2005-04-01 17:37  Ferdinando Ametrano

	* Authors.txt (1.14.4.1), Docs/pages/authors.docs (1.33.2.2),
	ql/Indexes/euribor.hpp (1.23.4.2), ql/Math/primenumbers.cpp
	(1.14.2.2), ql/Math/primenumbers.hpp (1.10.8.2),
	ql/MonteCarlo/brownianbridge.hpp (1.25.2.2),
	ql/RandomNumbers/haltonrsg.cpp (1.14.8.2),
	ql/RandomNumbers/primitivepolynomials.c (1.8.4.2),
	ql/RandomNumbers/primitivepolynomials.h (1.4.20.2):

	Peter Jckel's credit

2005-04-01 16:58  Luigi Ballabio

	* News.txt (1.74.2.3), Docs/pages/history.docs (1.19.2.5),
	ql/Indexes/Makefile.am (1.11.2.1), ql/Indexes/all.hpp (1.1.10.2),
	ql/Indexes/audlibor.hpp (1.21.4.2), ql/Indexes/cadlibor.hpp
	(1.21.4.2), ql/Indexes/cdor.hpp (1.1.2.1), ql/Indexes/chflibor.hpp
	(1.18.4.2), ql/Indexes/gbplibor.hpp (1.26.4.2),
	ql/Indexes/jpylibor.hpp (1.19.4.2), ql/Indexes/tibor.hpp (1.1.2.1),
	ql/Indexes/usdlibor.hpp (1.25.4.2), ql/Indexes/zarlibor.hpp
	(1.19.4.2), ql/Indexes/zibor.hpp (1.1.2.1):

	Fixed calendars for LIBOR fixings (thanks to Daniele De Francesco)
	and removed ambiguities between indices

2005-03-30 17:48  Luigi Ballabio

	* Docs/pages/faq.docs (1.13.2.5):

	Added FAQ entry for Dev-C++

2005-03-30 15:43  Luigi Ballabio

	* Docs/pages/faq.docs (1.13.2.4):

	Added FAQ entry for Boost 1.32 stringstream

2005-03-30 14:53  Ferdinando Ametrano

	* memo.txt (1.4.4.1):

	no message

2005-03-30 13:40  Luigi Ballabio

	* ql/discretizedasset.hpp (1.18.2.2):

	Removed unsafe default implementation

2005-03-30 11:12  Luigi Ballabio

	* test-suite/: bonds.cpp (1.11.2.4), covariance.cpp (1.28.2.3),
	distributions.cpp (1.25.2.3), factorial.cpp (1.19.2.2),
	interpolations.cpp (1.25.2.3), rounding.cpp (1.5.2.3), swap.cpp
	(1.39.2.3), swaption.cpp (1.38.2.3), termstructures.cpp (1.37.2.3):

	Fixes for VC6

2005-03-30 10:38  Luigi Ballabio

	* ql/Utilities/dataformatters.hpp (1.3.2.4),
	test-suite/americanoption.cpp (1.35.2.2),
	test-suite/asianoptions.cpp (1.49.2.2),
	test-suite/barrieroption.cpp (1.46.2.2),
	test-suite/basketoption.cpp (1.41.2.2),
	test-suite/bermudanswaption.cpp (1.1.2.2), test-suite/bonds.cpp
	(1.11.2.3), test-suite/capfloor.cpp (1.46.2.2),
	test-suite/cliquetoption.cpp (1.24.2.2),
	test-suite/compoundforward.cpp (1.31.2.2),
	test-suite/covariance.cpp (1.28.2.2), test-suite/daycounters.cpp
	(1.17.2.2), test-suite/digitaloption.cpp (1.50.2.2),
	test-suite/distributions.cpp (1.25.2.2),
	test-suite/dividendoption.cpp (1.3.2.2),
	test-suite/europeanoption.cpp (1.87.2.2),
	test-suite/forwardoption.cpp (1.20.2.2), test-suite/integrals.cpp
	(1.12.2.2), test-suite/interestrates.cpp (1.17.2.2),
	test-suite/interpolations.cpp (1.25.2.2),
	test-suite/jumpdiffusion.cpp (1.36.2.2),
	test-suite/lowdiscrepancysequences.cpp (1.71.2.2),
	test-suite/matrices.cpp (1.30.2.2), test-suite/old_pricers.cpp
	(1.72.2.2), test-suite/operators.cpp (1.14.2.2),
	test-suite/piecewiseflatforward.cpp (1.32.2.2),
	test-suite/piecewiseyieldcurve.cpp (1.5.2.4),
	test-suite/quantooption.cpp (1.22.2.2), test-suite/quotes.cpp
	(1.8.2.2), test-suite/rounding.cpp (1.5.2.2),
	test-suite/shortratemodels.cpp (1.1.2.2), test-suite/solvers.cpp
	(1.13.2.2), test-suite/stats.cpp (1.27.2.2), test-suite/swap.cpp
	(1.39.2.2), test-suite/swaption.cpp (1.38.2.2),
	test-suite/termstructures.cpp (1.37.2.2), test-suite/tracing.cpp
	(1.4.2.3), test-suite/utilities.hpp (1.23.2.2):

	Fixes for Darwin linker

2005-03-29 20:20  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.1.2.2), ql/config.msvc.hpp (1.66.2.4),
	test-suite/testsuite_vc8.vcproj (1.1.2.1):

	VC8 catching up

2005-03-29 19:54  Ferdinando Ametrano

	* ql/Utilities/dataformatters.hpp (1.3.2.3):

	no message

2005-03-29 16:38  Ferdinando Ametrano

	* Examples/AmericanOption/makefile.mak (1.15.2.1),
	Examples/BermudanSwaption/makefile.mak (1.19.2.1),
	Examples/DiscreteHedging/makefile.mak (1.22.2.1),
	Examples/EuropeanOption/makefile.mak (1.25.2.1),
	Examples/Swap/makefile.mak (1.22.2.1),
	functions/ql/Functions/makefile.mak (1.7.2.1), ql/makefile.mak
	(1.69.2.2), ql/Calendars/makefile.mak (1.30.2.2),
	ql/CashFlows/makefile.mak (1.24.2.1), ql/Currencies/makefile.mak
	(1.1.4.1), ql/DayCounters/makefile.mak (1.21.8.1),
	ql/FiniteDifferences/makefile.mak (1.21.8.2),
	ql/Indexes/makefile.mak (1.21.2.1), ql/Instruments/makefile.mak
	(1.36.2.2), ql/Lattices/makefile.mak (1.27.8.1),
	ql/Math/makefile.mak (1.38.8.1), ql/MonteCarlo/makefile.mak
	(1.30.4.1), ql/Optimization/makefile.mak (1.19.8.1),
	ql/Pricers/makefile.mak (1.47.2.1), ql/PricingEngines/makefile.mak
	(1.33.8.2), ql/PricingEngines/Asian/makefile.mak (1.9.4.1),
	ql/PricingEngines/Barrier/makefile.mak (1.9.8.1),
	ql/PricingEngines/Basket/makefile.mak (1.8.8.1),
	ql/PricingEngines/CapFloor/makefile.mak (1.8.8.1),
	ql/PricingEngines/Cliquet/makefile.mak (1.11.4.1),
	ql/PricingEngines/Swaption/makefile.mak (1.10.6.1),
	ql/PricingEngines/Vanilla/makefile.mak (1.15.2.2),
	ql/Processes/makefile.mak (1.1.2.2), ql/RandomNumbers/makefile.mak
	(1.29.4.1), ql/ShortRateModels/makefile.mak (1.16.8.1),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.15.8.1),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.15.8.1),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.15.8.1),
	ql/TermStructures/makefile.mak (1.25.2.2),
	ql/Utilities/makefile.mak (1.2.2.2), ql/Volatilities/makefile.mak
	(1.10.8.1), test-suite/makefile.mak (1.52.2.2):

	Borland warning avoided

2005-03-29 15:24  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.66.2.3):

	VC 7.0 has never been really supported (anyone using it?)

2005-03-29 14:02  Ferdinando Ametrano

	* QuantLib.vcproj (1.51.2.2), ql/Math/array.hpp (1.18.2.2),
	ql/Math/matrix.hpp (1.41.2.2),
	ql/TermStructures/bootstraptraits.hpp (1.4.2.2),
	ql/Utilities/dataformatters.hpp (1.3.2.2):

	VC7.1 catching up

2005-03-29 14:00  Ferdinando Ametrano

	* test-suite/piecewiseyieldcurve.cpp (1.5.2.3):

	BCC5.5 needs a much larger tolerance. Is this to be investigated?

2005-03-29 13:39  Ferdinando Ametrano

	* test-suite/tracing.cpp (1.4.2.2):

	avoid Borland warning

2005-03-29 13:06  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.66.2.2):

	VC 7.0 has never been really supported (anyone using it?)

2005-03-29 12:50  Ferdinando Ametrano

	* ql/: errors.cpp (1.10.2.2), stochasticprocess.cpp (1.13.2.2),
	FiniteDifferences/stepcondition.hpp (1.17.2.2),
	Math/backwardflatinterpolation.hpp (1.2.2.2):

	removing unused variables (is Borland 5.5 the only compiler to
	catch these minor glitches?)

2005-03-29 12:10  Luigi Ballabio

	* ql/: money.hpp (1.7.2.2), TermStructures/piecewiseyieldcurve.hpp
	(1.7.2.4):

	Removed Doxygen warnings

2005-03-28 21:59  Ferdinando Ametrano

	* QuantLib.vcproj (1.51.2.1), QuantLib_vc8.vcproj (1.1.2.1),
	test-suite/testsuite.vcproj (1.30.2.1), QuantLib.dsp (1.260),
	QuantLib.vcproj (1.52):

	catching up

2005-03-25 15:58  Luigi Ballabio

	* News.txt (1.76), ql/ShortRateModels/OneFactorModels/hullwhite.cpp
	(1.26), ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.15),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.18),
	test-suite/bonds.cpp (1.14):

	Added risk premium to Vasicek model (thanks to Aurelien Chanudet.)

2005-03-25 14:46  Luigi Ballabio

	* News.txt (1.74.2.1), Docs/pages/history.docs (1.19.2.3),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.cpp (1.1.8.2),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp (1.5.2.2):

	Fix for cap/floorlets with fixing in the past (thanks to Aurelien
	Chanudet.)

2005-03-23 12:15  Luigi Ballabio

	* ql/: grid.cpp (1.17.2.2), grid.hpp (1.23.4.2),
	Math/comparison.hpp (1.6.2.2), timegrid.cpp (1.3), timegrid.hpp
	(1.6), Math/comparison.hpp (1.8):

	Avoid very small time steps due to numerical differences

2005-03-21 11:12  Luigi Ballabio

	* Makefile.am (1.95.2.1), functions/ql/Functions/Makefile.am
	(1.7.2.1), test-suite/Makefile.am (1.49.2.1):

	Create empty build directories in tarball

2005-03-18 16:09  Luigi Ballabio

	* News.txt (1.75), Examples/AmericanOption/AmericanOption.cpp
	(1.41), Examples/BermudanSwaption/BermudanSwaption.cpp (1.72),
	Examples/EuropeanOption/EuropeanOption.cpp (1.123),
	Examples/Swap/swapvaluation.cpp (1.64), ql/settings.hpp (1.11),
	ql/termstructure.hpp (1.67), ql/CashFlows/parcoupon.cpp (1.22),
	ql/Indexes/xibor.hpp (1.40), ql/Instruments/bond.cpp (1.10),
	ql/Instruments/capfloor.cpp (1.65),
	ql/TermStructures/ratehelpers.cpp (1.60), ql/Utilities/Makefile.am
	(1.14), ql/Utilities/all.hpp (1.7),
	ql/Utilities/observablevalue.hpp (1.1),
	test-suite/americanoption.cpp (1.37), test-suite/asianoptions.cpp
	(1.51), test-suite/bermudanswaption.cpp (1.3), test-suite/bonds.cpp
	(1.13), test-suite/capfloor.cpp (1.49),
	test-suite/cliquetoption.cpp (1.26), test-suite/compoundforward.cpp
	(1.33), test-suite/digitaloption.cpp (1.52),
	test-suite/dividendoption.cpp (1.5), test-suite/europeanoption.cpp
	(1.89), test-suite/forwardoption.cpp (1.22),
	test-suite/jumpdiffusion.cpp (1.38),
	test-suite/piecewiseflatforward.cpp (1.34),
	test-suite/piecewiseyieldcurve.cpp (1.7),
	test-suite/quantooption.cpp (1.24), test-suite/shortratemodels.cpp
	(1.3), test-suite/swap.cpp (1.41), test-suite/swaption.cpp (1.41),
	test-suite/termstructures.cpp (1.39):

