File: ChangeLog.txt

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2002-03-13 15:40  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: Instruments/simpleswap.cpp (1.17),
	Instruments/simpleswap.hpp (1.21), Instruments/swaption.cpp (1.14),
	Instruments/swaption.hpp (1.15),
	InterestRateModelling/blackmodel.hpp (1.2),
	Pricers/blackswaption.cpp (1.3), Pricers/europeanengine.cpp (1.5):
	Fine tuning of Black swaption

2002-03-12 10:55  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: Math/bilinearinterpolation.hpp (1.7), Math/cubicspline.hpp
	(1.13), Math/interpolation.hpp (1.8), Math/interpolation2D.hpp
	(1.7), Math/linearinterpolation.hpp (1.7),
	Pricers/fddividendoption.cpp (1.4),
	Volatilities/swaptionvolmatrix.hpp (1.4), functions/mathf.cpp
	(1.6): 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 <luigi.ballabio@riskmap.net>

	* ql/: date.cpp (1.14), date.hpp (1.12), swaptionvolsurface.hpp
	(1.11), Volatilities/swaptionvolmatrix.hpp (1.3): Swaption vol
	matrix defined in terms of Period

2002-03-11 09:27  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Contributors.txt (1.16), Docs/pages/authors.docs (1.10),
	ql/MonteCarlo/basketpathpricer.cpp (1.17): Basket Option bug fixing
	thanks to Toyin Akin

2002-03-11 09:18  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.68): added missing folders

2002-03-08 14:21  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: swaptionvolsurface.hpp (1.10),
	Volatilities/swaptionvolmatrix.hpp (1.2): Using day counter in
	Swaption volatility surface

2002-03-07 17:04  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/: capfloor.cpp (1.22), capfloor.hpp (1.22):
	Removed requirement of FloatingRateCouponVector

2002-03-07 15:28  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: Instruments/swaption.cpp (1.13), Instruments/swaption.hpp
	(1.14), Pricers/blackswaption.cpp (1.2): Simplification of
	SimpleSwap

2002-03-07 14:34  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Instruments/simpleswap.cpp (1.16): [no log message]

2002-03-07 14:27  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Instruments/simpleswap.hpp (1.20): [no log message]

2002-03-07 14:06  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Examples/Swap/swapvaluation.cpp (1.20),
	ql/Instruments/simpleswap.cpp (1.15), ql/Instruments/simpleswap.hpp
	(1.19), ql/Instruments/swaption.cpp (1.12),
	ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp
	(1.12), ql/TermStructures/ratehelpers.cpp (1.18): SimpleSwap made a
	bit simpler

2002-03-06 17:58  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.84), QuantLib.mak (1.73): added volatility files

2002-03-06 17:38  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: Math/bilinearinterpolation.hpp (1.6),
	Math/interpolation2D.hpp (1.6), functions/mathf.cpp (1.5),
	functions/mathf.hpp (1.4): working on bilinear interpolation

2002-03-06 16:47  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* configure.in (1.75), ql/Makefile.am (1.17), ql/quantlib.hpp
	(1.52), ql/swaptionvolsurface.hpp (1.9),
	ql/Volatilities/Makefile.am (1.1),
	ql/Volatilities/swaptionvolmatrix.hpp (1.1): Added swaption
	volatility matrix

2002-03-06 15:19  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.83), QuantLib.mak (1.72), ql/quantlib.hpp (1.51):
	added missing files

2002-03-06 14:59  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Patterns/observable.hpp (1.9): MS VC++ fix

2002-03-06 11:53  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Instruments/: capfloor.hpp (1.21), swaption.hpp (1.13):
	Removed a couple of unnecessary destructors (~Observer will take
	care of unregistering)

2002-03-06 11:44  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/: analyticalcapfloor.cpp (1.12), blackcapfloor.cpp
	(1.2): Added collar type to CapFloor.

2002-03-06 11:41  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: Math/bilinearinterpolation.hpp (1.5),
	Math/interpolation2D.hpp (1.5), functions/mathf.cpp (1.4),
	functions/mathf.hpp (1.3): Fixed bilinear interpolation

2002-03-06 11:10  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/: capfloor.cpp (1.21), capfloor.hpp (1.20): Fixed
	bug and added Collar instrument.

2002-03-06 08:34  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* News.txt (1.22): Corrected news items.

2002-03-06 07:33  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: InterestRateModelling/Makefile.am (1.6),
	Pricers/makefile.mak (1.14): Added missing files to makefiles

2002-03-06 07:16  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: diffusionprocess.hpp (1.9), handle.hpp (1.9),
	Instruments/capfloor.cpp (1.20), Instruments/capfloor.hpp (1.19),
	Instruments/simpleswap.hpp (1.18), Instruments/swaption.cpp (1.11),
	Instruments/swaption.hpp (1.12),
	InterestRateModelling/blackmodel.hpp (1.1),
	InterestRateModelling/calibrationhelper.hpp (1.10),
	InterestRateModelling/model.cpp (1.18),
	InterestRateModelling/model.hpp (1.21),
	InterestRateModelling/onefactormodel.hpp (1.15),
	InterestRateModelling/CalibrationHelpers/caphelper.cpp (1.9),
	InterestRateModelling/CalibrationHelpers/caphelper.hpp (1.8),
	InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp (1.11),
	InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp (1.9),
	InterestRateModelling/OneFactorModels/coxingersollross.cpp (1.4),
	InterestRateModelling/OneFactorModels/coxingersollross.hpp (1.5),
	InterestRateModelling/OneFactorModels/hullwhite.hpp (1.11),
	InterestRateModelling/TwoFactorModels/g2.hpp (1.9),
	Optimization/simplex.cpp (1.4), Optimization/simplex.hpp (1.5),
	Pricers/Makefile.am (1.23), Pricers/analyticalcapfloor.cpp (1.11),
	Pricers/analyticalcapfloor.hpp (1.7), Pricers/blackcapfloor.cpp
	(1.1), Pricers/blackcapfloor.hpp (1.1), Pricers/blackswaption.cpp
	(1.1), Pricers/blackswaption.hpp (1.1),
	Pricers/jamshidianswaption.cpp (1.9),
	Pricers/jamshidianswaption.hpp (1.7), Pricers/treecapfloor.cpp
	(1.13), Pricers/treecapfloor.hpp (1.8), Pricers/treeswaption.cpp
	(1.16), Pricers/treeswaption.hpp (1.10): 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 <ferdinando@ametrano.net>

	* News.txt (1.21): updated

2002-03-05 17:32  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.17): updated

2002-03-05 17:30  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.67), configure.in (1.74), Docs/configure.in
	(1.10), Docs/quantlib.doxy (1.51), dev_tools/version_number.txt
	(1.24), ql/qldefines.hpp (1.35): version number up to b1

2002-03-05 16:58  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: handle.hpp (1.8), marketelement.hpp (1.8),
	relinkablehandle.hpp (1.8), swaptionvolsurface.hpp (1.8),
	termstructure.hpp (1.19), CashFlows/floatingratecoupon.cpp (1.11),
	CashFlows/floatingratecoupon.hpp (1.17),
	CashFlows/shortfloatingcoupon.cpp (1.3),
	CashFlows/shortfloatingcoupon.hpp (1.3),
	Instruments/plainoption.cpp (1.11), Instruments/plainoption.hpp
	(1.12), Instruments/stock.cpp (1.6), Instruments/stock.hpp (1.6),
	Instruments/swap.cpp (1.11), Instruments/swap.hpp (1.7),
	InterestRateModelling/calibrationhelper.hpp (1.9),
	MonteCarlo/pathpricer.hpp (1.11), Patterns/observable.hpp (1.8),
	TermStructures/piecewiseflatforward.cpp (1.18),
	TermStructures/piecewiseflatforward.hpp (1.17),
	TermStructures/ratehelpers.cpp (1.17),
	TermStructures/ratehelpers.hpp (1.19): Implemented QuEP 8 and 10

2002-03-05 16:55  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.66), configure.in (1.73), Docs/configure.in
	(1.9), Docs/quantlib.doxy (1.50), dev_tools/version_number.txt
	(1.23), ql/qldefines.hpp (1.34): version number up to a9

2002-03-05 16:11  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.16): updated

2002-03-05 15:59  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Math/bilinearinterpolation.hpp (1.4): working on bilinear
	interpolation

2002-03-05 15:36  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: Math/interpolation2D.hpp (1.4), functions/mathf.cpp (1.3),
	functions/mathf.hpp (1.2): working on bilinear interpolation

2002-03-05 12:30  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.72), ql/Lattices/trinomialtree.cpp (1.8),
	acconfig.h (1.6): QL_FLOORification continued...

2002-03-05 12:29  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: config.ansi.hpp (1.8), config.bcc.hpp (1.7), config.decc.hpp
	(1.7), config.msvc.hpp (1.11), config.mwcw.hpp (1.7),
	Lattices/trinomialtree.cpp (1.7): Added std::floor to the QL_* set

2002-03-05 11:52  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: Math/interpolation2D.hpp (1.3), functions/mathf.cpp (1.2):
	Fixed compilation with "g++ -pedantic"

2002-03-05 11:31  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Lattices/trinomialtree.cpp (1.6): will this make it work under
	VC++?

2002-03-05 08:24  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Lattices/trinomialtree.cpp (1.5), ql/Optimization/makefile.mak
	(1.3), QuantLib.dsp (1.82), QuantLib.mak (1.71): 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 <sad.rejeb@riskmap.it>

	* ql/Lattices/Makefile.am (1.4): Added missing included file

2002-03-05 01:39  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Docs/pages/fixedincome.docs (1.3): replaced fixedincome.docs

2002-03-05 01:37  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Docs/pages/fixedincome.docs (1.2): removed (for a few minutes)
	fixedincome.docs

2002-03-05 01:31  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Docs/pages/optimization.docs (1.2): removed optimization page
	(should be included in Math, like Sovers1D, no?)

2002-03-05 01:14  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Docs/: Makefile.am (1.46), makefile.mak (1.30),
	quantlibheader.html (1.13), userman.tex (1.4), pages/Makefile.am
	(1.4), pages/math.docs (1.5): Fixed income framework documentation.

2002-03-05 01:10  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: Makefile.am (1.16), asset.hpp (1.11), diffusionprocess.hpp
	(1.8), exercise.hpp (1.11), grid.hpp (1.1), numericalmethod.hpp
	(1.1), quantlib.hpp (1.50), timegrid.hpp (1.2),
	CashFlows/floatingratecoupon.hpp (1.16),
	FiniteDifferences/onefactoroperator.cpp (1.10),
	FiniteDifferences/onefactoroperator.hpp (1.10),
	Instruments/capfloor.cpp (1.19), Instruments/capfloor.hpp (1.18),
	Instruments/swaption.hpp (1.11),
	InterestRateModelling/calibrationhelper.hpp (1.8),
	InterestRateModelling/model.cpp (1.17),
	InterestRateModelling/model.hpp (1.20),
	InterestRateModelling/onefactormodel.cpp (1.13),
	InterestRateModelling/onefactormodel.hpp (1.14),
	InterestRateModelling/shortrateprocess.hpp (1.9),
	InterestRateModelling/twofactormodel.hpp (1.9),
	InterestRateModelling/OneFactorModels/blackkarasinski.cpp (1.19),
	InterestRateModelling/OneFactorModels/blackkarasinski.hpp (1.16),
	InterestRateModelling/OneFactorModels/coxingersollross.cpp (1.3),
	InterestRateModelling/OneFactorModels/coxingersollross.hpp (1.4),
	InterestRateModelling/OneFactorModels/hullwhite.hpp (1.10),
	InterestRateModelling/TwoFactorModels/g2.cpp (1.8),
	InterestRateModelling/TwoFactorModels/g2.hpp (1.8),
	Lattices/binomialtree.cpp (1.2), Lattices/binomialtree.hpp (1.2),
	Lattices/node.hpp (1.10), Lattices/tree.cpp (1.12),
	Lattices/tree.hpp (1.10), Lattices/trinomialtree.cpp (1.4),
	Lattices/trinomialtree.hpp (1.3), Optimization/Makefile.am (1.4),
	Optimization/optimizer.hpp (1.11), Optimization/powell.cpp (1.5),
	Optimization/powell.hpp (1.3), Optimization/simplex.hpp (1.4),
	Optimization/simulatedannealing.cpp (1.4),
	Optimization/simulatedannealing.hpp (1.2), Pricers/treecapfloor.cpp
	(1.12), Pricers/treeswaption.cpp (1.15): Clean-ups, added some
	inline docs (but not enough yet), removed broken optimization
	methods.

2002-03-04 17:24  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Math/interpolation.hpp (1.7): Fixed comment

2002-03-04 17:24  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/swaptionvolsurface.hpp (1.7): Spread as market element

2002-03-01 17:10  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.65), configure.in (1.71), Docs/configure.in
	(1.8), Docs/quantlib.doxy (1.49), dev_tools/version_number.txt
	(1.22), ql/qldefines.hpp (1.33): version number up to a8 branch a7
	created

2002-03-01 16:48  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.64), configure.in (1.70), Docs/configure.in
	(1.7), Docs/quantlib.doxy (1.48), ql/qldefines.hpp (1.32),
	dev_tools/version_number.txt (1.21): version number up to a7 I
	screwed up a6 branch

2002-03-01 16:08  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: swaptionvolsurface.hpp (1.6), Math/bilinearinterpolation.hpp
	(1.3), Math/cubicspline.hpp (1.12), Math/interpolation.hpp (1.6),
	Math/interpolation2D.hpp (1.2), Math/linearinterpolation.hpp (1.6):
	Replaced custom Location(...) with standard upper_bound(..)

2002-03-01 15:18  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Math/bilinearinterpolation.hpp (1.2): added bilinear
	interpolation (not working yet)

2002-03-01 14:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.81), QuantLib.mak (1.70), ql/quantlib.hpp (1.49),
	ql/Math/Makefile.am (1.5), ql/Math/bilinearinterpolation.hpp (1.1),
	ql/Math/interpolation2D.hpp (1.1), ql/functions/Makefile.am (1.2),
	ql/functions/makefile.mak (1.2), ql/functions/mathf.cpp (1.1),
	ql/functions/mathf.hpp (1.1): added bilinear interpolation (not
	working yet)

2002-03-01 14:16  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/functions/: daycounters.cpp (1.3), daycounters.hpp (1.3): 4
	dates because of one Act/Act method

2002-03-01 14:13  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Instruments/plainoption.hpp (1.11): improved comment

2002-03-01 14:12  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/newdeveloperintro.txt (1.4): improved

2002-02-27 08:16  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Utilities/combiningiterator.hpp (1.5): Added missing
	'typename'

2002-02-26 14:09  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/firewall.txt (1.1): a note about the firewall settings
	to access quantlib at sf.net

2002-02-26 12:15  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/FiniteDifferences/: mixedscheme.hpp (1.2),
	tridiagonaloperator.cpp (1.13): Successive Over Relaxation does
	work! Not used yet, we need to refactor our free boundary condition
	framework

2002-02-26 10:30  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/: option.cpp (1.9), Instruments/capfloor.cpp (1.18),
	Pricers/analyticalcapfloor.cpp (1.10),
	Pricers/analyticalcapfloor.hpp (1.6): error messages improved

2002-02-26 10:30  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/Indexes/: audlibor.hpp (1.2), cadlibor.hpp (1.3): daycount
	revised

2002-02-26 09:11  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: Instruments/plainoption.hpp (1.10),
	Pricers/singleassetoption.hpp (1.14): 2 warnings added

2002-02-25 10:17  Matteo Gallivanoni <matteo.gallivanoni@riskmap.net>

	* ql/FiniteDifferences/Makefile.am (1.12): missing entry

2002-02-22 16:50  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/newdeveloperintro.txt (1.3): more readable

2002-02-22 16:37  Ferdinando Ametrano <ferdinando@ametrano.net>

	* News.txt (1.20), QuantLib.dsp (1.80),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.18),
	Examples/EuropeanOption/EuropeanOption.mak (1.13),
	Examples/Swap/Swap.mak (1.14),
	ql/FiniteDifferences/cranknicolson.hpp (1.12),
	ql/FiniteDifferences/expliciteuler.hpp (1.8),
	ql/FiniteDifferences/impliciteuler.hpp (1.7),
	ql/FiniteDifferences/mixedscheme.hpp (1.1),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.12),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.16): added mixed
	(implicit/explicit) scheme, from which Crank-Nicolson,
	ImplicitEuler and ExplicitEuler are now derived Now if only I could
	make SOR to work!

2002-02-22 16:11  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/InterestRateModelling/OneFactorModels/: coxingersollross.hpp
	(1.3), hullwhite.hpp (1.9): it compiles with VC++

2002-02-22 15:21  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/: analyticalcapfloor.cpp (1.9), treecapfloor.cpp
	(1.11): Fixed typo

2002-02-22 12:55  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/: parameter.hpp (1.3),
	shortrateprocess.hpp (1.8), OneFactorModels/blackkarasinski.hpp
	(1.15), OneFactorModels/hullwhite.hpp (1.8): Fixed tremendously
	stupid bug in PiecewiseConstantParameterImpl...  thanks Luigi!

2002-02-22 11:50  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/InterestRateModelling/: onefactormodel.cpp (1.12),
	onefactormodel.hpp (1.13): Compiles with bcc

2002-02-22 07:49  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/InterestRateModelling/model.hpp (1.19): VC++ warning avoided

2002-02-21 17:38  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/parameter.hpp (1.2): fix for VC++?

2002-02-21 17:27  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.79), QuantLib.mak (1.69), ql/quantlib.hpp (1.48),
	ql/InterestRateModelling/makefile.mak (1.6),
	ql/Lattices/makefile.mak (1.7): catching up with Sad commit, but it
	doesn't work with VC++ yet.  Where is ParameterImplementation ?

2002-02-21 17:02  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: asset.hpp (1.10), InterestRateModelling/onefactormodel.cpp
	(1.11): Small fix.

2002-02-21 16:22  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Lattices/: binomialtree.cpp (1.1), binomialtree.hpp (1.1):
	Added BinomialTree class (still incomplete)

2002-02-21 16:11  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: Makefile.am (1.15), asset.hpp (1.9), diffusionprocess.hpp
	(1.7), quantlib.hpp (1.47), timegrid.hpp (1.1),
	FiniteDifferences/onefactoroperator.cpp (1.9),
	FiniteDifferences/onefactoroperator.hpp (1.9),
	Instruments/capfloor.cpp (1.17), Instruments/capfloor.hpp (1.17),
	Instruments/simpleswap.cpp (1.14), Instruments/simpleswap.hpp
	(1.17), Instruments/swaption.cpp (1.10), Instruments/swaption.hpp
	(1.10), InterestRateModelling/Makefile.am (1.5),
	InterestRateModelling/calibrationhelper.cpp (1.7),
	InterestRateModelling/calibrationhelper.hpp (1.7),
	InterestRateModelling/model.cpp (1.16),
	InterestRateModelling/model.hpp (1.18),
	InterestRateModelling/onefactormodel.cpp (1.10),
	InterestRateModelling/onefactormodel.hpp (1.12),
	InterestRateModelling/parameter.hpp (1.1),
	InterestRateModelling/shortrateprocess.hpp (1.7),
	InterestRateModelling/timefunction.cpp (1.8),
	InterestRateModelling/timefunction.hpp (1.8),
	InterestRateModelling/twofactormodel.hpp (1.8),
	InterestRateModelling/CalibrationHelpers/caphelper.cpp (1.8),
	InterestRateModelling/CalibrationHelpers/caphelper.hpp (1.7),
	InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp (1.10),
	InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp (1.8),
	InterestRateModelling/OneFactorModels/blackkarasinski.cpp (1.18),
	InterestRateModelling/OneFactorModels/blackkarasinski.hpp (1.14),
	InterestRateModelling/OneFactorModels/coxingersollross.cpp (1.2),
	InterestRateModelling/OneFactorModels/coxingersollross.hpp (1.2),
	InterestRateModelling/OneFactorModels/hullwhite.cpp (1.7),
	InterestRateModelling/OneFactorModels/hullwhite.hpp (1.7),
	InterestRateModelling/TwoFactorModels/g2.cpp (1.7),
	InterestRateModelling/TwoFactorModels/g2.hpp (1.7),
	Lattices/Makefile.am (1.3), Lattices/timegrid.hpp (1.12),
	Lattices/tree.cpp (1.11), Lattices/tree.hpp (1.9),
	Lattices/trinomialtree.cpp (1.3), Lattices/trinomialtree.hpp (1.2),
	Optimization/costfunction.hpp (1.10), Optimization/leastsquare.hpp
	(1.15), Optimization/optimizer.hpp (1.10), Optimization/powell.cpp
	(1.4), Optimization/powell.hpp (1.2), Optimization/simplex.cpp
	(1.3), Optimization/simplex.hpp (1.3),
	Optimization/simulatedannealing.cpp (1.3),
	Optimization/steepestdescent.hpp (1.10),
	Pricers/analyticalcapfloor.cpp (1.8),
	Pricers/jamshidianswaption.cpp (1.8), Pricers/treecapfloor.cpp
	(1.10), Pricers/treecapfloor.hpp (1.7), Pricers/treeswaption.cpp
	(1.14), Pricers/treeswaption.hpp (1.9): nth interest rate framework
	refactoring. Allows more general models,...

2002-02-21 09:57  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/daycounter.hpp (1.14): DayCount enumeration removed

2002-02-21 09:56  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/functions/: daycounters.cpp (1.2), daycounters.hpp (1.2):
	style changed so that function:= method(class, parameters)

2002-02-20 13:54  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/newdeveloperintro.txt (1.2): typo fixed

2002-02-19 10:39  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/Makefile.am (1.45): Switched to Doxygen 1.2.14 (fixes PDF
	cropping problem)

2002-02-19 10:34  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: README.txt (1.18), makefile.mak (1.29), quantlib.doxy
	(1.47): Switched to Doxygen 1.2.14 (fixes PDF cropping problem)

2002-02-19 10:33  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Indexes/: xibormanager.cpp (1.6), xibormanager.hpp (1.6):
	Added method to return tags

2002-02-18 14:38  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/functions/: Makefile.am (1.1), daycounters.cpp (1.1),
	daycounters.hpp (1.1), makefile.mak (1.1): added functions folder
	and namespace.	For QuantLib-Excel and any other function-like
	interface to QuantLib

2002-02-18 14:33  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.78), QuantLib.mak (1.68), configure.in (1.69),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.17),
	Examples/EuropeanOption/EuropeanOption.mak (1.12),
	Examples/Swap/Swap.mak (1.13), ql/Makefile.am (1.14),
	ql/makefile.mak (1.10), ql/quantlib.hpp (1.46): added functions
	folder and namespace.  For QuantLib-Excel and any other
	function-like interface to QuantLib

2002-02-18 14:29  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Calendars/tokyo.cpp (1.2): borland warning removed

2002-02-18 14:26  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/daycounter.hpp (1.13): added dayConters enumeration

2002-02-18 14:25  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/DayCounters/actualactual.hpp (1.13): changed name string for
	output

2002-02-18 14:24  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/DayCounters/thirty360.hpp (1.12): more comments

2002-02-15 18:06  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Calendars/Makefile.am (1.10): Sorted files...

2002-02-15 18:03  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Calendars/Makefile.am (1.9): (Re)fixed compilation problem
	under Linux.

2002-02-15 16:41  Marco Marchioro <marco.marchioro@riskmap.net>

	* QuantLib.dsp (1.77), QuantLib.mak (1.67), ql/quantlib.hpp (1.45),
	ql/Calendars/Makefile.am (1.8), ql/Calendars/makefile.mak (1.6),
	ql/Calendars/sydney.cpp (1.1), ql/Calendars/sydney.hpp (1.1),
	ql/Calendars/wellington.cpp (1.9), ql/Indexes/Makefile.am (1.6),
	ql/Indexes/audlibor.hpp (1.1), ql/Indexes/cadlibor.hpp (1.2),
	ql/Indexes/jpylibor.hpp (1.2): new exciting calendars and xibors
	introduced

2002-02-15 16:31  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Calendars/Makefile.am (1.7): fixed compiling problem on linux

2002-02-15 15:05  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/Calendars/Makefile.am (1.6), ql/Calendars/johannesburg.cpp
	(1.1), ql/Calendars/johannesburg.hpp (1.1),
	ql/Calendars/makefile.mak (1.5), ql/Calendars/tokyo.cpp (1.1),
	ql/Calendars/tokyo.hpp (1.1), ql/Calendars/toronto.cpp (1.1),
	ql/Calendars/toronto.hpp (1.1), ql/quantlib.hpp (1.44),
	QuantLib.dsp (1.76), QuantLib.mak (1.66): new exciting calendars
	introduced

2002-02-15 15:04  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/Indexes/: Makefile.am (1.5), cadlibor.hpp (1.1), chflibor.hpp
	(1.1), jpylibor.hpp (1.1), zarlibor.hpp (1.1): new exciting xibor
	introduced

2002-02-12 19:44  Ferdinando Ametrano <ferdinando@ametrano.net>

	* LICENSE.TXT (1.13), Docs/README.txt (1.17), Docs/configure.in
	(1.6), Docs/pages/license.docs (1.12): copyright revisited

2002-02-11 18:18  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/version_number.txt (1.20): version number up

2002-02-11 17:42  Marco Marchioro <marco.marchioro@riskmap.net>

	* ChangeLog.txt (1.15), QuantLib.nsi (1.63), configure.in (1.68),
	Docs/configure.in (1.5), Docs/quantlib.doxy (1.46),
	dev_tools/version_number.txt (1.19), ql/qldefines.hpp (1.31):
	version 0.3.0a5 changed with 0.3.0a6

2002-02-11 10:08  Mario Aleppo <mario.aleppo@riskmap.net>

	* ql/Lattices/tree.cpp (1.10): Bug fixed

2002-02-11 10:08  Mario Aleppo <mario.aleppo@riskmap.net>

	* ql/Lattices/timegrid.hpp (1.11): MS VC++ catching up with Sad's
	commit

2002-02-11 09:56  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Lattices/timegrid.hpp (1.10): [no log message]

2002-02-11 09:22  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: InterestRateModelling/twofactormodel.hpp (1.7),
	InterestRateModelling/TwoFactorModels/g2.cpp (1.6),
	InterestRateModelling/TwoFactorModels/g2.hpp (1.6),
	Lattices/timegrid.hpp (1.9), Lattices/trinomialtree.cpp (1.2): [no
	log message]

2002-02-08 19:33  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Lattices/makefile.mak (1.6): Borland command line compiler
	catching up with Sad's commit

2002-02-08 19:26  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Optimization/: conjugategradient.cpp (1.10),
	steepestdescent.cpp (1.9): Borland command line compiler catching
	up with Sad's commit

2002-02-08 19:14  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: InterestRateModelling/makefile.mak (1.5),
	InterestRateModelling/OneFactorModels/makefile.mak (1.5),
	Optimization/makefile.mak (1.2): Borland command line compiler
	catching up with Sad's commit

2002-02-08 19:10  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.75), QuantLib.mak (1.65),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.16),
	Examples/EuropeanOption/EuropeanOption.mak (1.11),
	Examples/Swap/Swap.mak (1.12), ql/Optimization/costfunction.hpp
	(1.9), ql/Optimization/powell.cpp (1.3),
	ql/Optimization/simplex.cpp (1.2),
	ql/Optimization/simulatedannealing.cpp (1.2): MS VC++ catching up
	with Sad's commit

2002-02-08 16:39  Enrico Sirola <enrico.sirola@riskmap.net>

	* ql/Optimization/: powell.cpp (1.2), simplex.hpp (1.2): #include
	<vector> added

2002-02-08 14:52  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/onefactormodel.cpp (1.9): added missing
	file

2002-02-08 14:48  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: quantlib.hpp (1.43), CashFlows/floatingratecoupon.hpp
	(1.15), Instruments/capfloor.cpp (1.16), Instruments/capfloor.hpp
	(1.16), Instruments/simpleswap.hpp (1.16), Instruments/swaption.cpp
	(1.9), Instruments/swaption.hpp (1.9),
	Pricers/analyticalcapfloor.cpp (1.7),
	Pricers/jamshidianswaption.cpp (1.7),
	Pricers/jamshidianswaption.hpp (1.6), Pricers/treecapfloor.cpp
	(1.9), Pricers/treeswaption.cpp (1.13): Interest rate modelling
	refactoring

2002-02-08 14:46  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Optimization/: Makefile.am (1.3), armijo.cpp (1.9), armijo.hpp
	(1.10), conjugategradient.cpp (1.9), conjugategradient.hpp (1.9),
	constraint.hpp (1.1), costfunction.hpp (1.8), criteria.hpp (1.8),
	leastsquare.hpp (1.14), linesearch.hpp (1.9), optimizer.hpp (1.9),
	powell.cpp (1.1), powell.hpp (1.1), simplex.cpp (1.1), simplex.hpp
	(1.1), simulatedannealing.cpp (1.1), simulatedannealing.hpp (1.1),
	steepestdescent.cpp (1.8), steepestdescent.hpp (1.9): Added some
	drafts of optimization methods

2002-02-08 14:41  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Lattices/: Makefile.am (1.2), node.hpp (1.9), timegrid.hpp
	(1.8), tree.cpp (1.9), tree.hpp (1.8), trinomialtree.cpp (1.1),
	trinomialtree.hpp (1.1): Added TrinomialTree class

2002-02-08 14:40  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/: Makefile.am (1.4),
	calibrationhelper.cpp (1.6), calibrationhelper.hpp (1.6), grid.cpp
	(1.8), grid.hpp (1.13), model.cpp (1.15), model.hpp (1.17),
	onefactormodel.hpp (1.11), timefunction.cpp (1.7), timefunction.hpp
	(1.7), trinomialtree.cpp (1.11), trinomialtree.hpp (1.9),
	twofactormodel.hpp (1.6), CalibrationHelpers/caphelper.cpp (1.7),
	CalibrationHelpers/caphelper.hpp (1.6),
	CalibrationHelpers/swaptionhelper.cpp (1.9),
	CalibrationHelpers/swaptionhelper.hpp (1.7),
	OneFactorModels/Makefile.am (1.4),
	OneFactorModels/blackkarasinski.cpp (1.17),
	OneFactorModels/blackkarasinski.hpp (1.13),
	OneFactorModels/coxingersollross.cpp (1.1),
	OneFactorModels/coxingersollross.hpp (1.1),
	OneFactorModels/coxingersollrossplus.cpp (1.6),
	OneFactorModels/coxingersollrossplus.hpp (1.5),
	OneFactorModels/hullwhite.cpp (1.6), OneFactorModels/hullwhite.hpp
	(1.6), TwoFactorModels/g2.cpp (1.5), TwoFactorModels/g2.hpp (1.5):
	Interest rate modelling refactoring

2002-02-08 14:37  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: Makefile.am (1.13), array.hpp (1.9), asset.hpp (1.8),
	constraint.hpp (1.13), diffusionprocess.hpp (1.6), exercise.hpp
	(1.10), minimizer.hpp (1.13), quantlib.hpp (1.42): Refactoring of
	interest rate modelling

2002-02-07 04:46  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Docs/: Makefile.am (1.44), makefile.mak (1.28),
	quantlibheader.html (1.12), userman.tex (1.3), pages/Makefile.am
	(1.3), pages/optimization.docs (1.1): Added (empty) optimization
	page

2002-02-01 16:23  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/CashFlows/shortfloatingcoupon.cpp (1.2): Improved error
	message

2002-02-01 16:23  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/DayCounters/actualactual.cpp (1.12): Added case not handled by
	algorithm

2002-02-01 13:40  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/DayCounters/actualactual.cpp (1.11): Somewhat improved error
	message

2002-01-31 22:15  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.62), TODO.txt (1.81), Docs/README.txt (1.16):
	typo fixed

2002-01-31 10:54  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/CashFlows/: coupon.hpp (1.7), fixedratecoupon.hpp (1.10),
	floatingratecoupon.hpp (1.14), shortfloatingcoupon.hpp (1.2): Added
	accruedAmount() to coupons

2002-01-31 02:14  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.mak (1.64), TODO.txt (1.80),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.15),
	Examples/EuropeanOption/EuropeanOption.mak (1.10),
	Examples/Swap/Swap.mak (1.11): updated

2002-01-30 14:55  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: instrument.hpp (1.9), option.hpp (1.9),
	Instruments/capfloor.cpp (1.15), Instruments/capfloor.hpp (1.15),
	Instruments/plainoption.cpp (1.10), Instruments/swaption.cpp (1.8),
	Instruments/swaption.hpp (1.8): added isExpired() to Instrument
	interface

2002-01-30 11:56  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Instruments/plainoption.cpp (1.9): More strict validation

2002-01-29 16:39  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.mak (1.63), TODO.txt (1.79),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.14),
	Examples/EuropeanOption/EuropeanOption.mak (1.9),
	Examples/Swap/Swap.mak (1.10), ql/config.msvc.hpp (1.10): updated

2002-01-28 12:09  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/CashFlows/Makefile.am (1.6), ql/CashFlows/cashflowvectors.cpp
	(1.11), ql/CashFlows/makefile.mak (1.4),
	ql/CashFlows/shortfloatingcoupon.cpp (1.1),
	ql/CashFlows/shortfloatingcoupon.hpp (1.1), QuantLib.dsp (1.74),
	QuantLib.mak (1.62), ql/quantlib.hpp (1.41): Added partially
	disabled short floating coupon

2002-01-28 11:44  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* QuantLib.dsp (1.73), ql/quantlib.hpp (1.40),
	ql/RandomNumbers/Makefile.am (1.4),
	ql/RandomNumbers/inversecumgaussianrng.hpp (1.1),
	ql/RandomNumbers/inversecumulativegaussianrng.hpp (1.6): Shortened
	file name within 31 char limit to support HFS

2002-01-23 09:48  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/TermStructures/: piecewiseflatforward.cpp (1.17),
	piecewiseflatforward.hpp (1.16): Added dates() and times() to
	PiecewiseFlatForward

2002-01-21 14:41  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.64): [no log message]

2002-01-21 14:40  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/configure.in (1.4), dev_tools/version_number.txt (1.18):
	version number up to a5

2002-01-21 12:20  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/Makefile.am (1.43): Increased TeX settings

2002-01-17 12:35  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/Makefile.am (1.42): Increased buffer size

2002-01-17 12:09  Mario Aleppo <mario.aleppo@riskmap.net>

	* ql/Math/: multivariateaccumulator.hpp (1.11),
	multivariateaccumulator.cpp (1.11): Added Correlation Matrix method

2002-01-16 16:23  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.14), QuantLib.nsi (1.61), configure.in (1.67),
	Docs/quantlib.doxy (1.45), dev_tools/version_number.txt (1.17),
	ql/qldefines.hpp (1.30): version number up to a5

2002-01-16 16:05  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/version_number.txt (1.16): updated

2002-01-16 15:51  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: Math/cubicspline.hpp (1.11), Optimization/armijo.cpp (1.8),
	Optimization/armijo.hpp (1.9), Optimization/conjugategradient.cpp
	(1.8), Optimization/conjugategradient.hpp (1.8),
	Optimization/costfunction.hpp (1.7), Optimization/criteria.hpp
	(1.7), Optimization/leastsquare.hpp (1.13),
	Optimization/linesearch.hpp (1.8), Optimization/optimizer.hpp
	(1.8), Optimization/steepestdescent.cpp (1.7),
	Optimization/steepestdescent.hpp (1.8): new license and copyright
	notice Nicolas copyright

2002-01-16 15:48  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/usage.docs (1.6), ql/asset.hpp (1.7),
	ql/constraint.hpp (1.12), ql/diffusionprocess.hpp (1.5),
	ql/exercise.hpp (1.9), ql/minimizer.hpp (1.12),
	ql/FiniteDifferences/onefactoroperator.cpp (1.8),
	ql/FiniteDifferences/onefactoroperator.hpp (1.8),
	ql/Instruments/capfloor.cpp (1.14), ql/Instruments/capfloor.hpp
	(1.14), ql/Instruments/swaption.cpp (1.7),
	ql/Instruments/swaption.hpp (1.7),
	ql/InterestRateModelling/calibrationhelper.cpp (1.5),
	ql/InterestRateModelling/calibrationhelper.hpp (1.5),
	ql/InterestRateModelling/grid.cpp (1.7),
	ql/InterestRateModelling/grid.hpp (1.12),
	ql/InterestRateModelling/model.cpp (1.14),
	ql/InterestRateModelling/model.hpp (1.16),
	ql/InterestRateModelling/onefactormodel.hpp (1.10),
	ql/InterestRateModelling/shortrateprocess.hpp (1.6),
	ql/InterestRateModelling/timefunction.cpp (1.6),
	ql/InterestRateModelling/timefunction.hpp (1.6),
	ql/InterestRateModelling/trinomialtree.cpp (1.10),
	ql/InterestRateModelling/trinomialtree.hpp (1.8),
	ql/InterestRateModelling/twofactormodel.hpp (1.5),
	ql/InterestRateModelling/CalibrationHelpers/caphelper.cpp (1.6),
	ql/InterestRateModelling/CalibrationHelpers/caphelper.hpp (1.5),
	ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp
	(1.8),
	ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp
	(1.6), ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp
	(1.16),
	ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp
	(1.12),
	ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.cpp
	(1.5),
	ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.hpp
	(1.4), ql/InterestRateModelling/OneFactorModels/hullwhite.cpp
	(1.5), ql/InterestRateModelling/OneFactorModels/hullwhite.hpp
	(1.5), ql/InterestRateModelling/TwoFactorModels/g2.cpp (1.4),
	ql/InterestRateModelling/TwoFactorModels/g2.hpp (1.4),
	ql/Lattices/node.hpp (1.8), ql/Lattices/timegrid.hpp (1.7),
	ql/Lattices/tree.cpp (1.8), ql/Lattices/tree.hpp (1.7),
	ql/Pricers/analyticalcapfloor.cpp (1.6),
	ql/Pricers/analyticalcapfloor.hpp (1.5),
	ql/Pricers/jamshidianswaption.cpp (1.6),
	ql/Pricers/jamshidianswaption.hpp (1.5),
	ql/Pricers/treecapfloor.cpp (1.8), ql/Pricers/treecapfloor.hpp
	(1.6), ql/Pricers/treeswaption.cpp (1.12),
	ql/Pricers/treeswaption.hpp (1.8): new license and copyright notice
	Sad copyright

2002-01-16 15:38  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/authors.docs (1.9), Docs/pages/usage.docs (1.5),
	dev_tools/modify-copyr.sh (1.3): docs typo fixed

2002-01-16 14:43  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/argsandresults.hpp (1.5), ql/array.hpp (1.8), ql/asset.hpp
	(1.6), ql/calendar.cpp (1.7), ql/calendar.hpp (1.13),
	ql/cashflow.hpp (1.7), ql/config.ansi.hpp (1.7), ql/config.bcc.hpp
	(1.6), ql/config.decc.hpp (1.6), ql/config.msvc.hpp (1.9),
	ql/config.mwcw.hpp (1.6), ql/constraint.hpp (1.11), ql/currency.hpp
	(1.5), ql/dataformatters.cpp (1.7), ql/dataformatters.hpp (1.5),
	ql/date.cpp (1.13), ql/date.hpp (1.11), ql/daycounter.hpp (1.12),
	ql/diffusionprocess.hpp (1.4), ql/errors.hpp (1.8), ql/exercise.hpp
	(1.8), ql/expressiontemplates.hpp (1.5), ql/forwardvolsurface.hpp
	(1.5), ql/handle.hpp (1.7), ql/history.hpp (1.9), ql/index.hpp
	(1.8), ql/instrument.hpp (1.8), ql/marketelement.hpp (1.7),
	ql/minimizer.hpp (1.11), ql/null.hpp (1.5), ql/option.cpp (1.8),
	ql/option.hpp (1.8), ql/qldefines.hpp (1.29), ql/quantlib.hpp
	(1.39), ql/relinkablehandle.hpp (1.7), ql/riskstatistics.hpp (1.7),
	ql/scheduler.cpp (1.8), ql/scheduler.hpp (1.8), ql/solver1d.cpp
	(1.6), ql/solver1d.hpp (1.7), ql/swaptionvolsurface.hpp (1.5),
	ql/termstructure.hpp (1.18), ql/types.hpp (1.6),
	ql/Calendars/frankfurt.cpp (1.9), ql/Calendars/frankfurt.hpp (1.9),
	ql/Calendars/helsinki.cpp (1.8), ql/Calendars/helsinki.hpp (1.9),
	ql/Calendars/london.cpp (1.8), ql/Calendars/london.hpp (1.9),
	ql/Calendars/milan.cpp (1.8), ql/Calendars/milan.hpp (1.9),
	ql/Calendars/newyork.cpp (1.8), ql/Calendars/newyork.hpp (1.10),
	ql/Calendars/target.cpp (1.8), ql/Calendars/target.hpp (1.9),
	ql/Calendars/wellington.cpp (1.8), ql/Calendars/wellington.hpp
	(1.9), ql/Calendars/zurich.cpp (1.8), ql/Calendars/zurich.hpp
	(1.9), ql/CashFlows/cashflowvectors.cpp (1.10),
	ql/CashFlows/cashflowvectors.hpp (1.9), ql/CashFlows/coupon.hpp
	(1.6), ql/CashFlows/fixedratecoupon.hpp (1.9),
	ql/CashFlows/floatingratecoupon.cpp (1.10),
	ql/CashFlows/floatingratecoupon.hpp (1.13),
	ql/CashFlows/simplecashflow.hpp (1.5), LICENSE.TXT (1.12),
	Docs/pages/license.docs (1.11), dev_tools/modify-copyr.sh (1.2):
	new license and copyright notice

