uniformrandomgenerator.hpp,
	  Include/Patterns/Makefile.am, Include/Patterns/observable.h,
	  Include/Patterns/observable.hpp, Include/Pricers/Makefile.am,
	  Include/Pricers/americancondition.h,
	  Include/Pricers/americancondition.hpp,
	  Include/Pricers/americanoption.h,
	  Include/Pricers/americanoption.hpp,
	  Include/Pricers/averagepriceasian.h,
	  Include/Pricers/averagepriceasian.hpp,
	  Include/Pricers/averagestrikeasian.h,
	  Include/Pricers/averagestrikeasian.hpp,
	  Include/Pricers/barrieroption.h, Include/Pricers/barrieroption.hpp,
	  Include/Pricers/bermudanoption.h,
	  Include/Pricers/bermudanoption.hpp, Include/Pricers/binaryoption.h,
	  Include/Pricers/binaryoption.hpp,
	  Include/Pricers/bsmeuropeanoption.h,
	  Include/Pricers/bsmeuropeanoption.hpp,
	  Include/Pricers/bsmnumericaloption.h,
	  Include/Pricers/bsmnumericaloption.hpp, Include/Pricers/bsmoption.h,
	  Include/Pricers/bsmoption.hpp, Include/Pricers/cliquetoption.h,
	  Include/Pricers/cliquetoption.hpp,
	  Include/Pricers/dividendamericanoption.h,
	  Include/Pricers/dividendamericanoption.hpp,
	  Include/Pricers/dividendeuropeanoption.h,
	  Include/Pricers/dividendeuropeanoption.hpp,
	  Include/Pricers/dividendoption.h,
	  Include/Pricers/dividendoption.hpp,
	  Include/Pricers/dividendshoutoption.h,
	  Include/Pricers/dividendshoutoption.hpp,
	  Include/Pricers/everestoption.h, Include/Pricers/everestoption.hpp,
	  Include/Pricers/finitedifferenceeuropean.h,
	  Include/Pricers/finitedifferenceeuropean.hpp,
	  Include/Pricers/geometricasianoption.h,
	  Include/Pricers/geometricasianoption.hpp,
	  Include/Pricers/himalaya.h, Include/Pricers/himalaya.hpp,
	  Include/Pricers/mceuropeanpricer.h,
	  Include/Pricers/mceuropeanpricer.hpp,
	  Include/Pricers/multiperiodoption.h,
	  Include/Pricers/multiperiodoption.hpp,
	  Include/Pricers/pagodaoption.h, Include/Pricers/pagodaoption.hpp,
	  Include/Pricers/plainbasketoption.h,
	  Include/Pricers/plainbasketoption.hpp,
	  Include/Pricers/shoutcondition.h,
	  Include/Pricers/shoutcondition.hpp, Include/Pricers/shoutoption.h,
	  Include/Pricers/shoutoption.hpp,
	  Include/Pricers/stepconditionoption.h,
	  Include/Pricers/stepconditionoption.hpp,
	  Include/Solvers1D/Makefile.am, Include/Solvers1D/bisection.h,
	  Include/Solvers1D/bisection.hpp, Include/Solvers1D/brent.h,
	  Include/Solvers1D/brent.hpp, Include/Solvers1D/falseposition.h,
	  Include/Solvers1D/falseposition.hpp, Include/Solvers1D/newton.h,
	  Include/Solvers1D/newton.hpp, Include/Solvers1D/newtonsafe.h,
	  Include/Solvers1D/newtonsafe.hpp, Include/Solvers1D/ridder.h,
	  Include/Solvers1D/ridder.hpp, Include/Solvers1D/secant.h,
	  Include/Solvers1D/secant.hpp, Include/TermStructures/Makefile.am,
	  Include/TermStructures/flatforward.h,
	  Include/TermStructures/flatforward.hpp,
	  Include/TermStructures/piecewiseconstantforwards.h,
	  Include/TermStructures/piecewiseconstantforwards.hpp,
	  Include/Utilities/Makefile.am,
	  Include/Utilities/combiningiterator.h,
	  Include/Utilities/combiningiterator.hpp,
	  Include/Utilities/couplingiterator.h,
	  Include/Utilities/couplingiterator.hpp,
	  Include/Utilities/filteringiterator.h,
	  Include/Utilities/filteringiterator.hpp,
	  Include/Utilities/iteratorcategories.h,
	  Include/Utilities/iteratorcategories.hpp,
	  Include/Utilities/processingiterator.h,
	  Include/Utilities/processingiterator.hpp,
	  Include/Utilities/steppingiterator.h,
	  Include/Utilities/steppingiterator.hpp, Include/array.h,
	  Include/array.hpp, Include/calendar.h, Include/calendar.hpp,
	  Include/config.ansi.h, Include/config.ansi.hpp,
	  Include/config.bcc.h, Include/config.bcc.hpp, Include/config.decc.h,
	  Include/config.decc.hpp, Include/config.msvc.h,
	  Include/config.msvc.hpp, Include/config.mwcw.h,
	  Include/config.mwcw.hpp, Include/currency.h, Include/currency.hpp,
	  Include/dataformatters.h, Include/dataformatters.hpp,
	  Include/date.h, Include/date.hpp, Include/daycounter.h,
	  Include/daycounter.hpp, Include/depositrate.h,
	  Include/depositrate.hpp, Include/discountfactor.h,
	  Include/discountfactor.hpp, Include/expressiontemplates.h,
	  Include/expressiontemplates.hpp, Include/forwardvolsurface.h,
	  Include/forwardvolsurface.hpp, Include/handle.h, Include/handle.hpp,
	  Include/history.h, Include/history.hpp, Include/instrument.h,
	  Include/instrument.hpp, Include/null.h, Include/null.hpp,
	  Include/options.h, Include/options.hpp, Include/qldefines.h,
	  Include/qldefines.hpp, Include/qlerrors.h, Include/qlerrors.hpp,
	  Include/quantlib.h, Include/quantlib.hpp, Include/rate.h,
	  Include/rate.hpp, Include/ratehelper.h, Include/ratehelper.hpp,
	  Include/riskstatistics.h, Include/riskstatistics.hpp,
	  Include/solver1d.h, Include/solver1d.hpp, Include/spread.h,
	  Include/spread.hpp, Include/swaptionvolsurface.h,
	  Include/swaptionvolsurface.hpp, Include/termstructure.h,
	  Include/termstructure.hpp, Python/SwigProblem/helloworld.cpp,
	  Python/Win/PyQuantLib.dsp, QuantLib.dsp, SWIG/History.i,
	  SWIG/QuantLib.i, Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/helsinki.cpp, Sources/Calendars/london.cpp,
	  Sources/Calendars/milan.cpp, Sources/Calendars/newyork.cpp,
	  Sources/Calendars/target.cpp, Sources/Calendars/wellington.cpp,
	  Sources/Calendars/westerncalendar.cpp, Sources/Calendars/zurich.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/FiniteDifferences/valueatcenter.cpp,
	  Sources/Math/matrix.cpp, Sources/Math/multivariateaccumulator.cpp,
	  Sources/Math/normaldistribution.cpp, Sources/Math/statistics.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/basketpathpricer.cpp,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/everestpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/getcovariance.cpp,
	  Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/MonteCarlo/lecuyerrandomgenerator.cpp,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/barrieroption.cpp,
	  Sources/Pricers/bermudanoption.cpp,
	  Sources/Pricers/binaryoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Pricers/cliquetoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/dividendshoutoption.cpp,
	  Sources/Pricers/everestoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/himalaya.cpp, Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/calendar.cpp, Sources/dataformatters.cpp, Sources/date.cpp,
	  Sources/ratehelper.cpp, Sources/solver1d.cpp:
	  
	  Headers policy part 1:
	  Headers should have a .hpp (lowercase) filename extension
	  All *.h renamed to *.hpp

2001-04-04 10:01  Marco Marchioro

	* [r803] Python/Tests/cliquet_option.py:
	  
	  introducing cliquet option

2001-04-04 09:54  Marco Marchioro

	* [r802] Include/Pricers/Makefile.am, Include/Pricers/cliquetoption.h,
	  Include/quantlib.h, Python/makefile.mak, SWIG/Pricers.i,
	  Sources/Pricers/Makefile.am:
	  
	  introducing cliquet option

2001-04-04 09:37  Marco Marchioro

	* [r801] Sources/Pricers/cliquetoption.cpp,
	  Sources/Pricers/makefile.mak:
	  
	  introducing cliquet option

2001-04-04 09:35  Marco Marchioro

	* [r800] Sources/makefile.mak:
	  
	  Dependencied of subfolders changed

2001-04-04 06:21  Marco Marchioro

	* [r799] Sources/Math/matrix.cpp:
	  
	  Error messages changed

2001-04-03 17:05  Marco Marchioro

	* [r798] Sources/Pricers/multiperiodoption.cpp:
	  
	  Error messages are now more clear

2001-04-03 14:50  Luigi Ballabio

	* [r797] Ruby/Makefile.am, Ruby/Tests/random_generators.rb:
	  
	  Forgotten makefile

2001-04-02 14:10  Luigi Ballabio

	* [r796] SWIG/QuantLib.i, SWIG/Solvers1D.i:
	  
	  Added Brent solver to Ruby module

2001-04-02 10:59  Luigi Ballabio

	* [r795] Include/Pricers/bsmoption.h, Include/Solvers1D/bisection.h,
	  Include/Solvers1D/brent.h, Include/Solvers1D/falseposition.h,
	  Include/Solvers1D/newton.h, Include/Solvers1D/newtonsafe.h,
	  Include/Solvers1D/ridder.h, Include/Solvers1D/secant.h,
	  Include/solver1d.h, SWIG/Solvers1D.i,
	  Sources/Calendars/makefile.mak, Sources/DayCounters/makefile.mak,
	  Sources/FiniteDifferences/makefile.mak, Sources/Math/makefile.mak,
	  Sources/MonteCarlo/makefile.mak, Sources/Pricers/bsmoption.cpp,
	  Sources/Pricers/makefile.mak, Sources/Solvers1D/bisection.cpp,
	  Sources/Solvers1D/brent.cpp, Sources/Solvers1D/falseposition.cpp,
	  Sources/Solvers1D/makefile.mak, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp, Sources/TermStructures/makefile.mak,
	  Sources/solver1d.cpp:
	  
	  Changed ObjectiveFunction::value to ObjectiveFunction::operator() -
	  also in Python module

2001-04-02 09:21  Luigi Ballabio

	* [r794] Mac, Makefile.am, QuantLib.prj, QuantLib.prj.exp,
	  README-mac.txt:
	  
	  Removed Mac folder

2001-04-02 07:40  Marco Marchioro

	* [r793] Include/MonteCarlo/multipathgenerator.h:
	  
	  First date is allowed to be zero

2001-03-30 15:45  Luigi Ballabio

	* [r792] Makefile.am, Ruby/Tests/Makefile.am,
	  Ruby/Tests/statistics.rb, SWIG/QuantLib.i, SWIG/Statistics.i,
	  SWIG/Vectors.i, configure.in:
	  
	  Still working on make dist (and added IntVector and DoubleVector to
	  Ruby module)

2001-03-30 10:14  Luigi Ballabio

	* [r791] Makefile.am, QuantLib.dsp, README-win.txt, Win:
	  
	  Emptied Win directory

2001-03-30 09:59  Marco Marchioro

	* [r790] Python/COM/importlibrary.py:
	  
	  Documentation updated, Matrix call did not work properly: rmoved

2001-03-30 09:56  Marco Marchioro

	* [r789] Python/COM/importlibrary.py:
	  
	  Debug is now the default, simplified and speeded up

2001-03-29 14:57  Luigi Ballabio

	* [r788] Python/makefile.mak, Sources/Calendars/Makefile.am,
	  Sources/Calendars/makefile.mak, Sources/DayCounters/Makefile.am,
	  Sources/DayCounters/makefile.mak,
	  Sources/FiniteDifferences/Makefile.am,
	  Sources/FiniteDifferences/makefile.mak, Sources/Math/Makefile.am,
	  Sources/Math/makefile.mak, Sources/MonteCarlo/Makefile.am,
	  Sources/MonteCarlo/makefile.mak, Sources/Pricers/Makefile.am,
	  Sources/Pricers/makefile.mak, Sources/Solvers1D/Makefile.am,
	  Sources/Solvers1D/makefile.mak, Sources/TermStructures/Makefile.am,
	  Sources/TermStructures/makefile.mak, Sources/makefile.mak:
	  
	  Reorganized Borland makefiles

2001-03-29 10:03  Luigi Ballabio

	* [r787] Python/makefile.mak, Sources/Makefile.am,
	  Sources/makefile.mak, Win/makefile.mak, makefile.mak:
	  
	  Moved bcc makefile from Win to Sources

2001-03-28 13:40  Marco Marchioro

	* [r786] Include/MonteCarlo/multipathgenerator.h,
	  SWIG/MontecarloTools.i, Sources/Pricers/everestoption.cpp,
	  Sources/Pricers/himalaya.cpp, Sources/Pricers/pagodaoption.cpp,
	  Sources/Pricers/plainbasketoption.cpp:
	  
	  MultiPathGenerator now has a default for mean

2001-03-28 13:33  Luigi Ballabio

	* [r785] Include/Math/Makefile.am, Makefile.am,
	  Ruby/Tests/Makefile.am, Ruby/Tests/TestUnit.rb, SWIG/QuantLib.i,
	  SWIG/Statistics.i, configure.in:
	  
	  Generated distribution almost complete (and added random generators
	  to Ruby module)

2001-03-28 13:08  Ferdinando Ametrano

	* [r784] Docs/README.txt:
	  
	  better numbering

2001-03-28 12:50  Marco Marchioro

	* [r783] Include/MonteCarlo/multipathgenerator.h,
	  Python/Tests/himalaya_option.py, Sources/Pricers/himalaya.cpp:
	  
	  Dates are now used for input instead of time delays

2001-03-28 12:41  Luigi Ballabio

	* [r782] Include/Pricers/barrieroption.h,
	  Sources/Pricers/barrieroption.cpp:
	  
	  Added constness to initialize() and mutableness to data members (how
	  did this compile before?)

2001-03-28 07:40  Marco Marchioro

	* [r781] Include/Math/symmetriceigenvalues.h:
	  
	  Functions to calculate eigenvalues and eigenvectors of a symmetric
	  matrix added

2001-03-28 07:37  Marco Marchioro

	* [r780] Include/quantlib.h:
	  
	  file added

2001-03-27 17:39  Luigi Ballabio

	* [r779] Docs/Makefile.am, Examples/Makefile.am, Include/Makefile.am,
	  Makefile.am, Python/COM/Makefile.am, Python/Makefile.am,
	  Python/Tests/Makefile.am, Ruby/Tests/distributions.rb,
	  SWIG/Distributions.i, SWIG/Makefile.am, SWIG/QuantLib.i,
	  configure.in:
	  
	  Making sure dist target is complete (and added distributions to Ruby
	  module)

2001-03-27 17:19  Marco Marchioro

	* [r778] Include/Pricers/barrieroption.h,
	  Sources/Pricers/barrieroption.cpp:
	  
	  Bug fixed in calculation of rho and vega

2001-03-27 16:24  Luigi Ballabio

	* [r777] Python/Tests/pagoda.py, Python/Tests/pagoda_option.py,
	  Python/makefile.mak:
	  
	  Renamed pagoda.py to pagoda_option.py

2001-03-27 16:16  Marco Marchioro

	* [r776] SWIG/Operators.i:
	  
	  Functions SymmetricEigenvalues and SymmetricEigenvectors added

2001-03-27 13:44  Luigi Ballabio

	* [r775] SWIG/Instruments.i:
	  
	  Removed default string arguments (crashed the thing when used)

2001-03-27 09:38  Luigi Ballabio

	* [r774] Ruby/Tests/Makefile.am:
	  
	  Forgotten makefile

2001-03-26 16:07  Luigi Ballabio

	* [r773] Docs/makefile.mak, Python/makefile.mak, Win/makefile.mak,
	  makefile.mak:
	  
	  Moved docs make targets to makefile in Docs dir - added docs-*
	  target in global makefile

2001-03-26 12:41  Luigi Ballabio

	* [r772] Makefile.am, Ruby/extconf.rb, SWIG/Calendars.i, SWIG/Date.i,
	  SWIG/QuantLib.i, configure.in:
	  
	  Added ruby, ruby-install and ruby-test targets to makefile (and
	  added calendars to Ruby module in the meantime)

2001-03-26 11:48  Luigi Ballabio

	* [r771] Ruby/QuantLib.rb:
	  
	  I know I said not to delete it. Trust me.

2001-03-26 10:27  Luigi Ballabio

	* [r770] Include/Calendars/Makefile.am, Sources/Calendars/Makefile.am,
	  Win/QuantLib.dsp:
	  
	  Added Helsinki and Wellington calendars

2001-03-26 10:00  Luigi Ballabio

	* [r769] SWIG/Calendars.i:
	  
	  Turned string-based factory into Calendar constructor

2001-03-26 09:59  Luigi Ballabio

	* [r768] Include/Calendars/helsinki.h, Include/Calendars/wellington.h,
	  Include/quantlib.h, SWIG/Calendars.i,
	  Sources/Calendars/helsinki.cpp, Sources/Calendars/wellington.cpp,
	  Win/makefile.mak:
	  
	  Added Helsinki and Wellington calendars

2001-03-26 09:13  Luigi Ballabio

	* [r767] Sources/Calendars/london.cpp:
	  
	  big fixed

2001-03-26 08:51  Luigi Ballabio

	* [r766] Sources/Calendars/london.cpp, Sources/Calendars/newyork.cpp:
	  
	  really fixed line wrappings

2001-03-26 08:47  Luigi Ballabio

	* [r765] Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/london.cpp, Sources/Calendars/milan.cpp,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/target.cpp,
	  Sources/Calendars/westerncalendar.cpp, Sources/Calendars/zurich.cpp:
	  
	  Fixed line wrappings

2001-03-26 08:38  Luigi Ballabio

	* [r764] Include/Calendars/frankfurt.h, Include/Calendars/london.h,
	  Include/Calendars/milan.h, Include/Calendars/newyork.h,
	  Include/Calendars/target.h, Include/Calendars/westerncalendar.h,
	  Include/Calendars/zurich.h:
	  
	  fixed line wrappings

2001-03-23 16:03  Luigi Ballabio

	* [r763] Python/makefile.mak, makefile.mak:
	  
	  Added makefile for Borland C++ at root level

2001-03-23 15:01  Luigi Ballabio

	* [r762] Makefile.am, Python/Makefile.am, Python/Tests/Makefile.am,
	  SWIG/QuantLib.i, configure.in:
	  
	  Added targets python and python-install which actually build and
	  install the module, and renamed target test to python-test

2001-03-23 12:37  Luigi Ballabio

	* [r761] Ruby/Tests/date.rb:
	  
	  Translated from Python

2001-03-23 08:44  Mario Aleppo

	* [r760] Include/solver1d.h:
	  
	  Small bug fixed

2001-03-22 18:07  Luigi Ballabio

	* [r759] Ruby/Tests, Ruby/Tests/TestUnit.rb:
	  
	  Framework for Ruby tests

2001-03-22 16:37  Marco Marchioro

	* [r758] Include/Pricers/barrieroption.h, SWIG/Pricers.i,
	  Sources/Pricers/barrieroption.cpp:
	  
	  Barrier option greeks included

2001-03-22 16:01  Luigi Ballabio

	* [r757] Include/instrument.h:
	  
	  Improved up-to-date condition

2001-03-22 12:25  Marco Marchioro

	* [r756] Include/Math/statistics.h:
	  
	  Chaged method errorEstimate

2001-03-22 12:24  Marco Marchioro

	* [r755] Include/quantlib.h, Python/makefile.mak:
	  
	  Introducing pagoda options

2001-03-22 12:14  Marco Marchioro

	* [r754] Include/MonteCarlo/Makefile.am, Include/Pricers/Makefile.am,
	  Python/Tests/pagoda.py, SWIG/MontecarloPricers.i,
	  Sources/MonteCarlo/Makefile.am,
	  Sources/MonteCarlo/pagodapathpricer.cpp,
	  Sources/Pricers/Makefile.am, Sources/Pricers/pagodaoption.cpp,
	  Win/makefile.mak:
	  
	  Introducing pagoda options

2001-03-22 12:04  Marco Marchioro

	* [r753] Include/MonteCarlo/pagodapathpricer.h,
	  Include/Pricers/pagodaoption.h:
	  
	  Introducing pagoda options

2001-03-21 15:29  Luigi Ballabio

	* [r752] Python/makefile.mak:
	  
	  Generic rule added to shadow the default one

2001-03-21 15:06  Luigi Ballabio

	* [r751] Ruby/extconf.rb:
	  
	  Extension configuration file

2001-03-21 15:05  Luigi Ballabio

	* [r750] Ruby, Ruby/QuantLib.rb:
	  
	  This is not autogenerated - never ever remove it

2001-03-21 15:04  Luigi Ballabio

	* [r749] SWIG/Date.i, SWIG/QuantLib.i, SWIG/String.i:
	  
	  Started playing with Ruby

2001-03-21 15:02  Luigi Ballabio

	* [r748] Sources/FiniteDifferences/Makefile.am:
	  
	  Added missing include path

2001-03-21 15:00  Luigi Ballabio

	* [r747] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  Removed once again ghost wrappers from hell

2001-03-21 14:54  Luigi Ballabio

	* [r746] Include/MonteCarlo/Makefile.am,
	  Sources/MonteCarlo/Makefile.am:
	  
	  Someone forgot Makefile.am while adding files

2001-03-21 14:25  Luigi Ballabio

	* [r745] SWIG/Statistics.i:
	  
	  Fixed %include (linux is case-sensitive, Nando)

2001-03-21 13:53  Luigi Ballabio

	* [r744] Include/Patterns/observable.h:
	  
	  virtual destructors added

2001-03-21 11:33  Marco Marchioro

	* [r743] Include/Pricers/bsmnumericaloption.h,
	  Include/Pricers/bsmoption.h,
	  Include/Pricers/finitedifferenceeuropean.h,
	  Include/Pricers/multiperiodoption.h,
	  Include/Pricers/stepconditionoption.h:
	  
	  Main loop transfered from method value to method calculate.
	  Methods vega and rho moved from BSMNumericalOption to BSMOption

2001-03-21 11:31  Marco Marchioro

	* [r742] Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp:
	  
	  Main loop tranfered from method value to method calculate.
	  Methods vega and rho belong now to class BSMOption

2001-03-21 10:52  Marco Marchioro

	* [r741] Include/FiniteDifferences/Makefile.am,
	  Include/FiniteDifferences/valueatcenter.h,
	  Include/Pricers/bsmnumericaloption.h, Include/quantlib.h,
	  Python/QuantLib.py, Python/quantlib_wrap.cpp, SWIG/Operators.i,
	  Sources/FiniteDifferences/Makefile.am,
	  Sources/FiniteDifferences/valueatcenter.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp,
	  Sources/Pricers/multiperiodoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp, Win/makefile.mak:
	  
	  valueAtCenter, firstDerivativeAtCenter, secondDerivativeAtCenter,
	  are no longer methods of BSMNumericalOption but separate
	  functions

2001-03-21 10:31  Luigi Ballabio

	* [r740] Python/QuantLibc.def, Win/QuantLibc.def:
	  
	  Moved

2001-03-21 10:30  Luigi Ballabio

	* [r739] Python/makefile.mak:
	  
	  Fixed typo

2001-03-21 09:58  Marco Marchioro

	* [r738] Include/quantlib.h:
	  
	  BermudanOption file added

2001-03-21 09:57  Marco Marchioro

	* [r737] Include/Math/cubicspline.h:
	  
	  added line:
	  #include <vector>

2001-03-21 09:56  Marco Marchioro

	* [r736] Include/Pricers/dividendoption.h,
	  Include/Pricers/multiperiodoption.h:
	  
	  virtual method added

2001-03-21 09:56  Marco Marchioro

	* [r735] Python/QuantLib.py, Python/quantlib_wrap.cpp, SWIG/Pricers.i:
	  
	  BermudanOption added, DividendOption removed

2001-03-21 09:54  Marco Marchioro

	* [r734] Win/makefile.mak:
	  
	  compilation of BermudanOption added

2001-03-21 09:53  Marco Marchioro

	* [r733] Include/Pricers/Makefile.am,
	  Include/Pricers/bermudanoption.h, Sources/Pricers/Makefile.am,
	  Sources/Pricers/bermudanoption.cpp:
	  
	  simple BermudanOption pricer added

2001-03-21 09:51  Marco Marchioro

	* [r732] Include/Pricers/dividendamericanoption.h,
	  Sources/Pricers/dividendamericanoption.cpp:
	  
	  DividendAmericanOption is now derived from DividendOption

2001-03-20 15:37  Luigi Ballabio

	* [r731] Win/makefile.mak:
	  
	  Moved Python module generation to his own makefile

2001-03-20 15:27  Marco Marchioro

	* [r730] Sources/Pricers/dividendoption.cpp,
	  Sources/Pricers/dividendshoutoption.cpp:
	  
	  DividendOption and DividendShoutOption are examples of
	  MultiPeriodOption's

2001-03-20 15:16  Marco Marchioro

	* [r729] Include/Pricers/Makefile.am,
	  Include/Pricers/dividendoption.h,
	  Include/Pricers/dividendshoutoption.h, Python/QuantLib.py,
	  Python/quantlib_wrap.cpp:
	  
	  DividendOption and DividendShoutOption are examples of
	  MultiPeriodOption's

2001-03-20 15:14  Marco Marchioro

	* [r728] Include/Pricers/multiperiodoption.h, Include/quantlib.h,
	  SWIG/Pricers.i, Sources/Pricers/Makefile.am,
	  Sources/Pricers/multiperiodoption.cpp, Win/makefile.mak:
	  
	  MultiPeriodOption is a generalization of DividendAmericanOption

2001-03-20 15:05  Luigi Ballabio

	* [r727] Python/makefile.mak:
	  
	  Moved Python module generation to his own makefile

2001-03-20 14:36  Luigi Ballabio

	* [r726] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  *** empty log message ***