	Added evaluation-date proxy to Settings

2005-03-18 10:13  Luigi Ballabio

	* Announce.txt (1.3), QuantLib.dev (1.9), QuantLib.dsp (1.259),
	configure.ac (1.65), quantlib.el (1.16), Docs/pages/authors.docs
	(1.34), Docs/pages/config.docs (1.4), Docs/pages/coreclasses.docs
	(1.11), Docs/pages/currencies.docs (1.9), Docs/pages/datetime.docs
	(1.10), Docs/pages/engines.docs (1.2), Docs/pages/examples.docs
	(1.8), Docs/pages/faq.docs (1.14), Docs/pages/findiff.docs (1.13),
	Docs/pages/fixedincome.docs (1.13), Docs/pages/history.docs (1.20),
	Docs/pages/index.docs (1.11), Docs/pages/install.docs (1.15),
	Docs/pages/instruments.docs (1.12), Docs/pages/lattices.docs (1.9),
	Docs/pages/math.docs (1.12), Docs/pages/mcarlo.docs (1.17),
	Docs/pages/overview.docs (1.19), Docs/pages/patterns.docs (1.8),
	Docs/pages/resources.docs (1.10), Docs/pages/termstructures.docs
	(1.9), Docs/pages/usage.docs (1.19), Docs/pages/utilities.docs
	(1.10), Docs/pages/where.docs (1.10),
	Examples/AmericanOption/AmericanOption.cpp (1.40),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.71),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.51),
	Examples/EuropeanOption/EuropeanOption.cpp (1.122),
	Examples/Swap/swapvaluation.cpp (1.63),
	dev_tools/version_number.txt (1.45),
	functions/ql/Functions/QuantLibFunctions.dev (1.6),
	functions/ql/Functions/calendars.cpp (1.3),
	functions/ql/Functions/calendars.hpp (1.2),
	functions/ql/Functions/daycounters.cpp (1.5),
	functions/ql/Functions/daycounters.hpp (1.5),
	functions/ql/Functions/mathf.cpp (1.3),
	functions/ql/Functions/mathf.hpp (1.5),
	functions/ql/Functions/qlfunctions.hpp (1.6),
	functions/ql/Functions/vols.cpp (1.5),
	functions/ql/Functions/vols.hpp (1.6), ql/argsandresults.hpp
	(1.19), ql/calendar.cpp (1.32), ql/calendar.hpp (1.46),
	ql/capvolstructures.hpp (1.17), ql/cashflow.hpp (1.21),
	ql/config.ansi.hpp (1.34), ql/config.bcc.hpp (1.35),
	ql/config.mingw.hpp (1.7), ql/config.msvc.hpp (1.67),
	ql/config.mwcw.hpp (1.31), ql/core.hpp (1.15), ql/currency.cpp
	(1.7), ql/currency.hpp (1.30), ql/date.cpp (1.48), ql/date.hpp
	(1.48), ql/daycounter.hpp (1.33), ql/discretizedasset.cpp (1.11),
	ql/discretizedasset.hpp (1.20), ql/errors.cpp (1.11), ql/errors.hpp
	(1.23), ql/exchangerate.cpp (1.5), ql/exchangerate.hpp (1.6),
	ql/exercise.cpp (1.13), ql/exercise.hpp (1.33), ql/grid.hpp (1.25),
	ql/handle.hpp (1.24), ql/history.hpp (1.30), ql/index.hpp (1.17),
	ql/instrument.hpp (1.38), ql/interestrate.cpp (1.19),
	ql/interestrate.hpp (1.18), ql/makefile.mak (1.70), ql/money.cpp
	(1.8), ql/money.hpp (1.9), ql/numericalmethod.hpp (1.20),
	ql/option.hpp (1.38), ql/payoff.hpp (1.13), ql/pricingengine.hpp
	(1.15), ql/qldefines.hpp (1.94), ql/quantlib.hpp (1.150),
	ql/quote.hpp (1.7), ql/schedule.cpp (1.7), ql/schedule.hpp (1.5),
	ql/settings.hpp (1.10), ql/solver1d.hpp (1.33),
	ql/stochasticprocess.cpp (1.14), ql/stochasticprocess.hpp (1.23),
	ql/swaptionvolstructure.hpp (1.17), ql/termstructure.hpp (1.66),
	ql/timegrid.cpp (1.2), ql/timegrid.hpp (1.5), ql/types.hpp (1.19),
	ql/userconfig.hpp (1.17), ql/voltermstructure.cpp (1.26),
	ql/voltermstructure.hpp (1.36), ql/yieldtermstructure.hpp (1.2),
	ql/Calendars/all.hpp (1.11), ql/Calendars/beijing.cpp (1.4),
	ql/Calendars/beijing.hpp (1.3), ql/Calendars/bratislava.cpp (1.2),
	ql/Calendars/bratislava.hpp (1.2), ql/Calendars/budapest.cpp (1.9),
	ql/Calendars/budapest.hpp (1.10), ql/Calendars/copenhagen.cpp
	(1.5), ql/Calendars/copenhagen.hpp (1.6), ql/Calendars/germany.cpp
	(1.2), ql/Calendars/germany.hpp (1.5), ql/Calendars/helsinki.cpp
	(1.17), ql/Calendars/helsinki.hpp (1.19), ql/Calendars/hongkong.cpp
	(1.3), ql/Calendars/hongkong.hpp (1.3), ql/Calendars/italy.cpp
	(1.3), ql/Calendars/italy.hpp (1.4), ql/Calendars/johannesburg.cpp
	(1.14), ql/Calendars/johannesburg.hpp (1.11),
	ql/Calendars/jointcalendar.cpp (1.10),
	ql/Calendars/jointcalendar.hpp (1.8), ql/Calendars/makefile.mak
	(1.31), ql/Calendars/nullcalendar.hpp (1.7), ql/Calendars/oslo.cpp
	(1.9), ql/Calendars/oslo.hpp (1.10), ql/Calendars/prague.cpp (1.2),
	ql/Calendars/prague.hpp (1.2), ql/Calendars/riyadh.cpp (1.3),
	ql/Calendars/riyadh.hpp (1.2), ql/Calendars/seoul.cpp (1.4),
	ql/Calendars/seoul.hpp (1.3), ql/Calendars/singapore.cpp (1.2),
	ql/Calendars/singapore.hpp (1.2), ql/Calendars/stockholm.cpp
	(1.10), ql/Calendars/stockholm.hpp (1.10), ql/Calendars/sydney.cpp
	(1.10), ql/Calendars/sydney.hpp (1.12), ql/Calendars/taiwan.cpp
	(1.4), ql/Calendars/taiwan.hpp (1.3), ql/Calendars/target.cpp
	(1.19), ql/Calendars/target.hpp (1.22), ql/Calendars/tokyo.cpp
	(1.15), ql/Calendars/tokyo.hpp (1.12), ql/Calendars/toronto.cpp
	(1.10), ql/Calendars/toronto.hpp (1.11),
	ql/Calendars/unitedkingdom.cpp (1.2),
	ql/Calendars/unitedkingdom.hpp (1.4), ql/Calendars/unitedstates.cpp
	(1.6), ql/Calendars/unitedstates.hpp (1.7), ql/Calendars/warsaw.cpp
	(1.9), ql/Calendars/warsaw.hpp (1.10), ql/Calendars/wellington.cpp
	(1.18), ql/Calendars/wellington.hpp (1.19), ql/Calendars/zurich.cpp
	(1.18), ql/Calendars/zurich.hpp (1.19), ql/CashFlows/all.hpp (1.3),
	ql/CashFlows/basispointsensitivity.cpp (1.16),
	ql/CashFlows/basispointsensitivity.hpp (1.22),
	ql/CashFlows/cashflowvectors.cpp (1.42),
	ql/CashFlows/cashflowvectors.hpp (1.32), ql/CashFlows/core.hpp
	(1.2), ql/CashFlows/coupon.hpp (1.24),
	ql/CashFlows/fixedratecoupon.hpp (1.26),
	ql/CashFlows/floatingratecoupon.hpp (1.37),
	ql/CashFlows/inarrearindexedcoupon.cpp (1.5),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.16),
	ql/CashFlows/indexedcashflowvectors.hpp (1.2),
	ql/CashFlows/indexedcoupon.hpp (1.20), ql/CashFlows/parcoupon.cpp
	(1.21), ql/CashFlows/parcoupon.hpp (1.16),
	ql/CashFlows/shortfloatingcoupon.cpp (1.22),
	ql/CashFlows/shortfloatingcoupon.hpp (1.21),
	ql/CashFlows/shortindexedcoupon.hpp (1.16),
	ql/CashFlows/simplecashflow.hpp (1.15), ql/CashFlows/timebasket.cpp
	(1.8), ql/CashFlows/timebasket.hpp (1.9),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.14),
	ql/Currencies/africa.hpp (1.4), ql/Currencies/all.hpp (1.6),
	ql/Currencies/america.hpp (1.4), ql/Currencies/asia.hpp (1.5),
	ql/Currencies/europe.hpp (1.5),
	ql/Currencies/exchangeratemanager.cpp (1.8),
	ql/Currencies/exchangeratemanager.hpp (1.6),
	ql/Currencies/oceania.hpp (1.4), ql/DayCounters/actual360.hpp
	(1.21), ql/DayCounters/actual365fixed.hpp (1.3),
	ql/DayCounters/actualactual.cpp (1.34),
	ql/DayCounters/actualactual.hpp (1.29), ql/DayCounters/all.hpp
	(1.4), ql/DayCounters/one.hpp (1.4),
	ql/DayCounters/simpledaycounter.cpp (1.7),
	ql/DayCounters/simpledaycounter.hpp (1.8),
	ql/DayCounters/thirty360.cpp (1.22), ql/DayCounters/thirty360.hpp
	(1.24), ql/FiniteDifferences/all.hpp (1.3),
	ql/FiniteDifferences/americancondition.hpp (1.28),
	ql/FiniteDifferences/boundarycondition.cpp (1.11),
	ql/FiniteDifferences/boundarycondition.hpp (1.18),
	ql/FiniteDifferences/bsmoperator.cpp (1.18),
	ql/FiniteDifferences/bsmoperator.hpp (1.19),
	ql/FiniteDifferences/bsmtermoperator.cpp (1.2),
	ql/FiniteDifferences/bsmtermoperator.hpp (1.3),
	ql/FiniteDifferences/core.hpp (1.3),
	ql/FiniteDifferences/cranknicolson.hpp (1.23),
	ql/FiniteDifferences/dminus.hpp (1.16),
	ql/FiniteDifferences/dplus.hpp (1.16),
	ql/FiniteDifferences/dplusdminus.hpp (1.18),
	ql/FiniteDifferences/dzero.hpp (1.17),
	ql/FiniteDifferences/expliciteuler.hpp (1.19),
	ql/FiniteDifferences/fdtypedefs.hpp (1.13),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.34),
	ql/FiniteDifferences/impliciteuler.hpp (1.18),
	ql/FiniteDifferences/makefile.mak (1.22),
	ql/FiniteDifferences/mixedscheme.hpp (1.20),
	ql/FiniteDifferences/onefactoroperator.cpp (1.21),
	ql/FiniteDifferences/onefactoroperator.hpp (1.21),
	ql/FiniteDifferences/operatortraits.hpp (1.5),
	ql/FiniteDifferences/parallelevolver.hpp (1.2),
	ql/FiniteDifferences/shoutcondition.hpp (1.26),
	ql/FiniteDifferences/stepcondition.hpp (1.18),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.34),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.38),
	ql/FiniteDifferences/valueatcenter.cpp (1.19),
	ql/FiniteDifferences/valueatcenter.hpp (1.14), ql/Indexes/all.hpp
	(1.2), ql/Indexes/audlibor.hpp (1.22), ql/Indexes/cadlibor.hpp
	(1.22), ql/Indexes/chflibor.hpp (1.19), ql/Indexes/core.hpp (1.4),
	ql/Indexes/euribor.hpp (1.24), ql/Indexes/gbplibor.hpp (1.27),
	ql/Indexes/indexmanager.cpp (1.3), ql/Indexes/indexmanager.hpp
	(1.3), ql/Indexes/jpylibor.hpp (1.20), ql/Indexes/usdlibor.hpp
	(1.26), ql/Indexes/xibor.cpp (1.27), ql/Indexes/xibor.hpp (1.39),
	ql/Indexes/zarlibor.hpp (1.20), ql/Instruments/all.hpp (1.11),
	ql/Instruments/asianoption.cpp (1.23),
	ql/Instruments/asianoption.hpp (1.23),
	ql/Instruments/barrieroption.cpp (1.34),
	ql/Instruments/barrieroption.hpp (1.29),
	ql/Instruments/basketoption.cpp (1.11),
	ql/Instruments/basketoption.hpp (1.14), ql/Instruments/bond.cpp
	(1.9), ql/Instruments/bond.hpp (1.9), ql/Instruments/capfloor.cpp
	(1.64), ql/Instruments/capfloor.hpp (1.55),
	ql/Instruments/cliquetoption.cpp (1.5),
	ql/Instruments/cliquetoption.hpp (1.17), ql/Instruments/core.hpp
	(1.2), ql/Instruments/dividendvanillaoption.cpp (1.8),
	ql/Instruments/dividendvanillaoption.hpp (1.5),
	ql/Instruments/europeanoption.cpp (1.4),
	ql/Instruments/europeanoption.hpp (1.6),
	ql/Instruments/fixedcouponbond.cpp (1.8),
	ql/Instruments/fixedcouponbond.hpp (1.7),
	ql/Instruments/floatingratebond.cpp (1.3),
	ql/Instruments/floatingratebond.hpp (1.2),
	ql/Instruments/forwardvanillaoption.cpp (1.31),
	ql/Instruments/forwardvanillaoption.hpp (1.31),
	ql/Instruments/makefile.mak (1.37),
	ql/Instruments/multiassetoption.cpp (1.15),
	ql/Instruments/multiassetoption.hpp (1.11),
	ql/Instruments/oneassetoption.cpp (1.23),
	ql/Instruments/oneassetoption.hpp (1.15),
	ql/Instruments/oneassetstrikedoption.cpp (1.18),
	ql/Instruments/oneassetstrikedoption.hpp (1.15),
	ql/Instruments/payoffs.hpp (1.16),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.29),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.25),
	ql/Instruments/quantovanillaoption.cpp (1.36),
	ql/Instruments/quantovanillaoption.hpp (1.33),
	ql/Instruments/simpleswap.cpp (1.57), ql/Instruments/simpleswap.hpp
	(1.52), ql/Instruments/stock.cpp (1.20), ql/Instruments/stock.hpp
	(1.18), ql/Instruments/swap.cpp (1.39), ql/Instruments/swap.hpp
	(1.34), ql/Instruments/swaption.cpp (1.51),
	ql/Instruments/swaption.hpp (1.46),
	ql/Instruments/vanillaoption.cpp (1.48),
	ql/Instruments/vanillaoption.hpp (1.48),
	ql/Instruments/zerocouponbond.cpp (1.2),
	ql/Instruments/zerocouponbond.hpp (1.2), ql/Lattices/all.hpp (1.2),
	ql/Lattices/binomialtree.cpp (1.28), ql/Lattices/binomialtree.hpp
	(1.22), ql/Lattices/bsmlattice.cpp (1.14),
	ql/Lattices/bsmlattice.hpp (1.13), ql/Lattices/core.hpp (1.2),
	ql/Lattices/lattice.cpp (1.28), ql/Lattices/lattice.hpp (1.19),
	ql/Lattices/lattice2d.cpp (1.15), ql/Lattices/lattice2d.hpp (1.13),
	ql/Lattices/tree.hpp (1.25), ql/Lattices/trinomialtree.cpp (1.24),
	ql/Lattices/trinomialtree.hpp (1.16), ql/Math/all.hpp (1.8),
	ql/Math/array.hpp (1.20), ql/Math/backwardflatinterpolation.hpp
	(1.3), ql/Math/beta.cpp (1.8), ql/Math/beta.hpp (1.5),
	ql/Math/bicubicsplineinterpolation.hpp (1.23),
	ql/Math/bilinearinterpolation.hpp (1.28),
	ql/Math/binomialdistribution.hpp (1.10),
	ql/Math/bivariatenormaldistribution.cpp (1.12),
	ql/Math/bivariatenormaldistribution.hpp (1.11),
	ql/Math/chisquaredistribution.cpp (1.15),
	ql/Math/chisquaredistribution.hpp (1.13),
	ql/Math/choleskydecomposition.cpp (1.8),
	ql/Math/choleskydecomposition.hpp (1.2), ql/Math/comparison.hpp
	(1.7), ql/Math/core.hpp (1.2), ql/Math/cubicspline.hpp (1.60),
	ql/Math/discrepancystatistics.cpp (1.11),
	ql/Math/discrepancystatistics.hpp (1.16), ql/Math/errorfunction.cpp
	(1.9), ql/Math/errorfunction.hpp (1.8), ql/Math/extrapolation.hpp
	(1.2), ql/Math/factorial.cpp (1.7), ql/Math/factorial.hpp (1.7),
	ql/Math/forwardflatinterpolation.hpp (1.3), ql/Math/functional.hpp
	(1.7), ql/Math/gammadistribution.cpp (1.15),
	ql/Math/gammadistribution.hpp (1.12),
	ql/Math/gaussianstatistics.hpp (1.27),
	ql/Math/generalstatistics.cpp (1.18), ql/Math/generalstatistics.hpp
	(1.20), ql/Math/incompletegamma.cpp (1.7),
	ql/Math/incompletegamma.hpp (1.3),
	ql/Math/incrementalstatistics.cpp (1.17),
	ql/Math/incrementalstatistics.hpp (1.15), ql/Math/interpolation.hpp
	(1.37), ql/Math/interpolation2D.hpp (1.27),
	ql/Math/kronrodintegral.hpp (1.17), ql/Math/lexicographicalview.hpp
	(1.16), ql/Math/linearinterpolation.hpp (1.34),
	ql/Math/loglinearinterpolation.hpp (1.34), ql/Math/matrix.hpp
	(1.43), ql/Math/multicubicspline.hpp (1.9),
	ql/Math/normaldistribution.cpp (1.30),
	ql/Math/normaldistribution.hpp (1.34),
	ql/Math/poissondistribution.hpp (1.13), ql/Math/primenumbers.cpp
	(1.15), ql/Math/primenumbers.hpp (1.11), ql/Math/pseudosqrt.cpp
	(1.13), ql/Math/pseudosqrt.hpp (1.8), ql/Math/riskstatistics.hpp
	(1.21), ql/Math/rounding.cpp (1.6), ql/Math/rounding.hpp (1.11),
	ql/Math/segmentintegral.hpp (1.24), ql/Math/sequencestatistics.hpp
	(1.29), ql/Math/simpsonintegral.hpp (1.11), ql/Math/statistics.hpp
	(1.31), ql/Math/svd.cpp (1.12), ql/Math/svd.hpp (1.12),
	ql/Math/symmetriceigenvalues.hpp (1.13),
	ql/Math/symmetricschurdecomposition.cpp (1.23),
	ql/Math/symmetricschurdecomposition.hpp (1.18),
	ql/Math/trapezoidintegral.hpp (1.12), ql/MonteCarlo/all.hpp (1.6),
	ql/MonteCarlo/brownianbridge.hpp (1.26), ql/MonteCarlo/core.hpp
	(1.3), ql/MonteCarlo/getcovariance.cpp (1.16),
	ql/MonteCarlo/getcovariance.hpp (1.25), ql/MonteCarlo/mctraits.hpp
	(1.15), ql/MonteCarlo/mctypedefs.hpp (1.37),
	ql/MonteCarlo/montecarlomodel.hpp (1.34),
	ql/MonteCarlo/multipath.hpp (1.23),
	ql/MonteCarlo/multipathgenerator.hpp (1.56), ql/MonteCarlo/path.hpp
	(1.26), ql/MonteCarlo/pathgenerator.hpp (1.64),
	ql/MonteCarlo/pathpricer.hpp (1.25), ql/MonteCarlo/sample.hpp
	(1.14), ql/Optimization/all.hpp (1.2), ql/Optimization/armijo.cpp
	(1.21), ql/Optimization/armijo.hpp (1.21),
	ql/Optimization/conjugategradient.cpp (1.24),
	ql/Optimization/conjugategradient.hpp (1.19),
	ql/Optimization/constraint.hpp (1.24), ql/Optimization/core.hpp
	(1.2), ql/Optimization/costfunction.hpp (1.21),
	ql/Optimization/criteria.hpp (1.22),
	ql/Optimization/leastsquare.hpp (1.29),
	ql/Optimization/linesearch.hpp (1.20), ql/Optimization/method.hpp
	(1.15), ql/Optimization/problem.hpp (1.12),
	ql/Optimization/simplex.cpp (1.14), ql/Optimization/simplex.hpp
	(1.18), ql/Optimization/steepestdescent.cpp (1.21),
	ql/Optimization/steepestdescent.hpp (1.20), ql/Patterns/all.hpp
	(1.3), ql/Patterns/bridge.hpp (1.14), ql/Patterns/composite.hpp
	(1.9), ql/Patterns/curiouslyrecurring.hpp (1.5),
	ql/Patterns/lazyobject.hpp (1.9), ql/Patterns/observable.hpp
	(1.23), ql/Patterns/singleton.hpp (1.7), ql/Patterns/visitor.hpp
	(1.9), ql/Pricers/all.hpp (1.9), ql/Pricers/core.hpp (1.3),
	ql/Pricers/discretegeometricaso.cpp (1.20),
	ql/Pricers/discretegeometricaso.hpp (1.16),
	ql/Pricers/mccliquetoption.cpp (1.37),
	ql/Pricers/mccliquetoption.hpp (1.25),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.40),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.28),
	ql/Pricers/mceverest.cpp (1.45), ql/Pricers/mceverest.hpp (1.30),
	ql/Pricers/mchimalaya.cpp (1.49), ql/Pricers/mchimalaya.hpp (1.28),
	ql/Pricers/mcmaxbasket.cpp (1.45), ql/Pricers/mcmaxbasket.hpp
	(1.30), ql/Pricers/mcpagoda.cpp (1.48), ql/Pricers/mcpagoda.hpp
	(1.31), ql/Pricers/mcperformanceoption.cpp (1.32),
	ql/Pricers/mcperformanceoption.hpp (1.23), ql/Pricers/mcpricer.hpp
	(1.37), ql/Pricers/singleassetoption.cpp (1.32),
	ql/Pricers/singleassetoption.hpp (1.36), ql/PricingEngines/all.hpp
	(1.10), ql/PricingEngines/americanpayoffatexpiry.cpp (1.5),
	ql/PricingEngines/americanpayoffatexpiry.hpp (1.9),
	ql/PricingEngines/americanpayoffathit.cpp (1.5),
	ql/PricingEngines/americanpayoffathit.hpp (1.11),
	ql/PricingEngines/blackformula.cpp (1.11),
	ql/PricingEngines/blackformula.hpp (1.19),
	ql/PricingEngines/blackmodel.hpp (1.11), ql/PricingEngines/core.hpp
	(1.7), ql/PricingEngines/genericmodelengine.hpp (1.8),
	ql/PricingEngines/greeks.cpp (1.2), ql/PricingEngines/greeks.hpp
	(1.2), ql/PricingEngines/latticeshortratemodelengine.hpp (1.13),
	ql/PricingEngines/makefile.mak (1.34),
	ql/PricingEngines/mcsimulation.hpp (1.15),
	ql/PricingEngines/Asian/all.hpp (1.4),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.10),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.hpp (1.5),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.13),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp (1.5),
	ql/PricingEngines/Asian/mc_discr_arith_av_price.cpp (1.3),
	ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.11),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.cpp (1.4),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.10),
	ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.9),
	ql/PricingEngines/Barrier/all.hpp (1.3),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.21),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.8),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.11),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.32),
	ql/PricingEngines/Basket/all.hpp (1.4),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.30),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.12),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.9),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.33),
	ql/PricingEngines/Basket/stulzengine.cpp (1.21),
	ql/PricingEngines/Basket/stulzengine.hpp (1.7),
	ql/PricingEngines/CapFloor/all.hpp (1.4),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.cpp (1.2),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp (1.6),
	ql/PricingEngines/CapFloor/blackcapfloorengine.cpp (1.4),
	ql/PricingEngines/CapFloor/blackcapfloorengine.hpp (1.4),
	ql/PricingEngines/CapFloor/discretizedcapfloor.cpp (1.7),
	ql/PricingEngines/CapFloor/discretizedcapfloor.hpp (1.7),
	ql/PricingEngines/CapFloor/treecapfloorengine.cpp (1.6),
	ql/PricingEngines/CapFloor/treecapfloorengine.hpp (1.6),
	ql/PricingEngines/Cliquet/all.hpp (1.4),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.10),
	ql/PricingEngines/Cliquet/analyticcliquetengine.hpp (1.5),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.9),
	ql/PricingEngines/Cliquet/analyticperformanceengine.hpp (1.4),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.11),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.10),
	ql/PricingEngines/Forward/all.hpp (1.2),
	ql/PricingEngines/Forward/forwardengine.hpp (1.24),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.17),
	ql/PricingEngines/Quanto/all.hpp (1.2),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.18),
	ql/PricingEngines/Swaption/all.hpp (1.5),
	ql/PricingEngines/Swaption/blackswaptionengine.cpp (1.3),
	ql/PricingEngines/Swaption/blackswaptionengine.hpp (1.4),
	ql/PricingEngines/Swaption/discretizedswaption.cpp (1.9),
	ql/PricingEngines/Swaption/discretizedswaption.hpp (1.10),
	ql/PricingEngines/Swaption/g2swaptionengine.hpp (1.5),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp (1.2),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp (1.4),
	ql/PricingEngines/Swaption/treeswaptionengine.cpp (1.6),
	ql/PricingEngines/Swaption/treeswaptionengine.hpp (1.5),
	ql/PricingEngines/Vanilla/all.hpp (1.10),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.13),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp (1.6),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp
	(1.11),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp (1.4),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.23),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp (1.6),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.21),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp (1.6),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.25),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.22),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.7),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.10),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.8),
	ql/PricingEngines/Vanilla/fdamericanengine.hpp (1.3),
	ql/PricingEngines/Vanilla/fdbermudanengine.hpp (1.3),
	ql/PricingEngines/Vanilla/fddividendamericanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fddividendengine.cpp (1.2),
	ql/PricingEngines/Vanilla/fddividendengine.hpp (1.3),
	ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fddividendshoutengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fdeuropeanengine.cpp (1.4),
	ql/PricingEngines/Vanilla/fdeuropeanengine.hpp (1.5),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp (1.2),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fdshoutengine.hpp (1.3),
	ql/PricingEngines/Vanilla/fdstepconditionengine.cpp (1.4),
	ql/PricingEngines/Vanilla/fdstepconditionengine.hpp (1.4),
	ql/PricingEngines/Vanilla/fdvanillaengine.cpp (1.4),
	ql/PricingEngines/Vanilla/fdvanillaengine.hpp (1.5),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.11),
	ql/PricingEngines/Vanilla/integralengine.hpp (1.5),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.33),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.12),
	ql/PricingEngines/Vanilla/juquadraticengine.cpp (1.9),
	ql/PricingEngines/Vanilla/juquadraticengine.hpp (1.5),
	ql/PricingEngines/Vanilla/makefile.mak (1.16),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.12),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.37),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.38),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.25),
	ql/Processes/all.hpp (1.2), ql/Processes/blackscholesprocess.cpp
	(1.2), ql/Processes/blackscholesprocess.hpp (1.2),
	ql/Processes/geometricbrownianprocess.cpp (1.2),
	ql/Processes/geometricbrownianprocess.hpp (1.2),
	ql/Processes/makefile.mak (1.2), ql/Processes/merton76process.cpp
	(1.2), ql/Processes/merton76process.hpp (1.2),
	ql/Processes/ornsteinuhlenbeckprocess.cpp (1.2),
	ql/Processes/ornsteinuhlenbeckprocess.hpp (1.2),
	ql/Processes/squarerootprocess.cpp (1.2),
	ql/Processes/squarerootprocess.hpp (1.2),
	ql/RandomNumbers/Faure2.bas (1.2), ql/RandomNumbers/all.hpp (1.10),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.17),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.16),
	ql/RandomNumbers/core.hpp (1.3), ql/RandomNumbers/faurersg.cpp
	(1.6), ql/RandomNumbers/faurersg.hpp (1.4),
	ql/RandomNumbers/haltonrsg.cpp (1.15),
	ql/RandomNumbers/haltonrsg.hpp (1.15),
	ql/RandomNumbers/inversecumulativerng.hpp (1.3),
	ql/RandomNumbers/inversecumulativersg.hpp (1.3),
	ql/RandomNumbers/knuthuniformrng.cpp (1.14),
	ql/RandomNumbers/knuthuniformrng.hpp (1.17),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.13),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.16),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.13),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.16),
	ql/RandomNumbers/primitivepolynomials.c (1.9),
	ql/RandomNumbers/primitivepolynomials.h (1.5),
	ql/RandomNumbers/randomizedlds.hpp (1.10),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.14),
	ql/RandomNumbers/rngtraits.hpp (1.12),
	ql/RandomNumbers/seedgenerator.cpp (1.6),
	ql/RandomNumbers/seedgenerator.hpp (1.5),
	ql/RandomNumbers/sobolrsg.cpp (1.41), ql/RandomNumbers/sobolrsg.hpp
	(1.25), ql/ShortRateModels/all.hpp (1.2),
	ql/ShortRateModels/calibrationhelper.cpp (1.11),
	ql/ShortRateModels/calibrationhelper.hpp (1.26),
	ql/ShortRateModels/core.hpp (1.2), ql/ShortRateModels/model.cpp
	(1.25), ql/ShortRateModels/model.hpp (1.33),
	ql/ShortRateModels/onefactormodel.cpp (1.18),
	ql/ShortRateModels/onefactormodel.hpp (1.20),
	ql/ShortRateModels/parameter.hpp (1.25),
	ql/ShortRateModels/twofactormodel.cpp (1.13),
	ql/ShortRateModels/twofactormodel.hpp (1.17),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.44),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.19),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.40),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.17),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.22),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.21),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.27),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.25),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.30),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.27), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.25),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.27),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.14),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.17),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.26),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.31),
	ql/Solvers1D/all.hpp (1.2), ql/Solvers1D/bisection.hpp (1.21),
	ql/Solvers1D/brent.hpp (1.21), ql/Solvers1D/falseposition.hpp
	(1.20), ql/Solvers1D/newton.hpp (1.22), ql/Solvers1D/newtonsafe.hpp
	(1.22), ql/Solvers1D/ridder.hpp (1.21), ql/Solvers1D/secant.hpp
	(1.21), ql/TermStructures/affinetermstructure.cpp (1.28),
	ql/TermStructures/affinetermstructure.hpp (1.31),
	ql/TermStructures/all.hpp (1.6),
	ql/TermStructures/bootstraptraits.hpp (1.5),
	ql/TermStructures/compoundforward.cpp (1.54),
	ql/TermStructures/compoundforward.hpp (1.44),
	ql/TermStructures/discountcurve.hpp (1.46),
	ql/TermStructures/drifttermstructure.hpp (1.21),
	ql/TermStructures/extendeddiscountcurve.cpp (1.28),
	ql/TermStructures/extendeddiscountcurve.hpp (1.26),
	ql/TermStructures/flatforward.hpp (1.53),
	ql/TermStructures/forwardcurve.hpp (1.2),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.36),
	ql/TermStructures/forwardstructure.hpp (1.9),
	ql/TermStructures/impliedtermstructure.hpp (1.30),
	ql/TermStructures/makefile.mak (1.26),
	ql/TermStructures/piecewiseflatforward.cpp (1.62),
	ql/TermStructures/piecewiseflatforward.hpp (1.53),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.8),
	ql/TermStructures/quantotermstructure.hpp (1.24),
	ql/TermStructures/ratehelpers.cpp (1.59),
	ql/TermStructures/ratehelpers.hpp (1.49),
	ql/TermStructures/zerocurve.hpp (1.21),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.37),
	ql/TermStructures/zeroyieldstructure.hpp (1.8),
	ql/Utilities/all.hpp (1.6), ql/Utilities/dataformatters.cpp (1.2),
	ql/Utilities/dataformatters.hpp (1.4), ql/Utilities/dataparsers.cpp
	(1.2), ql/Utilities/dataparsers.hpp (1.2),
	ql/Utilities/disposable.hpp (1.2), ql/Utilities/makefile.mak (1.3),
	ql/Utilities/null.hpp (1.2), ql/Utilities/steppingiterator.hpp
	(1.20), ql/Utilities/strings.hpp (1.3), ql/Utilities/tracing.cpp
	(1.3), ql/Utilities/tracing.hpp (1.8), ql/Volatilities/all.hpp
	(1.3), ql/Volatilities/blackconstantvol.hpp (1.34),
	ql/Volatilities/blackvariancecurve.cpp (1.20),
	ql/Volatilities/blackvariancecurve.hpp (1.39),
	ql/Volatilities/blackvariancesurface.cpp (1.20),
	ql/Volatilities/blackvariancesurface.hpp (1.40),
	ql/Volatilities/capflatvolvector.hpp (1.27),
	ql/Volatilities/capletconstantvol.hpp (1.10),
	ql/Volatilities/impliedvoltermstructure.hpp (1.19),
	ql/Volatilities/localconstantvol.hpp (1.30),
	ql/Volatilities/localvolcurve.hpp (1.19),
	ql/Volatilities/localvolsurface.cpp (1.21),
	ql/Volatilities/localvolsurface.hpp (1.28),
	ql/Volatilities/swaptionvolmatrix.hpp (1.30),
	test-suite/QuantLib-test-suite.dev (1.10),
	test-suite/americanoption.cpp (1.36), test-suite/americanoption.hpp
	(1.9), test-suite/asianoptions.cpp (1.50),
	test-suite/asianoptions.hpp (1.8), test-suite/barrieroption.cpp
	(1.47), test-suite/barrieroption.hpp (1.6),
	test-suite/basketoption.cpp (1.42), test-suite/basketoption.hpp
	(1.8), test-suite/bermudanswaption.cpp (1.2),
	test-suite/bermudanswaption.hpp (1.2), test-suite/bonds.cpp (1.12),
	test-suite/bonds.hpp (1.6), test-suite/calendars.cpp (1.24),
	test-suite/calendars.hpp (1.13), test-suite/capfloor.cpp (1.48),
	test-suite/capfloor.hpp (1.10), test-suite/cliquetoption.cpp
	(1.25), test-suite/cliquetoption.hpp (1.5),
	test-suite/compoundforward.cpp (1.32),
	test-suite/compoundforward.hpp (1.7), test-suite/covariance.cpp
	(1.29), test-suite/covariance.hpp (1.10), test-suite/dates.cpp
	(1.15), test-suite/dates.hpp (1.9), test-suite/daycounters.cpp
	(1.18), test-suite/daycounters.hpp (1.10),
	test-suite/digitaloption.cpp (1.51), test-suite/digitaloption.hpp
	(1.9), test-suite/distributions.cpp (1.26),
	test-suite/distributions.hpp (1.10), test-suite/dividendoption.cpp
	(1.4), test-suite/dividendoption.hpp (1.2),
	test-suite/europeanoption.cpp (1.88), test-suite/europeanoption.hpp
	(1.20), test-suite/exchangerate.cpp (1.4),
	test-suite/exchangerate.hpp (1.3), test-suite/factorial.cpp (1.20),
	test-suite/factorial.hpp (1.7), test-suite/forwardoption.cpp
	(1.21), test-suite/forwardoption.hpp (1.4),
	test-suite/instruments.cpp (1.13), test-suite/instruments.hpp
	(1.8), test-suite/integrals.cpp (1.13), test-suite/integrals.hpp
	(1.9), test-suite/interestrates.cpp (1.18),
	test-suite/interestrates.hpp (1.3), test-suite/interpolations.cpp
	(1.26), test-suite/interpolations.hpp (1.10),
	test-suite/jumpdiffusion.cpp (1.37), test-suite/jumpdiffusion.hpp
	(1.7), test-suite/lowdiscrepancysequences.cpp (1.72),
	test-suite/lowdiscrepancysequences.hpp (1.18),
	test-suite/makefile.mak (1.53), test-suite/matrices.cpp (1.31),
	test-suite/matrices.hpp (1.11), test-suite/mersennetwister.cpp
	(1.19), test-suite/mersennetwister.hpp (1.9), test-suite/money.cpp
	(1.4), test-suite/money.hpp (1.3), test-suite/old_pricers.cpp
	(1.74), test-suite/old_pricers.hpp (1.17), test-suite/operators.cpp
	(1.15), test-suite/operators.hpp (1.9),
	test-suite/piecewiseflatforward.cpp (1.33),
	test-suite/piecewiseflatforward.hpp (1.9),
	test-suite/piecewiseyieldcurve.cpp (1.6),
	test-suite/piecewiseyieldcurve.hpp (1.5),
	test-suite/quantlibtestsuite.cpp (1.99),
	test-suite/quantooption.cpp (1.23), test-suite/quantooption.hpp
	(1.5), test-suite/quotes.cpp (1.9), test-suite/quotes.hpp (1.5),
	test-suite/riskstats.cpp (1.40), test-suite/riskstats.hpp (1.12),
	test-suite/rngtraits.cpp (1.4), test-suite/rngtraits.hpp (1.2),
	test-suite/rounding.cpp (1.6), test-suite/rounding.hpp (1.5),
	test-suite/shortratemodels.cpp (1.2),
	test-suite/shortratemodels.hpp (1.2), test-suite/solvers.cpp
	(1.14), test-suite/solvers.hpp (1.8), test-suite/stats.cpp (1.28),
	test-suite/stats.hpp (1.15), test-suite/swap.cpp (1.40),
	test-suite/swap.hpp (1.9), test-suite/swaption.cpp (1.40),
	test-suite/swaption.hpp (1.8), test-suite/termstructures.cpp
	(1.38), test-suite/termstructures.hpp (1.10),
	test-suite/testsuite.dsp (1.50), test-suite/tracing.cpp (1.5),
	test-suite/tracing.hpp (1.2), test-suite/utilities.cpp (1.18),
	test-suite/utilities.hpp (1.24):