2002-01-16 14:40  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.11),
	Examples/EuropeanOption/EuropeanOption.cpp (1.15),
	Examples/Swap/swapvaluation.cpp (1.19),
	ql/Utilities/combiningiterator.hpp (1.4),
	ql/Utilities/couplingiterator.hpp (1.5),
	ql/Utilities/filteringiterator.hpp (1.4),
	ql/Utilities/iteratorcategories.hpp (1.5),
	ql/Utilities/processingiterator.hpp (1.4),
	ql/Utilities/steppingiterator.hpp (1.4),
	ql/TermStructures/flatforward.hpp (1.11),
	ql/TermStructures/piecewiseflatforward.cpp (1.16),
	ql/TermStructures/piecewiseflatforward.hpp (1.15),
	ql/TermStructures/ratehelpers.cpp (1.16),
	ql/TermStructures/ratehelpers.hpp (1.18),
	ql/Solvers1D/bisection.cpp (1.5), ql/Solvers1D/bisection.hpp (1.5),
	ql/Solvers1D/brent.cpp (1.6), ql/Solvers1D/brent.hpp (1.5),
	ql/Solvers1D/falseposition.cpp (1.5),
	ql/Solvers1D/falseposition.hpp (1.5), ql/Solvers1D/newton.cpp
	(1.5), ql/Solvers1D/newton.hpp (1.5), ql/Solvers1D/newtonsafe.cpp
	(1.6), ql/Solvers1D/newtonsafe.hpp (1.6), ql/Solvers1D/ridder.cpp
	(1.5), ql/Solvers1D/ridder.hpp (1.5), ql/Solvers1D/secant.cpp
	(1.5), ql/Solvers1D/secant.hpp (1.5),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.5),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.5),
	ql/RandomNumbers/inversecumulativegaussianrng.hpp (1.5),
	ql/RandomNumbers/knuthuniformrng.cpp (1.4),
	ql/RandomNumbers/knuthuniformrng.hpp (1.7),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.4),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.5),
	ql/RandomNumbers/randomarraygenerator.hpp (1.8),
	ql/RandomNumbers/rngtypedefs.hpp (1.7),
	ql/Pricers/analyticalcapfloor.cpp (1.5),
	ql/Pricers/analyticalcapfloor.hpp (1.4),
	ql/Pricers/barrieroption.cpp (1.7), ql/Pricers/barrieroption.hpp
	(1.7), ql/Pricers/binaryoption.cpp (1.8),
	ql/Pricers/binaryoption.hpp (1.7), ql/Pricers/cliquetoption.cpp
	(1.8), ql/Pricers/cliquetoption.hpp (1.7),
	ql/Pricers/continuousgeometricapo.hpp (1.4),
	ql/Pricers/discretegeometricapo.cpp (1.6),
	ql/Pricers/discretegeometricapo.hpp (1.5),
	ql/Pricers/discretegeometricaso.cpp (1.6),
	ql/Pricers/discretegeometricaso.hpp (1.5),
	ql/Pricers/europeanengine.cpp (1.4), ql/Pricers/europeanengine.hpp
	(1.5), ql/Pricers/europeanoption.cpp (1.7),
	ql/Pricers/europeanoption.hpp (1.9),
	ql/Pricers/fdamericanoption.hpp (1.4),
	ql/Pricers/fdbermudanoption.cpp (1.3),
	ql/Pricers/fdbermudanoption.hpp (1.3), ql/Pricers/fdbsmoption.cpp
	(1.4), ql/Pricers/fdbsmoption.hpp (1.4),
	ql/Pricers/fddividendamericanoption.cpp (1.3),
	ql/Pricers/fddividendamericanoption.hpp (1.3),
	ql/Pricers/fddividendeuropeanoption.cpp (1.4),
	ql/Pricers/fddividendeuropeanoption.hpp (1.4),
	ql/Pricers/fddividendoption.cpp (1.3),
	ql/Pricers/fddividendoption.hpp (1.3),
	ql/Pricers/fddividendshoutoption.cpp (1.5),
	ql/Pricers/fddividendshoutoption.hpp (1.5),
	ql/Pricers/fdeuropean.cpp (1.5), ql/Pricers/fdeuropean.hpp (1.5),
	ql/Pricers/fdmultiperiodoption.cpp (1.5),
	ql/Pricers/fdmultiperiodoption.hpp (1.4),
	ql/Pricers/fdshoutoption.hpp (1.4),
	ql/Pricers/fdstepconditionoption.cpp (1.3),
	ql/Pricers/fdstepconditionoption.hpp (1.3),
	ql/Pricers/jamshidianswaption.cpp (1.5),
	ql/Pricers/jamshidianswaption.hpp (1.4), ql/Pricers/mcbasket.cpp
	(1.5), ql/Pricers/mcbasket.hpp (1.5),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.5),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.5),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.6),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.6),
	ql/Pricers/mceuropean.cpp (1.6), ql/Pricers/mceuropean.hpp (1.8),
	ql/Pricers/mceverest.cpp (1.9), ql/Pricers/mceverest.hpp (1.5),
	ql/Pricers/mchimalaya.cpp (1.8), ql/Pricers/mchimalaya.hpp (1.5),
	ql/Pricers/mcmaxbasket.cpp (1.5), ql/Pricers/mcmaxbasket.hpp (1.4),
	ql/Pricers/mcpagoda.cpp (1.8), ql/Pricers/mcpagoda.hpp (1.6),
	ql/Pricers/mcpricer.hpp (1.16), ql/Pricers/singleassetoption.cpp
	(1.12), ql/Pricers/singleassetoption.hpp (1.13),
	ql/Pricers/treecapfloor.cpp (1.7), ql/Pricers/treecapfloor.hpp
	(1.5), ql/Pricers/treeswaption.cpp (1.11),
	ql/Pricers/treeswaption.hpp (1.7), ql/Patterns/observable.hpp
	(1.7), ql/Optimization/armijo.cpp (1.7), ql/Optimization/armijo.hpp
	(1.8), ql/Optimization/conjugategradient.cpp (1.7),
	ql/Optimization/conjugategradient.hpp (1.7),
	ql/Optimization/costfunction.hpp (1.6),
	ql/Optimization/criteria.hpp (1.6), ql/Optimization/leastsquare.hpp
	(1.12), ql/Optimization/linesearch.hpp (1.7),
	ql/Optimization/optimizer.hpp (1.7),
	ql/Optimization/steepestdescent.cpp (1.6),
	ql/Optimization/steepestdescent.hpp (1.7),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.5),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.4),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.5),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.4),
	ql/MonteCarlo/basketpathpricer.cpp (1.16),
	ql/MonteCarlo/basketpathpricer.hpp (1.11),
	ql/MonteCarlo/europeanpathpricer.cpp (1.12),
	ql/MonteCarlo/europeanpathpricer.hpp (1.10),
	ql/MonteCarlo/everestpathpricer.cpp (1.13),
	ql/MonteCarlo/everestpathpricer.hpp (1.11),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.7),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.4),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.8),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.4),
	ql/MonteCarlo/getcovariance.cpp (1.8),
	ql/MonteCarlo/getcovariance.hpp (1.6),
	ql/MonteCarlo/himalayapathpricer.cpp (1.15),
	ql/MonteCarlo/himalayapathpricer.hpp (1.10),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.5),
	ql/MonteCarlo/maxbasketpathpricer.hpp (1.4),
	ql/MonteCarlo/mctypedefs.hpp (1.10),
	ql/MonteCarlo/montecarlomodel.hpp (1.17),
	ql/MonteCarlo/multipath.hpp (1.10),
	ql/MonteCarlo/multipathgenerator.hpp (1.26),
	ql/MonteCarlo/pagodapathpricer.cpp (1.11),
	ql/MonteCarlo/pagodapathpricer.hpp (1.12), ql/MonteCarlo/path.hpp
	(1.9), ql/MonteCarlo/pathgenerator.hpp (1.19),
	ql/MonteCarlo/pathpricer.hpp (1.10), ql/MonteCarlo/sample.hpp
	(1.4), ql/Math/cubicspline.hpp (1.10), ql/Math/interpolation.hpp
	(1.5), ql/Math/lexicographicalview.hpp (1.5),
	ql/Math/linearinterpolation.hpp (1.5), ql/Math/matrix.cpp (1.8),
	ql/Math/matrix.hpp (1.8), ql/Math/multivariateaccumulator.cpp
	(1.10), ql/Math/multivariateaccumulator.hpp (1.10),
	ql/Math/normaldistribution.cpp (1.5),
	ql/Math/normaldistribution.hpp (1.6), ql/Math/riskmeasures.hpp
	(1.5), ql/Math/segmentintegral.cpp (1.8),
	ql/Math/segmentintegral.hpp (1.10), ql/Math/statistics.cpp (1.5),
	ql/Math/statistics.hpp (1.11), ql/Math/symmetriceigenvalues.hpp
	(1.5), ql/Math/symmetricschurdecomposition.cpp (1.6),
	ql/Math/symmetricschurdecomposition.hpp (1.5), ql/Lattices/node.hpp
	(1.7), ql/Lattices/timegrid.hpp (1.6), ql/Lattices/tree.cpp (1.7),
	ql/Lattices/tree.hpp (1.6),
	ql/InterestRateModelling/calibrationhelper.cpp (1.4),
	ql/InterestRateModelling/calibrationhelper.hpp (1.4),
	ql/InterestRateModelling/grid.cpp (1.6),
	ql/InterestRateModelling/grid.hpp (1.11),
	ql/InterestRateModelling/model.cpp (1.13),
	ql/InterestRateModelling/model.hpp (1.15),
	ql/InterestRateModelling/onefactormodel.hpp (1.9),
	ql/InterestRateModelling/shortrateprocess.hpp (1.5),
	ql/InterestRateModelling/timefunction.cpp (1.5),
	ql/InterestRateModelling/timefunction.hpp (1.5),
	ql/InterestRateModelling/trinomialtree.cpp (1.9),
	ql/InterestRateModelling/trinomialtree.hpp (1.7),
	ql/InterestRateModelling/twofactormodel.hpp (1.4),
	ql/InterestRateModelling/CalibrationHelpers/caphelper.cpp (1.5),
	ql/InterestRateModelling/CalibrationHelpers/caphelper.hpp (1.4),
	ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp
	(1.7),
	ql/InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp
	(1.5), ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp
	(1.15),
	ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp
	(1.11),
	ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.cpp
	(1.4),
	ql/InterestRateModelling/OneFactorModels/coxingersollrossplus.hpp
	(1.3), ql/InterestRateModelling/OneFactorModels/hullwhite.cpp
	(1.4), ql/InterestRateModelling/OneFactorModels/hullwhite.hpp
	(1.4), ql/InterestRateModelling/TwoFactorModels/g2.cpp (1.3),
	ql/InterestRateModelling/TwoFactorModels/g2.hpp (1.3),
	ql/Instruments/capfloor.cpp (1.13), ql/Instruments/capfloor.hpp
	(1.13), ql/Instruments/plainoption.cpp (1.8),
	ql/Instruments/plainoption.hpp (1.9), ql/Instruments/simpleswap.cpp
	(1.13), ql/Instruments/simpleswap.hpp (1.15),
	ql/Instruments/stock.cpp (1.5), ql/Instruments/stock.hpp (1.5),
	ql/Instruments/swap.cpp (1.10), ql/Instruments/swap.hpp (1.6),
	ql/Instruments/swaption.cpp (1.6), ql/Instruments/swaption.hpp
	(1.6), ql/Indexes/euribor.hpp (1.7), ql/Indexes/gbplibor.hpp (1.7),
	ql/Indexes/usdlibor.hpp (1.7), ql/Indexes/xibor.cpp (1.6),
	ql/Indexes/xibor.hpp (1.7), ql/Indexes/xibormanager.cpp (1.5),
	ql/Indexes/xibormanager.hpp (1.5),
	ql/FiniteDifferences/americancondition.hpp (1.4),
	ql/FiniteDifferences/boundarycondition.hpp (1.5),
	ql/FiniteDifferences/bsmoperator.cpp (1.9),
	ql/FiniteDifferences/bsmoperator.hpp (1.9),
	ql/FiniteDifferences/cranknicolson.hpp (1.11),
	ql/FiniteDifferences/dminus.hpp (1.8),
	ql/FiniteDifferences/dplus.hpp (1.8),
	ql/FiniteDifferences/dplusdminus.hpp (1.9),
	ql/FiniteDifferences/dzero.hpp (1.8),
	ql/FiniteDifferences/expliciteuler.hpp (1.7),
	ql/FiniteDifferences/fdtypedefs.hpp (1.5),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.11),
	ql/FiniteDifferences/impliciteuler.hpp (1.6),
	ql/FiniteDifferences/onefactoroperator.cpp (1.7),
	ql/FiniteDifferences/onefactoroperator.hpp (1.7),
	ql/FiniteDifferences/shoutcondition.hpp (1.4),
	ql/FiniteDifferences/stepcondition.hpp (1.5),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.11),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.15),
	ql/FiniteDifferences/valueatcenter.cpp (1.9),
	ql/FiniteDifferences/valueatcenter.hpp (1.5),
	ql/DayCounters/actual360.hpp (1.9), ql/DayCounters/actual365.hpp
	(1.9), ql/DayCounters/actualactual.cpp (1.10),
	ql/DayCounters/actualactual.hpp (1.12),
	ql/DayCounters/thirty360.cpp (1.8), ql/DayCounters/thirty360.hpp
	(1.11): new license and copyright notice

2002-01-16 14:38  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: Makefile.am (1.41), makefile.mak (1.27),
	quantlibheader.html (1.11), userman.tex (1.2), pages/Makefile.am
	(1.2), pages/cashflows.docs (1.4), pages/coreclasses.docs (1.5),
	pages/currencies.docs (1.4), pages/fixedincome.docs (1.1),
	pages/indexes.docs (1.4), pages/instruments.docs (1.4),
	pages/math.docs (1.4), pages/pricers.docs (1.5),
	pages/randomnumbers.docs (1.4), pages/solvers1d.docs (1.4):
	Rearranged documentation - feedback is welcome

2002-01-16 13:23  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/grid.cpp (1.5): Avoid warning

2002-01-16 12:26  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/option.cpp (1.7): added setupEngine in setPricingEngine (can
	be useful)

2002-01-16 11:32  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/version_number.txt (1.15): added trailing -cvs to
	version identifier

2002-01-16 11:07  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.60), configure.in (1.66), Docs/quantlib.doxy
	(1.44): added tariling -cvs to version identifier

2002-01-16 10:16  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.13): updated

2002-01-15 16:33  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/makefile.mak (1.9): Borland C++: page size up to 512 in DEBUG
	mode

2002-01-15 14:14  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/version_number.txt (1.14): updated

2002-01-15 14:09  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/version_number.txt (1.13): updated

2002-01-15 12:49  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.72), QuantLib.mak (1.61): changed MS VC++ PDB
	settings

2002-01-15 12:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.71), QuantLib.mak (1.60), makefile.mak (1.28),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.13),
	Examples/EuropeanOption/EuropeanOption.mak (1.8),
	Examples/Swap/Swap.mak (1.9): changed MS VC++ PDB settings

2002-01-15 11:27  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: calendar.hpp (1.12), daycounter.hpp (1.11), quantlib.hpp
	(1.38), Calendars/frankfurt.hpp (1.8), Calendars/helsinki.hpp
	(1.8), Calendars/london.hpp (1.8), Calendars/milan.hpp (1.8),
	Calendars/newyork.hpp (1.9), Calendars/target.hpp (1.8),
	Calendars/wellington.hpp (1.8), Calendars/zurich.hpp (1.8),
	DayCounters/actual360.hpp (1.8), DayCounters/actual365.hpp (1.8),
	DayCounters/actualactual.hpp (1.11), DayCounters/thirty360.hpp
	(1.10), Patterns/Makefile.am (1.6), Patterns/factory.hpp (1.5):
	Removed Factory - too clumsy for the little or no use we had

2002-01-15 11:22  Ferdinando Ametrano <ferdinando@ametrano.net>

	* LICENSE.TXT (1.11), Docs/pages/index.docs (1.4),
	Docs/pages/license.docs (1.10): new license and copyright notice

2002-01-15 10:41  Marco Marchioro <marco.marchioro@riskmap.net>

	* QuantLib.dsp (1.70), QuantLib.mak (1.59),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.4),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.12),
	Examples/EuropeanOption/EuropeanOption.dsp (1.2),
	Examples/EuropeanOption/EuropeanOption.mak (1.7),
	Examples/Swap/Swap.dsp (1.2), Examples/Swap/Swap.mak (1.8),
	ql/config.msvc.hpp (1.8): Everything requires NOMINMAX macro

2002-01-15 09:04  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/makefile.mak (1.26): workaround for dot bug

2002-01-14 14:47  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/README.txt (1.15): typo fixed

2002-01-14 11:51  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.59): updated to NSIS 1.93

2002-01-13 13:21  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/Swap/swapvaluation.cpp (1.18): QL_FABS() used instead of
	abs()

2002-01-11 16:01  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/: makefile.mak (1.8), DiscreteHedging/makefile.mak
	(1.4), EuropeanOption/makefile.mak (1.4), Swap/makefile.mak (1.4):
	fixed Borland compilation

2002-01-11 15:42  Matteo Gallivanoni <matteo.gallivanoni@riskmap.net>

	* ql/: asset.hpp (1.5), termstructure.hpp (1.17),
	Instruments/capfloor.cpp (1.12), Instruments/capfloor.hpp (1.12),
	Instruments/plainoption.hpp (1.8), Instruments/simpleswap.cpp
	(1.12), Instruments/swaption.hpp (1.5),
	InterestRateModelling/model.cpp (1.12),
	InterestRateModelling/model.hpp (1.14),
	InterestRateModelling/onefactormodel.hpp (1.8),
	InterestRateModelling/shortrateprocess.hpp (1.4),
	InterestRateModelling/trinomialtree.hpp (1.6),
	InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp (1.4),
	InterestRateModelling/OneFactorModels/blackkarasinski.cpp (1.14),
	InterestRateModelling/OneFactorModels/blackkarasinski.hpp (1.10),
	InterestRateModelling/OneFactorModels/coxingersollrossplus.cpp
	(1.3), Lattices/node.hpp (1.6), Lattices/tree.hpp (1.5),
	MonteCarlo/basketpathpricer.cpp (1.15),
	Pricers/mcdiscretearithmeticaso.hpp (1.5), Pricers/mceuropean.hpp
	(1.7), Pricers/mcpagoda.cpp (1.7), TermStructures/ratehelpers.hpp
	(1.17): pruned redundant header inclusions (again)

2002-01-11 14:50  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/: history.docs (1.5), install.docs (1.5): cleaning up
	documentation

2002-01-11 14:41  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/license.docs (1.9): wrong links removed

2002-01-11 14:25  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/version_number.txt (1.12): version number up to 0.3.0a4

2002-01-11 12:21  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.58), configure.in (1.65), Docs/quantlib.doxy
	(1.43), dev_tools/version_number.txt (1.11), ql/qldefines.hpp
	(1.28): version number up to 0.3.0a4

2002-01-11 10:39  Ferdinando Ametrano <ferdinando@ametrano.net>

	* LICENSE.TXT (1.10), Readme.txt (1.16), Docs/pages/license.docs
	(1.8): new copyright and license agreement

2002-01-11 10:26  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Readme.txt (1.15): new copyright and license agreement

2002-01-11 09:27  Ferdinando Ametrano <ferdinando@ametrano.net>

	* LICENSE.TXT (1.9), Docs/pages/license.docs (1.7): new copyright
	and license agreement

2002-01-10 16:22  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.12): updated

2002-01-10 16:21  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* News.txt (1.19): [no log message]

2002-01-10 16:06  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/coreclasses.docs (1.4): wrong links removed

2002-01-10 16:05  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/license.docs (1.6): new copyright and license
	agreement

2002-01-10 16:02  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/usage.docs (1.4): wrong links removed

2002-01-10 14:56  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Authors.txt (1.9), Contributors.txt (1.15),
	Docs/pages/authors.docs (1.8): new copyright and license agreement

2002-01-10 14:55  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: exercise.hpp (1.7), FiniteDifferences/onefactoroperator.cpp
	(1.6), FiniteDifferences/onefactoroperator.hpp (1.6),
	Instruments/capfloor.cpp (1.11), Instruments/capfloor.hpp (1.11),
	Instruments/swaption.cpp (1.5), Instruments/swaption.hpp (1.4),
	InterestRateModelling/model.cpp (1.11),
	InterestRateModelling/trinomialtree.cpp (1.8),
	InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp (1.6),
	Lattices/node.hpp (1.5), Lattices/timegrid.hpp (1.5),
	Optimization/armijo.cpp (1.6), Optimization/armijo.hpp (1.7),
	Optimization/conjugategradient.cpp (1.6),
	Optimization/conjugategradient.hpp (1.6),
	Optimization/costfunction.hpp (1.5), Optimization/criteria.hpp
	(1.5), Optimization/leastsquare.hpp (1.11),
	Optimization/linesearch.hpp (1.6), Optimization/optimizer.hpp
	(1.6), Optimization/steepestdescent.cpp (1.5),
	Optimization/steepestdescent.hpp (1.6),
	Pricers/analyticalcapfloor.cpp (1.4),
	Pricers/analyticalcapfloor.hpp (1.3),
	Pricers/jamshidianswaption.cpp (1.4),
	Pricers/jamshidianswaption.hpp (1.3), Pricers/treecapfloor.cpp
	(1.6), Pricers/treecapfloor.hpp (1.4), Pricers/treeswaption.cpp
	(1.10), Pricers/treeswaption.hpp (1.6): fixed copyright notices

2002-01-10 14:48  Ferdinando Ametrano <ferdinando@ametrano.net>

	* LICENSE.TXT (1.8), Examples/DiscreteHedging/DiscreteHedging.cpp
	(1.10), Examples/EuropeanOption/EuropeanOption.cpp (1.14): new
	copyright and license agreement

2002-01-10 14:16  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Math/cubicspline.hpp (1.9): new copyright and license
	agreement

2002-01-10 14:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.mak (1.58): updated

2002-01-10 11:40  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/array.hpp (1.7): typo/bug fixed

2002-01-10 10:58  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Pricers/treecapfloor.cpp (1.5): gcc warning avoided

2002-01-10 10:15  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Math/normaldistribution.hpp (1.5): Added exp() guard for alpha

2002-01-09 13:36  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.78): updated

2002-01-09 13:21  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/utilities.docs (1.4): added iterators sketched
	documentation

2002-01-09 12:47  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/: authors.docs (1.7), install.docs (1.4), license.docs
	(1.5), overview.docs (1.4), platforms.docs (1.6): documentation
	clean up

2002-01-09 12:14  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.57): Added TwoFactorModel dir

2002-01-09 11:16  Ferdinando Ametrano <ferdinando@ametrano.net>

	* LICENSE.TXT (1.7), Examples/DiscreteHedging/DiscreteHedging.cpp
	(1.9), Examples/EuropeanOption/EuropeanOption.cpp (1.13): new
	copyright and license agreement

2002-01-09 08:05  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: asset.hpp (1.4), InterestRateModelling/calibrationhelper.cpp
	(1.3), InterestRateModelling/calibrationhelper.hpp (1.3),
	InterestRateModelling/grid.cpp (1.4),
	InterestRateModelling/model.cpp (1.10),
	InterestRateModelling/timefunction.cpp (1.4),
	InterestRateModelling/timefunction.hpp (1.4),
	InterestRateModelling/trinomialtree.cpp (1.7),
	InterestRateModelling/CalibrationHelpers/caphelper.cpp (1.4),
	InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp (1.5),
	Lattices/tree.cpp (1.6), Pricers/analyticalcapfloor.cpp (1.3),
	Pricers/treecapfloor.cpp (1.4), Pricers/treecapfloor.hpp (1.3):
	More size_t removed

2002-01-08 18:34  Adolfo Benin <adolfo.benin@riskmap.net>

	* ql/: constraint.hpp (1.10), exercise.hpp (1.6), minimizer.hpp
	(1.10), FiniteDifferences/onefactoroperator.cpp (1.5),
	InterestRateModelling/grid.cpp (1.3),
	InterestRateModelling/model.cpp (1.9),
	InterestRateModelling/model.hpp (1.13),
	InterestRateModelling/onefactormodel.hpp (1.7),
	InterestRateModelling/timefunction.cpp (1.3),
	InterestRateModelling/trinomialtree.cpp (1.6),
	InterestRateModelling/trinomialtree.hpp (1.5),
	InterestRateModelling/twofactormodel.hpp (1.3),
	InterestRateModelling/OneFactorModels/blackkarasinski.cpp (1.13),
	Lattices/node.hpp (1.4), Lattices/timegrid.hpp (1.4),
	Lattices/tree.cpp (1.5), Lattices/tree.hpp (1.4),
	Pricers/jamshidianswaption.cpp (1.3): unsigned int replaced by Size

2002-01-08 17:42  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: config.ansi.hpp (1.6), config.bcc.hpp (1.5), config.decc.hpp
	(1.5), config.msvc.hpp (1.7), config.mwcw.hpp (1.5), constraint.hpp
	(1.8), exercise.hpp (1.5), expressiontemplates.hpp (1.4),
	forwardvolsurface.hpp (1.4), handle.hpp (1.6), history.hpp (1.8),
	index.hpp (1.7), instrument.hpp (1.7), marketelement.hpp (1.6),
	minimizer.hpp (1.8), null.hpp (1.4), option.cpp (1.6), option.hpp
	(1.7), qldefines.hpp (1.27), quantlib.hpp (1.37),
	relinkablehandle.hpp (1.6), riskstatistics.hpp (1.6), scheduler.cpp
	(1.7), scheduler.hpp (1.7), solver1d.cpp (1.5), solver1d.hpp (1.6),
	swaptionvolsurface.hpp (1.4), termstructure.hpp (1.16), types.hpp
	(1.5), InterestRateModelling/calibrationhelper.cpp (1.2),
	InterestRateModelling/calibrationhelper.hpp (1.2),
	InterestRateModelling/grid.cpp (1.2),
	InterestRateModelling/grid.hpp (1.10),
	InterestRateModelling/model.cpp (1.8),
	InterestRateModelling/model.hpp (1.12),
	InterestRateModelling/onefactormodel.hpp (1.6),
	InterestRateModelling/shortrateprocess.hpp (1.3),
	InterestRateModelling/timefunction.cpp (1.2),
	InterestRateModelling/timefunction.hpp (1.3),
	InterestRateModelling/trinomialtree.cpp (1.5),
	InterestRateModelling/trinomialtree.hpp (1.4),
	InterestRateModelling/twofactormodel.hpp (1.2),
	InterestRateModelling/CalibrationHelpers/caphelper.cpp (1.3),
	InterestRateModelling/CalibrationHelpers/caphelper.hpp (1.3),
	InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp (1.4),
	InterestRateModelling/CalibrationHelpers/swaptionhelper.hpp (1.3),
	InterestRateModelling/OneFactorModels/blackkarasinski.cpp (1.12),
	InterestRateModelling/OneFactorModels/blackkarasinski.hpp (1.9),
	InterestRateModelling/OneFactorModels/coxingersollrossplus.cpp
	(1.2),
	InterestRateModelling/OneFactorModels/coxingersollrossplus.hpp
	(1.2), InterestRateModelling/OneFactorModels/hullwhite.cpp (1.3),
	InterestRateModelling/OneFactorModels/hullwhite.hpp (1.3),
	InterestRateModelling/TwoFactorModels/g2.cpp (1.2),
	InterestRateModelling/TwoFactorModels/g2.hpp (1.2),
	Lattices/node.hpp (1.3), Lattices/timegrid.hpp (1.3),
	Lattices/tree.cpp (1.4), Lattices/tree.hpp (1.3),
	Optimization/armijo.cpp (1.5), Optimization/armijo.hpp (1.6),
	Optimization/conjugategradient.cpp (1.5),
	Optimization/conjugategradient.hpp (1.5),
	Optimization/costfunction.hpp (1.4), Optimization/criteria.hpp
	(1.4), Optimization/leastsquare.hpp (1.10),
	Optimization/linesearch.hpp (1.5), Optimization/optimizer.hpp
	(1.5), Optimization/steepestdescent.cpp (1.4),
	Optimization/steepestdescent.hpp (1.5), asset.hpp (1.3),
	constraint.hpp (1.9), diffusionprocess.hpp (1.3), minimizer.hpp
	(1.9): new copyright and license agreement

2002-01-08 17:32  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: Solvers1D/bisection.cpp (1.4), Solvers1D/bisection.hpp
	(1.4), Solvers1D/brent.cpp (1.5), Solvers1D/brent.hpp (1.4),
	Solvers1D/falseposition.cpp (1.4), Solvers1D/falseposition.hpp
	(1.4), Solvers1D/newton.cpp (1.4), Solvers1D/newton.hpp (1.4),
	Solvers1D/newtonsafe.cpp (1.5), Solvers1D/newtonsafe.hpp (1.5),
	Solvers1D/ridder.cpp (1.4), Solvers1D/ridder.hpp (1.4),
	Solvers1D/secant.cpp (1.4), Solvers1D/secant.hpp (1.4),
	TermStructures/flatforward.hpp (1.10),
	TermStructures/piecewiseflatforward.cpp (1.15),
	TermStructures/piecewiseflatforward.hpp (1.14),
	TermStructures/ratehelpers.cpp (1.15),
	TermStructures/ratehelpers.hpp (1.16),
	Utilities/combiningiterator.hpp (1.3),
	Utilities/couplingiterator.hpp (1.4),
	Utilities/filteringiterator.hpp (1.3),
	Utilities/iteratorcategories.hpp (1.4),
	Utilities/processingiterator.hpp (1.3),
	Utilities/steppingiterator.hpp (1.3): new copyright and license
	agreement

2002-01-08 17:29  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: Calendars/frankfurt.cpp (1.8), Calendars/frankfurt.hpp
	(1.7), Calendars/helsinki.cpp (1.7), Calendars/helsinki.hpp (1.7),
	Calendars/london.cpp (1.7), Calendars/london.hpp (1.7),
	Calendars/milan.cpp (1.7), Calendars/milan.hpp (1.7),
	Calendars/newyork.cpp (1.7), Calendars/newyork.hpp (1.8),
	Calendars/target.cpp (1.7), Calendars/target.hpp (1.7),
	Calendars/wellington.cpp (1.7), Calendars/wellington.hpp (1.7),
	Calendars/zurich.cpp (1.7), Calendars/zurich.hpp (1.7),
	CashFlows/cashflowvectors.cpp (1.9), CashFlows/cashflowvectors.hpp
	(1.8), CashFlows/coupon.hpp (1.5), CashFlows/fixedratecoupon.hpp
	(1.8), CashFlows/floatingratecoupon.cpp (1.9),
	CashFlows/floatingratecoupon.hpp (1.12),
	CashFlows/simplecashflow.hpp (1.4), DayCounters/actual360.hpp
	(1.7), DayCounters/actual365.hpp (1.7),
	DayCounters/actualactual.cpp (1.9), DayCounters/actualactual.hpp
	(1.10), DayCounters/thirty360.cpp (1.7), DayCounters/thirty360.hpp
	(1.9), FiniteDifferences/americancondition.hpp (1.3),
	FiniteDifferences/boundarycondition.hpp (1.4),
	FiniteDifferences/bsmoperator.cpp (1.8),
	FiniteDifferences/bsmoperator.hpp (1.8),
	FiniteDifferences/cranknicolson.hpp (1.10),
	FiniteDifferences/dminus.hpp (1.7), FiniteDifferences/dplus.hpp
	(1.7), FiniteDifferences/dplusdminus.hpp (1.8),
	FiniteDifferences/dzero.hpp (1.7),
	FiniteDifferences/expliciteuler.hpp (1.6),
	FiniteDifferences/fdtypedefs.hpp (1.4),
	FiniteDifferences/finitedifferencemodel.hpp (1.10),
	FiniteDifferences/impliciteuler.hpp (1.5),
	FiniteDifferences/onefactoroperator.cpp (1.4),
	FiniteDifferences/onefactoroperator.hpp (1.5),
	FiniteDifferences/shoutcondition.hpp (1.3),
	FiniteDifferences/stepcondition.hpp (1.4),
	FiniteDifferences/tridiagonaloperator.cpp (1.10),
	FiniteDifferences/tridiagonaloperator.hpp (1.14),
	FiniteDifferences/valueatcenter.cpp (1.8),
	FiniteDifferences/valueatcenter.hpp (1.4), Indexes/euribor.hpp
	(1.6), Indexes/gbplibor.hpp (1.6), Indexes/usdlibor.hpp (1.6),
	Indexes/xibor.cpp (1.5), Indexes/xibor.hpp (1.6),
	Indexes/xibormanager.cpp (1.4), Indexes/xibormanager.hpp (1.4),
	Instruments/capfloor.cpp (1.10), Instruments/capfloor.hpp (1.10),
	Instruments/plainoption.cpp (1.7), Instruments/plainoption.hpp
	(1.7), Instruments/simpleswap.cpp (1.11),
	Instruments/simpleswap.hpp (1.14), Instruments/stock.cpp (1.4),
	Instruments/stock.hpp (1.4), Instruments/swap.cpp (1.9),
	Instruments/swap.hpp (1.5), Instruments/swaption.cpp (1.4),
	Instruments/swaption.hpp (1.3), Math/cubicspline.hpp (1.8),
	Math/interpolation.hpp (1.4), Math/lexicographicalview.hpp (1.4),
	Math/linearinterpolation.hpp (1.4), Math/matrix.cpp (1.7),
	Math/matrix.hpp (1.7), Math/multivariateaccumulator.cpp (1.9),
	Math/multivariateaccumulator.hpp (1.9), Math/normaldistribution.cpp
	(1.4), Math/normaldistribution.hpp (1.4), Math/riskmeasures.hpp
	(1.4), Math/segmentintegral.cpp (1.7), Math/segmentintegral.hpp
	(1.9), Math/statistics.cpp (1.4), Math/statistics.hpp (1.10),
	Math/symmetriceigenvalues.hpp (1.4),
	Math/symmetricschurdecomposition.cpp (1.5),
	Math/symmetricschurdecomposition.hpp (1.4),
	MonteCarlo/arithmeticapopathpricer.cpp (1.4),
	MonteCarlo/arithmeticapopathpricer.hpp (1.3),
	MonteCarlo/arithmeticasopathpricer.cpp (1.4),
	MonteCarlo/arithmeticasopathpricer.hpp (1.3),
	MonteCarlo/basketpathpricer.cpp (1.14),
	MonteCarlo/basketpathpricer.hpp (1.10),
	MonteCarlo/europeanpathpricer.cpp (1.11),
	MonteCarlo/europeanpathpricer.hpp (1.9),
	MonteCarlo/everestpathpricer.cpp (1.12),
	MonteCarlo/everestpathpricer.hpp (1.10),
	MonteCarlo/geometricapopathpricer.cpp (1.6),
	MonteCarlo/geometricapopathpricer.hpp (1.3),
	MonteCarlo/geometricasopathpricer.cpp (1.7),
	MonteCarlo/geometricasopathpricer.hpp (1.3),
	MonteCarlo/getcovariance.cpp (1.7), MonteCarlo/getcovariance.hpp
	(1.5), MonteCarlo/himalayapathpricer.cpp (1.14),
	MonteCarlo/himalayapathpricer.hpp (1.9),
	MonteCarlo/maxbasketpathpricer.cpp (1.4),
	MonteCarlo/maxbasketpathpricer.hpp (1.3), MonteCarlo/mctypedefs.hpp
	(1.9), MonteCarlo/montecarlomodel.hpp (1.16),
	MonteCarlo/multipath.hpp (1.9), MonteCarlo/multipathgenerator.hpp
	(1.25), MonteCarlo/pagodapathpricer.cpp (1.10),
	MonteCarlo/pagodapathpricer.hpp (1.11), MonteCarlo/path.hpp (1.8),
	MonteCarlo/pathgenerator.hpp (1.18), MonteCarlo/pathpricer.hpp
	(1.9), MonteCarlo/sample.hpp (1.3), Patterns/factory.hpp (1.4),
	Patterns/observable.hpp (1.6), Pricers/analyticalcapfloor.cpp
	(1.2), Pricers/analyticalcapfloor.hpp (1.2),
	Pricers/barrieroption.cpp (1.6), Pricers/barrieroption.hpp (1.6),
	Pricers/binaryoption.cpp (1.7), Pricers/binaryoption.hpp (1.6),
	Pricers/cliquetoption.cpp (1.7), Pricers/cliquetoption.hpp (1.6),
	Pricers/continuousgeometricapo.hpp (1.3),
	Pricers/discretegeometricapo.cpp (1.5),
	Pricers/discretegeometricapo.hpp (1.4),
	Pricers/discretegeometricaso.cpp (1.5),
	Pricers/discretegeometricaso.hpp (1.4), Pricers/europeanengine.cpp
	(1.3), Pricers/europeanengine.hpp (1.4), Pricers/europeanoption.cpp
	(1.6), Pricers/europeanoption.hpp (1.8),
	Pricers/fdamericanoption.hpp (1.3), Pricers/fdbermudanoption.cpp
	(1.2), Pricers/fdbermudanoption.hpp (1.2), Pricers/fdbsmoption.cpp
	(1.3), Pricers/fdbsmoption.hpp (1.3),
	Pricers/fddividendamericanoption.cpp (1.2),
	Pricers/fddividendamericanoption.hpp (1.2),
	Pricers/fddividendeuropeanoption.cpp (1.3),
	Pricers/fddividendeuropeanoption.hpp (1.3),
	Pricers/fddividendoption.cpp (1.2), Pricers/fddividendoption.hpp
	(1.2), Pricers/fddividendshoutoption.cpp (1.4),
	Pricers/fddividendshoutoption.hpp (1.4), Pricers/fdeuropean.cpp
	(1.4), Pricers/fdeuropean.hpp (1.4),
	Pricers/fdmultiperiodoption.cpp (1.4),
	Pricers/fdmultiperiodoption.hpp (1.3), Pricers/fdshoutoption.hpp
	(1.3), Pricers/fdstepconditionoption.cpp (1.2),
	Pricers/fdstepconditionoption.hpp (1.2),
	Pricers/jamshidianswaption.cpp (1.2),
	Pricers/jamshidianswaption.hpp (1.2), Pricers/mcbasket.cpp (1.4),
	Pricers/mcbasket.hpp (1.4), Pricers/mcdiscretearithmeticapo.cpp
	(1.4), Pricers/mcdiscretearithmeticapo.hpp (1.4),
	Pricers/mcdiscretearithmeticaso.cpp (1.5),
	Pricers/mcdiscretearithmeticaso.hpp (1.4), Pricers/mceuropean.cpp
	(1.5), Pricers/mceuropean.hpp (1.6), Pricers/mceverest.cpp (1.8),
	Pricers/mceverest.hpp (1.4), Pricers/mchimalaya.cpp (1.7),
	Pricers/mchimalaya.hpp (1.4), Pricers/mcmaxbasket.cpp (1.4),
	Pricers/mcmaxbasket.hpp (1.3), Pricers/mcpagoda.cpp (1.6),
	Pricers/mcpagoda.hpp (1.5), Pricers/mcpricer.hpp (1.15),
	Pricers/singleassetoption.cpp (1.11), Pricers/singleassetoption.hpp
	(1.12), Pricers/treecapfloor.cpp (1.3), Pricers/treecapfloor.hpp
	(1.2), Pricers/treeswaption.cpp (1.9), Pricers/treeswaption.hpp
	(1.5), RandomNumbers/boxmullergaussianrng.hpp (1.4),
	RandomNumbers/centrallimitgaussianrng.hpp (1.4),
	RandomNumbers/inversecumulativegaussianrng.hpp (1.4),
	RandomNumbers/knuthuniformrng.cpp (1.3),
	RandomNumbers/knuthuniformrng.hpp (1.6),
	RandomNumbers/lecuyeruniformrng.cpp (1.3),
	RandomNumbers/lecuyeruniformrng.hpp (1.4),
	RandomNumbers/randomarraygenerator.hpp (1.7),
	RandomNumbers/rngtypedefs.hpp (1.6): new copyright and license
	agreement

2002-01-08 17:27  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.11): updated

2002-01-08 17:23  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.77), Docs/pages/authors.docs (1.6),
	Docs/pages/cashflows.docs (1.3), Docs/pages/coreclasses.docs (1.3),
	Docs/pages/currencies.docs (1.3), Docs/pages/datetime.docs (1.3),
	Docs/pages/examples.docs (1.3), Docs/pages/findiff.docs (1.4),
	Docs/pages/groups.docs (1.3), Docs/pages/history.docs (1.4),
	Docs/pages/index.docs (1.3), Docs/pages/indexes.docs (1.3),
	Docs/pages/install.docs (1.3), Docs/pages/instruments.docs (1.3),
	Docs/pages/license.docs (1.4), Docs/pages/math.docs (1.3),
	Docs/pages/mcarlo.docs (1.5), Docs/pages/overview.docs (1.3),
	Docs/pages/patterns.docs (1.3), Docs/pages/platforms.docs (1.5),
	Docs/pages/pricers.docs (1.4), Docs/pages/randomnumbers.docs (1.3),
	Docs/pages/resources.docs (1.3), Docs/pages/solvers1d.docs (1.3),
	Docs/pages/termstructures.docs (1.3), Docs/pages/usage.docs (1.3),
	Docs/pages/utilities.docs (1.3), Docs/pages/where.docs (1.4),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.8),
	Examples/EuropeanOption/EuropeanOption.cpp (1.12),
	Examples/Swap/swapvaluation.cpp (1.17), dev_tools/licensein.txt
	(1.1), ql/argsandresults.hpp (1.4), ql/array.hpp (1.6),
	ql/asset.hpp (1.2), ql/calendar.cpp (1.6), ql/calendar.hpp (1.11),
	ql/cashflow.hpp (1.6), ql/config.ansi.hpp (1.5), ql/config.bcc.hpp
	(1.4), ql/config.decc.hpp (1.4), ql/config.msvc.hpp (1.6),
	ql/config.mwcw.hpp (1.4), ql/constraint.hpp (1.7), ql/currency.hpp
	(1.4), ql/dataformatters.cpp (1.6), ql/dataformatters.hpp (1.4),
	ql/date.cpp (1.12), ql/date.hpp (1.10), ql/daycounter.hpp (1.10),
	ql/diffusionprocess.hpp (1.2), ql/errors.hpp (1.7): new copyright
	and license agreement

2002-01-08 16:53  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Examples/DiscreteHedging/Makefile.am (1.8),
	Examples/EuropeanOption/Makefile.am (1.2),
	Examples/Swap/Makefile.am (1.2), ql/option.cpp (1.5), ql/option.hpp
	(1.6), ql/Pricers/binaryoption.cpp (1.6): More work on alpha debian

2002-01-08 16:51  Matteo Gallivanoni <matteo.gallivanoni@riskmap.net>

	* dev_tools/modify-copyr.sh (1.1): script for updating copyright
	notice

2002-01-08 16:38  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: exercise.hpp (1.4), Instruments/swaption.cpp (1.3),
	Instruments/swaption.hpp (1.2),
	InterestRateModelling/CalibrationHelpers/swaptionhelper.cpp (1.3),
	Pricers/treeswaption.cpp (1.8): Refactoring of the Exercise class

2002-01-08 16:04  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.69), QuantLib.mak (1.57): MS VC++ and Borland
	fixes.	Added few missing files

2002-01-08 15:41  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.76): updated

2002-01-08 15:37  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.75): updated

2002-01-08 15:15  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/treeswaption.cpp (1.7): Small fix

2002-01-08 14:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/treeswaption.cpp (1.6): small fix

2002-01-08 14:45  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.74), ql/quantlib.hpp (1.36),
	ql/Calendars/frankfurt.cpp (1.7), ql/Instruments/swaption.cpp
	(1.2), ql/Pricers/treecapfloor.cpp (1.2),
	ql/Pricers/treeswaption.cpp (1.5): MS VC++ and Borland fixes. 
	Added few missing files