2001-03-19 20:49  Ferdinando Ametrano

	* [r725] Python/SwigProblem/helloworld.cpp:
	  
	  don't need normal distributions anymore to trap the bug

2001-03-19 20:46  Ferdinando Ametrano

	* [r724] Python/SwigProblem/MyLib.i, Python/SwigProblem/funzionano,
	  Python/SwigProblem/helloworld.cpp, Python/SwigProblem/nonfunzionano,
	  Python/SwigProblem/normaldistribution.cpp,
	  Python/SwigProblem/normaldistribution.h:
	  
	  don't need normal distributions anymore to trap the bug

2001-03-19 20:33  Ferdinando Ametrano

	* [r723] Python/SwigProblem/MyLib.i, Python/SwigProblem/funzionano,
	  Python/SwigProblem/funzionano/normaldistribution.cpp,
	  Python/SwigProblem/funzionano/normaldistribution.h,
	  Python/SwigProblem/nonfunzionano,
	  Python/SwigProblem/nonfunzionano/normaldistribution.cpp,
	  Python/SwigProblem/nonfunzionano/normaldistribution.h,
	  Python/SwigProblem/normaldistribution.cpp,
	  Python/SwigProblem/normaldistribution.h,
	  Python/SwigProblem/qldefines.h, Python/SwigProblem/quantlib.h:
	  
	  bug isolated: the SWIG debug problem is because of dataformatters

2001-03-19 19:42  Ferdinando Ametrano

	* [r722] Python/SwigProblem, Python/SwigProblem/MyLib.i,
	  Python/SwigProblem/SwigProblem.dsp,
	  Python/SwigProblem/SwigProblem.dsw,
	  Python/SwigProblem/SwigProblemWrap.bat,
	  Python/SwigProblem/helloworld.cpp, Python/SwigProblem/helloworld.h,
	  Python/SwigProblem/normaldistribution.cpp,
	  Python/SwigProblem/normaldistribution.h,
	  Python/SwigProblem/qldefines.h, Python/SwigProblem/quantlib.h:
	  
	  this temporary project/folder shows the SWIG debug problem

2001-03-19 19:03  Ferdinando Ametrano

	* [r721] Python/Win/PyQuantLib.dsp:
	  
	  incremental building deselected

2001-03-19 18:59  Ferdinando Ametrano

	* [r720] Python/Win/QuantLib.py, Python/Win/quantlib_wrap.cpp:
	  
	  auto generated files removed from CVS repository

2001-03-19 18:57  Ferdinando Ametrano

	* [r719] Python/Win, Python/Win/PyQuantLib.dsp,
	  Python/Win/PyQuantLib.dsw, Python/Win/PyQuantLibWrap.bat,
	  Python/Win/QuantLib.py, Python/Win/quantlib_wrap.cpp,
	  Win/PyQuantLib.dsp, Win/PyWrap.bat, Win/QuantLib.dsw:
	  
	  PyQuantLib.dsp moved under Python\Win dir

2001-03-19 18:44  Ferdinando Ametrano

	* [r718] Win/PyQuantLib.dsp:
	  
	  conflict resolved

2001-03-19 18:39  Ferdinando Ametrano

	* [r717] Include/ratehelper.h, Sources/ratehelper.cpp:
	  
	  conflict resolved

2001-03-19 18:18  Ferdinando Ametrano

	* [r716] Python/QuantLib.py, Python/quantlib_wrap.cpp,
	  Win/PyQuantLib.dsp, Win/QuantLib.dsp:
	  
	  QuantLib.dsp and PyQuantLib.dsp use (Debug) Multithreaded DLL

2001-03-19 17:52  Ferdinando Ametrano

	* [r715] Include/ratehelper.h, Sources/ratehelper.cpp:
	  
	  introduces DepositRate2.
	  Later this will superseed DepositRate

2001-03-19 17:37  Ferdinando Ametrano

	* [r714] Win/README.txt:
	  
	  typo fixed

2001-03-19 17:30  Ferdinando Ametrano

	* [r713] SWIG/QuantLib.i:
	  
	  refactored *.i files inclusion.
	  The files are sorted by SWIG debug problem

2001-03-19 17:28  Ferdinando Ametrano

	* [r712] SWIG/Statistics.i:
	  
	  added missing
	  %include vectors.i

2001-03-15 16:51  Luigi Ballabio

	* [r711] Docs/footer.html:
	  
	  Aligned under Netscape, Explorer and Opera

2001-03-15 16:36  Luigi Ballabio

	* [r710] Win/makefile.mak:
	  
	  Increased latex pool size

2001-03-15 16:09  Ferdinando Ametrano

	* [r709] Docs/README.txt, Docs/footer.html, Docs/quantlib.doxy,
	  Makefile.am, Win/makefile.mak:
	  
	  doxy config file renamed and unified (Win32 and Linux)
	  html doc footer modified

2001-03-15 15:45  Ferdinando Ametrano

	* [r708] Docs/Makefile.am, Docs/README.txt, Docs/footer.html,
	  Docs/offline.doxy, Docs/offline.doxy.linux, Docs/online.doxy,
	  Docs/onlinefooter.html, Docs/quantlib.doxy:
	  
	  doxy config file renamed and unified (Win32 and Linux)
	  html doc footer modified

2001-03-15 15:31  Mario Aleppo

	* [r707] Sources/solver1d.cpp:
	  
	  Minimum at boudaries compatible with accuracy required.

2001-03-15 15:05  Marco Marchioro

	* [r706] Win/QuantLib.dsp:
	  
	  getCovariance added

2001-03-15 13:50  Marco Marchioro

	* [r705] Include/MonteCarlo/getcovariance.h, Include/quantlib.h,
	  Python/Tests/get_covariance.py, Python/Tests/himalaya_option.py,
	  Python/Tests/plain_basket_option.py, SWIG/MontecarloTools.i,
	  Sources/MonteCarlo/getcovariance.cpp, Win/makefile.mak:
	  
	  getCovariance function added

2001-03-15 13:28  Ferdinando Ametrano

	* [r704] Linux:
	  
	  finally removed!!!!!!!!!!!!!!!1

2001-03-15 10:30  Luigi Ballabio

	* [r703] Python/QuantLib.py, Python/quantlib_wrap.cpp, SWIG/Date.i,
	  SWIG/QLArray.i, SWIG/Vectors.i:
	  
	  Added dummy returns to avoid warnings

2001-03-15 10:29  Luigi Ballabio

	* [r702] Python/Tests/random_generators.py:
	  
	  Removed 1M list construction

2001-03-14 16:20  Luigi Ballabio

	* [r701] SWIG/Date.i, SWIG/Matrix.i, SWIG/Operators.i:
	  
	  Added augmented assignment operators for Python 2.0

2001-03-14 15:20  Luigi Ballabio

	* [r700] Docs/offline.doxy, Docs/offline.doxy.linux, Docs/online.doxy:
	  
	  Updated for Doxygen 1.2.6 (grab it)

2001-03-14 14:03  Luigi Ballabio

	* [r699] Include/FiniteDifferences/standardfdmodel.h,
	  Include/FiniteDifferences/standardstepcondition.h,
	  Include/Pricers/Makefile.am, Include/ratehelper.h,
	  Python/quantlib_wrap.cpp, Sources/Makefile.am,
	  Sources/Pricers/Makefile.am, Sources/ratehelper.cpp:
	  
	  Fixed Doxygen documentation and makefiles

2001-03-14 13:36  Marco Marchioro

	* [r698] Python/COM/importlibrary.py:
	  
	  Changed to accomodate some bad behaviour of VB

2001-03-13 15:28  Luigi Ballabio

	* [r697] Include/instrument.h:
	  
	  Recalculation control mechanism fixed

2001-03-13 11:13  Luigi Ballabio

	* [r696] Win/makefile.mak:
	  
	  Disabled inline expansion of Python wrappers (it was behaving oddly
	  under BCC)

2001-03-13 11:11  Luigi Ballabio

	* [r695] Include/handle.h:
	  
	  Removed comparison

2001-03-12 17:35  Luigi Ballabio

	* [r694] Include/FiniteDifferences/boundarycondition.h,
	  Include/FiniteDifferences/finitedifferencemodel.h,
	  Include/calendar.h, Include/currency.h, Include/daycounter.h,
	  Include/handle.h, Include/history.h, Include/instrument.h,
	  Include/null.h, Python/QuantLib.py, Python/quantlib_wrap.cpp,
	  SWIG/Calendars.i, SWIG/Currencies.i, SWIG/Date.i,
	  SWIG/DayCounters.i, SWIG/History.i, SWIG/Instruments.i,
	  SWIG/Interpolation.i, SWIG/TermStructures.i,
	  Sources/DayCounters/actualactual.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/dataformatters.cpp,
	  Sources/date.cpp, Win/makefile.mak:
	  
	  Removed global IsNull function - could have caused very vicious
	  loops

2001-03-12 13:12  Marco Marchioro

	* [r693] Include/Pricers/finitedifferenceeuropean.h,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/finitedifferenceeuropean.cpp:
	  
	  Public method getPrices added

2001-03-12 13:09  Marco Marchioro

	* [r692] Python/COM/importlibrary.py:
	  
	  instances of Array and Matrix can be easily accessed by COM

2001-03-12 12:59  Marco Marchioro

	* [r691] Include/Pricers/bsmnumericaloption.h:
	  
	  Public method getGrid added

2001-03-12 12:59  Marco Marchioro

	* [r690] SWIG/Calendars.i, SWIG/Currencies.i, SWIG/Date.i,
	  SWIG/DayCounters.i, SWIG/History.i, SWIG/Instruments.i,
	  SWIG/Matrix.i, SWIG/Pricers.i, SWIG/QLArray.i, SWIG/Vectors.i:
	  
	  __str__ now represents the object while __repr__ is unchanged

2001-03-09 12:51  Marco Marchioro

	* [r689] Python/COM/importlibrary.py:
	  
	  Now python can handle COM call to _value_

2001-03-09 12:40  Luigi Ballabio

	* [r688] Include/quantlib.h, Python/QuantLib.py,
	  Python/quantlib_wrap.cpp, SWIG/Barrier.i, SWIG/BoundaryConditions.i,
	  SWIG/Calendars.i, SWIG/Currencies.i, SWIG/Date.i,
	  SWIG/DayCounters.i, SWIG/Distributions.i, SWIG/Financial.i,
	  SWIG/History.i, SWIG/Instruments.i, SWIG/Interpolation.i,
	  SWIG/Matrix.i, SWIG/MontecarloPricers.i, SWIG/MontecarloTools.i,
	  SWIG/Operators.i, SWIG/Options.i, SWIG/Pricers.i, SWIG/QLArray.i,
	  SWIG/QuantLib.i, SWIG/RandomGenerators.i, SWIG/RiskStatistics.i,
	  SWIG/Solvers1D.i, SWIG/Statistics.i, SWIG/String.i,
	  SWIG/TermStructures.i, SWIG/Vectors.i:
	  
	  Spring cleaning for SWIG interfaces

2001-03-09 10:06  Mario Aleppo

	* [r687] Include/Utilities/combiningiterator.h:
	  
	  Typo fixed

2001-03-08 14:50  Marco Marchioro

	* [r686] Python/Tests/finite_difference_european.py:
	  
	  Revised form of test with random parameters

2001-03-08 14:48  Marco Marchioro

	* [r685] Python/Tests/TestUnit.py:
	  
	  printDetails now takes multiple arguments

2001-03-07 17:47  Ferdinando Ametrano

	* [r684] Win/QuantLib.dsp:
	  
	  added Marco's new files.
	  Can you hear me Marco? ;-)

2001-03-07 17:43  Ferdinando Ametrano

	* [r683] Python/quantlib_wrap.cpp:
	  
	  no message

2001-03-07 17:42  Ferdinando Ametrano

	* [r682] Include/TermStructures/flatforward.h:
	  
	  added #include "dataformatters.h"

2001-03-07 17:32  Ferdinando Ametrano

	* [r681] Include/TermStructures/flatforward.h, Sources/date.cpp:
	  
	  more complete error message

2001-03-07 17:31  Ferdinando Ametrano

	* [r680] Include/dataformatters.h:
	  
	  CVS tag Name removed

2001-03-07 17:19  Marco Marchioro

	* [r679] Include/Pricers/finitedifferenceeuropean.h,
	  Include/quantlib.h, Python/QuantLib.py,
	  Python/Tests/finite_difference_european.py,
	  Python/quantlib_wrap.cpp, SWIG/Pricers.i,
	  Sources/Pricers/finitedifferenceeuropean.cpp, Win/makefile.mak:
	  
	  Example of european option using finite differences

2001-03-07 17:14  Marco Marchioro

	* [r678] Sources/Pricers/bsmnumericaloption.cpp:
	  
	  Grid limits are fine tuned

2001-03-07 15:27  Luigi Ballabio

	* [r677] Include/handle.h, Python/quantlib_wrap.cpp:
	  
	  Modified Handle to allow keeping ownership

2001-03-07 10:34  Ferdinando Ametrano

	* [r676] Include/Makefile.am, Include/depositrate.h,
	  Include/ratehelper.h, Sources/Makefile.am, Sources/ratehelper.cpp,
	  Win/QuantLib.dsp, Win/makefile.mak:
	  
	  added ratehelper.cpp and ratehelper.h.
	  Borland, Linux and Visual C++ updated
	  Also added some missing files to Visual C++

2001-03-07 09:35  Marco Marchioro

	* [r675] Win/makefile.mak:
	  
	  EverestOption test added

2001-03-07 09:35  Marco Marchioro

	* [r674] SWIG/MontecarloPricers.i:
	  
	  EverestOption interface changed

2001-03-07 09:34  Marco Marchioro

	* [r673] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  Wrappers updated

2001-03-07 09:34  Marco Marchioro

	* [r672] Python/Tests/everest_option.py:
	  
	  Everest option test added

2001-03-07 09:33  Marco Marchioro

	* [r671] Include/MonteCarlo/everestpathpricer.h,
	  Include/Pricers/everestoption.h,
	  Sources/MonteCarlo/everestpathpricer.cpp,
	  Sources/Pricers/everestoption.cpp:
	  
	  Spot prices not necessary for evaluation of everest option

2001-03-07 09:18  Enrico Sirola

	* [r670] Python/setup.py:
	  
	  tests added, default posix compiler changed to g++

2001-03-06 17:02  Marco Marchioro

	* [r669] SWIG/RiskStatistics.i, SWIG/Statistics.i:
	  
	  Destructor added to interface

2001-03-06 17:02  Marco Marchioro

	* [r668] Python/QuantLib.py, Python/quantlib_wrap.cpp,
	  SWIG/MontecarloPricers.i, SWIG/MontecarloTools.i,
	  Sources/Pricers/Makefile.am, Sources/Pricers/everestoption.cpp,
	  Win/makefile.mak:
	  
	  First, simplified version, of everest option introduced

2001-03-06 16:59  Marco Marchioro

	* [r667] Include/MonteCarlo/Makefile.am,
	  Include/MonteCarlo/everestpathpricer.h, Include/Pricers/Makefile.am,
	  Include/Pricers/everestoption.h, Include/quantlib.h,
	  Sources/MonteCarlo/Makefile.am,
	  Sources/MonteCarlo/everestpathpricer.cpp:
	  
	  First, simplified version, of everest option

2001-03-06 15:13  Marco Marchioro

	* [r666] Sources/MonteCarlo/himalayapathpricer.cpp,
	  Sources/Pricers/himalaya.cpp:
	  
	  Himalaya option now can handle any number of time steps

2001-03-06 15:12  Marco Marchioro

	* [r665] Sources/Pricers/dividendamericanoption.cpp:
	  
	  80 column format enforced

2001-03-06 15:12  Marco Marchioro

	* [r664] Python/quantlib_wrap.cpp:
	  
	  New wrapper

2001-03-06 13:52  Marco Marchioro

	* [r663] Python/COM, Python/COM/importlibrary.py:
	  
	  Export the QuantLib functionalities to the COM world

2001-03-06 13:10  Marco Marchioro

	* [r662] Python/setup.py:
	  
	  Copyright notice added

2001-03-05 17:18  Luigi Ballabio

	* [r661] Python/Tests/distributions.py:
	  
	  Using math.pi

2001-03-05 16:17  Enrico Sirola

	* [r660] Docs/Makefile.am, Makefile.am, configure.in:
	  
	  doxygen support added

2001-03-05 12:50  Luigi Ballabio

	* [r659] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  updated

2001-03-05 12:46  Luigi Ballabio

	* [r658] Include/dataformatters.h:
	  
	  Line wraps

2001-03-05 12:45  Luigi Ballabio

	* [r657] SWIG/Date.i, SWIG/QLArray.i, SWIG/Vectors.i:
	  
	  typemaps were _almost_ ultimate

2001-03-05 11:47  Luigi Ballabio

	* [r656] Python/quantlib_wrap.cpp:
	  
	  Updated

2001-03-05 11:42  Luigi Ballabio

	* [r655] Include/Pricers/americanoption.h,
	  Include/Pricers/shoutoption.h:
	  
	  Inlined methods that were supposed to be

2001-03-05 11:41  Luigi Ballabio

	* [r654] Python/Tests/binary_option.py:
	  
	  Cosmetic change

2001-03-05 10:42  Ferdinando Ametrano

	* [r653] Include/Math/vartool.h, Include/riskstatistics.h,
	  SWIG/RiskStatistics.i:
	  
	  Expected Shortfall added to classes HVarTool and HRiskStatistics.
	  Expected Shortfall included in python test.

2001-03-05 10:31  Ferdinando Ametrano

	* [r652] Python/QuantLib.py, Python/Tests/risk_statistics.py,
	  Python/quantlib_wrap.cpp:
	  
	  Expected Shortfall added to classes HVarTool and HRiskStatistics.
	  Expected Shortfall included in python test.

2001-03-02 15:44  Luigi Ballabio

	* [r651] Python/Tests/american_option.py:
	  
	  Cosmetic change

2001-03-02 15:43  Luigi Ballabio

	* [r650] Sources/calendar.cpp:
	  
	  Fixed a bug in advance() with a negative number of days

2001-03-02 14:37  Marco Marchioro

	* [r649] Python/Tests/american_option.py:
	  
	  Shout option included in tests

2001-03-02 14:27  Enrico Sirola

	* [r648] Makefile.am:
	  
	  typo fixed

2001-03-02 14:01  Mario Aleppo

	* [r647] Sources/solver1d.cpp:
	  
	  Bug Fixed

2001-03-02 13:50  Marco Marchioro

	* [r646] Include/Pricers/americanoption.h,
	  Include/Pricers/shoutoption.h,
	  Include/Pricers/stepconditionoption.h,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/stepconditionoption.cpp:
	  
	  Purely virtual method initializeStepCondition()
	  introduced in the design of StepConditionOption

2001-03-02 11:07  Luigi Ballabio

	* [r645] Python/Tests/Makefile.am:
	  
	  Exit make with an error upon failing a test

2001-03-02 11:02  Marco Marchioro

	* [r644] Include/Pricers/bsmamericanoption.h:
	  
	  File obsolete

2001-03-02 10:19  Marco Marchioro

	* [r643] Python/Tests/american_option.py,
	  Python/Tests/binary_option.py, Python/Tests/european_option.py,
	  Python/Tests/european_with_dividends.py:
	  
	  One failure is enough to halt the test

2001-03-02 09:21  Ferdinando Ametrano

	* [r642] Python/quantlib_wrap.cpp:
	  
	  no message

2001-03-02 09:02  Marco Marchioro

	* [r641] Python/Tests/american_option.py:
	  
	  AmericanOption replaced BSMAmericanOption

2001-03-02 08:59  Marco Marchioro

	* [r640] Win/makefile.mak:
	  
	  Makefile updated to compile shout options

2001-03-02 08:52  Marco Marchioro

	* [r639] Sources/Pricers/americanoption.cpp:
	  
	  File obsolete. See stepconditionoption.cpp instead

2001-03-02 08:39  Enrico Sirola

	* [r638] Sources/Pricers/americanoption.cpp:
	  
	  comments slightly changed

2001-03-02 08:36  Enrico Sirola

	* [r637] Docs/offline.doxy.linux,
	  Include/FiniteDifferences/finitedifferencemodel.h,
	  Include/Pricers/Makefile.am, Include/Pricers/americancondition.h,
	  Include/Pricers/americanoption.h, Include/Pricers/shoutcondition.h,
	  Include/Pricers/shoutoption.h,
	  Include/Pricers/stepconditionoption.h, Include/quantlib.h,
	  Python/QuantLib.py, Python/quantlib_wrap.cpp, SWIG/Pricers.i,
	  Sources/Pricers/Makefile.am, Sources/Pricers/americanoption.cpp,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/stepconditionoption.cpp:
	  
	  Shout options added:
	  * BSMAmericanOption is now AmericanOption, same interface
	  * ShoutOption added
	  * both ShoutOption and AmericanOption inherit from
	  StepConditionOption
	  offline.doxy.linux added.

2001-03-02 08:28  Luigi Ballabio

	* [r636] Win/makefile.mak:
	  
	  Added binary option test

2001-03-02 08:27  Luigi Ballabio

	* [r635] Python/Tests/binary_option.py:
	  
	  Fixed initial message

2001-03-01 14:24  Marco Marchioro

	* [r634] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  Updating wrappers

2001-03-01 14:20  Marco Marchioro

	* [r633] Include/Pricers/bsmnumericaloption.h,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp:
	  
	  Private-member syntax changed

2001-03-01 14:19  Marco Marchioro

	* [r632] Win/makefile.mak:
	  
	  binaryoption.cpp compilation added

2001-03-01 13:57  Marco Marchioro

	* [r631] Include/Pricers/bsmamericanoption.h:
	  
	  theTimeSteps changed in timeSteps_

2001-03-01 13:56  Marco Marchioro

	* [r630] Include/Pricers/americancondition.h:
	  
	  Methods are now inlined explicitly

2001-03-01 13:55  Marco Marchioro

	* [r629] Include/FiniteDifferences/Makefile.am,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp:
	  
	  Standard step condition and finite-difference model introduced

2001-03-01 13:51  Marco Marchioro

	* [r628] Include/FiniteDifferences/standardstepcondition.h:
	  
	  Choice made for the standard step condition

2001-03-01 13:51  Marco Marchioro

	* [r627] Include/FiniteDifferences/standardfdmodel.h:
	  
	  Choice made for the standard finite-difference model

2001-03-01 12:57  Enrico Sirola

	* [r626] Include/Pricers/Makefile.am, Include/Pricers/binaryoption.h,
	  Include/quantlib.h, Python/QuantLib.py,
	  Python/Tests/binary_option.py, Python/quantlib_wrap.cpp,
	  SWIG/Pricers.i, Sources/Pricers/Makefile.am,
	  Sources/Pricers/binaryoption.cpp:
	  
	  class BinaryOption added, test it with binary_option.py

2001-03-01 11:37  Luigi Ballabio

	* [r625] Sources/calendar.cpp:
	  
	  Fixed bug in advance(...,Days)

2001-02-28 12:45  Luigi Ballabio

	* [r624] Python/Tests/TestUnit.py:
	  
	  Print exception type besides the message

2001-02-28 12:44  Luigi Ballabio

	* [r623] Include/Math/normaldistribution.h:
	  
	  Fixed typo in error messages

2001-02-28 11:46  Luigi Ballabio

	* [r622] Python/QuantLib.py, Python/Tests/date.py,
	  Python/quantlib_wrap.cpp, SWIG/Calendars.i, SWIG/Currencies.i,
	  SWIG/Date.i, SWIG/DayCounters.i, SWIG/History.i, SWIG/Instruments.i,
	  SWIG/Matrix.i, SWIG/QLArray.i, SWIG/Vectors.i:
	  
	  Removed redundant __str__ methods - __repr__ used instead

2001-02-27 15:44  Luigi Ballabio

	* [r621] Python/QuantLib.py, Python/quantlib_wrap.cpp,
	  SWIG/QuantLib.i, SWIG/Vectors.i:
	  
	  Updated DoubleVector and IntVector typemaps

2001-02-27 11:46  Luigi Ballabio

	* [r620] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  Updated

2001-02-27 11:45  Luigi Ballabio

	* [r619] SWIG/Date.i:
	  
	  Allowed None as null date and completed DateVector typemap

2001-02-27 11:44  Luigi Ballabio

	* [r618] SWIG/QLArray.i:
	  
	  Cosmetic changes

2001-02-26 18:22  Luigi Ballabio

	* [r617] Include/qlerrors.h, Python/quantlib_wrap.cpp, SWIG/Date.i,
	  SWIG/QLArray.i, SWIG/QuantLib.i, configure.in:
	  
	  Replaced std::domain_error with QuantLib::IndexError

2001-02-26 17:05  Luigi Ballabio

	* [r616] Python/QuantLib.py, Python/quantlib_wrap.cpp, SWIG/Date.i,
	  SWIG/Interpolation.i, SWIG/Makefile.am, SWIG/Matrix.i,
	  SWIG/MontecarloPricers.i, SWIG/MontecarloTools.i, SWIG/Operators.i,
	  SWIG/Pricers.i, SWIG/QLArray.i, SWIG/QuantLib.i, SWIG/Statistics.i,
	  SWIG/Vectors.i, Win/makefile.mak:
	  
	  Ultimate Array interface and typemap for SWIG

2001-02-26 17:00  Luigi Ballabio

	* [r615] Include/FiniteDifferences/tridiagonaloperator.h,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp:
	  
	  Moved constructor to .cpp - inlined constructors raising exceptions
	  are bad medicine

2001-02-26 16:59  Luigi Ballabio

	* [r614] Include/qlerrors.h:
	  
	  Wrapped license line

2001-02-23 17:24  Luigi Ballabio

	* [r613] Sources/dataformatters.cpp:
	  
	  Allow formatting of null dates

2001-02-23 15:47  Luigi Ballabio

	* [r612] Python/Tests/TestUnit.py:
	  
	  Added output flush before actual calculation

2001-02-22 15:22  Luigi Ballabio

	* [r611] Makefile.am, Python/Tests/Makefile.am, configure.in:
	  
	  Added test target to makefile

2001-02-22 14:43  Luigi Ballabio

	* [r610] Python/Tests/RiskStatistics.py,
	  Python/Tests/TermStructure.py, Python/Tests/barrier_option.py,
	  Python/Tests/barrieroption.py, Python/Tests/himalaya.py,
	  Python/Tests/himalaya_option.py, Python/Tests/impliedVol.py,
	  Python/Tests/implied_volatility.py, Python/Tests/mcpricers.py,
	  Python/Tests/montecarlo_pricers.py,
	  Python/Tests/plain_basket_option.py, Python/Tests/plainbasket.py,
	  Python/Tests/random_generators.py, Python/Tests/risk_statistics.py,
	  Python/Tests/statistics.py, Python/Tests/statistics_test.py,
	  Python/Tests/term_structures.py, Python/Tests/testRNGs.py,
	  Win/makefile.mak:
	  
	  Renamed test script to follow a single naming scheme

2001-02-22 14:29  Luigi Ballabio

	* [r609] Python/quantlib_wrap.cpp:
	  
	  Updated

2001-02-22 14:28  Luigi Ballabio

	* [r608] Win/makefile.mak:
	  
	  Modified test target

2001-02-22 14:27  Luigi Ballabio

	* [r607] Python/Tests/RiskStatistics.py,
	  Python/Tests/TermStructure.py, Python/Tests/TestUnit.py,
	  Python/Tests/american_option.py, Python/Tests/barrieroption.py,
	  Python/Tests/date.py, Python/Tests/distributions.py,
	  Python/Tests/european_option.py,
	  Python/Tests/european_with_dividends.py, Python/Tests/himalaya.py,
	  Python/Tests/impliedVol.py, Python/Tests/mcpricers.py,
	  Python/Tests/plainbasket.py, Python/Tests/statistics_test.py,
	  Python/Tests/testRNGs.py:
	  
	  Implemented new test framework

2001-02-22 14:26  Luigi Ballabio

	* [r606] SWIG/Calendars.i, SWIG/Currencies.i, SWIG/DayCounters.i:
	  
	  Added dummy returns to factories

2001-02-22 14:25  Luigi Ballabio

	* [r605] Include/Math/multivariateaccumulator.h,
	  Sources/Math/multivariateaccumulator.cpp:
	  
	  Template methods moved to header file

2001-02-21 15:44  Ferdinando Ametrano

	* [r604] Include/Utilities/steppingiterator.h:
	  
	  fixed missing ;

2001-02-21 13:16  Luigi Ballabio

	* [r603] Include/Pricers/Makefile.am:
	  
	  Added missing file

2001-02-21 13:16  Luigi Ballabio

	* [r602] Include/riskstatistics.h:
	  
	  Removed unneeded default constructor

2001-02-21 12:28  Mario Aleppo

	* [r601] Python/QuantLib.py, Python/quantlib_wrap.cpp,
	  SWIG/RiskStatistics.i:
	  
	  added VarTool to the Python interface

2001-02-21 11:38  Luigi Ballabio

	* [r600] Python/quantlib_wrap.cpp:
	  
	  Updated

2001-02-21 11:38  Luigi Ballabio

	* [r599] Win/QuantLib.dsp:
	  
	  Added barrier option files

2001-02-21 11:37  Luigi Ballabio

	* [r598] Include/Pricers/barrieroption.h:
	  
	  Changed phony QL_REQUIRE into genuine throws

2001-02-21 11:35  Luigi Ballabio

	* [r597] Include/config.msvc.h:
	  
	  Removed unneeded warning

2001-02-21 11:33  Luigi Ballabio

	* [r596] Include/Math/vartool.h:
	  
	  Inlined definition that was supposed to be

2001-02-21 11:32  Luigi Ballabio

	* [r595] SWIG/History.i:
	  
	  __cmp__ now correctly returns an int

2001-02-21 11:31  Luigi Ballabio

	* [r594] Include/FiniteDifferences/tridiagonaloperator.h,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp:
	  
	  Removed redundant theSize data member

2001-02-21 09:47  Luigi Ballabio

	* [r593] Include/FiniteDifferences/tridiagonaloperator.h,
	  Include/config.msvc.h:
	  
	  Worked around bug in Visual C++

2001-02-20 17:08  Ferdinando Ametrano

	* [r592] Include/Utilities/processingiterator.h:
	  
	  bug fix

2001-02-20 14:00  Ferdinando Ametrano

	* [r591] Include/Math/Makefile.am,
	  Include/Math/multivariateaccumulator.h, Include/Math/vartool.h,
	  Include/riskstatistics.h, Python/quantlib_wrap.cpp,
	  SWIG/RiskStatistics.i:
	  
	  added class VarTool.
	  RiskStatistics was derived from Statistics:
	  now RiskStatistics includes VarTool and Statistics.
	  VarTool is not based on Statistics, but requires
	  mean and standardDeviation as input.