	Merged 0.3.9 branch to allow compilation with gcc 3.4

2005-03-17 15:05  Luigi Ballabio

	* configure.ac (1.63.2.1), quantlib.el (1.15.2.1),
	Docs/pages/authors.docs (1.33.2.1), Docs/pages/config.docs
	(1.3.2.1), Docs/pages/coreclasses.docs (1.10.8.1),
	Docs/pages/currencies.docs (1.8.8.1), Docs/pages/datetime.docs
	(1.9.8.1), Docs/pages/engines.docs (1.1.8.1),
	Docs/pages/examples.docs (1.7.12.1), Docs/pages/faq.docs
	(1.13.2.2), Docs/pages/findiff.docs (1.12.4.1),
	Docs/pages/fixedincome.docs (1.12.8.1), Docs/pages/history.docs
	(1.19.2.2), Docs/pages/index.docs (1.10.4.1),
	Docs/pages/install.docs (1.14.2.2), Docs/pages/instruments.docs
	(1.11.8.1), Docs/pages/lattices.docs (1.8.8.1),
	Docs/pages/math.docs (1.11.8.1), Docs/pages/mcarlo.docs (1.16.8.1),
	Docs/pages/overview.docs (1.18.2.1), Docs/pages/patterns.docs
	(1.7.8.1), Docs/pages/resources.docs (1.9.2.1),
	Docs/pages/termstructures.docs (1.8.4.1), Docs/pages/usage.docs
	(1.18.2.1), Docs/pages/utilities.docs (1.9.8.1),
	Docs/pages/where.docs (1.9.2.1),
	Examples/AmericanOption/AmericanOption.cpp (1.39.2.1),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.70.2.1),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.50.2.1),
	Examples/EuropeanOption/EuropeanOption.cpp (1.121.2.1),
	Examples/Swap/swapvaluation.cpp (1.62.2.1),
	functions/ql/Functions/calendars.cpp (1.2.4.1),
	functions/ql/Functions/calendars.hpp (1.1.6.1),
	functions/ql/Functions/daycounters.cpp (1.4.2.1),
	functions/ql/Functions/daycounters.hpp (1.4.4.1),
	functions/ql/Functions/mathf.cpp (1.2.8.1),
	functions/ql/Functions/mathf.hpp (1.4.2.1),
	functions/ql/Functions/qlfunctions.hpp (1.5.4.1),
	functions/ql/Functions/vols.cpp (1.4.4.1),
	functions/ql/Functions/vols.hpp (1.5.4.1), ql/argsandresults.hpp
	(1.18.2.1), ql/basicdataformatters.cpp (1.19.2.1),
	ql/basicdataformatters.hpp (1.13.2.1), ql/calendar.cpp (1.31.4.1),
	ql/calendar.hpp (1.45.2.1), ql/capvolstructures.hpp (1.16.2.1),
	ql/cashflow.hpp (1.20.4.1), ql/config.ansi.hpp (1.33.2.1),
	ql/config.bcc.hpp (1.34.2.1), ql/config.mingw.hpp (1.6.2.1),
	ql/config.msvc.hpp (1.66.2.1), ql/config.mwcw.hpp (1.30.2.1),
	ql/core.hpp (1.12.2.1), ql/currency.cpp (1.5.2.1), ql/currency.hpp
	(1.28.2.1), ql/date.cpp (1.46.2.1), ql/date.hpp (1.46.2.1),
	ql/daycounter.hpp (1.32.4.1), ql/discretizedasset.cpp (1.10.2.1),
	ql/discretizedasset.hpp (1.18.2.1), ql/errors.cpp (1.10.2.1),
	ql/errors.hpp (1.22.2.1), ql/exchangerate.cpp (1.4.4.1),
	ql/exchangerate.hpp (1.5.2.1), ql/exercise.cpp (1.12.2.1),
	ql/exercise.hpp (1.32.2.1), ql/grid.cpp (1.17.2.1), ql/grid.hpp
	(1.23.4.1), ql/handle.hpp (1.23.2.1), ql/history.hpp (1.29.2.1),
	ql/index.hpp (1.16.10.1), ql/instrument.hpp (1.37.2.1),
	ql/interestrate.cpp (1.17.2.1), ql/interestrate.hpp (1.16.2.1),
	ql/money.cpp (1.6.2.1), ql/money.hpp (1.7.2.1),
	ql/numericalmethod.hpp (1.18.2.1), ql/option.hpp (1.36.2.1),
	ql/payoff.hpp (1.12.2.1), ql/pricingengine.hpp (1.14.10.1),
	ql/qldefines.hpp (1.92.2.1), ql/quantlib.hpp (1.149.2.1),
	ql/quote.hpp (1.6.2.1), ql/schedule.cpp (1.6.2.1), ql/schedule.hpp
	(1.4.2.1), ql/settings.hpp (1.9.2.1), ql/solver1d.hpp (1.32.2.1),
	ql/stochasticprocess.cpp (1.13.2.1), ql/stochasticprocess.hpp
	(1.22.2.1), ql/swaptionvolstructure.hpp (1.16.2.1),
	ql/termstructure.hpp (1.64.2.1), ql/types.hpp (1.18.2.1),
	ql/userconfig.hpp (1.16.2.1), ql/voltermstructure.cpp (1.25.2.1),
	ql/voltermstructure.hpp (1.35.2.1), ql/yieldtermstructure.hpp
	(1.1.2.1), ql/Calendars/all.hpp (1.10.2.1),
	ql/Calendars/beijing.cpp (1.3.2.1), ql/Calendars/beijing.hpp
	(1.2.2.1), ql/Calendars/bratislava.cpp (1.1.2.1),
	ql/Calendars/bratislava.hpp (1.1.2.1), ql/Calendars/budapest.cpp
	(1.8.8.1), ql/Calendars/budapest.hpp (1.9.8.1),
	ql/Calendars/copenhagen.cpp (1.4.8.1), ql/Calendars/copenhagen.hpp
	(1.5.8.1), ql/Calendars/germany.cpp (1.1.6.1),
	ql/Calendars/germany.hpp (1.4.4.1), ql/Calendars/helsinki.cpp
	(1.16.8.1), ql/Calendars/helsinki.hpp (1.18.8.1),
	ql/Calendars/hongkong.cpp (1.2.8.1), ql/Calendars/hongkong.hpp
	(1.2.8.1), ql/Calendars/italy.cpp (1.2.8.1), ql/Calendars/italy.hpp
	(1.3.4.1), ql/Calendars/johannesburg.cpp (1.13.8.1),
	ql/Calendars/johannesburg.hpp (1.10.8.1),
	ql/Calendars/jointcalendar.cpp (1.9.8.1),
	ql/Calendars/jointcalendar.hpp (1.7.4.1),
	ql/Calendars/nullcalendar.hpp (1.6.8.1), ql/Calendars/oslo.cpp
	(1.8.8.1), ql/Calendars/oslo.hpp (1.9.8.1), ql/Calendars/prague.cpp
	(1.1.2.1), ql/Calendars/prague.hpp (1.1.2.1),
	ql/Calendars/riyadh.cpp (1.2.8.1), ql/Calendars/riyadh.hpp
	(1.1.8.1), ql/Calendars/seoul.cpp (1.3.8.1), ql/Calendars/seoul.hpp
	(1.2.8.1), ql/Calendars/singapore.cpp (1.1.8.1),
	ql/Calendars/singapore.hpp (1.1.8.1), ql/Calendars/stockholm.cpp
	(1.9.8.1), ql/Calendars/stockholm.hpp (1.9.8.1),
	ql/Calendars/sydney.cpp (1.9.8.1), ql/Calendars/sydney.hpp
	(1.11.8.1), ql/Calendars/taiwan.cpp (1.3.8.1),
	ql/Calendars/taiwan.hpp (1.2.8.1), ql/Calendars/target.cpp
	(1.18.6.1), ql/Calendars/target.hpp (1.21.4.1),
	ql/Calendars/tokyo.cpp (1.14.8.1), ql/Calendars/tokyo.hpp
	(1.11.8.1), ql/Calendars/toronto.cpp (1.9.8.1),
	ql/Calendars/toronto.hpp (1.10.8.1), ql/Calendars/unitedkingdom.cpp
	(1.1.8.1), ql/Calendars/unitedkingdom.hpp (1.3.4.1),
	ql/Calendars/unitedstates.cpp (1.5.2.1),
	ql/Calendars/unitedstates.hpp (1.6.2.1), ql/Calendars/warsaw.cpp
	(1.8.8.1), ql/Calendars/warsaw.hpp (1.9.8.1),
	ql/Calendars/wellington.cpp (1.17.8.1), ql/Calendars/wellington.hpp
	(1.18.8.1), ql/Calendars/zurich.cpp (1.17.6.1),
	ql/Calendars/zurich.hpp (1.18.8.1), ql/CashFlows/all.hpp (1.2.2.1),
	ql/CashFlows/basispointsensitivity.cpp (1.15.2.1),
	ql/CashFlows/basispointsensitivity.hpp (1.21.2.1),
	ql/CashFlows/cashflowvectors.cpp (1.41.2.1),
	ql/CashFlows/cashflowvectors.hpp (1.31.4.1), ql/CashFlows/core.hpp
	(1.1.10.1), ql/CashFlows/coupon.hpp (1.23.4.1),
	ql/CashFlows/fixedratecoupon.hpp (1.25.2.1),
	ql/CashFlows/floatingratecoupon.hpp (1.36.2.1),
	ql/CashFlows/inarrearindexedcoupon.cpp (1.4.4.1),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.15.4.1),
	ql/CashFlows/indexedcashflowvectors.hpp (1.1.2.1),
	ql/CashFlows/indexedcoupon.hpp (1.19.2.1),
	ql/CashFlows/parcoupon.cpp (1.20.2.1), ql/CashFlows/parcoupon.hpp
	(1.15.2.1), ql/CashFlows/shortfloatingcoupon.cpp (1.21.2.1),
	ql/CashFlows/shortfloatingcoupon.hpp (1.20.2.1),
	ql/CashFlows/shortindexedcoupon.hpp (1.15.2.1),
	ql/CashFlows/simplecashflow.hpp (1.14.8.1),
	ql/CashFlows/timebasket.cpp (1.7.8.1), ql/CashFlows/timebasket.hpp
	(1.8.2.1), ql/CashFlows/upfrontindexedcoupon.hpp (1.13.4.1),
	ql/Currencies/africa.hpp (1.3.4.1), ql/Currencies/all.hpp
	(1.5.4.1), ql/Currencies/america.hpp (1.3.4.1),
	ql/Currencies/asia.hpp (1.4.4.1), ql/Currencies/europe.hpp
	(1.4.4.1), ql/Currencies/exchangeratemanager.cpp (1.7.2.1),
	ql/Currencies/exchangeratemanager.hpp (1.5.2.1),
	ql/Currencies/oceania.hpp (1.3.4.1), ql/DayCounters/actual360.hpp
	(1.20.4.1), ql/DayCounters/actual365fixed.hpp (1.2.2.1),
	ql/DayCounters/actualactual.cpp (1.33.2.1),
	ql/DayCounters/actualactual.hpp (1.28.2.1), ql/DayCounters/all.hpp
	(1.3.2.1), ql/DayCounters/one.hpp (1.3.4.1),
	ql/DayCounters/simpledaycounter.cpp (1.6.4.1),
	ql/DayCounters/simpledaycounter.hpp (1.7.4.1),
	ql/DayCounters/thirty360.cpp (1.21.2.1),
	ql/DayCounters/thirty360.hpp (1.23.4.1),
	ql/FiniteDifferences/all.hpp (1.2.2.1),
	ql/FiniteDifferences/americancondition.hpp (1.27.2.1),
	ql/FiniteDifferences/boundarycondition.cpp (1.10.8.1),
	ql/FiniteDifferences/boundarycondition.hpp (1.17.2.1),
	ql/FiniteDifferences/bsmoperator.cpp (1.17.2.1),
	ql/FiniteDifferences/bsmoperator.hpp (1.18.2.1),
	ql/FiniteDifferences/bsmtermoperator.cpp (1.1.2.1),
	ql/FiniteDifferences/bsmtermoperator.hpp (1.2.2.1),
	ql/FiniteDifferences/core.hpp (1.2.2.1),
	ql/FiniteDifferences/cranknicolson.hpp (1.22.2.1),
	ql/FiniteDifferences/dminus.hpp (1.15.8.1),
	ql/FiniteDifferences/dplus.hpp (1.15.8.1),
	ql/FiniteDifferences/dplusdminus.hpp (1.17.4.1),
	ql/FiniteDifferences/dzero.hpp (1.16.4.1),
	ql/FiniteDifferences/expliciteuler.hpp (1.18.2.1),
	ql/FiniteDifferences/fdtypedefs.hpp (1.12.2.1),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.33.2.1),
	ql/FiniteDifferences/impliciteuler.hpp (1.17.2.1),
	ql/FiniteDifferences/mixedscheme.hpp (1.19.2.1),
	ql/FiniteDifferences/onefactoroperator.cpp (1.20.8.1),
	ql/FiniteDifferences/onefactoroperator.hpp (1.20.8.1),
	ql/FiniteDifferences/operatortraits.hpp (1.4.2.2),
	ql/FiniteDifferences/parallelevolver.hpp (1.1.2.2),
	ql/FiniteDifferences/shoutcondition.hpp (1.25.2.1),
	ql/FiniteDifferences/stepcondition.hpp (1.17.2.1),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.33.2.1),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.37.2.1),
	ql/FiniteDifferences/valueatcenter.cpp (1.18.8.1),
	ql/FiniteDifferences/valueatcenter.hpp (1.13.8.1),
	ql/Indexes/all.hpp (1.1.10.1), ql/Indexes/audlibor.hpp (1.21.4.1),
	ql/Indexes/cadlibor.hpp (1.21.4.1), ql/Indexes/chflibor.hpp
	(1.18.4.1), ql/Indexes/core.hpp (1.3.2.1), ql/Indexes/euribor.hpp
	(1.23.4.1), ql/Indexes/gbplibor.hpp (1.26.4.1),
	ql/Indexes/indexmanager.cpp (1.2.4.1), ql/Indexes/indexmanager.hpp
	(1.2.4.1), ql/Indexes/jpylibor.hpp (1.19.4.1),
	ql/Indexes/usdlibor.hpp (1.25.4.1), ql/Indexes/xibor.cpp
	(1.26.2.1), ql/Indexes/xibor.hpp (1.38.2.1),
	ql/Indexes/zarlibor.hpp (1.19.4.1), ql/Instruments/all.hpp
	(1.10.2.1), ql/Instruments/asianoption.cpp (1.22.2.1),
	ql/Instruments/asianoption.hpp (1.22.2.1),
	ql/Instruments/barrieroption.cpp (1.33.2.1),
	ql/Instruments/barrieroption.hpp (1.28.2.1),
	ql/Instruments/basketoption.cpp (1.10.2.1),
	ql/Instruments/basketoption.hpp (1.13.2.1), ql/Instruments/bond.cpp
	(1.8.2.1), ql/Instruments/bond.hpp (1.7.2.1),
	ql/Instruments/capfloor.cpp (1.63.2.1), ql/Instruments/capfloor.hpp
	(1.54.2.1), ql/Instruments/cliquetoption.cpp (1.4.2.1),
	ql/Instruments/cliquetoption.hpp (1.16.2.1),
	ql/Instruments/core.hpp (1.1.10.1),
	ql/Instruments/dividendvanillaoption.cpp (1.7.2.1),
	ql/Instruments/dividendvanillaoption.hpp (1.4.2.1),
	ql/Instruments/europeanoption.cpp (1.3.2.1),
	ql/Instruments/europeanoption.hpp (1.5.2.1),
	ql/Instruments/fixedcouponbond.cpp (1.6.2.1),
	ql/Instruments/fixedcouponbond.hpp (1.5.2.1),
	ql/Instruments/floatingratebond.cpp (1.2.2.1),
	ql/Instruments/floatingratebond.hpp (1.1.2.1),
	ql/Instruments/forwardvanillaoption.cpp (1.30.2.1),
	ql/Instruments/forwardvanillaoption.hpp (1.30.2.1),
	ql/Instruments/multiassetoption.cpp (1.14.2.1),
	ql/Instruments/multiassetoption.hpp (1.10.2.1),
	ql/Instruments/oneassetoption.cpp (1.22.2.1),
	ql/Instruments/oneassetoption.hpp (1.14.2.1),
	ql/Instruments/oneassetstrikedoption.cpp (1.17.2.1),
	ql/Instruments/oneassetstrikedoption.hpp (1.14.2.1),
	ql/Instruments/payoffs.hpp (1.15.2.1),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.28.2.1),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.24.2.1),
	ql/Instruments/quantovanillaoption.cpp (1.35.2.1),
	ql/Instruments/quantovanillaoption.hpp (1.32.2.1),
	ql/Instruments/simpleswap.cpp (1.56.2.1),
	ql/Instruments/simpleswap.hpp (1.51.2.1), ql/Instruments/stock.cpp
	(1.19.4.1), ql/Instruments/stock.hpp (1.17.4.1),
	ql/Instruments/swap.cpp (1.38.2.1), ql/Instruments/swap.hpp
	(1.33.2.1), ql/Instruments/swaption.cpp (1.50.2.1),
	ql/Instruments/swaption.hpp (1.45.2.1),
	ql/Instruments/vanillaoption.cpp (1.47.2.1),
	ql/Instruments/vanillaoption.hpp (1.47.2.1),
	ql/Instruments/zerocouponbond.cpp (1.1.2.1),
	ql/Instruments/zerocouponbond.hpp (1.1.2.1), ql/Lattices/all.hpp
	(1.1.10.1), ql/Lattices/binomialtree.cpp (1.27.2.1),
	ql/Lattices/binomialtree.hpp (1.21.8.1), ql/Lattices/bsmlattice.cpp
	(1.13.2.1), ql/Lattices/bsmlattice.hpp (1.12.8.1),
	ql/Lattices/core.hpp (1.1.10.1), ql/Lattices/lattice.cpp
	(1.27.2.1), ql/Lattices/lattice.hpp (1.17.4.1),
	ql/Lattices/lattice2d.cpp (1.14.2.1), ql/Lattices/lattice2d.hpp
	(1.12.8.1), ql/Lattices/tree.hpp (1.24.8.1),
	ql/Lattices/trinomialtree.cpp (1.23.2.1),
	ql/Lattices/trinomialtree.hpp (1.15.8.1), ql/Math/all.hpp
	(1.7.2.1), ql/Math/array.hpp (1.18.2.1),
	ql/Math/backwardflatinterpolation.hpp (1.2.2.1), ql/Math/beta.cpp
	(1.7.2.1), ql/Math/beta.hpp (1.4.2.1),
	ql/Math/bicubicsplineinterpolation.hpp (1.22.2.1),
	ql/Math/bilinearinterpolation.hpp (1.27.2.1),
	ql/Math/binomialdistribution.hpp (1.9.2.1),
	ql/Math/bivariatenormaldistribution.cpp (1.11.2.1),
	ql/Math/bivariatenormaldistribution.hpp (1.10.2.1),
	ql/Math/chisquaredistribution.cpp (1.14.2.1),
	ql/Math/chisquaredistribution.hpp (1.12.4.1),
	ql/Math/choleskydecomposition.cpp (1.7.2.1),
	ql/Math/choleskydecomposition.hpp (1.1.10.1),
	ql/Math/comparison.hpp (1.6.2.1), ql/Math/core.hpp (1.1.10.1),
	ql/Math/cubicspline.hpp (1.59.2.1),
	ql/Math/discrepancystatistics.cpp (1.10.2.1),
	ql/Math/discrepancystatistics.hpp (1.15.2.1),
	ql/Math/errorfunction.cpp (1.8.2.1), ql/Math/errorfunction.hpp
	(1.7.8.1), ql/Math/extrapolation.hpp (1.1.8.1),
	ql/Math/factorial.cpp (1.6.2.1), ql/Math/factorial.hpp (1.6.4.1),
	ql/Math/forwardflatinterpolation.hpp (1.2.2.1),
	ql/Math/functional.hpp (1.6.2.1), ql/Math/gammadistribution.cpp
	(1.14.2.1), ql/Math/gammadistribution.hpp (1.11.4.1),
	ql/Math/gaussianstatistics.hpp (1.26.2.1),
	ql/Math/generalstatistics.cpp (1.17.2.1),
	ql/Math/generalstatistics.hpp (1.19.2.1),
	ql/Math/incompletegamma.cpp (1.6.2.1), ql/Math/incompletegamma.hpp
	(1.2.8.1), ql/Math/incrementalstatistics.cpp (1.16.2.1),
	ql/Math/incrementalstatistics.hpp (1.14.2.1),
	ql/Math/interpolation.hpp (1.36.2.1), ql/Math/interpolation2D.hpp
	(1.26.2.1), ql/Math/kronrodintegral.hpp (1.16.2.1),
	ql/Math/lexicographicalview.hpp (1.15.4.1),
	ql/Math/linearinterpolation.hpp (1.33.2.1),
	ql/Math/loglinearinterpolation.hpp (1.33.2.1), ql/Math/matrix.hpp
	(1.41.2.1), ql/Math/multicubicspline.hpp (1.8.2.1),
	ql/Math/normaldistribution.cpp (1.29.2.1),
	ql/Math/normaldistribution.hpp (1.33.2.1),
	ql/Math/poissondistribution.hpp (1.12.2.1),
	ql/Math/primenumbers.cpp (1.14.2.1), ql/Math/primenumbers.hpp
	(1.10.8.1), ql/Math/pseudosqrt.cpp (1.12.2.1),
	ql/Math/pseudosqrt.hpp (1.7.2.1), ql/Math/riskstatistics.hpp
	(1.20.2.1), ql/Math/rounding.cpp (1.5.2.1), ql/Math/rounding.hpp
	(1.10.4.1), ql/Math/segmentintegral.hpp (1.23.4.1),
	ql/Math/sequencestatistics.hpp (1.28.2.1),
	ql/Math/simpsonintegral.hpp (1.10.2.1), ql/Math/statistics.hpp
	(1.30.4.1), ql/Math/svd.cpp (1.11.2.1), ql/Math/svd.hpp (1.11.4.1),
	ql/Math/symmetriceigenvalues.hpp (1.12.10.1),
	ql/Math/symmetricschurdecomposition.cpp (1.22.2.1),
	ql/Math/symmetricschurdecomposition.hpp (1.17.4.1),
	ql/Math/trapezoidintegral.hpp (1.11.2.1), ql/MonteCarlo/all.hpp
	(1.5.2.1), ql/MonteCarlo/brownianbridge.hpp (1.25.2.1),
	ql/MonteCarlo/core.hpp (1.2.2.1), ql/MonteCarlo/getcovariance.cpp
	(1.15.2.1), ql/MonteCarlo/getcovariance.hpp (1.24.2.1),
	ql/MonteCarlo/mctraits.hpp (1.14.2.1), ql/MonteCarlo/mctypedefs.hpp
	(1.36.4.1), ql/MonteCarlo/montecarlomodel.hpp (1.33.4.1),
	ql/MonteCarlo/multipath.hpp (1.22.6.1),
	ql/MonteCarlo/multipathgenerator.hpp (1.55.2.1),
	ql/MonteCarlo/path.hpp (1.24.4.1), ql/MonteCarlo/pathgenerator.hpp
	(1.63.2.1), ql/MonteCarlo/pathpricer.hpp (1.24.2.1),
	ql/MonteCarlo/sample.hpp (1.13.8.1), ql/Optimization/all.hpp
	(1.1.10.1), ql/Optimization/armijo.cpp (1.20.2.1),
	ql/Optimization/armijo.hpp (1.20.2.1),
	ql/Optimization/conjugategradient.cpp (1.23.2.1),
	ql/Optimization/conjugategradient.hpp (1.18.8.1),
	ql/Optimization/constraint.hpp (1.23.4.1), ql/Optimization/core.hpp
	(1.1.10.1), ql/Optimization/costfunction.hpp (1.20.8.1),
	ql/Optimization/criteria.hpp (1.21.2.1),
	ql/Optimization/leastsquare.hpp (1.28.4.1),
	ql/Optimization/linesearch.hpp (1.19.8.1),
	ql/Optimization/method.hpp (1.14.8.1), ql/Optimization/problem.hpp
	(1.11.8.1), ql/Optimization/simplex.cpp (1.13.2.1),
	ql/Optimization/simplex.hpp (1.17.4.1),
	ql/Optimization/steepestdescent.cpp (1.20.2.1),
	ql/Optimization/steepestdescent.hpp (1.19.8.1), ql/Patterns/all.hpp
	(1.2.4.1), ql/Patterns/bridge.hpp (1.13.4.1),
	ql/Patterns/composite.hpp (1.8.2.1),
	ql/Patterns/curiouslyrecurring.hpp (1.4.8.1),
	ql/Patterns/lazyobject.hpp (1.8.8.1), ql/Patterns/observable.hpp
	(1.22.4.1), ql/Patterns/singleton.hpp (1.6.2.1),
	ql/Patterns/visitor.hpp (1.8.8.1), ql/Pricers/all.hpp (1.7.2.1),
	ql/Pricers/core.hpp (1.2.8.1), ql/Pricers/discretegeometricaso.cpp
	(1.19.2.1), ql/Pricers/discretegeometricaso.hpp (1.15.8.1),
	ql/Pricers/fdamericanoption.hpp (1.17.2.1),
	ql/Pricers/fdbermudanoption.cpp (1.19.2.1),
	ql/Pricers/fdbermudanoption.hpp (1.13.2.1),
	ql/Pricers/fdbsmoption.cpp (1.23.2.1), ql/Pricers/fdbsmoption.hpp
	(1.20.2.1), ql/Pricers/fddividendamericanoption.cpp (1.12.2.1),
	ql/Pricers/fddividendamericanoption.hpp (1.14.2.1),
	ql/Pricers/fddividendoption.cpp (1.31.2.1),
	ql/Pricers/fddividendoption.hpp (1.13.2.1),
	ql/Pricers/fddividendshoutoption.cpp (1.16.2.1),
	ql/Pricers/fddividendshoutoption.hpp (1.15.2.1),
	ql/Pricers/fdeuropean.cpp (1.18.2.1), ql/Pricers/fdeuropean.hpp
	(1.16.2.1), ql/Pricers/fdmultiperiodoption.cpp (1.30.2.1),
	ql/Pricers/fdmultiperiodoption.hpp (1.17.2.1),
	ql/Pricers/fdshoutoption.hpp (1.15.2.1),
	ql/Pricers/fdstepconditionoption.cpp (1.21.2.1),
	ql/Pricers/fdstepconditionoption.hpp (1.15.2.1),
	ql/Pricers/mccliquetoption.cpp (1.36.2.1),
	ql/Pricers/mccliquetoption.hpp (1.24.2.1),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.39.2.1),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.27.2.1),
	ql/Pricers/mceverest.cpp (1.44.2.1), ql/Pricers/mceverest.hpp
	(1.29.2.1), ql/Pricers/mchimalaya.cpp (1.48.2.1),
	ql/Pricers/mchimalaya.hpp (1.27.2.1), ql/Pricers/mcmaxbasket.cpp
	(1.44.2.1), ql/Pricers/mcmaxbasket.hpp (1.29.2.1),
	ql/Pricers/mcpagoda.cpp (1.47.2.1), ql/Pricers/mcpagoda.hpp
	(1.30.2.1), ql/Pricers/mcperformanceoption.cpp (1.31.2.1),
	ql/Pricers/mcperformanceoption.hpp (1.22.2.1),
	ql/Pricers/mcpricer.hpp (1.36.2.1),
	ql/Pricers/singleassetoption.cpp (1.31.2.1),
	ql/Pricers/singleassetoption.hpp (1.35.2.1),
	ql/PricingEngines/all.hpp (1.9.2.1),
	ql/PricingEngines/americanpayoffatexpiry.cpp (1.4.2.1),
	ql/PricingEngines/americanpayoffatexpiry.hpp (1.8.8.1),
	ql/PricingEngines/americanpayoffathit.cpp (1.4.2.1),
	ql/PricingEngines/americanpayoffathit.hpp (1.10.8.1),
	ql/PricingEngines/blackformula.cpp (1.10.2.1),
	ql/PricingEngines/blackformula.hpp (1.18.6.1),
	ql/PricingEngines/blackmodel.hpp (1.10.2.1),
	ql/PricingEngines/core.hpp (1.6.2.1),
	ql/PricingEngines/genericmodelengine.hpp (1.7.4.1),
	ql/PricingEngines/greeks.cpp (1.1.2.1),
	ql/PricingEngines/greeks.hpp (1.1.2.1),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.12.4.1),
	ql/PricingEngines/mcsimulation.hpp (1.14.2.1),
	ql/PricingEngines/Asian/all.hpp (1.3.4.1),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.9.2.1),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.hpp (1.4.2.1),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp
	(1.12.2.1),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp (1.4.2.1),
	ql/PricingEngines/Asian/mc_discr_arith_av_price.cpp (1.2.4.1),
	ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.10.2.1),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.cpp (1.3.2.1),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.9.2.1),
	ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.8.2.1),
	ql/PricingEngines/Barrier/all.hpp (1.2.10.1),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.20.2.1),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.7.2.1),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.10.2.1),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.31.2.1),
	ql/PricingEngines/Basket/all.hpp (1.3.10.1),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.29.2.1),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.11.6.1),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.8.2.1),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.32.2.1),
	ql/PricingEngines/Basket/stulzengine.cpp (1.20.2.1),
	ql/PricingEngines/Basket/stulzengine.hpp (1.6.4.1),
	ql/PricingEngines/CapFloor/all.hpp (1.3.8.1),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.cpp (1.1.8.1),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp (1.5.2.1),
	ql/PricingEngines/CapFloor/blackcapfloorengine.cpp (1.3.2.1),
	ql/PricingEngines/CapFloor/blackcapfloorengine.hpp (1.3.4.1),
	ql/PricingEngines/CapFloor/discretizedcapfloor.cpp (1.6.2.1),
	ql/PricingEngines/CapFloor/discretizedcapfloor.hpp (1.6.2.1),
	ql/PricingEngines/CapFloor/treecapfloorengine.cpp (1.5.4.1),
	ql/PricingEngines/CapFloor/treecapfloorengine.hpp (1.5.2.1),
	ql/PricingEngines/Cliquet/all.hpp (1.3.8.1),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.9.2.1),
	ql/PricingEngines/Cliquet/analyticcliquetengine.hpp (1.4.2.1),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.8.2.1),
	ql/PricingEngines/Cliquet/analyticperformanceengine.hpp (1.3.4.1),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.10.2.1),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.9.4.1),
	ql/PricingEngines/Forward/all.hpp (1.1.10.1),
	ql/PricingEngines/Forward/forwardengine.hpp (1.23.2.1),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.16.2.1),
	ql/PricingEngines/Quanto/all.hpp (1.1.10.1),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.17.2.1),
	ql/PricingEngines/Swaption/all.hpp (1.4.6.1),
	ql/PricingEngines/Swaption/blackswaptionengine.cpp (1.2.2.1),
	ql/PricingEngines/Swaption/blackswaptionengine.hpp (1.3.4.1),
	ql/PricingEngines/Swaption/discretizedswaption.cpp (1.8.2.1),
	ql/PricingEngines/Swaption/discretizedswaption.hpp (1.9.2.1),
	ql/PricingEngines/Swaption/g2swaptionengine.hpp (1.4.2.1),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp (1.1.8.1),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp (1.3.4.1),
	ql/PricingEngines/Swaption/treeswaptionengine.cpp (1.5.4.1),
	ql/PricingEngines/Swaption/treeswaptionengine.hpp (1.4.2.1),
	ql/PricingEngines/Vanilla/all.hpp (1.9.2.1),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp
	(1.12.2.1),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp
	(1.5.2.1),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp
	(1.10.2.1),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp
	(1.3.4.1), ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp
	(1.22.2.1), ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp
	(1.5.2.1), ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp
	(1.20.2.1), ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp
	(1.5.4.1), ql/PricingEngines/Vanilla/binomialengine.hpp (1.24.2.1),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.21.2.1),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.6.4.1),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.9.2.1),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.7.2.1),
	ql/PricingEngines/Vanilla/fdamericanengine.hpp (1.2.2.1),
	ql/PricingEngines/Vanilla/fdbermudanengine.hpp (1.2.2.1),
	ql/PricingEngines/Vanilla/fddividendamericanengine.hpp (1.1.2.1),
	ql/PricingEngines/Vanilla/fddividendengine.cpp (1.1.2.1),
	ql/PricingEngines/Vanilla/fddividendengine.hpp (1.2.2.1),
	ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp (1.1.2.2),
	ql/PricingEngines/Vanilla/fddividendshoutengine.hpp (1.1.2.1),
	ql/PricingEngines/Vanilla/fdeuropeanengine.cpp (1.3.2.1),
	ql/PricingEngines/Vanilla/fdeuropeanengine.hpp (1.4.2.1),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp (1.1.2.1),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp (1.1.2.1),
	ql/PricingEngines/Vanilla/fdshoutengine.hpp (1.2.2.1),
	ql/PricingEngines/Vanilla/fdstepconditionengine.cpp (1.3.2.1),
	ql/PricingEngines/Vanilla/fdstepconditionengine.hpp (1.3.2.1),
	ql/PricingEngines/Vanilla/fdvanillaengine.cpp (1.3.2.1),
	ql/PricingEngines/Vanilla/fdvanillaengine.hpp (1.4.2.1),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.10.2.1),
	ql/PricingEngines/Vanilla/integralengine.hpp (1.4.8.1),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.32.2.1),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.11.2.1),
	ql/PricingEngines/Vanilla/juquadraticengine.cpp (1.8.2.1),
	ql/PricingEngines/Vanilla/juquadraticengine.hpp (1.4.4.1),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.11.2.1),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.36.2.1),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.37.2.2),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.24.2.1),
	ql/Processes/all.hpp (1.1.2.1),
	ql/Processes/blackscholesprocess.cpp (1.1.2.1),
	ql/Processes/blackscholesprocess.hpp (1.1.2.1),
	ql/Processes/geometricbrownianprocess.cpp (1.1.2.1),
	ql/Processes/geometricbrownianprocess.hpp (1.1.2.1),
	ql/Processes/merton76process.cpp (1.1.2.1),
	ql/Processes/merton76process.hpp (1.1.2.1),
	ql/Processes/ornsteinuhlenbeckprocess.cpp (1.1.2.1),
	ql/Processes/ornsteinuhlenbeckprocess.hpp (1.1.2.1),
	ql/Processes/squarerootprocess.cpp (1.1.2.1),
	ql/Processes/squarerootprocess.hpp (1.1.2.1),
	ql/RandomNumbers/Faure2.bas (1.1.20.1), ql/RandomNumbers/all.hpp
	(1.9.2.1), ql/RandomNumbers/boxmullergaussianrng.hpp (1.16.2.1),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.15.8.1),
	ql/RandomNumbers/core.hpp (1.2.4.1), ql/RandomNumbers/faurersg.cpp
	(1.5.2.1), ql/RandomNumbers/faurersg.hpp (1.3.4.1),
	ql/RandomNumbers/haltonrsg.cpp (1.14.8.1),
	ql/RandomNumbers/haltonrsg.hpp (1.14.2.1),
	ql/RandomNumbers/inversecumulativerng.hpp (1.2.4.1),
	ql/RandomNumbers/inversecumulativersg.hpp (1.2.4.1),
	ql/RandomNumbers/knuthuniformrng.cpp (1.13.4.1),
	ql/RandomNumbers/knuthuniformrng.hpp (1.16.8.1),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.12.4.1),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.15.4.1),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.12.2.1),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.15.2.1),
	ql/RandomNumbers/primitivepolynomials.c (1.8.4.1),
	ql/RandomNumbers/primitivepolynomials.h (1.4.20.1),
	ql/RandomNumbers/randomizedlds.hpp (1.9.2.1),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.13.2.1),
	ql/RandomNumbers/rngtraits.hpp (1.11.4.1),
	ql/RandomNumbers/seedgenerator.cpp (1.5.2.1),
	ql/RandomNumbers/seedgenerator.hpp (1.4.4.1),
	ql/RandomNumbers/sobolrsg.cpp (1.40.2.1),
	ql/RandomNumbers/sobolrsg.hpp (1.24.2.1),
	ql/ShortRateModels/all.hpp (1.1.10.1),
	ql/ShortRateModels/calibrationhelper.cpp (1.10.8.1),
	ql/ShortRateModels/calibrationhelper.hpp (1.25.2.1),
	ql/ShortRateModels/core.hpp (1.1.10.1),
	ql/ShortRateModels/model.cpp (1.24.2.1),
	ql/ShortRateModels/model.hpp (1.32.4.1),
	ql/ShortRateModels/onefactormodel.cpp (1.17.8.1),
	ql/ShortRateModels/onefactormodel.hpp (1.19.2.1),
	ql/ShortRateModels/parameter.hpp (1.24.2.1),
	ql/ShortRateModels/twofactormodel.cpp (1.12.8.1),
	ql/ShortRateModels/twofactormodel.hpp (1.16.2.1),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.43.4.1),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.18.4.1),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp
	(1.39.4.1),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp
	(1.16.4.1), ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp
	(1.21.2.1), ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp
	(1.20.2.1), ql/ShortRateModels/OneFactorModels/coxingersollross.cpp
	(1.26.2.1), ql/ShortRateModels/OneFactorModels/coxingersollross.hpp
	(1.24.2.1),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.29.2.1),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.26.2.1), ql/ShortRateModels/OneFactorModels/hullwhite.cpp
	(1.24.2.1), ql/ShortRateModels/OneFactorModels/hullwhite.hpp
	(1.26.2.1), ql/ShortRateModels/OneFactorModels/vasicek.cpp
	(1.13.2.1), ql/ShortRateModels/OneFactorModels/vasicek.hpp
	(1.16.2.1), ql/ShortRateModels/TwoFactorModels/g2.cpp (1.25.2.1),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.30.2.1),
	ql/Solvers1D/all.hpp (1.1.10.1), ql/Solvers1D/bisection.hpp
	(1.20.2.1), ql/Solvers1D/brent.hpp (1.20.2.1),
	ql/Solvers1D/falseposition.hpp (1.19.2.1), ql/Solvers1D/newton.hpp
	(1.21.2.1), ql/Solvers1D/newtonsafe.hpp (1.21.2.1),
	ql/Solvers1D/ridder.hpp (1.20.2.1), ql/Solvers1D/secant.hpp
	(1.20.2.1), ql/TermStructures/affinetermstructure.cpp (1.27.2.1),
	ql/TermStructures/affinetermstructure.hpp (1.30.2.1),
	ql/TermStructures/all.hpp (1.5.2.1),
	ql/TermStructures/bootstraptraits.hpp (1.4.2.1),
	ql/TermStructures/compoundforward.cpp (1.53.2.1),
	ql/TermStructures/compoundforward.hpp (1.43.2.1),
	ql/TermStructures/discountcurve.hpp (1.45.2.1),
	ql/TermStructures/drifttermstructure.hpp (1.20.2.1),
	ql/TermStructures/extendeddiscountcurve.cpp (1.27.2.1),
	ql/TermStructures/extendeddiscountcurve.hpp (1.25.2.1),
	ql/TermStructures/flatforward.hpp (1.52.2.1),
	ql/TermStructures/forwardcurve.hpp (1.1.2.1),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.35.2.1),
	ql/TermStructures/forwardstructure.hpp (1.8.2.1),
	ql/TermStructures/impliedtermstructure.hpp (1.29.2.1),
	ql/TermStructures/piecewiseflatforward.cpp (1.60.2.1),
	ql/TermStructures/piecewiseflatforward.hpp (1.51.2.1),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.7.2.3),
	ql/TermStructures/quantotermstructure.hpp (1.23.2.1),
	ql/TermStructures/ratehelpers.cpp (1.58.2.1),
	ql/TermStructures/ratehelpers.hpp (1.48.2.1),
	ql/TermStructures/zerocurve.hpp (1.20.2.1),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.36.2.1),
	ql/TermStructures/zeroyieldstructure.hpp (1.7.2.1),
	ql/Utilities/all.hpp (1.5.2.1), ql/Utilities/dataformatters.cpp
	(1.1.2.1), ql/Utilities/dataformatters.hpp (1.3.2.1),
	ql/Utilities/dataparsers.cpp (1.1.2.1),
	ql/Utilities/dataparsers.hpp (1.1.2.1), ql/Utilities/disposable.hpp
	(1.1.2.1), ql/Utilities/null.hpp (1.1.2.1),
	ql/Utilities/steppingiterator.hpp (1.19.2.1),
	ql/Utilities/strings.hpp (1.2.2.1), ql/Utilities/tracing.cpp
	(1.2.2.1), ql/Utilities/tracing.hpp (1.7.2.1),
	ql/Volatilities/all.hpp (1.2.4.1),
	ql/Volatilities/blackconstantvol.hpp (1.33.4.1),
	ql/Volatilities/blackvariancecurve.cpp (1.19.2.2),
	ql/Volatilities/blackvariancecurve.hpp (1.38.2.3),
	ql/Volatilities/blackvariancesurface.cpp (1.19.2.2),
	ql/Volatilities/blackvariancesurface.hpp (1.39.2.3),
	ql/Volatilities/capflatvolvector.hpp (1.26.2.1),
	ql/Volatilities/capletconstantvol.hpp (1.9.2.1),
	ql/Volatilities/impliedvoltermstructure.hpp (1.18.4.1),
	ql/Volatilities/localconstantvol.hpp (1.29.4.1),
	ql/Volatilities/localvolcurve.hpp (1.18.2.1),
	ql/Volatilities/localvolsurface.cpp (1.20.2.1),
	ql/Volatilities/localvolsurface.hpp (1.27.2.1),
	ql/Volatilities/swaptionvolmatrix.hpp (1.29.2.1),
	test-suite/americanoption.cpp (1.35.2.1),
	test-suite/americanoption.hpp (1.8.2.1),
	test-suite/asianoptions.cpp (1.49.2.1), test-suite/asianoptions.hpp
	(1.7.4.1), test-suite/barrieroption.cpp (1.46.2.1),
	test-suite/barrieroption.hpp (1.5.4.1), test-suite/basketoption.cpp
	(1.41.2.1), test-suite/basketoption.hpp (1.7.4.1),
	test-suite/bermudanswaption.cpp (1.1.2.1),
	test-suite/bermudanswaption.hpp (1.1.2.1), test-suite/bonds.cpp
	(1.11.2.1), test-suite/bonds.hpp (1.5.2.1),
	test-suite/calendars.cpp (1.23.2.1), test-suite/calendars.hpp
	(1.12.4.1), test-suite/capfloor.cpp (1.46.2.1),
	test-suite/capfloor.hpp (1.9.4.1), test-suite/cliquetoption.cpp
	(1.24.2.1), test-suite/cliquetoption.hpp (1.4.4.1),
	test-suite/compoundforward.cpp (1.31.2.1),
	test-suite/compoundforward.hpp (1.6.4.1), test-suite/covariance.cpp
	(1.28.2.1), test-suite/covariance.hpp (1.9.4.1),
	test-suite/dates.cpp (1.14.2.1), test-suite/dates.hpp (1.8.4.1),
	test-suite/daycounters.cpp (1.17.2.1), test-suite/daycounters.hpp
	(1.9.4.1), test-suite/digitaloption.cpp (1.50.2.1),
	test-suite/digitaloption.hpp (1.8.4.1),
	test-suite/distributions.cpp (1.25.2.1),
	test-suite/distributions.hpp (1.9.4.1),
	test-suite/dividendoption.cpp (1.3.2.1),
	test-suite/dividendoption.hpp (1.1.2.1),
	test-suite/europeanoption.cpp (1.87.2.1),
	test-suite/europeanoption.hpp (1.19.2.1),
	test-suite/exchangerate.cpp (1.3.2.1), test-suite/exchangerate.hpp
	(1.2.4.1), test-suite/factorial.cpp (1.19.2.1),
	test-suite/factorial.hpp (1.6.4.1), test-suite/forwardoption.cpp
	(1.20.2.1), test-suite/forwardoption.hpp (1.3.4.1),
	test-suite/instruments.cpp (1.12.4.1), test-suite/instruments.hpp
	(1.7.4.1), test-suite/integrals.cpp (1.12.2.1),
	test-suite/integrals.hpp (1.8.4.1), test-suite/interestrates.cpp
	(1.17.2.1), test-suite/interestrates.hpp (1.2.4.1),
	test-suite/interpolations.cpp (1.25.2.1),
	test-suite/interpolations.hpp (1.9.4.1),
	test-suite/jumpdiffusion.cpp (1.36.2.1),
	test-suite/jumpdiffusion.hpp (1.6.4.1),
	test-suite/lowdiscrepancysequences.cpp (1.71.2.1),
	test-suite/lowdiscrepancysequences.hpp (1.17.4.1),
	test-suite/matrices.cpp (1.30.2.1), test-suite/matrices.hpp
	(1.10.4.1), test-suite/mersennetwister.cpp (1.18.2.1),
	test-suite/mersennetwister.hpp (1.8.4.1), test-suite/money.cpp
	(1.3.2.1), test-suite/money.hpp (1.2.4.1),
	test-suite/old_pricers.cpp (1.72.2.1), test-suite/old_pricers.hpp
	(1.15.2.1), test-suite/operators.cpp (1.14.2.1),
	test-suite/operators.hpp (1.8.2.1),
	test-suite/piecewiseflatforward.cpp (1.32.2.1),
	test-suite/piecewiseflatforward.hpp (1.8.4.1),
	test-suite/piecewiseyieldcurve.cpp (1.5.2.2),
	test-suite/piecewiseyieldcurve.hpp (1.4.2.1),
	test-suite/quantlibtestsuite.cpp (1.98.2.1),
	test-suite/quantooption.cpp (1.22.2.1), test-suite/quantooption.hpp
	(1.4.4.1), test-suite/quotes.cpp (1.8.2.1), test-suite/quotes.hpp
	(1.4.4.1), test-suite/riskstats.cpp (1.39.2.1),
	test-suite/riskstats.hpp (1.11.4.1), test-suite/rngtraits.cpp
	(1.3.2.1), test-suite/rngtraits.hpp (1.1.4.1),
	test-suite/rounding.cpp (1.5.2.1), test-suite/rounding.hpp
	(1.4.4.1), test-suite/shortratemodels.cpp (1.1.2.1),
	test-suite/shortratemodels.hpp (1.1.2.1), test-suite/solvers.cpp
	(1.13.2.1), test-suite/solvers.hpp (1.7.4.1), test-suite/stats.cpp
	(1.27.2.1), test-suite/stats.hpp (1.14.4.1), test-suite/swap.cpp
	(1.39.2.1), test-suite/swap.hpp (1.8.4.1), test-suite/swaption.cpp
	(1.38.2.1), test-suite/swaption.hpp (1.7.4.1),
	test-suite/termstructures.cpp (1.37.2.1),
	test-suite/termstructures.hpp (1.9.4.1), test-suite/tracing.cpp
	(1.4.2.1), test-suite/tracing.hpp (1.1.2.1),
	test-suite/utilities.cpp (1.17.2.1), test-suite/utilities.hpp
	(1.23.2.1):