2002-01-08 14:28  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/quantlib.hpp (1.35): Added missing file

2002-01-08 13:12  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/: makefile.mak (1.4),
	OneFactorModels/makefile.mak (1.4), TwoFactorModels/makefile.mak
	(1.1): Updated borland makefiles

2002-01-08 13:09  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/timefunction.cpp (1.1): Added missing
	file

2002-01-08 12:59  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.64), quantlib-config.in (1.3): Small fixes

2002-01-08 12:57  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: Makefile.am (1.12), asset.hpp (1.1), exercise.hpp (1.3),
	option.cpp (1.4), option.hpp (1.5), quantlib.hpp (1.34),
	Instruments/Makefile.am (1.8), Instruments/capfloor.cpp (1.9),
	Instruments/capfloor.hpp (1.9), Instruments/makefile.mak (1.7),
	Instruments/simpleswap.hpp (1.13), Instruments/swaption.cpp (1.1),
	Instruments/swaption.hpp (1.1), Lattices/node.hpp (1.2),
	Lattices/tree.cpp (1.3), Lattices/tree.hpp (1.2),
	Pricers/Makefile.am (1.22), Pricers/analyticalcapfloor.cpp (1.1),
	Pricers/analyticalcapfloor.hpp (1.1),
	Pricers/jamshidianswaption.cpp (1.1),
	Pricers/jamshidianswaption.hpp (1.1), Pricers/treecapfloor.cpp
	(1.1), Pricers/treecapfloor.hpp (1.1), Pricers/treeswaption.cpp
	(1.4), Pricers/treeswaption.hpp (1.4): Made interest-rate pricing
	framework compliant to new convention (QuEP n5)

2002-01-08 12:54  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/: calibrationhelper.cpp (1.1),
	calibrationhelper.hpp (1.1),
	OneFactorModels/coxingersollrossplus.cpp (1.1),
	OneFactorModels/coxingersollrossplus.hpp (1.1): Refactoring
	interest-rate modelling framework

2002-01-08 12:53  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/: Makefile.am (1.3), grid.cpp (1.1),
	grid.hpp (1.9), model.cpp (1.7), model.hpp (1.11),
	onefactormodel.cpp (1.8), onefactormodel.hpp (1.5),
	shortrateprocess.hpp (1.2), timefunction.hpp (1.2),
	trinomialtree.cpp (1.4), trinomialtree.hpp (1.3),
	twofactormodel.hpp (1.1), CalibrationHelpers/caphelper.cpp (1.2),
	CalibrationHelpers/caphelper.hpp (1.2),
	CalibrationHelpers/swaptionhelper.cpp (1.2),
	CalibrationHelpers/swaptionhelper.hpp (1.2),
	OneFactorModels/Makefile.am (1.3),
	OneFactorModels/blackkarasinski.cpp (1.11),
	OneFactorModels/blackkarasinski.hpp (1.8),
	OneFactorModels/hullwhite.cpp (1.2), OneFactorModels/hullwhite.hpp
	(1.2): Refactoring of interest rate modelling framework

2002-01-08 12:50  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/TwoFactorModels/: Makefile.am (1.1),
	g2.cpp (1.1), g2.hpp (1.1): Added preliminary support for two
	factor models

2002-01-08 12:49  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Optimization/: armijo.cpp (1.4), armijo.hpp (1.5),
	conjugategradient.cpp (1.4), conjugategradient.hpp (1.4),
	costfunction.hpp (1.3), criteria.hpp (1.3), leastsquare.hpp (1.9),
	linesearch.hpp (1.4), optimizer.hpp (1.4), steepestdescent.cpp
	(1.3), steepestdescent.hpp (1.4): Clean-up: changed indentation and
	removed some unused methods

2002-01-08 11:03  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/: authors.docs (1.5), cashflows.docs (1.2),
	coreclasses.docs (1.2), currencies.docs (1.2), datetime.docs (1.2),
	examples.docs (1.2), findiff.docs (1.3), groups.docs (1.2),
	history.docs (1.3), index.docs (1.2), indexes.docs (1.2),
	install.docs (1.2), instruments.docs (1.2), license.docs (1.3),
	math.docs (1.2), mcarlo.docs (1.4), overview.docs (1.2),
	patterns.docs (1.2), platforms.docs (1.4), pricers.docs (1.3),
	randomnumbers.docs (1.2), resources.docs (1.2), solvers1d.docs
	(1.2), termstructures.docs (1.2), usage.docs (1.2), utilities.docs
	(1.2), where.docs (1.3): new copyright and license agreement

2002-01-08 10:55  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/: authors.docs (1.4), license.docs (1.2):
	incorporating Richard M. Stallman feedback

2002-01-08 10:41  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Authors.txt (1.8), LICENSE.TXT (1.6): incorporating Richard M.
	Stallman feedback

2002-01-08 10:12  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/version_number.txt (1.10): adopting an approach similar
	to QuantLib-Python

2002-01-08 10:00  Ferdinando Ametrano <ferdinando@ametrano.net>

	* configure.in (1.63): fixed wrong version number

2002-01-07 17:46  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.mak (1.56): update

2002-01-07 11:48  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/version_number.txt (1.9): more expressive

2002-01-07 09:30  Ferdinando Ametrano <ferdinando@ametrano.net>

	* LICENSE.TXT (1.5): incorporating Richard M. Stallman feedback

2002-01-04 20:40  Ferdinando Ametrano <ferdinando@ametrano.net>

	* LICENSE.TXT (1.4): few fixes

2002-01-04 19:14  Ferdinando Ametrano <ferdinando@ametrano.net>

	* LICENSE.TXT (1.3): typos fixed

2002-01-04 17:22  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* acinclude.m4 (1.3), configure.in (1.62): Fixed sprintf check in
	configure

2002-01-04 16:47  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* lib/Mac/CodeWarrior/README.txt (1.1): Dummy file

2002-01-04 16:30  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* acconfig.h (1.5), configure.in (1.61),
	Examples/EuropeanOption/EuropeanOption.cpp (1.11), ql/array.hpp
	(1.5), ql/config.ansi.hpp (1.4), ql/config.bcc.hpp (1.3),
	ql/config.decc.hpp (1.3), ql/config.msvc.hpp (1.5),
	ql/config.mwcw.hpp (1.3), ql/constraint.hpp (1.6),
	ql/dataformatters.cpp (1.5), ql/date.cpp (1.11), ql/date.hpp (1.9),
	ql/history.hpp (1.7), ql/qldefines.hpp (1.26),
	ql/riskstatistics.hpp (1.5), ql/scheduler.cpp (1.6),
	ql/scheduler.hpp (1.6), ql/termstructure.hpp (1.15), ql/types.hpp
	(1.4), ql/CashFlows/cashflowvectors.cpp (1.8),
	ql/FiniteDifferences/americancondition.hpp (1.2),
	ql/FiniteDifferences/bsmoperator.cpp (1.7),
	ql/FiniteDifferences/bsmoperator.hpp (1.7),
	ql/FiniteDifferences/cranknicolson.hpp (1.9),
	ql/FiniteDifferences/dminus.hpp (1.6),
	ql/FiniteDifferences/dplus.hpp (1.6),
	ql/FiniteDifferences/dplusdminus.hpp (1.7),
	ql/FiniteDifferences/dzero.hpp (1.6),
	ql/FiniteDifferences/expliciteuler.hpp (1.5),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.9),
	ql/FiniteDifferences/impliciteuler.hpp (1.4),
	ql/FiniteDifferences/shoutcondition.hpp (1.2),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.9),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.13),
	ql/FiniteDifferences/valueatcenter.cpp (1.7),
	ql/Instruments/capfloor.cpp (1.8), ql/Instruments/capfloor.hpp
	(1.8), ql/Instruments/plainoption.cpp (1.6),
	ql/Instruments/plainoption.hpp (1.6), ql/Instruments/swap.cpp
	(1.8), ql/InterestRateModelling/grid.hpp (1.8),
	ql/InterestRateModelling/onefactormodel.cpp (1.7),
	ql/InterestRateModelling/trinomialtree.cpp (1.3),
	ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp
	(1.10), ql/Lattices/timegrid.hpp (1.2), ql/Lattices/tree.cpp (1.2),
	ql/Math/cubicspline.hpp (1.7), ql/Math/matrix.cpp (1.6),
	ql/Math/matrix.hpp (1.6), ql/Math/multivariateaccumulator.cpp
	(1.8), ql/Math/multivariateaccumulator.hpp (1.8),
	ql/Math/segmentintegral.cpp (1.6), ql/Math/segmentintegral.hpp
	(1.8), ql/Math/statistics.hpp (1.9),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.3),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.3),
	ql/MonteCarlo/basketpathpricer.cpp (1.13),
	ql/MonteCarlo/europeanpathpricer.cpp (1.10),
	ql/MonteCarlo/everestpathpricer.cpp (1.11),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.5),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.6),
	ql/MonteCarlo/getcovariance.cpp (1.6),
	ql/MonteCarlo/himalayapathpricer.cpp (1.13),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.3),
	ql/MonteCarlo/montecarlomodel.hpp (1.15),
	ql/MonteCarlo/multipath.hpp (1.8),
	ql/MonteCarlo/multipathgenerator.hpp (1.24),
	ql/MonteCarlo/pagodapathpricer.cpp (1.9), ql/MonteCarlo/path.hpp
	(1.7), ql/MonteCarlo/pathgenerator.hpp (1.17),
	ql/Optimization/leastsquare.hpp (1.8),
	ql/Pricers/discretegeometricapo.cpp (1.4),
	ql/Pricers/discretegeometricaso.cpp (1.4),
	ql/Pricers/fdbsmoption.cpp (1.2), ql/Pricers/fdbsmoption.hpp (1.2),
	ql/Pricers/fddividendeuropeanoption.cpp (1.2),
	ql/Pricers/fddividendeuropeanoption.hpp (1.2),
	ql/Pricers/fdeuropean.cpp (1.3), ql/Pricers/fdeuropean.hpp (1.3),
	ql/Pricers/fdmultiperiodoption.cpp (1.3),
	ql/Pricers/fdmultiperiodoption.hpp (1.2), ql/Pricers/mceverest.cpp
	(1.7), ql/Pricers/mchimalaya.cpp (1.6), ql/Pricers/mcpricer.hpp
	(1.14), ql/Pricers/singleassetoption.cpp (1.10),
	ql/Pricers/singleassetoption.hpp (1.11),
	ql/Pricers/treeswaption.cpp (1.3), ql/Pricers/treeswaption.hpp
	(1.3), ql/RandomNumbers/randomarraygenerator.hpp (1.6),
	ql/TermStructures/piecewiseflatforward.cpp (1.14): size_t changed
	to QL::Size

2002-01-02 21:03  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/newdeveloperintro.txt (1.1): added developer intro file

2001-12-28 12:31  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* configure.in (1.60): Removed reference to ./test/

2001-12-28 10:29  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* makefile.mak (1.27), Examples/makefile.mak (1.7),
	Examples/DiscreteHedging/makefile.mak (1.3),
	Examples/EuropeanOption/makefile.mak (1.3),
	Examples/Swap/makefile.mak (1.3), ql/makefile.mak (1.8): Added
	check target

2001-12-28 10:28  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/relinkablehandle.hpp (1.5): Added lockable assignment operator

2001-12-20 14:53  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/TermStructures/piecewiseflatforward.cpp (1.13): typo fixed

2001-12-20 10:19  Enrico Sirola <enrico.sirola@riskmap.net>

	* configure.in (1.59), ql/MonteCarlo/montecarlomodel.hpp (1.14),
	ql/MonteCarlo/pathpricer.hpp (1.8),
	ql/RandomNumbers/rngtypedefs.hpp (1.5): Second template argument
	for PathPricer (result_type) defaulting to double

2001-12-20 09:53  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/TermStructures/piecewiseflatforward.cpp (1.12): some
	beautifications

2001-12-20 09:52  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/Instruments/swap.cpp (1.7): improved error message

2001-12-19 14:20  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/model.hpp (1.10): removed useless method

2001-12-19 14:10  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.68), QuantLib.mak (1.55): MS VC++ and Borland
	catching up with Sad's commit

2001-12-19 13:35  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.56), ql/constraint.hpp (1.5), ql/exercise.hpp
	(1.2), ql/quantlib.hpp (1.33),
	ql/InterestRateModelling/makefile.mak (1.3),
	ql/InterestRateModelling/trinomialtree.cpp (1.2),
	ql/InterestRateModelling/trinomialtree.hpp (1.2),
	ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp (1.9),
	ql/InterestRateModelling/OneFactorModels/makefile.mak (1.3),
	ql/Lattices/makefile.mak (1.4), ql/Optimization/armijo.cpp (1.3),
	ql/Optimization/conjugategradient.cpp (1.3),
	ql/Pricers/treeswaption.cpp (1.2), ql/Pricers/treeswaption.hpp
	(1.2), ql/Lattices/makefile.mak (1.5): MS VC++ and Borland catching
	up with Sad's commit

2001-12-19 12:32  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: makefile.mak (1.7), Instruments/makefile.mak (1.6),
	InterestRateModelling/makefile.mak (1.2),
	InterestRateModelling/CalibrationHelpers/makefile.mak (1.2),
	InterestRateModelling/OneFactorModels/blackkarasinski.cpp (1.8),
	InterestRateModelling/OneFactorModels/makefile.mak (1.2),
	Lattices/makefile.mak (1.3), Pricers/makefile.mak (1.13): MS VC++
	and Borland catching up with Sad's commit

2001-12-19 12:22  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/OneFactorModels/: node.hpp (1.4),
	tree.cpp (1.3), tree.hpp (1.3): remove useless files

2001-12-19 12:19  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Lattices/makefile.mak (1.2): Removed makefile.mak (Nando will
	take care of it)

2001-12-19 12:08  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Lattices/makefile.mak (1.1): Added makefile.mak

2001-12-19 12:04  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.58): added Lattices/ directory

2001-12-19 12:00  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/FiniteDifferences/swaptioncondition.hpp (1.2): remove
	SwaptionCondition (until IR modelling framework stabilizes)

2001-12-19 11:58  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/FiniteDifferences/: Makefile.am (1.11), onefactoroperator.cpp
	(1.3), onefactoroperator.hpp (1.4): Interest rate modelling
	refactoring

2001-12-19 11:55  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/CalibrationHelpers/: cap.cpp (1.7),
	cap.hpp (1.6), caphelper.cpp (1.1), caphelper.hpp (1.1),
	swaption.cpp (1.8), swaption.hpp (1.5), swaptionhelper.cpp (1.1),
	swaptionhelper.hpp (1.1): renamed classes to more explicit names

2001-12-19 11:53  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/: Makefile.am (1.21), couponbondoption.cpp (1.5),
	couponbondoption.hpp (1.6), fdeuropeanswaption.cpp (1.6),
	fdeuropeanswaption.hpp (1.6), treeswaption.cpp (1.1),
	treeswaption.hpp (1.1): refactoring interest rate modelling
	framework

2001-12-19 11:49  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/: Makefile.am (1.7), capfloor.cpp (1.7),
	capfloor.hpp (1.7), europeanswaption.cpp (1.5),
	europeanswaption.hpp (1.6): refactoring..

2001-12-19 11:47  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Lattices/: Makefile.am (1.1), node.hpp (1.1), timegrid.hpp
	(1.1), tree.cpp (1.1), tree.hpp (1.1): Added lattice framework

2001-12-19 11:46  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: quantlib.hpp (1.32), Makefile.am (1.11): updated

2001-12-19 11:45  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: Makefile.am (1.10), constraint.hpp (1.4),
	diffusionprocess.hpp (1.1), exercise.hpp (1.1), quantlib.hpp
	(1.31), stochasticprocess.hpp (1.3): Added Exercise class and
	DiffusionProcess class

2001-12-19 11:42  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/: shortrateprocess.hpp (1.1),
	timefunction.hpp (1.1), trinomialtree.cpp (1.1), trinomialtree.hpp
	(1.1): Added a few files, mainly those concerning trinomial trees

2001-12-19 11:38  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/: Makefile.am (1.2), grid.hpp (1.7),
	model.cpp (1.6), model.hpp (1.9), onefactormodel.cpp (1.6),
	onefactormodel.hpp (1.4), swapfuturevalue.cpp (1.6),
	swapfuturevalue.hpp (1.3), CalibrationHelpers/Makefile.am (1.2):
	Removed swapfuturevalue

2001-12-19 11:35  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/OneFactorModels/: Makefile.am (1.2),
	blackdermanandtoy.cpp (1.9), blackdermanandtoy.hpp (1.5),
	blackkarasinski.cpp (1.7), blackkarasinski.hpp (1.7), hoandlee.cpp
	(1.5), hoandlee.hpp (1.4), hullandwhite.cpp (1.5), hullandwhite.hpp
	(1.6), hullwhite.cpp (1.1), hullwhite.hpp (1.1): renaming files
	(removing stupid And in NameAndName)

2001-12-19 11:34  Ferdinando Ametrano <ferdinando@ametrano.net>

	* News.txt (1.18): typo fixed

2001-12-19 11:11  Ferdinando Ametrano <ferdinando@ametrano.net>

	* News.txt (1.17): updated

2001-12-19 10:59  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.10): updated

2001-12-18 16:26  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.73): updated

2001-12-18 12:02  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.67), QuantLib.mak (1.54): updated

2001-12-18 12:00  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/termstructure.hpp (1.14): Fixed forward-spreaded term
	structure

2001-12-18 11:58  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: constraint.hpp (1.3), Instruments/capfloor.cpp (1.6),
	Instruments/capfloor.hpp (1.6), InterestRateModelling/grid.hpp
	(1.6), InterestRateModelling/model.hpp (1.8),
	InterestRateModelling/onefactormodel.cpp (1.5),
	InterestRateModelling/swapfuturevalue.cpp (1.5),
	InterestRateModelling/CalibrationHelpers/cap.cpp (1.6),
	InterestRateModelling/CalibrationHelpers/cap.hpp (1.5),
	InterestRateModelling/CalibrationHelpers/swaption.cpp (1.7),
	InterestRateModelling/CalibrationHelpers/swaption.hpp (1.4),
	InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp (1.8),
	InterestRateModelling/OneFactorModels/blackdermanandtoy.hpp (1.4),
	InterestRateModelling/OneFactorModels/blackkarasinski.cpp (1.6),
	InterestRateModelling/OneFactorModels/blackkarasinski.hpp (1.6),
	InterestRateModelling/OneFactorModels/node.hpp (1.3),
	Optimization/leastsquare.hpp (1.7), Pricers/fdeuropeanswaption.cpp
	(1.5), Pricers/fdeuropeanswaption.hpp (1.5): 'unsigned int'
	replaced by size_t

2001-12-18 11:48  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: quantlib.hpp (1.30), FiniteDifferences/Makefile.am (1.10),
	FiniteDifferences/americancondition.hpp (1.1),
	FiniteDifferences/shoutcondition.hpp (1.1),
	FiniteDifferences/swaptioncondition.hpp (1.1), Pricers/Makefile.am
	(1.20), Pricers/americancondition.hpp (1.5),
	Pricers/fdamericanoption.hpp (1.2),
	Pricers/fddividendshoutoption.cpp (1.3),
	Pricers/fddividendshoutoption.hpp (1.3),
	Pricers/fdeuropeanswaption.hpp (1.4),
	Pricers/fdmultiperiodoption.cpp (1.2), Pricers/fdshoutoption.hpp
	(1.2), Pricers/shoutcondition.hpp (1.5),
	Pricers/swaptioncondition.hpp (1.4): 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 <luigi.ballabio@riskmap.net>

	* ql/Pricers/mcpricer.hpp (1.13): Unincluded iostream

2001-12-17 16:27  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.10),
	ql/Pricers/fddividendshoutoption.cpp (1.2),
	ql/Pricers/fddividendshoutoption.hpp (1.2),
	ql/Pricers/fdeuropean.cpp (1.2), ql/Pricers/fdeuropean.hpp (1.2):
	Finite Difference pricers now start with 'Fd' letters

2001-12-17 16:10  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.66), QuantLib.mak (1.53): Finite Difference
	pricers now start with 'Fd' letters

2001-12-17 16:01  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: quantlib.hpp (1.29), FiniteDifferences/valueatcenter.cpp
	(1.6), Pricers/Makefile.am (1.19), Pricers/americanoption.hpp
	(1.7), Pricers/bermudanoption.cpp (1.6), Pricers/bermudanoption.hpp
	(1.6), Pricers/bsmfdoption.cpp (1.2), Pricers/bsmfdoption.hpp
	(1.2), Pricers/dividendamericanoption.cpp (1.6),
	Pricers/dividendamericanoption.hpp (1.6),
	Pricers/dividendeuropeanoption.cpp (1.7),
	Pricers/dividendeuropeanoption.hpp (1.7),
	Pricers/dividendoption.cpp (1.8), Pricers/dividendoption.hpp (1.6),
	Pricers/dividendshoutoption.cpp (1.6),
	Pricers/dividendshoutoption.hpp (1.6), Pricers/fdamericanoption.hpp
	(1.1), Pricers/fdbermudanoption.cpp (1.1),
	Pricers/fdbermudanoption.hpp (1.1), Pricers/fdbsmoption.cpp (1.1),
	Pricers/fdbsmoption.hpp (1.1), Pricers/fddividendamericanoption.cpp
	(1.1), Pricers/fddividendamericanoption.hpp (1.1),
	Pricers/fddividendeuropeanoption.cpp (1.1),
	Pricers/fddividendeuropeanoption.hpp (1.1),
	Pricers/fddividendoption.cpp (1.1), Pricers/fddividendoption.hpp
	(1.1), Pricers/fddividendshoutoption.cpp (1.1),
	Pricers/fddividendshoutoption.hpp (1.1), Pricers/fdeuropean.cpp
	(1.1), Pricers/fdeuropean.hpp (1.1),
	Pricers/fdmultiperiodoption.cpp (1.1),
	Pricers/fdmultiperiodoption.hpp (1.1), Pricers/fdshoutoption.hpp
	(1.1), Pricers/fdstepconditionoption.cpp (1.1),
	Pricers/fdstepconditionoption.hpp (1.1),
	Pricers/finitedifferenceeuropean.cpp (1.8),
	Pricers/finitedifferenceeuropean.hpp (1.10), Pricers/makefile.mak
	(1.12), Pricers/multiperiodoption.cpp (1.8),
	Pricers/multiperiodoption.hpp (1.11), Pricers/shoutoption.hpp
	(1.6), Pricers/stepconditionoption.cpp (1.8),
	Pricers/stepconditionoption.hpp (1.8): Finite Difference pricers
	now start with 'Fd' letters

2001-12-17 14:43  Ferdinando Ametrano <ferdinando@ametrano.net>

	* News.txt (1.16), QuantLib.dsp (1.65), QuantLib.mak (1.52),
	ql/quantlib.hpp (1.28), ql/FiniteDifferences/valueatcenter.cpp
	(1.5), ql/Pricers/Makefile.am (1.18), ql/Pricers/bsmfdoption.cpp
	(1.1), ql/Pricers/bsmfdoption.hpp (1.1),
	ql/Pricers/bsmnumericaloption.cpp (1.8),
	ql/Pricers/bsmnumericaloption.hpp (1.7),
	ql/Pricers/finitedifferenceeuropean.cpp (1.7),
	ql/Pricers/finitedifferenceeuropean.hpp (1.9),
	ql/Pricers/makefile.mak (1.11), ql/Pricers/multiperiodoption.cpp
	(1.7), ql/Pricers/multiperiodoption.hpp (1.10),
	ql/Pricers/stepconditionoption.cpp (1.7),
	ql/Pricers/stepconditionoption.hpp (1.7): BSMNumericalOption became
	BsmFdOption

2001-12-17 14:39  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/termstructure.hpp (1.13): small bug fixed

2001-12-17 12:38  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/termstructure.hpp (1.12): introduced
	ForwardSpreadedTermStructure

2001-12-14 15:51  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Math/statistics.hpp (1.8): added downsideVariance

2001-12-14 13:44  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.72): updated

2001-12-14 10:04  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/TermStructures/piecewiseflatforward.hpp (1.13): default
	accuracy set to 1e-12

2001-12-14 09:52  Ferdinando Ametrano <ferdinando@ametrano.net>

	* News.txt (1.15): added "-cvs-debug" to version string ifdef
	QL_DEBUG

2001-12-14 09:49  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/qldefines.hpp (1.25): added "-cvs-debug" to version string
	ifdef QL_DEBUG

2001-12-13 18:51  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/multipathgenerator.hpp (1.23): typo fixed

2001-12-13 18:45  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/: multipathgenerator.hpp (1.21),
	multipathgenerator.hpp (1.22): typo fixed

2001-12-13 18:44  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.71): updated

2001-12-13 18:37  Ferdinando Ametrano <ferdinando@ametrano.net>

	* News.txt (1.14): updated

2001-12-13 18:33  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.9): updated

2001-12-13 18:24  Ferdinando Ametrano <ferdinando@ametrano.net>

	* News.txt (1.13), TODO.txt (1.70): updated

2001-12-13 17:46  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: MonteCarlo/multipathgenerator.hpp (1.20),
	MonteCarlo/pathgenerator.hpp (1.16),
	RandomNumbers/randomarraygenerator.hpp (1.5): Path and MultiPath
	are now time-aware

2001-12-13 17:19  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/: multipathgenerator.hpp (1.19), pathgenerator.hpp
	(1.15): Path and MultiPath are now time-aware

2001-12-13 16:58  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/TermStructures/: piecewiseflatforward.cpp (1.11),
	piecewiseflatforward.hpp (1.12): accuracy is now given as input

2001-12-13 16:30  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/TermStructures/: ratehelpers.hpp (1.15), ratehelpers.cpp
	(1.14): typo in comment

2001-12-13 16:29  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/solver1d.cpp (1.4): error message beautified

2001-12-13 16:14  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/mcpricer.hpp (1.12): Added forgotten header

2001-12-13 15:46  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/MonteCarlo/multipathgenerator.hpp (1.18): Fixed typo

2001-12-13 15:46  Enrico Sirola <enrico.sirola@riskmap.net>

	* ql/Math/statistics.hpp (1.7): kustosis() and skewness() should
	handle the case of stddev == 0 and/or variance == 0 too now.

2001-12-13 14:43  Mario Aleppo <mario.aleppo@riskmap.net>

	* ql/MonteCarlo/multipathgenerator.hpp (1.17): bug fixed

2001-12-13 13:59  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: qldefines.hpp (1.24), Pricers/mcbasket.cpp (1.3),
	Pricers/mceverest.cpp (1.6), Pricers/mchimalaya.cpp (1.5),
	Pricers/mcmaxbasket.cpp (1.3), Pricers/mcpagoda.cpp (1.5): added "-
	debug" to version string ifdef QL_DEBUG

2001-12-13 12:47  Ferdinando Ametrano <ferdinando@ametrano.net>

	* News.txt (1.12), TODO.txt (1.69),
	Examples/EuropeanOption/EuropeanOption.cpp (1.9),
	ql/Pricers/mcpricer.hpp (1.11): improved convergence in MCPricer

2001-12-12 18:46  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.8),
	ql/MonteCarlo/multipathgenerator.hpp (1.16), ql/MonteCarlo/path.hpp
	(1.6), ql/MonteCarlo/pathgenerator.hpp (1.14),
	ql/Pricers/mcpricer.hpp (1.10): Path and MultiPath are now
	time-aware improved convergence in MCPricer

2001-12-12 18:18  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: MonteCarlo/mctypedefs.hpp (1.8), Pricers/mceverest.cpp
	(1.5), Pricers/mchimalaya.cpp (1.4), Pricers/mcpagoda.cpp (1.4),
	Pricers/mcpricer.hpp (1.9): style enforced

2001-12-12 18:09  Ferdinando Ametrano <ferdinando@ametrano.net>

	* News.txt (1.11): Path and MultiPath are now time-aware

2001-12-12 10:13  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.8): updated

2001-12-12 09:58  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/releaseprocess.txt (1.9): updated

2001-12-11 16:12  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Math/cubicspline.hpp (1.6): Nicolas' cubic spline replaced the
	NR one

2001-12-11 09:24  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/version_number.txt (1.8), ql/config.msvc.hpp (1.4),
	ql/qldefines.hpp (1.23): version number fixed enforced MS VC
	compilation parameters

2001-12-06 15:13  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/version_number.txt (1.7): version number policy

2001-12-06 14:49  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/qldefines.hpp (1.22): comment added

2001-12-06 14:04  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/releaseprocess.txt (1.8), dev_tools/version_number.txt
	(1.6), ql/Pricers/americanoption.hpp (1.6): fixed Ruby version
	number

2001-12-05 15:41  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.55), configure.in (1.57), Docs/quantlib.doxy
	(1.42), ql/qldefines.hpp (1.21): after branching out 0.3.1a2

2001-12-05 15:34  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.54), configure.in (1.56), Docs/quantlib.doxy
	(1.41), dev_tools/version_number.txt (1.5), ql/qldefines.hpp
	(1.20): before branching out 0.3.1a2

2001-12-05 15:13  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.7), History.txt (1.15), News.txt (1.10): before
	branching out 0.3.1a1

2001-12-05 14:45  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Authors.txt (1.7), Contributors.txt (1.14),
	Docs/pages/authors.docs (1.3), ql/InterestRateModelling/model.hpp
	(1.7), ql/InterestRateModelling/onefactormodel.hpp (1.3),
	ql/InterestRateModelling/OneFactorModels/blackkarasinski.hpp (1.5),
	ql/InterestRateModelling/OneFactorModels/hullandwhite.hpp (1.5),
	ql/Pricers/couponbondoption.hpp (1.5): style and overdue fixes

2001-12-05 12:24  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/OneFactorModels/: blackdermanandtoy.cpp
	(1.7), blackdermanandtoy.hpp (1.3), blackkarasinski.cpp (1.5),
	blackkarasinski.hpp (1.4), hoandlee.cpp (1.4), hoandlee.hpp (1.3),
	hullandwhite.cpp (1.4), hullandwhite.hpp (1.4): update

2001-12-05 12:19  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/: onefactormodel.cpp (1.4), model.hpp
	(1.6): small fix

2001-12-05 09:54  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.6): updated

2001-12-04 16:32  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/mcarlo.docs (1.3), Docs/pages/platforms.docs (1.3),
	Docs/pages/where.docs (1.2), ql/FiniteDifferences/expliciteuler.hpp
	(1.4), ql/TermStructures/ratehelpers.hpp (1.14):
	R000201-branch-merge2 merged into trunk

2001-12-04 15:06  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: minimizer.hpp (1.7), FiniteDifferences/onefactoroperator.hpp
	(1.3), Instruments/capfloor.hpp (1.5),
	Instruments/europeanswaption.hpp (1.5),
	InterestRateModelling/grid.hpp (1.5),
	InterestRateModelling/model.cpp (1.5),
	InterestRateModelling/model.hpp (1.5),
	InterestRateModelling/onefactormodel.cpp (1.3),
	InterestRateModelling/CalibrationHelpers/cap.hpp (1.4),
	InterestRateModelling/CalibrationHelpers/swaption.cpp (1.6),
	InterestRateModelling/CalibrationHelpers/swaption.hpp (1.3),
	InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp (1.6),
	InterestRateModelling/OneFactorModels/blackkarasinski.cpp (1.4),
	InterestRateModelling/OneFactorModels/hullandwhite.hpp (1.3),
	MonteCarlo/mctypedefs.hpp (1.7), Optimization/armijo.hpp (1.4),
	Optimization/conjugategradient.hpp (1.3),
	Optimization/leastsquare.hpp (1.6), Optimization/linesearch.hpp
	(1.3), Optimization/optimizer.hpp (1.3),
	Optimization/steepestdescent.hpp (1.3),
	Pricers/couponbondoption.cpp (1.4), Pricers/fdeuropeanswaption.cpp
	(1.4), Pricers/fdeuropeanswaption.hpp (1.3),
	Pricers/mcdiscretearithmeticapo.cpp (1.3),
	Pricers/mcdiscretearithmeticapo.hpp (1.3),
	Pricers/mcdiscretearithmeticaso.cpp (1.4),
	Pricers/mcdiscretearithmeticaso.hpp (1.3), Pricers/mceuropean.hpp
	(1.5), Pricers/mchimalaya.hpp (1.3), Pricers/mcpagoda.hpp (1.4),
	Pricers/swaptioncondition.hpp (1.3): pruned a) redundant header
	inclusions b) 'using XXX::yyy' directive in hpp files

2001-12-04 14:00  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/Makefile.am (1.40): fixing bug in doc generation

2001-12-03 18:36  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/: downloadrelease.py (1.3), releaseprocess.txt (1.6),
	releaseprocess.txt (1.7): 0.2.1 release final touch

2001-12-03 15:55  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.mak (1.51), Examples/DiscreteHedging/DiscreteHedging.mak
	(1.11), Examples/EuropeanOption/EuropeanOption.mak (1.6),
	Examples/Swap/Swap.mak (1.7), dev_tools/releaseprocess.txt (1.5):
	trying to compile on Win32

2001-12-03 15:38  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/platforms.docs (1.2), ql/Optimization/leastsquare.hpp
	(1.5): trying to compile on Win32

2001-12-03 15:14  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.68), Docs/pages/authors.docs (1.2), ql/quantlib.hpp
	(1.27), ql/Optimization/armijo.hpp (1.3): added missing files

2001-12-03 14:59  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* QuantLib.dsp (1.64), QuantLib.mak (1.50),
	Examples/Swap/swapvaluation.cpp (1.16), ql/handle.hpp (1.5),
	ql/Instruments/capfloor.cpp (1.5), ql/Instruments/simpleswap.hpp
	(1.12), ql/Instruments/swap.cpp (1.6),
	ql/InterestRateModelling/grid.hpp (1.4),
	ql/InterestRateModelling/swapfuturevalue.cpp (1.4),
	ql/InterestRateModelling/CalibrationHelpers/cap.cpp (1.5),
	ql/InterestRateModelling/CalibrationHelpers/swaption.cpp (1.5),
	ql/Pricers/fdeuropeanswaption.cpp (1.3), ql/Pricers/makefile.mak
	(1.10): Handle can be assigned to Handles to compatible types

2001-12-03 14:27  Matteo Gallivanoni <matteo.gallivanoni@riskmap.net>

	* dev_tools/downloadrelease.py (1.2): I will never use tab again -
	I promise!

2001-12-03 14:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/downloadrelease.py (1.1): dev utility

2001-12-03 12:05  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/Makefile.am (1.17): added missing file

2001-12-03 12:05  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/swaptioncondition.hpp (1.2): Added missing file

2001-12-03 11:38  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.53): moved things around

2001-12-03 11:22  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Optimization/leastsquare.hpp (1.4): Fixed typo

2001-12-03 11:11  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp
	(1.5): Fixed typo

2001-12-03 10:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/: fdeuropeanswaption.cpp (1.2), fdeuropeanswaption.hpp
	(1.2): added missing files

2001-12-03 10:38  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.52), TODO.txt (1.67): added missing file

2001-12-03 10:31  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Optimization/Makefile.am (1.2): added missing file

2001-12-03 10:03  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/pages/mcarlo.docs (1.1.2.6): [no log message]

2001-12-03 09:55  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: minimizer.hpp (1.6), Instruments/capfloor.cpp (1.4),
	Instruments/capfloor.hpp (1.4), Instruments/europeanswaption.cpp
	(1.4), Instruments/europeanswaption.hpp (1.4),
	Instruments/simpleswap.hpp (1.11), InterestRateModelling/grid.hpp
	(1.3), InterestRateModelling/model.cpp (1.4),
	InterestRateModelling/model.hpp (1.4),
	InterestRateModelling/onefactormodel.cpp (1.2),
	InterestRateModelling/onefactormodel.hpp (1.2),
	InterestRateModelling/swapfuturevalue.cpp (1.3),
	InterestRateModelling/swapfuturevalue.hpp (1.2),
	InterestRateModelling/CalibrationHelpers/cap.cpp (1.4),
	InterestRateModelling/CalibrationHelpers/cap.hpp (1.3),
	InterestRateModelling/CalibrationHelpers/swaption.cpp (1.4),
	InterestRateModelling/CalibrationHelpers/swaption.hpp (1.2),
	InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp (1.4),
	InterestRateModelling/OneFactorModels/blackkarasinski.hpp (1.3),
	InterestRateModelling/OneFactorModels/hoandlee.cpp (1.3),
	InterestRateModelling/OneFactorModels/hoandlee.hpp (1.2),
	InterestRateModelling/OneFactorModels/hullandwhite.cpp (1.3),
	InterestRateModelling/OneFactorModels/hullandwhite.hpp (1.2),
	Optimization/armijo.cpp (1.2), Optimization/armijo.hpp (1.2),
	Optimization/conjugategradient.cpp (1.2),
	Optimization/conjugategradient.hpp (1.2),
	Optimization/costfunction.hpp (1.2), Optimization/criteria.hpp
	(1.2), Optimization/leastsquare.hpp (1.3),
	Optimization/linesearch.hpp (1.2), Optimization/optimizer.hpp
	(1.2), Optimization/steepestdescent.cpp (1.2),
	Optimization/steepestdescent.hpp (1.2), Pricers/Makefile.am (1.16),
	Pricers/couponbondoption.cpp (1.3), Pricers/couponbondoption.hpp
	(1.4): A few updates. Updated Nicolas' optimization classes'
	copyright notice

2001-12-03 09:24  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/platforms.docs (1.1.2.2): few doc fixings

2001-12-03 09:04  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: InterestRateModelling/makefile.mak (1.1),
	InterestRateModelling/CalibrationHelpers/makefile.mak (1.1),
	InterestRateModelling/OneFactorModels/makefile.mak (1.1),
	Optimization/makefile.mak (1.1): [no log message]

2001-12-01 20:42  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/: platforms.docs (1.1.2.1), where.docs (1.1.2.1): few
	doc fixings

2001-12-01 20:27  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/authors.docs (1.1.2.1),
	ql/FiniteDifferences/expliciteuler.hpp (1.2.2.3),
	ql/TermStructures/ratehelpers.hpp (1.11.4.2): few doc fixings

2001-11-30 15:49  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* QuantLib.dsp (1.63), QuantLib.mak (1.49),
	ql/stochasticprocess.hpp (1.2), ql/Instruments/capfloor.cpp (1.3),
	ql/Instruments/capfloor.hpp (1.3), ql/Instruments/simpleswap.hpp
	(1.10), ql/InterestRateModelling/model.cpp (1.3),
	ql/InterestRateModelling/model.hpp (1.3),
	ql/InterestRateModelling/swapfuturevalue.cpp (1.2),
	ql/InterestRateModelling/CalibrationHelpers/cap.cpp (1.3),
	ql/InterestRateModelling/CalibrationHelpers/cap.hpp (1.2),
	ql/InterestRateModelling/CalibrationHelpers/swaption.cpp (1.3),
	ql/InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp
	(1.3), ql/InterestRateModelling/OneFactorModels/blackkarasinski.cpp
	(1.3), ql/InterestRateModelling/OneFactorModels/node.hpp (1.2),
	ql/InterestRateModelling/OneFactorModels/tree.cpp (1.2),
	ql/InterestRateModelling/OneFactorModels/tree.hpp (1.2),
	ql/Optimization/leastsquare.hpp (1.2),
	ql/Pricers/couponbondoption.hpp (1.3): Compiles under VC++

2001-11-30 15:08  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: makefile.mak (1.6), Calendars/makefile.mak (1.4),
	CashFlows/makefile.mak (1.3), DayCounters/makefile.mak (1.4),
	FiniteDifferences/makefile.mak (1.4), Indexes/makefile.mak (1.3),
	Instruments/europeanswaption.hpp (1.3), Instruments/makefile.mak
	(1.5), InterestRateModelling/grid.hpp (1.2),
	InterestRateModelling/model.cpp (1.2),
	InterestRateModelling/CalibrationHelpers/cap.cpp (1.2),
	InterestRateModelling/CalibrationHelpers/swaption.cpp (1.2),
	InterestRateModelling/OneFactorModels/blackdermanandtoy.cpp (1.2),
	InterestRateModelling/OneFactorModels/blackdermanandtoy.hpp (1.2),
	InterestRateModelling/OneFactorModels/blackkarasinski.cpp (1.2),
	InterestRateModelling/OneFactorModels/blackkarasinski.hpp (1.2),
	InterestRateModelling/OneFactorModels/hoandlee.cpp (1.2),
	InterestRateModelling/OneFactorModels/hullandwhite.cpp (1.2),
	Math/makefile.mak (1.3), MonteCarlo/makefile.mak (1.8),
	Pricers/makefile.mak (1.9), RandomNumbers/makefile.mak (1.3),
	Solvers1D/makefile.mak (1.3), TermStructures/makefile.mak (1.4):
	Compiles under Borland C++

2001-11-30 12:57  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Makefile.am (1.9): Adding interest rate modelling framework

2001-11-30 12:12  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.62), QuantLib.mak (1.48),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.10),
	Examples/EuropeanOption/EuropeanOption.mak (1.5),
	Examples/Swap/Swap.mak (1.6), ql/FiniteDifferences/makefile.mak
	(1.3), ql/Instruments/makefile.mak (1.4): first attempt to include
	Sad's stuff in VC++ and Borland

2001-11-30 12:02  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/model.hpp (1.2): small temp fix

2001-11-30 11:59  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/europeanswaption.cpp (1.3): small fix

2001-11-30 11:58  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/: Makefile.am (1.15), couponbondoption.cpp (1.2),
	couponbondoption.hpp (1.2): Adding interest rate modelling
	framework

2001-11-30 11:47  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/constraint.hpp (1.2): Adding interest rate modelling framework

2001-11-30 11:44  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: minimizer.hpp (1.5), Pricers/Makefile.am (1.14),
	qldefines.hpp (1.19), Instruments/simpleswap.cpp (1.10): Adding
	interest rate modelling framework

2001-11-30 11:38  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: minimizer.hpp (1.3), minimizer.hpp (1.4), qldefines.hpp
	(1.18), Instruments/simpleswap.cpp (1.9), Pricers/Makefile.am
	(1.13): Adding interest rate modelling framework

2001-11-30 10:44  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.55), ql/Makefile.am (1.8),
	ql/Optimization/Makefile.am (1.1), ql/Optimization/armijo.cpp
	(1.1), ql/Optimization/armijo.hpp (1.1),
	ql/Optimization/conjugategradient.cpp (1.1),
	ql/Optimization/conjugategradient.hpp (1.1),
	ql/Optimization/costfunction.hpp (1.1),
	ql/Optimization/criteria.hpp (1.1), ql/Optimization/leastsquare.hpp
	(1.1), ql/Optimization/linesearch.hpp (1.1),
	ql/Optimization/optimizer.hpp (1.1),
	ql/Optimization/steepestdescent.cpp (1.1),
	ql/Optimization/steepestdescent.hpp (1.1): Adding interest rate
	modelling framework