2001-02-20 11:15  Marco Marchioro

	* [r590] SWIG/Barrier.i, SWIG/Pricers.i, SWIG/QuantLib.i:
	  
	  BarrierOption added to the interface

2001-02-20 11:14  Marco Marchioro

	* [r589] Include/Pricers/bsmeuropeanoption.h,
	  Sources/Pricers/bsmeuropeanoption.cpp:
	  
	  "growth" replaced with dividend

2001-02-20 11:13  Marco Marchioro

	* [r588] Include/Pricers/Makefile.am, Include/Pricers/barrieroption.h,
	  Include/Pricers/bsmoption.h, Include/quantlib.h, Python/QuantLib.py,
	  Python/Tests/barrieroption.py, Python/quantlib_wrap.cpp,
	  Sources/Pricers/Makefile.am, Sources/Pricers/barrieroption.cpp,
	  Win/makefile.mak:
	  
	  BarrierOption implements the analytical barrier option

2001-02-19 15:05  Luigi Ballabio

	* [r587] Include/Pricers/bsmoption.h:
	  
	  Inlined function which was supposed to be

2001-02-19 14:00  Luigi Ballabio

	* [r586] Docs/offline.doxy, Docs/online.doxy, Include/qldefines.h:
	  
	  Corrected documentation

2001-02-19 12:22  Marco Marchioro

	* [r585] Include/FiniteDifferences/boundarycondition.h,
	  Include/Pricers/geometricasianoption.h, Include/forwardvolsurface.h,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/dividendeuropeanoption.cpp:
	  
	  Added trailing _ to protected and private members

2001-02-19 12:16  Marco Marchioro

	* [r584] Include/Pricers/bsmoption.h:
	  
	  Vega is not required for implied volatility calculations

2001-02-19 12:05  Luigi Ballabio

	* [r583] Include/qldefines.h:
	  
	  Corrected documentation

2001-02-19 11:05  Luigi Ballabio

	* [r582] Python/quantlib_wrap.cpp:
	  
	  Updated

2001-02-19 11:04  Luigi Ballabio

	* [r581] Include/config.msvc.h, Include/qldefines.h:
	  
	  Refined a few macros

2001-02-19 11:02  Luigi Ballabio

	* [r580] Win/makefile.mak:
	  
	  Removed unnecessary SWIGPYTHON define

2001-02-19 10:52  Luigi Ballabio

	* [r579] SWIG/String.i:
	  
	  Removed unused variable

2001-02-16 16:57  Ferdinando Ametrano

	* [r578] Python/quantlib_wrap.cpp:
	  
	  no message

2001-02-16 16:20  Luigi Ballabio

	* [r577] Win/PyQuantLib.dsw, Win/QuantLib.dsw:
	  
	  Removed duplicated workspace

2001-02-16 15:39  Luigi Ballabio

	* [r576] Win/PyQuantLib.dsp, Win/QuantLib.dsp:
	  
	  Working again

2001-02-16 15:39  Luigi Ballabio

	* [r575] Win/makefile.mak:
	  
	  Completed clean target

2001-02-16 15:38  Luigi Ballabio

	* [r574] Python/quantlib_wrap.cpp:
	  
	  Updated

2001-02-16 15:37  Luigi Ballabio

	* [r573] Include/MonteCarlo/randomarraygenerator.h:
	  
	  renamed sqrt to matrixSqrt

2001-02-16 15:33  Luigi Ballabio

	* [r572] Include/Math/cubicspline.h, Include/Math/interpolation.h,
	  Include/Math/lexicographicalview.h,
	  Include/Math/linearinterpolation.h,
	  Include/Utilities/combiningiterator.h,
	  Include/Utilities/couplingiterator.h,
	  Include/Utilities/filteringiterator.h,
	  Include/Utilities/processingiterator.h,
	  Include/Utilities/steppingiterator.h:
	  
	  Used QL_ITERATOR_TRAITS macro

2001-02-16 15:29  Luigi Ballabio

	* [r571] Include/config.ansi.h, Include/config.bcc.h,
	  Include/config.decc.h, Include/config.mwcw.h:
	  
	  Added QL_ITERATOR_TRAITS and QL_DECLARE_TEMPLATE_SPECIFICATIONS
	  macros

2001-02-16 15:19  Luigi Ballabio

	* [r570] Include/calendar.h, Include/currency.h, Include/daycounter.h,
	  Include/instrument.h:
	  
	  Used QL_DECLARE_TEMPLATE_SPECIFICATIONS macro

2001-02-16 15:18  Luigi Ballabio

	* [r569] Include/qldefines.h:
	  
	  Added QL_ITERATOR_TRAITS and QL_DECLARE_TEMPLATE_SPECIFICATIONS
	  macros

2001-02-16 15:14  Luigi Ballabio

	* [r568] Include/Math/matrix.h, SWIG/Matrix.i,
	  Sources/Math/matrix.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp:
	  
	  renamed sqrt to matrixSqrt

2001-02-16 15:11  Luigi Ballabio

	* [r567] Include/Utilities/iteratorcategories.h, Include/null.h:
	  
	  Hidden a few classes from Doxygen

2001-02-16 07:57  Marco Marchioro

	* [r566] Sources/solver1d.cpp:
	  
	  The condition "fxMax_ == 0.0" became "if (QL_FABS(fxMax_) <=
	  xAccuracy",
	  and other minor changes

2001-02-15 17:44  Luigi Ballabio

	* [r565] Include/config.ansi.h, Include/config.bcc.h,
	  Include/config.decc.h, Include/config.msvc.h, Include/config.mwcw.h:
	  
	  Updated macros

2001-02-15 17:36  Marco Marchioro

	* [r564] Include/FiniteDifferences/stepcondition.h:
	  
	  Ooops, virtual destructor forgotten.

2001-02-15 17:36  Luigi Ballabio

	* [r563] Include/qldefines.h, acconfig.h, acinclude.m4, configure.in:
	  
	  Added checks for iterator and iterator_traits

2001-02-15 15:58  Marco Marchioro

	* [r562] Include/Pricers/bsmoption.h,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp:
	  
	  Defined QL_MIN_VOLATILITY 0.0005 and
	  QL_MAX_VOLATILITY 3.0

2001-02-15 15:31  Marco Marchioro

	* [r561] Sources/Pricers/dividendamericanoption.cpp:
	  
	  Some beauty added to the files

2001-02-15 15:30  Marco Marchioro

	* [r560] Include/Pricers/bsmnumericaloption.h,
	  Sources/Pricers/bsmnumericaloption.cpp:
	  
	  dVolMultiplier and dRMultiplier defined
	  constant

2001-02-15 15:27  Marco Marchioro

	* [r559] Sources/Pricers/bsmoption.cpp:
	  
	  Now impliedVol is called with default values for maxVolatility
	  and minVolatility

2001-02-15 15:27  Marco Marchioro

	* [r558] Include/Pricers/bsmoption.h:
	  
	  New constructor with default values for maxVolatility
	  and minVolatility

2001-02-15 11:57  Ferdinando Ametrano

	* [r557] Python/Tests/testRNGs.py:
	  
	  no message

2001-02-15 11:57  Ferdinando Ametrano

	* [r556] Python/Tests/impliedVol.py, Sources/Pricers/bsmoption.cpp:
	  
	  impliedVol require targetValue>0.0

2001-02-14 18:43  Luigi Ballabio

	* [r555] Include/Utilities/Makefile.am,
	  Include/Utilities/combiningiterator.h,
	  Include/Utilities/couplingiterator.h,
	  Include/Utilities/iteratorcategories.h, Include/quantlib.h,
	  Sources/Pricers/Makefile.am:
	  
	  Added coupling iterators

2001-02-14 13:55  Marco Marchioro

	* [r554] Win/makefile.mak:
	  
	  dividendeuropeanoption.obj added

2001-02-14 13:54  Marco Marchioro

	* [r553] Include/Pricers/bsmoption.h:
	  
	  Some spaces have been added

2001-02-14 13:53  Marco Marchioro

	* [r552] Include/Pricers/dividendeuropeanoption.h,
	  Sources/Pricers/dividendeuropeanoption.cpp:
	  
	  default constructor has been moved to the cpp file

2001-02-14 12:36  Luigi Ballabio

	* [r551] Include/Utilities/combiningiterator.h:
	  
	  Bug fixed in operator-

2001-02-14 12:27  Luigi Ballabio

	* [r550] Include/history.h:
	  
	  Bug fixed and guidelines enforced

2001-02-14 11:13  Luigi Ballabio

	* [r549] Python/quantlib_wrap.cpp:
	  
	  Updated

2001-02-14 10:57  Marco Marchioro

	* [r548] Include/Pricers/bsmoption.h, Sources/Pricers/bsmoption.cpp:
	  
	  BSMOption has a cleaner constructor

2001-02-14 10:38  Luigi Ballabio

	* [r547] Include/Utilities/combiningiterator.h,
	  Include/Utilities/filteringiterator.h,
	  Include/Utilities/processingiterator.h,
	  Include/Utilities/steppingiterator.h, Include/history.h:
	  
	  Found out what 14.6.2.3 of the standard means

2001-02-14 10:11  Marco Marchioro

	* [r546] Include/Pricers/bsmnumericaloption.h,
	  Sources/Pricers/bsmnumericaloption.cpp:
	  
	  BSMNumericalOption has a cleaner constructor

2001-02-13 15:05  Luigi Ballabio

	* [r545] Include/MonteCarlo/Makefile.am,
	  Include/MonteCarlo/averagepriceasianpathpricer.h,
	  Include/MonteCarlo/averagestrikeasianpathpricer.h,
	  Include/MonteCarlo/avgpriceasianpathpricer.h,
	  Include/MonteCarlo/avgstrikeasianpathpricer.h,
	  Sources/MonteCarlo/Makefile.am,
	  Sources/MonteCarlo/averagepriceasianpathpricer.cpp,
	  Sources/MonteCarlo/averagestrikeasianpathpricer.cpp,
	  Sources/MonteCarlo/avgpriceasianpathpricer.cpp,
	  Sources/MonteCarlo/avgstrikeasianpathpricer.cpp,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp, Win/makefile.mak:
	  
	  Trimmed a couple of long file names for Mac compatibility

2001-02-13 11:33  Marco Marchioro

	* [r544] Include/Pricers/dividendamericanoption.h,
	  Sources/Pricers/dividendamericanoption.cpp:
	  
	  Efficency improved. Also, dividends do not have to be positive
	  to allow for negative cash flows

2001-02-13 10:43  Marco Marchioro

	* [r543] Include/Pricers/dividendeuropeanoption.h:
	  
	  Efficency improved. Also, dividends do not have to be positive
	  to allow for negative cash flows

2001-02-13 10:08  Marco Marchioro

	* [r542] SWIG/MontecarloTools.i:
	  
	  Changed interface to StandardMultiPathGenerator

2001-02-13 10:07  Marco Marchioro

	* [r541] Include/Pricers/averagepriceasian.h,
	  Include/Pricers/averagestrikeasian.h,
	  Include/Pricers/bsmamericanoption.h,
	  Include/Pricers/bsmeuropeanoption.h,
	  Include/Pricers/bsmnumericaloption.h, Include/Pricers/bsmoption.h,
	  Include/Pricers/dividendamericanoption.h,
	  Include/Pricers/dividendeuropeanoption.h,
	  Include/Pricers/geometricasianoption.h, Include/Pricers/himalaya.h,
	  Include/Pricers/mceuropeanpricer.h,
	  Include/Pricers/plainbasketoption.h, Python/Tests/mcpricers.py,
	  Python/quantlib_wrap.cpp, SWIG/MontecarloPricers.i, SWIG/Pricers.i,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Pricers/himalaya.cpp, Sources/Pricers/mceuropeanpricer.cpp,
	  Sources/Pricers/plainbasketoption.cpp:
	  
	  Ambiguous variable name underlyingGrowthRate changed in
	  unambiguos dividendYield

2001-02-13 09:58  Luigi Ballabio

	* [r540] Include/Utilities/combiningiterator.h,
	  Include/Utilities/filteringiterator.h,
	  Include/Utilities/processingiterator.h,
	  Include/Utilities/steppingiterator.h, Include/config.bcc.h,
	  Include/history.h, Include/qldefines.h:
	  
	  Some more work on iterators

2001-02-12 19:00  Luigi Ballabio

	* [r539] Include/Utilities/combiningiterator.h,
	  Include/Utilities/filteringiterator.h,
	  Include/Utilities/processingiterator.h,
	  Include/Utilities/steppingiterator.h, Include/config.bcc.h,
	  Include/history.h, Include/qldefines.h:
	  
	  Some more work on iterators

2001-02-12 18:34  Luigi Ballabio

	* [r538] Include/Utilities/combiningiterator.h,
	  Include/Utilities/filteringiterator.h,
	  Include/Utilities/processingiterator.h,
	  Include/Utilities/steppingiterator.h, Include/config.bcc.h,
	  Include/history.h, Include/qldefines.h, Python/quantlib_wrap.cpp:
	  
	  Some work on iterators

2001-02-09 19:45  Luigi Ballabio

	* [r537] Python/quantlib_wrap.cpp, acconfig.h, configure.in:
	  
	  Updated configuration macros

2001-02-09 19:25  Luigi Ballabio

	* [r536] Docs/offline.doxy, Docs/online.doxy:
	  
	  Reworked macro documentation

2001-02-09 19:25  Luigi Ballabio

	* [r535] Python/quantlib_wrap.cpp:
	  
	  *** empty log message ***

2001-02-09 19:24  Luigi Ballabio

	* [r534] Include/qldefines.h:
	  
	  Reorganized to include configuration file on all platforms

2001-02-09 19:23  Luigi Ballabio

	* [r533] Include/config.ansi.h, Include/config.bcc.h,
	  Include/config.decc.h, Include/config.msvc.h, Include/config.mwcw.h:
	  
	  Added specialized config.*.h files

2001-02-09 19:21  Luigi Ballabio

	* [r532] Include/calendar.h, Include/currency.h, Include/daycounter.h,
	  Include/instrument.h:
	  
	  removed QL_DECLARE_TEMPLATE_SPECIALIZATION macro

2001-02-09 19:16  Luigi Ballabio

	* [r531] Include/Utilities/combiningiterator.h,
	  Include/Utilities/processingiterator.h, Include/date.h,
	  Include/handle.h, Include/history.h, Sources/date.cpp:
	  
	  removed QL_PTR_CONST macro

2001-02-08 17:25  Luigi Ballabio

	* [r530] Include/FiniteDifferences/tridiagonaloperator.h,
	  Include/qldefines.h:
	  
	  Fixed wrapping

2001-02-08 17:05  Luigi Ballabio

	* [r529] Docs/offline.doxy:
	  
	  Switched EXTRACT ALL off

2001-02-07 10:17  Marco Marchioro

	* [r528] Python/Tests/himalaya.py:
	  
	  Test for Himalayan-type option pricer

2001-02-07 10:17  Marco Marchioro

	* [r527] Python/QuantLib.py, Python/quantlib_wrap.cpp,
	  SWIG/MontecarloPricers.i:
	  
	  Interface for Himalaya-type option pricer

2001-02-07 10:15  Marco Marchioro

	* [r526] Include/Pricers/Makefile.am, Include/Pricers/himalaya.h,
	  Sources/Pricers/Makefile.am, Sources/Pricers/himalaya.cpp,
	  Win/makefile.mak:
	  
	  Himalaya-type option pricer

2001-02-07 10:13  Marco Marchioro

	* [r525] Include/MonteCarlo/Makefile.am,
	  Include/MonteCarlo/himalayapathpricer.h,
	  Sources/MonteCarlo/Makefile.am,
	  Sources/MonteCarlo/himalayapathpricer.cpp:
	  
	  Himalaya-type path pricer

2001-02-06 17:07  Marco Marchioro

	* [r524] Include/MonteCarlo/multipathgenerator.h,
	  Include/MonteCarlo/randomarraygenerator.h:
	  
	  New constructor added

2001-02-06 17:05  Marco Marchioro

	* [r523] Include/MonteCarlo/basketpathpricer.h:
	  
	  private members are no longer mutable

2001-02-06 15:18  Luigi Ballabio

	* [r522] Include/MonteCarlo/Makefile.am:
	  
	  Makefile fixed

2001-02-06 09:14  Luigi Ballabio

	* [r521] Include/MonteCarlo/onefactormontecarlooption.h,
	  Include/MonteCarlo/pathmontecarlo.h, Python/quantlib_wrap.cpp:
	  
	  Fixed file names in Doxygen tags

2001-02-06 09:02  Ferdinando Ametrano

	* [r520] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  no message

2001-02-05 17:04  Marco Marchioro

	* [r519] Python/Tests/plainbasket.py:
	  
	  Test for PlainBasketOption

2001-02-05 16:57  Marco Marchioro

	* [r518] Include/Pricers/Makefile.am,
	  Include/Pricers/averagepriceasian.h,
	  Include/Pricers/averagestrikeasian.h,
	  Include/Pricers/mcasianpricer.h, Python/Tests/mcpricers.py,
	  SWIG/MontecarloPricers.i, Sources/Pricers/Makefile.am,
	  Sources/Pricers/averagepriceasian.cpp,
	  Sources/Pricers/averagestrikeasian.cpp,
	  Sources/Pricers/mcasianpricer.cpp,
	  Sources/Pricers/mceuropeanpricer.cpp, Win/makefile.mak:
	  
	  McAsianPricer replaced by AveragePriceAsian and AverageStrikeAsian

2001-02-05 16:52  Marco Marchioro

	* [r517] Include/MonteCarlo/Makefile.am,
	  Include/MonteCarlo/averageasianpathpricer.h,
	  Include/MonteCarlo/averagepriceasianpathpricer.h,
	  Include/MonteCarlo/averagestrikeasianpathpricer.h,
	  Sources/MonteCarlo/Makefile.am,
	  Sources/MonteCarlo/averageasianpathpricer.cpp,
	  Sources/MonteCarlo/averagepriceasianpathpricer.cpp,
	  Sources/MonteCarlo/averagestrikeasianpathpricer.cpp:
	  
	  AverageAsianPathPricer substituted by AveragePriceAsianPathPricer
	  and AverageStrikeAsianPathPricer

2001-02-05 14:49  Enrico Sirola

	* [r516] Include/Makefile.am, Include/MonteCarlo/Makefile.am,
	  Include/MonteCarlo/montecarlo1d.h,
	  Include/MonteCarlo/pathgenerator.h, Include/qldefines.h,
	  Makefile.am, Python/quantlib_wrap.cpp:
	  
	  added some files to Makefile.am files

2001-02-05 13:52  Luigi Ballabio

	* [r515] Include/MonteCarlo/multipathgenerator.h,
	  Include/MonteCarlo/randomarraygenerator.h, Python/QuantLib.py,
	  Python/quantlib_wrap.cpp, Sources/MonteCarlo/Makefile.am,
	  Sources/Pricers/Makefile.am:
	  
	  Makefiles fixed

2001-02-05 13:26  Enrico Sirola

	* [r514] Sources/Pricers/Makefile.am:
	  
	  typo removed

2001-02-05 10:48  Luigi Ballabio

	* [r513] Docs/offline.doxy, Docs/online.doxy:
	  
	  Updated for Doxygen 1.2.5

2001-02-02 18:06  Luigi Ballabio

	* [r512] Include/Math/matrix.h,
	  Include/Math/symmetricschurdecomposition.h, Include/instrument.h:
	  
	  Cosmetic changes (wrapping and docs)

2001-02-02 18:04  Luigi Ballabio

	* [r511] Include/FiniteDifferences/tridiagonaloperator.h:
	  
	  Added division by double

2001-02-02 18:02  Luigi Ballabio

	* [r510] Win/makefile.mak:
	  
	  Added SWIGPYTHON flag to wrapper compilation

2001-02-02 18:01  Luigi Ballabio

	* [r509] SWIG/Calendars.i, SWIG/Currencies.i, SWIG/DayCounters.i:
	  
	  Added factories

2001-02-02 18:00  Luigi Ballabio

	* [r508] SWIG/Financial.i:
	  
	  Removed warning message

2001-02-02 18:00  Luigi Ballabio

	* [r507] SWIG/Operators.i:
	  
	  Added tridiagonal Identity and algebra

2001-02-02 17:59  Luigi Ballabio

	* [r506] SWIG/BoundaryConditions.i, SWIG/Date.i, SWIG/Distributions.i,
	  SWIG/History.i, SWIG/Instruments.i, SWIG/Interpolation.i,
	  SWIG/Matrix.i, SWIG/Options.i, SWIG/Pricers.i, SWIG/QuantLib.i,
	  SWIG/RandomGenerators.i, SWIG/RiskStatistics.i, SWIG/Solvers1D.i,
	  SWIG/Statistics.i, SWIG/String.i, SWIG/TermStructures.i,
	  SWIG/Vectors.i:
	  
	  Added module name in warning message

2001-02-02 11:21  Marco Marchioro

	* [r505] Include/MonteCarlo/Makefile.am, Include/Pricers/Makefile.am,
	  Sources/MonteCarlo/Makefile.am, Sources/Pricers/Makefile.am:
	  
	  Monte Carlo tools updated

2001-02-02 11:06  Marco Marchioro

	* [r504] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  Wrappers updated

2001-02-02 11:00  Marco Marchioro

	* [r503] Include/Pricers/plainbasketoption.h,
	  Sources/Pricers/plainbasketoption.cpp:
	  
	  Example of Monte Carlo pricer on mutiple assets

2001-02-02 10:58  Marco Marchioro

	* [r502] SWIG/MontecarloPricers.i, SWIG/QuantLib.i, SWIG/Statistics.i:
	  
	  MonteCarloTools.i added

2001-02-02 10:57  Marco Marchioro

	* [r501] SWIG/MontecarloTools.i:
	  
	  Basic swig interface for Monte Carlo tools

2001-02-02 10:56  Marco Marchioro

	* [r500] Win/makefile.mak:
	  
	  BasketPathPricer compilation added to makefile

2001-02-02 10:53  Marco Marchioro

	* [r499] Include/MonteCarlo/basketpathpricer.h,
	  Sources/MonteCarlo/basketpathpricer.cpp:
	  
	  Example of a path pricer depending on multiple factors

2001-02-02 10:51  Marco Marchioro

	* [r498] Include/MonteCarlo/multifactorpricer.h:
	  
	  Base class for multi-factor pricers

2001-02-02 10:50  Marco Marchioro

	* [r497] Include/MonteCarlo/multipathpricer.h:
	  
	  Include-guard redefined

2001-02-02 10:48  Marco Marchioro

	* [r496] Include/MonteCarlo/europeanpathpricer.h:
	  
	  Destructor already implemented in base class

2001-02-02 10:47  Marco Marchioro

	* [r495] Include/MonteCarlo/multifactormontecarlooption.h:
	  
	  Specialization of PathMonteCarlo useful for pricing option
	  depending on multiple factors

2001-02-02 10:44  Marco Marchioro

	* [r494] Sources/Math/multivariateaccumulator.cpp:
	  
	  MultivariateAccumulator does NOT have to be
	  initialized with the size of data

2001-02-02 10:42  Marco Marchioro

	* [r493] Include/Math/matrix.h:
	  
	  Method added:
	  Array diagonal(void) const;
	  to obtain the diagonal of a Matrix as an Array

2001-02-02 10:40  Marco Marchioro

	* [r492] Include/MonteCarlo/mcpricer.h:
	  
	  Remark updated

2001-02-02 10:39  Marco Marchioro

	* [r491] Include/MonteCarlo/standardmultipathgenerator.h:
	  
	  The default choice for the multi-path generator

2001-02-02 10:38  Marco Marchioro

	* [r490] Include/MonteCarlo/multipathgenerator.h:
	  
	  Template class for a multi-path generator

2001-02-02 10:24  Marco Marchioro

	* [r489] Include/MonteCarlo/gaussianarraygenerator.h:
	  
	  The default gaussian array generator

2001-02-02 10:21  Marco Marchioro

	* [r488] Include/MonteCarlo/pathgenerator.h,
	  Include/MonteCarlo/standardpathgenerator.h:
	  
	  PathGenerator replaced by RandomArrayGenerator

2001-02-02 10:20  Marco Marchioro

	* [r487] Include/MonteCarlo/randomarraygenerator.h:
	  
	  The class RandomArrayGenerator is a generalization
	  of the template class PathGenerator

2001-02-01 11:13  Ferdinando Ametrano

	* [r486] Python/quantlib_wrap.cpp:
	  
	  no message

2001-02-01 11:12  Ferdinando Ametrano

	* [r485] Win/makefile.mak:
	  
	  added TermStructure.py to the test directive

2001-02-01 11:10  Ferdinando Ametrano

	* [r484] Python/Tests/TermStructure.py:
	  
	  almost a test

2001-01-30 15:57  Marco Marchioro

	* [r483] Include/MonteCarlo/mcpricer.h,
	  Include/Pricers/mceuropeanpricer.h,
	  Sources/Pricers/mcasianpricer.cpp,
	  Sources/Pricers/mceuropeanpricer.cpp:
	  
	  Now using OneFactorMonteCarloOption

2001-01-30 15:48  Marco Marchioro

	* [r482] Include/MonteCarlo/mcoptionsample.h:
	  
	  Documentation revised

2001-01-30 15:48  Marco Marchioro

	* [r481] Include/MonteCarlo/generalmontecarlo.h:
	  
	  Template class updated

2001-01-30 15:47  Marco Marchioro

	* [r480] Include/MonteCarlo/montecarlo1d.h:
	  
	  MonteCarlo1D obsolete, replaced by OneFactorMonteCarloOption

2001-01-30 15:46  Marco Marchioro

	* [r479] Include/MonteCarlo/multifactormontecarlooption.h,
	  Include/MonteCarlo/onefactormontecarlooption.h:
	  
	  Special cases of a PathMonteCarlo defined for convenience in
	  single- and multi-factor Monte Carlo option-pricing

2001-01-30 15:44  Marco Marchioro

	* [r478] Include/MonteCarlo/pathmontecarlo.h:
	  
	  PathMonteCarlo combines a statistic accumulator, a path generator
	  and a path pricer into a general tool for Monte Carlo evaluations
	  using paths.