	Fixed license URL in sources; added file variables for Emacs

2005-03-17 11:13  Luigi Ballabio

	* ql/: FiniteDifferences/operatortraits.hpp (1.4.2.1),
	FiniteDifferences/parallelevolver.hpp (1.1.2.1),
	PricingEngines/Vanilla/mceuropeanengine.hpp (1.37.2.1):

	Enforced self-consistent headers

2005-03-17 05:02  drjoe

	* ql/timegrid.hpp (1.4):

	Add include file which is necessary for STL

2005-03-16 14:15  Luigi Ballabio

	* ql/Makefile.am (1.77), ql/core.hpp (1.14),
	ql/discretizedasset.hpp (1.19), ql/grid.cpp (1.18), ql/grid.hpp
	(1.24), ql/numericalmethod.hpp (1.19), ql/timegrid.cpp (1.1),
	ql/timegrid.hpp (1.3), ql/Lattices/lattice.hpp (1.18),
	ql/MonteCarlo/path.hpp (1.25), test-suite/capfloor.cpp (1.47),
	test-suite/swaption.cpp (1.39):

	TimeGrid implemented by using std::vector instead of inheriting it

2005-03-14 14:56  Luigi Ballabio

	* QuantLib.dev (1.8.2.1),
	functions/ql/Functions/QuantLibFunctions.dev (1.5.2.1),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.7.2.2),
	test-suite/QuantLib-test-suite.dev (1.9.2.1):

	Fixed for gcc 3.4 and dev-cpp

2005-03-10 15:12  Luigi Ballabio

	* Docs/pages/faq.docs (1.13.2.1), Docs/pages/history.docs
	(1.19.2.1), Docs/pages/install.docs (1.14.2.1),
	ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp (1.1.2.1):

	Preparing docs for release

2005-03-08 14:44  Luigi Ballabio

	* ql/Calendars/makefile.mak (1.30.2.1),
	ql/FiniteDifferences/makefile.mak (1.21.8.1),
	ql/Instruments/makefile.mak (1.36.2.1),
	ql/PricingEngines/Vanilla/makefile.mak (1.15.2.1),
	ql/PricingEngines/makefile.mak (1.33.8.1),
	ql/Processes/makefile.mak (1.1.2.1), ql/TermStructures/makefile.mak
	(1.25.2.1), ql/Utilities/makefile.mak (1.2.2.1),
	ql/Volatilities/blackvariancecurve.cpp (1.19.2.1),
	ql/Volatilities/blackvariancecurve.hpp (1.38.2.2),
	ql/Volatilities/blackvariancesurface.cpp (1.19.2.1),
	ql/Volatilities/blackvariancesurface.hpp (1.39.2.2),
	ql/makefile.mak (1.69.2.1), test-suite/makefile.mak (1.52.2.1):

	Pseudo-fixes for Borland (compiles, but the test suite crashed some
	way towards the end.) Note: as for me, this is the last bit of
	support I give to the Borland free compiler.

2005-03-08 11:00  Luigi Ballabio

	* configure.ac (1.64), dev_tools/version_number.txt (1.44),
	ql/Makefile.am (1.76), ql/basicdataformatters.cpp (1.20),
	ql/basicdataformatters.hpp (1.14), ql/core.hpp (1.13),
	ql/currency.cpp (1.6), ql/currency.hpp (1.29), ql/date.cpp (1.47),
	ql/date.hpp (1.47), ql/interestrate.cpp (1.18), ql/interestrate.hpp
	(1.17), ql/money.cpp (1.7), ql/money.hpp (1.8), ql/option.hpp
	(1.37), ql/qldefines.hpp (1.93), ql/termstructure.hpp (1.65),
	ql/Instruments/bond.hpp (1.8), ql/Instruments/fixedcouponbond.cpp
	(1.7), ql/Instruments/fixedcouponbond.hpp (1.6), ql/Math/array.hpp
	(1.19), ql/Math/matrix.hpp (1.42), ql/Pricers/Makefile.am (1.45),
	ql/Pricers/all.hpp (1.8), ql/Pricers/fdamericanoption.hpp (1.18),
	ql/Pricers/fdbermudanoption.cpp (1.20),
	ql/Pricers/fdbermudanoption.hpp (1.14), ql/Pricers/fdbsmoption.cpp
	(1.24), ql/Pricers/fdbsmoption.hpp (1.21),
	ql/Pricers/fddividendamericanoption.cpp (1.13),
	ql/Pricers/fddividendamericanoption.hpp (1.15),
	ql/Pricers/fddividendoption.cpp (1.32),
	ql/Pricers/fddividendoption.hpp (1.14),
	ql/Pricers/fddividendshoutoption.cpp (1.17),
	ql/Pricers/fddividendshoutoption.hpp (1.16),
	ql/Pricers/fdeuropean.cpp (1.19), ql/Pricers/fdeuropean.hpp (1.17),
	ql/Pricers/fdmultiperiodoption.cpp (1.31),
	ql/Pricers/fdmultiperiodoption.hpp (1.18),
	ql/Pricers/fdshoutoption.hpp (1.16),
	ql/Pricers/fdstepconditionoption.cpp (1.22),
	ql/Pricers/fdstepconditionoption.hpp (1.16),
	ql/TermStructures/piecewiseflatforward.cpp (1.61),
	ql/TermStructures/piecewiseflatforward.hpp (1.52),
	test-suite/old_pricers.cpp (1.73), test-suite/old_pricers.hpp
	(1.16):

	Version number up one tick; removed deprecated features

2005-03-08 09:38  Luigi Ballabio

	* QuantLib.dsp (1.258.2.1),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.7.2.1),
	ql/Volatilities/blackvariancecurve.hpp (1.38.2.1),
	ql/Volatilities/blackvariancesurface.hpp (1.39.2.1),
	test-suite/piecewiseyieldcurve.cpp (1.5.2.1),
	test-suite/testsuite.dsp (1.49.2.1):

	Fixes for VC6

2005-03-07 10:15  Luigi Ballabio

	* News.txt (1.73), ql/Instruments/swaption.cpp (1.50),
	ql/Instruments/swaption.hpp (1.45),
	ql/PricingEngines/Swaption/discretizedswaption.cpp (1.8),
	ql/PricingEngines/Swaption/discretizedswaption.hpp (1.9),
	ql/PricingEngines/Swaption/treeswaptionengine.hpp (1.4),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.26),
	test-suite/Makefile.am (1.49), test-suite/bermudanswaption.cpp
	(1.1), test-suite/bermudanswaption.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.98),
	test-suite/shortratemodels.cpp (1.1),
	test-suite/shortratemodels.hpp (1.1):

	Partial fix for Bermudan swaptions with exercise lag (thanks to
	Luca Berardi)

2005-03-04 17:58  Luigi Ballabio

	* ql/PricingEngines/Makefile.am (1.41), ql/PricingEngines/all.hpp
	(1.9), ql/PricingEngines/core.hpp (1.6),
	ql/PricingEngines/greeks.cpp (1.1), ql/PricingEngines/greeks.hpp
	(1.1), ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp
	(1.12), ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp
	(1.12), ql/PricingEngines/Vanilla/fdeuropeanengine.cpp (1.3),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.35),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.36),
	test-suite/americanoption.cpp (1.35), test-suite/asianoptions.cpp
	(1.49), test-suite/digitaloption.cpp (1.50),
	test-suite/dividendoption.cpp (1.3), test-suite/europeanoption.cpp
	(1.87), test-suite/europeanoption.hpp (1.19):

	Added default theta calculation for B-S processes; can be added to
	engines which don't provide it (but check them against numerical
	results first)

2005-03-04 10:09  Luigi Ballabio

	* News.txt (1.72), configure.ac (1.63), ql/Makefile.am (1.75),
	ql/quantlib.hpp (1.149), ql/stochasticprocess.cpp (1.13),
	ql/stochasticprocess.hpp (1.22),
	ql/FiniteDifferences/bsmoperator.hpp (1.18),
	ql/FiniteDifferences/bsmtermoperator.hpp (1.2),
	ql/Instruments/asianoption.cpp (1.22),
	ql/Instruments/asianoption.hpp (1.22),
	ql/Instruments/barrieroption.cpp (1.33),
	ql/Instruments/barrieroption.hpp (1.28),
	ql/Instruments/basketoption.cpp (1.10),
	ql/Instruments/basketoption.hpp (1.13),
	ql/Instruments/cliquetoption.cpp (1.4),
	ql/Instruments/cliquetoption.hpp (1.16),
	ql/Instruments/dividendvanillaoption.cpp (1.7),
	ql/Instruments/dividendvanillaoption.hpp (1.4),
	ql/Instruments/europeanoption.cpp (1.3),
	ql/Instruments/europeanoption.hpp (1.5),
	ql/Instruments/forwardvanillaoption.cpp (1.30),
	ql/Instruments/forwardvanillaoption.hpp (1.30),
	ql/Instruments/multiassetoption.cpp (1.14),
	ql/Instruments/multiassetoption.hpp (1.10),
	ql/Instruments/oneassetoption.cpp (1.22),
	ql/Instruments/oneassetoption.hpp (1.14),
	ql/Instruments/oneassetstrikedoption.cpp (1.17),
	ql/Instruments/oneassetstrikedoption.hpp (1.14),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.28),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.24),
	ql/Instruments/quantovanillaoption.cpp (1.35),
	ql/Instruments/quantovanillaoption.hpp (1.32),
	ql/Instruments/vanillaoption.cpp (1.47),
	ql/Instruments/vanillaoption.hpp (1.47),
	ql/Pricers/mccliquetoption.cpp (1.36),
	ql/Pricers/mccliquetoption.hpp (1.24),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.39),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.27),
	ql/Pricers/mceverest.cpp (1.44), ql/Pricers/mceverest.hpp (1.29),
	ql/Pricers/mchimalaya.cpp (1.48), ql/Pricers/mchimalaya.hpp (1.27),
	ql/Pricers/mcmaxbasket.cpp (1.44), ql/Pricers/mcmaxbasket.hpp
	(1.29), ql/Pricers/mcpagoda.cpp (1.47), ql/Pricers/mcpagoda.hpp
	(1.30), ql/Pricers/mcperformanceoption.cpp (1.31),
	ql/Pricers/mcperformanceoption.hpp (1.22),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.9),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.11),
	ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.10),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.9),
	ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.8),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.20),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.7),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.31),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.29),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.32),
	ql/PricingEngines/Basket/stulzengine.cpp (1.20),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.9),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.8),
	ql/PricingEngines/Forward/forwardengine.hpp (1.23),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.16),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.17),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.11),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp
	(1.10), ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp
	(1.22), ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp
	(1.20), ql/PricingEngines/Vanilla/binomialengine.hpp (1.24),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.21),
	ql/PricingEngines/Vanilla/fdstepconditionengine.cpp (1.3),
	ql/PricingEngines/Vanilla/fdvanillaengine.hpp (1.4),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.10),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.32),
	ql/PricingEngines/Vanilla/juquadraticengine.cpp (1.8),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.36),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.37),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.24),
	ql/Processes/.cvsignore (1.1), ql/Processes/Makefile.am (1.1),
	ql/Processes/all.hpp (1.1), ql/Processes/blackscholesprocess.cpp
	(1.1), ql/Processes/blackscholesprocess.hpp (1.1),
	ql/Processes/geometricbrownianprocess.cpp (1.1),
	ql/Processes/geometricbrownianprocess.hpp (1.1),
	ql/Processes/makefile.mak (1.1), ql/Processes/merton76process.cpp
	(1.1), ql/Processes/merton76process.hpp (1.1),
	ql/Processes/ornsteinuhlenbeckprocess.cpp (1.1),
	ql/Processes/ornsteinuhlenbeckprocess.hpp (1.1),
	ql/Processes/squarerootprocess.cpp (1.1),
	ql/Processes/squarerootprocess.hpp (1.1),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.20),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.16),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.30),
	test-suite/basketoption.cpp (1.41), test-suite/cliquetoption.cpp
	(1.24), test-suite/digitaloption.cpp (1.49),
	test-suite/jumpdiffusion.cpp (1.36):

	Option instruments now take a generic StochasticProcess;
	Merton76Process no longer inherits from BlackScholesProcess.

2005-03-01 17:00  Luigi Ballabio

	* ql/PricingEngines/Swaption/: discretizedswaption.cpp (1.7),
	discretizedswaption.hpp (1.8):

	Fix for out-of-synch dates

2005-02-28 17:49  Luigi Ballabio

	* ql/PricingEngines/Vanilla/Makefile.am (1.19),
	ql/PricingEngines/Vanilla/all.hpp (1.9),
	ql/PricingEngines/Vanilla/fddividendengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp (1.1),
	test-suite/dividendoption.cpp (1.2):

	Added explicitly-named FD dividend European engine

2005-02-28 12:35  Luigi Ballabio

	* ql/PricingEngines/Vanilla/: fdstepconditionengine.hpp (1.3),
	fdvanillaengine.cpp (1.3), fdvanillaengine.hpp (1.3):

	Changed confusing typedef

2005-02-28 11:47  Luigi Ballabio

	* ql/Pricers/fdbermudanoption.cpp (1.19),
	ql/Pricers/fdbermudanoption.hpp (1.13), ql/Pricers/fdbsmoption.cpp
	(1.23), ql/Pricers/fdbsmoption.hpp (1.20),
	ql/Pricers/fddividendamericanoption.cpp (1.12),
	ql/Pricers/fddividendamericanoption.hpp (1.14),
	ql/Pricers/fddividendoption.cpp (1.31),
	ql/Pricers/fddividendoption.hpp (1.13),
	ql/Pricers/fddividendshoutoption.cpp (1.16),
	ql/Pricers/fddividendshoutoption.hpp (1.15),
	ql/Pricers/fdmultiperiodoption.cpp (1.30),
	ql/Pricers/fdmultiperiodoption.hpp (1.17),
	ql/Pricers/fdstepconditionoption.hpp (1.15),
	test-suite/old_pricers.cpp (1.72):

	Deprecated old FD pricers

2005-02-28 09:46  Luigi Ballabio

	* News.txt (1.71), ql/PricingEngines/Vanilla/Makefile.am (1.18),
	ql/PricingEngines/Vanilla/all.hpp (1.8),
	ql/PricingEngines/Vanilla/fdamericanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fdbermudanengine.hpp (1.1),
	ql/PricingEngines/Vanilla/fddividendamericanengine.hpp (1.1),
	ql/PricingEngines/Vanilla/fddividendengine.cpp (1.1),
	ql/PricingEngines/Vanilla/fddividendengine.hpp (1.1),
	ql/PricingEngines/Vanilla/fddividendshoutengine.hpp (1.1),
	ql/PricingEngines/Vanilla/fdeuropeanengine.hpp (1.4),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp (1.1),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp (1.1),
	ql/PricingEngines/Vanilla/fdshoutengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fdstepconditionengine.cpp (1.2),
	ql/PricingEngines/Vanilla/fdstepconditionengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fdvanillaengine.cpp (1.2),
	ql/PricingEngines/Vanilla/fdvanillaengine.hpp (1.2),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.7),
	test-suite/Makefile.am (1.48), test-suite/americanoption.cpp
	(1.34), test-suite/americanoption.hpp (1.8),
	test-suite/dividendeuropeanoption.cpp (1.21),
	test-suite/dividendeuropeanoption.hpp (1.4),
	test-suite/dividendoption.cpp (1.1), test-suite/dividendoption.hpp
	(1.1), test-suite/quantlibtestsuite.cpp (1.97):

	Moved more fd pricers to pricing-engine framework (thnks to Joseph
	Wang)

2005-02-25 17:36  Luigi Ballabio

	* ql/: discretizedasset.hpp (1.18), numericalmethod.hpp (1.18),
	DayCounters/actual365fixed.hpp (1.2), DayCounters/actualactual.hpp
	(1.28):

	Hopefully improved docs

2005-02-25 17:35  Luigi Ballabio

	* ql/TermStructures/piecewiseyieldcurve.hpp (1.6):

	Fix for Doxygen

2005-02-22 14:12  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.39),
	ql/FiniteDifferences/Makefile.am (1.18),
	ql/FiniteDifferences/all.hpp (1.2),
	ql/FiniteDifferences/boundarycondition.hpp (1.17),
	ql/FiniteDifferences/core.hpp (1.2),
	ql/FiniteDifferences/cranknicolson.hpp (1.22),
	ql/FiniteDifferences/expliciteuler.hpp (1.18),
	ql/FiniteDifferences/fdtypedefs.hpp (1.12),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.33),
	ql/FiniteDifferences/impliciteuler.hpp (1.17),
	ql/FiniteDifferences/mixedscheme.hpp (1.19),
	ql/FiniteDifferences/operatortraits.hpp (1.4),
	ql/FiniteDifferences/parallelevolver.hpp (1.1),
	ql/FiniteDifferences/stepcondition.hpp (1.17),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.37),
	ql/Pricers/fdmultiperiodoption.cpp (1.29),
	ql/Pricers/fdstepconditionoption.cpp (1.20),
	ql/PricingEngines/Vanilla/Makefile.am (1.17),
	ql/PricingEngines/Vanilla/all.hpp (1.7),
	ql/PricingEngines/Vanilla/fdamericanengine.hpp (1.1),
	ql/PricingEngines/Vanilla/fdeuropeanengine.hpp (1.3),
	ql/PricingEngines/Vanilla/fdshoutengine.hpp (1.1),
	ql/PricingEngines/Vanilla/fdstepconditionengine.cpp (1.1),
	ql/PricingEngines/Vanilla/fdstepconditionengine.hpp (1.1),
	test-suite/americanoption.cpp (1.33), test-suite/americanoption.hpp
	(1.7), test-suite/quantlibtestsuite.cpp (1.95):

	Added FD engines for American and Shout options (thanks to Joseph
	Wang)

2005-02-21 10:32  Luigi Ballabio

	* ql/PricingEngines/Vanilla/: Makefile.am (1.16), all.hpp (1.6),
	fdeuropeanengine.cpp (1.2), fdeuropeanengine.hpp (1.2),
	fdvanillaengine.cpp (1.1), fdvanillaengine.hpp (1.1):

	Added generic FD vanilla engine and derived FD European engine
	(again, thanks to Joseph)

2005-02-21 10:09  Luigi Ballabio

	* ql/FiniteDifferences/: bsmtermoperator.cpp (1.1),
	bsmtermoperator.hpp (1.1):

	Time-dependent BSM operato added (thanks to Joseph Wang)

2005-02-21 09:28  Luigi Ballabio

	* ql/FiniteDifferences/Makefile.am (1.17),
	ql/FiniteDifferences/bsmoperator.cpp (1.17),
	ql/FiniteDifferences/bsmoperator.hpp (1.17),
	test-suite/operators.cpp (1.13), test-suite/operators.hpp (1.8):

	Time-dependent BSM operato added (thanks to Joseph Wang)

2005-02-19 15:42  Luigi Ballabio

	* News.txt (1.70), ql/Math/backwardflatinterpolation.hpp (1.2),
	ql/Math/cubicspline.hpp (1.59),
	ql/Math/forwardflatinterpolation.hpp (1.2),
	ql/Math/linearinterpolation.hpp (1.33),
	ql/Math/loglinearinterpolation.hpp (1.33),
	ql/TermStructures/bootstraptraits.hpp (1.4),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.5),
	test-suite/piecewiseyieldcurve.cpp (1.5),
	test-suite/piecewiseyieldcurve.hpp (1.4):

	Added convergence cycle to piecewise yield curve

2005-02-17 17:02  Luigi Ballabio

	* ql/Calendars/: Makefile.am (1.26), all.hpp (1.10), bratislava.cpp
	(1.1), bratislava.hpp (1.1), prague.cpp (1.1), prague.hpp (1.1):

	Added Bratislava and Prague calendars

2005-02-17 09:10  Luigi Ballabio

	* News.txt (1.68), ql/TermStructures/bootstraptraits.hpp (1.3),
	ql/TermStructures/forwardcurve.hpp (1.1),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.4),
	test-suite/piecewiseyieldcurve.cpp (1.4),
	test-suite/piecewiseyieldcurve.hpp (1.3):

	Added support for forward-rate interpolation to PiecewiseYieldCurve

2005-02-16 12:34  Luigi Ballabio

	* News.txt (1.67), ql/Math/Makefile.am (1.44), ql/Math/all.hpp
	(1.7), ql/Math/backwardflatinterpolation.hpp (1.1),
	ql/Math/forwardflatinterpolation.hpp (1.1):

	Added backward- and forward-flat interpolations

2005-02-16 09:42  Ferdinando Ametrano

	* Docs/pages/: history.docs (1.19), where.docs (1.9), authors.docs
	(1.33):

	updating links NOTICE: we need to have license.html on the web
	site, besides license.shtml

2005-02-15 18:11  Luigi Ballabio

	* ql/TermStructures/Makefile.am (1.22),
	ql/TermStructures/bootstraptraits.hpp (1.2),
	ql/TermStructures/discountcurve.hpp (1.45),
	ql/TermStructures/zerocurve.cpp (1.16),
	ql/TermStructures/zerocurve.hpp (1.20),
	test-suite/piecewiseyieldcurve.cpp (1.3),
	test-suite/piecewiseyieldcurve.hpp (1.2):

	Added support for zero-yield interpolation to PiecewiseYieldCurve

2005-02-15 16:49  Luigi Ballabio

	* ql/TermStructures/Makefile.am (1.21),
	ql/TermStructures/bootstraptraits.hpp (1.1),
	ql/TermStructures/discountcurve.hpp (1.44),
	ql/TermStructures/extendeddiscountcurve.cpp (1.27),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.2),
	test-suite/piecewiseyieldcurve.cpp (1.2):

	Added choice of underlying data to PiecewiseYieldCurve

2005-02-15 14:46  Luigi Ballabio

	* ql/TermStructures/Makefile.am (1.20), ql/TermStructures/all.hpp
	(1.4), ql/TermStructures/discountcurve.hpp (1.43),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.1),
	test-suite/Makefile.am (1.47), test-suite/piecewiseyieldcurve.cpp
	(1.1), test-suite/piecewiseyieldcurve.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.94):

	First version of generic piecewise yield curve

2005-02-14 10:31  Luigi Ballabio

	* News.txt (1.66), quantlib.el (1.15),
	ql/TermStructures/flatforward.hpp (1.52),
	test-suite/digitaloption.cpp (1.48):

	FlatForward can now take compounded rates

2005-02-12 17:46  Luigi Ballabio

	* ql/Math/bicubicsplineinterpolation.hpp (1.22),
	ql/Math/bilinearinterpolation.hpp (1.27), ql/Math/cubicspline.hpp
	(1.58), ql/Math/interpolationtraits.hpp (1.11),
	ql/Math/linearinterpolation.hpp (1.32),
	ql/Math/loglinearinterpolation.hpp (1.32),
	ql/TermStructures/discountcurve.hpp (1.42),
	ql/Volatilities/blackvariancecurve.cpp (1.19),
	ql/Volatilities/blackvariancecurve.hpp (1.38),
	ql/Volatilities/blackvariancesurface.cpp (1.19),
	ql/Volatilities/blackvariancesurface.hpp (1.39),
	ql/Volatilities/capflatvolvector.hpp (1.26),
	ql/Volatilities/swaptionvolmatrix.hpp (1.29),
	test-suite/compoundforward.cpp (1.31):

	Replaced interpolation traits by interpolator objects

2005-02-11 13:02  Luigi Ballabio

	* dev_tools/check_all_headers.sh (1.1), dev_tools/check_header.py
	(1.1), ql/payoff.hpp (1.12),
	ql/FiniteDifferences/shoutcondition.hpp (1.25),
	ql/Math/comparison.hpp (1.6), ql/Math/functional.hpp (1.6),
	ql/Math/interpolation.hpp (1.36), ql/Math/interpolation2D.hpp
	(1.26), ql/Math/kronrodintegral.hpp (1.16),
	ql/Math/multicubicspline.hpp (1.8),
	ql/MonteCarlo/brownianbridge.hpp (1.25),
	ql/Optimization/criteria.hpp (1.21), ql/Patterns/composite.hpp
	(1.8), ql/PricingEngines/Forward/forwardengine.hpp (1.22),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.15),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.16),
	ql/RandomNumbers/randomizedlds.hpp (1.9),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.13),
	ql/ShortRateModels/parameter.hpp (1.24),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.34),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.35),
	ql/Utilities/steppingiterator.hpp (1.19), ql/Utilities/strings.hpp
	(1.2), ql/Volatilities/capletconstantvol.hpp (1.9):

	Enforced self-sufficient headers

2005-02-10 16:34  Luigi Ballabio

	* ql/Makefile.am (1.74), ql/argsandresults.hpp (1.18),
	ql/basetermstructure.hpp (1.5), ql/capvolstructures.hpp (1.16),
	ql/core.hpp (1.12), ql/dataparsers.cpp (1.19), ql/dataparsers.hpp
	(1.12), ql/disposable.hpp (1.8), ql/exchangerate.hpp (1.5),
	ql/handle.hpp (1.23), ql/history.hpp (1.29), ql/instrument.hpp
	(1.37), ql/interestrate.cpp (1.17), ql/null.hpp (1.13),
	ql/quote.hpp (1.6), ql/relinkablehandle.hpp (1.26), ql/schedule.cpp
	(1.6), ql/schedule.hpp (1.4), ql/solver1d.hpp (1.32),
	ql/stochasticprocess.hpp (1.21), ql/swaptionvolstructure.hpp
	(1.16), ql/termstructure.hpp (1.63), ql/voltermstructure.hpp
	(1.35), ql/yieldtermstructure.hpp (1.1), ql/CashFlows/Makefile.am
	(1.15), ql/CashFlows/all.hpp (1.2),
	ql/CashFlows/basispointsensitivity.hpp (1.21),
	ql/CashFlows/cashflowvectors.cpp (1.41),
	ql/CashFlows/floatingratecoupon.hpp (1.36),
	ql/CashFlows/indexcashflowvectors.hpp (1.25),
	ql/CashFlows/indexedcashflowvectors.hpp (1.1),
	ql/CashFlows/timebasket.hpp (1.8),
	ql/FiniteDifferences/boundarycondition.hpp (1.16),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.33),
	ql/Indexes/xibor.hpp (1.38), ql/Instruments/bond.hpp (1.7),
	ql/Instruments/capfloor.hpp (1.54),
	ql/Instruments/floatingratebond.cpp (1.2), ql/Instruments/swap.hpp
	(1.33), ql/Math/array.hpp (1.18),
	ql/Math/bivariatenormaldistribution.hpp (1.10),
	ql/Math/cubicspline.hpp (1.57), ql/Math/generalstatistics.cpp
	(1.17), ql/Math/generalstatistics.hpp (1.19),
	ql/Math/incrementalstatistics.cpp (1.16),
	ql/Math/incrementalstatistics.hpp (1.14), ql/Math/interpolation.hpp
	(1.35), ql/Math/interpolation2D.hpp (1.25),
	ql/Math/kronrodintegral.hpp (1.15), ql/Math/multicubicspline.hpp
	(1.7), ql/Math/normaldistribution.hpp (1.33),
	ql/Math/poissondistribution.hpp (1.12), ql/Math/pseudosqrt.cpp
	(1.12), ql/Math/trapezoidintegral.hpp (1.11),
	ql/MonteCarlo/pathpricer.hpp (1.24), ql/Pricers/mcpricer.hpp
	(1.36), ql/PricingEngines/blackmodel.hpp (1.10),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.35),
	ql/RandomNumbers/randomizedlds.hpp (1.8),
	ql/RandomNumbers/sobolrsg.cpp (1.40),
	ql/ShortRateModels/parameter.hpp (1.23),
	ql/TermStructures/discountcurve.hpp (1.41),
	ql/TermStructures/flatforward.hpp (1.51),
	ql/TermStructures/forwardstructure.hpp (1.8),
	ql/TermStructures/impliedtermstructure.hpp (1.29),
	ql/TermStructures/zeroyieldstructure.hpp (1.7),
	ql/Utilities/Makefile.am (1.13), ql/Utilities/all.hpp (1.5),
	ql/Utilities/dataformatters.hpp (1.3), ql/Utilities/dataparsers.cpp
	(1.1), ql/Utilities/dataparsers.hpp (1.1),
	ql/Utilities/disposable.hpp (1.1), ql/Utilities/null.hpp (1.1),
	ql/Volatilities/capletconstantvol.hpp (1.8),
	ql/Volatilities/localvolsurface.hpp (1.27), test-suite/bonds.cpp
	(1.11), test-suite/calendars.cpp (1.23), test-suite/capfloor.cpp
	(1.46), test-suite/dates.cpp (1.14), test-suite/daycounters.cpp
	(1.17), test-suite/distributions.cpp (1.25),
	test-suite/factorial.cpp (1.19), test-suite/interestrates.cpp
	(1.17), test-suite/interpolations.cpp (1.25),
	test-suite/mersennetwister.cpp (1.18),
	test-suite/piecewiseflatforward.cpp (1.32), test-suite/rounding.cpp
	(1.5), test-suite/swap.cpp (1.39), test-suite/termstructures.cpp
	(1.37), test-suite/utilities.hpp (1.23), ql/termstructure.hpp
	(1.64):