2001-11-30 10:38  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: Instruments/Makefile.am (1.6), FiniteDifferences/Makefile.am
	(1.9): Adding interest rate modelling framework

2001-11-30 10:30  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/InterestRateModelling/: Makefile.am (1.1), grid.hpp (1.1),
	model.cpp (1.1), model.hpp (1.1), onefactormodel.cpp (1.1),
	onefactormodel.hpp (1.1), swapfuturevalue.cpp (1.1),
	swapfuturevalue.hpp (1.1), CalibrationHelpers/Makefile.am (1.1),
	CalibrationHelpers/cap.cpp (1.1), CalibrationHelpers/cap.hpp (1.1),
	CalibrationHelpers/swaption.cpp (1.1),
	CalibrationHelpers/swaption.hpp (1.1), OneFactorModels/Makefile.am
	(1.1), OneFactorModels/blackdermanandtoy.cpp (1.1),
	OneFactorModels/blackdermanandtoy.hpp (1.1),
	OneFactorModels/blackkarasinski.cpp (1.1),
	OneFactorModels/blackkarasinski.hpp (1.1),
	OneFactorModels/hoandlee.cpp (1.1), OneFactorModels/hoandlee.hpp
	(1.1), OneFactorModels/hullandwhite.cpp (1.1),
	OneFactorModels/hullandwhite.hpp (1.1), OneFactorModels/node.hpp
	(1.1), OneFactorModels/tree.cpp (1.1), OneFactorModels/tree.hpp
	(1.1): Adding interest rate modelling framework

2001-11-30 10:25  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: minimizer.hpp (1.2), stochasticprocess.hpp (1.1),
	FiniteDifferences/onefactoroperator.cpp (1.2),
	FiniteDifferences/onefactoroperator.hpp (1.2),
	Instruments/capfloor.cpp (1.2), Instruments/capfloor.hpp (1.2),
	Instruments/europeanswaption.cpp (1.2),
	Instruments/europeanswaption.hpp (1.2), Instruments/simpleswap.hpp
	(1.9): Adding interest rate modelling framework

2001-11-30 09:36  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/mcarlo.docs (1.1.2.5): typos fixed

2001-11-29 20:16  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/releaseprocess.txt (1.4): 0.2.1 release final touch

2001-11-29 18:06  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.5), QuantLib.mak (1.47),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.9),
	Examples/EuropeanOption/EuropeanOption.mak (1.4),
	Examples/Swap/Swap.mak (1.5): R000201-branch-merge1 merged into
	trunk

2001-11-29 17:22  Ferdinando Ametrano <ferdinando@ametrano.net>

	* History.txt (1.14), News.txt (1.9), QuantLib.dsp (1.61),
	QuantLib.nsi (1.51), TODO.txt (1.66), Docs/Makefile.am (1.39),
	Docs/README.txt (1.14), Docs/makefile.mak (1.25),
	Docs/pages/findiff.docs (1.2), Docs/pages/history.docs (1.2),
	Docs/pages/mcarlo.docs (1.2), Docs/pages/pricers.docs (1.2),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.7),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.8),
	Examples/EuropeanOption/EuropeanOption.cpp (1.7),
	Examples/EuropeanOption/EuropeanOption.mak (1.3),
	Examples/Swap/Swap.mak (1.4), dev_tools/releaseprocess.txt (1.3),
	dev_tools/version_number.txt (1.4), ql/argsandresults.hpp (1.3),
	ql/array.hpp (1.4), ql/calendar.cpp (1.5), ql/calendar.hpp (1.10),
	ql/cashflow.hpp (1.5), ql/currency.hpp (1.3), ql/dataformatters.cpp
	(1.4), ql/dataformatters.hpp (1.3), ql/date.cpp (1.10), ql/date.hpp
	(1.8), ql/daycounter.hpp (1.9), ql/errors.hpp (1.6),
	ql/expressiontemplates.hpp (1.3), ql/forwardvolsurface.hpp (1.3),
	ql/handle.hpp (1.4), ql/history.hpp (1.6), ql/index.hpp (1.6),
	ql/instrument.hpp (1.6), ql/marketelement.hpp (1.5), ql/null.hpp
	(1.3), ql/option.cpp (1.3), ql/option.hpp (1.4), ql/qldefines.hpp
	(1.17), ql/quantlib.hpp (1.26), ql/relinkablehandle.hpp (1.4),
	ql/riskstatistics.hpp (1.4), ql/scheduler.cpp (1.5),
	ql/scheduler.hpp (1.5), ql/solver1d.cpp (1.3), ql/solver1d.hpp
	(1.5), ql/swaptionvolsurface.hpp (1.3), ql/termstructure.hpp
	(1.11), ql/types.hpp (1.3), ql/Calendars/frankfurt.cpp (1.6),
	ql/Calendars/frankfurt.hpp (1.6), ql/Calendars/helsinki.cpp (1.6),
	ql/Calendars/helsinki.hpp (1.6), ql/Calendars/london.cpp (1.6),
	ql/Calendars/london.hpp (1.6), ql/Calendars/milan.cpp (1.6),
	ql/Calendars/milan.hpp (1.6), ql/Calendars/newyork.cpp (1.6),
	ql/Calendars/newyork.hpp (1.7), ql/Calendars/target.cpp (1.6),
	ql/Calendars/target.hpp (1.6), ql/Calendars/wellington.cpp (1.6),
	ql/Calendars/wellington.hpp (1.6), ql/Calendars/zurich.cpp (1.6),
	ql/Calendars/zurich.hpp (1.6), ql/CashFlows/cashflowvectors.cpp
	(1.7), ql/CashFlows/cashflowvectors.hpp (1.7),
	ql/CashFlows/coupon.hpp (1.4), ql/CashFlows/fixedratecoupon.hpp
	(1.7), ql/CashFlows/floatingratecoupon.cpp (1.8),
	ql/CashFlows/floatingratecoupon.hpp (1.11),
	ql/CashFlows/simplecashflow.hpp (1.3), ql/DayCounters/actual360.hpp
	(1.6), ql/DayCounters/actual365.hpp (1.6),
	ql/DayCounters/actualactual.cpp (1.8),
	ql/DayCounters/actualactual.hpp (1.9), ql/DayCounters/thirty360.cpp
	(1.6), ql/DayCounters/thirty360.hpp (1.8),
	ql/FiniteDifferences/boundarycondition.hpp (1.3),
	ql/FiniteDifferences/bsmoperator.cpp (1.6),
	ql/FiniteDifferences/bsmoperator.hpp (1.6),
	ql/FiniteDifferences/cranknicolson.hpp (1.8),
	ql/FiniteDifferences/dminus.hpp (1.5),
	ql/FiniteDifferences/dplus.hpp (1.5),
	ql/FiniteDifferences/dplusdminus.hpp (1.6),
	ql/FiniteDifferences/dzero.hpp (1.5),
	ql/FiniteDifferences/expliciteuler.hpp (1.3),
	ql/FiniteDifferences/fdtypedefs.hpp (1.3),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.8),
	ql/FiniteDifferences/impliciteuler.hpp (1.3),
	ql/FiniteDifferences/stepcondition.hpp (1.3),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.8),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.12),
	ql/FiniteDifferences/valueatcenter.cpp (1.4),
	ql/FiniteDifferences/valueatcenter.hpp (1.3),
	ql/Indexes/euribor.hpp (1.5), ql/Indexes/gbplibor.hpp (1.5),
	ql/Indexes/usdlibor.hpp (1.5), ql/Indexes/xibor.cpp (1.4),
	ql/Indexes/xibor.hpp (1.5), ql/Indexes/xibormanager.cpp (1.3),
	ql/Indexes/xibormanager.hpp (1.3), ql/Instruments/plainoption.cpp
	(1.5), ql/Instruments/plainoption.hpp (1.5),
	ql/Instruments/simpleswap.cpp (1.8), ql/Instruments/simpleswap.hpp
	(1.8), ql/Instruments/stock.cpp (1.3), ql/Instruments/stock.hpp
	(1.3), ql/Instruments/swap.cpp (1.5), ql/Instruments/swap.hpp
	(1.4), ql/Math/cubicspline.hpp (1.5), ql/Math/interpolation.hpp
	(1.3), ql/Math/lexicographicalview.hpp (1.3),
	ql/Math/linearinterpolation.hpp (1.3), ql/Math/matrix.cpp (1.5),
	ql/Math/matrix.hpp (1.5), ql/Math/multivariateaccumulator.cpp
	(1.7), ql/Math/multivariateaccumulator.hpp (1.7),
	ql/Math/normaldistribution.cpp (1.3),
	ql/Math/normaldistribution.hpp (1.3), ql/Math/riskmeasures.hpp
	(1.3), ql/Math/segmentintegral.cpp (1.5),
	ql/Math/segmentintegral.hpp (1.7), ql/Math/statistics.cpp (1.3),
	ql/Math/statistics.hpp (1.6), ql/Math/symmetriceigenvalues.hpp
	(1.3), ql/Math/symmetricschurdecomposition.cpp (1.4),
	ql/Math/symmetricschurdecomposition.hpp (1.3),
	ql/MonteCarlo/Makefile.am (1.16),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.2),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.2),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.2),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.2),
	ql/MonteCarlo/basketpathpricer.cpp (1.12),
	ql/MonteCarlo/basketpathpricer.hpp (1.9),
	ql/MonteCarlo/europeanpathpricer.cpp (1.9),
	ql/MonteCarlo/europeanpathpricer.hpp (1.8),
	ql/MonteCarlo/everestpathpricer.cpp (1.10),
	ql/MonteCarlo/everestpathpricer.hpp (1.9),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.4),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.2),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.5),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.2),
	ql/MonteCarlo/getcovariance.cpp (1.5),
	ql/MonteCarlo/getcovariance.hpp (1.4),
	ql/MonteCarlo/himalayapathpricer.cpp (1.12),
	ql/MonteCarlo/himalayapathpricer.hpp (1.8),
	ql/MonteCarlo/makefile.mak (1.7),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.2),
	ql/MonteCarlo/maxbasketpathpricer.hpp (1.2),
	ql/MonteCarlo/mctypedefs.hpp (1.6), ql/MonteCarlo/multipath.hpp
	(1.7), ql/MonteCarlo/multipathgenerator.hpp (1.15),
	ql/MonteCarlo/multipathpricer.hpp (1.5),
	ql/MonteCarlo/pagodapathpricer.cpp (1.8),
	ql/MonteCarlo/pagodapathpricer.hpp (1.10), ql/MonteCarlo/path.hpp
	(1.5), ql/MonteCarlo/pathgenerator.hpp (1.13),
	ql/MonteCarlo/pathpricer.hpp (1.7), ql/MonteCarlo/sample.hpp (1.2),
	ql/MonteCarlo/singleassetpathpricer.cpp (1.2),
	ql/MonteCarlo/singleassetpathpricer.hpp (1.3),
	ql/Patterns/factory.hpp (1.3), ql/Patterns/observable.hpp (1.5),
	ql/Pricers/Makefile.am (1.12), ql/Pricers/americancondition.hpp
	(1.4), ql/Pricers/americanoption.hpp (1.5),
	ql/Pricers/barrieroption.cpp (1.5), ql/Pricers/barrieroption.hpp
	(1.5), ql/Pricers/bermudanoption.cpp (1.5),
	ql/Pricers/bermudanoption.hpp (1.5), ql/Pricers/binaryoption.cpp
	(1.5), ql/Pricers/binaryoption.hpp (1.5),
	ql/Pricers/bsmnumericaloption.cpp (1.7),
	ql/Pricers/bsmnumericaloption.hpp (1.6),
	ql/Pricers/cliquetoption.cpp (1.6), ql/Pricers/cliquetoption.hpp
	(1.5), ql/Pricers/continuousgeometricapo.hpp (1.2),
	ql/Pricers/discretegeometricapo.cpp (1.3),
	ql/Pricers/discretegeometricapo.hpp (1.3),
	ql/Pricers/discretegeometricaso.cpp (1.3),
	ql/Pricers/discretegeometricaso.hpp (1.3),
	ql/Pricers/dividendamericanoption.cpp (1.5),
	ql/Pricers/dividendamericanoption.hpp (1.5),
	ql/Pricers/dividendeuropeanoption.cpp (1.6),
	ql/Pricers/dividendeuropeanoption.hpp (1.6),
	ql/Pricers/dividendoption.cpp (1.7), ql/Pricers/dividendoption.hpp
	(1.5), ql/Pricers/dividendshoutoption.cpp (1.5),
	ql/Pricers/dividendshoutoption.hpp (1.5),
	ql/Pricers/europeanengine.cpp (1.2), ql/Pricers/europeanengine.hpp
	(1.3), ql/Pricers/europeanoption.cpp (1.5),
	ql/Pricers/europeanoption.hpp (1.7),
	ql/Pricers/finitedifferenceeuropean.cpp (1.6),
	ql/Pricers/finitedifferenceeuropean.hpp (1.8),
	ql/Pricers/makefile.mak (1.8), ql/Pricers/mcbasket.cpp (1.2),
	ql/Pricers/mcbasket.hpp (1.3),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.2),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.2),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.3),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.2),
	ql/Pricers/mceuropean.cpp (1.4), ql/Pricers/mceuropean.hpp (1.4),
	ql/Pricers/mceverest.cpp (1.4), ql/Pricers/mceverest.hpp (1.3),
	ql/Pricers/mchimalaya.cpp (1.3), ql/Pricers/mchimalaya.hpp (1.2),
	ql/Pricers/mcmaxbasket.cpp (1.2), ql/Pricers/mcmaxbasket.hpp (1.2),
	ql/Pricers/mcpagoda.cpp (1.3), ql/Pricers/mcpagoda.hpp (1.3),
	ql/Pricers/mcpricer.hpp (1.8), ql/Pricers/multiperiodoption.cpp
	(1.6), ql/Pricers/multiperiodoption.hpp (1.9),
	ql/Pricers/shoutcondition.hpp (1.4), ql/Pricers/shoutoption.hpp
	(1.5), ql/Pricers/singleassetoption.cpp (1.9),
	ql/Pricers/singleassetoption.hpp (1.10),
	ql/Pricers/stepconditionoption.cpp (1.6),
	ql/Pricers/stepconditionoption.hpp (1.6),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.3),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.3),
	ql/RandomNumbers/inversecumulativegaussianrng.hpp (1.3),
	ql/RandomNumbers/knuthuniformrng.cpp (1.2),
	ql/RandomNumbers/knuthuniformrng.hpp (1.5),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.2),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.3),
	ql/RandomNumbers/randomarraygenerator.hpp (1.4),
	ql/RandomNumbers/rngtypedefs.hpp (1.4), ql/Solvers1D/bisection.cpp
	(1.3), ql/Solvers1D/bisection.hpp (1.3), ql/Solvers1D/brent.cpp
	(1.4), ql/Solvers1D/brent.hpp (1.3), ql/Solvers1D/falseposition.cpp
	(1.3), ql/Solvers1D/falseposition.hpp (1.3),
	ql/Solvers1D/newton.cpp (1.3), ql/Solvers1D/newton.hpp (1.3),
	ql/Solvers1D/newtonsafe.cpp (1.4), ql/Solvers1D/newtonsafe.hpp
	(1.4), ql/Solvers1D/ridder.cpp (1.3), ql/Solvers1D/ridder.hpp
	(1.3), ql/Solvers1D/secant.cpp (1.3), ql/Solvers1D/secant.hpp
	(1.3), ql/TermStructures/flatforward.hpp (1.9),
	ql/TermStructures/piecewiseflatforward.cpp (1.10),
	ql/TermStructures/piecewiseflatforward.hpp (1.11),
	ql/TermStructures/ratehelpers.cpp (1.13),
	ql/TermStructures/ratehelpers.hpp (1.13),
	ql/Utilities/couplingiterator.hpp (1.3): R000201-branch-merge1
	merged into trunk

2001-11-29 12:32  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.4.2.2), History.txt (1.12.18.3), News.txt
	(1.7.16.5), Docs/pages/history.docs (1.1.2.2),
	dev_tools/releaseprocess.txt (1.1.2.6): 0.2.1 release final touch

2001-11-28 15:21  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/pages/: findiff.docs (1.1.2.1), mcarlo.docs (1.1.2.4):
	Documentation updated

2001-11-28 10:00  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/marketelement.hpp (1.2.18.3): typo fixed

2001-11-27 22:38  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/releaseprocess.txt (1.1.2.5): added history.docs

2001-11-27 22:38  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/history.docs (1.1.2.1): updated

2001-11-27 10:26  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/TermStructures/ratehelpers.hpp (1.12): attributes are now
	protected to be accesible from derived classes

2001-11-27 10:25  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/marketelement.hpp (1.4): Minor changes

2001-11-27 10:19  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/marketelement.hpp (1.3): Exported derived and composite market
	element

2001-11-27 08:13  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/marketelement.hpp (1.2.18.2): bug fixed

2001-11-26 19:31  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.mak (1.45.2.2),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.7.2.1),
	Examples/EuropeanOption/EuropeanOption.mak (1.2.4.1),
	Examples/Swap/Swap.mak (1.3.4.1): PathPricer and MultiPathPricer
	merged into PathPricer

2001-11-26 18:42  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.59.2.1), QuantLib.mak (1.45.2.1): PathPricer and
	MultiPathPricer merged into PathPricer

2001-11-26 18:09  Ferdinando Ametrano <ferdinando@ametrano.net>

	* News.txt (1.7.16.4), ql/MonteCarlo/basketpathpricer.cpp
	(1.11.6.5): PathPricer and MultiPathPricer merged into PathPricer

2001-11-26 17:54  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/maxbasketpathpricer.cpp (1.1): file
	maxbasketpathpricer.cpp was initially added on branch
	R000201-branch.

2001-11-26 17:54  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Pricers/mcmaxbasket.cpp (1.1): file mcmaxbasket.cpp was
	initially added on branch R000201-branch.

2001-11-26 17:54  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/mcarlo.docs (1.1.2.3),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.6.4.1),
	Examples/EuropeanOption/EuropeanOption.cpp (1.6.4.1),
	ql/quantlib.hpp (1.24.2.2), ql/MonteCarlo/Makefile.am (1.14.2.1),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.1.2.3),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.1.2.2),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.1.2.3),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.1.2.2),
	ql/MonteCarlo/basketpathpricer.cpp (1.11.6.4),
	ql/MonteCarlo/basketpathpricer.hpp (1.8.8.2),
	ql/MonteCarlo/europeanpathpricer.cpp (1.8.6.3),
	ql/MonteCarlo/europeanpathpricer.hpp (1.7.8.2),
	ql/MonteCarlo/everestpathpricer.cpp (1.9.6.4),
	ql/MonteCarlo/everestpathpricer.hpp (1.8.8.2),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.3.2.2),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.1.2.2),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.4.2.3),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.1.2.2),
	ql/MonteCarlo/himalayapathpricer.cpp (1.11.6.4),
	ql/MonteCarlo/himalayapathpricer.hpp (1.7.8.2),
	ql/MonteCarlo/makefile.mak (1.5.2.1),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.1.2.1),
	ql/MonteCarlo/maxbasketpathpricer.hpp (1.1.2.1),
	ql/MonteCarlo/mctypedefs.hpp (1.5.8.2),
	ql/MonteCarlo/multipathpricer.hpp (1.4.8.3),
	ql/MonteCarlo/pagodapathpricer.cpp (1.7.6.4),
	ql/MonteCarlo/pagodapathpricer.hpp (1.9.8.2),
	ql/MonteCarlo/pathpricer.hpp (1.6.8.2),
	ql/MonteCarlo/singleassetpathpricer.cpp (1.1.8.2),
	ql/MonteCarlo/singleassetpathpricer.hpp (1.2.8.2),
	ql/Pricers/Makefile.am (1.11.2.1), ql/Pricers/makefile.mak
	(1.7.2.1), ql/Pricers/mcbasket.cpp (1.1.8.2),
	ql/Pricers/mcbasket.hpp (1.2.2.2),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.1.2.2),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.1.2.3),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.2.2.2),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.1.2.3),
	ql/Pricers/mceuropean.cpp (1.3.6.3), ql/Pricers/mceuropean.hpp
	(1.3.6.3), ql/Pricers/mceverest.cpp (1.3.8.2),
	ql/Pricers/mceverest.hpp (1.2.8.2), ql/Pricers/mchimalaya.cpp
	(1.2.8.2), ql/Pricers/mchimalaya.hpp (1.1.8.2),
	ql/Pricers/mcmaxbasket.cpp (1.1.2.1), ql/Pricers/mcmaxbasket.hpp
	(1.1.2.1), ql/Pricers/mcpagoda.cpp (1.2.8.2),
	ql/Pricers/mcpagoda.hpp (1.2.8.2): PathPricer and MultiPathPricer
	merged into PathPricer

2001-11-26 17:54  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/maxbasketpathpricer.hpp (1.1): file
	maxbasketpathpricer.hpp was initially added on branch
	R000201-branch.

2001-11-26 17:54  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Pricers/mcmaxbasket.hpp (1.1): file mcmaxbasket.hpp was
	initially added on branch R000201-branch.

2001-11-24 00:35  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.60), QuantLib.mak (1.46), ql/quantlib.hpp (1.25),
	ql/MonteCarlo/Makefile.am (1.15), ql/MonteCarlo/makefile.mak (1.6):
	removing deprecated classes

2001-11-24 00:31  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/: controlvariatedpathpricer.cpp (1.5),
	controlvariatedpathpricer.hpp (1.6): removing deprecated classes

2001-11-24 00:24  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/releaseprocess.txt (1.1.2.4): release 0.2.1 final
	touches

2001-11-23 23:21  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.4.2.1), History.txt (1.12.18.2),
	dev_tools/releaseprocess.txt (1.1.2.3): release 0.2.1 final touches

2001-11-23 18:59  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/mcarlo.docs (1.1.2.2), Docs/pages/pricers.docs
	(1.1.2.2), ql/Pricers/mceuropean.cpp (1.3.6.2),
	ql/Pricers/mceuropean.hpp (1.3.6.2), ql/Pricers/mcpricer.hpp
	(1.7.2.2): more MC documentation

2001-11-23 18:19  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/pages/mcarlo.docs (1.1.2.1), Docs/pages/pricers.docs
	(1.1.2.1), ql/MonteCarlo/basketpathpricer.cpp (1.11.6.3),
	ql/MonteCarlo/everestpathpricer.cpp (1.9.6.3),
	ql/MonteCarlo/himalayapathpricer.cpp (1.11.6.3),
	ql/MonteCarlo/multipathpricer.hpp (1.4.8.2),
	ql/MonteCarlo/pagodapathpricer.cpp (1.7.6.3): added MC
	documentation removed useless MultiPathPricer defaul constructor

2001-11-23 16:48  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.64.2.4): final touch

2001-11-23 16:42  Ferdinando Ametrano <ferdinando@ametrano.net>

	* News.txt (1.7.16.3), TODO.txt (1.64.2.3): final touch

2001-11-23 16:34  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.49.2.1), TODO.txt (1.64.2.2), Docs/README.txt
	(1.13.8.2), ql/FiniteDifferences/cranknicolson.hpp (1.7.6.2),
	ql/FiniteDifferences/expliciteuler.hpp (1.2.2.2),
	ql/MonteCarlo/europeanpathpricer.cpp (1.8.6.2),
	ql/MonteCarlo/multipath.hpp (1.6.6.2), ql/MonteCarlo/path.hpp
	(1.4.6.2), ql/MonteCarlo/pathgenerator.hpp (1.12.2.2),
	ql/Pricers/continuousgeometricapo.hpp (1.1.2.2),
	ql/Pricers/discretegeometricapo.hpp (1.2.2.2),
	ql/Pricers/discretegeometricaso.hpp (1.2.2.2),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.1.2.2),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.1.2.2): added
	documentation

2001-11-23 15:21  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* News.txt (1.7.16.2): [no log message]

2001-11-23 12:03  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: MonteCarlo/arithmeticapopathpricer.cpp (1.1.2.2),
	MonteCarlo/arithmeticasopathpricer.cpp (1.1.2.2),
	MonteCarlo/basketpathpricer.cpp (1.11.6.2),
	MonteCarlo/everestpathpricer.cpp (1.9.6.2),
	MonteCarlo/geometricasopathpricer.cpp (1.4.2.2),
	MonteCarlo/himalayapathpricer.cpp (1.11.6.2),
	MonteCarlo/pagodapathpricer.cpp (1.7.6.2),
	Pricers/discretegeometricapo.cpp (1.2.2.3),
	Pricers/discretegeometricaso.cpp (1.2.2.3): warning removal

2001-11-23 11:45  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: Makefile.am (1.38.2.1), README.txt (1.13.8.1),
	makefile.mak (1.24.2.1): Reference to hhc in the README

2001-11-20 19:28  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Pricers/: discretegeometricapo.cpp (1.2.2.2),
	discretegeometricaso.cpp (1.2.2.2): Borland warnings avoided

2001-11-20 19:21  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/version_number.txt (1.3.2.1): version number up to
	0.3.0a1 (trunk) and 0.2.1 (branch)

2001-11-20 19:18  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: MonteCarlo/multipathpricer.hpp (1.4.8.1),
	MonteCarlo/pagodapathpricer.cpp (1.7.6.1),
	MonteCarlo/pagodapathpricer.hpp (1.9.8.1), MonteCarlo/path.hpp
	(1.4.6.1), MonteCarlo/pathgenerator.hpp (1.12.2.1),
	MonteCarlo/pathpricer.hpp (1.6.8.1), MonteCarlo/sample.hpp
	(1.1.2.1), MonteCarlo/singleassetpathpricer.cpp (1.1.8.1),
	MonteCarlo/singleassetpathpricer.hpp (1.2.8.1),
	Patterns/factory.hpp (1.2.4.1), Patterns/observable.hpp (1.4.6.1),
	Pricers/americancondition.hpp (1.3.6.1), Pricers/americanoption.hpp
	(1.4.6.1), Pricers/barrieroption.cpp (1.4.6.1),
	Pricers/barrieroption.hpp (1.4.6.1), Pricers/bermudanoption.cpp
	(1.4.6.1), Pricers/bermudanoption.hpp (1.4.6.1),
	Pricers/binaryoption.cpp (1.4.6.1), Pricers/binaryoption.hpp
	(1.4.6.1), Pricers/bsmnumericaloption.cpp (1.6.6.1),
	Pricers/bsmnumericaloption.hpp (1.5.6.1), Pricers/cliquetoption.cpp
	(1.5.6.1), Pricers/cliquetoption.hpp (1.4.6.1),
	Pricers/continuousgeometricapo.hpp (1.1.2.1),
	Pricers/discretegeometricapo.cpp (1.2.2.1),
	Pricers/discretegeometricapo.hpp (1.2.2.1),
	Pricers/discretegeometricaso.cpp (1.2.2.1),
	Pricers/discretegeometricaso.hpp (1.2.2.1),
	Pricers/dividendamericanoption.cpp (1.4.6.1),
	Pricers/dividendamericanoption.hpp (1.4.6.1),
	Pricers/dividendeuropeanoption.cpp (1.5.6.1),
	Pricers/dividendeuropeanoption.hpp (1.5.6.1),
	Pricers/dividendoption.cpp (1.6.6.1), Pricers/dividendoption.hpp
	(1.4.6.1), Pricers/dividendshoutoption.cpp (1.4.6.1),
	Pricers/dividendshoutoption.hpp (1.4.6.1),
	Pricers/europeanengine.cpp (1.1.8.1), Pricers/europeanengine.hpp
	(1.2.4.1), Pricers/europeanoption.cpp (1.4.6.1),
	Pricers/europeanoption.hpp (1.6.6.1),
	Pricers/finitedifferenceeuropean.cpp (1.5.6.1),
	Pricers/finitedifferenceeuropean.hpp (1.7.6.1),
	Pricers/mcbasket.cpp (1.1.8.1), Pricers/mcbasket.hpp (1.2.2.1),
	Pricers/mcdiscretearithmeticapo.cpp (1.1.2.1),
	Pricers/mcdiscretearithmeticapo.hpp (1.1.2.1),
	Pricers/mcdiscretearithmeticaso.cpp (1.2.2.1),
	Pricers/mcdiscretearithmeticaso.hpp (1.1.2.1),
	Pricers/mceuropean.cpp (1.3.6.1), Pricers/mceuropean.hpp (1.3.6.1),
	Pricers/mceverest.cpp (1.3.8.1), Pricers/mceverest.hpp (1.2.8.1),
	Pricers/mchimalaya.cpp (1.2.8.1), Pricers/mchimalaya.hpp (1.1.8.1),
	Pricers/mcpagoda.cpp (1.2.8.1), Pricers/mcpagoda.hpp (1.2.8.1),
	Pricers/mcpricer.hpp (1.7.2.1), Pricers/multiperiodoption.cpp
	(1.5.6.1), Pricers/multiperiodoption.hpp (1.8.2.1),
	Pricers/shoutcondition.hpp (1.3.6.1), Pricers/shoutoption.hpp
	(1.4.6.1), Pricers/singleassetoption.cpp (1.8.2.1),
	Pricers/singleassetoption.hpp (1.9.2.1),
	Pricers/stepconditionoption.cpp (1.5.4.1),
	Pricers/stepconditionoption.hpp (1.5.6.1),
	RandomNumbers/boxmullergaussianrng.hpp (1.2.2.1),
	RandomNumbers/centrallimitgaussianrng.hpp (1.2.2.1),
	RandomNumbers/inversecumulativegaussianrng.hpp (1.2.2.1),
	RandomNumbers/knuthuniformrng.cpp (1.1.8.1),
	RandomNumbers/knuthuniformrng.hpp (1.4.2.1),
	RandomNumbers/lecuyeruniformrng.cpp (1.1.8.1),
	RandomNumbers/lecuyeruniformrng.hpp (1.2.2.1),
	RandomNumbers/randomarraygenerator.hpp (1.3.2.1),
	RandomNumbers/rngtypedefs.hpp (1.3.2.1), Solvers1D/bisection.cpp
	(1.2.18.1), Solvers1D/bisection.hpp (1.2.18.1), Solvers1D/brent.cpp
	(1.3.16.1), Solvers1D/brent.hpp (1.2.18.1),
	Solvers1D/falseposition.cpp (1.2.18.1), Solvers1D/falseposition.hpp
	(1.2.18.1), Solvers1D/newton.cpp (1.2.18.1), Solvers1D/newton.hpp
	(1.2.18.1), Solvers1D/newtonsafe.cpp (1.3.6.1),
	Solvers1D/newtonsafe.hpp (1.3.6.1), Solvers1D/ridder.cpp
	(1.2.18.1), Solvers1D/ridder.hpp (1.2.18.1), Solvers1D/secant.cpp
	(1.2.18.1), Solvers1D/secant.hpp (1.2.18.1),
	TermStructures/flatforward.hpp (1.8.4.1),
	TermStructures/piecewiseflatforward.cpp (1.9.4.1),
	TermStructures/piecewiseflatforward.hpp (1.10.4.1),
	TermStructures/ratehelpers.cpp (1.12.4.1),
	TermStructures/ratehelpers.hpp (1.11.4.1),
	Utilities/couplingiterator.hpp (1.2.18.1): #include "ql/*.hpp"
	turned into #include <ql/*.hpp>

2001-11-20 19:13  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/releaseprocess.txt (1.1.2.2), ql/argsandresults.hpp
	(1.2.8.1), ql/array.hpp (1.3.6.1), ql/calendar.cpp (1.4.4.1),
	ql/calendar.hpp (1.9.4.1), ql/cashflow.hpp (1.4.6.1),
	ql/currency.hpp (1.2.18.1), ql/dataformatters.cpp (1.3.4.1),
	ql/dataformatters.hpp (1.2.18.1), ql/date.cpp (1.9.6.1),
	ql/date.hpp (1.7.6.1), ql/daycounter.hpp (1.8.4.1), ql/errors.hpp
	(1.5.4.1), ql/expressiontemplates.hpp (1.2.18.1),
	ql/forwardvolsurface.hpp (1.2.18.1), ql/handle.hpp (1.3.8.1),
	ql/history.hpp (1.5.6.1), ql/index.hpp (1.5.6.1), ql/instrument.hpp
	(1.5.6.1), ql/marketelement.hpp (1.2.18.1), ql/null.hpp (1.2.18.1),
	ql/option.cpp (1.2.8.1), ql/option.hpp (1.3.8.1), ql/qldefines.hpp
	(1.15.2.1), ql/quantlib.hpp (1.24.2.1), ql/relinkablehandle.hpp
	(1.3.8.1), ql/riskstatistics.hpp (1.3.4.1), ql/scheduler.cpp
	(1.4.4.1), ql/scheduler.hpp (1.4.4.1), ql/solver1d.cpp (1.2.18.1),
	ql/solver1d.hpp (1.4.6.1), ql/swaptionvolsurface.hpp (1.2.18.1),
	ql/termstructure.hpp (1.10.4.1), ql/types.hpp (1.2.18.1),
	ql/Calendars/frankfurt.cpp (1.5.4.1), ql/Calendars/frankfurt.hpp
	(1.5.4.1), ql/Calendars/helsinki.cpp (1.5.4.1),
	ql/Calendars/helsinki.hpp (1.5.4.1), ql/Calendars/london.cpp
	(1.5.4.1), ql/Calendars/london.hpp (1.5.4.1),
	ql/Calendars/milan.cpp (1.5.4.1), ql/Calendars/milan.hpp (1.5.4.1),
	ql/Calendars/newyork.cpp (1.5.4.1), ql/Calendars/newyork.hpp
	(1.6.4.1), ql/Calendars/target.cpp (1.5.4.1),
	ql/Calendars/target.hpp (1.5.4.1), ql/Calendars/wellington.cpp
	(1.5.4.1), ql/Calendars/wellington.hpp (1.5.4.1),
	ql/Calendars/zurich.cpp (1.5.4.1), ql/Calendars/zurich.hpp
	(1.5.4.1), ql/CashFlows/cashflowvectors.cpp (1.6.4.1),
	ql/CashFlows/cashflowvectors.hpp (1.6.4.1), ql/CashFlows/coupon.hpp
	(1.3.4.1), ql/CashFlows/fixedratecoupon.hpp (1.6.4.1),
	ql/CashFlows/floatingratecoupon.cpp (1.7.4.1),
	ql/CashFlows/floatingratecoupon.hpp (1.10.4.1),
	ql/CashFlows/simplecashflow.hpp (1.2.18.1),
	ql/DayCounters/actual360.hpp (1.5.4.1),
	ql/DayCounters/actual365.hpp (1.5.4.1),
	ql/DayCounters/actualactual.cpp (1.7.4.1),
	ql/DayCounters/actualactual.hpp (1.8.4.1),
	ql/DayCounters/thirty360.cpp (1.5.4.1),
	ql/DayCounters/thirty360.hpp (1.7.4.1),
	ql/FiniteDifferences/boundarycondition.hpp (1.2.18.1),
	ql/FiniteDifferences/bsmoperator.cpp (1.5.6.1),
	ql/FiniteDifferences/bsmoperator.hpp (1.5.6.1),
	ql/FiniteDifferences/cranknicolson.hpp (1.7.6.1),
	ql/FiniteDifferences/dminus.hpp (1.4.6.1),
	ql/FiniteDifferences/dplus.hpp (1.4.6.1),
	ql/FiniteDifferences/dplusdminus.hpp (1.5.6.1),
	ql/FiniteDifferences/dzero.hpp (1.4.6.1),
	ql/FiniteDifferences/expliciteuler.hpp (1.2.2.1),
	ql/FiniteDifferences/fdtypedefs.hpp (1.2.8.1),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.7.6.1),
	ql/FiniteDifferences/impliciteuler.hpp (1.2.2.1),
	ql/FiniteDifferences/stepcondition.hpp (1.2.18.1),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.7.6.1),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.11.6.1),
	ql/FiniteDifferences/valueatcenter.cpp (1.3.6.1),
	ql/FiniteDifferences/valueatcenter.hpp (1.2.18.1),
	ql/Indexes/euribor.hpp (1.4.4.1), ql/Indexes/gbplibor.hpp
	(1.4.4.1), ql/Indexes/usdlibor.hpp (1.4.4.1), ql/Indexes/xibor.cpp
	(1.3.4.1), ql/Indexes/xibor.hpp (1.4.4.1),
	ql/Indexes/xibormanager.cpp (1.2.18.1), ql/Indexes/xibormanager.hpp
	(1.2.18.1), ql/Instruments/plainoption.cpp (1.4.4.1),
	ql/Instruments/plainoption.hpp (1.4.4.1),
	ql/Instruments/simpleswap.cpp (1.7.4.1),
	ql/Instruments/simpleswap.hpp (1.7.4.1), ql/Instruments/stock.cpp
	(1.2.18.1), ql/Instruments/stock.hpp (1.2.18.1),
	ql/Instruments/swap.cpp (1.4.6.1), ql/Instruments/swap.hpp
	(1.3.8.1), ql/Math/cubicspline.hpp (1.4.2.1),
	ql/Math/interpolation.hpp (1.2.18.1),
	ql/Math/lexicographicalview.hpp (1.2.18.1),
	ql/Math/linearinterpolation.hpp (1.2.18.1), ql/Math/matrix.cpp
	(1.4.4.1), ql/Math/matrix.hpp (1.4.6.1),
	ql/Math/multivariateaccumulator.cpp (1.6.2.1),
	ql/Math/multivariateaccumulator.hpp (1.6.2.1),
	ql/Math/normaldistribution.cpp (1.2.18.1),
	ql/Math/normaldistribution.hpp (1.2.18.1), ql/Math/riskmeasures.hpp
	(1.2.18.1), ql/Math/segmentintegral.cpp (1.4.6.1),
	ql/Math/segmentintegral.hpp (1.6.6.1), ql/Math/statistics.cpp
	(1.2.18.1), ql/Math/statistics.hpp (1.5.2.1),
	ql/Math/symmetriceigenvalues.hpp (1.2.18.1),
	ql/Math/symmetricschurdecomposition.cpp (1.3.4.1),
	ql/Math/symmetricschurdecomposition.hpp (1.2.18.1),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.1.2.1),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.1.2.1),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.1.2.1),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.1.2.1),
	ql/MonteCarlo/basketpathpricer.cpp (1.11.6.1),
	ql/MonteCarlo/basketpathpricer.hpp (1.8.8.1),
	ql/MonteCarlo/controlvariatedpathpricer.cpp (1.4.8.1),
	ql/MonteCarlo/controlvariatedpathpricer.hpp (1.5.8.1),
	ql/MonteCarlo/europeanpathpricer.cpp (1.8.6.1),
	ql/MonteCarlo/europeanpathpricer.hpp (1.7.8.1),
	ql/MonteCarlo/everestpathpricer.cpp (1.9.6.1),
	ql/MonteCarlo/everestpathpricer.hpp (1.8.8.1),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.3.2.1),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.1.2.1),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.4.2.1),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.1.2.1),
	ql/MonteCarlo/getcovariance.cpp (1.4.6.1),
	ql/MonteCarlo/getcovariance.hpp (1.3.8.1),
	ql/MonteCarlo/himalayapathpricer.cpp (1.11.6.1),
	ql/MonteCarlo/himalayapathpricer.hpp (1.7.8.1),
	ql/MonteCarlo/mctypedefs.hpp (1.5.8.1), ql/MonteCarlo/multipath.hpp
	(1.6.6.1), ql/MonteCarlo/multipathgenerator.hpp (1.14.2.1):
	#include "ql/*.hpp" turned into #include <ql/*.hpp>

2001-11-20 18:27  Ferdinando Ametrano <ferdinando@ametrano.net>

	* History.txt (1.12.18.1), News.txt (1.7.16.1), TODO.txt
	(1.64.2.1), dev_tools/releaseprocess.txt (1.1.2.1): updated

2001-11-20 18:21  Ferdinando Ametrano <ferdinando@ametrano.net>

	* History.txt (1.13), News.txt (1.8), TODO.txt (1.65),
	dev_tools/releaseprocess.txt (1.2): updated

2001-11-20 16:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.50), configure.in (1.54), Docs/quantlib.doxy
	(1.40), ql/qldefines.hpp (1.16): version number up to 0.3.0a1

2001-11-20 15:54  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.4): updated

2001-11-20 15:43  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.49), configure.in (1.53), Docs/quantlib.doxy
	(1.39), ql/qldefines.hpp (1.15),
	ql/Math/multivariateaccumulator.cpp (1.6),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.3),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.4),
	ql/Pricers/discretegeometricapo.hpp (1.2),
	ql/Pricers/discretegeometricaso.hpp (1.2),
	ql/Pricers/singleassetoption.hpp (1.9): version number up to 0.2.1
	(I'm going to branch out) tabs removed gcc warnings purged

2001-11-20 15:27  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Pricers/: mcbasket.hpp (1.2), multiperiodoption.hpp (1.8):
	pruned redundant header inclusion

2001-11-20 15:18  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/releaseprocess.txt (1.1): no message

2001-11-20 15:15  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/version_number.txt (1.3): updated

2001-11-20 13:58  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.48), configure.in (1.52), Docs/quantlib.doxy
	(1.38), ql/qldefines.hpp (1.14): version number up to 0.2.1a6
	(overdue)

2001-11-20 12:09  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.64), ql/MonteCarlo/geometricapopathpricer.cpp (1.2),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.3): average strike now
	working.