2001-01-30 09:21  Marco Marchioro

	* [r477] Include/MonteCarlo/generalmontecarlo.h:
	  
	  Documentation updated

2001-01-30 09:03  Marco Marchioro

	* [r476] Include/MonteCarlo/generalmontecarlo.h,
	  Include/MonteCarlo/mcpricer.h, Include/MonteCarlo/montecarlo1d.h:
	  
	  GeneralMonteCarlo contains the basic ideas of any Monte Carlo
	  simulation: sample from a "sample generator" and accumulate
	  in a "sample accumulator".

2001-01-29 15:02  Marco Marchioro

	* [r475] Include/MonteCarlo/mcoptionsample.h,
	  Include/MonteCarlo/montecarlo1d.h, Include/Pricers/mcasianpricer.h,
	  Include/Pricers/mceuropeanpricer.h,
	  Sources/Pricers/mcasianpricer.cpp,
	  Sources/Pricers/mceuropeanpricer.cpp:
	  
	  Modified to accomodate code-sharing with
	  multi-dimensional Monte Carlo

2001-01-26 17:19  Ferdinando Ametrano

	* [r474] Win/makefile.mak:
	  
	  no message

2001-01-26 15:18  Ferdinando Ametrano

	* [r473] Win/makefile.mak:
	  
	  no message

2001-01-26 11:09  Marco Marchioro

	* [r472] Include/Math/multivariateaccumulator.h,
	  Sources/Math/multivariateaccumulator.cpp:
	  
	  Now the covariance() method is consistent with the variance()
	  method of the class Statistics

2001-01-26 10:30  Luigi Ballabio

	* [r471] Include/FiniteDifferences/tridiagonaloperator.h:
	  
	  wrapping fixed

2001-01-25 16:11  Marco Marchioro

	* [r470] Include/MonteCarlo/multipath.h,
	  Include/MonteCarlo/multipathgenerator.h,
	  Include/MonteCarlo/multipathpricer.h,
	  Include/MonteCarlo/standardmultipathgenerator.h:
	  
	  MultiPath, the first step for a multi-dimensional Monte Carlo

2001-01-25 15:11  Luigi Ballabio

	* [r469] Include/Math/multivariateaccumulator.h,
	  Include/Utilities/combiningiterator.h,
	  Include/Utilities/filteringiterator.h,
	  Include/Utilities/processingiterator.h,
	  Include/Utilities/steppingiterator.h, Python/quantlib_wrap.cpp:
	  
	  Added helper functions to make iterators

2001-01-25 13:01  Luigi Ballabio

	* [r468] Include/Makefile.am, Include/Utilities/Makefile.am,
	  Python/quantlib_wrap.cpp, Sources/Math/Makefile.am:
	  
	  Fixed include paths in makefiles

2001-01-25 11:57  Luigi Ballabio

	* [r467] Include/Math/Makefile.am,
	  Include/Math/multivariateaccumulator.h,
	  Include/Math/symmetricschurdecomposition.h, Include/quantlib.h,
	  Python/QuantLib.py, Python/quantlib_wrap.cpp,
	  Sources/Math/Makefile.am, Sources/Math/multivariateaccumulator.cpp,
	  Sources/Math/symmetricschurdecomposition.cpp, Win/makefile.mak:
	  
	  Included outer product and sqrt into matrix.h

2001-01-25 11:56  Luigi Ballabio

	* [r466] SWIG/Matrix.i, SWIG/QuantLib.i:
	  
	  Added Matrix.i

2001-01-25 11:55  Luigi Ballabio

	* [r465] Sources/Math/matrix.cpp:
	  
	  *** empty log message ***

2001-01-25 11:54  Luigi Ballabio

	* [r464] Sources/Math/matrixsqrt.cpp:
	  
	  Included in matrix.cpp

2001-01-25 11:54  Luigi Ballabio

	* [r463] Include/Math/matrix.h:
	  
	  Allocation bug fixed

2001-01-25 11:53  Luigi Ballabio

	* [r462] Include/Math/matrixsqrt.h, Include/Math/outerproduct.h:
	  
	  Included in matrix.h

2001-01-25 10:31  Marco Marchioro

	* [r461] Include/quantlib.h,
	  Sources/Math/symmetricschurdecomposition.cpp:
	  
	  JacobiDecomposition renamed SymmetricSchurDecomposition

2001-01-25 10:23  Marco Marchioro

	* [r460] Include/Math/jacobidecomposition.h,
	  Include/Math/symmetricschurdecomposition.h,
	  Sources/Math/jacobidecomposition.cpp:
	  
	  JacobiDecomposition renamed SymmetricSchurDecomposition

2001-01-25 10:03  Marco Marchioro

	* [r459] Include/MonteCarlo/pathgenerator.h,
	  Sources/Math/matrixsqrt.cpp, Win/makefile.mak:
	  
	  JacobiDecomposition renamed SymmetricSchurDecomposition

2001-01-24 16:02  Marco Marchioro

	* [r458] Include/quantlib.h:
	  
	  math files added

2001-01-24 15:33  Marco Marchioro

	* [r457] Win/makefile.mak:
	  
	  Library page increased to 32 in release mode

2001-01-24 14:56  Mario Aleppo

	* [r456] Include/Math/multivariateaccumulator.h,
	  Include/Utilities/Makefile.am,
	  Include/Utilities/combiningiterator.h,
	  Sources/Math/multivariateaccumulator.cpp, Win/makefile.mak:
	  
	  Added iterator combining-iterator

2001-01-24 13:17  Marco Marchioro

	* [r455] Sources/calendar.cpp:
	  
	  style redefined

2001-01-24 13:16  Marco Marchioro

	* [r454] Sources/Math/matrixsqrt.cpp:
	  
	  sqrt for Matrix

2001-01-24 13:14  Marco Marchioro

	* [r453] Include/MonteCarlo/montecarlo1d.h,
	  Include/MonteCarlo/pathpricer.h:
	  
	  Removed typedef

2001-01-24 13:13  Marco Marchioro

	* [r452] Win/makefile.mak:
	  
	  New Math files included

2001-01-24 13:01  Marco Marchioro

	* [r451] Include/Math/matrixsqrt.h:
	  
	  Computes the square root of a square symmmetric real matrix with
	  non-negative eigenvalues

2001-01-24 13:00  Marco Marchioro

	* [r450] Include/Math/jacobidecomposition.h,
	  Sources/Math/jacobidecomposition.cpp:
	  
	  Jacobi decomposition return eigenvalues and eigenvectors
	  of a square symmmetric real matrix

2001-01-24 10:51  Marco Marchioro

	* [r449] Include/Math/multivariateaccumulator.h,
	  Sources/Math/multivariateaccumulator.cpp:
	  
	  Sample accumulator for multivariate analisys

2001-01-24 09:22  Marco Marchioro

	* [r448] Include/Math/outerproduct.h:
	  
	  Returns a Matrix that is the outer product of two vectors

2001-01-24 09:20  Marco Marchioro

	* [r447] Include/Math/matrix.h:
	  
	  Function Matrix transpose(Matrix & m const); added

2001-01-24 09:19  Marco Marchioro

	* [r446] Include/Math/statistics.h:
	  
	  Documentation revised

2001-01-23 18:12  Luigi Ballabio

	* [r445] Include/Math/Makefile.am, Include/Math/matrix.h,
	  Include/array.h, Include/quantlib.h:
	  
	  Added matrix.h to Include/Math

2001-01-23 11:08  Luigi Ballabio

	* [r444] Contributors.txt, Include/Math/lexicographicalview.h,
	  Include/Utilities/Makefile.am,
	  Include/Utilities/filteringiterator.h,
	  Include/Utilities/mappingiterator.h,
	  Include/Utilities/processingiterator.h,
	  Include/Utilities/steppingiterator.h, Include/history.h,
	  Include/quantlib.h:
	  
	  Renamed iterators in Include\Utilities and related files

2001-01-19 09:35  Ferdinando Ametrano

	* [r443] Include/riskstatistics.h, Include/risktool.h,
	  Python/QuantLib.py, Python/Tests/RiskStatistics.py,
	  Python/Tests/RiskTool.py, Python/quantlib_wrap.cpp, SWIG/QuantLib.i,
	  SWIG/RiskStatistics.i, SWIG/RiskTool.i, Win/makefile.mak:
	  
	  RiskTool is now RiskStatistics everywhere

2001-01-19 09:31  Ferdinando Ametrano

	* [r442] SWIG/TermStructures.i:
	  
	  Deposit is now DepositRate

2001-01-19 08:52  Marco Marchioro

	* [r441] Sources/Pricers/bsmnumericaloption.cpp:
	  
	  Small bug fixed. Initialization of grid vectors is now after
	  the determination of their size

2001-01-18 17:18  Ferdinando Ametrano

	* [r440] Python/Tests/TermStructure.py:
	  
	  it will eveolve into a TermStructure test

2001-01-18 16:26  Ferdinando Ametrano

	* [r439] Include/TermStructures/piecewiseconstantforwards.h,
	  Include/deposit.h, Include/depositrate.h, Python/QuantLib.py,
	  Python/quantlib_wrap.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp:
	  
	  deposit file and class renamed to DepositRate

2001-01-18 15:51  Ferdinando Ametrano

	* [r438] Sources/TermStructures/piecewiseconstantforwards.cpp:
	  
	  bug fixed.
	  Out of bound array access in case of extrapolation

2001-01-18 14:40  Ferdinando Ametrano

	* [r437] Python/Tests/RiskTool.py, Python/quantlib_wrap.cpp:
	  
	  no message

2001-01-18 14:39  Ferdinando Ametrano

	* [r436] SWIG/TermStructures.i:
	  
	  extrapolation allowed

2001-01-18 14:36  Ferdinando Ametrano

	* [r435] Include/TermStructures/flatforward.h,
	  Include/TermStructures/piecewiseconstantforwards.h,
	  Include/termstructure.h,
	  Sources/TermStructures/piecewiseconstantforwards.cpp:
	  
	  80 columns enforced
	  private members with trailing underscore

2001-01-18 13:23  Ferdinando Ametrano

	* [r434] Include/TermStructures/flatforward.h,
	  Include/TermStructures/piecewiseconstantforwards.h,
	  Include/termstructure.h, SWIG/TermStructures.i,
	  Sources/TermStructures/piecewiseconstantforwards.cpp:
	  
	  now term structure allows extrapolation

2001-01-18 09:12  Ferdinando Ametrano

	* [r433] Python/QuantLib.py, Python/Tests/RiskTool.py,
	  Python/quantlib_wrap.cpp:
	  
	  improved RiskTool test

2001-01-17 18:21  Enrico Sirola

	* [r432] Python/Makefile.am:
	  
	  added -keyword, -opt to swig flags

2001-01-17 18:20  Enrico Sirola

	* [r431] Include/Utilities/Makefile.am, Makefile.am,
	  Python/Makefile.am, Python/QuantLib.py, Python/quantlib_wrap.cpp,
	  Sources/Makefile.am, configure.in:
	  
	  the python target is now generatet only iff you have swig installed.
	  (configure.in)
	  added/removed some missing/extra files in Makefile.am's

2001-01-17 16:34  Ferdinando Ametrano

	* [r430] Python/Tests/RiskTool.py:
	  
	  new improved version

2001-01-17 16:33  Ferdinando Ametrano

	* [r429] Include/qldefines.h:
	  
	  bug fix.
	  It was
	  # define QL_MIN_DOUBLE std::numeric_limits<double>::min()
	  now it is
	  # define QL_MIN_DOUBLE -std::numeric_limits<double>::max()

2001-01-17 14:37  Ferdinando Ametrano

	* [r428] Include/Calendars/frankfurt.h, Include/Calendars/london.h,
	  Include/Calendars/milan.h, Include/Calendars/newyork.h,
	  Include/Calendars/target.h, Include/Calendars/westerncalendar.h,
	  Include/Calendars/zurich.h, Include/Currencies/aud.h,
	  Include/Currencies/cad.h, Include/Currencies/chf.h,
	  Include/Currencies/dem.h, Include/Currencies/dkk.h,
	  Include/Currencies/eur.h, Include/Currencies/gbp.h,
	  Include/Currencies/itl.h, Include/Currencies/jpy.h,
	  Include/Currencies/sek.h, Include/Currencies/usd.h,
	  Include/DayCounters/actual360.h, Include/DayCounters/actual365.h,
	  Include/DayCounters/actualactual.h, Include/DayCounters/thirty360.h,
	  Include/DayCounters/thirty360european.h,
	  Include/DayCounters/thirty360italian.h,
	  Include/FiniteDifferences/backwardeuler.h,
	  Include/FiniteDifferences/boundarycondition.h,
	  Include/FiniteDifferences/bsmoperator.h,
	  Include/FiniteDifferences/cranknicolson.h,
	  Include/FiniteDifferences/dminus.h,
	  Include/FiniteDifferences/finitedifferencemodel.h,
	  Include/FiniteDifferences/forwardeuler.h,
	  Include/FiniteDifferences/identity.h,
	  Include/FiniteDifferences/operator.h,
	  Include/FiniteDifferences/operatortraits.h,
	  Include/FiniteDifferences/stepcondition.h,
	  Include/FiniteDifferences/tridiagonaloperator.h,
	  Include/Instruments/stock.h, Include/Math/cubicspline.h,
	  Include/Math/interpolation.h, Include/Math/lexicographicalview.h,
	  Include/Math/linearinterpolation.h,
	  Include/MonteCarlo/antitheticcv.h, Include/MonteCarlo/boxmuller.h,
	  Include/MonteCarlo/centrallimitgaussian.h,
	  Include/MonteCarlo/gaussianrandomgenerator.h,
	  Include/MonteCarlo/lecuyerrandomgenerator.h,
	  Include/MonteCarlo/mcoptionsample.h, Include/MonteCarlo/mcpricer.h,
	  Include/MonteCarlo/montecarlo1d.h, Include/MonteCarlo/path.h,
	  Include/MonteCarlo/pathgenerator.h, Include/MonteCarlo/pathpricer.h,
	  Include/MonteCarlo/standardpathgenerator.h,
	  Include/MonteCarlo/uniformrandomgenerator.h,
	  Include/Patterns/observable.h, Include/Pricers/americancondition.h,
	  Include/Pricers/bsmamericanoption.h,
	  Include/Pricers/bsmnumericaloption.h, Include/Pricers/bsmoption.h,
	  Include/Pricers/dividendeuropeanoption.h,
	  Include/Pricers/geometricasianoption.h,
	  Include/TermStructures/flatforward.h,
	  Include/TermStructures/piecewiseconstantforwards.h,
	  Include/Utilities/filteringiterator.h,
	  Include/Utilities/mappingiterator.h,
	  Include/Utilities/steppingiterator.h, Include/calendar.h,
	  Include/currency.h, Include/dataformatters.h, Include/daycounter.h,
	  Include/deposit.h, Include/discountfactor.h,
	  Include/forwardvolsurface.h, Include/handle.h, Include/history.h,
	  Include/instrument.h, Include/null.h, Include/options.h,
	  Include/qldefines.h, Include/qlerrors.h, Include/quantlib.h,
	  Include/rate.h, Include/spread.h, Include/swaptionvolsurface.h,
	  Include/termstructure.h, Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/Math/statistics.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/lecuyerrandomgenerator.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmoption.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/calendar.cpp, Sources/dataformatters.cpp, Sources/date.cpp:
	  
	  tabs removed

2001-01-17 14:22  Ferdinando Ametrano

	* [r427] Win/PyQuantLib.dsp, Win/QuantLib.dsp:
	  
	  last version I have on my hadr disk.
	  I don't know if they work, but since Visual Studio is broken
	  these are at least the best archive versions

2001-01-17 14:00  Ferdinando Ametrano

	* [r426] Python/quantlib_wrap.cpp:
	  
	  no message

2001-01-17 13:56  Ferdinando Ametrano

	* [r425] Sources/Pricers/bsmamericanoption.cpp:
	  
	  80 columns enforced
	  tabs removed

2001-01-17 13:54  Ferdinando Ametrano

	* [r424] Include/Solvers1D/bisection.h, Include/Solvers1D/brent.h,
	  Include/Solvers1D/falseposition.h, Include/Solvers1D/newton.h,
	  Include/Solvers1D/newtonsafe.h, Include/Solvers1D/ridder.h,
	  Include/Solvers1D/secant.h, Include/solver1d.h,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp, Sources/solver1d.cpp:
	  
	  80 columns enforced
	  tabs removed
	  private data member now have trailing underscore

2001-01-17 11:54  Marco Marchioro

	* [r423] Include/MonteCarlo/antitheticcv.h,
	  Include/MonteCarlo/boxmuller.h,
	  Include/MonteCarlo/controlvariatedpathpricer.h,
	  Include/MonteCarlo/europeanpathpricer.h,
	  Include/MonteCarlo/lecuyerrandomgenerator.h,
	  Include/MonteCarlo/mcoptionsample.h, Include/MonteCarlo/mcpricer.h,
	  Include/MonteCarlo/montecarlo1d.h, Include/MonteCarlo/path.h,
	  Include/MonteCarlo/pathgenerator.h, Include/MonteCarlo/pathpricer.h,
	  Include/MonteCarlo/standardpathgenerator.h,
	  Include/Pricers/mcasianpricer.h, Include/Pricers/mceuropeanpricer.h:
	  
	  Some documentation added and 80 columns format enforced.

2001-01-17 11:28  Ferdinando Ametrano

	* [r422] Win/makefile.mak:
	  
	  now the wrap file is the last one to be compiled

2001-01-16 11:59  Ferdinando Ametrano

	* [r421] Win/makefile.mak:
	  
	  updated RiskTool.py to the test sequence

2001-01-16 11:33  Ferdinando Ametrano

	* [r420] Python/Tests/RiskTool.py, Python/quantlib_wrap.cpp,
	  SWIG/RiskTool.i:
	  
	  updated RiskTool.
	  now constructor doesn't require target, while
	  shortfall and averageShortfall require target as input parameter

2001-01-16 11:30  Ferdinando Ametrano

	* [r419] Sources/risktool.cpp, Win/makefile.mak:
	  
	  risktool.cpp removed

2001-01-16 11:30  Ferdinando Ametrano

	* [r418] Include/risktool.h:
	  
	  restoring risktool.h

2001-01-16 11:24  Ferdinando Ametrano

	* [r417] Include/risktool.h:
	  
	  file removed

2001-01-16 11:23  Ferdinando Ametrano

	* [r416] Include/Pricers/bsmeuropeanoption.h:
	  
	  removed tabs and enforced 80 columns

2001-01-16 11:22  Ferdinando Ametrano

	* [r415] Include/Math/normaldistribution.h:
	  
	  fixed typo in error message

2001-01-15 17:06  Luigi Ballabio

	* [r414] Include/Utilities/Makefile.am,
	  Include/Utilities/mappingiterator.h, Include/quantlib.h:
	  
	  Added MappingIterator class

2001-01-15 16:57  Luigi Ballabio

	* [r413] Include/Math/statistics.h:
	  
	  Documentation fixed

2001-01-15 15:10  Luigi Ballabio

	* [r412] Sources/Makefile.am:
	  
	  Added Include/Math to include path

2001-01-15 14:55  Luigi Ballabio

	* [r411] Sources/Makefile.am:
	  
	  Added risktool.cpp

2001-01-15 14:39  Luigi Ballabio

	* [r410] Include/Makefile.am:
	  
	  Added risktool.h

2001-01-15 13:55  Luigi Ballabio

	* [r409] Sources/risktool.cpp:
	  
	  Fixed typo in documentation

2001-01-15 13:49  Luigi Ballabio

	* [r408] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  Updated

2001-01-15 13:44  Luigi Ballabio

	* [r407] Win/makefile.mak:
	  
	  Added new files and deleted old ones

2001-01-15 13:43  Luigi Ballabio

	* [r406] SWIG/Makefile.am, SWIG/MontecarloPricers.i, SWIG/Operators.i:
	  
	  Using PyArray typemap

2001-01-15 13:43  Luigi Ballabio

	* [r405] SWIG/QuantLib.i:
	  
	  Added Interpolation.i

2001-01-15 13:42  Luigi Ballabio

	* [r404] SWIG/Interpolation.i:
	  
	  Added interpolations

2001-01-15 13:42  Luigi Ballabio

	* [r403] SWIG/Vectors.i:
	  
	  Added Array class, PyArray typemap and lexicographical view

2001-01-15 13:41  Luigi Ballabio

	* [r402] Sources/Math/Makefile.am:
	  
	  Deleted old files

2001-01-15 13:40  Luigi Ballabio

	* [r401] Include/Math/Makefile.am, Include/quantlib.h:
	  
	  Added new files

2001-01-15 13:39  Luigi Ballabio

	* [r400] Include/Math/lexicographicalview.h:
	  
	  Added 2-D lexicographical view of an array

2001-01-15 13:38  Luigi Ballabio

	* [r399] Sources/Pricers/dividendamericanoption.cpp:
	  
	  Using new cubic spline

2001-01-15 13:37  Luigi Ballabio

	* [r398] Include/Math/location.h, Include/Math/newcubicspline.h,
	  Sources/Math/newcubicspline.cpp:
	  
	  Removed functionalities reimplemented in interpolation classes

2001-01-15 13:36  Luigi Ballabio

	* [r397] Include/Math/cubicspline.h, Include/Math/interpolation.h,
	  Include/Math/linearinterpolation.h:
	  
	  Added interpolation classes

2001-01-15 13:27  Mario Aleppo

	* [r396] Python/Tests/RiskTool.py, Python/quantlib_wrap.cpp:
	  
	  improved Python test

2001-01-15 12:41  Mario Aleppo

	* [r395] Include/risktool.h:
	  
	  bug fixed: shortfall(s) were not normalized

2001-01-12 18:28  Luigi Ballabio

	* [r394] Sources/Math/statistics.cpp, Win/makefile.mak:
	  
	  Updated to reflect changes in statistics.h

2001-01-12 17:38  Ferdinando Ametrano

	* [r393] Include/risktool.h, Python/QuantLib.py,
	  Python/Tests/RiskTool.py, Python/quantlib_wrap.cpp, SWIG/QuantLib.i,
	  SWIG/RiskTool.i, Sources/risktool.cpp, Win/makefile.mak:
	  
	  added RiskTool.
	  It offres VAR, shortfall, average shortfall methods.
	  It still needs test

2001-01-12 17:33  Ferdinando Ametrano

	* [r392] Include/Math/statistics.h:
	  
	  minor changes (better error messages)

2001-01-12 11:16  Luigi Ballabio

	* [r391] Include/Utilities/Makefile.am:
	  
	  StepIterator renamed to SteppingIterator

2001-01-12 08:34  Ferdinando Ametrano

	* [r390] Win/makefile.mak:
	  
	  added dependencies from all *.i
	  added all Python tests to the test directive

2001-01-11 18:10  Ferdinando Ametrano

	* [r389] Include/Math/normaldistribution.h,
	  Python/Tests/distributions.py, SWIG/Distributions.i,
	  Sources/Math/normaldistribution.cpp:
	  
	  generalized to sigma<>1 and average<>0
	  Also added NormalDistribution.derivative().
	  Improved Python test now also uses Finite Difference
	  first and second order operators

2001-01-11 18:09  Ferdinando Ametrano

	* [r388] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  no message

2001-01-11 18:06  Ferdinando Ametrano

	* [r387] SWIG/QuantLib.i:
	  
	  now includes all *.i

2001-01-11 16:22  Enrico Sirola

	* [r386] Makefile.am:
	  
	  Examples/history_iterators.cpp added to EXTRA_DIST

2001-01-11 12:20  Luigi Ballabio

	* [r385] Include/Utilities/steppingiterator.h:
	  
	  Fixed constructor calls with wrong arguments

2001-01-11 11:51  Luigi Ballabio

	* [r384] Include/quantlib.h:
	  
	  Added QLUTL alias for QuantLib::Utilities::

2001-01-11 11:43  Luigi Ballabio

	* [r383] Include/Utilities/stepiterator.h,
	  Include/Utilities/steppingiterator.h:
	  
	  Renamed StepIterator to SteppingIterator

2001-01-11 11:02  Ferdinando Ametrano

	* [r382] Include/array.h:
	  
	  added #include <iterator>

2001-01-11 11:02  Ferdinando Ametrano

	* [r381] Include/Utilities/filteringiterator.h:
	  
	  added public

2001-01-10 16:35  Ferdinando Ametrano

	* [r380] Include/Pricers/dividendamericanoption.h:
	  
	  timeStepPerDiv was double now it is int

2001-01-10 16:34  Ferdinando Ametrano

	* [r379] Sources/MonteCarlo/averageasianpathpricer.cpp,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp:
	  
	  unsigned int < int turned into int < int to avoid warning

2001-01-10 11:21  Luigi Ballabio

	* [r378] Docs/offline.doxy, Docs/online.doxy, Examples,
	  Examples/history_iterators.cpp, Include/history.h, Win/makefile.mak:
	  
	  Added Examples folder

2001-01-10 10:03  Ferdinando Ametrano

	* [r377] Contributors.txt:
	  
	  removed addresses (added without asking)

2001-01-10 09:57  Ferdinando Ametrano

	* [r376] Contributors.txt:
	  
	  added email address

2001-01-09 18:31  Enrico Sirola

	* [r375] Include/Calendars/Makefile.am,
	  Include/Currencies/Makefile.am, Include/DayCounters/Makefile.am,
	  Include/FiniteDifferences/Makefile.am,
	  Include/Instruments/Makefile.am, Include/Makefile.am,
	  Include/Math/Makefile.am, Include/MonteCarlo/Makefile.am,
	  Include/Patterns/Makefile.am, Include/Pricers/Makefile.am,
	  Include/Solvers1D/Makefile.am, Include/TermStructures/Makefile.am,
	  Include/Utilities/Makefile.am, Include/qldefines.h, Makefile.am,
	  Python/Makefile.am, Python/quantlib_wrap.cpp, Python/setup.py,
	  SWIG/Makefile.am, Sources/Calendars/Makefile.am,
	  Sources/DayCounters/Makefile.am,
	  Sources/FiniteDifferences/Makefile.am, Sources/Makefile.am,
	  Sources/Math/Makefile.am, Sources/MonteCarlo/Makefile.am,
	  Sources/Pricers/Makefile.am, Sources/Solvers1D/Makefile.am,
	  Sources/TermStructures/Makefile.am, acconfig.h, acinclude.m4,
	  configure.in, updateproject.sh:
	  
	  gnu autotools files added. QuantLib autoconfiscation in progress....