	Renamed headers of renamed classes (and wished that Sourceforge
	provided Subversion support)

2005-02-10 11:04  Luigi Ballabio

	* ql/Instruments/: floatingratebond.cpp (1.1), floatingratebond.hpp
	(1.1):

	Added zero-coupon and floating-rate bonds

2005-02-10 10:56  Luigi Ballabio

	* News.txt (1.65), ql/Instruments/Makefile.am (1.28),
	ql/Instruments/all.hpp (1.10), ql/Instruments/fixedcouponbond.cpp
	(1.6), ql/Instruments/fixedcouponbond.hpp (1.5),
	ql/Instruments/zerocouponbond.cpp (1.1),
	ql/Instruments/zerocouponbond.hpp (1.1), test-suite/bonds.cpp
	(1.10), test-suite/bonds.hpp (1.5):

	Added zero-coupon and floating-rate bonds

2005-02-09 15:49  Luigi Ballabio

	* ql/Instruments/fixedcouponbond.cpp (1.5),
	ql/Instruments/fixedcouponbond.hpp (1.4), test-suite/bonds.cpp
	(1.9):

	Allowed different rates for coupons

2005-02-09 15:13  Luigi Ballabio

	* test-suite/quantlibtestsuite.cpp (1.93):

	More human-readable timing

2005-02-09 13:13  Luigi Ballabio

	* ql/Instruments/bond.cpp (1.8), ql/Instruments/bond.hpp (1.6),
	ql/Instruments/fixedcouponbond.cpp (1.4),
	ql/Instruments/fixedcouponbond.hpp (1.3), test-suite/bonds.cpp
	(1.8), test-suite/bonds.hpp (1.4):

	Added theoretical bond price calculation

2005-02-08 18:04  Luigi Ballabio

	* ql/Instruments/bond.cpp (1.7), ql/Instruments/bond.hpp (1.5),
	test-suite/bonds.cpp (1.7):

	Bond yield/price calculations can be performed with different
	compounding rules

2005-02-08 15:52  Ferdinando Ametrano

	* QuantLib.vcproj (1.51), ql/Utilities/tracing.hpp (1.7),
	test-suite/testsuite.vcproj (1.30):

	VC7 catching up

2005-02-08 12:58  Ferdinando Ametrano

	* QuantLib.dsp (1.258), ql/makefile.mak (1.69),
	ql/Calendars/makefile.mak (1.30), ql/CashFlows/makefile.mak (1.24),
	ql/PricingEngines/Vanilla/makefile.mak (1.15),
	ql/TermStructures/makefile.mak (1.25), ql/Utilities/makefile.mak
	(1.2), test-suite/testsuite.dsp (1.49):

	VC6/Borland catching up

2005-02-07 15:19  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.66):

	fix (thanks to Philip Craig)

2005-02-06 14:53  Luigi Ballabio

	* Docs/Examples/tracing_example.cpp (1.2), ql/Utilities/tracing.cpp
	(1.2), ql/Utilities/tracing.hpp (1.6), test-suite/tracing.cpp
	(1.4):

	Simplified tracing

2005-02-05 17:40  Luigi Ballabio

	* News.txt (1.64), ql/TermStructures/Makefile.am (1.19),
	ql/TermStructures/discountcurve.cpp (1.38),
	ql/TermStructures/discountcurve.hpp (1.40):

	Interpolated discount curve with default log-linear instantiation

2005-02-04 13:23  Luigi Ballabio

	* News.txt (1.63), ql/date.cpp (1.46), ql/date.hpp (1.46),
	ql/Utilities/all.hpp (1.4):

	More manipulators

2005-02-04 10:07  Luigi Ballabio

	* configure.ac (1.62), ql/userconfig.hpp (1.16):

	line number in errors must be explicitly enabled

2005-02-03 14:51  Luigi Ballabio

	* Contributors.txt (1.26), Docs/pages/authors.docs (1.32),
	Examples/EuropeanOption/EuropeanOption.cpp (1.121),
	ql/PricingEngines/Vanilla/Makefile.am (1.15),
	ql/PricingEngines/Vanilla/all.hpp (1.5),
	ql/PricingEngines/Vanilla/fdeuropeanengine.cpp (1.1),
	ql/PricingEngines/Vanilla/fdeuropeanengine.hpp (1.1),
	test-suite/europeanoption.cpp (1.86), test-suite/europeanoption.hpp
	(1.18):

	FD European engine added (thanks to Joseph Wang)

2005-02-03 11:41  Luigi Ballabio

	* ql/: date.cpp (1.45), date.hpp (1.45),
	Utilities/dataformatters.hpp (1.2):

	Fixes for old compilers

2005-02-03 09:28  Luigi Ballabio

	* Docs/Examples/tracing_example.cpp (1.1), ql/history.hpp (1.28),
	ql/Utilities/tracing.hpp (1.4):

	More tracing macros

2005-02-02 17:06  Luigi Ballabio

	* ql/FiniteDifferences/: finitedifferencemodel.hpp (1.32),
	mixedscheme.hpp (1.18):

	Improved type encapsulation (thanks to Joseph Wang)

2005-02-02 16:25  Luigi Ballabio

	* Docs/quantlibfooteronline.html (1.7):

	New sf logo address

2005-02-02 14:21  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.38),
	Examples/EuropeanOption/EuropeanOption.cpp (1.120), ql/currency.hpp
	(1.28), test-suite/americanoption.cpp (1.32),
	test-suite/barrieroption.cpp (1.46), test-suite/basketoption.cpp
	(1.40), test-suite/cliquetoption.cpp (1.23),
	test-suite/covariance.cpp (1.28), test-suite/digitaloption.cpp
	(1.47), test-suite/dividendeuropeanoption.cpp (1.20),
	test-suite/europeanoption.cpp (1.85), test-suite/exchangerate.cpp
	(1.3), test-suite/forwardoption.cpp (1.20),
	test-suite/interestrates.cpp (1.16), test-suite/jumpdiffusion.cpp
	(1.35), test-suite/matrices.cpp (1.30), test-suite/money.cpp (1.3),
	test-suite/old_pricers.cpp (1.69), test-suite/quantooption.cpp
	(1.22):

	Replaced remaining formatters

2005-02-01 18:51  Luigi Ballabio

	* Examples/Swap/swapvaluation.cpp (1.62),
	functions/ql/Functions/daycounters.cpp (1.4),
	ql/basicdataformatters.cpp (1.18), ql/basicdataformatters.hpp
	(1.13), ql/currency.cpp (1.4), ql/currency.hpp (1.26),
	ql/dataparsers.cpp (1.18), ql/date.cpp (1.43), ql/date.hpp (1.43),
	ql/history.hpp (1.27), ql/interestrate.cpp (1.14),
	ql/interestrate.hpp (1.14), ql/schedule.cpp (1.5),
	ql/termstructure.hpp (1.62), ql/voltermstructure.cpp (1.25),
	ql/CashFlows/parcoupon.cpp (1.20),
	ql/CashFlows/shortfloatingcoupon.cpp (1.21),
	ql/CashFlows/shortindexedcoupon.hpp (1.15),
	ql/Currencies/exchangeratemanager.cpp (1.7),
	ql/DayCounters/actualactual.cpp (1.33), ql/Indexes/xibor.cpp
	(1.26), ql/Instruments/dividendvanillaoption.cpp (1.6),
	ql/Math/array.hpp (1.15), ql/Math/matrix.hpp (1.39),
	ql/TermStructures/discountcurve.cpp (1.37),
	ql/TermStructures/piecewiseflatforward.cpp (1.59),
	ql/Utilities/Makefile.am (1.12), test-suite/americanoption.cpp
	(1.31), test-suite/asianoptions.cpp (1.48),
	test-suite/barrieroption.cpp (1.45), test-suite/basketoption.cpp
	(1.39), test-suite/bonds.cpp (1.6), test-suite/calendars.cpp
	(1.22), test-suite/cliquetoption.cpp (1.22), test-suite/dates.cpp
	(1.13), test-suite/daycounters.cpp (1.16),
	test-suite/digitaloption.cpp (1.46),
	test-suite/dividendeuropeanoption.cpp (1.19),
	test-suite/europeanoption.cpp (1.84), test-suite/forwardoption.cpp
	(1.19), test-suite/jumpdiffusion.cpp (1.34),
	test-suite/quantooption.cpp (1.21), test-suite/swaption.cpp (1.38):

	Replaced more formatters

2005-02-01 12:22  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.37),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.70),
	Examples/EuropeanOption/EuropeanOption.cpp (1.119),
	Examples/Swap/swapvaluation.cpp (1.61),
	functions/ql/Functions/mathf.hpp (1.4), ql/Makefile.am (1.73),
	ql/basicdataformatters.cpp (1.17), ql/basicdataformatters.hpp
	(1.12), ql/core.hpp (1.11), ql/dataformatters.details.hpp (1.2),
	ql/dataformatters.hpp (1.42), ql/interestrate.cpp (1.13),
	ql/Instruments/dividendvanillaoption.cpp (1.5), ql/Math/array.hpp
	(1.14), ql/Math/matrix.hpp (1.38), ql/MonteCarlo/brownianbridge.hpp
	(1.24), ql/MonteCarlo/getcovariance.hpp (1.24),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.31),
	ql/RandomNumbers/sobolrsg.cpp (1.39), ql/Utilities/Makefile.am
	(1.11), ql/Utilities/all.hpp (1.3), ql/Utilities/dataformatters.cpp
	(1.1), ql/Utilities/dataformatters.hpp (1.1),
	test-suite/americanoption.cpp (1.30), test-suite/asianoptions.cpp
	(1.47), test-suite/barrieroption.cpp (1.44),
	test-suite/basketoption.cpp (1.38), test-suite/bonds.cpp (1.5),
	test-suite/capfloor.cpp (1.45), test-suite/cliquetoption.cpp
	(1.21), test-suite/compoundforward.cpp (1.30),
	test-suite/digitaloption.cpp (1.45),
	test-suite/dividendeuropeanoption.cpp (1.18),
	test-suite/europeanoption.cpp (1.83), test-suite/forwardoption.cpp
	(1.18), test-suite/interestrates.cpp (1.15),
	test-suite/jumpdiffusion.cpp (1.33),
	test-suite/lowdiscrepancysequences.cpp (1.71),
	test-suite/old_pricers.cpp (1.68),
	test-suite/piecewiseflatforward.cpp (1.31),
	test-suite/quantooption.cpp (1.20), test-suite/stats.cpp (1.27),
	test-suite/swap.cpp (1.38), test-suite/swaption.cpp (1.37),
	test-suite/termstructures.cpp (1.36):

	More formatters replaced

2005-01-27 20:05  ericehlers

	* Docs/pages/install.docs (1.14):

	fix broken link

2005-01-26 18:41  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.36),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.69),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.50),
	Examples/EuropeanOption/EuropeanOption.cpp (1.118),
	Examples/Swap/swapvaluation.cpp (1.60), ql/Makefile.am (1.72),
	ql/basicdataformatters.cpp (1.16), ql/basicdataformatters.hpp
	(1.11), ql/core.hpp (1.10), ql/dataformatters.details.hpp (1.1),
	ql/dataformatters.hpp (1.41), ql/date.cpp (1.42), ql/grid.cpp
	(1.17), ql/interestrate.cpp (1.12), ql/schedule.cpp (1.4),
	ql/solver1d.hpp (1.31), ql/termstructure.hpp (1.61),
	ql/voltermstructure.cpp (1.24), ql/voltermstructure.hpp (1.34),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.32),
	ql/Indexes/xibor.cpp (1.25), ql/Instruments/asianoption.cpp (1.21),
	ql/Instruments/barrieroption.cpp (1.32),
	ql/Instruments/capfloor.cpp (1.63), ql/Lattices/lattice.cpp (1.27),
	ql/Math/array.hpp (1.13), ql/Math/binomialdistribution.hpp (1.9),
	ql/Math/bivariatenormaldistribution.hpp (1.9),
	ql/Math/gaussianstatistics.hpp (1.26),
	ql/Math/generalstatistics.cpp (1.16),
	ql/Math/incrementalstatistics.cpp (1.15),
	ql/Math/incrementalstatistics.hpp (1.13), ql/Math/interpolation.hpp
	(1.34), ql/Math/interpolation2D.hpp (1.24),
	ql/Math/kronrodintegral.hpp (1.14), ql/Math/multicubicspline.hpp
	(1.6), ql/Math/normaldistribution.cpp (1.29),
	ql/Math/normaldistribution.hpp (1.32),
	ql/Math/poissondistribution.hpp (1.11), ql/Math/pseudosqrt.cpp
	(1.11), ql/Math/riskstatistics.hpp (1.20),
	ql/MonteCarlo/brownianbridge.hpp (1.23),
	ql/MonteCarlo/getcovariance.cpp (1.15),
	ql/MonteCarlo/getcovariance.hpp (1.23),
	ql/MonteCarlo/multipathgenerator.hpp (1.55),
	ql/MonteCarlo/pathgenerator.hpp (1.63),
	ql/Pricers/fddividendoption.cpp (1.30),
	ql/Pricers/fdmultiperiodoption.cpp (1.28),
	ql/Pricers/mchimalaya.cpp (1.47), ql/Pricers/mcmaxbasket.cpp
	(1.43), ql/Pricers/mcpagoda.cpp (1.46), ql/Pricers/mcpricer.hpp
	(1.35), ql/Pricers/singleassetoption.cpp (1.31),
	ql/PricingEngines/blackformula.cpp (1.10),
	ql/PricingEngines/mcsimulation.hpp (1.14),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.10),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.30),
	ql/RandomNumbers/randomizedlds.hpp (1.7),
	ql/RandomNumbers/sobolrsg.cpp (1.38),
	ql/ShortRateModels/parameter.hpp (1.22), ql/Solvers1D/bisection.hpp
	(1.20), ql/Solvers1D/brent.hpp (1.20),
	ql/Solvers1D/falseposition.hpp (1.19), ql/Solvers1D/newton.hpp
	(1.21), ql/Solvers1D/newtonsafe.hpp (1.21), ql/Solvers1D/ridder.hpp
	(1.20), ql/Solvers1D/secant.hpp (1.20),
	ql/TermStructures/compoundforward.hpp (1.43),
	ql/TermStructures/extendeddiscountcurve.hpp (1.25),
	ql/Volatilities/localvolsurface.cpp (1.20),
	test-suite/americanoption.cpp (1.29), test-suite/asianoptions.cpp
	(1.46), test-suite/barrieroption.cpp (1.43),
	test-suite/basketoption.cpp (1.37), test-suite/bonds.cpp (1.4),
	test-suite/calendars.cpp (1.21), test-suite/capfloor.cpp (1.44),
	test-suite/cliquetoption.cpp (1.20), test-suite/compoundforward.cpp
	(1.29), test-suite/covariance.cpp (1.27), test-suite/dates.cpp
	(1.12), test-suite/daycounters.cpp (1.15),
	test-suite/digitaloption.cpp (1.44), test-suite/distributions.cpp
	(1.24), test-suite/dividendeuropeanoption.cpp (1.17),
	test-suite/europeanoption.cpp (1.82), test-suite/factorial.cpp
	(1.18), test-suite/forwardoption.cpp (1.17),
	test-suite/integrals.cpp (1.12), test-suite/interestrates.cpp
	(1.14), test-suite/interpolations.cpp (1.24),
	test-suite/jumpdiffusion.cpp (1.32),
	test-suite/lowdiscrepancysequences.cpp (1.70),
	test-suite/matrices.cpp (1.29), test-suite/mersennetwister.cpp
	(1.17), test-suite/old_pricers.cpp (1.67), test-suite/operators.cpp
	(1.12), test-suite/piecewiseflatforward.cpp (1.30),
	test-suite/quantooption.cpp (1.19), test-suite/quotes.cpp (1.8),
	test-suite/riskstats.cpp (1.39), test-suite/rngtraits.cpp (1.3),
	test-suite/rounding.cpp (1.4), test-suite/solvers.cpp (1.13),
	test-suite/stats.cpp (1.26), test-suite/swap.cpp (1.37),
	test-suite/swaption.cpp (1.36), test-suite/termstructures.cpp
	(1.35):

	Started to replace formatters with stream manipulators

2005-01-24 17:03  Luigi Ballabio

	* ql/Makefile.am (1.71), ql/settings.cpp (1.3), ql/settings.hpp
	(1.9), ql/Utilities/.cvsignore (1.3), ql/Utilities/Makefile.am
	(1.10), ql/Utilities/makefile.mak (1.1), ql/Utilities/tracing.cpp
	(1.1), ql/Utilities/tracing.hpp (1.3), test-suite/tracing.cpp
	(1.3):

	Moved tracing interface to a less visible place

2005-01-24 16:54  Luigi Ballabio

	* ql/: grid.cpp (1.16), RandomNumbers/sobolrsg.cpp (1.37):

	Removed unneeded #include

2005-01-24 14:33  Luigi Ballabio

	* ql/: errors.cpp (1.10), errors.hpp (1.22):

	Allowed QL_REQUIRE(cond, x << y << z) syntax

2005-01-23 19:27  Ferdinando Ametrano

	* ql/makefile.mak (1.68), ql/Calendars/unitedstates.hpp (1.6),
	test-suite/makefile.mak (1.52):

	Borland catching up

2005-01-23 19:21  Ferdinando Ametrano

	* ql/Calendars/unitedstates.cpp (1.5),
	ql/Calendars/unitedstates.hpp (1.5), test-suite/calendars.cpp
	(1.20):

	NYSE holiday rule fixed, and special closings added.  Thanks to
	Hasmet Akgun

2005-01-23 19:12  Ferdinando Ametrano

	* ql/date.hpp (1.42):

	short names allowed

2005-01-20 14:41  Luigi Ballabio

	* ql/settings.cpp (1.2), ql/Utilities/tracing.hpp (1.2),
	test-suite/tracing.cpp (1.2):

	Modified tracing levels

2005-01-20 14:18  Luigi Ballabio

	* test-suite/: old_pricers.cpp (1.66), old_pricers.hpp (1.15):

	Added test for FD American options with dividends (thanks to Joseph
	Wang)

2005-01-19 18:10  Luigi Ballabio

	* News.txt (1.62), configure.ac (1.61), Docs/pages/config.docs
	(1.3), ql/Makefile.am (1.70), ql/settings.cpp (1.1),
	ql/settings.hpp (1.8), ql/userconfig.hpp (1.15),
	ql/Utilities/Makefile.am (1.9), ql/Utilities/tracing.hpp (1.1),
	test-suite/Makefile.am (1.46), test-suite/quantlibtestsuite.cpp
	(1.92), test-suite/tracing.cpp (1.1), test-suite/tracing.hpp (1.1):

	First try at tracing facility

2005-01-18 16:50  Luigi Ballabio

	* ql/: settings.hpp (1.7), Currencies/exchangeratemanager.cpp
	(1.6), Currencies/exchangeratemanager.hpp (1.5),
	Patterns/singleton.hpp (1.6), RandomNumbers/seedgenerator.cpp
	(1.5):

	Removed explicit initialization method from singletons

2005-01-18 10:17  Luigi Ballabio

	* ql/Pricers/fdmultiperiodoption.cpp (1.27):

	Fixed FdDividendAmericanOption (many thanks to Joseph Wang

2005-01-17 20:01  Ferdinando Ametrano

	* QuantLib.nsi (1.109):

	VC8 link

2005-01-17 19:35  Ferdinando Ametrano

	* QuantLib.nsi (1.108):

	more specific

2005-01-14 20:42  Ferdinando Ametrano

	* Makefile.am (1.94), Examples/AmericanOption/Makefile.am (1.5),
	Examples/BermudanSwaption/Makefile.am (1.11),
	Examples/DiscreteHedging/Makefile.am (1.18),
	Examples/EuropeanOption/Makefile.am (1.12),
	Examples/Swap/Makefile.am (1.13),
	functions/ql/Functions/Makefile.am (1.7), test-suite/Makefile.am
	(1.45):

	distributing VC8 project files too

2005-01-14 17:09  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.68),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp (1.4),
	ql/PricingEngines/CapFloor/treecapfloorengine.hpp (1.5):

	Re-enabled volatility print-out for Darwin (thanks to Aurelien
	Chanudet)

2005-01-14 16:37  Luigi Ballabio

	* ql/discretizedasset.cpp (1.10):

	Bug fix

2005-01-12 12:49  Luigi Ballabio

	* ql/: option.hpp (1.34), solver1d.hpp (1.30),
	FiniteDifferences/mixedscheme.hpp (1.17), Instruments/bond.hpp
	(1.3), Instruments/capfloor.hpp (1.53),
	Instruments/cliquetoption.hpp (1.15), Instruments/simpleswap.hpp
	(1.51), Instruments/swaption.hpp (1.44), Math/pseudosqrt.hpp (1.7),
	Pricers/fddividendamericanoption.hpp (1.13),
	PricingEngines/Asian/analytic_cont_geom_av_price.hpp (1.4),
	PricingEngines/Asian/analytic_discr_geom_av_price.hpp (1.4),
	PricingEngines/Cliquet/analyticcliquetengine.hpp (1.4),
	PricingEngines/Forward/forwardengine.hpp (1.21),
	PricingEngines/Forward/forwardperformanceengine.hpp (1.14),
	PricingEngines/Quanto/quantoengine.hpp (1.15),
	PricingEngines/Vanilla/analyticdigitalamericanengine.hpp (1.5),
	PricingEngines/Vanilla/analyticeuropeanengine.hpp (1.5),
	PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.11),
	RandomNumbers/haltonrsg.hpp (1.14), RandomNumbers/sobolrsg.hpp
	(1.24), TermStructures/compoundforward.hpp (1.42),
	TermStructures/forwardspreadedtermstructure.hpp (1.33),
	TermStructures/impliedtermstructure.hpp (1.28),
	TermStructures/piecewiseflatforward.hpp (1.49),
	TermStructures/zerospreadedtermstructure.hpp (1.34):

	Docs formatting

2005-01-12 11:21  Ferdinando Ametrano

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

	doc formatting

2005-01-12 11:21  Ferdinando Ametrano

	* QuantLib.nsi (1.107):

	installer new name

2005-01-11 20:09  Ferdinando Ametrano

	* .cvsignore (1.13), QuantLib.dsp (1.257), QuantLib.vcproj (1.50),
	QuantLib_vc8.sln (1.1), QuantLib_vc8.vcproj (1.1),
	Examples/AmericanOption/.cvsignore (1.10),
	Examples/AmericanOption/AmericanOption.dsp (1.11),
	Examples/AmericanOption/AmericanOption.vcproj (1.12),
	Examples/AmericanOption/AmericanOption_vc8.vcproj (1.1),
	Examples/BermudanSwaption/.cvsignore (1.15),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.18),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.12),
	Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj (1.1),
	Examples/DiscreteHedging/.cvsignore (1.15),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.20),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.12),
	Examples/DiscreteHedging/DiscreteHedging_vc8.vcproj (1.1),
	Examples/EuropeanOption/.cvsignore (1.15),
	Examples/EuropeanOption/EuropeanOption.dsp (1.18),
	Examples/EuropeanOption/EuropeanOption.vcproj (1.12),
	Examples/EuropeanOption/EuropeanOption_vc8.vcproj (1.1),
	Examples/Swap/.cvsignore (1.15), Examples/Swap/Swap.dsp (1.19),
	Examples/Swap/Swap.vcproj (1.12), Examples/Swap/Swap_vc8.vcproj
	(1.1), functions/ql/Functions/.cvsignore (1.6),
	functions/ql/Functions/QuantLibFunctions.dsp (1.12),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.13),
	functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.1),
	ql/config.msvc.hpp (1.65), test-suite/.cvsignore (1.20),
	test-suite/testsuite.dsp (1.48), test-suite/testsuite.vcproj
	(1.29), test-suite/testsuite_vc8.vcproj (1.1):

	VC8 early support

2005-01-11 18:27  Ferdinando Ametrano

	* QuantLib.vcproj (1.49), ql/config.msvc.hpp (1.64),
	test-suite/testsuite.vcproj (1.28):

	NOMINMAX handling

2005-01-11 13:10  Ferdinando Ametrano

	* ql/Math/matrix.hpp (1.37):

	fix

2005-01-10 20:56  Ferdinando Ametrano

	* Examples/AmericanOption/.cvsignore (1.8),
	Examples/BermudanSwaption/.cvsignore (1.13),
	Examples/DiscreteHedging/.cvsignore (1.13),
	Examples/EuropeanOption/.cvsignore (1.13), Examples/Swap/.cvsignore
	(1.13), test-suite/makefile.mak (1.51):

	no message

2005-01-10 20:52  Ferdinando Ametrano

	* Examples/: AmericanOption/AmericanOption.dsp (1.10),
	BermudanSwaption/BermudanSwaption.dsp (1.17),
	DiscreteHedging/DiscreteHedging.dsp (1.19),
	EuropeanOption/EuropeanOption.dsp (1.17), Swap/Swap.dsp (1.18):

	all the binaries in the same folder

2005-01-10 20:45  Ferdinando Ametrano

	* Examples/: AmericanOption/.cvsignore (1.7),
	AmericanOption/AmericanOption.vcproj (1.11),
	AmericanOption/makefile.mak (1.15), BermudanSwaption/.cvsignore
	(1.12), BermudanSwaption/BermudanSwaption.vcproj (1.11),
	BermudanSwaption/makefile.mak (1.19), DiscreteHedging/.cvsignore
	(1.12), DiscreteHedging/DiscreteHedging.vcproj (1.11),
	DiscreteHedging/makefile.mak (1.22), EuropeanOption/.cvsignore
	(1.12), EuropeanOption/EuropeanOption.vcproj (1.11),
	EuropeanOption/makefile.mak (1.25), Swap/.cvsignore (1.12),
	Swap/Swap.vcproj (1.11), Swap/makefile.mak (1.22):

	all the binaries in the same folder

2005-01-10 19:56  Ferdinando Ametrano

	* QuantLib.dsp (1.256), QuantLib.mak (1.235), QuantLib.vcproj
	(1.48), Docs/pages/usage.docs (1.18),
	Examples/AmericanOption/AmericanOption.dsp (1.9),
	Examples/AmericanOption/AmericanOption.mak (1.18),
	Examples/AmericanOption/AmericanOption.vcproj (1.10),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.16),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.39),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.10),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.18),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.57),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.10),
	Examples/EuropeanOption/EuropeanOption.dsp (1.16),
	Examples/EuropeanOption/EuropeanOption.mak (1.57),
	Examples/EuropeanOption/EuropeanOption.vcproj (1.10),
	Examples/Swap/Swap.dsp (1.17), Examples/Swap/Swap.mak (1.55),
	Examples/Swap/Swap.vcproj (1.10),
	functions/ql/Functions/QuantLibFunctions.dsp (1.11),
	functions/ql/Functions/QuantLibFunctions.mak (1.9),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.12),
	ql/config.msvc.hpp (1.63), test-suite/testsuite.dsp (1.47),
	test-suite/testsuite.mak (1.66), test-suite/testsuite.vcproj
	(1.27):

	NOMINMAX preprocessor define removed

2005-01-10 19:46  Ferdinando Ametrano

	* Examples/: AmericanOption/.cvsignore (1.6),
	AmericanOption/AmericanOption.dev (1.1),
	BermudanSwaption/.cvsignore (1.11),
	BermudanSwaption/BermudanSwaption.dev (1.1),
	DiscreteHedging/.cvsignore (1.11),
	DiscreteHedging/DiscreteHedging.dev (1.1),
	EuropeanOption/.cvsignore (1.11), EuropeanOption/EuropeanOption.dev
	(1.1), Swap/.cvsignore (1.11), Swap/Swap.dev (1.1):

	added Dev-C++ project files.  Some investigation is needed: a)
	DiscreteHedging, BermudanSwaption, and Swap have many compilation
	warnings b) BermudanSwaption fails compilation c) Swap executable
	crashes

2005-01-10 19:27  Ferdinando Ametrano

	* ql/Pricers/singleassetoption.hpp (1.35):

	fix

2005-01-10 15:47  Luigi Ballabio

	* News.txt (1.61), ql/TermStructures/discountcurve.cpp (1.36),
	ql/TermStructures/discountcurve.hpp (1.39):

	DiscountCurve with settable interpolation

2005-01-10 14:49  Ferdinando Ametrano

	* makefile.mak (1.60), Docs/makefile.mak (1.39),
	functions/ql/Functions/makefile.mak (1.7), ql/makefile.mak (1.67),
	test-suite/makefile.mak (1.50):

	Borland version handling improved

2005-01-10 14:41  Ferdinando Ametrano

	* Docs/: .cvsignore (1.7), README.txt (1.27), makefile.mak (1.38),
	quantlib.doxy (1.94):

	more fixes for Win32

2005-01-10 12:54  Luigi Ballabio

	* Docs/Makefile.am (1.74):

	Didn't work

2005-01-07 19:09  Ferdinando Ametrano

	* Docs/: .cvsignore (1.6), Makefile.am (1.73), makefile.mak (1.37),
	quantlib.doxy (1.93):

	doc generation makefiles refactored to allow more modularity and
	Win32 generation.