2001-11-20 10:41  Ferdinando Ametrano <ferdinando@ametrano.net>

	* makefile.mak (1.26): install directive is now inst

2001-11-19 18:20  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Pricers/mcpricer.hpp (1.7): average strike now working.  still
	to be improved

2001-11-19 18:13  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/quantlib.hpp (1.24), ql/MonteCarlo/geometricasopathpricer.cpp
	(1.2), ql/Pricers/discretegeometricapo.cpp (1.2),
	ql/Pricers/discretegeometricaso.cpp (1.2),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.2),
	ql/Pricers/mcpricer.hpp (1.6), ql/RandomNumbers/rngtypedefs.hpp
	(1.3), TODO.txt (1.63): average strike now working.  still to be
	improved

2001-11-15 18:03  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.62), ql/Pricers/Makefile.am (1.10),
	ql/Pricers/Makefile.am (1.11): asian option refactoring discrete
	geometric ASO does not work yet

2001-11-15 17:47  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.59), QuantLib.mak (1.45), TODO.txt (1.61),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.7), ql/quantlib.hpp
	(1.23), ql/Math/multivariateaccumulator.cpp (1.5),
	ql/Math/multivariateaccumulator.hpp (1.6),
	ql/MonteCarlo/Makefile.am (1.14),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.1),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.1),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.1),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.1),
	ql/MonteCarlo/avgpriceasianpathpricer.cpp (1.8),
	ql/MonteCarlo/avgpriceasianpathpricer.hpp (1.8),
	ql/MonteCarlo/avgstrikeasianpathpricer.cpp (1.7),
	ql/MonteCarlo/avgstrikeasianpathpricer.hpp (1.7),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.1),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.1),
	ql/MonteCarlo/geometricasianpathpricer.cpp (1.7),
	ql/MonteCarlo/geometricasianpathpricer.hpp (1.8),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.1),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.1),
	ql/MonteCarlo/makefile.mak (1.5), ql/MonteCarlo/pathgenerator.hpp
	(1.12), ql/Pricers/Makefile.am (1.9),
	ql/Pricers/continuousgeometricapo.hpp (1.1),
	ql/Pricers/discretegeometricapo.cpp (1.1),
	ql/Pricers/discretegeometricapo.hpp (1.1),
	ql/Pricers/discretegeometricaso.cpp (1.1),
	ql/Pricers/discretegeometricaso.hpp (1.1),
	ql/Pricers/geometricasianoption.hpp (1.7), ql/Pricers/makefile.mak
	(1.7), ql/Pricers/mcaveragepriceasian.cpp (1.4),
	ql/Pricers/mcaveragepriceasian.hpp (1.4),
	ql/Pricers/mcaveragestrikeasian.cpp (1.4),
	ql/Pricers/mcaveragestrikeasian.hpp (1.4),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.1),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.1),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.1),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.1),
	ql/Pricers/singleassetoption.cpp (1.8): asian option refactoring
	discrete geometric ASO does not work yet

2001-11-15 17:27  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/makefile.mak (1.24), Docs/quantlib.doxy (1.37),
	ql/FiniteDifferences/expliciteuler.hpp (1.2),
	ql/FiniteDifferences/impliciteuler.hpp (1.2): fixed documentation

2001-11-15 16:36  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.63), Docs/Makefile.am (1.38), Docs/authors.docs
	(1.3), Docs/calendars.docs (1.2), Docs/cashflows.docs (1.3),
	Docs/configure.in (1.3), Docs/coreclasses.docs (1.5),
	Docs/currencies.docs (1.2), Docs/daycounters.docs (1.2),
	Docs/examples.docs (1.7), Docs/findiff.docs (1.8), Docs/groups.docs
	(1.3), Docs/history.docs (1.2), Docs/index.docs (1.5),
	Docs/indexes.docs (1.2), Docs/install.docs (1.4),
	Docs/instruments.docs (1.2), Docs/license.docs (1.3),
	Docs/math.docs (1.2), Docs/mcarlo.docs (1.5), Docs/overview.docs
	(1.2), Docs/patterns.docs (1.3), Docs/platforms.docs (1.6),
	Docs/pricers.docs (1.3), Docs/quantlib.doxy (1.36),
	Docs/quantlibheader.html (1.10), Docs/quantlibheader.tex (1.10),
	Docs/randomnumbers.docs (1.2), Docs/resources.docs (1.3),
	Docs/solvers1d.docs (1.2), Docs/termstructures.docs (1.2),
	Docs/usage.docs (1.6), Docs/utilities.docs (1.3), Docs/where.docs
	(1.5), Docs/pages/Makefile.am (1.1), Docs/pages/authors.docs (1.1),
	Docs/pages/cashflows.docs (1.1), Docs/pages/coreclasses.docs (1.1),
	Docs/pages/currencies.docs (1.1), Docs/pages/datetime.docs (1.1),
	Docs/pages/examples.docs (1.1), Docs/pages/findiff.docs (1.1),
	Docs/pages/groups.docs (1.1), Docs/pages/history.docs (1.1),
	Docs/pages/index.docs (1.1), Docs/pages/indexes.docs (1.1),
	Docs/pages/install.docs (1.1), Docs/pages/instruments.docs (1.1),
	Docs/pages/license.docs (1.1), Docs/pages/math.docs (1.1),
	Docs/pages/mcarlo.docs (1.1), Docs/pages/overview.docs (1.1),
	Docs/pages/patterns.docs (1.1), Docs/pages/platforms.docs (1.1),
	Docs/pages/pricers.docs (1.1), Docs/pages/randomnumbers.docs (1.1),
	Docs/pages/resources.docs (1.1), Docs/pages/solvers1d.docs (1.1),
	Docs/pages/termstructures.docs (1.1), Docs/pages/usage.docs (1.1),
	Docs/pages/utilities.docs (1.1), Docs/pages/where.docs (1.1),
	Docs/userman.tex (1.1): Doc files reorganization

2001-11-15 16:35  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Pricers/mcpricer.hpp (1.5): added cast

2001-11-15 16:34  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Math/: multivariateaccumulator.cpp (1.4),
	multivariateaccumulator.hpp (1.5): reindented file and added check
	on sample number

2001-11-15 16:33  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Math/statistics.hpp (1.5): reindented file

2001-11-15 16:32  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Examples/Swap/swapvaluation.cpp (1.15): Fixed test

2001-11-15 11:55  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.62), TODO.txt (1.60), Docs/quantlibfooter.html
	(1.10), Docs/images/sfnetlogo.bmp (1.2), Docs/images/sfnetlogo.png
	(1.1): Changed SF logo

2001-11-15 08:47  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: quantlib.hpp (1.22), Math/cubicspline.hpp (1.4),
	MonteCarlo/Makefile.am (1.13), MonteCarlo/montecarlomodel.hpp
	(1.13), MonteCarlo/multipathgenerator.hpp (1.14),
	MonteCarlo/pathgenerator.hpp (1.11), MonteCarlo/sample.hpp (1.1),
	RandomNumbers/boxmullergaussianrng.hpp (1.2),
	RandomNumbers/centrallimitgaussianrng.hpp (1.2),
	RandomNumbers/inversecumulativegaussianrng.hpp (1.2),
	RandomNumbers/knuthuniformrng.hpp (1.4),
	RandomNumbers/lecuyeruniformrng.hpp (1.2),
	RandomNumbers/randomarraygenerator.hpp (1.3): Sample as a
	(value,weight) struct

2001-11-14 09:32  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/backupcvstree.py (1.1): added few developers' tools

2001-11-14 09:03  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/version_number.txt (1.2): version number up to 0.2.1a5

2001-11-14 08:46  Ferdinando Ametrano <ferdinando@ametrano.net>

	* dev_tools/: branching_and_merging.txt (1.1), checkin_test.py
	(1.1), version_number.txt (1.1): added few developers' tools

2001-11-14 08:40  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.47): version number up to 0.2.1a5

2001-11-14 08:33  Ferdinando Ametrano <ferdinando@ametrano.net>

	* configure.in (1.51): version number up to 0.2.1a5

2001-11-13 15:47  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/qldefines.hpp (1.13): version number up to 0.2.1a5

2001-11-13 11:41  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Authors.txt (1.6), Contributors.txt (1.13), Docs/authors.docs
	(1.2), Docs/quantlibfooter.html (1.9),
	Docs/quantlibfooteronline.html (1.2), Docs/resources.docs (1.2):
	SourceForge turned into SourceForge.net

2001-11-13 10:53  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/TermStructures/ratehelpers.hpp (1.11): comments updated

2001-11-13 10:51  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.61), TODO.txt (1.59), Docs/quantlibfooter.html
	(1.8), Docs/images/sflogo.png (1.2), Docs/images/sfnetlogo.bmp
	(1.1): SourceForge logo updated

2001-11-12 17:31  Ferdinando Ametrano <ferdinando@ametrano.net>

	* makefile.mak (1.25.12.1): Win32 support

2001-11-12 17:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/onefactormodel.cpp (1.1.2.3): assert replaced by QL_REQUIRE

2001-11-12 16:57  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Calendars/makefile.mak (1.2.2.1): Win32 support

2001-11-12 16:55  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/constraint.hpp (1.1): file constraint.hpp was initially added
	on branch Sad-branch.

2001-11-12 16:55  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/constraint.hpp (1.1.2.1): update

2001-11-12 16:22  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Examples/Swap/test.cpp (1.1): file test.cpp was initially added
	on branch Sad-branch.

2001-11-12 16:22  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Examples/Swap/test.cpp (1.1.2.1): added test file

2001-11-12 16:22  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Examples/Swap/swapvaluation.cpp (1.8.2.1): update

2001-11-12 16:21  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/makefile.mak (1.5.2.3), ql/Instruments/makefile.mak (1.3.2.1),
	QuantLib.nsi (1.45.2.2): Win32 support

2001-11-12 16:00  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/FiniteDifferences/: backwardeuler.hpp (1.7.2.1),
	bsmoperator.cpp (1.4.2.1), bsmoperator.hpp (1.4.2.1),
	cranknicolson.hpp (1.6.2.1), dminus.hpp (1.3.12.1), dplus.hpp
	(1.3.12.1), dplusdminus.hpp (1.4.12.1), dzero.hpp (1.3.12.1),
	expliciteuler.hpp (1.1.2.1), finitedifferencemodel.hpp (1.6.2.1),
	forwardeuler.hpp (1.5.2.1), impliciteuler.hpp (1.1.2.1),
	onefactoroperator.cpp (1.1.2.2), onefactoroperator.hpp (1.1.2.2),
	tridiagonaloperator.cpp (1.6.2.1), tridiagonaloperator.hpp
	(1.10.2.1), valueatcenter.cpp (1.2.12.1): update

2001-11-12 15:54  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/FiniteDifferences/onefactoroperator.hpp (1.1): file
	onefactoroperator.hpp was initially added on branch Sad-branch.

2001-11-12 15:54  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/FiniteDifferences/onefactoroperator.cpp (1.1): file
	onefactoroperator.cpp was initially added on branch Sad-branch.

2001-11-12 15:54  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/FiniteDifferences/: Makefile.am (1.6.2.1),
	onefactoroperator.cpp (1.1.2.1), onefactoroperator.hpp (1.1.2.1):
	adding missing files

2001-11-12 15:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/fdbermudanswaption.cpp (1.1): file
	fdbermudanswaption.cpp was initially added on branch Sad-branch.

2001-11-12 15:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/fddiscountbondoption.cpp (1.1): file
	fddiscountbondoption.cpp was initially added on branch Sad-branch.

2001-11-12 15:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/swaptioncondition.hpp (1.1): file
	swaptioncondition.hpp was initially added on branch Sad-branch.

2001-11-12 15:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/couponbondoption.hpp (1.1): file couponbondoption.hpp
	was initially added on branch Sad-branch.

2001-11-12 15:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/fddiscountbond.hpp (1.1): file fddiscountbond.hpp was
	initially added on branch Sad-branch.

2001-11-12 15:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/fdbermudanswaption.hpp (1.1): file
	fdbermudanswaption.hpp was initially added on branch Sad-branch.

2001-11-12 15:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/fddiscountbondoption.hpp (1.1): file
	fddiscountbondoption.hpp was initially added on branch Sad-branch.

2001-11-12 15:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/fdeuropeanswaption.cpp (1.1): file
	fdeuropeanswaption.cpp was initially added on branch Sad-branch.

2001-11-12 15:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/couponbondoption.cpp (1.1): file couponbondoption.cpp
	was initially added on branch Sad-branch.

2001-11-12 15:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/fdeuropeanswaption.hpp (1.1): file
	fdeuropeanswaption.hpp was initially added on branch Sad-branch.

2001-11-12 15:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/fddiscountbond.cpp (1.1): file fddiscountbond.cpp was
	initially added on branch Sad-branch.

2001-11-12 15:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/: Makefile.am (1.7.2.1), americancondition.hpp
	(1.2.12.1), americanoption.hpp (1.3.2.1), barrieroption.cpp
	(1.3.2.1), barrieroption.hpp (1.3.10.1), bermudanoption.cpp
	(1.3.2.1), bermudanoption.hpp (1.3.2.1), binaryoption.cpp
	(1.3.2.1), binaryoption.hpp (1.3.2.1), bsmnumericaloption.cpp
	(1.4.2.1), bsmnumericaloption.hpp (1.3.2.1), cliquetoption.cpp
	(1.4.2.1), cliquetoption.hpp (1.3.2.1), couponbondoption.cpp
	(1.1.2.1), couponbondoption.hpp (1.1.2.1),
	dividendamericanoption.cpp (1.3.2.1), dividendamericanoption.hpp
	(1.3.2.1), dividendeuropeanoption.cpp (1.3.2.1),
	dividendeuropeanoption.hpp (1.3.2.1), dividendoption.cpp (1.5.2.1),
	dividendoption.hpp (1.3.2.1), dividendshoutoption.cpp (1.3.2.1),
	dividendshoutoption.hpp (1.3.2.1), europeanengine.hpp (1.1.2.1),
	europeanoption.cpp (1.3.2.1), europeanoption.hpp (1.4.2.1),
	fdbermudanswaption.cpp (1.1.2.1), fdbermudanswaption.hpp (1.1.2.1),
	fddiscountbond.cpp (1.1.2.1), fddiscountbond.hpp (1.1.2.1),
	fddiscountbondoption.cpp (1.1.2.1), fddiscountbondoption.hpp
	(1.1.2.1), fdeuropeanswaption.cpp (1.1.2.1), fdeuropeanswaption.hpp
	(1.1.2.1), finitedifferenceeuropean.cpp (1.3.2.1),
	finitedifferenceeuropean.hpp (1.5.2.1), geometricasianoption.hpp
	(1.5.2.1), mcaveragepriceasian.cpp (1.3.2.1),
	mcaveragepriceasian.hpp (1.3.2.1), mcaveragestrikeasian.cpp
	(1.3.2.1), mcaveragestrikeasian.hpp (1.3.2.1), mcbasket.cpp
	(1.1.2.1), mcbasket.hpp (1.1.2.1), mceuropean.cpp (1.1.2.1),
	mceuropean.hpp (1.1.2.1), mceverest.cpp (1.3.2.1), mceverest.hpp
	(1.2.2.1), mchimalaya.cpp (1.2.2.1), mchimalaya.hpp (1.1.2.1),
	mcpagoda.cpp (1.2.2.1), mcpagoda.hpp (1.2.2.1), mcpricer.hpp
	(1.2.2.1), multiperiodoption.cpp (1.3.2.1), multiperiodoption.hpp
	(1.5.2.1), shoutcondition.hpp (1.2.12.1), shoutoption.hpp
	(1.3.2.1), singleassetoption.cpp (1.5.2.1), singleassetoption.hpp
	(1.4.2.1), stepconditionoption.cpp (1.3.2.1),
	stepconditionoption.hpp (1.4.2.1), swaptioncondition.hpp (1.1.2.1):
	update

2001-11-12 15:46  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Indexes/: euribor.hpp (1.2.12.1), gbplibor.hpp (1.2.12.1),
	usdlibor.hpp (1.2.12.1), xibor.cpp (1.2.12.1), xibor.hpp
	(1.2.12.1): update

2001-11-12 15:42  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/CashFlows/: cashflowvectors.cpp (1.3.4.1), cashflowvectors.hpp
	(1.4.2.1), coupon.hpp (1.2.2.1), fixedratecoupon.hpp (1.5.2.1),
	floatingratecoupon.cpp (1.4.2.1), floatingratecoupon.hpp (1.7.2.1):
	update

2001-11-12 15:37  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Calendars/: westerncalendar.cpp (1.3.10.1),
	westerncalendar.hpp (1.3.10.1): update

2001-11-12 15:33  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: argsandresults.hpp (1.2.2.2), array.hpp (1.2.12.2),
	calendar.cpp (1.2.12.2), calendar.hpp (1.5.4.2), cashflow.hpp
	(1.2.12.2), config.ansi.hpp (1.3.4.2), config.bcc.hpp (1.2.12.2),
	config.decc.hpp (1.2.12.2), config.msvc.hpp (1.2.12.2),
	config.mwcw.hpp (1.2.12.2), currency.hpp (1.2.12.2),
	dataformatters.cpp (1.2.12.2), dataformatters.hpp (1.2.12.2),
	date.cpp (1.7.2.2), date.hpp (1.6.4.2), daycounter.hpp (1.4.4.2),
	errors.hpp (1.4.10.2), expressiontemplates.hpp (1.2.12.2),
	forwardvolsurface.hpp (1.2.12.2), handle.hpp (1.3.2.2), history.hpp
	(1.4.2.2), index.hpp (1.3.2.2), instrument.hpp (1.3.2.2),
	interestratederivative.hpp (1.1.2.2), marketelement.hpp (1.2.12.2),
	minimizer.hpp (1.1.2.2), null.hpp (1.2.12.2), onefactormodel.cpp
	(1.1.2.2), onefactormodel.hpp (1.1.2.2), option.cpp (1.2.2.2),
	option.hpp (1.3.2.2), qldefines.hpp (1.10.2.2), quantlib.hpp
	(1.17.2.3), relinkablehandle.hpp (1.3.2.2), riskstatistics.hpp
	(1.2.12.2), scheduler.cpp (1.2.12.2), scheduler.hpp (1.2.12.2),
	solver1d.cpp (1.2.12.2), solver1d.hpp (1.2.12.2),
	swaptionvolsurface.hpp (1.2.12.2), termstructure.hpp (1.7.2.2),
	types.hpp (1.2.12.2), DayCounters/actual360.hpp (1.4.8.1),
	DayCounters/actual365.hpp (1.4.8.1), DayCounters/actualactual.cpp
	(1.4.2.1), DayCounters/actualactual.hpp (1.6.8.1),
	DayCounters/thirty360.cpp (1.3.10.1), DayCounters/thirty360.hpp
	(1.5.8.1), TermStructures/flatforward.hpp (1.7.2.1),
	TermStructures/piecewiseflatforward.cpp (1.6.2.1),
	TermStructures/piecewiseflatforward.hpp (1.9.2.1),
	TermStructures/ratehelpers.cpp (1.5.2.1),
	TermStructures/ratehelpers.hpp (1.4.2.1), Calendars/frankfurt.cpp
	(1.3.10.1), Calendars/frankfurt.hpp (1.4.8.1),
	Calendars/helsinki.cpp (1.3.10.1), Calendars/helsinki.hpp
	(1.4.8.1), Calendars/london.cpp (1.3.10.1), Calendars/london.hpp
	(1.4.8.1), Calendars/milan.cpp (1.3.10.1), Calendars/milan.hpp
	(1.4.8.1), Calendars/newyork.cpp (1.3.10.1), Calendars/newyork.hpp
	(1.5.8.1), Calendars/target.cpp (1.3.10.1), Calendars/target.hpp
	(1.4.8.1), Calendars/wellington.cpp (1.3.10.1),
	Calendars/wellington.hpp (1.4.8.1), Calendars/zurich.cpp
	(1.3.10.1), Calendars/zurich.hpp (1.4.8.1), Calendars/Makefile.am
	(1.4.12.1): update

2001-11-12 15:26  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* man/: DiscreteHedging.1 (1.1.2.1), EuropeanOption.1 (1.1.2.1),
	Makefile.am (1.2.2.1), SwapValuation.1 (1.1.2.1), quantlib-config.1
	(1.1.2.1): update

2001-11-12 15:22  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.45.2.2): update

2001-11-12 15:20  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Makefile.am (1.7.2.2): updatge

2001-11-12 14:37  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/simplestswap.hpp (1.1): file simplestswap.hpp was
	initially added on branch Sad-branch.

2001-11-12 14:37  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/simplestswap.cpp (1.1): file simplestswap.cpp was
	initially added on branch Sad-branch.

2001-11-12 14:37  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/: Makefile.am (1.5.2.1), bermudanswaption.cpp
	(1.1.2.1), bermudanswaption.hpp (1.1.2.1), capcalibrationhelper.cpp
	(1.1.2.1), capcalibrationhelper.hpp (1.1.2.1), capfloor.cpp
	(1.1.2.1), capfloor.hpp (1.1.2.1), europeanswaption.cpp (1.1.2.1),
	europeanswaption.hpp (1.1.2.1), plainoption.cpp (1.1.2.1),
	plainoption.hpp (1.1.2.1), simplestswap.cpp (1.1.2.1),
	simplestswap.hpp (1.1.2.1), simpleswap.cpp (1.5.2.1),
	simpleswap.hpp (1.5.2.1), swap.cpp (1.3.2.1): reorganisation

2001-11-12 14:37  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/europeanswaption.hpp (1.1): file
	europeanswaption.hpp was initially added on branch Sad-branch.

2001-11-12 14:37  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/bermudanswaption.cpp (1.1): file
	bermudanswaption.cpp was initially added on branch Sad-branch.

2001-11-12 14:37  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/bermudanswaption.hpp (1.1): file
	bermudanswaption.hpp was initially added on branch Sad-branch.

2001-11-12 14:37  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/capcalibrationhelper.cpp (1.1): file
	capcalibrationhelper.cpp was initially added on branch Sad-branch.

2001-11-12 14:37  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/capfloor.cpp (1.1): file capfloor.cpp was
	initially added on branch Sad-branch.

2001-11-12 14:37  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/europeanswaption.cpp (1.1): file
	europeanswaption.cpp was initially added on branch Sad-branch.

2001-11-12 14:37  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/capfloor.hpp (1.1): file capfloor.hpp was
	initially added on branch Sad-branch.

2001-11-12 14:37  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/capcalibrationhelper.hpp (1.1): file
	capcalibrationhelper.hpp was initially added on branch Sad-branch.

2001-11-09 17:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.58), Examples/DiscreteHedging/DiscreteHedging.mak
	(1.6), ql/config.msvc.hpp (1.3), ql/quantlib.hpp (1.21): added
	pragma directive for MS VC++

2001-11-09 16:09  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: Makefile.am (1.37), cashflows.docs (1.2), patterns.docs
	(1.2), pricers.docs (1.2), quantlibheader.html (1.9),
	quantlibheader.tex (1.9), utilities.docs (1.2): added a
	documentation page for each namespace.	Now fill them!

2001-11-09 15:35  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.57), ql/quantlib.hpp (1.20),
	ql/FiniteDifferences/Makefile.am (1.8): BackwardEuler and
	ForwardEuler renamed ImplicitEuler and ExplicitEuler

2001-11-09 15:05  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.58), TODO.txt (1.56), Docs/findiff.docs (1.7),
	ql/FiniteDifferences/Makefile.am (1.7),
	ql/FiniteDifferences/backwardeuler.hpp (1.9),
	ql/FiniteDifferences/expliciteuler.hpp (1.1),
	ql/FiniteDifferences/forwardeuler.hpp (1.7),
	ql/FiniteDifferences/impliciteuler.hpp (1.1),
	ql/Pricers/stepconditionoption.cpp (1.5): BackwardEuler and
	ForwardEuler renamed ImplicitEuler and ExplicitEuler

2001-11-09 14:30  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.55), Examples/DiscreteHedging/DiscreteHedging.cpp
	(1.6), Examples/EuropeanOption/EuropeanOption.cpp (1.6),
	ql/dataformatters.cpp (1.3), ql/errors.hpp (1.5),
	ql/Calendars/frankfurt.cpp (1.5), ql/Calendars/helsinki.cpp (1.5),
	ql/Calendars/london.cpp (1.5), ql/Calendars/milan.cpp (1.5),
	ql/Calendars/newyork.cpp (1.5), ql/Calendars/target.cpp (1.5),
	ql/Calendars/wellington.cpp (1.5), ql/Calendars/zurich.cpp (1.5),
	ql/CashFlows/floatingratecoupon.hpp (1.10),
	ql/DayCounters/actualactual.cpp (1.7),
	ql/Instruments/plainoption.cpp (1.4),
	ql/Instruments/plainoption.hpp (1.4), ql/Math/cubicspline.hpp
	(1.3), ql/Math/matrix.cpp (1.4),
	ql/Math/symmetricschurdecomposition.cpp (1.3),
	ql/Pricers/europeanengine.hpp (1.2),
	ql/TermStructures/piecewiseflatforward.cpp (1.9): tabs removed

2001-11-08 17:35  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/Swap/swapvaluation.cpp (1.14): improved and extended

2001-11-08 16:12  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/TermStructures/: ratehelpers.cpp (1.12), ratehelpers.hpp
	(1.10): Allowed passing a quote to RateHelpers as double

2001-11-08 15:28  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Math/statistics.hpp (1.4): samples() method of statistical
	classes now returns size_t instead of double

2001-11-08 15:19  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: riskstatistics.hpp (1.3), Math/multivariateaccumulator.hpp
	(1.4), Math/statistics.hpp (1.3): samples() method of statistical
	classes now returns size_t instead of double

2001-11-08 14:55  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/CashFlows/floatingratecoupon.cpp (1.7): Line wraps

2001-11-08 14:20  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/CashFlows/floatingratecoupon.hpp (1.9): private member
	reordered to avoid gcc warning

2001-11-08 12:26  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.mak (1.44), Examples/DiscreteHedging/DiscreteHedging.mak
	(1.5), Examples/EuropeanOption/EuropeanOption.mak (1.2),
	Examples/Swap/Swap.mak (1.3): MS VC++ makefiles updated

2001-11-08 10:07  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* man/Makefile.am (1.2): Added files to dist even though I don't
	know why they weren't already

2001-11-08 09:27  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.54), Examples/Swap/swapvaluation.cpp (1.13): updating

2001-11-07 15:11  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.60), configure.in (1.50),
	Examples/DiscreteHedging/Makefile.am (1.7), man/Makefile.am (1.1):
	Added man pages for installed executables

2001-11-07 14:43  Marco Marchioro <marco.marchioro@riskmap.net>

	* Examples/Swap/swapvaluation.cpp (1.12),
	ql/CashFlows/floatingratecoupon.cpp (1.6), ql/Indexes/euribor.hpp
	(1.4), ql/Indexes/gbplibor.hpp (1.4), ql/Indexes/usdlibor.hpp
	(1.4), ql/Indexes/xibor.hpp (1.4),
	ql/TermStructures/ratehelpers.cpp (1.11): fixed fixing days

2001-11-07 13:00  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* man/: DiscreteHedging.1 (1.1), EuropeanOption.1 (1.1),
	SwapValuation.1 (1.1), quantlib-config.1 (1.1): Dirk's man files
	added

2001-11-07 12:48  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/: Instruments/simpleswap.cpp (1.7), Instruments/simpleswap.hpp
	(1.7), TermStructures/ratehelpers.cpp (1.10): Fixing days
	introduced for floating-coupon bond

2001-11-07 12:47  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/CashFlows/: cashflowvectors.cpp (1.6), cashflowvectors.hpp
	(1.6), floatingratecoupon.cpp (1.5), floatingratecoupon.hpp (1.8):
	Fixing days introdcued for floating coupon bond

2001-11-07 12:46  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/: calendar.hpp (1.9), daycounter.hpp (1.8): Now compiles on VS

2001-11-07 10:49  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* QuantLib.dsp (1.57), Examples/Swap/swapvaluation.cpp (1.11),
	ql/calendar.cpp (1.4), ql/calendar.hpp (1.8), ql/daycounter.hpp
	(1.7), ql/quantlib.hpp (1.19), ql/scheduler.cpp (1.4),
	ql/scheduler.hpp (1.4), ql/termstructure.hpp (1.10),
	ql/Calendars/Makefile.am (1.5), ql/Calendars/frankfurt.cpp (1.4),
	ql/Calendars/frankfurt.hpp (1.5), ql/Calendars/helsinki.cpp (1.4),
	ql/Calendars/helsinki.hpp (1.5), ql/Calendars/london.cpp (1.4),
	ql/Calendars/london.hpp (1.5), ql/Calendars/makefile.mak (1.3),
	ql/Calendars/milan.cpp (1.4), ql/Calendars/milan.hpp (1.5),
	ql/Calendars/newyork.cpp (1.4), ql/Calendars/newyork.hpp (1.6),
	ql/Calendars/target.cpp (1.4), ql/Calendars/target.hpp (1.5),
	ql/Calendars/wellington.cpp (1.4), ql/Calendars/wellington.hpp
	(1.5), ql/Calendars/westerncalendar.cpp (1.4),
	ql/Calendars/westerncalendar.hpp (1.4), ql/Calendars/zurich.cpp
	(1.4), ql/Calendars/zurich.hpp (1.5),
	ql/CashFlows/cashflowvectors.cpp (1.5),
	ql/CashFlows/cashflowvectors.hpp (1.5), ql/CashFlows/coupon.hpp
	(1.3), ql/CashFlows/fixedratecoupon.hpp (1.6),
	ql/DayCounters/actual360.hpp (1.5), ql/DayCounters/actual365.hpp
	(1.5), ql/DayCounters/actualactual.cpp (1.6),
	ql/DayCounters/actualactual.hpp (1.8), ql/DayCounters/thirty360.cpp
	(1.5), ql/DayCounters/thirty360.hpp (1.7), ql/Indexes/euribor.hpp
	(1.3), ql/Indexes/gbplibor.hpp (1.3), ql/Indexes/usdlibor.hpp
	(1.3), ql/Indexes/xibor.cpp (1.3), ql/Indexes/xibor.hpp (1.3),
	ql/Instruments/plainoption.cpp (1.3), ql/Instruments/simpleswap.cpp
	(1.6), ql/Instruments/simpleswap.hpp (1.6), ql/Patterns/factory.hpp
	(1.2), ql/TermStructures/flatforward.hpp (1.8),
	ql/TermStructures/piecewiseflatforward.cpp (1.8),
	ql/TermStructures/piecewiseflatforward.hpp (1.10),
	ql/TermStructures/ratehelpers.cpp (1.9),
	ql/TermStructures/ratehelpers.hpp (1.9): Calendar and DayCounter
	now use the Strategy pattern

2001-11-07 00:48  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.53), Examples/EuropeanOption/EuropeanOption.cpp
	(1.5), Examples/Swap/swapvaluation.cpp (1.10), ql/calendar.cpp
	(1.3), ql/Instruments/plainoption.hpp (1.3),
	ql/Pricers/americanoption.hpp (1.4), ql/Pricers/barrieroption.cpp
	(1.4), ql/Pricers/barrieroption.hpp (1.4),
	ql/Pricers/bermudanoption.cpp (1.4), ql/Pricers/bermudanoption.hpp
	(1.4), ql/Pricers/binaryoption.cpp (1.4),
	ql/Pricers/binaryoption.hpp (1.4),
	ql/Pricers/bsmnumericaloption.cpp (1.6),
	ql/Pricers/bsmnumericaloption.hpp (1.5),
	ql/Pricers/cliquetoption.cpp (1.5), ql/Pricers/cliquetoption.hpp
	(1.4), ql/Pricers/dividendamericanoption.cpp (1.4),
	ql/Pricers/dividendamericanoption.hpp (1.4),
	ql/Pricers/dividendeuropeanoption.cpp (1.5),
	ql/Pricers/dividendeuropeanoption.hpp (1.5),
	ql/Pricers/dividendoption.cpp (1.6), ql/Pricers/dividendoption.hpp
	(1.4), ql/Pricers/dividendshoutoption.cpp (1.4),
	ql/Pricers/dividendshoutoption.hpp (1.4),
	ql/Pricers/europeanoption.cpp (1.4), ql/Pricers/europeanoption.hpp
	(1.6), ql/Pricers/finitedifferenceeuropean.cpp (1.5),
	ql/Pricers/finitedifferenceeuropean.hpp (1.7),
	ql/Pricers/geometricasianoption.hpp (1.6),
	ql/Pricers/mcaveragepriceasian.cpp (1.3),
	ql/Pricers/mcaveragepriceasian.hpp (1.3),
	ql/Pricers/mcaveragestrikeasian.cpp (1.3),
	ql/Pricers/mcaveragestrikeasian.hpp (1.3),
	ql/Pricers/mceuropean.cpp (1.3), ql/Pricers/mceuropean.hpp (1.3),
	ql/Pricers/multiperiodoption.cpp (1.5),
	ql/Pricers/multiperiodoption.hpp (1.7), ql/Pricers/shoutoption.hpp
	(1.4), ql/Pricers/singleassetoption.cpp (1.7),
	ql/Pricers/singleassetoption.hpp (1.8),
	ql/Pricers/stepconditionoption.cpp (1.4),
	ql/Pricers/stepconditionoption.hpp (1.5),
	ql/TermStructures/ratehelpers.cpp (1.8),
	ql/TermStructures/ratehelpers.hpp (1.8): added FuturesRateHelpers
	(no convexity adjustment yet) dividendYield is now a Spread instead
	of a Rate (that is: cost of carry) fixed a bug in the FRAHelper
	class

2001-11-06 17:31  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/date.cpp (1.9): error messages improved

2001-11-06 15:21  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.4),
	Examples/Swap/swapvaluation.cpp (1.9), ql/array.hpp (1.3),
	ql/calendar.hpp (1.7), ql/cashflow.hpp (1.4), ql/date.cpp (1.8),
	ql/date.hpp (1.7), ql/daycounter.hpp (1.6), ql/history.hpp (1.5),
	ql/index.hpp (1.5), ql/instrument.hpp (1.5), ql/qldefines.hpp
	(1.12), ql/scheduler.cpp (1.3), ql/scheduler.hpp (1.3),
	ql/solver1d.hpp (1.4), ql/termstructure.hpp (1.9),
	ql/CashFlows/cashflowvectors.cpp (1.4),
	ql/FiniteDifferences/backwardeuler.hpp (1.8),
	ql/FiniteDifferences/bsmoperator.cpp (1.5),
	ql/FiniteDifferences/bsmoperator.hpp (1.5),
	ql/FiniteDifferences/cranknicolson.hpp (1.7),
	ql/FiniteDifferences/dminus.hpp (1.4),
	ql/FiniteDifferences/dplus.hpp (1.4),
	ql/FiniteDifferences/dplusdminus.hpp (1.5),
	ql/FiniteDifferences/dzero.hpp (1.4),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.7),
	ql/FiniteDifferences/forwardeuler.hpp (1.6),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.7),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.11),
	ql/FiniteDifferences/valueatcenter.cpp (1.3),
	ql/Instruments/plainoption.cpp (1.2),
	ql/Instruments/plainoption.hpp (1.2), ql/Instruments/swap.cpp
	(1.4), ql/Math/matrix.cpp (1.3), ql/Math/matrix.hpp (1.4),
	ql/Math/multivariateaccumulator.cpp (1.3),
	ql/Math/multivariateaccumulator.hpp (1.3),
	ql/Math/segmentintegral.cpp (1.4), ql/Math/segmentintegral.hpp
	(1.6), ql/MonteCarlo/basketpathpricer.cpp (1.11),
	ql/MonteCarlo/europeanpathpricer.cpp (1.8),
	ql/MonteCarlo/everestpathpricer.cpp (1.9),
	ql/MonteCarlo/getcovariance.cpp (1.4),
	ql/MonteCarlo/himalayapathpricer.cpp (1.11),
	ql/MonteCarlo/montecarlomodel.hpp (1.12),
	ql/MonteCarlo/multipath.hpp (1.6),
	ql/MonteCarlo/multipathgenerator.hpp (1.13),
	ql/MonteCarlo/pagodapathpricer.cpp (1.7), ql/MonteCarlo/path.hpp
	(1.4), ql/MonteCarlo/pathgenerator.hpp (1.10),
	ql/Pricers/americancondition.hpp (1.3),
	ql/Pricers/bsmnumericaloption.cpp (1.5),
	ql/Pricers/bsmnumericaloption.hpp (1.4),
	ql/Pricers/dividendeuropeanoption.cpp (1.4),
	ql/Pricers/dividendeuropeanoption.hpp (1.4),
	ql/Pricers/finitedifferenceeuropean.cpp (1.4),
	ql/Pricers/finitedifferenceeuropean.hpp (1.6),
	ql/Pricers/mceverest.cpp (1.3), ql/Pricers/mchimalaya.cpp (1.2),
	ql/Pricers/mcpricer.hpp (1.4), ql/Pricers/multiperiodoption.cpp
	(1.4), ql/Pricers/multiperiodoption.hpp (1.6),
	ql/Pricers/shoutcondition.hpp (1.3),
	ql/Pricers/singleassetoption.cpp (1.6),
	ql/Pricers/singleassetoption.hpp (1.7),
	ql/RandomNumbers/randomarraygenerator.hpp (1.2),
	ql/TermStructures/piecewiseflatforward.cpp (1.7),
	ql/TermStructures/ratehelpers.cpp (1.7),
	ql/TermStructures/ratehelpers.hpp (1.7): 'unsigned int' replaced by
	size_t Also added the first attempt at FuturesRateHelper

2001-11-06 13:46  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.46): added Section Divider

2001-11-06 11:54  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.52), Docs/Makefile.am (1.36), Docs/cashflows.docs
	(1.1), Docs/coreclasses.docs (1.4), Docs/indexes.docs (1.1),
	Docs/math.docs (1.1), Docs/patterns.docs (1.1), Docs/pricers.docs
	(1.1), Docs/randomnumbers.docs (1.1), Docs/utilities.docs (1.1),
	ql/calendar.hpp (1.6), ql/cashflow.hpp (1.3), ql/daycounter.hpp
	(1.5), ql/index.hpp (1.4), ql/instrument.hpp (1.4),
	ql/qldefines.hpp (1.11), ql/solver1d.hpp (1.3),
	ql/termstructure.hpp (1.8), ql/Math/matrix.hpp (1.3),
	ql/Patterns/observable.hpp (1.4), ql/Pricers/singleassetoption.hpp
	(1.6), ql/RandomNumbers/knuthuniformrng.hpp (1.3),
	ql/Utilities/iteratorcategories.hpp (1.3): extending documentation

2001-11-06 11:21  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: Makefile.am (1.35), calendars.docs (1.1), coreclasses.docs
	(1.3), currencies.docs (1.1), daycounters.docs (1.1),
	instruments.docs (1.1), solvers1d.docs (1.1), termstructures.docs
	(1.1): extending documentation

2001-11-05 16:59  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.51), ql/TermStructures/ratehelpers.hpp (1.6): style
	enforced

2001-11-05 15:14  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.50), ql/DayCounters/actualactual.cpp (1.5),
	ql/DayCounters/actualactual.hpp (1.7), ql/DayCounters/thirty360.cpp
	(1.4), ql/DayCounters/thirty360.hpp (1.6),
	ql/MonteCarlo/multipathgenerator.hpp (1.12),
	ql/Pricers/mcaveragepriceasian.cpp (1.2),
	ql/Pricers/mcaveragepriceasian.hpp (1.2),
	ql/Pricers/mcaveragestrikeasian.cpp (1.2),
	ql/Pricers/mcaveragestrikeasian.hpp (1.2), ql/Pricers/mcpagoda.cpp
	(1.2), ql/Pricers/mcpagoda.hpp (1.2), ql/Solvers1D/newtonsafe.cpp
	(1.3), ql/Solvers1D/newtonsafe.hpp (1.3),
	ql/TermStructures/ratehelpers.cpp (1.6),
	ql/TermStructures/ratehelpers.hpp (1.5): small changes to the file
	desciptions

2001-11-05 14:54  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.49), ql/Pricers/mceverest.cpp (1.2),
	ql/Pricers/mceverest.hpp (1.2): removed wrong link from doxygen
	documentation

2001-11-05 13:59  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Pricers/europeanoption.hpp (1.5): Temporarily removed the
	deprecation of EuropeanOption

2001-11-05 13:50  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.56), QuantLib.mak (1.43), TODO.txt (1.48),
	ql/quantlib.hpp (1.18), ql/Pricers/Makefile.am (1.8),
	ql/Pricers/averagepriceasian.cpp (1.13),
	ql/Pricers/averagepriceasian.hpp (1.13),
	ql/Pricers/averagestrikeasian.cpp (1.14),
	ql/Pricers/averagestrikeasian.hpp (1.13), ql/Pricers/basket.cpp
	(1.2), ql/Pricers/basket.hpp (1.2), ql/Pricers/everest.cpp (1.2),
	ql/Pricers/everest.hpp (1.2), ql/Pricers/himalaya.cpp (1.11),
	ql/Pricers/himalaya.hpp (1.9), ql/Pricers/makefile.mak (1.6),
	ql/Pricers/mcaveragepriceasian.cpp (1.1),
	ql/Pricers/mcaveragepriceasian.hpp (1.1),
	ql/Pricers/mcaveragestrikeasian.cpp (1.1),
	ql/Pricers/mcaveragestrikeasian.hpp (1.1), ql/Pricers/mcbasket.cpp
	(1.1), ql/Pricers/mcbasket.hpp (1.1), ql/Pricers/mceuropean.cpp
	(1.2), ql/Pricers/mceuropean.hpp (1.2), ql/Pricers/mceverest.cpp
	(1.1), ql/Pricers/mceverest.hpp (1.1), ql/Pricers/mchimalaya.cpp
	(1.1), ql/Pricers/mchimalaya.hpp (1.1), ql/Pricers/mcpagoda.cpp
	(1.1), ql/Pricers/mcpagoda.hpp (1.1), ql/Pricers/mcpricer.hpp
	(1.3), ql/Pricers/pagoda.cpp (1.2), ql/Pricers/pagoda.hpp (1.2):
	Monte Carlo Pricers new interface

2001-11-05 11:46  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/montecarlomodel.hpp (1.11): added #include
	<ql/handle>

2001-11-05 11:44  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Pricers/singleassetoption.hpp (1.5): style enforced

2001-11-05 10:09  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.55.2.1), QuantLib.mak (1.42.2.1), QuantLib.nsi
	(1.45.2.1), Examples/DiscreteHedging/DiscreteHedging.mak (1.4.2.1),
	Examples/EuropeanOption/EuropeanOption.mak (1.1.2.1),
	Examples/Swap/Swap.mak (1.2.2.1), ql/makefile.mak (1.5.2.2),
	ql/quantlib.hpp (1.17.2.2): first attempt to support WIN32: MS
	VC++, Borland, and NSIS

2001-11-05 08:45  Ferdinando Ametrano <ferdinando@ametrano.net>

	* configure.in (1.49): reverting back Sad commit

2001-11-05 08:39  Ferdinando Ametrano <ferdinando@ametrano.net>

	* configure.in (1.48): reverting back Sad commit

2001-11-05 08:32  Ferdinando Ametrano <ferdinando@ametrano.net>

	* configure.in (1.47): reverting back Sad commit

2001-11-02 16:33  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.45.2.1): Fix

2001-11-02 16:32  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.46): [no log message]

2001-11-02 16:30  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/exercisetype.hpp (1.1): file exercisetype.hpp was initially
	added on branch Sad-branch.