2001-01-09 17:58  Enrico Sirola

	* [r374] Include/history.h:
	  
	  added explicit typedefs to const_iterator

2001-01-09 17:45  Luigi Ballabio

	* [r373] Include/Utilities/filteringiterator.h:
	  
	  Typedefs changed

2001-01-09 14:35  Luigi Ballabio

	* [r372] Include/Utilities/filteringiterator.h:
	  
	  Fixed typo in (so far) not instantiated method

2001-01-09 12:08  Luigi Ballabio

	* [r371] Include/Math/location.h, Include/Math/statistics.h,
	  Include/Patterns/observable.h, Include/expressiontemplates.h,
	  Include/forwardvolsurface.h, Include/swaptionvolsurface.h,
	  Include/termstructure.h, Python/QuantLib.py,
	  Python/quantlib_wrap.cpp, SWIG/Date.i:
	  
	  Cleaned up style in a few files

2001-01-09 12:07  Luigi Ballabio

	* [r370] Win/makefile.mak:
	  
	  Added Include\Utilities to the include path

2001-01-09 12:00  Luigi Ballabio

	* [r369] SWIG/Vectors.i:
	  
	  Added check for None

2001-01-09 12:00  Luigi Ballabio

	* [r368] SWIG/History.i:
	  
	  Added iterator interface

2001-01-09 11:56  Luigi Ballabio

	* [r367] Include/qldefines.h:
	  
	  Added QL_ITERATOR macro

2001-01-09 11:51  Luigi Ballabio

	* [r366] Include/history.h:
	  
	  Using FilteringIterator for valid iterators

2001-01-09 11:51  Luigi Ballabio

	* [r365] Include/Utilities, Include/Utilities/filteringiterator.h,
	  Include/Utilities/stepiterator.h:
	  
	  Added a couple of smart iterators

2001-01-08 16:22  Ferdinando Ametrano

	* [r364] Include/Math/normaldistribution.h, Python/QuantLib.py,
	  Python/quantlib_wrap.cpp, Sources/Math/normaldistribution.cpp:
	  
	  added InverseCumulativeNormalDistribution

2001-01-08 16:20  Ferdinando Ametrano

	* [r363] SWIG/Distributions.i:
	  
	  Python interface now includes InverseCumulativeNormalDistribution

2001-01-08 16:19  Ferdinando Ametrano

	* [r362] Win/makefile.mak:
	  
	  added all Python test to test directive

2001-01-08 16:19  Ferdinando Ametrano

	* [r361] Python/Tests/american_option.py, Python/Tests/date.py,
	  Python/Tests/distributions.py, Python/Tests/european_option.py,
	  Python/Tests/european_with_dividends.py, Python/Tests/impliedVol.py,
	  Python/Tests/mcpricers.py, Python/Tests/statistics_test.py,
	  Python/Tests/testRNGs.py:
	  
	  more homogeneous format

2001-01-08 15:33  Ferdinando Ametrano

	* [r360] Python/Tests/american_option.py,
	  Python/Tests/distributions.py, Python/Tests/european_option.py,
	  Python/Tests/european_with_dividends.py, Python/Tests/impliedVol.py,
	  Python/Tests/mcpricers.py, Python/Tests/statistics_test.py,
	  Python/Tests/testRNGs.py:
	  
	  improved

2001-01-08 15:12  Ferdinando Ametrano

	* [r359] Python/Tests/date.py, Python/Tests/distributions.py:
	  
	  added test for date and distributions

2001-01-08 11:47  Luigi Ballabio

	* [r358] Include/Math/array.h, Include/array.h:
	  
	  Moved array.h back to Include folder

2001-01-08 11:44  Luigi Ballabio

	* [r357] Include/FiniteDifferences/operatortraits.h,
	  Include/FiniteDifferences/tridiagonaloperator.h,
	  Include/Math/array.h, Include/MonteCarlo/path.h,
	  Include/Pricers/americancondition.h,
	  Include/Pricers/bsmnumericaloption.h,
	  Include/Pricers/dividendamericanoption.h,
	  Include/expressiontemplates.h, Python/quantlib_wrap.cpp,
	  SWIG/Vectors.i, Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp:
	  
	  Array back into QuantLib namespace - Math namespace broke expression
	  templates, go figure

2001-01-08 10:28  Luigi Ballabio

	* [r356] Include/FiniteDifferences/operatortraits.h,
	  Include/FiniteDifferences/tridiagonaloperator.h,
	  Include/Math/array.h, Include/Math/newcubicspline.h,
	  Include/MonteCarlo/path.h, Include/Pricers/americancondition.h,
	  Include/Pricers/bsmnumericaloption.h,
	  Include/Pricers/dividendamericanoption.h, Include/array.h,
	  Python/quantlib_wrap.cpp, SWIG/Vectors.i,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/Math/newcubicspline.cpp,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp:
	  
	  Moved Array to Math namespace

2001-01-08 10:12  Luigi Ballabio

	* [r355] Sources/Pricers/dividendamericanoption.cpp:
	  
	  Fixed humongous bug where prices were not modified by dividends

2001-01-05 15:58  Luigi Ballabio

	* [r354] Include/MonteCarlo/path.h, Include/date.h,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp:
	  
	  Fixed Doxygen documentation

2001-01-05 13:06  Luigi Ballabio

	* [r353] Python/quantlib_wrap.cpp, SWIG/Currencies.i, SWIG/Date.i,
	  SWIG/String.i, SWIG/TermStructures.i, SWIG/Vectors.i:
	  
	  Fixed vector* typemaps

2001-01-05 12:52  Ferdinando Ametrano

	* [r352] Python/quantlib_wrap.cpp, Win/QuantLib.dsp:
	  
	  no message

2001-01-05 12:28  Luigi Ballabio

	* [r351] Include/MonteCarlo/controlvariatedpathpricer.h,
	  Include/MonteCarlo/singlepathcontrolvariatedpricer.h,
	  Sources/MonteCarlo/controlvariatedpathpricer.cpp,
	  Sources/MonteCarlo/singlepathcontrolvariatedpricer.cpp,
	  Sources/Pricers/mcasianpricer.cpp, Win/makefile.mak:
	  
	  Renamed SinglePathControlVariatedPricer to ControlVariatedPathPricer

2001-01-05 11:52  Luigi Ballabio

	* [r350] Include/MonteCarlo/averageasianpathpricer.h,
	  Include/MonteCarlo/singlepathaveragepriceasianpricer.h,
	  Sources/MonteCarlo/averageasianpathpricer.cpp,
	  Sources/MonteCarlo/singlepathaveragepriceasianpricer.cpp,
	  Sources/Pricers/mcasianpricer.cpp, Win/makefile.mak:
	  
	  Renamed SinglePathAveragePriceAsianPricer to AverageAsianPathPricer

2001-01-05 11:42  Luigi Ballabio

	* [r349] Include/MonteCarlo/europeanpathpricer.h,
	  Include/MonteCarlo/geometricasianpathpricer.h,
	  Include/MonteCarlo/mcpricer.h,
	  Include/MonteCarlo/singlepathaveragepriceasianpricer.h,
	  Include/MonteCarlo/singlepatheuropeanpricer.h,
	  Include/Pricers/mcasianpricer.h, Include/Pricers/mceuropeanpricer.h,
	  Sources/MonteCarlo/europeanpathpricer.cpp,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/singlepathaveragepriceasianpricer.cpp,
	  Sources/MonteCarlo/singlepatheuropeanpricer.cpp,
	  Sources/Pricers/mcasianpricer.cpp,
	  Sources/Pricers/mceuropeanpricer.cpp, Win/makefile.mak:
	  
	  Renamed SinglePathEuropeanPricer to EuropeanPathPricer

2001-01-05 11:18  Luigi Ballabio

	* [r348] Include/MonteCarlo/geometricasianpathpricer.h,
	  Include/MonteCarlo/pathpricer.h,
	  Include/MonteCarlo/singlepathgeometricasianpricer.h,
	  Sources/MonteCarlo/geometricasianpathpricer.cpp,
	  Sources/MonteCarlo/singlepathgeometricasianpricer.cpp,
	  Sources/Pricers/mcasianpricer.cpp, Win/makefile.mak:
	  
	  Renamed SinglePathGeometricAsianPricer to GeometricAsianPathPricer

2001-01-05 11:02  Luigi Ballabio

	* [r347] Include/MonteCarlo/montecarlo1d.h,
	  Include/MonteCarlo/pathpricer.h,
	  Include/MonteCarlo/singlepathcontrolvariatedpricer.h,
	  Include/MonteCarlo/singlepatheuropeanpricer.h,
	  Include/MonteCarlo/singlepathpricer.h,
	  Include/Pricers/mcasianpricer.h, Python/quantlib_wrap.cpp,
	  Sources/MonteCarlo/singlepathcontrolvariatedpricer.cpp,
	  Sources/MonteCarlo/singlepatheuropeanpricer.cpp,
	  Sources/Pricers/mcasianpricer.cpp,
	  Sources/Pricers/mceuropeanpricer.cpp:
	  
	  Renamed SinglePathPricer to PathPricer

2001-01-05 08:59  Luigi Ballabio

	* [r346] Python/Tests/american_option.py,
	  Python/Tests/european_option.py,
	  Python/Tests/european_with_dividends.py,
	  Python/Tests/greeks_in_american.py,
	  Python/Tests/greeks_in_european.py,
	  Python/Tests/greeks_in_european_with_dividend.py:
	  
	  Renamed a few tests

2001-01-04 20:09  Ferdinando Ametrano

	* [r345] Include/date.h, Python/QuantLib.py, Python/quantlib_wrap.cpp,
	  SWIG/Date.i, Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/london.cpp, Sources/Calendars/milan.cpp,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/target.cpp,
	  Sources/Calendars/zurich.cpp, Sources/dataformatters.cpp,
	  Sources/date.cpp:
	  
	  few changes: enumerations, tab/spaces, more checks, python test, bug
	  fixed

2001-01-04 20:07  Ferdinando Ametrano

	* [r344] Docs/README.txt:
	  
	  better readme (still to improve)

2001-01-04 20:06  Ferdinando Ametrano

	* [r343] Include/qlerrors.h:
	  
	  no real change

2001-01-04 17:31  Marco Marchioro

	* [r342] Include/MonteCarlo/antitheticcv.h,
	  Include/MonteCarlo/boxmuller.h,
	  Include/MonteCarlo/centrallimitgaussian.h,
	  Include/MonteCarlo/gaussianrandomgenerator.h,
	  Include/MonteCarlo/mcoptionsample.h, Include/MonteCarlo/mcpricer.h,
	  Include/MonteCarlo/montecarlo1d.h, Include/MonteCarlo/path.h,
	  Include/MonteCarlo/pathgenerator.h,
	  Include/MonteCarlo/singlepathaveragepriceasianpricer.h,
	  Include/MonteCarlo/singlepathcontrolvariatedpricer.h,
	  Include/MonteCarlo/singlepatheuropeanpricer.h,
	  Include/MonteCarlo/singlepathgeometricasianpricer.h,
	  Include/MonteCarlo/singlepathpricer.h,
	  Include/MonteCarlo/standardpathgenerator.h,
	  Include/MonteCarlo/uniformrandomgenerator.h,
	  Include/Pricers/geometricasianoption.h,
	  Include/Pricers/mcasianpricer.h, Include/Pricers/mceuropeanpricer.h,
	  Python/QuantLib.py, Python/Tests/mcpricers.py,
	  Python/quantlib_wrap.cpp, SWIG/MontecarloPricers.i, SWIG/QuantLib.i,
	  Sources/MonteCarlo/singlepathaveragepriceasianpricer.cpp,
	  Sources/MonteCarlo/singlepathcontrolvariatedpricer.cpp,
	  Sources/MonteCarlo/singlepatheuropeanpricer.cpp,
	  Sources/MonteCarlo/singlepathgeometricasianpricer.cpp,
	  Sources/Pricers/mcasianpricer.cpp,
	  Sources/Pricers/mceuropeanpricer.cpp, Win/PyQuantLib.dsp,
	  Win/QuantLib.dsp, Win/makefile.mak:
	  
	  Alpha version of the Monte Carlo tools.

2001-01-04 17:28  Ferdinando Ametrano

	* [r341] Win/README.txt:
	  
	  improved version

2001-01-04 11:59  Luigi Ballabio

	* [r340] Include/Math/normaldistribution.h, Python/QuantLib.py,
	  Python/quantlib_wrap.cpp, SWIG/BoundaryConditions.i,
	  SWIG/Calendars.i, SWIG/Currencies.i, SWIG/Date.i,
	  SWIG/DayCounters.i, SWIG/Financial.i, SWIG/History.i,
	  SWIG/Instruments.i, SWIG/Options.i, SWIG/Pricers.i,
	  SWIG/RandomGenerators.i, SWIG/Solvers1D.i, SWIG/Statistics.i,
	  SWIG/String.i, SWIG/TermStructures.i, SWIG/Vectors.i:
	  
	  Line wraps fixed when stumbling upon them

2001-01-04 11:58  Luigi Ballabio

	* [r339] Include/FiniteDifferences/dminus.h,
	  Include/FiniteDifferences/dplus.h,
	  Include/FiniteDifferences/dplusdminus.h,
	  Include/FiniteDifferences/dzero.h, Include/quantlib.h,
	  SWIG/Operators.i:
	  
	  Differential operators added

2001-01-04 11:54  Luigi Ballabio

	* [r338] SWIG/Distributions.i, SWIG/QuantLib.i:
	  
	  Distributions.i added

2001-01-02 14:34  Ferdinando Ametrano

	* [r337] Win/makefile.mak:
	  
	  removed all tabs (now 4 spaces)

2001-01-02 14:27  Ferdinando Ametrano

	* [r336] Win/makefile.mak:
	  
	  changed Python message

2000-12-28 15:25  Marco Marchioro

	* [r335] Include/quantlib.h:
	  
	  QLMNT QuantLib::MonteCarlo::

2000-12-28 11:40  Mario Aleppo

	* [r334] Include/qlerrors.h:
	  
	  Modified QL_REQUIRE and others

2000-12-27 18:12  Luigi Ballabio

	* [r333] Include/MonteCarlo/centrallimitgaussian.h:
	  
	  gaussWeight_ is now mutable

2000-12-27 17:56  Luigi Ballabio

	* [r332] Include/MonteCarlo/boxmuller.h,
	  Include/MonteCarlo/centrallimitgaussian.h,
	  Include/MonteCarlo/gaussianrandomgenerator.h,
	  Include/MonteCarlo/lecuyerrandomgenerator.h,
	  Include/MonteCarlo/uniformrandomgenerator.h:
	  
	  Cleaned up the documentation for use with Doxygen

2000-12-27 17:46  Luigi Ballabio

	* [r331] Sources/Math/randomgenerator.cpp:
	  
	  Moved to MonteCarlo folder

2000-12-27 17:18  Luigi Ballabio

	* [r330] Contributors.txt, Include/Math/normaldistribution.h,
	  Include/array.h, Include/dataformatters.h, Include/qldefines.h,
	  Include/qlerrors.h, Include/quantlib.h,
	  Sources/DayCounters/actualactual.cpp, Sources/dataformatters.cpp,
	  Win/makefile.mak:
	  
	  Changes for compiling under Linux and Alpha Linux

2000-12-27 17:09  Luigi Ballabio

	* [r329] Include/Math/boxmullergaussian.h,
	  Include/Math/centrallimitgaussian.h, Include/Math/randomgenerator.h:
	  
	  Moved to MonteCarlo folder

2000-12-27 15:41  Marco Marchioro

	* [r328] Win/makefile.mak:
	  
	  Update to complie with new random-number generators

2000-12-27 15:23  Marco Marchioro

	* [r327] Include/Math/randomgenerator.h, Include/MonteCarlo,
	  Include/MonteCarlo/boxmuller.h,
	  Include/MonteCarlo/centrallimitgaussian.h,
	  Include/MonteCarlo/gaussianrandomgenerator.h,
	  Include/MonteCarlo/lecuyerrandomgenerator.h,
	  Include/MonteCarlo/uniformrandomgenerator.h, Include/quantlib.h,
	  Python/QuantLib.py, Python/Tests/testRNGs.py,
	  Python/quantlib_wrap.cpp, SWIG/RandomGenerators.i,
	  Sources/MonteCarlo, Sources/MonteCarlo/lecuyerrandomgenerator.cpp,
	  Win/PyQuantLib.dsp, Win/QuantLib.dsp, Win/makefile.mak:
	  
	  Random number generators has been updated and documented.
	  Now the Sample Generator idea is fully implemented

2000-12-27 15:16  Luigi Ballabio

	* [r326] SWIG/Calendars.i, SWIG/Currencies.i, SWIG/Date.i,
	  SWIG/DayCounters.i, SWIG/History.i, SWIG/Instruments.i,
	  SWIG/String.i, SWIG/TermStructures.i:
	  
	  Using String typemap for i/o of std::string

2000-12-27 14:53  Luigi Ballabio

	* [r325] Sources/solver1d.cpp:
	  
	  using QL_EPSILON macro

2000-12-27 14:18  Luigi Ballabio

	* [r324] Include/history.h:
	  
	  added missing semicolons

2000-12-27 14:05  Luigi Ballabio

	* [r323] Include/FiniteDifferences/boundarycondition.h,
	  Include/FiniteDifferences/tridiagonaloperator.h,
	  Include/Math/statistics.h, Include/Pricers/bsmoption.h,
	  Include/Pricers/dividendeuropeanoption.h,
	  Include/TermStructures/flatforward.h, Include/array.h,
	  Include/forwardvolsurface.h, Include/history.h,
	  Include/instrument.h, Include/qldefines.h, Include/qlerrors.h,
	  Include/solver1d.h, Include/swaptionvolsurface.h,
	  Python/quantlib_wrap.cpp, SWIG/Solvers1D.i,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/Math/newcubicspline.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Solvers1D/newton.cpp, Sources/Solvers1D/newtonsafe.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/date.cpp, Sources/solver1d.cpp:
	  
	  Turned Require and Ensure functions into QL_REQUIRE and QL_ENSURE
	  macros

2000-12-22 15:14  Mario Aleppo

	* [r322] Python/quantlib_wrap.cpp:
	  
	  Updated

2000-12-22 15:13  Mario Aleppo

	* [r321] Include/forwardvolsurface.h, Include/swaptionvolsurface.h:
	  
	  Included spread.h

2000-12-22 08:20  Luigi Ballabio

	* [r320] Win/README.txt:
	  
	  Typos

2000-12-20 18:26  Enrico Sirola

	* [r319] Sources/calendar.cpp:
	  
	  test

2000-12-20 18:08  Ferdinando Ametrano

	* [r318] Python/quantlib_wrap.cpp:
	  
	  updated wrappers

2000-12-20 18:02  Ferdinando Ametrano

	* [r317] Docs/README.txt:
	  
	  no message

2000-12-20 18:01  Ferdinando Ametrano

	* [r316] Win/PyWrap.bat:
	  
	  swig1.3a5 now is swig

2000-12-20 18:01  Ferdinando Ametrano

	* [r315] Win/README.txt:
	  
	  improved README.txt

2000-12-20 17:59  Ferdinando Ametrano

	* [r314] Win/PyQuantLib.dsp, Win/QuantLib.dsp:
	  
	  updated to include new added files

2000-12-20 17:00  Enrico Sirola

	* [r313] Include/Math/randomgenerator.h, Include/solver1d.h,
	  Sources/Math/randomgenerator.cpp, Sources/Pricers/bsmoption.cpp,
	  Sources/Solvers1D/brent.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/dataformatters.cpp:
	  
	  modified to use new macros

2000-12-20 16:42  Enrico Sirola

	* [r312] Sources/calendar.cpp:
	  
	  commit test

2000-12-20 15:35  Luigi Ballabio

	* [r311] Python/quantlib_wrap.cpp:
	  
	  Updated

2000-12-20 15:30  Luigi Ballabio

	* [r310] Include/null.h, Sources/Math/statistics.cpp,
	  Sources/dataformatters.cpp:
	  
	  Using new defines for helping Linux port

2000-12-20 15:27  Luigi Ballabio

	* [r309] Include/qldefines.h:
	  
	  Added new defines for helping Linux port

2000-12-20 15:26  Luigi Ballabio

	* [r308] Include/instrument.h:
	  
	  #included null.h

2000-12-20 15:26  Luigi Ballabio

	* [r307] Include/discountfactor.h, Include/rate.h, Include/spread.h:
	  
	  Temporarily removed debug implementations

2000-12-20 15:19  Luigi Ballabio

	* [r306] Include/history.h:
	  
	  Removed History:: scopes not digestible by VC++

2000-12-20 10:23  Luigi Ballabio

	* [r305] Win/makefile.mak:
	  
	  swig1.3a5.exe renamed to swig.exe

2000-12-20 08:16  Ferdinando Ametrano

	* [r304] Win/QuantLib.dsw:
	  
	  added QuantLib workspace (without Python extension)

2000-12-19 14:52  Enrico Sirola

	* [r303] History.txt:
	  
	  dumb commit (test)

2000-12-18 18:38  Luigi Ballabio

	* [r302] Win/makefile.mak:
	  
	  Included dependency on History.i

2000-12-18 18:37  Luigi Ballabio

	* [r301] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  Updated

2000-12-18 18:37  Luigi Ballabio

	* [r300] Include/history.h, SWIG/History.i:
	  
	  Added to CVS

2000-12-18 18:36  Luigi Ballabio

	* [r299] SWIG/QuantLib.i:
	  
	  Included History.i

2000-12-18 18:32  Luigi Ballabio

	* [r298] Include/Math/boxmullergaussian.h,
	  Include/Math/centrallimitgaussian.h, Include/Math/randomgenerator.h,
	  Sources/Math/randomgenerator.cpp:
	  
	  Added CVS tags

2000-12-18 18:26  Luigi Ballabio

	* [r297] Include/array.h:
	  
	  Corrected Doxygen grouping

2000-12-18 15:58  Enrico Sirola

	* [r296] SWIG/String.i:
	  
	  typemap for string object added

2000-12-18 15:39  Enrico Sirola

	* [r295] Win/PyQuantLib.dsp:
	  
	  No message

2000-12-18 15:38  Enrico Sirola

	* [r294] SWIG/Vectors.i:
	  
	  Added typemap for const &

2000-12-18 15:38  Enrico Sirola

	* [r293] SWIG/TermStructures.i:
	  
	  Corrected error message

2000-12-18 15:37  Enrico Sirola

	* [r292] SWIG/Date.i:
	  
	  Added typemap for DateVector

2000-12-18 15:37  Enrico Sirola

	* [r291] SWIG/Currencies.i:
	  
	  Added typemap for CurrencyHandleVector

2000-12-15 12:27  Marco Marchioro

	* [r290] Win/QuantLib.dsp:
	  
	  Updated to account for uniform and gaussian random number generators

2000-12-15 12:21  Marco Marchioro

	* [r289] SWIG/QuantLib.i, SWIG/RandomGenerators.i:
	  
	  Swig interfaces for uniform and gaussian random number generators

2000-12-15 12:20  Marco Marchioro

	* [r288] Python/Tests/testRNGs.py:
	  
	  Test for uniform and gaussian random number generators

2000-12-15 12:19  Marco Marchioro

	* [r287] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  New wrappers for uniform and gaussian random number generators

2000-12-15 12:18  Marco Marchioro

	* [r286] Include/Math/boxmullergaussian.h,
	  Include/Math/centrallimitgaussian.h, Include/Math/randomgenerator.h,
	  Include/quantlib.h, Sources/Math/randomgenerator.cpp:
	  
	  Adding uniform and gaussian random number generators

2000-12-15 12:17  Marco Marchioro

	* [r285] Win/makefile.mak:
	  
	  changed "PYTHON_HOME" to allow spaces in files name

2000-12-15 10:03  Enrico Sirola

	* [r284] SWIG/Instruments.i:
	  
	  Updated Instrument interface

2000-12-15 10:00  Enrico Sirola

	* [r283] Include/instrument.h:
	  
	  Instrument interface slightly changed. PricedInstrument added.