	Luigi: please check that makefile.am is still working ;-) I edited
	it but I couldn't test it

2005-01-07 18:20  Ferdinando Ametrano

	* QuantLib.nsi (1.106), Readme.txt (1.25), makefile.mak (1.59):

	updated

2005-01-05 12:42  Ferdinando Ametrano

	* QuantLib.dsp (1.255), QuantLib.mak (1.234):

	catching up

2005-01-05 12:04  Ferdinando Ametrano

	* QuantLib.vcproj (1.47):

	catching up

2005-01-04 18:27  Luigi Ballabio

	* Docs/quantlibheader.html (1.28), Docs/pages/faq.docs (1.12),
	dev_tools/newdeveloperintro.txt (1.7):

	Moved developer intro to ql-site

2005-01-03 13:31  Luigi Ballabio

	* Docs/: quantlib.css (1.12), quantlib.doxy (1.92):

	Upgraded to Doxygen 1.4.0

2005-01-03 11:14  Luigi Ballabio

	* ql/Pricers/fddividendoption.cpp (1.29):

	Made FD dividend options a tiny bit more stable

2004-12-31 09:08  Luigi Ballabio

	* configure.ac (1.60), ql/config.ansi.hpp (1.33), ql/config.bcc.hpp
	(1.34), ql/config.mingw.hpp (1.6), ql/config.msvc.hpp (1.62),
	ql/config.mwcw.hpp (1.30), ql/discretizedasset.hpp (1.17),
	ql/qldefines.hpp (1.92), ql/solver1d.hpp (1.29),
	ql/voltermstructure.cpp (1.23), ql/CashFlows/fixedratecoupon.hpp
	(1.25), ql/CashFlows/floatingratecoupon.hpp (1.35),
	ql/Currencies/exchangeratemanager.cpp (1.5),
	ql/DayCounters/thirty360.cpp (1.21),
	ql/FiniteDifferences/americancondition.hpp (1.27),
	ql/FiniteDifferences/shoutcondition.hpp (1.24),
	ql/Instruments/bond.cpp (1.4), ql/Instruments/capfloor.cpp (1.62),
	ql/Instruments/payoffs.hpp (1.15), ql/Instruments/swap.cpp (1.38),
	ql/Math/bivariatenormaldistribution.cpp (1.11),
	ql/Math/choleskydecomposition.cpp (1.7), ql/Math/cubicspline.hpp
	(1.56), ql/Math/discrepancystatistics.cpp (1.10),
	ql/Math/discrepancystatistics.hpp (1.15),
	ql/Math/gaussianstatistics.hpp (1.25),
	ql/Math/incrementalstatistics.cpp (1.14), ql/Math/matrix.hpp
	(1.36), ql/Math/pseudosqrt.cpp (1.10), ql/Math/riskstatistics.hpp
	(1.19), ql/Math/svd.cpp (1.11), ql/Pricers/fdbermudanoption.cpp
	(1.18), ql/Pricers/fdbsmoption.hpp (1.19),
	ql/Pricers/mccliquetoption.cpp (1.35), ql/Pricers/mceverest.cpp
	(1.43), ql/Pricers/mchimalaya.cpp (1.46),
	ql/Pricers/mcmaxbasket.cpp (1.42), ql/Pricers/mcpagoda.cpp (1.45),
	ql/Pricers/mcpricer.hpp (1.34), ql/PricingEngines/blackmodel.hpp
	(1.9), ql/PricingEngines/mcsimulation.hpp (1.13),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.30),
	ql/PricingEngines/CapFloor/blackcapfloorengine.cpp (1.3),
	ql/PricingEngines/CapFloor/discretizedcapfloor.cpp (1.6),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.10),
	ql/PricingEngines/Swaption/discretizedswaption.cpp (1.6),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.20),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.9),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.29),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.34),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.36),
	ql/RandomNumbers/sobolrsg.cpp (1.36),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.26),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.29), ql/TermStructures/drifttermstructure.hpp (1.20),
	ql/TermStructures/quantotermstructure.hpp (1.23),
	ql/TermStructures/ratehelpers.cpp (1.58),
	ql/Volatilities/localvolsurface.cpp (1.19),
	test-suite/calendars.cpp (1.19),
	test-suite/lowdiscrepancysequences.cpp (1.69),
	test-suite/old_pricers.cpp (1.65), test-suite/riskstats.cpp (1.38):

	removed two more macros

2004-12-30 16:40  Luigi Ballabio

	* configure.ac (1.59), ql/basicdataformatters.cpp (1.15),
	ql/config.ansi.hpp (1.32), ql/config.bcc.hpp (1.33),
	ql/config.mingw.hpp (1.5), ql/config.msvc.hpp (1.61),
	ql/config.mwcw.hpp (1.29), ql/dataparsers.cpp (1.17), ql/date.cpp
	(1.41), ql/qldefines.hpp (1.91), ql/types.hpp (1.18),
	ql/RandomNumbers/seedgenerator.cpp (1.4):

	Removed a few more macros

2004-12-30 12:44  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.35),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.49),
	Examples/EuropeanOption/EuropeanOption.cpp (1.117),
	Examples/Swap/swapvaluation.cpp (1.59), ql/interestrate.cpp (1.11),
	ql/solver1d.hpp (1.28), ql/stochasticprocess.cpp (1.12),
	ql/voltermstructure.cpp (1.22), ql/voltermstructure.hpp (1.33),
	ql/CashFlows/basispointsensitivity.cpp (1.15),
	ql/FiniteDifferences/shoutcondition.hpp (1.23),
	ql/Instruments/bond.cpp (1.3), ql/Instruments/swaption.cpp (1.49),
	ql/Lattices/binomialtree.cpp (1.27), ql/Lattices/bsmlattice.cpp
	(1.13), ql/Lattices/lattice2d.cpp (1.14),
	ql/Lattices/trinomialtree.cpp (1.23), ql/Math/array.hpp (1.12),
	ql/Math/beta.cpp (1.7), ql/Math/beta.hpp (1.4),
	ql/Math/binomialdistribution.hpp (1.8),
	ql/Math/bivariatenormaldistribution.cpp (1.10),
	ql/Math/chisquaredistribution.cpp (1.14),
	ql/Math/choleskydecomposition.cpp (1.6), ql/Math/comparison.hpp
	(1.5), ql/Math/cubicspline.hpp (1.55),
	ql/Math/discrepancystatistics.cpp (1.9),
	ql/Math/discrepancystatistics.hpp (1.14), ql/Math/errorfunction.cpp
	(1.8), ql/Math/factorial.cpp (1.6), ql/Math/gammadistribution.cpp
	(1.14), ql/Math/gaussianstatistics.hpp (1.24),
	ql/Math/generalstatistics.hpp (1.18), ql/Math/incompletegamma.cpp
	(1.6), ql/Math/incrementalstatistics.hpp (1.12),
	ql/Math/kronrodintegral.hpp (1.13),
	ql/Math/loglinearinterpolation.hpp (1.31),
	ql/Math/normaldistribution.cpp (1.28),
	ql/Math/normaldistribution.hpp (1.31),
	ql/Math/poissondistribution.hpp (1.10), ql/Math/primenumbers.cpp
	(1.14), ql/Math/pseudosqrt.cpp (1.9), ql/Math/riskstatistics.hpp
	(1.18), ql/Math/rounding.cpp (1.5), ql/Math/sequencestatistics.hpp
	(1.28), ql/Math/simpsonintegral.hpp (1.10), ql/Math/svd.cpp (1.10),
	ql/Math/symmetricschurdecomposition.cpp (1.22),
	ql/Math/trapezoidintegral.hpp (1.10),
	ql/MonteCarlo/brownianbridge.hpp (1.22),
	ql/MonteCarlo/getcovariance.cpp (1.14),
	ql/MonteCarlo/getcovariance.hpp (1.22),
	ql/MonteCarlo/multipathgenerator.hpp (1.54),
	ql/MonteCarlo/pathgenerator.hpp (1.62),
	ql/Optimization/conjugategradient.cpp (1.23),
	ql/Optimization/criteria.hpp (1.20), ql/Optimization/simplex.cpp
	(1.13), ql/Optimization/steepestdescent.cpp (1.20),
	ql/Pricers/discretegeometricaso.cpp (1.19),
	ql/Pricers/fdbsmoption.cpp (1.22), ql/Pricers/fddividendoption.cpp
	(1.28), ql/Pricers/fdmultiperiodoption.cpp (1.26),
	ql/Pricers/fdstepconditionoption.cpp (1.19),
	ql/Pricers/mccliquetoption.cpp (1.34),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.38),
	ql/Pricers/mceverest.cpp (1.42), ql/Pricers/mchimalaya.cpp (1.45),
	ql/Pricers/mcmaxbasket.cpp (1.41), ql/Pricers/mcpagoda.cpp (1.44),
	ql/Pricers/mcperformanceoption.cpp (1.30),
	ql/PricingEngines/americanpayoffatexpiry.cpp (1.4),
	ql/PricingEngines/americanpayoffathit.cpp (1.4),
	ql/PricingEngines/blackformula.cpp (1.9),
	ql/PricingEngines/blackmodel.hpp (1.8),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.8),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.9),
	ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.9),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.cpp (1.3),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.8),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.19),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.10),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.28),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.8),
	ql/PricingEngines/Basket/stulzengine.cpp (1.19),
	ql/PricingEngines/CapFloor/blackcapfloorengine.cpp (1.2),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.9),
	ql/PricingEngines/Swaption/blackswaptionengine.cpp (1.2),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.19),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.19),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.9),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.28),
	ql/PricingEngines/Vanilla/juquadraticengine.cpp (1.7),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.11),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.35),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.16),
	ql/RandomNumbers/faurersg.cpp (1.5),
	ql/ShortRateModels/calibrationhelper.hpp (1.25),
	ql/ShortRateModels/model.cpp (1.24),
	ql/ShortRateModels/onefactormodel.hpp (1.19),
	ql/ShortRateModels/twofactormodel.hpp (1.16),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.21),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.19),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.25),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.24),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.28),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.26), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.24),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.25),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.13),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.25),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.29),
	ql/Solvers1D/bisection.hpp (1.19), ql/Solvers1D/brent.hpp (1.19),
	ql/Solvers1D/falseposition.hpp (1.18), ql/Solvers1D/newton.hpp
	(1.20), ql/Solvers1D/newtonsafe.hpp (1.20), ql/Solvers1D/ridder.hpp
	(1.19), ql/Solvers1D/secant.hpp (1.19),
	ql/TermStructures/extendeddiscountcurve.cpp (1.25),
	ql/TermStructures/flatforward.hpp (1.49),
	ql/TermStructures/forwardstructure.hpp (1.7),
	ql/TermStructures/piecewiseflatforward.cpp (1.58),
	ql/TermStructures/zeroyieldstructure.hpp (1.6),
	ql/Volatilities/localvolcurve.hpp (1.18),
	ql/Volatilities/localvolsurface.cpp (1.18),
	test-suite/americanoption.cpp (1.28), test-suite/asianoptions.cpp
	(1.45), test-suite/barrieroption.cpp (1.42),
	test-suite/basketoption.cpp (1.36), test-suite/bonds.cpp (1.3),
	test-suite/capfloor.cpp (1.43), test-suite/cliquetoption.cpp
	(1.19), test-suite/compoundforward.cpp (1.27),
	test-suite/covariance.cpp (1.26), test-suite/daycounters.cpp
	(1.14), test-suite/digitaloption.cpp (1.43),
	test-suite/distributions.cpp (1.23), test-suite/europeanoption.cpp
	(1.81), test-suite/factorial.cpp (1.17),
	test-suite/forwardoption.cpp (1.16), test-suite/integrals.cpp
	(1.11), test-suite/interestrates.cpp (1.13),
	test-suite/interpolations.cpp (1.23), test-suite/jumpdiffusion.cpp
	(1.31), test-suite/lowdiscrepancysequences.cpp (1.68),
	test-suite/matrices.cpp (1.28), test-suite/mersennetwister.cpp
	(1.16), test-suite/old_pricers.cpp (1.64),
	test-suite/piecewiseflatforward.cpp (1.29),
	test-suite/quantooption.cpp (1.18), test-suite/quotes.cpp (1.7),
	test-suite/riskstats.cpp (1.37), test-suite/rngtraits.cpp (1.2),
	test-suite/solvers.cpp (1.12), test-suite/stats.cpp (1.25),
	test-suite/swap.cpp (1.36), test-suite/swaption.cpp (1.35),
	test-suite/termstructures.cpp (1.34), test-suite/utilities.cpp
	(1.17), test-suite/utilities.hpp (1.22):

	removing macros

2004-12-29 13:13  Luigi Ballabio

	* ql/discretizedasset.cpp (1.9):

	Fix for VC6 'for' scope

2004-12-29 13:10  Luigi Ballabio

	* configure.ac (1.58), ql/config.ansi.hpp (1.31), ql/config.bcc.hpp
	(1.32), ql/config.mingw.hpp (1.4), ql/config.msvc.hpp (1.60),
	ql/config.mwcw.hpp (1.28), ql/qldefines.hpp (1.90):

	Using Boost to remove a few portability checks and macros

2004-12-28 16:20  Luigi Ballabio

	* ql/: errors.cpp (1.9), errors.hpp (1.21):

	Error class safe from terminate()

2004-12-16 16:17  Luigi Ballabio

	* ql/: discretizedasset.cpp (1.8), exercise.cpp (1.12),
	exercise.hpp (1.32):

	Cosmetic changes and one better check

2004-12-13 12:49  Luigi Ballabio

	* ql/Math/: bicubicsplineinterpolation.hpp (1.21),
	bilinearinterpolation.hpp (1.26), cubicspline.hpp (1.54),
	interpolation.hpp (1.33), interpolation2D.hpp (1.23),
	linearinterpolation.hpp (1.31), loglinearinterpolation.hpp (1.30):

	Added manual method for updating interpolation when underlying data
	change

2004-12-13 09:22  Luigi Ballabio

	* ql/Instruments/simpleswap.cpp (1.56):

	Fix for spot swap

2004-12-09 12:46  Luigi Ballabio

	* QuantLib.dev (1.8), test-suite/QuantLib-test-suite.dev (1.9):

	Merged 0.3.8 branch

2004-12-09 11:29  Ferdinando Ametrano

	* functions/ql/Functions/: QuantLibFunctions.vcproj (1.8.2.2),
	QuantLibFunctions.vcproj (1.11):

	fix for Boost 1.32

2004-12-08 14:13  Luigi Ballabio

	* Announce.txt (1.2), Contributors.txt (1.25), LICENSE.TXT (1.19),
	Makefile.am (1.93), QuantLib.dsp (1.254), QuantLib.mak (1.233),
	QuantLib.nsi (1.105), QuantLib.vcproj (1.46), Readme.txt (1.23),
	acinclude.m4 (1.16), autogen.sh (1.2), bootstrap (1.6),
	configure.ac (1.57), makefile.mak (1.58), Docs/Makefile.am (1.71),
	Docs/Examples/Makefile.am (1.5), Docs/images/Makefile.am (1.6),
	Docs/pages/Makefile.am (1.10), Docs/pages/authors.docs (1.31),
	Docs/pages/faq.docs (1.9), Docs/pages/history.docs (1.18),
	Docs/pages/install.docs (1.13), Docs/pages/overview.docs (1.18),
	Docs/pages/resources.docs (1.9), Docs/pages/usage.docs (1.17),
	dev_tools/windist (1.2),
	functions/ql/Functions/QuantLibFunctions.dsp (1.10),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.10),
	ql/basicdataformatters.cpp (1.14), ql/calendar.hpp (1.45),
	ql/config.ansi.hpp (1.30), ql/config.bcc.hpp (1.31),
	ql/config.mingw.hpp (1.3), ql/config.msvc.hpp (1.59),
	ql/config.mwcw.hpp (1.27), ql/currency.hpp (1.25),
	ql/interestrate.cpp (1.10), ql/interestrate.hpp (1.13),
	ql/qldefines.hpp (1.89), ql/termstructure.hpp (1.60),
	ql/Calendars/beijing.cpp (1.3), ql/Calendars/beijing.hpp (1.2),
	ql/CashFlows/cashflowvectors.cpp (1.40),
	ql/CashFlows/indexcashflowvectors.hpp (1.24),
	ql/CashFlows/indexedcoupon.hpp (1.19), ql/Instruments/Makefile.am
	(1.27), ql/Instruments/all.hpp (1.9),
	ql/Instruments/asianoption.hpp (1.21),
	ql/Instruments/basketoption.hpp (1.12), ql/Instruments/bond.cpp
	(1.2), ql/Instruments/bond.hpp (1.2),
	ql/Instruments/fixedcouponbond.cpp (1.2),
	ql/Instruments/fixedcouponbond.hpp (1.2),
	ql/Instruments/makefile.mak (1.36), ql/Math/array.hpp (1.11),
	ql/Math/bicubicsplineinterpolation.hpp (1.20),
	ql/Math/bilinearinterpolation.hpp (1.25), ql/Math/cubicspline.hpp
	(1.53), ql/Math/generalstatistics.hpp (1.17),
	ql/Math/incrementalstatistics.hpp (1.11), ql/Math/interpolation.hpp
	(1.32), ql/Math/interpolation2D.hpp (1.22),
	ql/Math/linearinterpolation.hpp (1.30),
	ql/Math/loglinearinterpolation.hpp (1.29), ql/Math/matrix.hpp
	(1.35), ql/Math/multicubicspline.hpp (1.4),
	ql/MonteCarlo/mctraits.hpp (1.14), ql/Optimization/armijo.cpp
	(1.20), ql/Optimization/armijo.hpp (1.20),
	ql/Pricers/fdamericanoption.hpp (1.16),
	ql/Pricers/fddividendoption.cpp (1.27),
	ql/Pricers/fdshoutoption.hpp (1.14), ql/Pricers/mccliquetoption.hpp
	(1.23), ql/Pricers/mcdiscretearithmeticaso.hpp (1.26),
	ql/Pricers/mceverest.hpp (1.28), ql/Pricers/mcmaxbasket.hpp (1.28),
	ql/Pricers/mcpagoda.hpp (1.29), ql/Pricers/mcperformanceoption.hpp
	(1.21), ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp
	(1.8), ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp
	(1.3), ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.8),
	ql/PricingEngines/Swaption/g2swaptionengine.hpp (1.4),
	ql/RandomNumbers/faurersg.cpp (1.4),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.12),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.15),
	ql/RandomNumbers/randomizedlds.hpp (1.6),
	ql/RandomNumbers/sobolrsg.hpp (1.23), test-suite/.cvsignore (1.19),
	test-suite/Makefile.am (1.44), test-suite/asianoptions.cpp (1.44),
	test-suite/bonds.cpp (1.2), test-suite/bonds.hpp (1.2),
	test-suite/digitaloption.cpp (1.42), test-suite/interestrates.cpp
	(1.12), test-suite/makefile.mak (1.49),
	test-suite/mersennetwister.cpp (1.15),
	test-suite/quantlibtestsuite.cpp (1.91), test-suite/testsuite.dsp
	(1.46), test-suite/testsuite.vcproj (1.26):

	Merged 0.3.8 branch

2004-12-07 15:47  Ferdinando Ametrano

	* functions/ql/Functions/QuantLibFunctions.vcproj (1.8.2.1):

	fix for Boost 1.32

2004-12-06 14:05  Ferdinando Ametrano

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

	test large values

2004-12-06 14:04  Ferdinando Ametrano

	* ql/Math/bivariatenormaldistribution.cpp (1.9):

	fix for large numbers

2004-12-02 13:41  Ferdinando Ametrano

	* dev_tools/: windist (1.1.2.2), windistpython.bat (1.1.2.5):

	no message

2004-12-02 13:04  Ferdinando Ametrano

	* QuantLib.nsi (1.103.2.3):

	missing file added

2004-12-02 12:24  Ferdinando Ametrano

	* dev_tools/windistpython.bat (1.1.2.4):

	no message

2004-12-01 17:02  Ferdinando Ametrano

	* QuantLib.nsi (1.103.2.2):

	dev files were not distributed

2004-12-01 16:50  Ferdinando Ametrano

	* dev_tools/windistpython.bat (1.1.2.3):

	now it's working

2004-12-01 16:49  Ferdinando Ametrano

	* QuantLib.nsi (1.103.2.1):

	dev files were not distributed

2004-12-01 13:37  Luigi Ballabio

	* test-suite/QuantLib-test-suite.dev (1.7.2.3):

	Removed hard-coded 1_31 in lib name

2004-11-26 13:17  Luigi Ballabio

	* ql/Instruments/bond.cpp (1.1.2.4), ql/Instruments/bond.hpp
	(1.1.2.5), ql/Instruments/fixedcouponbond.cpp (1.1.2.2),
	ql/Instruments/fixedcouponbond.hpp (1.1.2.2), test-suite/bonds.cpp
	(1.1.2.3):

	possibility to override settlement date

2004-11-24 15:56  Luigi Ballabio

	* News.txt (1.59.2.5), Docs/pages/history.docs (1.17.2.6):

	Reality check

2004-11-24 09:51  Luigi Ballabio

	* ql/Instruments/bond.cpp (1.1.2.3), ql/Instruments/bond.hpp
	(1.1.2.4), test-suite/bonds.cpp (1.1.2.2), test-suite/bonds.hpp
	(1.1.2.2):

	disambiguated clean/dirty price; check against known good values

2004-11-22 12:49  Luigi Ballabio

	* Docs/pages/install.docs (1.12.2.2), makefile.mak (1.57.2.1),
	test-suite/.cvsignore (1.18.2.1), test-suite/makefile.mak
	(1.47.2.2):

	Fixes for Borland

2004-11-22 10:20  Ferdinando Ametrano

	* Docs/pages/faq.docs (1.8.2.4):

	final touches, not finished yet

2004-11-22 09:39  Ferdinando Ametrano

	* Docs/pages/: overview.docs (1.17.2.3), resources.docs (1.8.2.1):

	final touches, not finished yet

2004-11-20 14:11  Ferdinando Ametrano

	* LICENSE.TXT (1.18.8.3), Docs/pages/faq.docs (1.8.2.3),
	dev_tools/windistpython.bat (1.1.2.2):

	final touches. not finished yet

2004-11-20 14:04  Luigi Ballabio

	* configure.ac (1.54.2.2), Docs/Makefile.am (1.70.2.1),
	Docs/Examples/Makefile.am (1.4.18.1), Docs/images/Makefile.am
	(1.5.10.1), Docs/pages/Makefile.am (1.9.10.1),
	test-suite/Makefile.am (1.43.2.4), test-suite/bin/Makefile.am
	(1.1.2.2):

	slightly simpler autoconfiscation

2004-11-19 18:59  Ferdinando Ametrano

	* LICENSE.TXT (1.18.8.2), Docs/pages/faq.docs (1.8.2.2),
	Docs/pages/install.docs (1.12.2.1), Docs/pages/overview.docs
	(1.17.2.2), Docs/pages/usage.docs (1.16.2.1), dev_tools/windist
	(1.1.2.1), dev_tools/windistpython.bat (1.1.2.1), ql/currency.hpp
	(1.23.2.1), ql/interestrate.hpp (1.12.2.2),
	ql/CashFlows/indexedcoupon.hpp (1.17.2.1),
	ql/Instruments/asianoption.hpp (1.20.2.1),
	ql/Instruments/basketoption.hpp (1.11.2.1), ql/Math/array.hpp
	(1.10.2.1), ql/Math/generalstatistics.hpp (1.16.2.1),
	ql/Math/incrementalstatistics.hpp (1.10.2.1), ql/Math/matrix.hpp
	(1.34.2.1), ql/Math/multicubicspline.hpp (1.3.2.2),
	ql/MonteCarlo/mctraits.hpp (1.13.6.1),
	ql/Pricers/mccliquetoption.hpp (1.22.2.1),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.27.2.1),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.25.2.1),
	ql/Pricers/mceverest.hpp (1.27.2.1), ql/Pricers/mcmaxbasket.hpp
	(1.27.2.1), ql/Pricers/mcpagoda.hpp (1.28.2.1),
	ql/Pricers/mcperformanceoption.hpp (1.20.2.1),
	ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.7.2.1),
	ql/PricingEngines/Swaption/g2swaptionengine.hpp (1.3.2.1),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.14.2.2),
	ql/RandomNumbers/randomizedlds.hpp (1.5.2.1),
	ql/RandomNumbers/sobolrsg.hpp (1.22.2.1), test-suite/Makefile.am
	(1.43.2.3), test-suite/bin/Makefile.am (1.1.2.1):

	final touches. Not finished yet

2004-11-19 10:43  Ferdinando Ametrano

	* QuantLib.vcproj (1.43.2.1), ql/Instruments/makefile.mak
	(1.35.6.1), test-suite/makefile.mak (1.47.2.1),
	test-suite/testsuite.vcproj (1.24.2.1):

	catching up

2004-11-17 15:47  Luigi Ballabio

	* News.txt (1.59.2.3), acinclude.m4 (1.15.2.1), configure.ac
	(1.54.2.1), Docs/pages/history.docs (1.17.2.4),
	ql/basicdataformatters.cpp (1.13.2.1), ql/config.ansi.hpp
	(1.28.2.1), ql/config.bcc.hpp (1.29.2.1), ql/config.mingw.hpp
	(1.1.2.1), ql/config.msvc.hpp (1.56.2.1), ql/config.mwcw.hpp
	(1.25.2.1), ql/qldefines.hpp (1.85.2.1),
	ql/Math/bicubicsplineinterpolation.hpp (1.19.2.2),
	ql/Math/bilinearinterpolation.hpp (1.24.2.1),
	ql/Math/cubicspline.hpp (1.52.2.1), ql/Math/interpolation.hpp
	(1.31.2.1), ql/Math/interpolation2D.hpp (1.21.2.1),
	ql/Math/linearinterpolation.hpp (1.29.2.1),
	ql/Math/loglinearinterpolation.hpp (1.28.2.1),
	ql/Math/multicubicspline.hpp (1.3.2.1),
	ql/RandomNumbers/faurersg.cpp (1.3.2.1), test-suite/Makefile.am
	(1.43.2.2):

	Fixes for gcc 2.95 (thanks to Michael Dirkmann)

2004-11-09 15:23  Luigi Ballabio

	* News.txt (1.59.2.2), Docs/pages/faq.docs (1.8.2.1),
	Docs/pages/history.docs (1.17.2.3), ql/Calendars/beijing.cpp
	(1.2.6.1), ql/Calendars/beijing.hpp (1.1.6.1):

	More Beijing holidays (thanks to Zhou Wu)

2004-11-09 13:47  Luigi Ballabio

	* ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp
	(1.7.2.1), ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp
	(1.2.2.1), test-suite/asianoptions.cpp (1.43.2.1):

	Disabled broken Greeks

2004-11-08 16:18  Luigi Ballabio

	* ql/Instruments/bond.hpp (1.1.2.3):

	Test documented

2004-11-08 11:20  Luigi Ballabio

	* autogen.sh (1.1.2.1), bootstrap (1.5.22.1):

	Renamed bootstrap to autogen.sh (which seems to be a standard name)

2004-11-08 09:31  Luigi Ballabio

	* News.txt (1.59.2.1), Docs/pages/history.docs (1.17.2.2),
	ql/Instruments/Makefile.am (1.26.6.1), ql/Instruments/all.hpp
	(1.8.6.1), ql/Instruments/bond.cpp (1.1.2.1),
	ql/Instruments/bond.hpp (1.1.2.1),
	ql/Instruments/fixedcouponbond.cpp (1.1.2.1),
	ql/Instruments/fixedcouponbond.hpp (1.1.2.1),
	test-suite/Makefile.am (1.43.2.1), test-suite/bonds.cpp (1.1.2.1),
	test-suite/bonds.hpp (1.1.2.1), test-suite/quantlibtestsuite.cpp
	(1.89.2.1):

	Added basic fixed-coupon bond functionality (thanks to Jeff Yu)

2004-11-07 14:04  Luigi Ballabio

	* Readme.txt (1.22.2.1):

	Mentioned FAQ

2004-11-07 14:01  Luigi Ballabio

	* ql/: calendar.hpp (1.44.2.1), Pricers/fdamericanoption.hpp
	(1.15.6.1), Pricers/fdshoutoption.hpp (1.13.6.1):

	Uniform default arguments

2004-11-05 10:52  Luigi Ballabio

	* test-suite/digitaloption.cpp (1.41.2.2):

	Restored correct test data

2004-11-05 10:22  Luigi Ballabio

	* ql/interestrate.cpp (1.9.2.1), ql/interestrate.hpp (1.12.2.1),
	ql/termstructure.hpp (1.58.2.1), test-suite/interestrates.cpp
	(1.11.2.1):

	Slimmer interfaces for interest rate and term structure

2004-11-04 21:29  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.58), ql/qldefines.hpp (1.88),
	test-suite/quantlibtestsuite.cpp (1.90),
	test-suite/testsuite.vcproj (1.25):

	version number bumping, VC settings

2004-11-04 12:04  Luigi Ballabio

	* ql/Math/bicubicsplineinterpolation.hpp (1.19.2.1):

	Fixed template instantiation problem with VC6

2004-11-04 09:24  Luigi Ballabio

	* ql/RandomNumbers/mt19937uniformrng.cpp (1.11.2.1),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.14.2.1),
	test-suite/digitaloption.cpp (1.41.2.1),
	test-suite/mersennetwister.cpp (1.14.2.1):

	Fix and related test for Mersenne Twister

2004-11-03 20:54  Ferdinando Ametrano

	* Examples/AmericanOption/AmericanOption.mak (1.17),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.38),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.56),
	Examples/EuropeanOption/EuropeanOption.mak (1.56),
	Examples/Swap/Swap.mak (1.54),
	functions/ql/Functions/QuantLibFunctions.dsp (1.9),
	functions/ql/Functions/makefile.mak (1.6), ql/makefile.mak (1.66),
	test-suite/makefile.mak (1.48), test-suite/testsuite.mak (1.65):

	catching up

2004-11-03 20:03  Ferdinando Ametrano

	* QuantLib.vcproj (1.45), ql/makefile.mak (1.65),
	ql/Indexes/makefile.mak (1.21), ql/Pricers/makefile.mak (1.47):

	catching up

2004-11-03 19:56  Ferdinando Ametrano

	* test-suite/bin/: .cvsignore (1.3), .cvsignore (1.2.2.1):

	no message

2004-11-03 15:49  Luigi Ballabio

	* QuantLib.dev (1.6.2.1),
	functions/ql/Functions/QuantLibFunctions.dev (1.4.2.1),
	test-suite/QuantLib-test-suite.dev (1.7.2.1):

	Set optimization level to -O2

2004-11-03 11:39  Luigi Ballabio

	* QuantLib.dev (1.7), QuantLib.dsp (1.253), QuantLib.mak (1.232),
	functions/ql/Functions/QuantLibFunctions.dev (1.5),
	functions/ql/Functions/QuantLibFunctions.dsp (1.8),
	functions/ql/Functions/QuantLibFunctions.mak (1.8),
	test-suite/QuantLib-test-suite.dev (1.8):

	Bumped version number

2004-10-28 15:41  Luigi Ballabio

	* Contributors.txt (1.24.2.1), Docs/pages/authors.docs (1.30.2.1),
	Docs/pages/history.docs (1.17.2.1), ql/date.hpp (1.40.2.1):

	Upgrading docs

2004-10-27 16:46  Luigi Ballabio

	* configure.ac (1.56), ql/Makefile.am (1.69),
	ql/basetermstructure.hpp (1.4), ql/capvolstructures.hpp (1.15),
	ql/config.ansi.hpp (1.29), ql/config.bcc.hpp (1.30),
	ql/config.mingw.hpp (1.2), ql/config.msvc.hpp (1.57),
	ql/config.mwcw.hpp (1.26), ql/core.hpp (1.9), ql/currency.cpp
	(1.3), ql/currency.hpp (1.24), ql/dataformatters.cpp (1.41),
	ql/dataformatters.hpp (1.40), ql/date.hpp (1.41),
	ql/discretizedasset.hpp (1.16), ql/qldefines.hpp (1.87),
	ql/relinkablehandle.hpp (1.25), ql/swaptionvolstructure.hpp (1.15),
	ql/termstructure.hpp (1.59), ql/voltermstructure.hpp (1.32),
	ql/CashFlows/floatingratecoupon.hpp (1.34),
	ql/CashFlows/indexedcoupon.hpp (1.18), ql/CashFlows/parcoupon.cpp
	(1.19), ql/CashFlows/parcoupon.hpp (1.15),
	ql/CashFlows/shortfloatingcoupon.cpp (1.20),
	ql/CashFlows/shortfloatingcoupon.hpp (1.20),
	ql/DayCounters/Makefile.am (1.11), ql/DayCounters/actual365.hpp
	(1.22), ql/DayCounters/all.hpp (1.3),
	ql/FiniteDifferences/americancondition.hpp (1.26),
	ql/FiniteDifferences/shoutcondition.hpp (1.22),
	ql/FiniteDifferences/stepcondition.hpp (1.16),
	ql/Indexes/Makefile.am (1.11), ql/Indexes/core.hpp (1.3),
	ql/Indexes/xibor.cpp (1.24), ql/Indexes/xibor.hpp (1.37),
	ql/Indexes/xibormanager.cpp (1.17), ql/Indexes/xibormanager.hpp
	(1.16), ql/Pricers/Makefile.am (1.44), ql/Pricers/all.hpp (1.7),
	ql/Pricers/discretegeometricapo.cpp (1.20),
	ql/Pricers/discretegeometricapo.hpp (1.18),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.37),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.28),
	ql/PricingEngines/CapFloor/discretizedcapfloor.hpp (1.6),
	ql/PricingEngines/Swaption/discretizedswaption.hpp (1.6),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.7),
	ql/RandomNumbers/Makefile.am (1.22), ql/RandomNumbers/all.hpp
	(1.8), ql/RandomNumbers/inversecumgaussianrng.hpp (1.15),
	ql/RandomNumbers/inversecumgaussianrsg.hpp (1.16),
	ql/TermStructures/Makefile.am (1.18),
	ql/TermStructures/affinetermstructure.cpp (1.27),
	ql/TermStructures/affinetermstructure.hpp (1.30),
	ql/TermStructures/all.hpp (1.3),
	ql/TermStructures/compoundforward.cpp (1.52),
	ql/TermStructures/compoundforward.hpp (1.40),
	ql/TermStructures/discountcurve.cpp (1.35),
	ql/TermStructures/discountcurve.hpp (1.38),
	ql/TermStructures/discountstructure.hpp (1.7),
	ql/TermStructures/drifttermstructure.hpp (1.19),
	ql/TermStructures/extendeddiscountcurve.cpp (1.23),
	ql/TermStructures/extendeddiscountcurve.hpp (1.23),
	ql/TermStructures/flatforward.hpp (1.48),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.32),
	ql/TermStructures/forwardstructure.hpp (1.6),
	ql/TermStructures/impliedtermstructure.hpp (1.27),
	ql/TermStructures/piecewiseflatforward.cpp (1.57),
	ql/TermStructures/piecewiseflatforward.hpp (1.48),
	ql/TermStructures/quantotermstructure.hpp (1.22),
	ql/TermStructures/ratehelpers.hpp (1.48),
	ql/TermStructures/zerocurve.cpp (1.15),
	ql/TermStructures/zerocurve.hpp (1.19),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.33),
	ql/TermStructures/zeroyieldstructure.hpp (1.5),
	ql/Utilities/Makefile.am (1.8), ql/Utilities/all.hpp (1.2),
	ql/Utilities/combiningiterator.hpp (1.15),
	ql/Utilities/couplingiterator.hpp (1.12),
	ql/Utilities/filteringiterator.hpp (1.13),
	ql/Utilities/iteratorcategories.hpp (1.14),
	ql/Utilities/processingiterator.hpp (1.15),
	ql/Utilities/steppingiterator.hpp (1.18),
	ql/Volatilities/blackvariancesurface.cpp (1.18),
	ql/Volatilities/blackvariancesurface.hpp (1.38),
	ql/Volatilities/capflatvolvector.hpp (1.25),
	test-suite/compoundforward.cpp (1.26), test-suite/old_pricers.cpp
	(1.63):