2001-11-02 16:30  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: Makefile.am (1.7.2.1), argsandresults.hpp (1.2.2.1),
	array.hpp (1.2.12.1), calendar.cpp (1.2.12.1), calendar.hpp
	(1.5.4.1), cashflow.hpp (1.2.12.1), config.ansi.hpp (1.3.4.1),
	config.bcc.hpp (1.2.12.1), config.decc.hpp (1.2.12.1),
	config.msvc.hpp (1.2.12.1), config.mwcw.hpp (1.2.12.1),
	currency.hpp (1.2.12.1), dataformatters.cpp (1.2.12.1),
	dataformatters.hpp (1.2.12.1), date.cpp (1.7.2.1), date.hpp
	(1.6.4.1), daycounter.hpp (1.4.4.1), errors.hpp (1.4.10.1),
	exercisetype.hpp (1.1.2.1), expressiontemplates.hpp (1.2.12.1),
	forwardvolsurface.hpp (1.2.12.1), handle.hpp (1.3.2.1), history.hpp
	(1.4.2.1), index.hpp (1.3.2.1), instrument.hpp (1.3.2.1),
	interestratederivative.hpp (1.1.2.1), makefile.mak (1.5.2.1),
	marketelement.hpp (1.2.12.1), minimizer.hpp (1.1.2.1), null.hpp
	(1.2.12.1), onefactormodel.cpp (1.1.2.1), onefactormodel.hpp
	(1.1.2.1), option.cpp (1.2.2.1), option.hpp (1.3.2.1),
	qldefines.hpp (1.10.2.1), quantlib.hpp (1.17.2.1),
	relinkablehandle.hpp (1.3.2.1), riskstatistics.hpp (1.2.12.1),
	scheduler.cpp (1.2.12.1), scheduler.hpp (1.2.12.1), solver1d.cpp
	(1.2.12.1), solver1d.hpp (1.2.12.1), swaptionvolsurface.hpp
	(1.2.12.1), termstructure.hpp (1.7.2.1), types.hpp (1.2.12.1):
	Sad's first commit

2001-11-02 16:30  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/onefactormodel.hpp (1.1): file onefactormodel.hpp was
	initially added on branch Sad-branch.

2001-11-02 16:30  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/onefactormodel.cpp (1.1): file onefactormodel.cpp was
	initially added on branch Sad-branch.

2001-11-02 16:30  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/interestratederivative.hpp (1.1): file
	interestratederivative.hpp was initially added on branch
	Sad-branch.

2001-11-02 16:30  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/minimizer.hpp (1.1): file minimizer.hpp was initially added on
	branch Sad-branch.

2001-11-02 09:35  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/qldefines.hpp (1.10): Removed unnecessary casts

2001-11-02 08:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.45): random number generators moved under
	RandomNumbers folder and namespace

2001-11-02 08:04  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.44): random number generators moved under
	RandomNumbers folder and namespace

2001-10-31 13:18  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/qldefines.hpp (1.9): Fix for Visual C++

2001-10-30 15:09  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.55), QuantLib.mak (1.42): random number
	generators moved under RandomNumbers folder and namespace

2001-10-30 15:04  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.3), ql/quantlib.hpp
	(1.17), ql/MonteCarlo/montecarlomodel.hpp (1.10),
	ql/RandomNumbers/knuthuniformrng.hpp (1.2): random number
	generators moved under RandomNumbers folder and namespace

2001-10-30 14:38  Ferdinando Ametrano <ferdinando@ametrano.net>

	* configure.in (1.45): random number generators moved under
	RandomNumbers folder and namespace

2001-10-30 14:29  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/RandomNumbers/Makefile.am (1.3): random number generators
	moved under RandomNumbers folder and namespace

2001-10-30 14:01  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.54), QuantLib.mak (1.41), ql/quantlib.hpp (1.16),
	ql/RandomNumbers/Makefile.am (1.2), ql/RandomNumbers/boxmuller.hpp
	(1.2), ql/RandomNumbers/boxmullergaussianrng.hpp (1.1),
	ql/RandomNumbers/centrallimitgaussian.hpp (1.2),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.1),
	ql/RandomNumbers/inversecumulativegaussian.hpp (1.2),
	ql/RandomNumbers/inversecumulativegaussianrng.hpp (1.1),
	ql/RandomNumbers/knuthrandomgenerator.cpp (1.2),
	ql/RandomNumbers/knuthrandomgenerator.hpp (1.2),
	ql/RandomNumbers/knuthuniformrng.cpp (1.1),
	ql/RandomNumbers/knuthuniformrng.hpp (1.1),
	ql/RandomNumbers/lecuyerrandomgenerator.cpp (1.2),
	ql/RandomNumbers/lecuyerrandomgenerator.hpp (1.2),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.1),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.1),
	ql/RandomNumbers/makefile.mak (1.2),
	ql/RandomNumbers/rngtypedefs.hpp (1.2): random number generators
	moved under RandomNumbers folder and namespace

2001-10-30 11:49  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.53), QuantLib.mak (1.40), ql/Makefile.am (1.7),
	ql/makefile.mak (1.5), ql/quantlib.hpp (1.15),
	ql/MonteCarlo/Makefile.am (1.12), ql/MonteCarlo/boxmuller.hpp
	(1.3), ql/MonteCarlo/centrallimitgaussian.hpp (1.4),
	ql/MonteCarlo/inversecumulativegaussian.hpp (1.4),
	ql/MonteCarlo/knuthrandomgenerator.cpp (1.3),
	ql/MonteCarlo/knuthrandomgenerator.hpp (1.3),
	ql/MonteCarlo/lecuyerrandomgenerator.cpp (1.3),
	ql/MonteCarlo/lecuyerrandomgenerator.hpp (1.3),
	ql/MonteCarlo/makefile.mak (1.4), ql/MonteCarlo/mctypedefs.hpp
	(1.5), ql/MonteCarlo/pathgenerator.hpp (1.9),
	ql/MonteCarlo/randomarraygenerator.hpp (1.9),
	ql/RandomNumbers/Makefile.am (1.1), ql/RandomNumbers/boxmuller.hpp
	(1.1), ql/RandomNumbers/centrallimitgaussian.hpp (1.1),
	ql/RandomNumbers/inversecumulativegaussian.hpp (1.1),
	ql/RandomNumbers/knuthrandomgenerator.cpp (1.1),
	ql/RandomNumbers/knuthrandomgenerator.hpp (1.1),
	ql/RandomNumbers/lecuyerrandomgenerator.cpp (1.1),
	ql/RandomNumbers/lecuyerrandomgenerator.hpp (1.1),
	ql/RandomNumbers/makefile.mak (1.1),
	ql/RandomNumbers/randomarraygenerator.hpp (1.1),
	ql/RandomNumbers/rngtypedefs.hpp (1.1): random number generators
	moved under RandomNumbers folder and namespace

2001-10-30 10:41  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.52), QuantLib.mak (1.39): merged mcmultipricer
	and mcpricer

2001-10-30 10:32  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.51), ql/quantlib.hpp (1.14),
	ql/Pricers/Makefile.am (1.7), ql/Pricers/averagepriceasian.cpp
	(1.12), ql/Pricers/averagepriceasian.hpp (1.12),
	ql/Pricers/averagestrikeasian.cpp (1.13),
	ql/Pricers/averagestrikeasian.hpp (1.12), ql/Pricers/basket.cpp
	(1.1), ql/Pricers/basket.hpp (1.1), ql/Pricers/everest.cpp (1.1),
	ql/Pricers/everest.hpp (1.1), ql/Pricers/everestoption.cpp (1.10),
	ql/Pricers/everestoption.hpp (1.9), ql/Pricers/himalaya.cpp (1.10),
	ql/Pricers/himalaya.hpp (1.8), ql/Pricers/makefile.mak (1.5),
	ql/Pricers/mceuropean.cpp (1.1), ql/Pricers/mceuropean.hpp (1.1),
	ql/Pricers/mceuropeanpricer.cpp (1.9),
	ql/Pricers/mceuropeanpricer.hpp (1.8),
	ql/Pricers/mcmultifactorpricer.hpp (1.2), ql/Pricers/mcpricer.hpp
	(1.2), ql/Pricers/pagoda.cpp (1.1), ql/Pricers/pagoda.hpp (1.1),
	ql/Pricers/pagodaoption.cpp (1.10), ql/Pricers/pagodaoption.hpp
	(1.8), ql/Pricers/plainbasketoption.cpp (1.10),
	ql/Pricers/plainbasketoption.hpp (1.7): merged mcmultipricer and
	mcpricer

2001-10-29 10:51  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.50): ms vc++ project catching up with
	non-existant files

2001-10-25 16:39  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/montecarlomodel.hpp (1.9): removing controlvariate
	specific class, since control variation technique is now handled by
	the general MC model

2001-10-25 15:57  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: quantlib.hpp (1.13), Pricers/everestoption.cpp (1.9),
	Pricers/everestoption.hpp (1.8), Pricers/himalaya.cpp (1.9),
	Pricers/himalaya.hpp (1.7), Pricers/pagodaoption.cpp (1.9),
	Pricers/pagodaoption.hpp (1.7), Pricers/plainbasketoption.cpp
	(1.9), Pricers/plainbasketoption.hpp (1.6): moving MC pricers under
	Pricers folder.  They were already in the Pricer namespace

2001-10-25 15:39  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Pricers/: averagepriceasian.hpp (1.11), everestoption.hpp
	(1.7), himalaya.hpp (1.6), mceuropeanpricer.hpp (1.7),
	pagodaoption.hpp (1.6), plainbasketoption.hpp (1.5),
	averagestrikeasian.hpp (1.11): moving MC pricers under Pricers
	folder.  They were already in the Pricer namespace

2001-10-25 15:30  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.49), QuantLib.mak (1.38),
	ql/MonteCarlo/Makefile.am (1.11), ql/MonteCarlo/mcpricer.hpp (1.5),
	ql/MonteCarlo/multifactorpricer.hpp (1.7), ql/Pricers/Makefile.am
	(1.6), ql/Pricers/mcmultifactorpricer.hpp (1.1),
	ql/Pricers/mcpricer.hpp (1.1): moving MC pricers under Pricers
	folder.  They were already in the Pricer namespace

2001-10-25 15:00  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.47), ql/MonteCarlo/Makefile.am (1.10),
	ql/MonteCarlo/mccontrolvariatepricer.hpp (1.3),
	ql/MonteCarlo/mctypedefs.hpp (1.4),
	ql/MonteCarlo/montecarlocontrolvariatemodel.hpp (1.3),
	ql/MonteCarlo/montecarlomodel.hpp (1.8),
	ql/MonteCarlo/multifactorpricer.hpp (1.6),
	ql/Pricers/averagepriceasian.cpp (1.11),
	ql/Pricers/averagepriceasian.hpp (1.10),
	ql/Pricers/averagestrikeasian.cpp (1.12),
	ql/Pricers/averagestrikeasian.hpp (1.10): removing controlvariate
	specific class, since control variation technique is now handled by
	the general MC model

2001-10-25 11:33  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.43): updated for NSIS 1.60

2001-10-25 08:59  Ferdinando Ametrano <ferdinando@ametrano.net>

	* bootstrap (1.4), ql/Math/segmentintegral.cpp (1.3),
	ql/Math/segmentintegral.hpp (1.5): long -> unsigned int

2001-10-23 16:20  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/history.hpp (1.4): Changed iterator behavior in Python module

2001-10-23 15:20  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.mak (1.37): updating

2001-10-23 14:30  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.48): MS VC++ project updated

2001-10-23 10:56  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/README.txt (1.13): added doxygen version

2001-10-23 08:42  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.css (1.8): Fixed margins for group headers

2001-10-23 07:18  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/everestpathpricer.cpp (1.8): in order to avoid
	warning

2001-10-22 17:09  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.46): updating

2001-10-22 17:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: Pricers/averagepriceasian.cpp (1.10),
	Pricers/averagepriceasian.hpp (1.9), Pricers/averagestrikeasian.cpp
	(1.11), Pricers/averagestrikeasian.hpp (1.9),
	MonteCarlo/mccontrolvariatepricer.hpp (1.2),
	MonteCarlo/mcpricer.hpp (1.4), MonteCarlo/mctypedefs.hpp (1.3),
	MonteCarlo/montecarlocontrolvariatemodel.hpp (1.2): introducing
	control variate MC model

2001-10-22 16:51  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/Makefile.am (1.9): introducing control variate MC
	model

2001-10-22 16:45  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/: mccontrolvariatepricer.hpp (1.1),
	montecarlocontrolvariatemodel.hpp (1.1): introducing control
	variate MC model

2001-10-22 16:24  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/: avgpriceasianpathpricer.cpp (1.7),
	basketpathpricer.cpp (1.10), basketpathpricer.hpp (1.8),
	controlvariatedpathpricer.hpp (1.5), everestpathpricer.hpp (1.8),
	himalayapathpricer.cpp (1.10), himalayapathpricer.hpp (1.7),
	pagodapathpricer.hpp (1.9): moving on Monte Carlo Pricers clean up

2001-10-22 15:06  Matteo Gallivanoni <matteo.gallivanoni@riskmap.net>

	* ql/: index.hpp (1.3), option.hpp (1.3),
	CashFlows/cashflowvectors.hpp (1.4),
	CashFlows/floatingratecoupon.hpp (1.7),
	FiniteDifferences/fdtypedefs.hpp (1.2),
	FiniteDifferences/tridiagonaloperator.cpp (1.6),
	Math/segmentintegral.hpp (1.4),
	MonteCarlo/controlvariatedpathpricer.hpp (1.4),
	MonteCarlo/everestpathpricer.hpp (1.7),
	MonteCarlo/himalayapathpricer.hpp (1.6),
	MonteCarlo/inversecumulativegaussian.hpp (1.3),
	MonteCarlo/pathgenerator.hpp (1.8), MonteCarlo/pathpricer.hpp
	(1.6), Pricers/cliquetoption.cpp (1.4),
	Pricers/mceuropeanpricer.cpp (1.8), Pricers/singleassetoption.hpp
	(1.4), TermStructures/ratehelpers.hpp (1.4): new pruning of
	redundant header inclusions

2001-10-22 14:35  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: MonteCarlo/pathgenerator.hpp (1.7),
	Pricers/averagepriceasian.cpp (1.9), Pricers/averagepriceasian.hpp
	(1.8), Pricers/averagestrikeasian.cpp (1.10),
	Pricers/averagestrikeasian.hpp (1.8): moving on Monte Carlo Pricers
	clean up

2001-10-22 13:34  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.45): updating

2001-10-22 13:09  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/findiff.docs (1.6): typos fixed

2001-10-22 11:21  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/FiniteDifferences/: backwardeuler.hpp (1.7), cranknicolson.hpp
	(1.6): Setting the right time in evolvers

2001-10-22 10:58  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.10): MS VC++ fix

2001-10-22 10:18  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/findiff.docs (1.5), ql/FiniteDifferences/backwardeuler.hpp
	(1.6), ql/FiniteDifferences/cranknicolson.hpp (1.5),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.6),
	ql/FiniteDifferences/forwardeuler.hpp (1.5),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.9): Changed setTime
	machinery for TridiagonalOperator

2001-10-22 08:55  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: MonteCarlo/multifactorpricer.hpp (1.5),
	Pricers/averagepriceasian.cpp (1.8), Pricers/averagepriceasian.hpp
	(1.7), Pricers/averagestrikeasian.cpp (1.9),
	Pricers/averagestrikeasian.hpp (1.7), Pricers/everestoption.cpp
	(1.8), Pricers/everestoption.hpp (1.6), Pricers/himalaya.cpp (1.8),
	Pricers/himalaya.hpp (1.5), Pricers/mceuropeanpricer.cpp (1.7),
	Pricers/mceuropeanpricer.hpp (1.6), Pricers/pagodaoption.cpp (1.8),
	Pricers/pagodaoption.hpp (1.5), Pricers/plainbasketoption.cpp
	(1.8), Pricers/plainbasketoption.hpp (1.4): moving on Monte Carlo
	Pricers clean up

2001-10-19 16:39  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.47): MS VC++ project catching up with removed
	files

2001-10-19 16:25  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/montecarlomodel.hpp (1.7): warning avoided

2001-10-19 15:54  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.44), ql/Pricers/geometricasianoption.hpp (1.5):
	GeometricAsianOption: bug fixed

2001-10-19 15:03  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.43), ql/MonteCarlo/centrallimitgaussian.hpp (1.3),
	ql/MonteCarlo/controlvariatedpathpricer.cpp (1.4),
	ql/MonteCarlo/controlvariatedpathpricer.hpp (1.3),
	ql/MonteCarlo/geometricasianpathpricer.cpp (1.6),
	ql/MonteCarlo/geometricasianpathpricer.hpp (1.7),
	ql/MonteCarlo/getcovariance.cpp (1.3),
	ql/MonteCarlo/getcovariance.hpp (1.3),
	ql/MonteCarlo/montecarlomodel.hpp (1.6),
	ql/MonteCarlo/multifactorpricer.hpp (1.4),
	ql/MonteCarlo/multipath.hpp (1.5),
	ql/MonteCarlo/multipathpricer.hpp (1.4),
	ql/MonteCarlo/pathpricer.hpp (1.5),
	ql/Pricers/averagepriceasian.hpp (1.6),
	ql/Pricers/averagestrikeasian.hpp (1.6),
	ql/Pricers/everestoption.hpp (1.5),
	ql/Pricers/geometricasianoption.hpp (1.4), ql/Pricers/himalaya.hpp
	(1.4), ql/Pricers/pagodaoption.hpp (1.4): reviewing files and
	enforcing style

2001-10-19 13:08  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* TODO.txt (1.42), ql/quantlib.hpp (1.12),
	ql/FiniteDifferences/Makefile.am (1.6),
	ql/FiniteDifferences/backwardeuler.hpp (1.5),
	ql/FiniteDifferences/bsmoperator.cpp (1.4),
	ql/FiniteDifferences/bsmoperator.hpp (1.4),
	ql/FiniteDifferences/cranknicolson.hpp (1.4),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.5),
	ql/FiniteDifferences/forwardeuler.hpp (1.4),
	ql/FiniteDifferences/identity.hpp (1.3),
	ql/FiniteDifferences/operator.hpp (1.3),
	ql/FiniteDifferences/operatortraits.hpp (1.3),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.5),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.8): Started cleanup
	of finite difference models

2001-10-19 11:53  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/randomarraygenerator.hpp (1.8): 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 <ferdinando@ametrano.net>

	* QuantLib.dsp (1.46), ql/MonteCarlo/basketpathpricer.cpp (1.9),
	ql/MonteCarlo/basketpathpricer.hpp (1.7),
	ql/MonteCarlo/everestpathpricer.cpp (1.7),
	ql/MonteCarlo/everestpathpricer.hpp (1.6),
	ql/MonteCarlo/himalayapathpricer.cpp (1.9),
	ql/MonteCarlo/himalayapathpricer.hpp (1.5),
	ql/MonteCarlo/multipathgenerator.hpp (1.11),
	ql/MonteCarlo/pagodapathpricer.cpp (1.6),
	ql/MonteCarlo/pagodapathpricer.hpp (1.8),
	ql/MonteCarlo/pathgenerator.hpp (1.6),
	ql/MonteCarlo/randomarraygenerator.hpp (1.7),
	ql/Pricers/everestoption.cpp (1.7), ql/Pricers/himalaya.cpp (1.7),
	ql/Pricers/pagodaoption.cpp (1.7), ql/Pricers/plainbasketoption.cpp
	(1.7): 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 <luigi.ballabio@riskmap.net>

	* Examples/Swap/swapvaluation.cpp (1.8), ql/instrument.hpp (1.3),
	ql/TermStructures/piecewiseflatforward.cpp (1.6),
	ql/TermStructures/piecewiseflatforward.hpp (1.9),
	ql/TermStructures/ratehelpers.cpp (1.5),
	ql/TermStructures/ratehelpers.hpp (1.3): PiecewiseFlatForward now
	observer of rates passed as MarketElements

2001-10-18 16:25  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: MonteCarlo/basketpathpricer.cpp (1.8),
	MonteCarlo/basketpathpricer.hpp (1.6),
	MonteCarlo/everestpathpricer.cpp (1.6),
	MonteCarlo/everestpathpricer.hpp (1.5),
	MonteCarlo/himalayapathpricer.cpp (1.8),
	MonteCarlo/himalayapathpricer.hpp (1.4),
	MonteCarlo/montecarlomodel.hpp (1.5),
	MonteCarlo/multipathgenerator.hpp (1.10),
	MonteCarlo/pagodapathpricer.cpp (1.5),
	MonteCarlo/pagodapathpricer.hpp (1.7), MonteCarlo/pathgenerator.hpp
	(1.5), MonteCarlo/randomarraygenerator.hpp (1.6),
	MonteCarlo/singleassetpathpricer.hpp (1.2),
	Pricers/everestoption.cpp (1.6), Pricers/himalaya.cpp (1.6),
	Pricers/pagodaoption.cpp (1.6), Pricers/plainbasketoption.cpp
	(1.6): 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 <luigi.ballabio@riskmap.net>

	* ql/: relinkablehandle.hpp (1.3), termstructure.hpp (1.7),
	TermStructures/flatforward.hpp (1.7),
	TermStructures/piecewiseflatforward.cpp (1.5),
	TermStructures/piecewiseflatforward.hpp (1.8): Last bit of
	reworking for TermStructure; RelinkableHandle initialized with an
	optional Handle; made defaults.py a bit more readable

2001-10-18 10:36  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/multipathgenerator.hpp (1.9): antithetic variance
	reduction technique STEP 5 Introducing antithetic approach to multi
	asset option general cleaning of multiasset MC interface

2001-10-18 10:02  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.45), QuantLib.mak (1.36),
	ql/MonteCarlo/avgpriceasianpathpricer.hpp (1.7),
	ql/MonteCarlo/basketpathpricer.cpp (1.7),
	ql/MonteCarlo/basketpathpricer.hpp (1.5),
	ql/MonteCarlo/everestpathpricer.cpp (1.5),
	ql/MonteCarlo/everestpathpricer.hpp (1.4),
	ql/MonteCarlo/geometricasianpathpricer.hpp (1.6),
	ql/MonteCarlo/himalayapathpricer.cpp (1.7),
	ql/MonteCarlo/himalayapathpricer.hpp (1.3),
	ql/MonteCarlo/mctypedefs.hpp (1.2),
	ql/MonteCarlo/multipathgenerator.hpp (1.8),
	ql/MonteCarlo/pagodapathpricer.cpp (1.4),
	ql/MonteCarlo/pagodapathpricer.hpp (1.6),
	ql/MonteCarlo/pathgenerator.hpp (1.4), ql/Pricers/everestoption.cpp
	(1.5), ql/Pricers/everestoption.hpp (1.4), ql/Pricers/himalaya.cpp
	(1.5), ql/Pricers/himalaya.hpp (1.3), ql/Pricers/pagodaoption.cpp
	(1.5), ql/Pricers/pagodaoption.hpp (1.3),
	ql/Pricers/plainbasketoption.cpp (1.5),
	ql/Pricers/plainbasketoption.hpp (1.3): 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 <ferdinando@ametrano.net>

	* QuantLib.mak (1.35), TODO.txt (1.41),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.4),
	Examples/Swap/Swap.mak (1.2): nothing relevant

2001-10-17 13:09  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: termstructure.hpp (1.6), MonteCarlo/multipathgenerator.hpp
	(1.7), TermStructures/flatforward.hpp (1.6),
	TermStructures/piecewiseflatforward.hpp (1.7): Fixed TermStructure
	methods for gcc---will they work on Win?

2001-10-17 11:21  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: makefile.mak (1.4), termstructure.hpp (1.5),
	Calendars/makefile.mak (1.2), CashFlows/makefile.mak (1.2),
	DayCounters/actualactual.cpp (1.4), DayCounters/makefile.mak (1.3),
	FiniteDifferences/makefile.mak (1.2), Indexes/makefile.mak (1.2),
	Instruments/makefile.mak (1.3), Math/makefile.mak (1.2),
	MonteCarlo/makefile.mak (1.3), Pricers/makefile.mak (1.4),
	Solvers1D/makefile.mak (1.2), TermStructures/flatforward.hpp (1.5),
	TermStructures/makefile.mak (1.3),
	TermStructures/piecewiseflatforward.cpp (1.4),
	TermStructures/piecewiseflatforward.hpp (1.6): Unified Date and
	Time interface in TermStructure

2001-10-17 08:52  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/multipathgenerator.hpp (1.6): warning removal

2001-10-16 16:40  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/: basketpathpricer.cpp (1.6), basketpathpricer.hpp
	(1.4): antithetic variance reduction technique STEP 4 Introducing
	antithetic approach to multi asset option

2001-10-16 16:39  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/everestpathpricer.cpp (1.4): nothing relevant

2001-10-16 15:29  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.40): updated

2001-10-16 15:22  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/: multipath.hpp (1.4), multipathgenerator.hpp
	(1.5), basketpathpricer.cpp (1.5): antithetic variance reduction
	technique STEP 3 MultiPath is now a class

2001-10-16 14:51  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.44), ql/MonteCarlo/avgpriceasianpathpricer.cpp
	(1.6), ql/MonteCarlo/avgstrikeasianpathpricer.cpp (1.6),
	ql/MonteCarlo/basketpathpricer.cpp (1.4),
	ql/MonteCarlo/europeanpathpricer.cpp (1.7),
	ql/MonteCarlo/everestpathpricer.cpp (1.3),
	ql/MonteCarlo/geometricasianpathpricer.cpp (1.5),
	ql/MonteCarlo/himalayapathpricer.cpp (1.6),
	ql/MonteCarlo/multipath.hpp (1.3),
	ql/MonteCarlo/multipathgenerator.hpp (1.4),
	ql/MonteCarlo/pagodapathpricer.cpp (1.3), ql/MonteCarlo/path.hpp
	(1.3), ql/MonteCarlo/pathgenerator.hpp (1.3): antithetic variance
	reduction technique STEP 3 MultiPath is now a class

2001-10-16 14:39  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/MonteCarlo/: singleassetpathpricer.cpp (1.1),
	singleassetpathpricer.hpp (1.1): antithetic variance reduction
	technique STEP 2

2001-10-16 11:12  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.43), QuantLib.mak (1.34), TODO.txt (1.39),
	ql/quantlib.hpp (1.11), ql/MonteCarlo/Makefile.am (1.8),
	ql/MonteCarlo/avgpriceasianpathpricer.cpp (1.5),
	ql/MonteCarlo/avgpriceasianpathpricer.hpp (1.6),
	ql/MonteCarlo/avgstrikeasianpathpricer.cpp (1.5),
	ql/MonteCarlo/avgstrikeasianpathpricer.hpp (1.6),
	ql/MonteCarlo/basketpathpricer.cpp (1.3),
	ql/MonteCarlo/basketpathpricer.hpp (1.3),
	ql/MonteCarlo/europeanpathpricer.cpp (1.6),
	ql/MonteCarlo/europeanpathpricer.hpp (1.7),
	ql/MonteCarlo/geometricasianpathpricer.cpp (1.4),
	ql/MonteCarlo/geometricasianpathpricer.hpp (1.5),
	ql/MonteCarlo/makefile.mak (1.2),
	ql/MonteCarlo/pagodapathpricer.hpp (1.5),
	ql/Pricers/averagestrikeasian.cpp (1.8),
	ql/Pricers/averagestrikeasian.hpp (1.5): antithetic variance
	reduction technique STEP 2

2001-10-16 11:08  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* TODO.txt (1.38), Examples/Swap/swapvaluation.cpp (1.7),
	ql/CashFlows/coupon.hpp (1.2), ql/CashFlows/fixedratecoupon.hpp
	(1.5), ql/CashFlows/floatingratecoupon.cpp (1.4),
	ql/CashFlows/floatingratecoupon.hpp (1.6),
	ql/Instruments/simpleswap.cpp (1.5), ql/Instruments/simpleswap.hpp
	(1.5), ql/Instruments/swap.cpp (1.3), ql/Instruments/swap.hpp
	(1.3), ql/TermStructures/ratehelpers.cpp (1.4): Added BPS to
	generic swap legs

2001-10-16 10:05  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/: DiscreteHedging/DiscreteHedging.cpp (1.5),
	EuropeanOption/EuropeanOption.cpp (1.2), Swap/swapvaluation.cpp
	(1.6): #include <ql/quantlib.hpp> instead of #include
	"ql/quantlib.hpp"

2001-10-16 09:10  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/usage.docs (1.5): added info on "Win32 OnTheEdgeRelease" and
	 "Win32 OnTheEdgeDebug" MS VC++ configurations

2001-10-15 15:00  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Examples/: DiscreteHedging/makefile.mak (1.2),
	EuropeanOption/makefile.mak (1.2), Swap/makefile.mak (1.2),
	Swap/swapvaluation.cpp (1.5): Disabled inlining for Borland C++ (it
	was leading to strange crashes)

2001-10-15 14:27  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: examples.docs (1.6), usage.docs (1.4): additional
	information on how to create a MS VC++ project based on QuantLib

2001-10-12 17:42  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.42), QuantLib.mak (1.33): introduced antithetic
	variance reduction technique

2001-10-12 17:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: MonteCarlo/avgpriceasianpathpricer.cpp (1.4),
	MonteCarlo/avgpriceasianpathpricer.hpp (1.5),
	MonteCarlo/avgstrikeasianpathpricer.cpp (1.4),
	MonteCarlo/avgstrikeasianpathpricer.hpp (1.5),
	MonteCarlo/europeanpathpricer.cpp (1.5),
	MonteCarlo/europeanpathpricer.hpp (1.6),
	MonteCarlo/geometricasianpathpricer.cpp (1.3),
	MonteCarlo/geometricasianpathpricer.hpp (1.4),
	Pricers/averagepriceasian.cpp (1.7), Pricers/averagepriceasian.hpp
	(1.5), Pricers/averagestrikeasian.cpp (1.7),
	Pricers/averagestrikeasian.hpp (1.4), Pricers/mceuropeanpricer.cpp
	(1.6), Pricers/mceuropeanpricer.hpp (1.5): introduced antithetic
	variance reduction technique

2001-10-12 14:16  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.37): updated

2001-10-12 13:29  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsw (1.5), QuantLib.nsi (1.42), TODO.txt (1.36),
	configure.in (1.44), Docs/examples.docs (1.5), Docs/quantlib.doxy
	(1.35), Examples/Examples.dsw (1.4), Examples/Makefile.am (1.14),
	Examples/configure.in (1.3), Examples/makefile.mak (1.6),
	Examples/EuropeanOption/EuropeanOption.cpp (1.1),
	Examples/EuropeanOption/EuropeanOption.dsp (1.1),
	Examples/EuropeanOption/EuropeanOption.mak (1.1),
	Examples/EuropeanOption/EuropeanOption.old (1.1),
	Examples/EuropeanOption/Makefile.am (1.1),
	Examples/EuropeanOption/ReadMe.txt (1.1),
	Examples/EuropeanOption/makefile.mak (1.1): Parities renamed to
	EuropeanOption

2001-10-12 09:42  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.41): added splash screen

2001-10-12 09:23  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.41), QuantLib.mak (1.32): MSVC++ problem fixed

2001-10-12 09:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Pricers/makefile.mak (1.3): Borland problem fixed

2001-10-11 15:49  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/Makefile.am (1.34), ql/argsandresults.hpp (1.2),
	ql/option.cpp (1.2), ql/option.hpp (1.2), ql/quantlib.hpp (1.10),
	ql/CashFlows/fixedratecoupon.hpp (1.4),
	ql/CashFlows/floatingratecoupon.hpp (1.5),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.7),
	ql/Instruments/Makefile.am (1.5), ql/Instruments/makefile.mak
	(1.2), ql/Instruments/plainoption.cpp (1.1),
	ql/Instruments/plainoption.hpp (1.1), ql/Pricers/Makefile.am (1.5),
	ql/Pricers/europeanengine.cpp (1.1), ql/Pricers/europeanengine.hpp
	(1.1), ql/Pricers/europeanoption.hpp (1.4), ql/Pricers/makefile.mak
	(1.2): First working option engine

2001-10-11 14:19  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.40): nothing relevant

2001-10-10 09:18  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/makefile.mak (1.3): fixed Borland problem

2001-10-09 16:25  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: Makefile.am (1.6), argsandresults.hpp (1.1), date.cpp (1.7),
	handle.hpp (1.3), makefile.mak (1.2), option.cpp (1.1), option.hpp
	(1.1), options.hpp (1.3), quantlib.hpp (1.9),
	Instruments/simpleswap.cpp (1.4), MonteCarlo/europeanpathpricer.hpp
	(1.5), Pricers/americanoption.hpp (1.3),
	Pricers/averagepriceasian.hpp (1.4), Pricers/averagestrikeasian.hpp
	(1.3), Pricers/barrieroption.cpp (1.3), Pricers/bermudanoption.cpp
	(1.3), Pricers/bermudanoption.hpp (1.3), Pricers/binaryoption.cpp
	(1.3), Pricers/binaryoption.hpp (1.3),
	Pricers/bsmnumericaloption.cpp (1.4),
	Pricers/bsmnumericaloption.hpp (1.3), Pricers/cliquetoption.cpp
	(1.3), Pricers/cliquetoption.hpp (1.3),
	Pricers/dividendamericanoption.cpp (1.3),
	Pricers/dividendamericanoption.hpp (1.3),
	Pricers/dividendeuropeanoption.cpp (1.3),
	Pricers/dividendeuropeanoption.hpp (1.3),
	Pricers/dividendoption.cpp (1.5), Pricers/dividendoption.hpp (1.3),
	Pricers/dividendshoutoption.cpp (1.3),
	Pricers/dividendshoutoption.hpp (1.3), Pricers/europeanoption.cpp
	(1.3), Pricers/europeanoption.hpp (1.3),
	Pricers/finitedifferenceeuropean.cpp (1.3),
	Pricers/finitedifferenceeuropean.hpp (1.5),
	Pricers/geometricasianoption.hpp (1.3),
	Pricers/mceuropeanpricer.hpp (1.4), Pricers/multiperiodoption.cpp
	(1.3), Pricers/multiperiodoption.hpp (1.5), Pricers/shoutoption.hpp
	(1.3), Pricers/singleassetoption.cpp (1.5),
	Pricers/singleassetoption.hpp (1.3),
	Pricers/stepconditionoption.cpp (1.3),
	Pricers/stepconditionoption.hpp (1.4): Beginning of new Option
	framework

2001-10-09 09:17  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: termstructure.hpp (1.4), TermStructures/flatforward.hpp
	(1.4), TermStructures/piecewiseflatforward.hpp (1.5): Removed
	duplicate methods...

2001-10-09 08:56  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.6): Fixed doxygen
	warning

2001-10-09 08:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: termstructure.hpp (1.3), TermStructures/flatforward.hpp
	(1.3), TermStructures/piecewiseflatforward.cpp (1.3),
	TermStructures/piecewiseflatforward.hpp (1.4): Added some useful
	methods to term structure classes

2001-10-08 14:43  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.5): Samll fix

2001-10-08 14:18  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/FiniteDifferences/: backwardeuler.hpp (1.4), bsmoperator.cpp
	(1.3), bsmoperator.hpp (1.3), cranknicolson.hpp (1.3),
	finitedifferencemodel.hpp (1.4), forwardeuler.hpp (1.3),
	tridiagonaloperator.cpp (1.4), tridiagonaloperator.hpp (1.4): Some
	changes related to the implementation of a time-dependant operator.
	 (refactored the tridiagonaloperator class and its descendants)

2001-10-08 10:46  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.doxy (1.34): Upgraded to Doxygen 1.2.11.1

2001-10-08 10:22  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/Makefile.am (1.33): Fixed eps files

2001-10-05 16:16  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.3): updated

2001-10-05 13:03  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/Makefile.am (1.32): Manually fixed bounding box problem for
	pdf figures

2001-10-05 11:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.39), configure.in (1.43), Docs/quantlib.doxy
	(1.33), ql/qldefines.hpp (1.8): version number up to 0.2.1a4

2001-10-05 11:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.38), configure.in (1.42), Docs/quantlib.doxy
	(1.32), ql/qldefines.hpp (1.7): version number up to 0.2.1a3

2001-10-05 10:28  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlibheader.tex (1.8), ql/calendar.hpp (1.5),
	ql/daycounter.hpp (1.4): More documentation glitches

2001-10-05 10:02  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/date.cpp (1.6): fix for borland compiler

2001-10-05 09:09  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/examples.docs (1.4), Docs/quantlib.doxy (1.31),
	ql/config.ansi.hpp (1.3): Documentation glitches

2001-10-04 10:12  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/date.hpp (1.6): Fixed documentation problem for new operator

2001-10-04 09:34  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: date.cpp (1.5), date.hpp (1.5): Added a printing (<<)
	operator to Date

2001-10-04 08:26  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Examples/Swap/swapvaluation.cpp (1.4), ql/quantlib.hpp (1.8),
	ql/CashFlows/Makefile.am (1.5), ql/CashFlows/accruingcoupon.hpp
	(1.3), ql/CashFlows/cashflowvectors.cpp (1.3),
	ql/CashFlows/cashflowvectors.hpp (1.3), ql/CashFlows/coupon.hpp
	(1.1), ql/CashFlows/fixedratecoupon.hpp (1.3),
	ql/CashFlows/floatingratecoupon.cpp (1.3),
	ql/CashFlows/floatingratecoupon.hpp (1.4),
	ql/Instruments/simpleswap.cpp (1.3), ql/Instruments/simpleswap.hpp
	(1.4), ql/TermStructures/ratehelpers.cpp (1.3): CashFlow/Coupon
	reorganization

2001-10-03 16:51  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Instruments/simpleswap.hpp (1.3): Added comment about nominal
	and fixed rate input.

2001-10-03 15:57  Ferdinando Ametrano <ferdinando@ametrano.net>

	* UFILE (1.1): developer's data

2001-10-03 13:11  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.37), configure.in (1.41), Docs/quantlib.doxy
	(1.30), ql/qldefines.hpp (1.6): version number up to 0.2.1a2

2001-10-03 10:42  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/qldefines.hpp (1.5): added QL_VERSION and QL_HEX_VERSION

2001-10-03 10:05  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/Makefile.am (1.31), ql/history.hpp (1.3): Worked around VC++
	problems in History constructor

2001-10-03 10:01  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/qldefines.hpp (1.4): added QL_VERSION and QL_HEX_VERSION

2001-10-03 09:56  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/qldefines.hpp (1.3): added QL_VERSION and QL_EXVERSION

2001-10-02 15:47  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: calendar.hpp (1.4), Calendars/frankfurt.hpp (1.4),
	Calendars/helsinki.hpp (1.4), Calendars/london.hpp (1.4),
	Calendars/milan.hpp (1.4), Calendars/newyork.hpp (1.5),
	Calendars/target.hpp (1.4), Calendars/wellington.hpp (1.4),
	Calendars/zurich.hpp (1.4), DayCounters/actual360.hpp (1.4),
	DayCounters/actual365.hpp (1.4), DayCounters/actualactual.hpp
	(1.6), DayCounters/thirty360.hpp (1.5): modification to have
	factory works under MS VC++

2001-10-02 15:41  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: MonteCarlo/avgpriceasianpathpricer.hpp (1.4),
	MonteCarlo/avgstrikeasianpathpricer.hpp (1.4),
	MonteCarlo/europeanpathpricer.hpp (1.4),
	MonteCarlo/everestpathpricer.hpp (1.3),
	MonteCarlo/geometricasianpathpricer.hpp (1.3),
	MonteCarlo/pagodapathpricer.hpp (1.4),
	Pricers/stepconditionoption.hpp (1.3): Small doc fixes

2001-10-02 15:41  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/FiniteDifferences/tridiagonaloperator.cpp (1.3): Boundary
	condition bug fixed

2001-10-02 14:06  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/examples.docs (1.3), Docs/quantlib.doxy (1.29),
	Examples/Swap/swapvaluation.cpp (1.3): added term_structure+swap
	example

2001-10-02 10:31  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/Swap/swapvaluation.cpp (1.2): second version

2001-10-02 09:53  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* TODO.txt (1.35): [no log message]

2001-10-02 09:29  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/CashFlows/floatingratecoupon.hpp (1.3): Comments added

2001-10-02 08:41  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: calendar.hpp (1.3), daycounter.hpp (1.3), quantlib.hpp
	(1.7), Calendars/frankfurt.hpp (1.3), Calendars/helsinki.hpp (1.3),
	Calendars/london.hpp (1.3), Calendars/milan.hpp (1.3),
	Calendars/newyork.hpp (1.4), Calendars/target.hpp (1.3),
	Calendars/wellington.hpp (1.3), Calendars/zurich.hpp (1.3),
	DayCounters/actual360.hpp (1.3), DayCounters/actual365.hpp (1.3),
	DayCounters/actualactual.hpp (1.5), DayCounters/thirty360.hpp
	(1.4), Patterns/Makefile.am (1.5), Patterns/factory.hpp (1.1),
	Patterns/observable.hpp (1.3): Added factory pattern

2001-10-01 16:27  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.40): Added Swap example related lines

2001-10-01 16:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsw (1.4), QuantLib.nsi (1.36): added
	term_structure+swap example

2001-10-01 16:06  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/TermStructures/piecewiseflatforward.hpp (1.3): style enforced

2001-10-01 16:02  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/: Examples.dsw (1.3), Makefile.am (1.13), configure.in
	(1.2), makefile.mak (1.5), DiscreteHedging/DiscreteHedging.dsp
	(1.3), DiscreteHedging/DiscreteHedging.mak (1.3), Swap/Makefile.am
	(1.1), Swap/README.txt (1.1), Swap/Swap.dsp (1.1), Swap/Swap.mak
	(1.1), Swap/makefile.mak (1.1), Swap/swapvaluation.cpp (1.1): added
	term_structure+swap example

2001-09-28 10:31  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: date.cpp (1.4), date.hpp (1.4),
	MonteCarlo/himalayapathpricer.cpp (1.5), Solvers1D/brent.cpp (1.3):
	little tweaks to avoid compiler warning

2001-09-26 12:45  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/errors.hpp (1.4): used do-while-false idiom in QL_REQUIRE-like
	macros

2001-09-25 14:20  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.34): updated

2001-09-21 13:34  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/README.txt (1.12): updated

2001-09-20 10:10  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Readme.txt (1.14): typo fixed

2001-09-20 06:41  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/Pricers/barrieroption.hpp (1.3): no message

2001-09-19 07:38  Marco Marchioro <marco.marchioro@riskmap.net>

	* QuantLib.dsp (1.40), QuantLib.mak (1.31): Updated

2001-09-18 13:46  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.59), News.txt (1.7), QuantLib.nsi (1.35),
	Readme.txt (1.13), Docs/Makefile.am (1.30), Docs/bootstrap (1.2),
	Docs/configure.in (1.2), Docs/core.docs (1.2),
	Docs/coreclasses.docs (1.2), Docs/examples.docs (1.2),
	Docs/makefile.mak (1.23), Docs/mcarlo.docs (1.4),
	Docs/platforms.docs (1.5), Docs/quantlib.css (1.7),
	Docs/quantlibheader.html (1.8), Docs/quantlibheader.tex (1.7),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.4),
	Examples/DiscreteHedging/ReadMe.txt (1.2),
	ql/MonteCarlo/himalayapathpricer.cpp (1.4),
	ql/Pricers/singleassetoption.cpp (1.4): R020-branch-merge1 merged
	into trunk

2001-09-18 13:16  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.doxy (1.28): Advanced version number

2001-09-18 12:48  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.3.2.2): removed
	useless comments

2001-09-18 09:24  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.34.2.1): small change

2001-09-18 09:19  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/DiscreteHedging/ReadMe.txt (1.1.2.1): 80 columns
	enforced

2001-09-18 09:13  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/examples.docs (1.1.2.1): updated comment

2001-09-17 18:24  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Readme.txt (1.12.2.1): link updated

2001-09-17 17:42  Ferdinando Ametrano <ferdinando@ametrano.net>

	* News.txt (1.6.2.2): typo fixed

2001-09-17 15:23  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/quantlib.css (1.6.2.3): comment removed

2001-09-17 15:06  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/mcarlo.docs (1.3.2.1): Added some

2001-09-17 15:02  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.css (1.6.2.2): Color corrected

2001-09-17 14:24  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/coreclasses.docs (1.1.2.2): core.docs renamed
	coreclasses.docs

2001-09-17 13:47  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: Makefile.am (1.29.2.1), makefile.mak (1.22.2.2),
	quantlibheader.html (1.7.2.1), quantlibheader.tex (1.6.2.1),
	core.docs (1.1.2.1): core.docs renamed coreclasses.docs

2001-09-17 13:45  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/coreclasses.docs (1.1): file coreclasses.docs was initially
	added on branch R020-branch.