2000-12-15 09:17  Ferdinando Ametrano

	* [r282] Include/Math/statistics.h:
	  
	  removed unnecessary variable token

2000-12-14 13:25  Luigi Ballabio

	* [r281] Docs/offline.doxy, Docs/online.doxy:
	  
	  Excluded quantlib.h (humongous dependency graph)

2000-12-14 12:57  Luigi Ballabio

	* [r280] Include/quantlib.h:
	  
	  Removed Doxygen file documentation block

2000-12-14 12:40  Luigi Ballabio

	* [r279] Include/Pricers/bsmeuropeanoption.h,
	  Include/TermStructures/flatforward.h,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmoption.cpp:
	  
	  Added CVS tags in Doxygen file documentation blocks

2000-12-14 12:32  Luigi Ballabio

	* [r278] Docs/offline.doxy, Docs/online.doxy,
	  Include/Calendars/frankfurt.h, Include/Calendars/london.h,
	  Include/Calendars/milan.h, Include/Calendars/newyork.h,
	  Include/Calendars/target.h, Include/Calendars/westerncalendar.h,
	  Include/Calendars/zurich.h, Include/Currencies/aud.h,
	  Include/Currencies/cad.h, Include/Currencies/chf.h,
	  Include/Currencies/dem.h, Include/Currencies/dkk.h,
	  Include/Currencies/eur.h, Include/Currencies/gbp.h,
	  Include/Currencies/itl.h, Include/Currencies/jpy.h,
	  Include/Currencies/sek.h, Include/Currencies/usd.h,
	  Include/DayCounters/actual360.h, Include/DayCounters/actual365.h,
	  Include/DayCounters/actualactual.h, Include/DayCounters/thirty360.h,
	  Include/DayCounters/thirty360european.h,
	  Include/DayCounters/thirty360italian.h,
	  Include/FiniteDifferences/backwardeuler.h,
	  Include/FiniteDifferences/boundarycondition.h,
	  Include/FiniteDifferences/bsmoperator.h,
	  Include/FiniteDifferences/cranknicolson.h,
	  Include/FiniteDifferences/evolver.h,
	  Include/FiniteDifferences/finitedifferencemodel.h,
	  Include/FiniteDifferences/forwardeuler.h,
	  Include/FiniteDifferences/identity.h,
	  Include/FiniteDifferences/operator.h,
	  Include/FiniteDifferences/operatortraits.h,
	  Include/FiniteDifferences/stepcondition.h,
	  Include/FiniteDifferences/tridiagonaloperator.h,
	  Include/Instruments/stock.h, Include/Math/location.h,
	  Include/Math/newcubicspline.h, Include/Math/normaldistribution.h,
	  Include/Math/statistics.h, Include/Patterns/observable.h,
	  Include/Pricers/americancondition.h,
	  Include/Pricers/bsmamericanoption.h,
	  Include/Pricers/bsmeuropeanoption.h,
	  Include/Pricers/bsmnumericaloption.h, Include/Pricers/bsmoption.h,
	  Include/Pricers/dividendamericanoption.h,
	  Include/Pricers/dividendeuropeanoption.h,
	  Include/Solvers1D/bisection.h, Include/Solvers1D/brent.h,
	  Include/Solvers1D/falseposition.h, Include/Solvers1D/newton.h,
	  Include/Solvers1D/newtonsafe.h, Include/Solvers1D/ridder.h,
	  Include/Solvers1D/secant.h, Include/TermStructures/flatforward.h,
	  Include/TermStructures/piecewiseconstantforwards.h, Include/array.h,
	  Include/calendar.h, Include/currency.h, Include/dataformatters.h,
	  Include/date.h, Include/daycounter.h, Include/deposit.h,
	  Include/discountfactor.h, Include/expressiontemplates.h,
	  Include/forwardvolsurface.h, Include/handle.h, Include/instrument.h,
	  Include/null.h, Include/options.h, Include/qldefines.h,
	  Include/qlerrors.h, Include/quantlib.h, Include/rate.h,
	  Include/solver1d.h, Include/spread.h, Include/swaptionvolsurface.h,
	  Include/termstructure.h, Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/london.cpp, Sources/Calendars/milan.cpp,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/target.cpp,
	  Sources/Calendars/westerncalendar.cpp, Sources/Calendars/zurich.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/Math/newcubicspline.cpp,
	  Sources/Math/normaldistribution.cpp, Sources/Math/statistics.cpp,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/calendar.cpp, Sources/dataformatters.cpp, Sources/date.cpp,
	  Sources/solver1d.cpp:
	  
	  Added CVS tags in Doxygen file documentation blocks

2000-12-13 18:10  Ferdinando Ametrano

	* [r277] Include/Calendars/frankfurt.h, Include/Calendars/london.h,
	  Include/Calendars/milan.h, Include/Calendars/newyork.h,
	  Include/Calendars/target.h, Include/Calendars/westerncalendar.h,
	  Include/Calendars/zurich.h, Include/Currencies/aud.h,
	  Include/Currencies/cad.h, Include/Currencies/chf.h,
	  Include/Currencies/dem.h, Include/Currencies/dkk.h,
	  Include/Currencies/eur.h, Include/Currencies/gbp.h,
	  Include/Currencies/itl.h, Include/Currencies/jpy.h,
	  Include/Currencies/sek.h, Include/Currencies/usd.h,
	  Include/DayCounters/actual360.h, Include/DayCounters/actual365.h,
	  Include/DayCounters/actualactual.h, Include/DayCounters/thirty360.h,
	  Include/DayCounters/thirty360european.h,
	  Include/DayCounters/thirty360italian.h,
	  Include/FiniteDifferences/backwardeuler.h,
	  Include/FiniteDifferences/boundarycondition.h,
	  Include/FiniteDifferences/bsmoperator.h,
	  Include/FiniteDifferences/cranknicolson.h,
	  Include/FiniteDifferences/evolver.h,
	  Include/FiniteDifferences/finitedifferencemodel.h,
	  Include/FiniteDifferences/forwardeuler.h,
	  Include/FiniteDifferences/identity.h,
	  Include/FiniteDifferences/operator.h,
	  Include/FiniteDifferences/operatortraits.h,
	  Include/FiniteDifferences/stepcondition.h,
	  Include/FiniteDifferences/tridiagonaloperator.h,
	  Include/Instruments/stock.h, Include/Math/location.h,
	  Include/Math/newcubicspline.h, Include/Math/normaldistribution.h,
	  Include/Math/statistics.h, Include/Patterns/observable.h,
	  Include/Pricers/americancondition.h,
	  Include/Pricers/bsmamericanoption.h,
	  Include/Pricers/bsmeuropeanoption.h,
	  Include/Pricers/bsmnumericaloption.h, Include/Pricers/bsmoption.h,
	  Include/Pricers/dividendamericanoption.h,
	  Include/Pricers/dividendeuropeanoption.h,
	  Include/Solvers1D/bisection.h, Include/Solvers1D/brent.h,
	  Include/Solvers1D/falseposition.h, Include/Solvers1D/newton.h,
	  Include/Solvers1D/newtonsafe.h, Include/Solvers1D/ridder.h,
	  Include/Solvers1D/secant.h,
	  Include/TermStructures/piecewiseconstantforwards.h, Include/array.h,
	  Include/calendar.h, Include/currency.h, Include/dataformatters.h,
	  Include/date.h, Include/daycounter.h, Include/deposit.h,
	  Include/discountfactor.h, Include/expressiontemplates.h,
	  Include/forwardvolsurface.h, Include/handle.h, Include/instrument.h,
	  Include/null.h, Include/options.h, Include/qlerrors.h,
	  Include/quantlib.h, Include/rate.h, Include/solver1d.h,
	  Include/spread.h, Include/swaptionvolsurface.h,
	  Include/termstructure.h, Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/london.cpp, Sources/Calendars/milan.cpp,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/target.cpp,
	  Sources/Calendars/westerncalendar.cpp, Sources/Calendars/zurich.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/Math/newcubicspline.cpp,
	  Sources/Math/normaldistribution.cpp, Sources/Math/statistics.cpp,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/calendar.cpp, Sources/dataformatters.cpp, Sources/date.cpp,
	  Sources/solver1d.cpp:
	  
	  CVS keyword added

2000-12-13 17:57  Ferdinando Ametrano

	* [r276] Include/qldefines.h:
	  
	  CVS keyword modified

2000-12-13 17:53  Ferdinando Ametrano

	* [r275] Include/qldefines.h:
	  
	  CVS $Id$ and $Sources$ and $Log$ keywords added

2000-12-13 17:52  Ferdinando Ametrano

	* [r274] Include/qldefines.h:
	  
	  CVS $Id$ and $Sources$ and $Log$ keywords added

2000-12-13 13:30  Luigi Ballabio

	* [r273] Win/makefile.mak:
	  
	  undefined MAKE since it is not called

2000-12-13 13:28  Ferdinando Ametrano

	* [r272] Win/makefile.mak:
	  
	  removed "tentative" adjective from comment.
	  Luigi did a great work.
	  
	  What a wonderful world if he would also work
	  on RiskMap demo client and date schedule

2000-12-13 13:15  Ferdinando Ametrano

	* [r271] Win/QuantLib.dsp:
	  
	  removed old cancelled files from the VS project

2000-12-13 13:15  Luigi Ballabio

	* [r270] Win/makefile.mak:
	  
	  Independent of user-dependent path

2000-12-13 12:20  Ferdinando Ametrano

	* [r269] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  updated wrapper

2000-12-13 11:27  Ferdinando Ametrano

	* [r268] Include/Math/statistics.h, Python/Tests/statistics_test.py,
	  SWIG/Statistics.i:
	  
	  added errorEstimate()

2000-12-13 10:23  Luigi Ballabio

	* [r267] Include/calendar.h, Include/currency.h,
	  Python/quantlib_wrap.cpp, SWIG/Calendars.i, Sources/calendar.cpp:
	  
	  Extended Calendar::advance(...) method

2000-12-12 17:36  Ferdinando Ametrano

	* [r266] Include/qldefines.h:
	  
	  added new comment for documentation

2000-12-12 17:35  Ferdinando Ametrano

	* [r265] Docs/onlinefooter.html:
	  
	  new footer

2000-12-12 12:13  Ferdinando Ametrano

	* [r264] Include/termstructure.h:
	  
	  comment typo fixed

2000-12-12 11:28  Luigi Ballabio

	* [r263] Win/makefile.mak:
	  
	  Using new doxygen configuration files

2000-12-12 11:22  Luigi Ballabio

	* [r262] Docs/offline.doxy, Docs/online.doxy, Docs/onlinefooter.html:
	  
	  Diversified online and offline footer

2000-12-12 11:21  Luigi Ballabio

	* [r261] Docs/doxygen.cfg:
	  
	  Renamed

2000-12-11 11:22  Luigi Ballabio

	* [r260] Include/Currencies/chf.h:
	  
	  Typo in documentation

2000-12-11 11:22  Luigi Ballabio

	* [r259] Include/qldefines.h:
	  
	  Expression templates now work under CodeWarrior 4

2000-12-11 11:00  Luigi Ballabio

	* [r258] Docs/doxygen.cfg, Include/array.h,
	  Include/expressiontemplates.h, Include/qldefines.h:
	  
	  Expression templates now work under Borland C++ 5.5

2000-12-11 11:00  Luigi Ballabio

	* [r257] Include/quantlib.h:
	  
	  removed QL_INCLUDE_IN_SUBFOLDER

2000-12-06 17:23  Marco Marchioro

	* [r256] Include/Math/statistics.h:
	  
	  Huge bug found. Now variance is positive!

2000-12-05 15:46  Luigi Ballabio

	* [r255] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  Updated wrappers

2000-12-05 15:44  Luigi Ballabio

	* [r254] Win/makefile.mak:
	  
	  QL_DEBUG defined in debug mode

2000-12-05 15:44  Luigi Ballabio

	* [r253] SWIG/TermStructures.i:
	  
	  Flat forward curve added

2000-12-05 15:43  Luigi Ballabio

	* [r252] Include/TermStructures/flatforward.h,
	  Include/TermStructures/piecewiseconstantforwards.h,
	  Sources/TermStructures/piecewiseconstantforwards.cpp:
	  
	  no message

2000-12-05 15:43  Luigi Ballabio

	* [r251] Sources/date.cpp:
	  
	  Prevented out-of-array access in d/m/y constructor

2000-12-05 15:41  Luigi Ballabio

	* [r250] Include/quantlib.h:
	  
	  flatforward.h added

2000-12-05 15:40  Luigi Ballabio

	* [r249] Docs/doxygen.cfg:
	  
	  Updated for Doxygen 1.2.3-20001203

2000-12-05 12:15  Marco Marchioro

	* [r248] Sources/Pricers/bsmnumericaloption.cpp:
	  
	  Erooro message updated

2000-12-05 12:14  Marco Marchioro

	* [r247] Python/quantlib_wrap.cpp:
	  
	  Updating wrapper

2000-12-05 12:12  Marco Marchioro

	* [r246] Include/Math/statistics.h:
	  
	  int has been change to double to allow for many samples

2000-12-04 13:12  Luigi Ballabio

	* [r245] Include/qldefines.h:
	  
	  QL_CTIME_IN_STD and QL_CLOCK added

2000-12-04 12:37  Ferdinando Ametrano

	* [r244] Linux/makefile:
	  
	  no message

2000-12-04 12:22  Ferdinando Ametrano

	* [r243] Linux/makefile:
	  
	  no message

2000-12-04 12:22  Ferdinando Ametrano

	* [r242] Linux/makefile:
	  
	  no message

2000-12-01 12:46  Marco Marchioro

	* [r241] Python/Tests/greeks_in_european_with_dividend.py:
	  
	  Theta has been introduced

2000-11-30 15:26  Luigi Ballabio

	* [r240] Win/makefile.mak:
	  
	  Oops...

2000-11-30 15:11  Ferdinando Ametrano

	* [r239] Linux/pluto:
	  
	  no message

2000-11-30 15:10  Ferdinando Ametrano

	* [r238] Linux/pluto:
	  
	  no message

2000-11-30 14:43  Luigi Ballabio

	* [r237] Win/makefile.mak:
	  
	  no message

2000-11-30 14:18  Adolfo Benin

	* [r236] Win/makefile.mak:
	  
	  tlib and more link options added

2000-11-30 11:57  Adolfo Benin

	* [r235] Win/makefile.mak:
	  
	  Corrected conditional directives for DEBUG

2000-11-30 11:31  Adolfo Benin

	* [r234] Win/makefile.mak:
	  
	  Added conditional directives for DEBUG

2000-11-29 09:31  Ferdinando Ametrano

	* [r233] Win/makefile.mak:
	  
	  movified move into copy in the install directive

2000-11-29 09:13  Ferdinando Ametrano

	* [r232] Linux, Linux/README:
	  
	  no message

2000-11-29 09:09  Ferdinando Ametrano

	* [r231] Linux:
	  
	  no message

2000-11-28 18:11  Ferdinando Ametrano

	* [r230] Win/makefile.mak:
	  
	  no message

2000-11-28 17:32  Ferdinando Ametrano

	* [r229] Win/README.txt:
	  
	  restored the test reference

2000-11-28 09:17  Marco Marchioro

	* [r228] Include/Pricers/dividendamericanoption.h,
	  Sources/Pricers/dividendamericanoption.cpp:
	  
	  Theta has been added, but not yet tested

2000-11-28 09:13  Marco Marchioro

	* [r227] SWIG/Pricers.i:
	  
	  Greeks added for options with dividend

2000-11-28 09:12  Marco Marchioro

	* [r226] Python/Tests/greeks_in_european_with_dividend.py,
	  Win/makefile.mak:
	  
	  New test added for greeks in DividendEuropeanOption

2000-11-28 09:09  Marco Marchioro

	* [r225] Include/Pricers/dividendeuropeanoption.h:
	  
	  rho now is working

2000-11-28 09:07  Luigi Ballabio

	* [r224] Include/Math/location.h:
	  
	  Added dummy returns

2000-11-27 17:08  Luigi Ballabio

	* [r223] Linux/README:
	  
	  no message

2000-11-27 17:07  Luigi Ballabio

	* [r222] Docs/doxygen.cfg:
	  
	  added GENERATE_TREEVIEW for the latest Doxygen release

2000-11-23 17:07  Ferdinando Ametrano

	* [r221] Win/makefile.mak:
	  
	  account for the standard installation of Python 2.0

2000-11-23 16:12  Ferdinando Ametrano

	* [r220] Linux/README:
	  
	  no message

2000-11-23 16:02  Ferdinando Ametrano

	* [r219] Linux/README:
	  
	  no message

2000-11-23 15:51  Ferdinando Ametrano

	* [r218] Linux/README:
	  
	  explanation added about the new Linux MAKEFILE

2000-11-23 15:08  Luigi Ballabio

	* [r217] Win/makefile.mak:
	  
	  Used $(PYTHON_ROOT) to define PYTHON_INCLUDE and PYTHON_LIBS

2000-11-23 15:05  Luigi Ballabio

	* [r216] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  Updated

2000-11-23 14:46  Luigi Ballabio

	* [r215] SWIG/Date.i:
	  
	  Added comparison between dates

2000-11-23 10:11  Ferdinando Ametrano

	* [r214] Win/makefile.mak:
	  
	  modified the clean directive:
	  now it doesn't delete quantlib.py and quantlib_wrap.cpp

2000-11-23 09:53  Ferdinando Ametrano

	* [r213] Win/makefile.mak:
	  
	  fixed a dir problem in the test directive

2000-11-23 09:51  Ferdinando Ametrano

	* [r212] Python/Tests/greeks_in_american.py,
	  Python/Tests/greeks_in_european.py, Python/Tests/impliedVol.py,
	  Python/Tests/statistics_test.py:
	  
	  changed the end message

2000-11-22 08:59  Ferdinando Ametrano

	* [r211] Readme.txt, SWIG/README.txt:
	  
	  little changes

2000-11-22 08:36  Marco Marchioro

	* [r210] Linux/README, Python/README.txt, Readme.txt, SWIG/README.txt,
	  Win/README.txt:
	  
	  Minor changes in README file

2000-11-21 16:43  Ferdinando Ametrano

	* [r209] Docs/README.txt:
	  
	  rephrased
	  Luigi: ma i link che ho messo sono attendibili ?

2000-11-21 16:37  Luigi Ballabio

	* [r208] Docs/README.txt, Linux/README:
	  
	  no message

2000-11-21 16:27  Luigi Ballabio

	* [r207] Win/README.txt:
	  
	  no message

2000-11-21 15:55  Ferdinando Ametrano

	* [r206] Readme.txt:
	  
	  prova

2000-11-21 15:55  Ferdinando Ametrano

	* [r205] Docs/README.txt, Include/Pricers/dividendeuropeanoption.h,
	  Linux/README, Mac/README.txt, Python/README.txt,
	  Python/quantlib_wrap.cpp, Readme.txt, SWIG/README.txt,
	  Sources/Pricers/dividendamericanoption.cpp, Win/README.txt:
	  
	  added a few READMEs
	  Luigi e Marco: CONTROLLATELI !!!!

2000-11-20 17:08  Ferdinando Ametrano

	* [r204] Win/makefile.mak:
	  
	  added install directive.
	  test and install dependencies should be added

2000-11-20 14:49  Ferdinando Ametrano

	* [r203] Win/QuantLib.dsp:
	  
	  no message

2000-11-20 14:49  Ferdinando Ametrano

	* [r202] Win/PyQuantLib.dsw:
	  
	  PyQuantLib dsw contains PyQuantLib dsp and QuantLib dsp

2000-11-20 12:43  Ferdinando Ametrano

	* [r201] Authors.txt, Contributors.txt, History.txt, Linux,
	  Linux/README, News.txt:
	  
	  no message

2000-11-20 12:28  Ferdinando Ametrano

	* [r200] Win/makefile.mak:
	  
	  added test:: directive that performs python tests

2000-11-20 12:10  Luigi Ballabio

	* [r199] Win/makefile.mak:
	  
	  no message

2000-11-20 11:16  Luigi Ballabio

	* [r198] Include/qldefines.h, Python/quantlib_wrap.cpp,
	  Win/makefile.mak:
	  
	  no message

2000-11-17 13:56  Ferdinando Ametrano

	* [r197] Sources/Pricers/bsmoption.cpp:
	  
	  removed wrong the intrinsic value check from the method impliedVol

2000-11-17 12:40  Luigi Ballabio

	* [r196] Include/Calendars/frankfurt.h, Include/Calendars/london.h,
	  Include/Calendars/milan.h, Include/Calendars/target.h,
	  Include/Calendars/zurich.h, Include/deposit.h:
	  
	  Changed documentation

2000-11-17 12:39  Luigi Ballabio

	* [r195] Docs/doxygen.cfg:
	  
	  EXTRACT_ALL set to true

2000-11-17 12:38  Luigi Ballabio

	* [r194] SWIG/Calendars.i, SWIG/Currencies.i, SWIG/DayCounters.i,
	  SWIG/Instruments.i, SWIG/TermStructures.i:
	  
	  Changed comment

2000-11-17 12:36  Luigi Ballabio

	* [r193] Win/makefile.mak:
	  
	  QuantLib is now the default target

2000-11-17 12:21  Ferdinando Ametrano

	* [r192] Include/qldefines.h:
	  
	  added two section to the documentation main page

2000-11-17 12:17  Ferdinando Ametrano

	* [r191] Python/quantlib_wrap.cpp:
	  
	  no message

2000-11-17 12:16  Ferdinando Ametrano

	* [r190] Win/PyQuantLib.dsp, Win/QuantLib.dsp:
	  
	  catch up with the moving *.h files

2000-11-17 09:49  Luigi Ballabio

	* [r189] Docs/doxygen.cfg:
	  
	  hidden undocumented classes

2000-11-17 09:05  Luigi Ballabio

	* [r188] Include/Currencies/aud.h, Include/Currencies/cad.h,
	  Include/Currencies/chf.h, Include/Currencies/dem.h,
	  Include/Currencies/dkk.h, Include/Currencies/eur.h,
	  Include/Currencies/gbp.h, Include/Currencies/itl.h,
	  Include/Currencies/jpy.h, Include/Currencies/sek.h,
	  Include/Currencies/usd.h:
	  
	  right calendar included

2000-11-16 17:51  Luigi Ballabio

	* [r187] Docs/doxygen.cfg, Include/Pricers/americancondition.h,
	  Include/Pricers/bsmamericanoption.h,
	  Include/Pricers/bsmnumericaloption.h,
	  Include/Pricers/dividendamericanoption.h,
	  Include/forwardvolsurface.h, Include/qldefines.h,
	  Include/swaptionvolsurface.h, Include/termstructure.h,
	  Python/QuantLib.py, Python/quantlib_wrap.cpp,
	  SWIG/BoundaryConditions.i, SWIG/Calendars.i, SWIG/Currencies.i,
	  SWIG/Date.i, SWIG/DayCounters.i, SWIG/Financial.i,
	  SWIG/Instruments.i, SWIG/Operators.i, SWIG/Options.i,
	  SWIG/Pricers.i, SWIG/QuantLib.i, SWIG/Solvers1D.i,
	  SWIG/Statistics.i, SWIG/TermStructures.i, SWIG/Vectors.i,
	  Sources/Calendars/frankfurt.cpp, Sources/Calendars/london.cpp,
	  Sources/Calendars/milan.cpp, Sources/Calendars/newyork.cpp,
	  Sources/Calendars/target.cpp, Sources/Calendars/westerncalendar.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp,
	  Sources/Math/newcubicspline.cpp,
	  Sources/Math/normaldistribution.cpp, Sources/Math/statistics.cpp,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Win/makefile.mak:
	  
	  no more global include files

2000-11-16 17:36  Luigi Ballabio

	* [r186] Include/Calendars/zurich.h, Include/Currencies/aud.h,
	  Include/Currencies/cad.h, Include/Currencies/chf.h,
	  Include/Currencies/dkk.h, Include/Currencies/jpy.h,
	  Include/Currencies/sek.h, Include/quantlib.h,
	  Sources/Calendars/zurich.cpp:
	  
	  Added

2000-11-16 17:31  Luigi Ballabio

	* [r185] Include/calendars.h, Include/currencies.h,
	  Include/daycounters.h, Include/finitedifferences.h,
	  Include/instruments.h, Include/mathtools.h, Include/patterns.h,
	  Include/pricers.h, Include/solvers1d.h, Include/termstructures.h:
	  
	  Deleted - quantlib.h created instead

2000-11-16 14:25  Ferdinando Ametrano

	* [r184] Win/QuantLib.dsp:
	  
	  updated to catch up with project/file Borland related modifications

2000-11-16 14:24  Ferdinando Ametrano

	* [r183] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  no message

2000-11-16 14:08  Ferdinando Ametrano

	* [r182] Sources/FiniteDifferences/tridiagonaloperator.cpp:
	  
	  extended error message

2000-11-16 12:30  Luigi Ballabio

	* [r181] Include/Calendars/westerncalendar.h, Include/calendars.h,
	  Include/currencies.h, Include/daycounters.h,
	  Include/finitedifferences.h, Include/forwardvolsurface.h,
	  Include/instrument.h, Include/instruments.h, Include/mathtools.h,
	  Include/patterns.h, Include/pricers.h, Include/solvers1d.h,
	  Include/termstructures.h:
	  
	  Documentation corrected

2000-11-16 12:06  Ferdinando Ametrano

	* [r180] Sources/Pricers/bsmoption.cpp:
	  
	  fixed the buggy intrinsic value check for impliedVol

2000-11-16 11:44  Luigi Ballabio

	* [r179] Include/qldefines.h:
	  
	  Changed macro definitions to allow template arguments

2000-11-16 11:29  Ferdinando Ametrano

	* [r178] Sources/Pricers/bsmoption.cpp:
	  
	  target value for impliedVol now is checked to be > option's
	  intrinsic value

2000-11-15 16:33  Luigi Ballabio

	* [r177] Win/makefile.mak:
	  
	  Using MAKEDIR macro to find BCC paths

2000-11-15 16:28  Luigi Ballabio

	* [r176] Win/makefile.mak:
	  
	  Simplified using .autodepend

2000-11-15 15:50  Marco Marchioro

	* [r175] Include/Pricers/bsmnumericaloption.h,
	  Include/Pricers/dividendamericanoption.h,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/dividendamericanoption.cpp:
	  
	  Sfatey feature: grid has default dimension

2000-11-15 15:47  Marco Marchioro

	* [r174] SWIG/Pricers.i:
	  
	  New interface with default values for american options

2000-11-15 09:01  Marco Marchioro

	* [r173] Sources/Pricers/dividendamericanoption.cpp:
	  
	  The number of time steps is chosen automatically

2000-11-15 09:00  Marco Marchioro

	* [r172] Include/mathtools.h, Include/pricers.h:
	  
	  Modified to include DividendEuropeanOption and
	  DividendAmericanOption

2000-11-15 08:49  Marco Marchioro

	* [r171] SWIG/Pricers.i:
	  
	  Class DividendEuropeanOption and DividendAmericanOption now have an
	  interface

2000-11-15 08:48  Marco Marchioro

	* [r170] Include/Pricers/dividendeuropeanoption.h:
	  
	  Function riskless(...) has been moved inside class
	  DividendEuropeanOption

2000-11-14 17:32  Marco Marchioro

	* [r169] Win/makefile.mak:
	  
	  Updated makefile that includes options with discrete dividends

2000-11-14 17:31  Marco Marchioro

	* [r168] Python/Tests/greeks_in_american.py:
	  
	  small problem fixed

2000-11-14 17:29  Marco Marchioro

	* [r167] Include/Pricers/dividendamericanoption.h,
	  Include/Pricers/dividendeuropeanoption.h,
	  Sources/Pricers/dividendamericanoption.cpp:
	  
	  options with discrete dividends are added

2000-11-14 17:26  Marco Marchioro

	* [r166] Sources/Math/newcubicspline.cpp:
	  
	  newcubicspline are added

2000-11-14 17:24  Marco Marchioro

	* [r165] Include/Math/location.h, Include/Math/newcubicspline.h:
	  
	  location and newcubicspline are added

2000-11-14 08:56  Marco Marchioro

	* [r164] Include/Pricers/bsmnumericaloption.h,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp:
	  
	  thePrices have been converted to theInitialPrices

2000-11-13 17:01  Luigi Ballabio

	* [r163] Include/solver1d.h, Win/makefile.mak:
	  
	  Documentation added

2000-11-13 16:30  Marco Marchioro

	* [r162] Include/array.h:
	  
	  qlerrors.h is now included

2000-11-13 15:44  Luigi Ballabio

	* [r161] Win/makefile.mak:
	  
	  Parameterized Python lib

2000-11-13 15:41  Luigi Ballabio

	* [r160] Win/makefile.mak:
	  
	  Added "clean" target

2000-11-13 15:30  Luigi Ballabio

	* [r159] Win/makefile.mak:
	  
	  Added target for documentation

2000-11-13 15:29  Luigi Ballabio

	* [r158] Docs, Docs/doxygen.cfg:
	  
	  (Re)added

2000-11-13 15:26  Luigi Ballabio

	* [r157] Docs:
	  
	  no message

2000-11-13 15:25  Ferdinando Ametrano

	* [r156] Win/QuantLib.dsp:
	  
	  catch up with moved *.h

2000-11-13 15:02  Luigi Ballabio

	* [r155] Sources/Math/statistics.cpp, Sources/statistics.cpp:
	  
	  no message

2000-11-13 14:18  Luigi Ballabio

	* [r154] Include/FiniteDifferences/backwardeuler.h,
	  Include/FiniteDifferences/forwardeuler.h:
	  