	Removed deprecated code (except for some compound-forward stuff
	that still needs to be investigated)

2004-10-27 12:35  Luigi Ballabio

	* News.txt (1.60), QuantLib.dsp (1.252), QuantLib.nsi (1.104),
	QuantLib.vcproj (1.44), configure.ac (1.55), Docs/quantlib.doxy
	(1.91), functions/ql/Functions/QuantLibFunctions.vcproj (1.9),
	ql/qldefines.hpp (1.86):

	Bumped version number

2004-10-27 09:41  Luigi Ballabio

	* ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.7):

	Fixed (as in: "runs with limited functionality") MC discrete Asian
	engine on VC6

2004-10-26 17:19  Ferdinando Ametrano

	* ql/errors.hpp (1.20):

	no message

2004-10-26 10:06  Luigi Ballabio

	* ql/TermStructures/compoundforward.cpp (1.51),
	ql/TermStructures/compoundforward.hpp (1.39),
	ql/TermStructures/extendeddiscountcurve.cpp (1.22),
	test-suite/compoundforward.cpp (1.25):

	Partial fixes for CompoundForward

2004-10-25 17:54  Luigi Ballabio

	* ql/TermStructures/compoundforward.cpp (1.50):

	Fix for bootstrapping

2004-10-25 15:00  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.33),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.47),
	Examples/EuropeanOption/EuropeanOption.cpp (1.115),
	Examples/Swap/swapvaluation.cpp (1.57),
	functions/ql/Functions/vols.cpp (1.4),
	functions/ql/Functions/vols.hpp (1.5), ql/basetermstructure.hpp
	(1.3), ql/settings.hpp (1.6), ql/stochasticprocess.cpp (1.11),
	ql/termstructure.hpp (1.58), ql/CashFlows/inarrearindexedcoupon.cpp
	(1.4), ql/CashFlows/parcoupon.cpp (1.18),
	ql/Instruments/capfloor.cpp (1.61),
	ql/Instruments/multiassetoption.cpp (1.13),
	ql/Instruments/oneassetoption.cpp (1.21),
	ql/Instruments/simpleswap.cpp (1.55), ql/Instruments/swaption.cpp
	(1.48), ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp
	(1.7), ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp
	(1.7), ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.6),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.18),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.29),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.27),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.31),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.8),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.7),
	ql/PricingEngines/Forward/forwardengine.hpp (1.20),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.13),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.10),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.9),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.21),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.18),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.23),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.18),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.27),
	ql/PricingEngines/Vanilla/juquadraticengine.cpp (1.6),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.33),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.34),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.43),
	ql/TermStructures/affinetermstructure.cpp (1.26),
	ql/TermStructures/affinetermstructure.hpp (1.29),
	ql/TermStructures/compoundforward.cpp (1.49),
	ql/TermStructures/compoundforward.hpp (1.38),
	ql/TermStructures/discountcurve.cpp (1.34),
	ql/TermStructures/discountcurve.hpp (1.37),
	ql/TermStructures/drifttermstructure.hpp (1.18),
	ql/TermStructures/extendeddiscountcurve.cpp (1.21),
	ql/TermStructures/extendeddiscountcurve.hpp (1.22),
	ql/TermStructures/flatforward.hpp (1.47),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.31),
	ql/TermStructures/forwardstructure.hpp (1.5),
	ql/TermStructures/impliedtermstructure.hpp (1.26),
	ql/TermStructures/piecewiseflatforward.cpp (1.56),
	ql/TermStructures/piecewiseflatforward.hpp (1.47),
	ql/TermStructures/quantotermstructure.hpp (1.21),
	ql/TermStructures/zerocurve.hpp (1.18),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.32),
	ql/Volatilities/blackconstantvol.hpp (1.32),
	ql/Volatilities/blackvariancecurve.cpp (1.17),
	ql/Volatilities/blackvariancecurve.hpp (1.36),
	ql/Volatilities/blackvariancesurface.cpp (1.17),
	ql/Volatilities/blackvariancesurface.hpp (1.37),
	ql/Volatilities/capflatvolvector.hpp (1.24),
	ql/Volatilities/capletconstantvol.hpp (1.6),
	ql/Volatilities/impliedvoltermstructure.hpp (1.18),
	ql/Volatilities/localconstantvol.hpp (1.28),
	ql/Volatilities/localvolcurve.hpp (1.17),
	ql/Volatilities/localvolsurface.hpp (1.26),
	ql/Volatilities/swaptionvolmatrix.hpp (1.27),
	test-suite/americanoption.cpp (1.27), test-suite/asianoptions.cpp
	(1.43), test-suite/barrieroption.cpp (1.41),
	test-suite/basketoption.cpp (1.35), test-suite/cliquetoption.cpp
	(1.18), test-suite/compoundforward.cpp (1.24),
	test-suite/digitaloption.cpp (1.41),
	test-suite/dividendeuropeanoption.cpp (1.16),
	test-suite/europeanoption.cpp (1.80), test-suite/forwardoption.cpp
	(1.15), test-suite/interestrates.cpp (1.11),
	test-suite/jumpdiffusion.cpp (1.30), test-suite/old_pricers.cpp
	(1.62), test-suite/piecewiseflatforward.cpp (1.28),
	test-suite/quantooption.cpp (1.17), test-suite/swap.cpp (1.35),
	test-suite/termstructures.cpp (1.33), test-suite/utilities.cpp
	(1.16), test-suite/utilities.hpp (1.21):

	TermStructure::dayCounter() reborn

2004-10-22 16:24  Luigi Ballabio

	* ql/TermStructures/: discountcurve.cpp (1.33), discountcurve.hpp
	(1.36), discountstructure.hpp (1.6), impliedtermstructure.hpp
	(1.25):

	Completely deprecated DiscountStructure

2004-10-22 16:21  Luigi Ballabio

	* test-suite/quantlibtestsuite.cpp (1.89):

	Dealing out information on a need-to-know basis

2004-10-22 15:26  Luigi Ballabio

	* ql/TermStructures/: discountstructure.hpp (1.5),
	forwardspreadedtermstructure.hpp (1.30), forwardstructure.hpp
	(1.4):

	Fixes for compiling without deprecated code

2004-10-21 14:27  Ferdinando Ametrano

	* test-suite/bin/: .cvsignore (1.2), runtest.bat (1.3):

	no message

2004-10-21 11:03  Ferdinando Ametrano

	* ql/termstructure.hpp (1.56), test-suite/quantlibtestsuite.cpp
	(1.88), test-suite/bin/runtest.bat (1.2):

	no message

2004-10-21 10:52  Ferdinando Ametrano

	* ql/termstructure.hpp (1.55),
	ql/TermStructures/affinetermstructure.cpp (1.25),
	ql/TermStructures/affinetermstructure.hpp (1.28),
	ql/TermStructures/discountcurve.cpp (1.32),
	ql/TermStructures/discountstructure.hpp (1.4),
	ql/TermStructures/extendeddiscountcurve.cpp (1.20),
	ql/TermStructures/extendeddiscountcurve.hpp (1.21),
	ql/TermStructures/forwardstructure.hpp (1.3),
	ql/TermStructures/zeroyieldstructure.hpp (1.4),
	test-suite/makefile.mak (1.47):

	added parRate method.

	YieldTermStructure::zeroImpl and YieldTermStructure::forwardImpl
	deprecated.

2004-10-21 10:50  Ferdinando Ametrano

	* test-suite/: bin/.cvsignore (1.1), .cvsignore (1.18):

	run test options

2004-10-21 10:34  Ferdinando Ametrano

	* test-suite/bin/runtest.bat (1.1):

	run test options

2004-10-21 10:26  Ferdinando Ametrano

	* QuantLib.dev (1.6), test-suite/QuantLib-test-suite.dev (1.7),
	functions/ql/Functions/QuantLibFunctions.dev (1.4):

	higher optimazation level

2004-10-20 15:56  Ferdinando Ametrano

	* test-suite/QuantLib-test-suite.dev (1.6):

	no message

2004-10-20 15:43  Ferdinando Ametrano

	* ql/config.ansi.hpp (1.28):

	no message

2004-10-20 14:24  Ferdinando Ametrano

	* QuantLib.dev (1.5):

	updated

2004-10-20 14:11  Ferdinando Ametrano

	* ql/config.ansi.hpp (1.27):

	using mingw32 as ansi proxy (ansi is used with Dev-C++ without
	mingw with cygwin)

2004-10-20 14:08  Ferdinando Ametrano

	* test-suite/QuantLib-test-suite.dev (1.5):

	no message

2004-10-20 12:20  Luigi Ballabio

	* test-suite/quantlibtestsuite.cpp (1.87):

	Actual test time measured (program initialization not included.)
	This also fixes VC6 timing.

2004-10-20 10:24  Luigi Ballabio

	* ql/: RandomNumbers/inversecumulativerng.hpp (1.2),
	RandomNumbers/inversecumulativersg.hpp (1.2),
	RandomNumbers/rngtraits.hpp (1.11),
	TermStructures/zeroyieldstructure.hpp (1.3):

	Removed Doxygen warnings

2004-10-19 19:18  Ferdinando Ametrano

	* ql/makefile.mak (1.64):

	updated

2004-10-19 19:07  Ferdinando Ametrano

	* test-suite/testsuite.vcproj (1.24):

	updated

2004-10-19 18:53  Ferdinando Ametrano

	* test-suite/: .cvsignore (1.17), QuantLib-test-suite.dev (1.3),
	makefile.mak (1.46):

	updated (boost linking needs to be solved)

2004-10-19 18:34  Ferdinando Ametrano

	* QuantLib.dev (1.3), functions/ql/Functions/.cvsignore (1.5),
	functions/ql/Functions/QuantLibFunctions.dev (1.3):

	updated

2004-10-19 17:27  Ferdinando Ametrano

	* test-suite/QuantLib-test-suite.dev (1.2):

	added header files (at least for CSV syncronization)

2004-10-19 16:42  Ferdinando Ametrano

	* functions/ql/Functions/QuantLibFunctions.dev (1.2):

	added header files (at least for CSV syncronization)

2004-10-19 15:33  Ferdinando Ametrano

	* QuantLib.dev (1.2):

	added header files (at least for CSV syncronization)

2004-10-19 15:31  Ferdinando Ametrano

	* QuantLib.vcproj (1.43):

	updated

2004-10-19 12:51  Ferdinando Ametrano

	* test-suite/testsuite.dsp (1.45), test-suite/testsuite.mak (1.64),
	QuantLib.dsp (1.251), QuantLib.mak (1.231):

	added missing files

2004-10-19 12:29  Luigi Ballabio

	* Docs/pages/faq.docs (1.8):

	Anchors added to single items

2004-10-19 11:40  Luigi Ballabio

	* .cvsignore (1.12), QuantLib.dev (1.1),
	functions/ql/Functions/.cvsignore (1.4),
	functions/ql/Functions/QuantLibFunctions.dev (1.1),
	ql/config.mingw.hpp (1.1), ql/qldefines.hpp (1.85),
	test-suite/.cvsignore (1.16), test-suite/QuantLib-test-suite.dev
	(1.1):

	Added support for Dev-C++

2004-10-19 11:39  Luigi Ballabio

	* test-suite/: distributions.cpp (1.21), testsuite.dsp (1.44),
	testsuite.mak (1.63):

	Fixes for VC++6

2004-10-18 13:13  Ferdinando Ametrano

	* QuantLib.vcproj (1.42),
	ql/PricingEngines/Vanilla/juquadraticengine.hpp (1.4),
	ql/RandomNumbers/Makefile.am (1.21), ql/RandomNumbers/all.hpp
	(1.7), ql/RandomNumbers/inversecumgaussianrng.hpp (1.14),
	ql/RandomNumbers/inversecumgaussianrsg.hpp (1.15),
	ql/RandomNumbers/inversecumulativerng.hpp (1.1),
	ql/RandomNumbers/inversecumulativersg.hpp (1.1),
	ql/RandomNumbers/rngtraits.hpp (1.10), test-suite/makefile.mak
	(1.45), test-suite/testsuite.vcproj (1.23):

	obsolete references to gaussian/normal deprecated

2004-10-18 11:43  Luigi Ballabio

	* ql/Math/poissondistribution.hpp (1.9),
	ql/RandomNumbers/inversecumgaussianrsg.hpp (1.14),
	ql/RandomNumbers/rngtraits.hpp (1.9), test-suite/Makefile.am
	(1.42), test-suite/distributions.cpp (1.20),
	test-suite/distributions.hpp (1.9), test-suite/factorial.cpp
	(1.16), test-suite/factorial.hpp (1.6),
	test-suite/quantlibtestsuite.cpp (1.86), test-suite/rngtraits.cpp
	(1.1), test-suite/rngtraits.hpp (1.1):

	Added support for Poisson-distributed random numbers (thanks to
	Walter Penschke)

2004-10-15 19:05  Ferdinando Ametrano

	* ql/TermStructures/: discountstructure.hpp (1.3),
	extendeddiscountcurve.cpp (1.19), extendeddiscountcurve.hpp (1.20):

	removing compoundForwardImpl where it is allowed

2004-10-15 18:45  Ferdinando Ametrano

	* ql/TermStructures/: discountstructure.hpp (1.2), flatforward.hpp
	(1.46), forwardstructure.hpp (1.2), piecewiseflatforward.cpp
	(1.55), piecewiseflatforward.hpp (1.46), zeroyieldstructure.hpp
	(1.2):

	removing compoundForwardImpl where it is allowed

2004-10-15 18:28  Ferdinando Ametrano

	* ql/termstructure.hpp (1.54),
	ql/TermStructures/compoundforward.cpp (1.48),
	ql/TermStructures/extendeddiscountcurve.cpp (1.18),
	test-suite/compoundforward.cpp (1.23):

	YieldTermStructure::compoundForward(...) deprecated

2004-10-15 17:51  Ferdinando Ametrano

	* ql/termstructure.hpp (1.53),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.27),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.25), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.23),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.24),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.28),
	ql/TermStructures/compoundforward.cpp (1.47),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.29),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.31),
	test-suite/termstructures.cpp (1.32):

	YieldTermStructure::instantaneousForward(...) deprecated

2004-10-15 17:22  Ferdinando Ametrano

	* ql/stochasticprocess.cpp (1.10), ql/termstructure.hpp (1.52),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.37),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.6),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.6),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.17),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.26),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.7),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.6),
	ql/PricingEngines/Forward/forwardengine.hpp (1.19),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.12),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.22),
	ql/TermStructures/compoundforward.cpp (1.46),
	ql/TermStructures/drifttermstructure.hpp (1.17),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.28),
	ql/TermStructures/quantotermstructure.hpp (1.20),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.30),
	test-suite/termstructures.cpp (1.31):

	YieldTermStructure::forward(...) deprecated

2004-10-15 17:20  Ferdinando Ametrano

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

	higher tolerance for Borland

2004-10-15 15:18  Ferdinando Ametrano

	* ql/termstructure.hpp (1.51), ql/userconfig.hpp (1.14),
	ql/CashFlows/basispointsensitivity.cpp (1.14),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.36),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.5),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.5),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.16),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.25),
	ql/PricingEngines/Forward/forwardengine.hpp (1.18),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.11),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.8),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.21),
	ql/TermStructures/compoundforward.cpp (1.45),
	ql/TermStructures/drifttermstructure.hpp (1.16),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.27),
	ql/TermStructures/quantotermstructure.hpp (1.19),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.29),
	test-suite/termstructures.cpp (1.30):

	zeroYield and zeroCoupon deprecated

2004-10-15 14:42  Ferdinando Ametrano

	* ql/interestrate.hpp (1.12):

	more checks

2004-10-14 16:03  Ferdinando Ametrano

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

	more tests

2004-10-14 15:26  Ferdinando Ametrano

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

	more tests

2004-10-14 15:26  Ferdinando Ametrano

	* ql/interestrate.hpp (1.10):

	updated and fixed

2004-10-13 17:28  Luigi Ballabio

	* ql/interestrate.cpp (1.9):

	Fixed formatter bugs

2004-10-13 15:44  Luigi Ballabio

	* ql/interestrate.hpp (1.9):

	Added constness to inspectors

2004-10-13 14:24  Luigi Ballabio

	* ql/: CashFlows/basispointsensitivity.cpp (1.13),
	CashFlows/basispointsensitivity.hpp (1.20), CashFlows/parcoupon.hpp
	(1.14), TermStructures/piecewiseflatforward.cpp (1.54):

	Resolved some ???

2004-10-13 14:22  Luigi Ballabio

	* ql/: TermStructures/ratehelpers.hpp (1.47),
	Instruments/capfloor.hpp (1.52), PricingEngines/blackmodel.hpp
	(1.7), termstructure.hpp (1.50), quote.hpp (1.5):

	Fixed header inclusions

2004-10-12 19:06  Ferdinando Ametrano

	* ql/: interestrate.cpp (1.8), interestrate.hpp (1.8):

	SimpleThenCompounded Compounding added.  Simple up to
	t<=1.0/frequency, then compounded To be tested

2004-10-12 16:41  Luigi Ballabio

	* ql/: interestrate.cpp (1.7), interestrate.hpp (1.7):

	Correct precondition

2004-10-12 14:32  Ferdinando Ametrano

	* QuantLib.vcproj (1.41), ql/termstructure.hpp (1.49),
	ql/TermStructures/Makefile.am (1.17),
	ql/TermStructures/affinetermstructure.hpp (1.27),
	ql/TermStructures/all.hpp (1.2),
	ql/TermStructures/compoundforward.hpp (1.37),
	ql/TermStructures/discountcurve.hpp (1.35),
	ql/TermStructures/discountstructure.hpp (1.1),
	ql/TermStructures/drifttermstructure.hpp (1.15),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.26),
	ql/TermStructures/forwardstructure.hpp (1.1),
	ql/TermStructures/impliedtermstructure.hpp (1.24),
	ql/TermStructures/quantotermstructure.hpp (1.18),
	ql/TermStructures/zerocurve.hpp (1.17),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.28),
	ql/TermStructures/zeroyieldstructure.hpp (1.1):

	YieldTermStructure interface extended: now it should be cleaned up
	of redundancies from previous less general implementations

	Zero, Discount, and Forward TermStructures moved into their own
	files in the TermStructures folder

2004-10-12 14:30  Ferdinando Ametrano

	* test-suite/interestrates.cpp (1.7):

	improved/extended interface

2004-10-12 13:34  Ferdinando Ametrano

	* ql/: interestrate.cpp (1.6), interestrate.hpp (1.6):

	improved/extended interface

2004-10-12 10:12  Ferdinando Ametrano

	* Examples/AmericanOption/AmericanOption.cpp (1.32),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.46),
	functions/ql/Functions/vols.cpp (1.3),
	functions/ql/Functions/vols.hpp (1.4), ql/capvolstructures.hpp
	(1.14), ql/schedule.hpp (1.3), ql/settings.hpp (1.5),
	ql/stochasticprocess.cpp (1.9), ql/userconfig.hpp (1.13),
	ql/CashFlows/inarrearindexedcoupon.cpp (1.3),
	ql/Instruments/oneassetoption.cpp (1.20),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.20),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.26),
	ql/TermStructures/discountcurve.hpp (1.34),
	ql/TermStructures/extendeddiscountcurve.hpp (1.19),
	ql/TermStructures/flatforward.hpp (1.45),
	ql/TermStructures/zerocurve.hpp (1.16),
	ql/Volatilities/blackconstantvol.hpp (1.31),
	ql/Volatilities/blackvariancecurve.cpp (1.16),
	ql/Volatilities/blackvariancecurve.hpp (1.35),
	ql/Volatilities/blackvariancesurface.cpp (1.16),
	ql/Volatilities/blackvariancesurface.hpp (1.36),
	ql/Volatilities/capflatvolvector.hpp (1.23),
	ql/Volatilities/capletconstantvol.hpp (1.5),
	ql/Volatilities/localconstantvol.hpp (1.27),
	ql/Volatilities/swaptionvolmatrix.hpp (1.26),
	test-suite/americanoption.cpp (1.26), test-suite/asianoptions.cpp
	(1.42), test-suite/barrieroption.cpp (1.40),
	test-suite/basketoption.cpp (1.34), test-suite/cliquetoption.cpp
	(1.17), test-suite/digitaloption.cpp (1.40),
	test-suite/dividendeuropeanoption.cpp (1.15),
	test-suite/europeanoption.cpp (1.79), test-suite/forwardoption.cpp
	(1.14), test-suite/interestrates.cpp (1.6),
	test-suite/jumpdiffusion.cpp (1.29), test-suite/old_pricers.cpp
	(1.61), test-suite/quantooption.cpp (1.16), test-suite/swap.cpp
	(1.34), test-suite/utilities.cpp (1.15), test-suite/utilities.hpp
	(1.20):

	more dayCounter() deprecated, few tests to be fixed

2004-10-11 18:29  Ferdinando Ametrano

	* ql/: voltermstructure.hpp (1.31), Instruments/oneassetoption.cpp
	(1.19), PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.4),
	PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.4),
	PricingEngines/Asian/mcdiscreteasianengine.hpp (1.5),
	PricingEngines/Cliquet/analyticcliquetengine.cpp (1.6),
	PricingEngines/Cliquet/analyticperformanceengine.cpp (1.5),
	PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.7),
	PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.20),
	PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.17),
	PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.17),
	PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.25),
	PricingEngines/Vanilla/juquadraticengine.cpp (1.5),
	Volatilities/impliedvoltermstructure.hpp (1.17),
	Volatilities/localconstantvol.hpp (1.26),
	Volatilities/localvolcurve.hpp (1.16),
	Volatilities/localvolsurface.hpp (1.25):

	BlackVolTermStructure::dayCounter() and
	LocalVolTermStructure::dayCounter() deprecated

2004-10-11 17:47  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.56), ql/basetermstructure.hpp
	(1.2), ql/capvolstructures.hpp (1.13), ql/settings.hpp (1.4),
	ql/swaptionvolstructure.hpp (1.14), ql/termstructure.hpp (1.48),
	ql/voltermstructure.hpp (1.30),
	ql/CashFlows/basispointsensitivity.cpp (1.12),
	ql/CashFlows/parcoupon.cpp (1.17), ql/CashFlows/parcoupon.hpp
	(1.13), ql/Instruments/capfloor.cpp (1.60),
	ql/Instruments/multiassetoption.cpp (1.12),
	ql/Instruments/oneassetoption.cpp (1.18),
	ql/Instruments/simpleswap.cpp (1.54), ql/Instruments/swaption.cpp
	(1.47), ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp
	(1.3), ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp
	(1.3), ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.15),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.28),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.24),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.30),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.5),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.4),
	ql/PricingEngines/Forward/forwardengine.hpp (1.17),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.10),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.9),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.6),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.19),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.16),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.19),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.16),
	ql/PricingEngines/Vanilla/juquadraticengine.cpp (1.4),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.32),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.33),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.42),
	ql/TermStructures/affinetermstructure.cpp (1.24),
	ql/TermStructures/affinetermstructure.hpp (1.26),
	ql/TermStructures/compoundforward.cpp (1.44),
	ql/TermStructures/compoundforward.hpp (1.36),
	ql/TermStructures/discountcurve.cpp (1.31),
	ql/TermStructures/discountcurve.hpp (1.33),
	ql/TermStructures/drifttermstructure.hpp (1.14),
	ql/TermStructures/extendeddiscountcurve.cpp (1.17),
	ql/TermStructures/extendeddiscountcurve.hpp (1.18),
	ql/TermStructures/flatforward.hpp (1.44),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.25),
	ql/TermStructures/impliedtermstructure.hpp (1.23),
	ql/TermStructures/piecewiseflatforward.cpp (1.53),
	ql/TermStructures/piecewiseflatforward.hpp (1.45),
	ql/TermStructures/quantotermstructure.hpp (1.17),
	ql/TermStructures/zerocurve.cpp (1.13),
	ql/TermStructures/zerocurve.hpp (1.15),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.27),
	test-suite/piecewiseflatforward.cpp (1.27),
	test-suite/termstructures.cpp (1.29):

	using Settings::instance().dayCounter as global time measure, in
	order to avoid mismatch between dayCounters when time
	discretization is needed.

	YieldTermStructure::dayCounter() deprecated.
	VolTermStructure::dayCounter() will be deprecated shortly.

	#ifndef QL_DISABLE_DEPRECATED	2 CompoundForward tests fail (will
	be fixed later) #else	2 CompoundForward tests fail (will be fixed
	later)	 3 Swap/swaption test fails (need investigation asap)
	#endif

2004-10-11 17:24  Ferdinando Ametrano

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

	no message

2004-10-11 14:22  Ferdinando Ametrano

	* test-suite/swap.cpp (1.33):

	no message

2004-10-11 14:02  Luigi Ballabio

	* ql/money.cpp (1.4), ql/money.hpp (1.6),
	test-suite/exchangerate.cpp (1.2), test-suite/money.cpp (1.2):

	More explicit convention names

2004-10-11 14:02  Luigi Ballabio

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

	Missing inclusion

2004-10-11 13:39  Ferdinando Ametrano

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

	using (explicit, not default) daycounter for theta calculation

2004-10-11 12:59  Ferdinando Ametrano

	* test-suite/: asianoptions.cpp (1.41), cliquetoption.cpp (1.14),
	digitaloption.cpp (1.39), dividendeuropeanoption.cpp (1.14),
	europeanoption.cpp (1.78), forwardoption.cpp (1.13),
	quantooption.cpp (1.15):

	using (explicit, not default) daycounter for theta calculation

2004-10-11 12:21  Luigi Ballabio

	* News.txt (1.57), ql/interestrate.cpp (1.5), ql/interestrate.hpp
	(1.5), test-suite/interestrates.cpp (1.5):

	The difference between adjectives and nouns is beyond the scope of
	a commit log :)

2004-10-11 12:21  Luigi Ballabio

	* ql/settings.hpp (1.3):

	Definitely not virtual

2004-10-11 12:17  Ferdinando Ametrano

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

	no message

2004-10-11 11:08  Ferdinando Ametrano

	* ql/TermStructures/zerospreadedtermstructure.hpp (1.26):

	compacted code (easier to deprecate if needed)

2004-10-11 10:06  Ferdinando Ametrano

	* ql/interestrate.hpp (1.4):

	comment added

2004-10-11 10:03  Ferdinando Ametrano

	* ql/: CashFlows/fixedratecoupon.hpp (1.24),
	CashFlows/indexedcoupon.hpp (1.17), Indexes/xibor.hpp (1.36),
	TermStructures/affinetermstructure.hpp (1.25),
	TermStructures/drifttermstructure.hpp (1.13),
	TermStructures/flatforward.hpp (1.43),
	TermStructures/forwardspreadedtermstructure.hpp (1.24),
	TermStructures/impliedtermstructure.hpp (1.22),
	TermStructures/piecewiseflatforward.hpp (1.44),
	TermStructures/quantotermstructure.hpp (1.16),
	TermStructures/zerocurve.hpp (1.14),
	TermStructures/zerospreadedtermstructure.hpp (1.25),
	Volatilities/blackconstantvol.hpp (1.30),
	Volatilities/blackvariancecurve.hpp (1.34),
	Volatilities/blackvariancesurface.hpp (1.35),
	Volatilities/capflatvolvector.hpp (1.22),
	Volatilities/capletconstantvol.hpp (1.4),
	Volatilities/impliedvoltermstructure.hpp (1.16),
	Volatilities/swaptionvolmatrix.hpp (1.25):

	compacted code (easier to deprecate if needed)

2004-10-08 18:40  Ferdinando Ametrano

	* ql/settings.hpp (1.2):

	global daycounter added. It will be used later

2004-10-08 18:21  Ferdinando Ametrano

	* ql/DayCounters/one.hpp (1.3):

	bug fix (?)

2004-10-08 18:13  Ferdinando Ametrano

	* ql/interestrate.cpp (1.4), ql/interestrate.hpp (1.3),
	test-suite/interestrates.cpp (1.4), News.txt (1.56), QuantLib.dsp
	(1.250), QuantLib.mak (1.230):

	compound factor, not accrual factor

2004-10-08 14:16  Luigi Ballabio

	* ql/interestrate.cpp (1.3), ql/interestrate.hpp (1.2),
	test-suite/interestrates.cpp (1.3), test-suite/interestrates.hpp
	(1.2):

	Test tolerance, 80-columns wrap and stuff

2004-10-08 10:23  Ferdinando Ametrano

	* ql/daycounter.hpp (1.32):

	requirements added

2004-10-08 10:12  Ferdinando Ametrano

	* ql/interestrate.cpp (1.2):

	Borland warnings avoided

2004-10-07 20:14  Ferdinando Ametrano

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

	avoiding usage of deprecated features

2004-10-07 20:03  Ferdinando Ametrano

	* test-suite/: testsuite.dsp (1.43), testsuite.mak (1.62):

	VC6 catching up

2004-10-07 20:02  Ferdinando Ametrano

	* ql/date.cpp (1.40):

	avoiding Borland warnings

2004-10-07 19:58  Ferdinando Ametrano

	* QuantLib.dsp (1.249), QuantLib.mak (1.229):

	VC6 catching up

2004-10-07 19:56  Ferdinando Ametrano

	* News.txt (1.55), QuantLib.vcproj (1.40), ql/Makefile.am (1.67),
	ql/basicdataformatters.cpp (1.13), ql/interestrate.cpp (1.1),
	ql/interestrate.hpp (1.1), ql/makefile.mak (1.63),
	test-suite/Makefile.am (1.41), test-suite/interestrates.cpp (1.1),
	test-suite/interestrates.hpp (1.1), test-suite/makefile.mak (1.44),
	test-suite/quantlibtestsuite.cpp (1.85),
	test-suite/testsuite.vcproj (1.22):

	added InterestRate class, which encapsulate the interest rate
	compounding algebra. It manages daycounting convention, compounding
	convention,  conversion between different conventions, and discount
	and accrual calculations. It also has its own formatter.