2001-09-17 13:45  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/coreclasses.docs (1.1.2.1): core.docs renamed
	coreclesse.docs

2001-09-17 10:28  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.33): updated

2001-09-17 10:24  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: makefile.mak (1.22.2.1), quantlib.css (1.6.2.1):
	documentation fix

2001-09-17 09:46  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/platforms.docs (1.4.2.1),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.3.2.1),
	ql/MonteCarlo/himalayapathpricer.cpp (1.3.2.1),
	ql/Pricers/singleassetoption.cpp (1.3.2.1): small documentation and
	compile warning fixes

2001-09-14 16:24  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* TODO.txt (1.32), Docs/groups.docs (1.2), ql/Makefile.am (1.5),
	ql/depositrate.hpp (1.3), ql/quantlib.hpp (1.6),
	ql/TermStructures/Makefile.am (1.5), ql/TermStructures/makefile.mak
	(1.2), ql/TermStructures/piecewiseconstantforwards.cpp (1.3),
	ql/TermStructures/piecewiseconstantforwards.hpp (1.3): Removed
	deprecated classes

2001-09-14 16:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.58.2.1): fixed documentation procedure

2001-09-14 16:05  Ferdinando Ametrano <ferdinando@ametrano.net>

	* News.txt (1.6.2.1): typos

2001-09-14 15:04  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* TODO.txt (1.31): Checked off a few items

2001-09-14 15:01  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: quantlib.hpp (1.5), DayCounters/Makefile.am (1.5),
	DayCounters/actualactual.cpp (1.3), DayCounters/actualactual.hpp
	(1.4), DayCounters/actualactualeuro.cpp (1.3),
	DayCounters/actualactualeuro.hpp (1.3),
	DayCounters/actualactualhistorical.cpp (1.3),
	DayCounters/actualactualhistorical.hpp (1.3),
	DayCounters/makefile.mak (1.2), DayCounters/thirty360.cpp (1.3),
	DayCounters/thirty360.hpp (1.3), DayCounters/thirty360european.hpp
	(1.3), DayCounters/thirty360italian.cpp (1.3),
	DayCounters/thirty360italian.hpp (1.3): Grouped act/act day
	counters and 30/360 day counters

2001-09-14 12:50  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/bootstrap (1.1): file bootstrap was initially added on
	branch R020-branch.

2001-09-14 12:50  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/bootstrap (1.1.2.1): fixed documentation procedure

2001-09-14 12:29  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/configure.in (1.1.2.1): upgrade version number to 0.2.0

2001-09-14 11:01  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: date.cpp (1.3), date.hpp (1.3), Calendars/frankfurt.cpp
	(1.3), Calendars/helsinki.cpp (1.3), Calendars/london.cpp (1.3),
	Calendars/milan.cpp (1.3), Calendars/newyork.cpp (1.3),
	Calendars/newyork.hpp (1.3), Calendars/target.cpp (1.3),
	Calendars/wellington.cpp (1.3), Calendars/westerncalendar.cpp
	(1.3), Calendars/westerncalendar.hpp (1.3), Calendars/zurich.cpp
	(1.3): Moved a few static members to an anonymous namespace

2001-09-14 08:38  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: array.hpp (1.2), calendar.cpp (1.2), calendar.hpp (1.2),
	cashflow.hpp (1.2), config.ansi.hpp (1.2), config.bcc.hpp (1.2),
	config.decc.hpp (1.2), config.msvc.hpp (1.2), config.mwcw.hpp
	(1.2), currency.hpp (1.2), dataformatters.cpp (1.2),
	dataformatters.hpp (1.2), date.cpp (1.2), date.hpp (1.2),
	daycounter.hpp (1.2), depositrate.hpp (1.2), errors.hpp (1.3),
	expressiontemplates.hpp (1.2), forwardvolsurface.hpp (1.2),
	handle.hpp (1.2), history.hpp (1.2), index.hpp (1.2),
	instrument.hpp (1.2), marketelement.hpp (1.2), null.hpp (1.2),
	options.hpp (1.2), qldefines.hpp (1.2), relinkablehandle.hpp (1.2),
	riskstatistics.hpp (1.2), scheduler.cpp (1.2), scheduler.hpp (1.2),
	solver1d.cpp (1.2), solver1d.hpp (1.2), swaptionvolsurface.hpp
	(1.2), termstructure.hpp (1.2), types.hpp (1.2),
	Calendars/frankfurt.cpp (1.2), Calendars/frankfurt.hpp (1.2),
	Calendars/helsinki.cpp (1.2), Calendars/helsinki.hpp (1.2),
	Calendars/london.cpp (1.2), Calendars/london.hpp (1.2),
	Calendars/milan.cpp (1.2), Calendars/milan.hpp (1.2),
	Calendars/newyork.cpp (1.2), Calendars/newyork.hpp (1.2),
	Calendars/target.cpp (1.2), Calendars/target.hpp (1.2),
	Calendars/wellington.cpp (1.2), Calendars/wellington.hpp (1.2),
	Calendars/westerncalendar.cpp (1.2), Calendars/westerncalendar.hpp
	(1.2), Calendars/zurich.cpp (1.2), Calendars/zurich.hpp (1.2),
	CashFlows/accruingcoupon.hpp (1.2), CashFlows/cashflowvectors.cpp
	(1.2), CashFlows/cashflowvectors.hpp (1.2),
	CashFlows/fixedratecoupon.hpp (1.2),
	CashFlows/floatingratecoupon.cpp (1.2),
	CashFlows/floatingratecoupon.hpp (1.2),
	CashFlows/simplecashflow.hpp (1.2), DayCounters/actual360.hpp
	(1.2), DayCounters/actual365.hpp (1.2),
	DayCounters/actualactual.cpp (1.2), DayCounters/actualactual.hpp
	(1.3), DayCounters/actualactualeuro.hpp (1.2),
	DayCounters/actualactualhistorical.hpp (1.2),
	DayCounters/thirty360.cpp (1.2), DayCounters/thirty360.hpp (1.2),
	DayCounters/thirty360european.hpp (1.2),
	DayCounters/thirty360italian.cpp (1.2),
	DayCounters/thirty360italian.hpp (1.2),
	FiniteDifferences/dplusdminus.hpp (1.4),
	FiniteDifferences/finitedifferencemodel.hpp (1.3),
	FiniteDifferences/identity.hpp (1.2),
	FiniteDifferences/operator.hpp (1.2),
	FiniteDifferences/operatortraits.hpp (1.2),
	FiniteDifferences/stepcondition.hpp (1.2),
	FiniteDifferences/valueatcenter.cpp (1.2),
	FiniteDifferences/valueatcenter.hpp (1.2), Indexes/euribor.hpp
	(1.2), Indexes/gbplibor.hpp (1.2), Indexes/usdlibor.hpp (1.2),
	Indexes/xibor.cpp (1.2), Indexes/xibor.hpp (1.2),
	Indexes/xibormanager.cpp (1.2), Indexes/xibormanager.hpp (1.2),
	Instruments/simpleswap.cpp (1.2), Instruments/simpleswap.hpp (1.2),
	Instruments/stock.cpp (1.2), Instruments/stock.hpp (1.2),
	Instruments/swap.cpp (1.2), Instruments/swap.hpp (1.2),
	Math/cubicspline.hpp (1.2), Math/interpolation.hpp (1.2),
	Math/lexicographicalview.hpp (1.2), Math/linearinterpolation.hpp
	(1.2), Math/matrix.cpp (1.2), Math/matrix.hpp (1.2),
	Math/multivariateaccumulator.cpp (1.2),
	Math/multivariateaccumulator.hpp (1.2), Math/normaldistribution.cpp
	(1.2), Math/normaldistribution.hpp (1.2), Math/riskmeasures.hpp
	(1.2), Math/segmentintegral.cpp (1.2), Math/segmentintegral.hpp
	(1.3), Math/statistics.cpp (1.2), Math/statistics.hpp (1.2),
	Math/symmetriceigenvalues.hpp (1.2),
	Math/symmetricschurdecomposition.cpp (1.2),
	Math/symmetricschurdecomposition.hpp (1.2),
	MonteCarlo/avgpriceasianpathpricer.hpp (1.3),
	MonteCarlo/avgstrikeasianpathpricer.cpp (1.3),
	MonteCarlo/avgstrikeasianpathpricer.hpp (1.3),
	MonteCarlo/getcovariance.cpp (1.2), MonteCarlo/getcovariance.hpp
	(1.2), MonteCarlo/himalayapathpricer.cpp (1.3),
	MonteCarlo/knuthrandomgenerator.cpp (1.2),
	MonteCarlo/lecuyerrandomgenerator.cpp (1.2),
	MonteCarlo/multipath.hpp (1.2), MonteCarlo/pagodapathpricer.hpp
	(1.3), Patterns/observable.hpp (1.2), Pricers/americanoption.hpp
	(1.2), Pricers/averagestrikeasian.hpp (1.2),
	Pricers/barrieroption.cpp (1.2), Pricers/barrieroption.hpp (1.2),
	Pricers/bermudanoption.hpp (1.2), Pricers/binaryoption.cpp (1.2),
	Pricers/binaryoption.hpp (1.2), Pricers/bsmnumericaloption.hpp
	(1.2), Pricers/cliquetoption.cpp (1.2), Pricers/cliquetoption.hpp
	(1.2), Pricers/dividendamericanoption.cpp (1.2),
	Pricers/dividendamericanoption.hpp (1.2),
	Pricers/dividendeuropeanoption.cpp (1.2),
	Pricers/dividendeuropeanoption.hpp (1.2),
	Pricers/dividendoption.hpp (1.2), Pricers/dividendshoutoption.cpp
	(1.2), Pricers/dividendshoutoption.hpp (1.2),
	Pricers/europeanoption.cpp (1.2), Pricers/europeanoption.hpp (1.2),
	Pricers/finitedifferenceeuropean.cpp (1.2),
	Pricers/geometricasianoption.hpp (1.2), Pricers/himalaya.hpp (1.2),
	Pricers/multiperiodoption.cpp (1.2), Pricers/pagodaoption.hpp
	(1.2), Pricers/plainbasketoption.hpp (1.2), Pricers/shoutoption.hpp
	(1.2), Pricers/singleassetoption.hpp (1.2), Solvers1D/bisection.cpp
	(1.2), Solvers1D/bisection.hpp (1.2), Solvers1D/brent.cpp (1.2),
	Solvers1D/brent.hpp (1.2), Solvers1D/falseposition.cpp (1.2),
	Solvers1D/falseposition.hpp (1.2), Solvers1D/newton.cpp (1.2),
	Solvers1D/newton.hpp (1.2), Solvers1D/newtonsafe.cpp (1.2),
	Solvers1D/newtonsafe.hpp (1.2), Solvers1D/ridder.cpp (1.2),
	Solvers1D/ridder.hpp (1.2), Solvers1D/secant.cpp (1.2),
	Solvers1D/secant.hpp (1.2), TermStructures/flatforward.hpp (1.2),
	TermStructures/piecewiseconstantforwards.cpp (1.2),
	TermStructures/piecewiseconstantforwards.hpp (1.2),
	TermStructures/piecewiseflatforward.cpp (1.2),
	TermStructures/piecewiseflatforward.hpp (1.2),
	TermStructures/ratehelpers.cpp (1.2),
	TermStructures/ratehelpers.hpp (1.2),
	Utilities/combiningiterator.hpp (1.2),
	Utilities/couplingiterator.hpp (1.2),
	Utilities/filteringiterator.hpp (1.2),
	Utilities/iteratorcategories.hpp (1.2),
	Utilities/processingiterator.hpp (1.2),
	Utilities/steppingiterator.hpp (1.2): Polished files' headers

2001-09-13 16:15  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Docs/platforms.docs (1.4): Updated after new tests.

2001-09-13 15:52  Ferdinando Ametrano <ferdinando@ametrano.net>

	* bootstrap (1.3): useless comments removed

2001-09-13 15:34  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.30): updated

2001-09-13 14:59  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.css (1.6): differentiated color

2001-09-13 14:44  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/: quantlib.hpp (1.4), FiniteDifferences/Makefile.am (1.5),
	FiniteDifferences/fdtypedefs.hpp (1.1),
	FiniteDifferences/standardfdmodel.hpp (1.2),
	FiniteDifferences/standardstepcondition.hpp (1.2),
	MonteCarlo/Makefile.am (1.7), MonteCarlo/boxmuller.hpp (1.2),
	MonteCarlo/centrallimitgaussian.hpp (1.2),
	MonteCarlo/gaussianmultipathgenerator.hpp (1.3),
	MonteCarlo/gaussianpathgenerator.hpp (1.3),
	MonteCarlo/gaussianrandomgenerator.hpp (1.3),
	MonteCarlo/inversecumulativegaussian.hpp (1.2),
	MonteCarlo/knuthrandomgenerator.hpp (1.2),
	MonteCarlo/lecuyerrandomgenerator.hpp (1.2),
	MonteCarlo/mcpricer.hpp (1.3), MonteCarlo/mctypedefs.hpp (1.1),
	MonteCarlo/multifactormontecarlooption.hpp (1.2),
	MonteCarlo/multifactorpricer.hpp (1.3),
	MonteCarlo/onefactormontecarlooption.hpp (1.2),
	MonteCarlo/randomarraygenerator.hpp (1.5),
	MonteCarlo/uniformrandomgenerator.hpp (1.2),
	Pricers/americancondition.hpp (1.2), Pricers/averagepriceasian.cpp
	(1.6), Pricers/averagestrikeasian.cpp (1.6),
	Pricers/bermudanoption.cpp (1.2),
	Pricers/finitedifferenceeuropean.hpp (1.4),
	Pricers/multiperiodoption.hpp (1.4), Pricers/shoutcondition.hpp
	(1.2), Pricers/stepconditionoption.cpp (1.2),
	Pricers/stepconditionoption.hpp (1.2): Grouped typedefs

2001-09-13 14:17  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* bootstrap (1.2): updated auto-tools version

2001-09-13 13:45  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Makefile.am (1.58): Added quantlib.m4 to the list of distributed
	files

2001-09-13 12:14  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/findiff.docs (1.3),
	ql/FiniteDifferences/boundarycondition.hpp (1.2), Docs/findiff.docs
	(1.4): Docs updated

2001-09-13 11:49  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* TODO.txt (1.29), Docs/Makefile.am (1.29), Docs/authors.docs
	(1.1), Docs/history.docs (1.1), Docs/index.docs (1.4),
	Docs/makefile.mak (1.22), Docs/overview.docs (1.1),
	Docs/quantlibheader.html (1.7), Docs/quantlibheader.tex (1.6),
	Docs/resources.docs (1.1), Docs/where.docs (1.4): Docs added

2001-09-13 10:54  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.39): Wall is there again, but only if g++ is the
	selected compiler

2001-09-13 09:07  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.38): removed -Wall from CXXFLAGS. Was breaking
	Solaris build

2001-09-13 08:47  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/MonteCarlo/europeanpathpricer.cpp (1.4): Fix to remove warning
	(comparison between signed and unsigned).

2001-09-13 08:32  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* History.txt (1.12), News.txt (1.6), TODO.txt (1.28),
	ql/Math/segmentintegral.hpp (1.2): Preparing for release

2001-09-12 16:14  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: Makefile.am (1.28), mcarlo.docs (1.3): Fixing doc
	generation

2001-09-12 15:54  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: Makefile.am (1.27), examples.docs (1.1), makefile.mak
	(1.21), mcarlo.docs (1.2), quantlib.doxy (1.27), quantlibheader.tex
	(1.5), Examples/history_iterators.cpp (1.6): Improved documentation

2001-09-12 15:11  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.27), Docs/makefile.mak (1.20): online and offline
	documentation

2001-09-12 14:35  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.26): updated

2001-09-12 14:35  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/quantlib.css (1.5): valid CSS

2001-09-12 11:28  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Makefile.am (1.57): Deleted the config/ dist-hook lines. Wasn't
	necessary

2001-09-12 11:16  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Makefile.am (1.56): modified Makefile.am (dist-hook) cos'
	automake does not package files in config/

2001-09-12 10:54  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/makefile.mak (1.19): Fixing doc generation

2001-09-12 10:48  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/Makefile.am (1.26): Fixing doc generation

2001-09-12 10:02  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* makefile.mak (1.25), Docs/makefile.mak (1.18): Fixed docs
	generation

2001-09-12 09:56  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: Makefile.am (1.25), quantlib.doxy (1.26): Fixing doc
	generation

2001-09-12 09:28  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.55), makefile.mak (1.24), Docs/Makefile.am (1.24),
	Docs/makefile.mak (1.17), Docs/quantlib.doxy (1.25),
	Docs/quantlib.linux.doxy (1.3), Docs/quantlib.win32.doxy (1.3),
	Docs/quantlibfooteronline.html (1.1), Docs/images/sflogo.png (1.1):
	Online and offline docs can now be generated

2001-09-12 08:48  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: quantlibfooter.html (1.6), quantlibfooter.html (1.7): [no
	log message]

2001-09-12 08:44  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/MonteCarlo/: generalmontecarlo.hpp (1.3), mcoptionsample.hpp
	(1.3): delete obsolete classes GeneralMonteCarlo and MCOptionSample

2001-09-12 08:34  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/MonteCarlo/: avgpriceasianpathpricer.cpp (1.3),
	controlvariatedpathpricer.cpp (1.3), geometricasianpathpricer.cpp
	(1.2), geometricasianpathpricer.hpp (1.2): modified
	geometricasianpathpricer given the Monte Carlo modifications

2001-09-11 16:26  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.25): updated

2001-09-11 16:18  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/quantlib.css (1.4): color changed (Luigi: I don't know if it
	is what we choosed together)

2001-09-11 15:45  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/Pricers/: averagepriceasian.cpp (1.5), averagepriceasian.hpp
	(1.3), averagestrikeasian.cpp (1.5), bsmnumericaloption.cpp (1.3),
	dividendoption.cpp (1.4), everestoption.cpp (1.4),
	everestoption.hpp (1.3), finitedifferenceeuropean.hpp (1.3),
	himalaya.cpp (1.4), mceuropeanpricer.cpp (1.5),
	mceuropeanpricer.hpp (1.3), multiperiodoption.hpp (1.3),
	pagodaoption.cpp (1.4), plainbasketoption.cpp (1.4),
	singleassetoption.cpp (1.3): Doc blocks fixed

2001-09-11 15:38  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.54): added doxygen files

2001-09-11 15:38  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: quantlib.css (1.3), quantlibheader.html (1.6): updated

2001-09-11 15:26  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/Makefile.am (1.23), Docs/findiff.docs (1.2),
	Docs/Examples/custom_operator.cpp (1.6),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.2),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.3),
	ql/Pricers/bsmnumericaloption.cpp (1.2): Finite differences docs
	enhanced

2001-09-11 14:47  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.3): Monte carlo
	updates fix

2001-09-11 14:15  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/MonteCarlo/: montecarlomodel.hpp (1.4), multipathpricer.hpp
	(1.3), pathpricer.hpp (1.4): Fixing here and there after Monte
	Carlo changes

2001-09-11 13:35  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: quantlib.css (1.2), quantlib.doxy (1.24): quantlib.css is
	used instead of default doxygen.css because of browser problems
	with doxygen.css

2001-09-11 13:22  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: MonteCarlo/Makefile.am (1.6),
	MonteCarlo/avgpriceasianpathpricer.cpp (1.2),
	MonteCarlo/avgpriceasianpathpricer.hpp (1.2),
	MonteCarlo/avgstrikeasianpathpricer.cpp (1.2),
	MonteCarlo/avgstrikeasianpathpricer.hpp (1.2),
	MonteCarlo/basketpathpricer.cpp (1.2),
	MonteCarlo/basketpathpricer.hpp (1.2),
	MonteCarlo/controlvariatedpathpricer.cpp (1.2),
	MonteCarlo/controlvariatedpathpricer.hpp (1.2),
	MonteCarlo/europeanpathpricer.cpp (1.3),
	MonteCarlo/europeanpathpricer.hpp (1.3),
	MonteCarlo/everestpathpricer.cpp (1.2),
	MonteCarlo/everestpathpricer.hpp (1.2),
	MonteCarlo/himalayapathpricer.cpp (1.2),
	MonteCarlo/himalayapathpricer.hpp (1.2),
	MonteCarlo/montecarlomodel.hpp (1.3),
	MonteCarlo/multipathgenerator.hpp (1.3),
	MonteCarlo/multipathpricer.hpp (1.2),
	MonteCarlo/pagodapathpricer.cpp (1.2),
	MonteCarlo/pagodapathpricer.hpp (1.2), MonteCarlo/pathgenerator.hpp
	(1.2), MonteCarlo/pathpricer.hpp (1.3),
	Pricers/averagepriceasian.cpp (1.4), Pricers/averagestrikeasian.cpp
	(1.4), Pricers/dividendoption.cpp (1.3), Pricers/everestoption.cpp
	(1.3), Pricers/finitedifferenceeuropean.hpp (1.2),
	Pricers/himalaya.cpp (1.3), Pricers/mceuropeanpricer.cpp (1.4),
	Pricers/multiperiodoption.hpp (1.2), Pricers/pagodaoption.cpp
	(1.3), Pricers/plainbasketoption.cpp (1.3),
	Pricers/singleassetoption.cpp (1.2): Monte Carlo modifications,
	cleaning up the merge of MonteCarloModel, and changed styleguide of
	typenames in pathpricer.

2001-09-11 11:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: install.docs (1.3), quantlib.doxy (1.23),
	quantlibheader.html (1.5): quantlib.css will be used for QuantLib
	html documentation produced by DoxyGen in addition to doxygen.css

2001-09-11 11:00  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/: quantlib.hpp (1.3), MonteCarlo/mcpricer.hpp (1.2),
	MonteCarlo/montecarlomodel.hpp (1.2),
	MonteCarlo/multifactorpricer.hpp (1.2),
	Pricers/averagepriceasian.cpp (1.3), Pricers/averagepriceasian.hpp
	(1.2), Pricers/averagestrikeasian.cpp (1.3),
	Pricers/everestoption.cpp (1.2), Pricers/everestoption.hpp (1.2),
	Pricers/himalaya.cpp (1.2), Pricers/mceuropeanpricer.cpp (1.3),
	Pricers/mceuropeanpricer.hpp (1.2), Pricers/pagodaoption.cpp (1.2),
	Pricers/plainbasketoption.cpp (1.2): Merged GeneralMonteCarlo and
	SampleOption into MonteCarloModel

2001-09-11 10:17  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.37): Removed duplicate output file lines. (Why
	did they exist in the 1st place?)

2001-09-11 09:16  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.34), TODO.txt (1.24): updated

2001-09-10 12:17  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: quantlibfooter.html (1.5), quantlibheader.html (1.4),
	quantlib.css (1.1): HTML Layout revamped

2001-09-10 10:24  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.doxy (1.22), Docs/quantlibfooter.html (1.4),
	Docs/quantlibheader.html (1.3), Docs/where.docs (1.3),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.2), ql/quantlib.hpp
	(1.2), ql/DayCounters/actualactualeuro.cpp (1.2),
	ql/DayCounters/actualactualhistorical.cpp (1.2),
	ql/FiniteDifferences/bsmoperator.cpp (1.2),
	ql/FiniteDifferences/bsmoperator.hpp (1.2),
	ql/FiniteDifferences/dminus.hpp (1.3),
	ql/FiniteDifferences/dplus.hpp (1.3),
	ql/FiniteDifferences/dplusdminus.hpp (1.3),
	ql/FiniteDifferences/dzero.hpp (1.3), ql/MonteCarlo/Makefile.am
	(1.5), ql/MonteCarlo/antitheticpathgenerator.hpp (1.2),
	ql/MonteCarlo/europeanpathpricer.cpp (1.2),
	ql/MonteCarlo/europeanpathpricer.hpp (1.2),
	ql/MonteCarlo/gaussianmultipathgenerator.hpp (1.2),
	ql/MonteCarlo/gaussianpathgenerator.hpp (1.2),
	ql/MonteCarlo/gaussianrandomgenerator.hpp (1.2),
	ql/MonteCarlo/mcoptionsample.hpp (1.2),
	ql/MonteCarlo/multipathgenerator.hpp (1.2), ql/MonteCarlo/path.hpp
	(1.2), ql/MonteCarlo/pathgenerator.hpp (1.1),
	ql/MonteCarlo/pathpricer.hpp (1.2),
	ql/MonteCarlo/randomarraygenerator.hpp (1.4),
	ql/Pricers/averagepriceasian.cpp (1.2),
	ql/Pricers/averagestrikeasian.cpp (1.2),
	ql/Pricers/mceuropeanpricer.cpp (1.2): Path revamped

2001-09-07 10:08  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.36), Examples/DiscreteHedging/Makefile.am (1.6):
	Modified version to 0.2.0 and examples can now build independantly

2001-09-07 09:14  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.35), Examples/acinclude.m4 (1.1),
	Examples/configure.in (1.1): Enable examples to build autonomously

2001-09-07 08:48  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Examples/config/readme.txt (1.1): Dummy file ensuring that
	config/ is checked out

2001-09-07 08:45  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* quantlib-config.in (1.2): Small fix (CFLAGS cleanup)

2001-09-07 08:43  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Makefile.am (1.53): Added lines related to the quantlib.m4 file

2001-09-07 08:42  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* config/readme.txt (1.1): Dummy file ensuring that config/ is
	checked out

2001-09-07 08:35  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* quantlib.m4 (1.1): aclocal m4 file for QuantLib

2001-09-06 10:27  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Makefile.am (1.52), quantlib-config.in (1.1): Added
	quantlib-config script

2001-09-05 14:52  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/MonteCarlo/randomarraygenerator.hpp (1.3): readdition

2001-09-05 14:51  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ql/MonteCarlo/randomarraygenerator.hpp (1.2): dummy removal

2001-09-05 11:28  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.33), Readme.txt (1.12): small tweaks

2001-09-05 10:40  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.34): Added a line to produce intermediate scripts
	in config/

2001-09-05 10:11  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Makefile.am (1.51): Removed documentation-related steps

2001-09-05 09:49  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* configure.in (1.33): Removed documentation-related configuration
	steps (e.g. doxygen)

2001-09-05 09:48  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Docs/configure.in (1.1): Separated documentation from main
	configure process

2001-09-05 08:57  Marco Marchioro <marco.marchioro@riskmap.net>

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.2): Added setTime
	method for tridiagonal operator

2001-09-04 15:15  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/Makefile.am (1.22), Docs/core.docs (1.1), Docs/findiff.docs
	(1.1), Docs/index.docs (1.3), Docs/makefile.mak (1.16),
	Docs/mcarlo.docs (1.1), Docs/quantlibheader.html (1.2),
	Docs/quantlibheader.tex (1.4), Docs/Examples/custom_operator.cpp
	(1.5), ql/FiniteDifferences/backwardeuler.hpp (1.3),
	ql/FiniteDifferences/cranknicolson.hpp (1.2),
	ql/FiniteDifferences/dminus.hpp (1.2),
	ql/FiniteDifferences/dplus.hpp (1.2),
	ql/FiniteDifferences/dplusdminus.hpp (1.2),
	ql/FiniteDifferences/dzero.hpp (1.2),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.2),
	ql/FiniteDifferences/forwardeuler.hpp (1.2),
	ql/MonteCarlo/generalmontecarlo.hpp (1.2): Finite difference docs
	updated

2001-09-04 14:31  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.50), QuantLib.dep (1.5), QuantLib.mak (1.30),
	QuantLib.nsi (1.32), Examples/DiscreteHedging/DiscreteHedging.dep
	(1.3), Examples/DiscreteHedging/DiscreteHedging.mak (1.2),
	Examples/DiscreteHedging/Makefile.am (1.5): dep files are evil

2001-09-04 13:35  Ferdinando Ametrano <ferdinando@ametrano.net>

	* News.txt (1.5): first draft of the 0.2 News

2001-09-04 13:21  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/DiscreteHedging/DiscreteHedging.mak (1.1): it was
	missing

2001-09-04 12:57  Enrico Sirola <enrico.sirola@riskmap.net>

	* ChangeLog.txt (1.2): file updated

2001-09-04 12:56  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Makefile.am (1.49): small fix (updateproject.sh => bootstrap)

2001-09-04 12:54  Enrico Sirola <enrico.sirola@riskmap.net>

	* ql/: Makefile.am (1.4), Calendars/Makefile.am (1.4),
	CashFlows/Makefile.am (1.4), DayCounters/Makefile.am (1.4),
	FiniteDifferences/Makefile.am (1.4), Indexes/Makefile.am (1.4),
	Instruments/Makefile.am (1.4), Math/Makefile.am (1.4),
	MonteCarlo/Makefile.am (1.4), Patterns/Makefile.am (1.4),
	Pricers/Makefile.am (1.4), Solvers1D/Makefile.am (1.4),
	TermStructures/Makefile.am (1.4), Utilities/Makefile.am (1.4):
	installation path for header files fixed

2001-09-04 10:45  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.22), Docs/quantlibfooter.html (1.3), History.txt
	(1.11), News.txt (1.4), TODO.txt (1.23): updated

2001-09-04 10:28  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.31), Readme.txt (1.11), TODO.txt (1.21),
	Docs/where.docs (1.2): improved documentation

2001-09-04 09:30  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: Makefile.am (1.3), Calendars/Makefile.am (1.3),
	CashFlows/Makefile.am (1.3), DayCounters/Makefile.am (1.3),
	FiniteDifferences/Makefile.am (1.3),
	FiniteDifferences/backwardeuler.hpp (1.2), Indexes/Makefile.am
	(1.3), Instruments/Makefile.am (1.3), Math/Makefile.am (1.3),
	MonteCarlo/Makefile.am (1.3), Patterns/Makefile.am (1.3),
	Pricers/Makefile.am (1.3), Solvers1D/Makefile.am (1.3),
	TermStructures/Makefile.am (1.3), Utilities/Makefile.am (1.3):
	removed (hopefully) useless includedir=

2001-09-04 08:47  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* Examples/Makefile.am (1.12), Examples/DiscreteHedging/Makefile.am
	(1.4), ql/Makefile.am (1.2), ql/Calendars/Makefile.am (1.2),
	ql/CashFlows/Makefile.am (1.2), ql/DayCounters/Makefile.am (1.2),
	ql/FiniteDifferences/Makefile.am (1.2), ql/Indexes/Makefile.am
	(1.2), ql/Instruments/Makefile.am (1.2), ql/Math/Makefile.am (1.2),
	ql/MonteCarlo/Makefile.am (1.2), ql/Patterns/Makefile.am (1.2),
	ql/Pricers/Makefile.am (1.2), ql/Solvers1D/Makefile.am (1.2),
	ql/TermStructures/Makefile.am (1.2), ql/Utilities/Makefile.am
	(1.2): Small fix enabling QuantLib to build from a build/ directory

2001-09-04 07:47  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.30): 2 bugs fixed

2001-09-03 18:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.20): updated

2001-09-03 18:06  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Contributors.txt (1.12): added Sad

2001-09-03 17:44  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/DayCounters/actualactual.hpp (1.2): removed todo item (it has
	been done)

2001-09-03 17:36  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: index.docs (1.2), install.docs (1.2), platforms.docs
	(1.3), usage.docs (1.3): updated

2001-09-03 16:34  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/Pricers/dividendoption.cpp (1.2): gcc-3.0.1 fix
	(Array::iterator --> std-vector::iterator)

2001-09-03 16:33  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* ql/errors.hpp (1.2): gcc-3.0.1 fix (added destructor)

2001-09-03 15:32  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Examples/DiscreteHedging/Makefile.am (1.3): [no log message]

2001-09-03 15:29  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dep (1.4), QuantLib.dsp (1.39), QuantLib.mak (1.29),
	Examples/DiscreteHedging/DiscreteHedging.dep (1.2),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.2): MS VC now uses
	the build dir

2001-09-03 15:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.29), Examples/DiscreteHedging/Makefile.am (1.2):
	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 15:02  Ferdinando Ametrano <ferdinando@ametrano.net>

	* configure.in (1.32), Examples/Makefile.am (1.11), Makefile.am
	(1.48): source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 14:46  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsw (1.3), Examples/Examples.dsw (1.2),
	Examples/Makefile.am (1.10), Examples/makefile.mak (1.4),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.1),
	Examples/DiscreteHedging/DiscreteHedging.dep (1.1),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.1),
	Examples/DiscreteHedging/Makefile.am (1.1),
	Examples/DiscreteHedging/ReadMe.txt (1.1),
	Examples/DiscreteHedging/makefile.mak (1.1): HedgingError renamed
	as DiscreteHedging

2001-09-03 14:33  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.28): source (*.hpp and *.cpp) moved under
	topdir/ql

2001-09-03 14:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/TermStructures/: Makefile.am (1.1), flatforward.hpp (1.1),
	makefile.mak (1.1), piecewiseconstantforwards.cpp (1.1),
	piecewiseconstantforwards.hpp (1.1), piecewiseflatforward.cpp
	(1.1), piecewiseflatforward.hpp (1.1), ratehelpers.cpp (1.1),
	ratehelpers.hpp (1.1): source (*.hpp and *.cpp) moved under
	topdir/ql

2001-09-03 14:02  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: Calendars/Makefile.am (1.1), Calendars/frankfurt.cpp (1.1),
	Calendars/frankfurt.hpp (1.1), Calendars/helsinki.cpp (1.1),
	Calendars/helsinki.hpp (1.1), Calendars/london.cpp (1.1),
	Calendars/london.hpp (1.1), Calendars/makefile.mak (1.1),
	Calendars/milan.cpp (1.1), Calendars/milan.hpp (1.1),
	Calendars/newyork.cpp (1.1), Calendars/newyork.hpp (1.1),
	Calendars/target.cpp (1.1), Calendars/target.hpp (1.1),
	Calendars/wellington.cpp (1.1), Calendars/wellington.hpp (1.1),
	Calendars/westerncalendar.cpp (1.1), Calendars/westerncalendar.hpp
	(1.1), Calendars/zurich.cpp (1.1), Calendars/zurich.hpp (1.1),
	Pricers/Makefile.am (1.1), Pricers/americancondition.hpp (1.1),
	Pricers/americanoption.hpp (1.1), Pricers/averagepriceasian.cpp
	(1.1), Pricers/averagepriceasian.hpp (1.1),
	Pricers/averagestrikeasian.cpp (1.1),
	Pricers/averagestrikeasian.hpp (1.1), Pricers/barrieroption.cpp
	(1.1), Pricers/barrieroption.hpp (1.1), Pricers/bermudanoption.cpp
	(1.1), Pricers/bermudanoption.hpp (1.1), Pricers/binaryoption.cpp
	(1.1), Pricers/binaryoption.hpp (1.1),
	Pricers/bsmnumericaloption.cpp (1.1),
	Pricers/bsmnumericaloption.hpp (1.1), Pricers/cliquetoption.cpp
	(1.1), Pricers/cliquetoption.hpp (1.1),
	Pricers/dividendamericanoption.cpp (1.1),
	Pricers/dividendamericanoption.hpp (1.1),
	Pricers/dividendeuropeanoption.cpp (1.1),
	Pricers/dividendeuropeanoption.hpp (1.1),
	Pricers/dividendoption.cpp (1.1), Pricers/dividendoption.hpp (1.1),
	Pricers/dividendshoutoption.cpp (1.1),
	Pricers/dividendshoutoption.hpp (1.1), Pricers/europeanoption.cpp
	(1.1), Pricers/europeanoption.hpp (1.1), Pricers/everestoption.cpp
	(1.1), Pricers/everestoption.hpp (1.1),
	Pricers/finitedifferenceeuropean.cpp (1.1),
	Pricers/finitedifferenceeuropean.hpp (1.1),
	Pricers/geometricasianoption.hpp (1.1), Pricers/himalaya.cpp (1.1),
	Pricers/himalaya.hpp (1.1), Pricers/makefile.mak (1.1),
	Pricers/mceuropeanpricer.cpp (1.1), Pricers/mceuropeanpricer.hpp
	(1.1), Pricers/multiperiodoption.cpp (1.1),
	Pricers/multiperiodoption.hpp (1.1), Pricers/pagodaoption.cpp
	(1.1), Pricers/pagodaoption.hpp (1.1),
	Pricers/plainbasketoption.cpp (1.1), Pricers/plainbasketoption.hpp
	(1.1), Pricers/shoutcondition.hpp (1.1), Pricers/shoutoption.hpp
	(1.1), Pricers/singleassetoption.cpp (1.1),
	Pricers/singleassetoption.hpp (1.1),
	Pricers/stepconditionoption.cpp (1.1),
	Pricers/stepconditionoption.hpp (1.1): source (*.hpp and *.cpp)
	moved under topdir/ql

2001-09-03 13:59  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: Indexes/Makefile.am (1.1), Indexes/euribor.hpp (1.1),
	Indexes/gbplibor.hpp (1.1), Indexes/makefile.mak (1.1),
	Indexes/usdlibor.hpp (1.1), Indexes/xibor.cpp (1.1),
	Indexes/xibor.hpp (1.1), Indexes/xibormanager.cpp (1.1),
	Indexes/xibormanager.hpp (1.1), FiniteDifferences/Makefile.am
	(1.1), FiniteDifferences/backwardeuler.hpp (1.1),
	FiniteDifferences/boundarycondition.hpp (1.1),
	FiniteDifferences/bsmoperator.cpp (1.1),
	FiniteDifferences/bsmoperator.hpp (1.1),
	FiniteDifferences/cranknicolson.hpp (1.1),
	FiniteDifferences/dminus.hpp (1.1), FiniteDifferences/dplus.hpp
	(1.1), FiniteDifferences/dplusdminus.hpp (1.1),
	FiniteDifferences/dzero.hpp (1.1),
	FiniteDifferences/finitedifferencemodel.hpp (1.1),
	FiniteDifferences/forwardeuler.hpp (1.1),
	FiniteDifferences/identity.hpp (1.1),
	FiniteDifferences/makefile.mak (1.1),
	FiniteDifferences/operator.hpp (1.1),
	FiniteDifferences/operatortraits.hpp (1.1),
	FiniteDifferences/standardfdmodel.hpp (1.1),
	FiniteDifferences/standardstepcondition.hpp (1.1),
	FiniteDifferences/stepcondition.hpp (1.1),
	FiniteDifferences/tridiagonaloperator.cpp (1.1),
	FiniteDifferences/tridiagonaloperator.hpp (1.1),
	FiniteDifferences/valueatcenter.cpp (1.1),
	FiniteDifferences/valueatcenter.hpp (1.1), DayCounters/Makefile.am
	(1.1), DayCounters/actual360.hpp (1.1), DayCounters/actual365.hpp
	(1.1), DayCounters/actualactual.cpp (1.1),
	DayCounters/actualactual.hpp (1.1),
	DayCounters/actualactualeuro.cpp (1.1),
	DayCounters/actualactualeuro.hpp (1.1),
	DayCounters/actualactualhistorical.cpp (1.1),
	DayCounters/actualactualhistorical.hpp (1.1),
	DayCounters/makefile.mak (1.1), DayCounters/thirty360.cpp (1.1),
	DayCounters/thirty360.hpp (1.1), DayCounters/thirty360european.hpp
	(1.1), DayCounters/thirty360italian.cpp (1.1),
	DayCounters/thirty360italian.hpp (1.1), CashFlows/Makefile.am
	(1.1), CashFlows/accruingcoupon.hpp (1.1),
	CashFlows/cashflowvectors.cpp (1.1), CashFlows/cashflowvectors.hpp
	(1.1), CashFlows/fixedratecoupon.hpp (1.1),
	CashFlows/floatingratecoupon.cpp (1.1),
	CashFlows/floatingratecoupon.hpp (1.1), CashFlows/makefile.mak
	(1.1), CashFlows/simplecashflow.hpp (1.1): source (*.hpp and *.cpp)
	moved under topdir/ql

