2007-07-01  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.2.7, updated for QL 0.8.1
	
	* configure.in: Require QuantLib 0.8.1, and Boost 1.34.0

2007-06-30  Dominick Samperi  <djsamperi@DecisionSynergy.com>

	* src/bermudan.cpp, src/curves.cpp: Updated for QL 0.8.1

2007-02-25  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Relase 0.2.6 updated for Quantlib 0.4.0

	* configure.in: Require Quantlib 0.4.0

2007-02-24  Dominick Samperi  <djsamperi@DecisionSynergy.com>

	* src/bermudan.cpp: Several updates for Quantlib 0.4.0

2006-11-10  Dirk Eddelbuettel  <edd@debian.org>

	* man/*.Rd: Updates to default method docs suggested by Kurt Hornik
	
2006-11-06  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.2.5 updated for QuantLib 0.3.14 

	* src/*.cpp:  Several minor changes for class renaming and
	  interface changes on the QuantLib side of things

2006-08-14  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.2.4 updated for QuantLib 0.3.13; this
	  required some changes in the fixed-income functions

	* configure.in: Tests for QuantLib version 0.3.13

	* tests/RQuantLib.R: Added the beginnings of unit-tests
	* tests/RQuantLib.Rout.save: Control output for unit tests

2006-07-23  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.2.3 using the new RcppTemplate version 4.2
	 
	* src/*: RcppTemplate is now used for all R/C++ interfaces
	  features from the new RcppTemplate

2006-03-30  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.2.2 once more with thanks to Dominick

2006-03-23  Dominick Samperi  <djsamperi@DecisionSynergy.com>

	* configure.in, configure.win, 
	  inst/lib/Makefile, inst/lib/Makefile.win,
	  src/Makefile, src/Makefile.win,
	  cleanup: modified to support use of RcppTemplate V2.2.
          RQuantLib shared library (or DLL) is created by linking
          against RcppSrc/libRcpp.a.
	  Tested against QuantLib 0.3.12.

	* Rcpp.{cpp,hpp}: added latest versions from RcppTemplate package.

2006-01-10  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.2.1 with thanks to Dominick

2006-01-10  Dominick Samperi <dsamperi@DecisionSynergy.com>

	* man/DiscountCurve.Rd: Fixed typo and commented out rates
	  needing to be fractions in fixed formating in DiscountCurve example

	* src/Rcpp.{hpp,cpp},src/{curves,discount,bermudan}.cpp: 
	  modified to throw exceptions instead of calling R's error() function.	  
2005-10-27  Dominick Samperi <dsamperi@DecisionSynergy.com>

	* src/Rcpp.{hpp,cpp}: Some minor adjustments. Moved matrix and
	  vector indexing into header file.
	
	* src/rquantlib.hpp: Added ifdef to protect against multiple includes.

2005-10-26  Dirk Eddelbuettel  <edd@debian.org>

	* Preparing release 0.2.0 regrouping the numerous changes -- 
	  contributed mostly by Dominick -- since the 0.1.13 release

2005-10-13  Dominick Samperi <dsamperi@DecisionSynergy.com>

	* src/Rcpp.{hpp,cpp}: Improved error messages

2005-10-08  Dominick Samperi <dsamperi@DecisionSynergy.com>

	* src/Rcpp.cpp: Implemented Rcpp, R/C++ interface classes, and
	  modified discount.cpp and bermudan.cpp to use it.

	* src/Rcpp.hpp: Header files for latter.
	
2005-10-03  Dominick Samperi <dsamperi@DecisionSynergy.com>

	* inst/Boost-License.txt, inst/QuantLib-License.txt: License files
	  for Boost and QuantLib.

	* Windows is now supported using a binary package that does not
	  require the user to install a compiler, Boost, or QuantLib. Had
	  to add Makefile.win, configure.win, etc.
	
	* R/discount.R: new DiscountCurve function that constructs the 
	  spot term structure of interest rates based on 
	  market observables like 
	  deposit rates, futures prices, FRA rates, and swap rates. Supports
	  the fitting of discount factors, forward rates, or zero coupon 
	  rates, using linear, log-linear, and cubic spline interpolation.

	* man/DiscountCurve.Rd: man page for DiscountCurve.
	
	* R/bermudan.R: new function that prices a Bermudan swaption 
	  using a choice of four models: G2 analytic, Hull-White analytic,
	  Hull-White tree, and Black-Karasinski tree.

	* man/BermudanSwaption.Rd: man page for BermudanSwaption.
	
	* src/curves.cpp: utility code for curve construction.

	* src/discount.cpp: implements DiscountCurve.

	* src/bermudan.cpp: implements BermudanSwaption.

	* src/utils.cpp: added utility functions to simplify communication
	  with R.