	  Corrected the template metaprogramming thing

2000-11-13 13:00  Luigi Ballabio

	* [r153] Include/calendars.h, Include/currencies.h,
	  Include/daycounters.h, Include/finitedifferences.h,
	  Include/forwardvolsurface.h, Include/solvers1d.h,
	  Include/swaptionvolsurface.h, Include/termstructure.h,
	  Python/Tests/greeks_in_american.py, Python/quantlib_wrap.cpp,
	  SWIG/Instruments.i, SWIG/Statistics.i, SWIG/TermStructures.i,
	  Sources/Math/normaldistribution.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Win/makefile.mak:
	  
	  no message

2000-11-13 12:59  Luigi Ballabio

	* [r152] Sources/Pricers/bsmamericanoption.cpp:
	  
	  Changed theta calculation

2000-11-13 12:53  Luigi Ballabio

	* [r151] Include/array.h:
	  
	  Inlined algebra

2000-11-13 12:49  Luigi Ballabio

	* [r150] Include/TermStructures,
	  Include/TermStructures/piecewiseconstantforwards.h:
	  
	  Moved from Include folder

2000-11-13 12:47  Luigi Ballabio

	* [r149] Include/patterns.h, Include/termstructures.h:
	  
	  Added

2000-11-13 12:45  Luigi Ballabio

	* [r148] Include/piecewiseconstantforwards.h:
	  
	  Moved to TermStructures folder

2000-11-13 12:42  Luigi Ballabio

	* [r147] Include/Instruments, Include/Instruments/stock.h,
	  Include/Patterns, Include/Patterns/observable.h:
	  
	  Moved from Include folder

2000-11-13 12:41  Luigi Ballabio

	* [r146] Include/observable.h:
	  
	  Moved to Patterns folder

2000-11-13 12:37  Luigi Ballabio

	* [r145] Include/instruments.h:
	  
	  Added

2000-11-13 12:33  Luigi Ballabio

	* [r144] Include/stock.h:
	  
	  Moved to Instruments folder

2000-11-13 12:31  Luigi Ballabio

	* [r143] Include/Math, Include/Math/normaldistribution.h,
	  Include/Math/statistics.h:
	  
	  Moved from Include folder

2000-11-13 12:29  Luigi Ballabio

	* [r142] Include/mathtools.h:
	  
	  no message

2000-11-13 12:28  Luigi Ballabio

	* [r141] Include/normaldistribution.h, Include/statistics.h:
	  
	  Moved to Math folder

2000-11-10 17:22  Luigi Ballabio

	* [r140] SWIG/BoundaryConditions.i, SWIG/Calendars.i,
	  SWIG/Currencies.i, SWIG/DayCounters.i, SWIG/Operators.i,
	  SWIG/Pricers.i, SWIG/Solvers1D.i, Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/london.cpp, Sources/Calendars/milan.cpp,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/target.cpp,
	  Sources/Calendars/westerncalendar.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Solvers1D/bisection.cpp,
	  Sources/Solvers1D/brent.cpp, Sources/Solvers1D/falseposition.cpp,
	  Sources/Solvers1D/newton.cpp, Sources/Solvers1D/newtonsafe.cpp,
	  Sources/Solvers1D/ridder.cpp, Sources/Solvers1D/secant.cpp,
	  Win/makefile.mak:
	  
	  Updated to account for the subfolders in the Include folder

2000-11-10 17:18  Luigi Ballabio

	* [r139] Sources/FiniteDifferences,
	  Sources/FiniteDifferences/bsmoperator.cpp,
	  Sources/FiniteDifferences/tridiagonaloperator.cpp:
	  
	  Moved from Operators folder

2000-11-10 17:16  Luigi Ballabio

	* [r138] Sources/Operators:
	  
	  Moved to FiniteDifferences folder

2000-11-10 17:12  Luigi Ballabio

	* [r137] Python/quantlib_wrap.cpp:
	  
	  Updated versions

2000-11-10 17:11  Luigi Ballabio

	* [r136] Include/qldefines.h:
	  
	  Added support for subfolders in Include

2000-11-10 17:11  Luigi Ballabio

	* [r135] Include/calendars.h, Include/currencies.h,
	  Include/daycounters.h, Include/finitedifferences.h,
	  Include/pricers.h, Include/solvers1d.h:
	  
	  Added

2000-11-10 17:10  Luigi Ballabio

	* [r134] Include/bisection.h, Include/brent.h,
	  Include/falseposition.h, Include/newton.h, Include/newtonsafe.h,
	  Include/ridder.h, Include/secant.h:
	  
	  Moved to Solvers1D directory

2000-11-10 17:09  Luigi Ballabio

	* [r133] Include/Calendars, Include/Calendars/frankfurt.h,
	  Include/Calendars/london.h, Include/Calendars/milan.h,
	  Include/Calendars/newyork.h, Include/Calendars/target.h,
	  Include/Calendars/westerncalendar.h, Include/Currencies,
	  Include/Currencies/dem.h, Include/Currencies/eur.h,
	  Include/Currencies/gbp.h, Include/Currencies/itl.h,
	  Include/Currencies/usd.h, Include/DayCounters,
	  Include/DayCounters/actual360.h, Include/DayCounters/actual365.h,
	  Include/DayCounters/actualactual.h, Include/DayCounters/thirty360.h,
	  Include/DayCounters/thirty360european.h,
	  Include/DayCounters/thirty360italian.h, Include/FiniteDifferences,
	  Include/FiniteDifferences/backwardeuler.h,
	  Include/FiniteDifferences/boundarycondition.h,
	  Include/FiniteDifferences/bsmoperator.h,
	  Include/FiniteDifferences/cranknicolson.h,
	  Include/FiniteDifferences/evolver.h,
	  Include/FiniteDifferences/finitedifferencemodel.h,
	  Include/FiniteDifferences/forwardeuler.h,
	  Include/FiniteDifferences/identity.h,
	  Include/FiniteDifferences/operator.h,
	  Include/FiniteDifferences/operatortraits.h,
	  Include/FiniteDifferences/stepcondition.h,
	  Include/FiniteDifferences/tridiagonaloperator.h, Include/Pricers,
	  Include/Pricers/americancondition.h,
	  Include/Pricers/bsmamericanoption.h,
	  Include/Pricers/bsmeuropeanoption.h,
	  Include/Pricers/bsmnumericaloption.h, Include/Pricers/bsmoption.h,
	  Include/Solvers1D, Include/Solvers1D/bisection.h,
	  Include/Solvers1D/brent.h, Include/Solvers1D/falseposition.h,
	  Include/Solvers1D/newton.h, Include/Solvers1D/newtonsafe.h,
	  Include/Solvers1D/ridder.h, Include/Solvers1D/secant.h:
	  
	  Moved from Include directory

2000-11-10 17:08  Luigi Ballabio

	* [r132] Include/americancondition.h, Include/bsmamericanoption.h,
	  Include/bsmeuropeanoption.h, Include/bsmnumericaloption.h,
	  Include/bsmoption.h:
	  
	  Moved to Pricers directory

2000-11-10 17:06  Luigi Ballabio

	* [r131] Include/backwardeuler.h, Include/blackscholesmerton.h,
	  Include/boundarycondition.h, Include/cranknicolson.h,
	  Include/evolver.h, Include/finitedifferencemodel.h,
	  Include/forwardeuler.h, Include/identity.h, Include/operator.h,
	  Include/operatortraits.h, Include/stepcondition.h,
	  Include/tridiagonaloperator.h:
	  
	  Moved to FiniteDifferences directory

2000-11-10 17:02  Luigi Ballabio

	* [r130] Include/actual360.h, Include/actual365.h,
	  Include/actualactual.h, Include/thirty360.h,
	  Include/thirty360european.h, Include/thirty360italian.h:
	  
	  Moved to DayCounters directory

2000-11-10 17:00  Luigi Ballabio

	* [r129] Include/dem.h, Include/eur.h, Include/gbp.h, Include/itl.h,
	  Include/usd.h:
	  
	  Moved to Currencies directory

2000-11-10 16:57  Luigi Ballabio

	* [r128] Include/frankfurt.h, Include/london.h, Include/milan.h,
	  Include/newyork.h, Include/target.h, Include/westerncalendar.h:
	  
	  Moved to Calendars directory

2000-11-10 16:54  Luigi Ballabio

	* [r127] Docs/doxygen.cfg:
	  
	  no message

2000-11-10 08:32  Marco Marchioro

	* [r126] Python/Tests/greeks_in_american.py:
	  
	  Now work as a test

2000-11-09 18:21  Luigi Ballabio

	* [r125] Docs/doxygen.cfg, Include/bisection.h, Include/brent.h,
	  Include/bsmnumericaloption.h, Include/bsmoption.h,
	  Include/falseposition.h, Include/newton.h, Include/newtonsafe.h,
	  Include/qldefines.h, Include/ridder.h, Include/secant.h,
	  Include/solver1d.h, Python/QuantLib.py,
	  Python/Tests/greeks_in_american.py,
	  Python/Tests/greeks_in_european.py, Python/Tests/impliedVol.py,
	  Python/Tests/statistics_test.py, Python/quantlib_wrap.cpp,
	  SWIG/Solvers1D.i, Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Solvers1D/bisection.cpp,
	  Sources/Solvers1D/brent.cpp, Sources/Solvers1D/falseposition.cpp,
	  Sources/Solvers1D/newton.cpp, Sources/Solvers1D/newtonsafe.cpp,
	  Sources/Solvers1D/ridder.cpp, Sources/Solvers1D/secant.cpp,
	  Sources/solver1d.cpp, Win/makefile.mak:
	  
	  Fixed american theta
	  Renamed Function to ObjectiveFunction

2000-11-09 13:39  Luigi Ballabio

	* [r124] Mac/QuantLib.prj:
	  
	  no message

2000-11-09 12:05  Marco Marchioro

	* [r123] Sources/Pricers/bsmamericanoption.cpp:
	  
	  Small bug found in theta() method of BSMAmericanOption

2000-11-08 17:52  Ferdinando Ametrano

	* [r122] Python/Tests/statistics_test.py:
	  
	  sampleWeight changed to weightSum

2000-11-08 17:40  Marco Marchioro

	* [r121] Include/bsmnumericaloption.h,
	  Sources/Pricers/bsmnumericaloption.cpp:
	  
	  Methods moved from private to protected in order to be
	  accessed by derived classes

2000-11-08 15:51  Ferdinando Ametrano

	* [r120] Include/actual360.h, Include/actual365.h,
	  Include/actualactual.h, Include/americancondition.h,
	  Include/array.h, Include/backwardeuler.h, Include/bisection.h,
	  Include/blackscholesmerton.h, Include/boundarycondition.h,
	  Include/brent.h, Include/bsmamericanoption.h,
	  Include/bsmeuropeanoption.h, Include/bsmnumericaloption.h,
	  Include/bsmoption.h, Include/calendar.h, Include/cranknicolson.h,
	  Include/currency.h, Include/dataformatters.h, Include/date.h,
	  Include/daycounter.h, Include/dem.h, Include/deposit.h,
	  Include/discountfactor.h, Include/eur.h, Include/evolver.h,
	  Include/expressiontemplates.h, Include/falseposition.h,
	  Include/finitedifferencemodel.h, Include/forwardeuler.h,
	  Include/forwardvolsurface.h, Include/frankfurt.h, Include/gbp.h,
	  Include/handle.h, Include/identity.h, Include/instrument.h,
	  Include/itl.h, Include/london.h, Include/milan.h, Include/newton.h,
	  Include/newtonsafe.h, Include/newyork.h,
	  Include/normaldistribution.h, Include/null.h, Include/observable.h,
	  Include/operator.h, Include/operatortraits.h, Include/options.h,
	  Include/piecewiseconstantforwards.h, Include/qldefines.h,
	  Include/qlerrors.h, Include/rate.h, Include/ridder.h,
	  Include/secant.h, Include/solver1d.h, Include/spread.h,
	  Include/statistics.h, Include/stepcondition.h, Include/stock.h,
	  Include/swaptionvolsurface.h, Include/target.h,
	  Include/termstructure.h, Include/thirty360.h,
	  Include/thirty360european.h, Include/thirty360italian.h,
	  Include/tridiagonaloperator.h, Include/usd.h,
	  Include/westerncalendar.h, Python/Tests/greeks_in_american.py,
	  Python/Tests/greeks_in_european.py, SWIG/BoundaryConditions.i,
	  SWIG/Calendars.i, SWIG/Currencies.i, SWIG/Date.i,
	  SWIG/DayCounters.i, SWIG/Financial.i, SWIG/Instruments.i,
	  SWIG/Operators.i, SWIG/Options.i, SWIG/Pricers.i, SWIG/QuantLib.i,
	  SWIG/Solvers1D.i, SWIG/Statistics.i, SWIG/TermStructures.i,
	  SWIG/Vectors.i, Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/london.cpp, Sources/Calendars/milan.cpp,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/target.cpp,
	  Sources/Calendars/westerncalendar.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/Math/normaldistribution.cpp,
	  Sources/Operators/blackscholesmerton.cpp,
	  Sources/Operators/tridiagonaloperator.cpp,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Solvers1D/bisection.cpp,
	  Sources/Solvers1D/brent.cpp, Sources/Solvers1D/falseposition.cpp,
	  Sources/Solvers1D/newton.cpp, Sources/Solvers1D/newtonsafe.cpp,
	  Sources/Solvers1D/ridder.cpp, Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/calendar.cpp, Sources/dataformatters.cpp, Sources/date.cpp,
	  Sources/solver1d.cpp, Sources/statistics.cpp:
	  
	  new copyright notice

2000-11-08 15:38  Ferdinando Ametrano

	* [r119] Python/Tests/bsm2.py:
	  
	  renamed as impliedVol.py

2000-11-08 15:37  Ferdinando Ametrano

	* [r118] Python/Tests/impliedVol.py, Python/Tests/statistics_test.py:
	  
	  no message

2000-11-08 15:12  Marco Marchioro

	* [r117] Python/Tests/greeks_in_american.py,
	  Python/Tests/greeks_in_european.py:
	  
	  This tests check the greeks

2000-11-08 14:14  Marco Marchioro

	* [r116] Win/makefile.mak:
	  
	  Some bug have been fixed in order to work with ./Include directory

2000-11-08 10:35  Marco Marchioro

	* [r115] Win/makefile.mak:
	  
	  Modified to account for the ./Include directory

2000-11-07 17:00  Ferdinando Ametrano

	* [r114] Python/Tests/bsm2.py, Python/Tests/statistics_test.py:
	  
	  no message

2000-11-07 16:58  Ferdinando Ametrano

	* [r113] Win/PyQuantLib.dsp, Win/QuantLib.dsp:
	  
	  adjusted to work with moved .h files

2000-11-07 16:53  Ferdinando Ametrano

	* [r112] Include/actual360.h, Include/actual365.h,
	  Include/actualactual.h, Include/americancondition.h,
	  Include/array.h, Include/backwardeuler.h, Include/bisection.h,
	  Include/blackscholesmerton.h, Include/boundarycondition.h,
	  Include/brent.h, Include/bsmamericanoption.h,
	  Include/bsmeuropeanoption.h, Include/bsmnumericaloption.h,
	  Include/bsmoption.h, Include/calendar.h, Include/cranknicolson.h,
	  Include/currency.h, Include/dataformatters.h, Include/date.h,
	  Include/daycounter.h, Include/dem.h, Include/deposit.h,
	  Include/discountfactor.h, Include/eur.h, Include/evolver.h,
	  Include/expressiontemplates.h, Include/falseposition.h,
	  Include/finitedifferencemodel.h, Include/forwardeuler.h,
	  Include/forwardvolsurface.h, Include/frankfurt.h, Include/gbp.h,
	  Include/handle.h, Include/identity.h, Include/instrument.h,
	  Include/itl.h, Include/london.h, Include/milan.h, Include/newton.h,
	  Include/newtonsafe.h, Include/newyork.h,
	  Include/normaldistribution.h, Include/null.h, Include/observable.h,
	  Include/operator.h, Include/operatortraits.h, Include/options.h,
	  Include/piecewiseconstantforwards.h, Include/qldefines.h,
	  Include/qlerrors.h, Include/rate.h, Include/ridder.h,
	  Include/secant.h, Include/solver1d.h, Include/spread.h,
	  Include/statistics.h, Include/stepcondition.h, Include/stock.h,
	  Include/swaptionvolsurface.h, Include/target.h,
	  Include/termstructure.h, Include/thirty360.h,
	  Include/thirty360european.h, Include/thirty360italian.h,
	  Include/tridiagonaloperator.h, Include/usd.h,
	  Include/westerncalendar.h, Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/london.cpp, Sources/Calendars/milan.cpp,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/target.cpp,
	  Sources/Calendars/westerncalendar.cpp,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/thirty360.cpp,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/Math/normaldistribution.cpp,
	  Sources/Operators/blackscholesmerton.cpp,
	  Sources/Operators/tridiagonaloperator.cpp,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Solvers1D/bisection.cpp,
	  Sources/Solvers1D/brent.cpp, Sources/Solvers1D/falseposition.cpp,
	  Sources/Solvers1D/newton.cpp, Sources/Solvers1D/newtonsafe.cpp,
	  Sources/Solvers1D/ridder.cpp, Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/calendar.cpp, Sources/dataformatters.cpp, Sources/date.cpp,
	  Sources/solver1d.cpp, Sources/statistics.cpp:
	  
	  copyright comment changed

2000-11-07 16:04  Marco Marchioro

	* [r111] Include/discountfactor.h, Include/rate.h, Include/spread.h:
	  
	  Modified to use the new formatting provided by dataformatter.h

2000-11-07 16:00  Ferdinando Ametrano

	* [r110] Python/quantlib_wrap.cpp:
	  
	  no message

2000-11-07 15:57  Ferdinando Ametrano

	* [r109] Win/QuantLib.dsp:
	  
	  moved various *.h into QuantLib\Include dir

2000-11-07 15:49  Ferdinando Ametrano

	* [r108] Include, Include/actual360.h, Include/actual365.h,
	  Include/actualactual.h, Include/americancondition.h,
	  Include/array.h, Include/backwardeuler.h, Include/bisection.h,
	  Include/blackscholesmerton.h, Include/boundarycondition.h,
	  Include/brent.h, Include/bsmamericanoption.h,
	  Include/bsmeuropeanoption.h, Include/bsmnumericaloption.h,
	  Include/bsmoption.h, Include/calendar.h, Include/cranknicolson.h,
	  Include/currency.h, Include/dataformatters.h, Include/date.h,
	  Include/daycounter.h, Include/dem.h, Include/deposit.h,
	  Include/discountfactor.h, Include/eur.h, Include/evolver.h,
	  Include/expressiontemplates.h, Include/falseposition.h,
	  Include/finitedifferencemodel.h, Include/forwardeuler.h,
	  Include/forwardvolsurface.h, Include/frankfurt.h, Include/gbp.h,
	  Include/handle.h, Include/identity.h, Include/instrument.h,
	  Include/itl.h, Include/london.h, Include/milan.h, Include/newton.h,
	  Include/newtonsafe.h, Include/newyork.h,
	  Include/normaldistribution.h, Include/null.h, Include/observable.h,
	  Include/operator.h, Include/operatortraits.h, Include/options.h,
	  Include/piecewiseconstantforwards.h, Include/qldefines.h,
	  Include/qlerrors.h, Include/rate.h, Include/ridder.h,
	  Include/secant.h, Include/solver1d.h, Include/spread.h,
	  Include/statistics.h, Include/stepcondition.h, Include/stock.h,
	  Include/swaptionvolsurface.h, Include/target.h,
	  Include/termstructure.h, Include/thirty360.h,
	  Include/thirty360european.h, Include/thirty360italian.h,
	  Include/tridiagonaloperator.h, Include/usd.h,
	  Include/westerncalendar.h:
	  
	  moved from various QuantLib\Sources\.. dirs and consolidated here

2000-11-07 15:47  Ferdinando Ametrano

	* [r107] Sources/Calendars/frankfurt.h, Sources/Calendars/london.h,
	  Sources/Calendars/milan.h, Sources/Calendars/newyork.h,
	  Sources/Calendars/target.h, Sources/Calendars/westerncalendar.h,
	  Sources/Currencies, Sources/DayCounters/actual360.h,
	  Sources/DayCounters/actual365.h, Sources/DayCounters/actualactual.h,
	  Sources/DayCounters/thirty360.h,
	  Sources/DayCounters/thirty360european.h,
	  Sources/DayCounters/thirty360italian.h, Sources/Instruments,
	  Sources/Math/normaldistribution.h,
	  Sources/Operators/blackscholesmerton.h,
	  Sources/Operators/tridiagonaloperator.h, Sources/PDE,
	  Sources/Patterns, Sources/Pricers/americancondition.h,
	  Sources/Pricers/bsmamericanoption.h,
	  Sources/Pricers/bsmeuropeanoption.h,
	  Sources/Pricers/bsmnumericaloption.h, Sources/Pricers/bsmoption.h,
	  Sources/Solvers1D/bisection.h, Sources/Solvers1D/brent.h,
	  Sources/Solvers1D/falseposition.h, Sources/Solvers1D/newton.h,
	  Sources/Solvers1D/newtonsafe.h, Sources/Solvers1D/ridder.h,
	  Sources/Solvers1D/secant.h,
	  Sources/TermStructures/piecewiseconstantforwards.h, Sources/array.h,
	  Sources/calendar.h, Sources/currency.h, Sources/dataformatters.h,
	  Sources/date.h, Sources/daycounter.h, Sources/deposit.h,
	  Sources/discountfactor.h, Sources/expressiontemplates.h,
	  Sources/forwardvolsurface.h, Sources/handle.h, Sources/instrument.h,
	  Sources/null.h, Sources/options.h, Sources/qldefines.h,
	  Sources/qlerrors.h, Sources/rate.h, Sources/solver1d.h,
	  Sources/spread.h, Sources/statistics.h,
	  Sources/swaptionvolsurface.h, Sources/termstructure.h:
	  
	  moved to QuantLib/Include

2000-11-07 10:06  Marco Marchioro

	* [r106] Sources/dataformatters.cpp:
	  
	  Case changed to stadard format

2000-11-07 10:05  Marco Marchioro

	* [r105] Win/QuantLib.dsp:
	  
	  Changes have been made in order to compile with visula studio

2000-11-07 09:30  Marco Marchioro

	* [r104] Win/QuantLib.dsp:
	  
	  Changes have been made in order to compile with visula studio

2000-11-06 18:11  Luigi Ballabio

	* [r103] Docs/doxygen.cfg, Python/QuantLib.py,
	  Python/quantlib_wrap.cpp, SWIG/BoundaryConditions.i, SWIG/Date.i,
	  SWIG/Financial.i, SWIG/Options.i, SWIG/Statistics.i,
	  Sources/Calendars/frankfurt.h, Sources/Calendars/london.h,
	  Sources/Calendars/milan.cpp, Sources/Calendars/milan.h,
	  Sources/Calendars/newyork.h, Sources/Calendars/target.h,
	  Sources/Calendars/westerncalendar.h, Sources/Currencies/dem.h,
	  Sources/Currencies/eur.h, Sources/Currencies/gbp.h,
	  Sources/Currencies/itl.h, Sources/Currencies/usd.h,
	  Sources/Instruments/stock.h, Sources/Math/normaldistribution.cpp,
	  Sources/Math/normaldistribution.h, Sources/Patterns/observable.h,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmoption.cpp, Sources/Pricers/bsmoption.h,
	  Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.h, Sources/array.h,
	  Sources/calendar.h, Sources/currency.h, Sources/dataformatters.h,
	  Sources/date.h, Sources/daycounter.h, Sources/deposit.h,
	  Sources/discountfactor.h, Sources/forwardvolsurface.h,
	  Sources/handle.h, Sources/instrument.h, Sources/null.h,
	  Sources/options.h, Sources/qldefines.h, Sources/qlerrors.h,
	  Sources/rate.h, Sources/solver1d.cpp, Sources/solver1d.h,
	  Sources/spread.h, Sources/statistics.h,
	  Sources/swaptionvolsurface.h, Sources/termstructure.h,
	  Win/makefile.mak:
	  
	  Documentation added
	  A few files moved

2000-11-06 16:24  Marco Marchioro

	* [r102] Sources/Pricers/bsmnumericaloption.h:
	  
	  Handle<...> clone() const=0;
	  has been removed

2000-11-06 15:48  Luigi Ballabio

	* [r101] Sources/deposit.h:
	  
	  Moved from TermStructures directory

2000-11-06 15:47  Luigi Ballabio

	* [r100] Sources/TermStructures/deposit.h:
	  
	  Moved to base directory

2000-11-06 15:39  Luigi Ballabio

	* [r99] Sources/Math, Sources/Math/normaldistribution.cpp,
	  Sources/Math/normaldistribution.h:
	  
	  Moved from Math namespace

2000-11-06 15:38  Luigi Ballabio

	* [r98] Sources/normaldistribution.cpp, Sources/normaldistribution.h:
	  
	  Moved to Math namespace

2000-11-06 15:36  Luigi Ballabio

	* [r97] Sources/Patterns, Sources/Patterns/observable.h:
	  
	  Moved from Patterns namespace

2000-11-06 15:35  Luigi Ballabio

	* [r96] Sources/observable.h:
	  
	  Moved to Patterns namespace

2000-11-06 14:43  Luigi Ballabio

	* [r95] Sources/rate.h:
	  
	  Added (was yield.h)

2000-11-06 12:46  Luigi Ballabio

	* [r94] Sources/yield.h:
	  
	  Deleted (well, actually renamed to rate.h)

2000-11-06 11:38  Luigi Ballabio

	* [r93] Sources/dataformatters.cpp, Sources/dataformatters.h:
	  
	  Joined string converters and formatters in a common file (and
	  interface)

2000-11-06 10:23  Luigi Ballabio

	* [r92] Sources/stringconverters.h:
	  
	  Deleted

2000-11-06 10:04  Luigi Ballabio

	* [r91] Sources/formats.h:
	  
	  Deleted

2000-11-03 18:22  Luigi Ballabio

	* [r90] Sources/calendar.h, Sources/currency.h, Sources/daycounter.h:
	  
	  Documentation added

2000-11-03 18:20  Luigi Ballabio

	* [r89] SWIG/TermStructures.i:
	  
	  ImpliedTermStructure and SpreadedTermStructure added

2000-11-03 18:18  Luigi Ballabio

	* [r88] Docs/doxygen.cfg, Docs/makefile.mak, Python/QuantLib.py,
	  Python/quantlib_wrap.cpp, Win/makefile.mak:
	  
	  no message

2000-11-03 11:47  Luigi Ballabio

	* [r87] Sources/calendar.h:
	  
	  Documentation added

2000-11-03 11:47  Luigi Ballabio

	* [r86] Docs/doxygen.cfg, Docs/makefile.mak:
	  
	  no message

2000-11-03 09:47  Luigi Ballabio

	* [r85] Docs/doxygen.cfg:
	  
	  Changed a few switches from test to production values

2000-11-03 09:44  Luigi Ballabio

	* [r84] Win/QuantLib.dsp:
	  
	  no message

2000-11-03 09:43  Luigi Ballabio

	* [r83] Sources/calendar.h, Sources/currency.h, Sources/daycounter.h,
	  Sources/instrument.h:
	  
	  Added macro to fix template specialization problems with VC++

2000-11-03 09:37  Luigi Ballabio

	* [r82] Sources/array.h, Sources/qldefines.h:
	  
	  Documentation added

2000-11-03 09:03  Ferdinando Ametrano

	* [r81] Python/Tests/bsm2.py:
	  
	  test impliedVolatility method (really testing Brent 1D solver)