2001-09-03 13:55  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/: Patterns/Makefile.am (1.1), Patterns/observable.hpp (1.1),
	MonteCarlo/Makefile.am (1.1),
	MonteCarlo/antitheticpathgenerator.hpp (1.1),
	MonteCarlo/avgpriceasianpathpricer.cpp (1.1),
	MonteCarlo/avgpriceasianpathpricer.hpp (1.1),
	MonteCarlo/avgstrikeasianpathpricer.cpp (1.1),
	MonteCarlo/avgstrikeasianpathpricer.hpp (1.1),
	MonteCarlo/basketpathpricer.cpp (1.1),
	MonteCarlo/basketpathpricer.hpp (1.1), MonteCarlo/boxmuller.hpp
	(1.1), MonteCarlo/centrallimitgaussian.hpp (1.1),
	MonteCarlo/controlvariatedpathpricer.cpp (1.1),
	MonteCarlo/controlvariatedpathpricer.hpp (1.1),
	MonteCarlo/europeanpathpricer.cpp (1.1),
	MonteCarlo/europeanpathpricer.hpp (1.1),
	MonteCarlo/everestpathpricer.cpp (1.1),
	MonteCarlo/everestpathpricer.hpp (1.1),
	MonteCarlo/gaussianmultipathgenerator.hpp (1.1),
	MonteCarlo/gaussianpathgenerator.hpp (1.1),
	MonteCarlo/gaussianrandomgenerator.hpp (1.1),
	MonteCarlo/generalmontecarlo.hpp (1.1),
	MonteCarlo/geometricasianpathpricer.cpp (1.1),
	MonteCarlo/geometricasianpathpricer.hpp (1.1),
	MonteCarlo/getcovariance.cpp (1.1), MonteCarlo/getcovariance.hpp
	(1.1), MonteCarlo/himalayapathpricer.cpp (1.1),
	MonteCarlo/himalayapathpricer.hpp (1.1),
	MonteCarlo/inversecumulativegaussian.hpp (1.1),
	MonteCarlo/knuthrandomgenerator.cpp (1.1),
	MonteCarlo/knuthrandomgenerator.hpp (1.1),
	MonteCarlo/lecuyerrandomgenerator.cpp (1.1),
	MonteCarlo/lecuyerrandomgenerator.hpp (1.1),
	MonteCarlo/makefile.mak (1.1), MonteCarlo/mcoptionsample.hpp (1.1),
	MonteCarlo/mcpricer.hpp (1.1), MonteCarlo/montecarlomodel.hpp
	(1.1), MonteCarlo/multifactormontecarlooption.hpp (1.1),
	MonteCarlo/multifactorpricer.hpp (1.1), MonteCarlo/multipath.hpp
	(1.1), MonteCarlo/multipathgenerator.hpp (1.1),
	MonteCarlo/multipathpricer.hpp (1.1),
	MonteCarlo/onefactormontecarlooption.hpp (1.1),
	MonteCarlo/pagodapathpricer.cpp (1.1),
	MonteCarlo/pagodapathpricer.hpp (1.1), MonteCarlo/path.hpp (1.1),
	MonteCarlo/pathpricer.hpp (1.1),
	MonteCarlo/randomarraygenerator.hpp (1.1),
	MonteCarlo/uniformrandomgenerator.hpp (1.1), Math/Makefile.am
	(1.1), Math/cubicspline.hpp (1.1), Math/interpolation.hpp (1.1),
	Math/lexicographicalview.hpp (1.1), Math/linearinterpolation.hpp
	(1.1), Math/makefile.mak (1.1), Math/matrix.cpp (1.1),
	Math/matrix.hpp (1.1), Math/multivariateaccumulator.cpp (1.1),
	Math/multivariateaccumulator.hpp (1.1), Math/normaldistribution.cpp
	(1.1), Math/normaldistribution.hpp (1.1), Math/riskmeasures.hpp
	(1.1), Math/segmentintegral.cpp (1.1), Math/segmentintegral.hpp
	(1.1), Math/statistics.cpp (1.1), Math/statistics.hpp (1.1),
	Math/symmetriceigenvalues.hpp (1.1),
	Math/symmetricschurdecomposition.cpp (1.1),
	Math/symmetricschurdecomposition.hpp (1.1), Instruments/Makefile.am
	(1.1), Instruments/makefile.mak (1.1), Instruments/simpleswap.cpp
	(1.1), Instruments/simpleswap.hpp (1.1), Instruments/stock.cpp
	(1.1), Instruments/stock.hpp (1.1), Instruments/swap.cpp (1.1),
	Instruments/swap.hpp (1.1): source (*.hpp and *.cpp) moved under
	topdir/ql

2001-09-03 13:51  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.47), QuantLib.dsp (1.38), QuantLib.mak (1.28),
	makefile.mak (1.23), Docs/makefile.mak (1.15), Docs/quantlib.doxy
	(1.21), Examples/makefile.mak (1.3), ql/Solvers1D/newton.hpp (1.1),
	ql/Solvers1D/newtonsafe.cpp (1.1), ql/Solvers1D/newtonsafe.hpp
	(1.1), ql/Solvers1D/ridder.cpp (1.1), ql/Solvers1D/ridder.hpp
	(1.1), ql/Solvers1D/secant.cpp (1.1), ql/Solvers1D/secant.hpp
	(1.1), ql/Solvers1D/Makefile.am (1.1), ql/Solvers1D/bisection.cpp
	(1.1), ql/Solvers1D/bisection.hpp (1.1), ql/Solvers1D/brent.cpp
	(1.1), ql/Solvers1D/brent.hpp (1.1), ql/Solvers1D/falseposition.cpp
	(1.1), ql/Solvers1D/falseposition.hpp (1.1),
	ql/Solvers1D/makefile.mak (1.1), ql/Solvers1D/newton.cpp (1.1),
	ql/Makefile.am (1.1), ql/array.hpp (1.1), ql/calendar.cpp (1.1),
	ql/calendar.hpp (1.1), ql/cashflow.hpp (1.1), ql/config.ansi.hpp
	(1.1), ql/config.bcc.hpp (1.1), ql/config.decc.hpp (1.1),
	ql/config.msvc.hpp (1.1), ql/config.mwcw.hpp (1.1), ql/currency.hpp
	(1.1), ql/dataformatters.cpp (1.1), ql/dataformatters.hpp (1.1),
	ql/date.cpp (1.1), ql/date.hpp (1.1), ql/daycounter.hpp (1.1),
	ql/depositrate.hpp (1.1), ql/errors.hpp (1.1),
	ql/expressiontemplates.hpp (1.1), ql/forwardvolsurface.hpp (1.1),
	ql/handle.hpp (1.1), ql/history.hpp (1.1), ql/index.hpp (1.1),
	ql/instrument.hpp (1.1), ql/makefile.mak (1.1),
	ql/marketelement.hpp (1.1), ql/null.hpp (1.1), ql/options.hpp
	(1.1), ql/qldefines.hpp (1.1), ql/quantlib.hpp (1.1),
	ql/relinkablehandle.hpp (1.1), ql/riskstatistics.hpp (1.1),
	ql/scheduler.cpp (1.1), ql/scheduler.hpp (1.1), ql/solver1d.cpp
	(1.1), ql/solver1d.hpp (1.1), ql/swaptionvolsurface.hpp (1.1),
	ql/termstructure.hpp (1.1), ql/types.hpp (1.1): source (*.hpp and
	*.cpp) moved under topdir/ql

2001-09-03 13:47  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ql/Utilities/: Makefile.am (1.1), combiningiterator.hpp (1.1),
	couplingiterator.hpp (1.1), filteringiterator.hpp (1.1),
	iteratorcategories.hpp (1.1), processingiterator.hpp (1.1),
	steppingiterator.hpp (1.1): source (*.hpp and *.cpp) moved under
	topdir/ql

2001-09-03 13:32  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* TODO.txt (1.19), Docs/Makefile.am (1.21), Docs/makefile.mak
	(1.14), Docs/quantlibheader.tex (1.3): [no log message]

2001-09-03 10:50  Enrico Sirola <enrico.sirola@riskmap.net>

	* Makefile.am (1.46), bootstrap (1.1), updateproject.sh (1.4):
	bootstrap script name changed from updateproject.sh to bootstrap

2001-09-03 10:34  Sadruddin Rejeb <sad.rejeb@riskmap.it>

	* TODO.txt (1.18): gcc-3.0 -> gcc-3.0.1

2001-09-03 08:05  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/images/QL-largish.bmp (1.1): added for Win32 installer
	splash screen

2001-09-03 08:01  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.27): new version

2001-09-03 08:01  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.17): updated

2001-09-03 08:00  Ferdinando Ametrano <ferdinando@ametrano.net>

	* updateproject.sh (1.3): comments added

2001-09-03 07:58  Ferdinando Ametrano <ferdinando@ametrano.net>

	* configure.in (1.31), News.txt (1.3): version update to 0.2

2001-09-03 07:54  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: quantlib.doxy (1.20), usage.docs (1.2): improved

2001-09-03 07:53  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/Examples/: custom_operator.cpp (1.4), history_iterators.cpp
	(1.5): copyright notice removed

2001-08-31 15:20  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.26): added dep files to the installer

2001-08-31 14:47  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.25): full install is now the first option

2001-08-31 13:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dep (1.3), QuantLib.mak (1.27): updated

2001-08-30 17:52  Enrico Sirola <enrico.sirola@riskmap.net>

	* configure.in (1.30): test on time.h added

2001-08-30 17:33  Ferdinando Ametrano <ferdinando@ametrano.net>

	* configure.in (1.29): clock substitued by time

2001-08-30 17:03  Ferdinando Ametrano <ferdinando@ametrano.net>

	* acconfig.h (1.4): clock substitued by time

2001-08-30 10:38  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dep (1.2), QuantLib.dsp (1.37), QuantLib.mak (1.26):
	little changes

2001-08-29 19:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.36), QuantLib.mak (1.25): added 2 more
	ActualActual day count convention not finished yet

2001-08-29 09:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.45), Examples/Makefile.am (1.9): updated
	EXTRA_DIST files

2001-08-29 09:16  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.35), QuantLib.mak (1.24): changed OnTheEdge
	output dirs

2001-08-29 09:15  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.24): added dep files to avoid annoying warning

2001-08-29 09:10  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dep (1.1): added dep files to avoid annoying warning

2001-08-28 17:23  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.34), QuantLib.mak (1.23): unsigned int instead of
	int

2001-08-28 15:22  Enrico Sirola <enrico.sirola@riskmap.net>

	* Makefile.am (1.44): [no log message]

2001-08-28 14:46  Enrico Sirola <enrico.sirola@riskmap.net>

	* Makefile.am (1.43), configure.in (1.28), Examples/Makefile.am
	(1.8): .am files for examples added, minor changes to permit
	compilation on unixes

2001-08-28 13:01  Enrico Sirola <enrico.sirola@riskmap.net>

	* install-sh (1.1), configure (1.2), install-sh (1.2): [no log
	message]

2001-08-28 12:42  Enrico Sirola <enrico.sirola@riskmap.net>

	* configure (1.1): this file has been added in order to compile
	easily using cygwin tools

2001-08-28 12:34  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.16): updated

2001-08-27 15:27  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.41), Makefile.am (1.42): typo fixed

2001-08-27 13:16  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.23): typos fixed

2001-08-27 12:43  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.22): 2 Win32 binaries installer: full and light

2001-08-27 11:56  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/Makefile.am (1.20): improved installer

2001-08-27 11:23  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.21), TODO.txt (1.15), Docs/QuantLib-docs.nsi
	(1.6): improved installer

2001-08-23 15:13  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.20), Docs/QuantLib-docs.nsi (1.5): improving ....

2001-08-23 14:58  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/makefile.mak (1.13): Doc fixes

2001-08-23 14:39  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.33), QuantLib.mak (1.22), QuantLib.nsi (1.19),
	Readme.txt (1.10), Docs/QuantLib-docs.nsi (1.4): miscellanea

2001-08-23 13:28  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsw (1.2): Example dsp added

2001-08-23 13:07  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.40): bug fixed

2001-08-23 13:04  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.39): typo fixed

2001-08-23 13:04  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/QuantLib-docs.nsi (1.3): added link to index.html

2001-08-23 12:59  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.38), Docs/QuantLib-docs.nsi (1.2),
	Examples/Makefile.am (1.7): makedist now distributes examples

2001-08-23 12:42  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/Makefile.am (1.6): makedist now distributes examples

2001-08-23 11:24  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.18), Examples/makefile.mak (1.2): try/catch in
	examples

2001-08-23 11:21  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: QuantLib-docs.nsi (1.1), Makefile.am (1.19): Win32
	documentation installer

2001-08-23 10:16  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.17), Examples/Examples.dsw (1.1): Examples have
	been added to Win32 binary installer

2001-08-23 09:41  Ferdinando Ametrano <ferdinando@ametrano.net>

	* makefile.mak (1.22): improved Borland examples makefiles

2001-08-23 09:40  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/platforms.docs (1.2): added 2 platforms

2001-08-23 08:42  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.37), configure.in (1.27), Docs/Makefile.am (1.18),
	Docs/quantlibheader.tex (1.2): A few fixes for making docs on Linux

2001-08-22 18:16  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.13), TODO.txt (1.14): update

2001-08-22 17:57  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.mak (1.21), makefile.mak (1.21), Examples/makefile.mak
	(1.1): Examples compiles under borland added borland makefile

2001-08-22 17:54  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* TODO.txt (1.12), Docs/Makefile.am (1.17), Docs/index.docs (1.1),
	Docs/install.docs (1.1), Docs/license.docs (1.2), Docs/main.docs
	(1.3), Docs/makefile.mak (1.12), Docs/platforms.docs (1.1),
	Docs/quantlib.doxy (1.19), Docs/quantlibheader.html (1.1),
	Docs/quantlibheader.tex (1.1), Docs/usage.docs (1.1),
	Docs/where.docs (1.1): Documentation revamped

2001-08-22 15:28  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.32), QuantLib.mak (1.20): added
	AntitheticPathGenerator

2001-08-21 14:21  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.11): removed default constructors and useless
	isInitialized_ private member
	
	[also enabled MS Visual C++ profiling]

2001-08-13 15:06  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.10): added dividendRho method

2001-08-08 15:47  Marco Marchioro <marco.marchioro@riskmap.net>

	* QuantLib.dsp (1.31), QuantLib.mak (1.19): Class SegmentIntegral
	computes the integral of a function over an interval

2001-08-07 17:33  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.30), QuantLib.mak (1.18), TODO.txt (1.9): 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 11:25  Matteo Gallivanoni <matteo.gallivanoni@riskmap.net>

	* Docs/Examples/: custom_operator.cpp (1.3), history_iterators.cpp
	(1.4): copyright header maintenance

2001-08-06 15:43  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.29), QuantLib.mak (1.17): BSMOption now is
	SingleAssetOption BSMEuropeanOption now is EuropeanOption

2001-07-27 08:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.8): updated

2001-07-26 17:15  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.7): updated

2001-07-26 13:55  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.6): updated

2001-07-26 11:09  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.5): updated

2001-07-26 08:27  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/Makefile.am (1.16): wrong path bug fixed

2001-07-25 15:47  Matteo Gallivanoni <matteo.gallivanoni@riskmap.net>

	* Docs/Examples/: custom_operator.cpp (1.2), history_iterators.cpp
	(1.3): Change from quantlib.sourceforge.net to quantlib.org

2001-07-25 10:47  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.28), QuantLib.mak (1.16): generate browse info

2001-07-25 08:18  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: main.docs (1.2), misc.docs (1.2): [no log message]

2001-07-25 07:42  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.36): updated

2001-07-25 07:36  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.35): updated

2001-07-24 17:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.4): Borland/linux port of the examples

2001-07-24 16:59  Ferdinando Ametrano <ferdinando@ametrano.net>

	* INSTALL.txt (1.1), Makefile.am (1.34), README-mac.txt (1.3),
	README-win.txt (1.5), Readme.txt (1.9), Docs/Makefile.am (1.15),
	Docs/README.txt (1.11), Docs/groups.docs (1.1), Docs/license.docs
	(1.1), Docs/main.docs (1.1), Docs/makefile.mak (1.11),
	Docs/misc.docs (1.1), Docs/quantlib.doxy (1.18),
	Docs/images/QL-largish.eps (1.1), Docs/images/QL-largish.jpg (1.1),
	Docs/images/QL-largish.pdf (1.1), Docs/images/QL-small-notitle.jpg
	(1.1): documentation revised

2001-07-24 16:58  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.3): RPM package added

2001-07-24 15:04  Ferdinando Ametrano <ferdinando@ametrano.net>

	* History.txt (1.10): quantlib.org replaced
	quantlib.sourceforge.net

2001-07-23 08:30  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/Makefile.am (1.14): Fixed indentation

2001-07-19 16:40  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.33), Docs/Makefile.am (1.13), Docs/makefile.mak
	(1.10), Docs/quantlibfooter.html (1.2): Improved docs a bit

2001-07-19 15:21  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.mak (1.15): updated

2001-07-19 14:27  Matteo Gallivanoni <matteo.gallivanoni@riskmap.net>

	* configure.in (1.26): warnings purged

2001-07-19 11:00  Ferdinando Ametrano <ferdinando@ametrano.net>

	* TODO.txt (1.2): updated

2001-07-19 10:29  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Authors.txt (1.5), Contributors.txt (1.11): updated

2001-07-18 17:32  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Authors.txt (1.4), Contributors.txt (1.10): updating

2001-07-18 17:30  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.32), TODO.txt (1.1): to do list

2001-07-17 08:42  Ferdinando Ametrano <ferdinando@ametrano.net>

	* README-win.txt (1.4): added Visual Studio suggestions

2001-07-17 08:37  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Readme.txt (1.8): added configuration/compiler list

2001-07-16 16:11  Ferdinando Ametrano <ferdinando@ametrano.net>

	* updateproject.sh (1.2): reordered

2001-07-16 15:20  Marco Marchioro <marco.marchioro@riskmap.net>

	* QuantLib.dsp (1.27), QuantLib.mak (1.14): cashflow.hpp added

2001-07-15 08:34  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Authors.txt (1.3), Contributors.txt (1.9), Examples/README.txt
	(1.2): feedback to Maxim's example

2001-07-11 16:43  Adolfo Benin <adolfo.benin@riskmap.net>

	* Docs/README.txt (1.10): added a note about MikTek on Win32

2001-07-11 09:44  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.16): install executable sets environment variable
	QL_DIR

2001-07-09 16:29  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/Examples/: custom_operator.cpp (1.1), history_iterators.cpp
	(1.2): Some documentation and market element

2001-07-06 09:02  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Contributors.txt (1.8): updated Maxim data

2001-07-05 15:57  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* QuantLib.dsp (1.26): Collected typedefs in a single file

2001-07-05 13:51  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Contributors.txt (1.7): Maxim "Ronin" contribution on efficiency
	and style

2001-07-03 13:24  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* QuantLib.dsp (1.25), QuantLib.mak (1.13): Added Knuth random
	generator after doubts were casted on the NR one

2001-06-27 13:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.24), QuantLib.mak (1.12): added 2 new
	configurations for custom builds an explainatory README will follow

2001-06-27 12:18  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.doxy (1.17): Sources are back in the html docs

2001-06-26 16:32  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.23), QuantLib.mak (1.11): added 2 new
	configurations for custom builds an explainatory README will follow

2001-06-26 13:27  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.22), QuantLib.mak (1.10): added 2 new
	configurations for custom builds an explainatory README will follow

2001-06-26 09:20  Marco Marchioro <marco.marchioro@riskmap.net>

	* QuantLib.dsp (1.21), QuantLib.mak (1.9): Method set price added
	to class stock

2001-06-25 11:28  Enrico Sirola <enrico.sirola@riskmap.net>

	* Examples/Makefile.am (1.5): dist target fixed

2001-06-25 11:22  Enrico Sirola <enrico.sirola@riskmap.net>

	* Makefile.am (1.31), Docs/Makefile.am (1.12),
	Docs/Examples/Makefile.am (1.2): dist target fixed

2001-06-25 10:04  Ferdinando Ametrano <ferdinando@ametrano.net>

	* History.txt (1.9), Docs/Makefile.am (1.11): R019-branch-merge5
	merged into trunk

2001-06-22 16:38  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.doxy (1.16): Improved documentation

2001-06-22 14:54  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Examples/Makefile.am (1.4), Examples/README.txt (1.1),
	Examples/history_iterators.cpp (1.6), Docs/Makefile.am (1.10),
	Docs/quantlib.doxy (1.15), Docs/Examples/Makefile.am (1.1),
	Docs/Examples/history_iterators.cpp (1.1): doxygen example file
	moved under Docs/Examples

2001-06-18 10:24  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.20), QuantLib.mak (1.8): file list updated

2001-06-15 13:57  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: Makefile.am (1.6.2.1), makefile.mak (1.7.2.1): updated to
	doxygen 1.2.8.1

2001-06-15 13:52  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.doxy (1.14): Reworked indexes

2001-06-15 09:52  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: quantlib.doxy (1.9.2.3), quantlib.linux.doxy (1.2.2.1),
	quantlib.win32.doxy (1.2.2.1): upgraded to 1.2.8.1

2001-06-12 16:33  Marco Marchioro <marco.marchioro@riskmap.net>

	* QuantLib.dsp (1.19), QuantLib.mak (1.7): VS-projects updated

2001-06-11 09:09  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: quantlib.doxy (1.13), quantlib.linux.doxy (1.2),
	quantlib.win32.doxy (1.2): Updated to Doxygen 1.2.8.1

2001-06-08 09:14  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.18), QuantLib.mak (1.6): removed useless include
	dir Include/Pricers

2001-06-07 09:54  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.doxy (1.9.2.2): Added deprecated classes in
	documentation

2001-06-05 14:36  Ferdinando Ametrano <ferdinando@ametrano.net>

	* History.txt (1.3.2.3): updated

2001-06-05 12:45  Ferdinando Ametrano <ferdinando@ametrano.net>

	* History.txt (1.8), QuantLib.nsi (1.15): R019-branch-merge4 merged
	into trunk

2001-06-05 10:56  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.30): Added docs-clean target

2001-06-05 10:53  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/Makefile.am (1.9): tab fixed

2001-06-05 09:35  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: Makefile.am (1.8), makefile.mak (1.9), quantlib.doxy
	(1.12), quantlib.linux.doxy (1.1), quantlib.win32.doxy (1.1):
	Updated docs to use Doxygen 1.2.8

2001-06-04 13:17  Marco Marchioro <marco.marchioro@riskmap.net>

	* QuantLib.dsp (1.17), QuantLib.mak (1.5): ParCoupon added to
	project

2001-06-01 16:50  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.doxy (1.11): Term structure on deposits and swaps

2001-05-31 14:48  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* QuantLib.dsp (1.16): Worked around Visual C++ deficiencies

2001-05-31 10:10  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* configure.in (1.25): Added new dirs in configure.in

2001-05-31 09:00  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* QuantLib.nsi (1.14): Cash flows, scheduler, and generic swap
	added - the latter should be specialized and tested

2001-05-30 15:22  Ferdinando Ametrano <ferdinando@ametrano.net>

	* History.txt (1.7): added release date

2001-05-30 14:50  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.13): debug libraries removed from installer

2001-05-28 19:29  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.10.2.1): removed docs from binary installer

2001-05-28 19:25  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.12): removed docs from binary installer

2001-05-28 14:57  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.29): Removed files removed from distribution list
	also

2001-05-28 14:11  Ferdinando Ametrano <ferdinando@ametrano.net>

	* History.txt (1.3.2.2): typos fixed (actually reverting back)

2001-05-28 14:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* History.txt (1.3.2.1): added history of release 0.1.9

2001-05-28 14:06  Ferdinando Ametrano <ferdinando@ametrano.net>

	* History.txt (1.6): typos fixed

2001-05-28 13:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* makefile.mak (1.20): I'm confused, but it seems like we don't
	need to mkdir

2001-05-28 13:09  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.15), QuantLib.mak (1.4), makefile.mak (1.19):
	R019-branch-merge3 merged into trunk

2001-05-28 12:57  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.13.2.2), QuantLib.mak (1.3.2.1), makefile.mak
	(1.15.2.2): VarTool renamed RiskMeasures

2001-05-28 12:44  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.13.2.1), makefile.mak (1.15.2.1): VarTool renamed
	RiskMeasures

2001-05-25 16:33  Ferdinando Ametrano <ferdinando@ametrano.net>

	* makefile.mak (1.18): improved install directive

2001-05-25 16:01  Ferdinando Ametrano <ferdinando@ametrano.net>

	* configure.in (1.24): R019-branch-merge2 merged into trunk

2001-05-25 15:58  Ferdinando Ametrano <ferdinando@ametrano.net>

	* configure.in (1.23), Docs/quantlib.doxy (1.10):
	R019-branch-merge2 merged into trunk

2001-05-25 15:13  Ferdinando Ametrano <ferdinando@ametrano.net>

	* configure.in (1.21.2.1), Docs/quantlib.doxy (1.9.2.1): release
	version updated to 0.1.9

2001-05-25 13:49  Ferdinando Ametrano <ferdinando@ametrano.net>

	* History.txt (1.5): fixed few typos

2001-05-25 10:14  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* ChangeLogShort.txt (1.2), History.txt (1.4), QuantLib.prj (1.2),
	QuantLib.prj.exp (1.2), README-mac.txt (1.2), README-win.txt (1.3),
	Readme.txt (1.7): Updated a few readme files

2001-05-24 16:06  Ferdinando Ametrano <ferdinando@ametrano.net>

	* makefile.mak (1.17): commented out QL_DIR requirement

2001-05-24 13:34  Ferdinando Ametrano <ferdinando@ametrano.net>

	* ChangeLog.txt (1.1), ChangeLogShort.txt (1.1): changelog added. 
	Manual update for the time being

2001-05-24 12:52  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.28), makefile.mak (1.16), Docs/Makefile.am (1.7),
	Docs/makefile.mak (1.8), Examples/Makefile.am (1.3): smoothing
	#include xx.hpp

2001-05-24 11:15  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* QuantLib.dsp (1.14), QuantLib.nsi (1.11), configure.in (1.22):
	Stripped conventions from Currencies

2001-05-23 13:06  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.13), QuantLib.mak (1.3): just to be sure ... the
	latest version

2001-05-23 09:23  Marco Marchioro <marco.marchioro@riskmap.net>

	* QuantLib.dsp (1.12): included solver1d.hpp

2001-05-22 14:43  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.10): comment added

2001-05-22 13:43  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.9): 80 columns enforced

2001-05-22 08:34  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.mak (1.2): Visual Studio command line make file updated

2001-05-21 13:12  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.8): upgraded to NSIS 1.41

2001-05-21 11:16  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.27), configure.in (1.21): SWIG folder removed

2001-05-21 11:11  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.26), configure.in (1.20): Ruby extension removed

2001-05-21 11:06  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.25), configure.in (1.19), makefile.mak (1.15):
	Python extension removed

2001-05-18 08:21  Marco Marchioro <marco.marchioro@riskmap.net>

	* QuantLib.dsp (1.11): USD-Libor index added

2001-05-17 14:23  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* QuantLib.dsp (1.10): Removed phony currencies before adding
	methods to interface

2001-05-16 16:55  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/README.txt (1.9): improved doc

2001-05-16 10:25  Marco Marchioro <marco.marchioro@riskmap.net>

	* QuantLib.dsp (1.9): Updated for indexes

2001-05-16 09:57  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* configure.in (1.18), makefile.mak (1.14): Added indexes and
	piecewise flat forward curve

2001-05-16 08:35  Ferdinando Ametrano <ferdinando@ametrano.net>

	* makefile.mak (1.13): reverted "make python" to old style, not
	ready for distutils with borland compiler

2001-05-15 16:10  Ferdinando Ametrano <ferdinando@ametrano.net>

	* makefile.mak (1.12): updated all PyWrap depencencies to
	PyQuantLibWrap

2001-05-14 10:14  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* QuantLib.dsp (1.8): [no log message]

2001-05-11 07:29  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.7): added CVS tag.  Swig files are back (for a
	while)

2001-05-09 11:06  Ferdinando Ametrano <ferdinando@ametrano.net>

	* README-win.txt (1.2), Readme.txt (1.6): A few comments
	modified/removed

2001-05-09 09:22  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.6): removed SWIG and *.cpp files from the
	binaries' installer

2001-05-02 12:44  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.doxy (1.9): Set SHORT_NAMES to YES

2001-05-02 09:30  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.doxy (1.8): Updated for Doxygen 1.2.7

2001-04-30 15:45  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/makefile.mak (1.7): make clean in Docs also deletes man

2001-04-26 11:20  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.24): python-test uses Distutils under linux

2001-04-24 16:02  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.5): smoothing ...

2001-04-24 15:01  Ferdinando Ametrano <ferdinando@ametrano.net>

	* makefile.mak (1.11): fixed makefiles

2001-04-24 14:55  Ferdinando Ametrano <ferdinando@ametrano.net>

	* makefile.mak (1.10): fixed makefiles

2001-04-24 13:51  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* makefile.mak (1.9): Hopefully fixed install

2001-04-24 09:11  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* makefile.mak (1.8): Fixed message for missing environment
	variable

2001-04-23 07:33  Ferdinando Ametrano <ferdinando@ametrano.net>

	* makefile.mak (1.7): install directive now first purges the files
	already installed

2001-04-20 16:06  Ferdinando Ametrano <ferdinando@ametrano.net>

	* makefile.mak (1.6): make install for the library

2001-04-20 10:52  Ferdinando Ametrano <ferdinando@ametrano.net>

	* History.txt (1.3), News.txt (1.2), Docs/makefile.mak (1.6),
	Docs/quantlib.doxy (1.7): smoothing the autobuild process

2001-04-19 15:46  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.4): fixed pdf documentation

2001-04-19 12:07  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.3): smoothing ...

2001-04-19 07:40  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.23), Docs/Makefile.am (1.6), Examples/Makefile.am
	(1.2): added CVS tags

2001-04-18 13:38  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.22): QuantLib.nsi was missing from distribution

2001-04-18 09:17  Ferdinando Ametrano <ferdinando@ametrano.net>

	* configure.in (1.17): smoothing ...

2001-04-17 16:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/Makefile.am (1.5): typo fixed

2001-04-17 15:43  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.21), Docs/quantlib.doxy (1.6): smoothing ...

2001-04-17 15:27  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: footer.html (1.4), quantlibfooter.html (1.1): footer.html
	replaced by quantlibfooter.html

2001-04-17 14:45  Enrico Sirola <enrico.sirola@riskmap.net>

	* Makefile.am (1.20): typo fixed

2001-04-17 14:40  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.2): no message

2001-04-17 14:31  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.nsi (1.1): Null Soft installer script

2001-04-17 14:01  Enrico Sirola <enrico.sirola@riskmap.net>

	* Makefile.am (1.19): dist target updated

2001-04-17 13:15  Enrico Sirola <enrico.sirola@riskmap.net>

	* Makefile.am (1.18): trailing \ removed

2001-04-17 12:59  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.17): added few Win32 files to Unix make dist
	directive

2001-04-13 13:06  Ferdinando Ametrano <ferdinando@ametrano.net>

	* makefile.mak (1.5): now python directive does not depend on
	general make directive

2001-04-13 12:23  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsw (1.1), QuantLib.mak (1.1): added QuantLib Visual
	Studio makefile

2001-04-13 08:42  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.7), makefile.mak (1.4): new homes for Win32 libs

2001-04-13 08:19  Ferdinando Ametrano <ferdinando@ametrano.net>

	* lib/Win32/: Borland/README.txt (1.1), VisualStudio/README.txt
	(1.1): new homes for Win32 libs

2001-04-11 17:03  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* QuantLib.dsp (1.6): Python VC++ project fixed and moved to Python
	dir

2001-04-10 14:51  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.doxy (1.5), Examples/history_iterators.cpp (1.5):
	Added Microsoft Help format to Doxygen output

2001-04-10 14:35  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/quantlib.doxy (1.4): Fixed include paths

2001-04-09 15:51  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* configure.in (1.16): Compiling again under Linux

2001-04-09 14:32  Ferdinando Ametrano <ferdinando@ametrano.net>

	* lib/README.txt (1.1): QuantLib.lib is produced into lib folder

2001-04-06 18:46  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Authors.txt (1.2), Contributors.txt (1.6), LICENSE.TXT (1.2),
	Examples/history_iterators.cpp (1.4): changed Authors,
	Contributors, Licence and copyright header

2001-04-06 16:19  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.16), configure.in (1.15), Docs/Makefile.am (1.4),
	Docs/quantlib.doxy (1.3): Fixed Doxygen-related stuff

2001-04-05 13:33  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.5): small fixes

2001-04-04 13:32  Enrico Sirola <enrico.sirola@riskmap.net>

	* configure.in (1.14): tons of typos fixed

2001-04-04 12:55  Ferdinando Ametrano <ferdinando@ametrano.net>

	* configure.in (1.13): Headers policy: linux conf catching up

2001-04-04 12:13  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.3), Examples/history_iterators.cpp (1.3),
	QuantLib.dsp (1.4): Headers policy part 2: The Include directory is
	added to the compiler's include search path.  Then both your code
	and user code specifies the sub-directory in #include directives,
	as in #include <Solvers1d/newton.hpp>

2001-04-04 11:07  Ferdinando Ametrano <ferdinando@ametrano.net>

	* QuantLib.dsp (1.2), Examples/history_iterators.cpp (1.2): Headers
	policy part 1: Headers should have a .hpp (lowercase) filename
	extension All *.h renamed to *.hpp

2001-04-02 09:21  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.15), QuantLib.prj (1.1), QuantLib.prj.exp (1.1),
	README-mac.txt (1.1): Removed Mac folder

2001-03-30 15:45  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.14), configure.in (1.12): Still working on make
	dist (and added IntVector and DoubleVector to Ruby module)

2001-03-30 10:14  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.13), QuantLib.dsp (1.1), README-win.txt (1.1):
	Emptied Win directory

2001-03-29 10:03  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* makefile.mak (1.3): Moved bcc makefile from Win to Sources

2001-03-28 13:33  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.12), configure.in (1.11): Generated distribution
	almost complete (and added random generators to Ruby module)

2001-03-28 13:08  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/README.txt (1.8): better numbering

2001-03-27 17:39  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.11), configure.in (1.10), Docs/Makefile.am (1.3),
	Examples/Makefile.am (1.1): Making sure dist target is complete
	(and added distributions to Ruby module)

2001-03-26 16:07  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* makefile.mak (1.2), Docs/makefile.mak (1.5): Moved docs make
	targets to makefile in Docs dir - added docs-* target in global
	makefile

2001-03-26 12:41  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.10), configure.in (1.9): Added ruby, ruby-install
	and ruby-test targets to makefile (and added calendars to Ruby
	module in the meantime)

2001-03-23 16:03  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* makefile.mak (1.1): Added makefile for Borland C++ at root level

2001-03-23 15:01  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.9), configure.in (1.8): Added targets python and
	python-install which actually build and install the module, and
	renamed target test to python-test

2001-03-15 16:51  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/footer.html (1.3): Aligned under Netscape, Explorer and
	Opera

2001-03-15 16:07  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Makefile.am (1.8), Docs/README.txt (1.7), Docs/footer.html (1.2),
	Docs/quantlib.doxy (1.2): doxy config file renamed and unified
	(Win32 and Linux) html doc footer modified

2001-03-15 15:45  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/: Makefile.am (1.2), README.txt (1.6), footer.html (1.1),
	offline.doxy (1.10), offline.doxy.linux (1.3), online.doxy (1.9),
	onlinefooter.html (1.3), quantlib.doxy (1.1): doxy config file
	renamed and unified (Win32 and Linux) html doc footer modified

2001-03-14 15:20  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: offline.doxy (1.9), offline.doxy.linux (1.2), online.doxy
	(1.8): Updated for Doxygen 1.2.6 (grab it)

2001-03-05 16:17  Enrico Sirola <enrico.sirola@riskmap.net>

	* Makefile.am (1.7), configure.in (1.7), Docs/Makefile.am (1.1):
	doxygen support added

2001-03-02 14:27  Enrico Sirola <enrico.sirola@riskmap.net>

	* Makefile.am (1.6): typo fixed

2001-03-02 08:36  Enrico Sirola <enrico.sirola@riskmap.net>

	* Docs/offline.doxy.linux (1.1): Shout options added:	*
	BSMAmericanOption is now AmericanOption, same interface       *
	ShoutOption added     * both ShoutOption and AmericanOption inherit
	from	    StepConditionOption offline.doxy.linux added.

2001-02-26 18:22  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* configure.in (1.6): Replaced std::domain_error with
	QuantLib::IndexError

2001-02-22 15:22  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Makefile.am (1.5), configure.in (1.5): Added test target to
	makefile

2001-02-19 14:00  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: offline.doxy (1.8), online.doxy (1.7): Corrected
	documentation

2001-02-15 17:36  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* acconfig.h (1.3), acinclude.m4 (1.2), configure.in (1.4): Added
	checks for iterator and iterator_traits

2001-02-09 19:45  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* acconfig.h (1.2), configure.in (1.3): Updated configuration
	macros

2001-02-09 19:25  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: offline.doxy (1.7), online.doxy (1.6): Reworked macro
	documentation

2001-02-08 17:05  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/offline.doxy (1.6): Switched EXTRACT ALL off

2001-02-05 14:49  Enrico Sirola <enrico.sirola@riskmap.net>

	* Makefile.am (1.4): added some files to Makefile.am files

2001-02-05 10:48  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: offline.doxy (1.5), online.doxy (1.5): Updated for Doxygen
	1.2.5

2001-01-23 11:08  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Contributors.txt (1.5): Renamed iterators in Include\Utilities
	and related files

2001-01-17 18:20  Enrico Sirola <enrico.sirola@riskmap.net>

	* Makefile.am (1.3), configure.in (1.2): the python target is now
	generatet only iff you have swig installed. (configure.in)
	added/removed some missing/extra files in Makefile.am's

2001-01-11 16:22  Enrico Sirola <enrico.sirola@riskmap.net>

	* Makefile.am (1.2): Examples/history_iterators.cpp added to
	EXTRA_DIST

2001-01-10 11:21  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/offline.doxy (1.4), Docs/online.doxy (1.4),
	Examples/history_iterators.cpp (1.1): Added Examples folder

2001-01-10 10:03  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Contributors.txt (1.4): removed addresses (added without asking)

2001-01-10 09:57  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Contributors.txt (1.3): added email address

2001-01-09 18:31  Enrico Sirola <enrico.sirola@riskmap.net>

	* Makefile.am (1.1), acconfig.h (1.1), acinclude.m4 (1.1),
	configure.in (1.1), updateproject.sh (1.1): gnu autotools files
	added. QuantLib autoconfiscation in progress....

2001-01-04 20:07  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/README.txt (1.5): better readme (still to improve)

2000-12-27 17:18  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Contributors.txt (1.2): Changes for compiling under Linux and
	Alpha Linux

2000-12-20 18:02  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/README.txt (1.4): no message

2000-12-19 14:52  Enrico Sirola <enrico.sirola@riskmap.net>

	* History.txt (1.2): dumb commit (test)

2000-12-14 13:25  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: offline.doxy (1.3), online.doxy (1.3): Excluded quantlib.h
	(humongous dependency graph)

2000-12-14 12:32  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: offline.doxy (1.2), online.doxy (1.2): Added CVS tags in
	Doxygen file documentation blocks

2000-12-12 17:35  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/onlinefooter.html (1.2): new footer

2000-12-12 11:22  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: offline.doxy (1.1), online.doxy (1.1), onlinefooter.html
	(1.1): Diversified online and offline footer

2000-12-12 11:21  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/doxygen.cfg (1.16): Renamed

2000-12-11 11:00  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/doxygen.cfg (1.15): Expression templates now work under
	Borland C++ 5.5

2000-12-05 15:40  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/doxygen.cfg (1.14): Updated for Doxygen 1.2.3-20001203

2000-11-27 17:07  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/doxygen.cfg (1.13): added GENERATE_TREEVIEW for the latest
	Doxygen release

2000-11-22 08:59  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Readme.txt (1.5): little changes

2000-11-22 08:36  Marco Marchioro <marco.marchioro@riskmap.net>

	* Readme.txt (1.4): Minor changes in README file

2000-11-21 16:43  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Docs/README.txt (1.3): rephrased Luigi: ma i link che ho messo
	sono attendibili ?

2000-11-21 16:36  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/README.txt (1.2): no message

2000-11-21 15:55  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Readme.txt (1.3): prova

2000-11-21 15:55  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Readme.txt (1.2), Docs/README.txt (1.1): added a few READMEs
	Luigi e Marco: CONTROLLATELI !!!!

2000-11-20 12:41  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Authors.txt (1.1), Contributors.txt (1.1), History.txt (1.1),
	News.txt (1.1): no message

2000-11-17 12:39  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/doxygen.cfg (1.12): EXTRACT_ALL set to true

2000-11-17 09:49  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/doxygen.cfg (1.11): hidden undocumented classes

2000-11-16 17:51  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/doxygen.cfg (1.10): no more global include files

2000-11-13 15:29  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/doxygen.cfg (1.9): (Re)added

2000-11-13 15:26  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: doxygen.cfg (1.8), makefile.mak (1.4): no message

2000-11-10 16:54  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/doxygen.cfg (1.7): no message

2000-11-09 18:21  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/doxygen.cfg (1.6): Fixed american theta Renamed Function to
	ObjectiveFunction

2000-11-06 18:11  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/doxygen.cfg (1.5): Documentation added A few files moved

2000-11-03 18:15  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: doxygen.cfg (1.4), makefile.mak (1.3): no message

2000-11-03 11:47  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/: doxygen.cfg (1.3), makefile.mak (1.2): no message

2000-11-03 09:47  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/doxygen.cfg (1.2): Changed a few switches from test to
	production values

2000-10-31 18:33  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/makefile.mak (1.1): Added Borland makefile for documentation

2000-10-31 18:32  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* Docs/doxygen.cfg (1.1): Added Doxygen configuration file

2000-10-20 16:43  Ferdinando Ametrano <ferdinando@ametrano.net>

	* Readme.txt (1.1): to be improved

2000-10-20 08:43  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* array.h (1.2), calendar.cpp (1.2), calendar.h (1.2), currency.h
	(1.2), date.cpp (1.2), date.h (1.2), daycounter.h (1.2),
	discountfactor.h (1.2), expressiontemplates.h (1.2), formats.h
	(1.2), forwardvolsurface.h (1.2), handle.h (1.2), instrument.h
	(1.2), null.h (1.2), observable.h (1.2), options.h (1.2),
	qldefines.h (1.2), qlerrors.h (1.2), spread.h (1.2),
	stringconverters.h (1.2), swaptionvolsurface.h (1.2),
	termstructure.h (1.2), yield.h (1.2): Deleted

2000-10-20 08:37  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* LICENSE.TXT (1.1): License file

2000-10-20 08:11  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* array.h (1.1), calendar.cpp (1.1), calendar.h (1.1), currency.h
	(1.1), date.cpp (1.1), date.h (1.1), daycounter.h (1.1),
	discountfactor.h (1.1), expressiontemplates.h (1.1), formats.h
	(1.1), forwardvolsurface.h (1.1), handle.h (1.1), instrument.h
	(1.1), null.h (1.1), observable.h (1.1), options.h (1.1),
	qldefines.h (1.1), qlerrors.h (1.1), spread.h (1.1),
	stringconverters.h (1.1), swaptionvolsurface.h (1.1),
	termstructure.h (1.1), yield.h (1.1): Initial revision

2000-10-20 08:11  Luigi Ballabio <luigi.ballabio@riskmap.net>

	* array.h (1.1.1.1), calendar.cpp (1.1.1.1), calendar.h (1.1.1.1),
	currency.h (1.1.1.1), date.cpp (1.1.1.1), date.h (1.1.1.1),
	daycounter.h (1.1.1.1), discountfactor.h (1.1.1.1),
	expressiontemplates.h (1.1.1.1), formats.h (1.1.1.1),
	forwardvolsurface.h (1.1.1.1), handle.h (1.1.1.1), instrument.h
	(1.1.1.1), null.h (1.1.1.1), observable.h (1.1.1.1), options.h
	(1.1.1.1), qldefines.h (1.1.1.1), qlerrors.h (1.1.1.1), spread.h
	(1.1.1.1), stringconverters.h (1.1.1.1), swaptionvolsurface.h
	(1.1.1.1), termstructure.h (1.1.1.1), yield.h (1.1.1.1): Initial
	import