	* src/rquantlib.hpp: contains prototypes for utility functions and
	  new definitions for Windows.

	* Changed: suffix .cc to .cpp, and .h to .hpp.
	
2005-09-16  Dirk Eddelbuettel  <edd@debian.org>

	* demo/OptionSurfaces.R: added demo with OpenGL visualizations
	  of option analytics, requires rgl package
	  [ Update: not released as rgl crashes on some platforms ]

2005-08-06  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.13 matching the new QuantLib 0.3.10 release

	* Implied volatilies are back! 
	  With gcc/g++ 4.0, the segmentation fault that I was seeing
	  on implied volatility using gcc/g++ 3.3 (but which others did
	  not see with gcc/g++ 3.2) has disappeared, so the 
	  corresponding code has been reactivated.
	* BinaryOptionImpliedVolatility() is also back 

	* src/*.cc, R/*.R: Removed a lot of commented-out code
	

2005-04-26  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.12 matching the upcoming QuantLib 0.3.9 release
	
	* configure.in: Test for QuantLib >= 0.3.8

	* src/*.cc: Several changes for QuantLib 0.3.9:
	  - use Handle<...> instead of RelinkableHandle<...>
	  - use YieldTermStructure instead of TermStructure
	  - use today + alength instead of today.plusDays

2004-12-27  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.11 matching the new QuantLib 0.3.8 release

	* configure.in: Added tests for Boost headers, with thanks and
	  a nod to QuantLib for the actual autoconf code

	* src/{barrier_binary.cc,implieds.cc,vanilla.cc}: Option type 
	  'Straddle' now unsupported, hence commented out
	* man/*.Rd: Similarly removed reference to straddle from docs
	
	* src/{barrier_binary.cc,implieds.cc,utils.cc,vanilla.cc}: 
	  Renamed BlackScholesStochasticProcess to BlackScholesProcess 

	* src/vanilla.cc: Changed Handle to boost::shared_ptr 
	
2004-09-12  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.10

	* Switched to using Boost library as per QuantLin 0.3.7

        * AmericanOption now uses the Barone-Adesi-Whaley approximation
	
	* Implied volatility for both European and American options
	  currently segfaults when called from R, though the code itself
	  works as a standalone. The code also works from R when the implied
	  calculation call is skipped. Something is corrupting memory
	  somewhere. For now, we return NA for either function.

2004-08-06  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Added SystemRequirements for QuantLib

2004-05-26  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.9

	* man/EuropeanOption.Rd: Added corrections for the issues raised
	  by Ajay Shah in the Debian bug report #249240

	* man/{AmericanOption,BarrierOption,BinaryOption}.Rd: Idem

2004-04-05  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.8

	* src/{barrier_binary,implieds,utils,vanilla}.cc: Updated to the 
	  new QuantLib 0.3.5 pricer framework.  This currently implies
	  that options priced using the binomial engines do not have
	  Greeks; this should be addressed in a future QuantLib release.

	* man/{BarrierOption,AmericanOption}.Rd: Note that Greeks are
	  currently unavailable with binary pricers
	 

2003-11-28  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.7

	* src/barrier_binary.cc: 
	  -- split off from RQuantLib.cc
	  -- added three more greeks to Barrier Option
	  -- reflected small change in QuantLib types for Barrier Options

	* src/implieds.cc
	  -- split off from RQuantLib.cc
	  -- rewritten functions for implied volatility on European and
	     American options using new QuantLib framework
	
	* src/utils.cc
	  -- split off from RQuantLib.cc

	* src/vanilla.cc
	  -- rump of RQuantLib.cc, renamed
	
2003-07-31  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.6

	* man/{EuropeanOption,ImpliedVolatility}: Two small corrections
	  to argument call mismatches found by R CMD check

2003-05-31  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.5

	* R/{option,implied}.R: generic/method consistency improved
	  following heads-up, and subsequent help, from BDR. Thanks!
	
2003-03-25  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.4
	
	* data/:  Removed empty directory as suggested by Kurt

	* configure.in: Several additions:
	  - test for g++ >= 3.0, kindly provided by Kurt
	  - test for QuantLib >= 0.3, along the same lines
	  - converted from autoconf 2.13 to 2.50
	
	* cleanup: Remove temp dir created by autoconf

2003-02-05  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.3 

	* R/*.R: Added PACKAGE="RQuantLib" to .Call() as suggested by Kurt

	* DESCRIPTION: Removed QuantLib from Depends as requested by Kurt,
  	  and added explanation to Description

2002-11-13  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.2

	* Minor correction to EuropeanOptionArrays manual page indexing

2002-11-11  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.1 

	* Added barrier option

	* Several small corrections and completions to documentation
	  
2002-02-25  Dirk Eddelbuettel  <edd@debian.org>

	* Initial 0.1.0 release