2000-11-03 08:34  Luigi Ballabio

	* [r80] Sources/expressiontemplates.h:
	  
	  Removed namespace macros

2000-11-02 10:04  Luigi Ballabio

	* [r79] Mac/QuantLib.prj:
	  
	  no message

2000-10-31 18:33  Luigi Ballabio

	* [r78] Docs/makefile.mak:
	  
	  Added Borland makefile for documentation

2000-10-31 18:32  Luigi Ballabio

	* [r77] Docs, Docs/doxygen.cfg:
	  
	  Added Doxygen configuration file

2000-10-31 17:26  Luigi Ballabio

	* [r76] Python/quantlib_wrap.cpp, SWIG/BoundaryConditions.i,
	  SWIG/Calendars.i, SWIG/Currencies.i, SWIG/Date.i,
	  SWIG/DayCounters.i, SWIG/Financial.i, SWIG/Instruments.i,
	  SWIG/Operators.i, SWIG/Options.i, SWIG/Pricers.i, SWIG/Solvers1D.i,
	  SWIG/Statistics.i, SWIG/TermStructures.i, SWIG/Vectors.i,
	  Sources/Calendars/frankfurt.cpp, Sources/Calendars/frankfurt.h,
	  Sources/Calendars/london.cpp, Sources/Calendars/london.h,
	  Sources/Calendars/milan.cpp, Sources/Calendars/milan.h,
	  Sources/Calendars/newyork.cpp, Sources/Calendars/newyork.h,
	  Sources/Calendars/target.cpp, Sources/Calendars/target.h,
	  Sources/Calendars/westerncalendar.cpp,
	  Sources/Calendars/westerncalendar.h, Sources/Currencies/dem.h,
	  Sources/Currencies/eur.h, Sources/Currencies/gbp.h,
	  Sources/Currencies/itl.h, Sources/Currencies/usd.h,
	  Sources/DayCounters/actual360.h, Sources/DayCounters/actual365.h,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/actualactual.h,
	  Sources/DayCounters/thirty360.cpp, Sources/DayCounters/thirty360.h,
	  Sources/DayCounters/thirty360european.h,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/DayCounters/thirty360italian.h, Sources/Instruments/stock.h,
	  Sources/Operators/blackscholesmerton.cpp,
	  Sources/Operators/blackscholesmerton.h,
	  Sources/Operators/tridiagonaloperator.cpp,
	  Sources/PDE/backwardeuler.h, Sources/PDE/boundarycondition.h,
	  Sources/PDE/cranknicolson.h, Sources/PDE/evolver.h,
	  Sources/PDE/finitedifferencemodel.h, Sources/PDE/forwardeuler.h,
	  Sources/PDE/identity.h, Sources/PDE/operator.h,
	  Sources/PDE/operatortraits.h, Sources/PDE/stepcondition.h,
	  Sources/Pricers/americancondition.h,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmamericanoption.h,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.h,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmnumericaloption.h, Sources/Pricers/bsmoption.cpp,
	  Sources/Pricers/bsmoption.h, Sources/Solvers1D/bisection.cpp,
	  Sources/Solvers1D/bisection.h, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/brent.h, Sources/Solvers1D/falseposition.cpp,
	  Sources/Solvers1D/falseposition.h, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newton.h, Sources/Solvers1D/newtonsafe.cpp,
	  Sources/Solvers1D/newtonsafe.h, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/ridder.h, Sources/Solvers1D/secant.cpp,
	  Sources/Solvers1D/secant.h, Sources/TermStructures/deposit.h,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.h,
	  Sources/calendar.cpp, Sources/calendar.h, Sources/currency.h,
	  Sources/date.cpp, Sources/date.h, Sources/daycounter.h,
	  Sources/discountfactor.h, Sources/expressiontemplates.h,
	  Sources/formats.h, Sources/forwardvolsurface.h, Sources/handle.h,
	  Sources/instrument.h, Sources/normaldistribution.cpp,
	  Sources/normaldistribution.h, Sources/null.h, Sources/observable.h,
	  Sources/options.h, Sources/qldefines.h, Sources/qlerrors.h,
	  Sources/solver1d.cpp, Sources/solver1d.h, Sources/spread.h,
	  Sources/statistics.cpp, Sources/statistics.h,
	  Sources/stringconverters.h, Sources/swaptionvolsurface.h,
	  Sources/termstructure.h, Sources/yield.h, Win/makefile.mak:
	  
	  No more macros for namespaces - their support is now required

2000-10-31 15:06  Ferdinando Ametrano

	* [r75] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  SWIG generated warp files

2000-10-31 15:02  Ferdinando Ametrano

	* [r74] Sources/Pricers/bsmeuropeanoption.h:
	  
	  removed the impliedVol method (it has to be inherited)

2000-10-31 14:53  Ferdinando Ametrano

	* [r73] SWIG/Pricers.i:
	  
	  interface now includes more methods (greeks, impliedVol, setXXX)

2000-10-31 14:51  Marco Marchioro

	* [r72] Sources/Pricers/bsmamericanoption.h,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmnumericaloption.h:
	  
	  clone() implemented in bsmaAmericanOption

2000-10-31 14:50  Ferdinando Ametrano

	* [r71] Sources/Pricers/bsmoption.h:
	  
	  eliminated a useless 'virtual'

2000-10-31 14:41  Ferdinando Ametrano

	* [r70] Sources/Pricers/bsmeuropeanoption.h,
	  Sources/Pricers/bsmoption.h:
	  
	  greeks implementation

2000-10-31 14:40  Ferdinando Ametrano

	* [r69] Sources/Pricers/bsmoption.cpp:
	  
	  the impliedVol method is defined here in the base class

2000-10-31 14:11  Marco Marchioro

	* [r68] Sources/Pricers/bsmoption.h:
	  
	  setVolatility and setRiskFreeRate are now included

2000-10-31 12:34  Marco Marchioro

	* [r67] Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmnumericaloption.h:
	  
	  The greeks are now calculated in BSMAmericanOption.
	  Rho and Vega still missing in BSMNumericalOption

2000-10-31 10:29  Ferdinando Ametrano

	* [r66] Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.h, Sources/Pricers/bsmoption.h:
	  
	  added greeks methods

2000-10-31 08:05  Ferdinando Ametrano

	* [r65] Sources/statistics.h:
	  
	  relaxed weight check.
	  Now it is weight>=0.0

2000-10-31 08:00  Ferdinando Ametrano

	* [r64] Python/quantlib_wrap.cpp:
	  
	  automatically SWIG generated wrap file.
	  Do not worry about conflicts

2000-10-30 16:36  Ferdinando Ametrano

	* [r63] Win/PyQuantLib.dsp, Win/QuantLib.dsp:
	  
	  added a few files to the project.
	  These files were considered external dependencies before

2000-10-30 16:31  Ferdinando Ametrano

	* [r62] Sources/statistics.h:
	  
	  few little changes. Added weight>0.0 control.

2000-10-30 16:26  Ferdinando Ametrano

	* [r61] Python/Tests, Python/Tests/statistics_test.py:
	  
	  test for the statistics class

2000-10-30 14:49  Luigi Ballabio

	* [r60] Mac, Mac/QuantLib.prj, Mac/QuantLib.prj.exp:
	  
	  Added CodeWarrior project

2000-10-30 14:41  Luigi Ballabio

	* [r59] Win/makefile.mak:
	  
	  Added all dependencies (so far)

2000-10-30 14:40  Luigi Ballabio

	* [r58] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  Exported Statistics.i

2000-10-30 14:39  Luigi Ballabio

	* [r57] SWIG/QuantLib.i:
	  
	  Re-included Statistics.i

2000-10-30 14:38  Luigi Ballabio

	* [r56] SWIG/Statistics.i:
	  
	  Included Vectors.i

2000-10-30 13:12  Ferdinando Ametrano

	* [r55] SWIG/Statistics.i:
	  
	  Swig interface for Statistics class

2000-10-27 18:46  Luigi Ballabio

	* [r54] Win/makefile.mak:
	  
	  Added makefile for Borland C++

2000-10-27 18:38  Luigi Ballabio

	* [r53] Win/QuantLibc.def:
	  
	  Added module definition for Borland C++

2000-10-27 18:34  Luigi Ballabio

	* [r52] Python/quantlib_wrap.cpp, SWIG/Financial.i, SWIG/Pricers.i,
	  SWIG/TermStructures.i, Sources/Pricers/americancondition.h,
	  Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmamericanoption.h,
	  Sources/Pricers/bsmeuropeanoption.h,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmnumericaloption.h, Sources/Pricers/bsmoption.h,
	  Sources/TermStructures/deposit.h,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.h,
	  Sources/forwardvolsurface.h, Sources/swaptionvolsurface.h,
	  Sources/termstructure.h, Sources/yield.h:
	  
	  Borland C++ does not like "Yield"

2000-10-27 16:34  Luigi Ballabio

	* [r51] Python/quantlib_wrap.cpp, SWIG/Pricers.i, SWIG/QuantLib.i,
	  Sources/Calendars/newyork.cpp, Sources/Instruments/stock.h,
	  Sources/Operators/tridiagonaloperator.cpp,
	  Sources/Operators/tridiagonaloperator.h,
	  Sources/PDE/cranknicolson.h, Sources/Solvers1D/bisection.cpp,
	  Sources/Solvers1D/brent.cpp, Sources/Solvers1D/falseposition.cpp,
	  Sources/Solvers1D/newton.cpp, Sources/Solvers1D/newtonsafe.cpp,
	  Sources/Solvers1D/ridder.cpp, Sources/Solvers1D/secant.cpp,
	  Sources/TermStructures/deposit.h, Sources/array.h,
	  Sources/forwardvolsurface.h, Sources/handle.h, Sources/instrument.h,
	  Sources/qldefines.h, Sources/qlerrors.h,
	  Sources/swaptionvolsurface.h, Sources/termstructure.h,
	  Win/QuantLib.dsp:
	  
	  Added compatibility with Borland C++

2000-10-27 16:32  Luigi Ballabio

	* [r50] Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmamericanoption.h,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.h,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmnumericaloption.h, Sources/Pricers/bsmoption.h:
	  
	  BSMOption added as base file
	  Control variate added to American

2000-10-27 16:15  Marco Marchioro

	* [r49] Sources/Pricers/americancondition.h,
	  Sources/Pricers/bsmamericanoption.h:
	  
	  American condition has been place in a separate file

2000-10-27 12:16  Ferdinando Ametrano

	* [r48] Sources/statistics.h:
	  
	  bug fixed (skewness and kurtosis)

2000-10-27 12:15  Ferdinando Ametrano

	* [r47] SWIG/QuantLib.i:
	  
	  added a few interfaces (reset, etc.)

2000-10-26 17:40  Ferdinando Ametrano

	* [r46] Sources/statistics.cpp, Sources/statistics.h:
	  
	  fixed a few bugs, a few bugs left: still not good

2000-10-26 14:06  Ferdinando Ametrano

	* [r45] Win/QuantLib.dsp:
	  
	  added normal distribution files

2000-10-26 13:22  Ferdinando Ametrano

	* [r44] Sources/statistics.cpp, Sources/statistics.h:
	  
	  statistics files: mean, variance, std dev, skew, kurtosis

2000-10-26 13:19  Ferdinando Ametrano

	* [r43] Win/QuantLib.dsp:
	  
	  added statistics files

2000-10-26 13:18  Ferdinando Ametrano

	* [r42] Sources/calendar.cpp:
	  
	  removed blank line

2000-10-26 13:18  Luigi Ballabio

	* [r41] Sources/normaldistribution.cpp, Sources/normaldistribution.h:
	  
	  Added

2000-10-26 08:17  Marco Marchioro

	* [r40] Sources/Pricers/bsmamericanoption.h,
	  Sources/Pricers/bsmeuropeanoption.h,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmnumericaloption.h:
	  
	  The number of time steps has been removed from the base class
	  BSMNumericalOption

2000-10-26 07:20  Luigi Ballabio

	* [r39] Win/QuantLib.dsp:
	  
	  BSM american option added

2000-10-25 14:54  Marco Marchioro

	* [r38] Sources/Pricers/bsmamericanoption.cpp:
	  
	  Small comment has been changed

2000-10-25 10:51  Luigi Ballabio

	* [r37] Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  New wrappers including BSM american option

2000-10-25 10:49  Luigi Ballabio

	* [r36] SWIG/Pricers.i:
	  
	  Added BSM american option

2000-10-25 10:48  Luigi Ballabio

	* [r35] Sources/Pricers/bsmamericanoption.cpp,
	  Sources/Pricers/bsmamericanoption.h,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.h,
	  Sources/Pricers/bsmnumericaloption.cpp,
	  Sources/Pricers/bsmnumericaloption.h:
	  
	  Added BSM american option
	  Added BSM numerical option as common base class

2000-10-25 10:45  Luigi Ballabio

	* [r34] Sources/PDE/finitedifferencemodel.h,
	  Sources/PDE/stepcondition.h:
	  
	  Added condition to be verified at each step

2000-10-25 10:43  Luigi Ballabio

	* [r33] Sources/Operators/blackscholesmerton.h:
	  
	  Added default constructor to BSMOperator

2000-10-24 15:38  Luigi Ballabio

	* [r32] SWIG/QuantLib.i, SWIG/Solvers1D.i:
	  
	  Copyright notice added

2000-10-24 13:59  Luigi Ballabio

	* [r31] Win/PyWrap.bat:
	  
	  Added a DOS batch file to create Python wrappers from SWIG
	  interfaces

2000-10-24 13:57  Luigi Ballabio

	* [r30] Win/PyQuantLib.dsp:
	  
	  Added VC++ project for Python module

2000-10-24 13:55  Luigi Ballabio

	* [r29] Win/QuantLib.dsp:
	  
	  SWIG interfaces removed

2000-10-24 13:53  Luigi Ballabio

	* [r28] SWIG/QuantLib.i:
	  
	  SWIG interface for QuantLib

2000-10-24 13:51  Luigi Ballabio

	* [r27] Python, Python/QuantLib.py, Python/quantlib_wrap.cpp:
	  
	  Added Python wrappers for QuantLib

2000-10-24 09:29  Luigi Ballabio

	* [r26] SWIG/Operators.i, SWIG/Vectors.i,
	  Sources/Operators/tridiagonaloperator.cpp,
	  Sources/Operators/tridiagonaloperator.h,
	  Sources/PDE/operatortraits.h, Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/array.h, Sources/expressiontemplates.h, Sources/qldefines.h:
	  
	  Array is no longer a template

2000-10-24 08:18  Luigi Ballabio

	* [r25] Sources/Pricers/bsmeuropeanoption.cpp:
	  
	  Boundary conditions are now set correctly

2000-10-24 08:15  Luigi Ballabio

	* [r24] Sources/Operators/tridiagonaloperator.h:
	  
	  Fixed bug in operator-(Identity,TridiagonalOperator)

2000-10-23 10:33  Ferdinando Ametrano

	* [r23] Sources/Solvers1D/bisection.cpp, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/falseposition.cpp, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newtonsafe.cpp, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/secant.cpp:
	  
	  Numerical Recipes credits

2000-10-23 09:51  Luigi Ballabio

	* [r22] SWIG/BoundaryConditions.i, SWIG/Calendars.i,
	  SWIG/Currencies.i, SWIG/Date.i, SWIG/DayCounters.i,
	  SWIG/Financial.i, SWIG/Instruments.i, SWIG/Operators.i,
	  SWIG/Options.i, SWIG/Pricers.i, SWIG/Solvers1D.i,
	  SWIG/TermStructures.i, SWIG/Vectors.i:
	  
	  Added warning when not exporting to Python

2000-10-23 09:33  Luigi Ballabio

	* [r21] SWIG/Solvers1D.i:
	  
	  Added

2000-10-23 09:33  Luigi Ballabio

	* [r20] Sources/solver1d.cpp, Sources/solver1d.h:
	  
	  Moved from QuantLib::Solvers1D to QuantLib namespace

2000-10-23 09:32  Luigi Ballabio

	* [r19] Sources/Solvers1D/bisection.cpp,
	  Sources/Solvers1D/bisection.h, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/brent.h, Sources/Solvers1D/falseposition.cpp,
	  Sources/Solvers1D/falseposition.h, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newton.h, Sources/Solvers1D/newtonsafe.cpp,
	  Sources/Solvers1D/newtonsafe.h, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/ridder.h, Sources/Solvers1D/secant.cpp,
	  Sources/Solvers1D/secant.h:
	  
	  QuantLib::Solver1D namespace renamed to QuantLib::Solvers1D

2000-10-23 08:47  Ferdinando Ametrano

	* [r18] Win/QuantLib.dsp:
	  
	  added a folder for 1D solvers

2000-10-23 08:46  Marco Marchioro

	* [r17] Sources/Pricers/bsmeuropeanoption.cpp:
	  
	  Some minor style changes

2000-10-23 08:43  Marco Marchioro

	* [r16] Sources/Operators/blackscholesmerton.cpp:
	  
	  Little bubu in the setting the midrows of the BSM operator

2000-10-20 16:56  Ferdinando Ametrano

	* [r15] Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/frankfurt.h, Sources/Calendars/london.cpp,
	  Sources/Calendars/london.h, Sources/Calendars/milan.cpp,
	  Sources/Calendars/milan.h, Sources/Calendars/newyork.cpp,
	  Sources/Calendars/newyork.h, Sources/Calendars/target.cpp,
	  Sources/Calendars/target.h, Sources/Calendars/westerncalendar.cpp,
	  Sources/Calendars/westerncalendar.h, Sources/Currencies/dem.h,
	  Sources/Currencies/eur.h, Sources/Currencies/gbp.h,
	  Sources/Currencies/itl.h, Sources/Currencies/usd.h,
	  Sources/DayCounters/actual360.h, Sources/DayCounters/actual365.h,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/actualactual.h,
	  Sources/DayCounters/thirty360.cpp, Sources/DayCounters/thirty360.h,
	  Sources/DayCounters/thirty360european.h,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/DayCounters/thirty360italian.h, Sources/Instruments/stock.h,
	  Sources/Operators/blackscholesmerton.cpp,
	  Sources/Operators/blackscholesmerton.h,
	  Sources/Operators/tridiagonaloperator.cpp,
	  Sources/Operators/tridiagonaloperator.h,
	  Sources/PDE/backwardeuler.h, Sources/PDE/boundarycondition.h,
	  Sources/PDE/cranknicolson.h, Sources/PDE/evolver.h,
	  Sources/PDE/finitedifferencemodel.h, Sources/PDE/forwardeuler.h,
	  Sources/PDE/identity.h, Sources/PDE/operator.h,
	  Sources/PDE/operatortraits.h, Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.h,
	  Sources/TermStructures/deposit.h,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.h, Sources/array.h,
	  Sources/calendar.cpp, Sources/calendar.h, Sources/currency.h,
	  Sources/date.cpp, Sources/date.h, Sources/daycounter.h,
	  Sources/discountfactor.h, Sources/expressiontemplates.h,
	  Sources/formats.h, Sources/forwardvolsurface.h, Sources/handle.h,
	  Sources/instrument.h, Sources/null.h, Sources/observable.h,
	  Sources/options.h, Sources/qldefines.h, Sources/qlerrors.h,
	  Sources/spread.h, Sources/stringconverters.h,
	  Sources/swaptionvolsurface.h, Sources/termstructure.h,
	  Sources/yield.h:
	  
	  copyright notice changed

2000-10-20 16:48  Ferdinando Ametrano

	* [r14] Sources/solver1d.cpp, Sources/solver1d.h:
	  
	  1 dimensional solver base class (and interface)

2000-10-20 16:43  Ferdinando Ametrano

	* [r13] Readme.txt:
	  
	  to be improved

2000-10-20 16:41  Ferdinando Ametrano

	* [r12] Sources/Solvers1D, Sources/Solvers1D/bisection.cpp,
	  Sources/Solvers1D/bisection.h, Sources/Solvers1D/brent.cpp,
	  Sources/Solvers1D/brent.h, Sources/Solvers1D/falseposition.cpp,
	  Sources/Solvers1D/falseposition.h, Sources/Solvers1D/newton.cpp,
	  Sources/Solvers1D/newton.h, Sources/Solvers1D/newtonsafe.cpp,
	  Sources/Solvers1D/newtonsafe.h, Sources/Solvers1D/ridder.cpp,
	  Sources/Solvers1D/ridder.h, Sources/Solvers1D/secant.cpp,
	  Sources/Solvers1D/secant.h:
	  
	  1 dimensional solver

2000-10-20 10:09  Luigi Ballabio

	* [r11] SWIG/Instruments.i:
	  
	  changed include guard

2000-10-20 10:06  Luigi Ballabio

	* [r10] Sources/array.h:
	  
	  operators +=, -=, *= and /= now correctly return *this

2000-10-20 09:25  Luigi Ballabio

	* [r9] Win/QuantLib.dsp:
	  
	  File reference changed to adjust for creation of 'Sources'

2000-10-20 09:01  Luigi Ballabio

	* [r8] Sources, Sources/Calendars, Sources/Calendars/frankfurt.cpp,
	  Sources/Calendars/frankfurt.h, Sources/Calendars/london.cpp,
	  Sources/Calendars/london.h, Sources/Calendars/milan.cpp,
	  Sources/Calendars/milan.h, Sources/Calendars/newyork.cpp,
	  Sources/Calendars/newyork.h, Sources/Calendars/target.cpp,
	  Sources/Calendars/target.h, Sources/Calendars/westerncalendar.cpp,
	  Sources/Calendars/westerncalendar.h, Sources/Currencies,
	  Sources/Currencies/dem.h, Sources/Currencies/eur.h,
	  Sources/Currencies/gbp.h, Sources/Currencies/itl.h,
	  Sources/Currencies/usd.h, Sources/DayCounters,
	  Sources/DayCounters/actual360.h, Sources/DayCounters/actual365.h,
	  Sources/DayCounters/actualactual.cpp,
	  Sources/DayCounters/actualactual.h,
	  Sources/DayCounters/thirty360.cpp, Sources/DayCounters/thirty360.h,
	  Sources/DayCounters/thirty360european.h,
	  Sources/DayCounters/thirty360italian.cpp,
	  Sources/DayCounters/thirty360italian.h, Sources/Instruments,
	  Sources/Instruments/stock.h, Sources/Operators,
	  Sources/Operators/blackscholesmerton.cpp,
	  Sources/Operators/blackscholesmerton.h,
	  Sources/Operators/tridiagonaloperator.cpp,
	  Sources/Operators/tridiagonaloperator.h, Sources/PDE,
	  Sources/PDE/backwardeuler.h, Sources/PDE/boundarycondition.h,
	  Sources/PDE/cranknicolson.h, Sources/PDE/evolver.h,
	  Sources/PDE/finitedifferencemodel.h, Sources/PDE/forwardeuler.h,
	  Sources/PDE/identity.h, Sources/PDE/operator.h,
	  Sources/PDE/operatortraits.h, Sources/Pricers,
	  Sources/Pricers/bsmeuropeanoption.cpp,
	  Sources/Pricers/bsmeuropeanoption.h, Sources/TermStructures,
	  Sources/TermStructures/deposit.h,
	  Sources/TermStructures/piecewiseconstantforwards.cpp,
	  Sources/TermStructures/piecewiseconstantforwards.h, Sources/array.h,
	  Sources/calendar.cpp, Sources/calendar.h, Sources/currency.h,
	  Sources/date.cpp, Sources/date.h, Sources/daycounter.h,
	  Sources/discountfactor.h, Sources/expressiontemplates.h,
	  Sources/formats.h, Sources/forwardvolsurface.h, Sources/handle.h,
	  Sources/instrument.h, Sources/null.h, Sources/observable.h,
	  Sources/options.h, Sources/qldefines.h, Sources/qlerrors.h,
	  Sources/spread.h, Sources/stringconverters.h,
	  Sources/swaptionvolsurface.h, Sources/termstructure.h,
	  Sources/yield.h:
	  
	  Added

2000-10-20 08:48  Luigi Ballabio

	* [r7] Calendars, Currencies, DayCounters, Instruments, Operators,
	  PDE, Pricers, TermStructures, array.h, calendar.cpp, calendar.h,
	  currency.h, date.cpp, date.h, daycounter.h, discountfactor.h,
	  expressiontemplates.h, formats.h, forwardvolsurface.h, handle.h,
	  instrument.h, null.h, observable.h, options.h, qldefines.h,
	  qlerrors.h, spread.h, stringconverters.h, swaptionvolsurface.h,
	  termstructure.h, yield.h:
	  
	  Deleted

2000-10-20 08:37  Luigi Ballabio

	* [r6] LICENSE.TXT:
	  
	  License file

2000-10-20 08:11  Luigi Ballabio

	* [r2] ., Calendars, Calendars/frankfurt.cpp, Calendars/frankfurt.h,
	  Calendars/london.cpp, Calendars/london.h, Calendars/milan.cpp,
	  Calendars/milan.h, Calendars/newyork.cpp, Calendars/newyork.h,
	  Calendars/target.cpp, Calendars/target.h,
	  Calendars/westerncalendar.cpp, Calendars/westerncalendar.h,
	  Currencies, Currencies/dem.h, Currencies/eur.h, Currencies/gbp.h,
	  Currencies/itl.h, Currencies/usd.h, DayCounters,
	  DayCounters/actual360.h, DayCounters/actual365.h,
	  DayCounters/actualactual.cpp, DayCounters/actualactual.h,
	  DayCounters/thirty360.cpp, DayCounters/thirty360.h,
	  DayCounters/thirty360european.h, DayCounters/thirty360italian.cpp,
	  DayCounters/thirty360italian.h, Instruments, Instruments/stock.h,
	  Operators, Operators/blackscholesmerton.cpp,
	  Operators/blackscholesmerton.h, Operators/tridiagonaloperator.cpp,
	  Operators/tridiagonaloperator.h, PDE, PDE/backwardeuler.h,
	  PDE/boundarycondition.h, PDE/cranknicolson.h, PDE/evolver.h,
	  PDE/finitedifferencemodel.h, PDE/forwardeuler.h, PDE/identity.h,
	  PDE/operator.h, PDE/operatortraits.h, Pricers,
	  Pricers/bsmeuropeanoption.cpp, Pricers/bsmeuropeanoption.h, SWIG,
	  SWIG/BoundaryConditions.i, SWIG/Calendars.i, SWIG/Currencies.i,
	  SWIG/Date.i, SWIG/DayCounters.i, SWIG/Financial.i,
	  SWIG/Instruments.i, SWIG/Operators.i, SWIG/Options.i,
	  SWIG/Pricers.i, SWIG/TermStructures.i, SWIG/Vectors.i,
	  TermStructures, TermStructures/deposit.h,
	  TermStructures/piecewiseconstantforwards.cpp,
	  TermStructures/piecewiseconstantforwards.h, Win, Win/QuantLib.dsp,
	  array.h, calendar.cpp, calendar.h, currency.h, date.cpp, date.h,
	  daycounter.h, discountfactor.h, expressiontemplates.h, formats.h,
	  forwardvolsurface.h, handle.h, instrument.h, null.h, observable.h,
	  options.h, qldefines.h, qlerrors.h, spread.h, stringconverters.h,
	  swaptionvolsurface.h, termstructure.h, yield.h:
	  
	  Initial revision