2004-10-07 19:47  Ferdinando Ametrano

	* ql/: date.cpp (1.39), date.hpp (1.40):

	added FrequencyFormatter

2004-10-07 18:30  Ferdinando Ametrano

	* ql/date.hpp (1.39):

	more frequencies added

2004-10-07 15:31  Ferdinando Ametrano

	* ql/date.hpp (1.38):

	Borland/Visual palatable code

2004-10-07 13:01  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.31),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.66),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.45),
	Examples/EuropeanOption/EuropeanOption.cpp (1.114),
	Examples/Swap/swapvaluation.cpp (1.55),
	functions/ql/Functions/calendars.cpp (1.2), ql/calendar.cpp (1.31),
	ql/capvolstructures.hpp (1.12), ql/date.cpp (1.38), ql/date.hpp
	(1.36), ql/history.hpp (1.26), ql/swaptionvolstructure.hpp (1.13),
	ql/CashFlows/cashflowvectors.cpp (1.39),
	ql/CashFlows/indexcashflowvectors.hpp (1.23),
	ql/DayCounters/actualactual.cpp (1.32),
	ql/DayCounters/simpledaycounter.cpp (1.6),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.41),
	ql/Volatilities/capflatvolvector.hpp (1.21),
	ql/Volatilities/swaptionvolmatrix.hpp (1.24),
	test-suite/americanoption.cpp (1.25), test-suite/asianoptions.cpp
	(1.40), test-suite/barrieroption.cpp (1.38),
	test-suite/basketoption.cpp (1.33), test-suite/calendars.cpp
	(1.18), test-suite/cliquetoption.cpp (1.12), test-suite/dates.cpp
	(1.11), test-suite/daycounters.cpp (1.13),
	test-suite/digitaloption.cpp (1.38),
	test-suite/dividendeuropeanoption.cpp (1.13),
	test-suite/europeanoption.cpp (1.77), test-suite/forwardoption.cpp
	(1.12), test-suite/jumpdiffusion.cpp (1.28),
	test-suite/quantooption.cpp (1.14), test-suite/swap.cpp (1.32),
	test-suite/termstructures.cpp (1.28):

	Reorganization of date functions

2004-10-07 09:36  Ferdinando Ametrano

	* ql/TermStructures/flatforward.hpp (1.42):

	dangerous default dayCounter, you must specify the daycount of your
	forward rate (you should also specify the compounding rule...)

2004-10-06 17:53  Ferdinando Ametrano

	* News.txt (1.54):

	updated

2004-10-06 17:29  Ferdinando Ametrano

	* functions/ql/Functions/daycounters.cpp (1.3),
	functions/ql/Functions/daycounters.hpp (1.4), News.txt (1.53):

	added dayCounterFromString(std::string)

2004-10-06 17:28  Ferdinando Ametrano

	* ql/DayCounters/: actualactual.hpp (1.27), thirty360.cpp (1.20),
	thirty360.hpp (1.23):

	no message

2004-10-06 15:08  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.54):

	swap mispriced with Tokyo() calendar when using September 22, 2004
	as settlement date...tolerance didn't help... it puzzles me!

2004-10-06 12:49  Luigi Ballabio

	* Docs/quantlib.doxy (1.90):

	Upgraded to Doxygen 1.3.9

2004-10-06 11:56  Ferdinando Ametrano

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

	improved test

2004-10-06 11:49  Ferdinando Ametrano

	* ql/: date.cpp (1.37), date.hpp (1.35):

	isIMMdate() added

2004-10-06 11:18  Luigi Ballabio

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

	Not really a fix, but it compiles

2004-10-06 09:48  Ferdinando Ametrano

	* QuantLib.dsp (1.248), QuantLib.mak (1.228):

	VC6 catching up

2004-10-05 19:04  Ferdinando Ametrano

	* ql/: date.cpp (1.36), date.hpp (1.34):

	nextDayOfWeekAfterDate() added

2004-10-05 19:03  Ferdinando Ametrano

	* News.txt (1.52):

	updated

2004-10-05 18:33  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.53):

	the example is now always placed in the future.  Still it fails
	with Tokyo() calendar when using September 22, 2004 as settlement
	date...it puzzles me!

2004-10-05 18:11  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.84):

	suite global timing always displayed (is it ok Luigi?)

2004-10-05 18:10  Ferdinando Ametrano

	* test-suite/: dates.cpp (1.9), dates.hpp (1.8):

	nextIMM() test added

2004-10-05 18:06  Ferdinando Ametrano

	* ql/: date.cpp (1.35), date.hpp (1.33):

	added nthDayOfWeekForMonthAndYear, nextIMM(), and WeekdayFormatter

2004-10-05 17:55  Luigi Ballabio

	* ql/: daycounter.hpp (1.31), DayCounters/actualactual.cpp (1.31),
	DayCounters/one.hpp (1.2):

	Some nitpicking

2004-10-05 17:53  Luigi Ballabio

	* ql/CashFlows/inarrearindexedcoupon.cpp (1.2), test-suite/swap.cpp
	(1.31):

	Corrected reference

2004-10-05 16:20  Ferdinando Ametrano

	* ql/: Volatilities/blackconstantvol.hpp (1.29),
	Volatilities/blackvariancecurve.hpp (1.33),
	Volatilities/blackvariancesurface.hpp (1.34),
	Volatilities/capletconstantvol.hpp (1.2),
	Volatilities/localconstantvol.hpp (1.25),
	TermStructures/discountcurve.hpp (1.32),
	TermStructures/extendeddiscountcurve.hpp (1.17),
	TermStructures/flatforward.hpp (1.41), TermStructures/zerocurve.hpp
	(1.13):

	Actual365 is deprecated in favour of Actual365Fixed

2004-10-05 16:19  Ferdinando Ametrano

	* ql/Indexes/: audlibor.hpp (1.21), cadlibor.hpp (1.21),
	gbplibor.hpp (1.26), zarlibor.hpp (1.19):

	in accord with 2000 ISDA definitions

2004-10-05 16:17  Ferdinando Ametrano

	* Examples/: AmericanOption/AmericanOption.cpp (1.30),
	EuropeanOption/EuropeanOption.cpp (1.113):

	in accord to ISDA documentation. Added "1/1" convention

2004-10-05 16:11  Ferdinando Ametrano

	* test-suite/: utilities.hpp (1.19), cliquetoption.cpp (1.11),
	compoundforward.cpp (1.22), daycounters.cpp (1.12), daycounters.hpp
	(1.9), old_pricers.cpp (1.60), swap.cpp (1.30), swaption.cpp
	(1.34):

	in accord to ISDA documentation. Added "1/1" convention

2004-10-05 15:20  Ferdinando Ametrano

	* ql/DayCounters/actual365.hpp (1.21):

	in accord to ISDA documentation. Added "1/1" convention

2004-10-05 15:10  Ferdinando Ametrano

	* ql/DayCounters/Makefile.am (1.10), ql/DayCounters/actual360.hpp
	(1.20), ql/DayCounters/actual365.hpp (1.20),
	ql/DayCounters/actual365fixed.hpp (1.1), ql/DayCounters/all.hpp
	(1.2), ql/DayCounters/one.hpp (1.1), QuantLib.vcproj (1.39),
	test-suite/utilities.hpp (1.18):

	in accord to ISDA documentation. Added "1/1" convention

2004-10-05 14:52  Ferdinando Ametrano

	* ql/DayCounters/thirty360.hpp (1.22):

	in accord to ISDA documentation

2004-10-05 14:42  Ferdinando Ametrano

	* ql/DayCounters/actualactual.hpp (1.26):

	more comments and warnings

2004-10-05 14:37  Ferdinando Ametrano

	* ql/DayCounters/actualactual.hpp (1.25):

	changing the default

2004-10-05 14:00  Ferdinando Ametrano

	* ql/daycounter.hpp (1.30):

	adding the implementation of BigInteger dayCount(const Date& d1,
	const Date& d2) const in the base class.

2004-10-05 14:00  Ferdinando Ametrano

	* ql/DayCounters/: actual360.hpp (1.19), actual365.hpp (1.19),
	actualactual.cpp (1.30), actualactual.hpp (1.24):

	adding the implementation of BigInteger dayCount(const Date& d1,
	const Date& d2) const in the base class.  Improved error messages

2004-10-05 12:12  Ferdinando Ametrano

	* QuantLib.sln (1.10), QuantLib.vcproj (1.38),
	ql/CashFlows/makefile.mak (1.23):

	updated

2004-10-04 13:49  Luigi Ballabio

	* News.txt (1.51), ql/capvolstructures.hpp (1.11), ql/cashflow.hpp
	(1.20), ql/CashFlows/Makefile.am (1.14), ql/CashFlows/coupon.hpp
	(1.23), ql/CashFlows/fixedratecoupon.hpp (1.23),
	ql/CashFlows/floatingratecoupon.hpp (1.33),
	ql/CashFlows/inarrearindexedcoupon.cpp (1.1),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.15),
	ql/CashFlows/indexedcoupon.hpp (1.16), ql/CashFlows/parcoupon.cpp
	(1.16), ql/CashFlows/parcoupon.hpp (1.12),
	ql/Instruments/capfloor.cpp (1.59), ql/Volatilities/Makefile.am
	(1.15), ql/Volatilities/all.hpp (1.2),
	ql/Volatilities/capflatvolvector.hpp (1.20),
	ql/Volatilities/capletconstantvol.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.83), test-suite/swap.cpp
	(1.29), test-suite/swap.hpp (1.8):

	Added hooks for convexity adjustment in floating-rate coupons;
	implemented adjustment for InArrearIndexedCoupon.

2004-10-04 13:48  Luigi Ballabio

	* ql/Instruments/swap.hpp (1.32):

	Typo

2004-10-01 11:27  Ferdinando Ametrano

	* ql/PricingEngines/mcsimulation.hpp (1.12):

	needless result variable removed

2004-09-30 18:43  Ferdinando Ametrano

	* ql/DayCounters/actualactual.cpp (1.29):

	using January and February instead of (Month)1 and  (Month)2.  Was
	there any reason for (Month)1 ?

2004-09-30 18:41  Ferdinando Ametrano

	* ql/Math/symmetricschurdecomposition.cpp (1.21):

	Using Boost iterators Borland patch is not needed anymore

2004-09-30 17:22  Luigi Ballabio

	* ql/Math/symmetricschurdecomposition.cpp (1.20):

	Added check for null matrix

2004-09-30 17:20  Luigi Ballabio

	* ql/CashFlows/: inarrearindexedcoupon.hpp (1.14),
	indexedcoupon.hpp (1.15), upfrontindexedcoupon.hpp (1.13):

	Let indexed coupons take an Index (thanks to Daniele De Francesco

2004-09-30 17:16  Luigi Ballabio

	* ql/: Makefile.am (1.66), MonteCarlo/.cvsignore (1.10):

	Added new library

2004-09-30 17:13  Luigi Ballabio

	* ql/: date.hpp (1.32), Currencies/exchangeratemanager.cpp (1.4):

	Removed newly introduced method (it seemed a good idea a few days
	ago, but not now)

2004-09-30 17:12  Luigi Ballabio

	* ql/TermStructures/piecewiseflatforward.cpp (1.52):

	Allowed increasing discounts when QL_NEGATIVE_RATES is defined

2004-09-30 13:12  Ferdinando Ametrano

	* test-suite/covariance.cpp (1.25), ql/MonteCarlo/getcovariance.hpp
	(1.21):

	added (correlation, vols) calculation from covariance matrix

2004-09-30 13:09  Ferdinando Ametrano

	* ql/MonteCarlo/Makefile.am (1.32), ql/MonteCarlo/getcovariance.cpp
	(1.13), ql/MonteCarlo/getcovariance.hpp (1.20),
	ql/MonteCarlo/makefile.mak (1.30), ql/makefile.mak (1.62),
	QuantLib.vcproj (1.37):

	added (correlation, vols) calculation from covariance matrix

2004-09-30 13:08  Ferdinando Ametrano

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

	no message

2004-09-30 12:42  Luigi Ballabio

	* ql/: history.hpp (1.25), qldefines.hpp (1.84), Math/array.hpp
	(1.10), Math/lexicographicalview.hpp (1.15), Math/matrix.hpp
	(1.34), Utilities/combiningiterator.hpp (1.14),
	Utilities/couplingiterator.hpp (1.11),
	Utilities/filteringiterator.hpp (1.12),
	Utilities/iteratorcategories.hpp (1.13),
	Utilities/processingiterator.hpp (1.14),
	Utilities/steppingiterator.hpp (1.17):

	Using Boost iterator library (Boost 1.31.0 or later is now required

2004-09-30 12:41  Luigi Ballabio

	* acinclude.m4 (1.15), configure.ac (1.54):

	Added check for Boost version

2004-09-30 12:32  Luigi Ballabio

	* ql/RandomNumbers/: Makefile.am (1.20), all.hpp (1.6):

	Missing file added

2004-09-28 14:22  Luigi Ballabio

	* test-suite/: asianoptions.cpp (1.39), basketoption.cpp (1.32),
	digitaloption.cpp (1.37), europeanoption.cpp (1.76),
	lowdiscrepancysequences.cpp (1.67), old_pricers.cpp (1.59),
	quantlibtestsuite.cpp (1.82), utilities.hpp (1.17):

	define QL_DISPLAY_TEST_TIME to display execution time

2004-09-28 12:06  Luigi Ballabio

	* test-suite/utilities.hpp (1.16):

	Fixed teardown macro

2004-09-28 10:23  Ferdinando Ametrano

	* ql/CashFlows/: cashflowvectors.cpp (1.38),
	indexcashflowvectors.hpp (1.22):

	Borland warning avoided

2004-09-28 10:06  Ferdinando Ametrano

	* test-suite/old_pricers.cpp (1.58):

	warning avoided #ifdef QL_DISABLE_DEPRECATED

2004-09-27 19:06  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.81):

	timing added

2004-09-27 18:53  Ferdinando Ametrano

	* test-suite/: asianoptions.cpp (1.38), basketoption.cpp (1.31),
	digitaloption.cpp (1.36), europeanoption.cpp (1.75),
	europeanoption.hpp (1.17), lowdiscrepancysequences.cpp (1.66),
	old_pricers.cpp (1.57):

	timing added

2004-09-27 16:48  Ferdinando Ametrano

	* ql/PricingEngines/mcsimulation.hpp (1.11),
	test-suite/asianoptions.cpp (1.37), test-suite/barrieroption.cpp
	(1.37), test-suite/basketoption.cpp (1.30),
	test-suite/digitaloption.cpp (1.35), test-suite/europeanoption.cpp
	(1.74), test-suite/europeanoption.hpp (1.16):

	Monte Carlo simulation's convergence criterium is now absolute
	(dollar value) tolerance instead of relative tolerance.

2004-09-27 15:02  Luigi Ballabio

	* acinclude.m4 (1.14), configure.ac (1.53):

	Allow passing info on Bost installation

2004-09-27 14:55  Luigi Ballabio

	* ql/TermStructures/: compoundforward.hpp (1.35),
	piecewiseflatforward.cpp (1.51), ratehelpers.cpp (1.57),
	ratehelpers.hpp (1.46):

	Fixes for indexed coupons

2004-09-24 19:20  Ferdinando Ametrano

	* ql/Patterns/singleton.hpp (1.5):

	VC7.1 doesn't need the patch

2004-09-24 18:30  Ferdinando Ametrano

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

	allowing gracefull Borland failure

2004-09-24 18:04  Ferdinando Ametrano

	* test-suite/testsuite.vcproj (1.21):

	boost test suite --report_level=short

2004-09-24 16:55  Ferdinando Ametrano

	* QuantLib.mak (1.227), Examples/AmericanOption/AmericanOption.mak
	(1.16), Examples/BermudanSwaption/BermudanSwaption.mak (1.37),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.55),
	Examples/EuropeanOption/EuropeanOption.mak (1.55),
	Examples/Swap/Swap.mak (1.53),
	functions/ql/Functions/QuantLibFunctions.mak (1.7),
	test-suite/testsuite.dsp (1.42), test-suite/testsuite.mak (1.61):

	boost test suite report_level=short

2004-09-23 17:52  Luigi Ballabio

	* test-suite/: americanoption.cpp (1.24), asianoptions.cpp (1.36),
	cliquetoption.cpp (1.10), digitaloption.cpp (1.34),
	dividendeuropeanoption.cpp (1.12), europeanoption.cpp (1.73),
	forwardoption.cpp (1.11), jumpdiffusion.cpp (1.27),
	quantooption.cpp (1.13), utilities.cpp (1.14), utilities.hpp
	(1.15):

	Using evaluation date to check theta

2004-09-22 12:57  Ferdinando Ametrano

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

	\todo and \bug comments added

2004-09-22 12:43  Ferdinando Ametrano

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

	grid points recalculation check added: memory access error!

2004-09-22 12:38  Ferdinando Ametrano

	* test-suite/interpolations.hpp (1.8):

	allowing gracefull Borland failure

2004-09-22 10:46  Ferdinando Ametrano

	* ql/errors.cpp (1.8):

	VC 6 integration

2004-09-22 10:36  Ferdinando Ametrano

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

	more readable error message.  This test currently fails with VC 6:
	termstructures.cpp(132): fatal error in
	"TermStructureTest::testReferenceChange":   Discount at 10days:
	before date change: 0.999333555506     after date change:
	0.996838341934

2004-09-21 17:31  Luigi Ballabio

	* test-suite/: interpolations.cpp (1.21), interpolations.hpp (1.7):

	Disabled multispline test on Borland

2004-09-21 17:31  Luigi Ballabio

	* ql/: qldefines.hpp (1.83), Math/multicubicspline.hpp (1.2):

	Removed Doxygen warnings

2004-09-21 15:50  Luigi Ballabio

	* configure.ac (1.52), ql/config.ansi.hpp (1.26), ql/config.bcc.hpp
	(1.29), ql/config.msvc.hpp (1.56), ql/config.mwcw.hpp (1.25),
	test-suite/interpolations.cpp (1.20), test-suite/interpolations.hpp
	(1.6):

	Test for multispline

2004-09-21 15:50  Luigi Ballabio

	* ql/Optimization/constraint.hpp (1.23):

	Fix for VC++

2004-09-21 15:22  Ferdinando Ametrano

	* ql/PricingEngines/: Vanilla/mcdigitalengine.hpp (1.31),
	Vanilla/mceuropeanengine.hpp (1.32), Vanilla/mcvanillaengine.hpp
	(1.23), Basket/mcbasketengine.hpp (1.29):

	removing default parameters

2004-09-21 15:08  Ferdinando Ametrano

	* ql/PricingEngines/: Asian/mc_discr_arith_av_price.hpp (1.7),
	Asian/mc_discr_geom_av_price.hpp (1.7),
	Asian/mcdiscreteasianengine.hpp (1.4), Barrier/mcbarrierengine.hpp
	(1.27):

	removing default parameters

2004-09-21 15:03  Ferdinando Ametrano

	* ql/stochasticprocess.cpp (1.8):

	avoid Borland warning

2004-09-21 10:00  Ferdinando Ametrano

	* QuantLib.dsp (1.247), QuantLib.mak (1.226):

	catching up

2004-09-21 09:31  Ferdinando Ametrano

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

	speeded up using variance reduction tecniques

2004-09-21 09:27  Ferdinando Ametrano

	* test-suite/digitaloption.cpp (1.33):

	explicit brownianBridge variable

2004-09-21 08:45  Ferdinando Ametrano

	* functions/ql/Functions/qlfunctions.hpp (1.5):

	autolink for Borland

2004-09-21 08:27  Ferdinando Ametrano

	* QuantLib.vcproj (1.36):

	catching up

2004-09-20 17:41  Luigi Ballabio

	* News.txt (1.49), ql/Math/Makefile.am (1.42), ql/Math/all.hpp
	(1.5), ql/Math/multicubicspline.hpp (1.1):

	Added N-dimensional cubic spline (thanks to Roman Gitlin)

2004-09-20 15:57  Luigi Ballabio

	* News.txt (1.48), ql/stochasticprocess.cpp (1.7),
	ql/stochasticprocess.hpp (1.20), ql/MonteCarlo/pathgenerator.hpp
	(1.61):

	Path generator working with generic stochastic process (thanks to
	W. Penschke)

2004-09-20 15:18  Ferdinando Ametrano

	* test-suite/barrieroption.cpp (1.36):

	seed variable introduced

2004-09-20 12:06  Luigi Ballabio

	* ql/PricingEngines/mcsimulation.hpp (1.10),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.26),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.28),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.31),
	test-suite/barrieroption.cpp (1.35), test-suite/basketoption.cpp
	(1.29), test-suite/digitaloption.cpp (1.32):

	Fixed tests

2004-09-17 19:12  Ferdinando Ametrano

	* ql/PricingEngines/: Asian/mc_discr_arith_av_price.hpp (1.6),
	Asian/mc_discr_geom_av_price.hpp (1.6),
	Asian/mcdiscreteasianengine.hpp (1.3), Barrier/mcbarrierengine.hpp
	(1.25), Basket/mcbasketengine.hpp (1.27),
	Vanilla/mcdigitalengine.hpp (1.30), Vanilla/mceuropeanengine.hpp
	(1.30), Vanilla/mcvanillaengine.hpp (1.22):

	1) calculate method introduced, which encapsulates common code 2)
	controlVariateValue() introduced 3) brownianBridge explicit
	parameter introduced

2004-09-17 19:11  Ferdinando Ametrano

	* ql/PricingEngines/mcsimulation.hpp (1.9):

	1) calculate method introduced, which encapsulates common code 2)
	controlVariateValue() introduced

2004-09-17 18:59  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.44):

	no message

2004-09-17 17:23  Ferdinando Ametrano

	* ql/MonteCarlo/multipathgenerator.hpp (1.53):

	default value added (Warning: true case is not implemented)

2004-09-17 17:21  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.43):

	implied boleean meaning revealed

2004-09-17 17:13  Ferdinando Ametrano

	* ql/Pricers/: mccliquetoption.cpp (1.33),
	mcdiscretearithmeticapo.cpp (1.36), mcdiscretearithmeticaso.cpp
	(1.35), mceverest.cpp (1.41), mchimalaya.cpp (1.44),
	mcmaxbasket.cpp (1.40), mcpagoda.cpp (1.43),
	mcperformanceoption.cpp (1.29):

	implied boleean meaning revealed

2004-09-17 14:15  Luigi Ballabio

	* functions/ql/Functions/qlfunctions.hpp (1.4),
	ql/discretizedasset.hpp (1.15), test-suite/basketoption.cpp (1.28),
	test-suite/europeanoption.cpp (1.72),
	test-suite/lowdiscrepancysequences.cpp (1.65),
	test-suite/termstructures.cpp (1.25):

	Removed gcc warnings

2004-09-17 11:05  Luigi Ballabio

	* Makefile.am (1.91), ql/calendar.hpp (1.44), ql/currency.hpp
	(1.22), ql/date.hpp (1.31), ql/exchangerate.hpp (1.4),
	ql/instrument.hpp (1.36), ql/money.hpp (1.5), ql/qldefines.hpp
	(1.82), ql/quote.hpp (1.4), ql/termstructure.hpp (1.47),
	ql/Calendars/germany.hpp (1.4), ql/Calendars/italy.hpp (1.3),
	ql/Calendars/jointcalendar.hpp (1.7), ql/Calendars/target.hpp
	(1.21), ql/Calendars/unitedkingdom.hpp (1.3),
	ql/Calendars/unitedstates.hpp (1.4),
	ql/Currencies/exchangeratemanager.hpp (1.4),
	ql/DayCounters/actualactual.hpp (1.23),
	ql/DayCounters/simpledaycounter.hpp (1.7),
	ql/FiniteDifferences/dplusdminus.hpp (1.17),
	ql/FiniteDifferences/dzero.hpp (1.16),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.31),
	ql/Instruments/capfloor.hpp (1.51), ql/Instruments/simpleswap.hpp
	(1.50), ql/Instruments/swaption.hpp (1.43),
	ql/Math/bivariatenormaldistribution.hpp (1.8),
	ql/Math/cubicspline.hpp (1.52), ql/Math/factorial.hpp (1.6),
	ql/Math/gammadistribution.hpp (1.11), ql/Math/kronrodintegral.hpp
	(1.12), ql/Math/normaldistribution.hpp (1.30),
	ql/Math/poissondistribution.hpp (1.8), ql/Math/pseudosqrt.hpp
	(1.6), ql/Math/riskstatistics.hpp (1.17), ql/Math/rounding.hpp
	(1.10), ql/Math/segmentintegral.hpp (1.23),
	ql/Math/sequencestatistics.hpp (1.27), ql/Math/simpsonintegral.hpp
	(1.9), ql/Math/statistics.hpp (1.30), ql/Math/svd.hpp (1.11),
	ql/Math/symmetricschurdecomposition.hpp (1.16),
	ql/Math/trapezoidintegral.hpp (1.9), ql/Optimization/constraint.hpp
	(1.22), ql/PricingEngines/Asian/analytic_cont_geom_av_price.hpp
	(1.3), ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp
	(1.2), ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.5),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.5),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.6),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.24),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.26),
	ql/PricingEngines/Basket/stulzengine.hpp (1.6),
	ql/PricingEngines/Cliquet/analyticcliquetengine.hpp (1.3),
	ql/PricingEngines/Cliquet/analyticperformanceengine.hpp (1.3),
	ql/PricingEngines/Forward/forwardengine.hpp (1.16),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.9),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.14),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp (1.4),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp (1.3),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp (1.4),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp (1.5),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.18),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.6),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.10),
	ql/PricingEngines/Vanilla/juquadraticengine.hpp (1.3),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.29),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.29),
	ql/RandomNumbers/faurersg.hpp (1.3), ql/RandomNumbers/haltonrsg.hpp
	(1.13), ql/RandomNumbers/mt19937uniformrng.hpp (1.14),
	ql/RandomNumbers/randomizedlds.hpp (1.5),
	ql/RandomNumbers/seedgenerator.hpp (1.4),
	ql/RandomNumbers/sobolrsg.hpp (1.22), ql/Solvers1D/bisection.hpp
	(1.18), ql/Solvers1D/brent.hpp (1.18),
	ql/Solvers1D/falseposition.hpp (1.17), ql/Solvers1D/newton.hpp
	(1.19), ql/Solvers1D/newtonsafe.hpp (1.19), ql/Solvers1D/ridder.hpp
	(1.18), ql/Solvers1D/secant.hpp (1.18),
	ql/TermStructures/compoundforward.hpp (1.34),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.23),
	ql/TermStructures/impliedtermstructure.hpp (1.21),
	ql/TermStructures/piecewiseflatforward.hpp (1.43),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.24),
	test-suite/americanoption.hpp (1.6), test-suite/asianoptions.hpp
	(1.7), test-suite/barrieroption.hpp (1.5),
	test-suite/basketoption.hpp (1.7), test-suite/calendars.hpp (1.12),
	test-suite/capfloor.hpp (1.9), test-suite/cliquetoption.hpp (1.4),
	test-suite/compoundforward.hpp (1.6), test-suite/covariance.hpp
	(1.9), test-suite/dates.hpp (1.7), test-suite/daycounters.hpp
	(1.8), test-suite/digitaloption.hpp (1.8),
	test-suite/distributions.hpp (1.8),
	test-suite/dividendeuropeanoption.hpp (1.3),
	test-suite/europeanoption.hpp (1.15), test-suite/exchangerate.hpp
	(1.2), test-suite/factorial.hpp (1.5), test-suite/forwardoption.hpp
	(1.3), test-suite/instruments.hpp (1.7), test-suite/integrals.hpp
	(1.8), test-suite/interpolations.hpp (1.5),
	test-suite/jumpdiffusion.hpp (1.6),
	test-suite/lowdiscrepancysequences.hpp (1.17),
	test-suite/matrices.hpp (1.10), test-suite/mersennetwister.hpp
	(1.8), test-suite/money.hpp (1.2), test-suite/operators.hpp (1.7),
	test-suite/piecewiseflatforward.hpp (1.8),
	test-suite/quantooption.hpp (1.4), test-suite/quotes.hpp (1.4),
	test-suite/riskstats.hpp (1.11), test-suite/rounding.hpp (1.4),
	test-suite/solvers.hpp (1.7), test-suite/stats.hpp (1.14),
	test-suite/swap.hpp (1.7), test-suite/swaption.hpp (1.7),
	test-suite/termstructures.hpp (1.9):

	Removed Doxygen warnings

2004-09-16 17:17  Luigi Ballabio

	* test-suite/: capfloor.cpp (1.42), compoundforward.cpp (1.21),
	matrices.cpp (1.27), piecewiseflatforward.cpp (1.26), swap.cpp
	(1.28), swaption.cpp (1.33), termstructures.cpp (1.24),
	utilities.hpp (1.14):

	Added some support for teardown function in test cases

2004-09-16 15:02  Luigi Ballabio

	* ql/RandomNumbers/sobolrsg.hpp (1.21):

	Removed Cantor-like diagonal selection

2004-09-16 15:01  Luigi Ballabio

	* ql/errors.cpp (1.7):

	Added gcc format for errors (better, although not perfect,
	integration with Emacs)

2004-09-16 12:14  Ferdinando Ametrano

	* ql/RandomNumbers/randomizedlds.hpp (1.4):

	no message

2004-09-16 12:13  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.cpp (1.35), sobolrsg.hpp (1.20):

	intSequence() method exposed

2004-09-16 11:49  Luigi Ballabio

	* ql/RandomNumbers/randomizedlds.hpp (1.3):

	Made some justice to hyphens and such

2004-09-16 11:37  Luigi Ballabio

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.30):

	Fixed bug which caused only one stopping time per FD step to be
	used

2004-09-16 11:37  Luigi Ballabio

	* Docs/pages/findiff.docs (1.12):

	Tagged doc page as outdated

2004-09-16 10:16  Luigi Ballabio

	* News.txt (1.47), ql/capvolstructures.hpp (1.10),
	ql/swaptionvolstructure.hpp (1.12), ql/voltermstructure.cpp (1.21),
	ql/voltermstructure.hpp (1.29),
	ql/Volatilities/blackconstantvol.hpp (1.28),
	ql/Volatilities/blackvariancecurve.cpp (1.15),
	ql/Volatilities/blackvariancecurve.hpp (1.32),
	ql/Volatilities/blackvariancesurface.cpp (1.15),
	ql/Volatilities/blackvariancesurface.hpp (1.33),
	ql/Volatilities/capflatvolvector.hpp (1.19),
	ql/Volatilities/impliedvoltermstructure.hpp (1.15),
	ql/Volatilities/localconstantvol.hpp (1.24),
	ql/Volatilities/localvolcurve.hpp (1.15),
	ql/Volatilities/localvolsurface.cpp (1.17),
	ql/Volatilities/localvolsurface.hpp (1.24),
	ql/Volatilities/swaptionvolmatrix.hpp (1.23),
	test-suite/quantlibtestsuite.cpp (1.79):

	Derived volatility term structures from BaseTermStructure

2004-09-15 17:00  Luigi Ballabio

	* ql/RandomNumbers/knuthuniformrng.cpp (1.13),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.12),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.15),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.11),
	ql/RandomNumbers/seedgenerator.cpp (1.3),
	ql/RandomNumbers/seedgenerator.hpp (1.3),
	test-suite/lowdiscrepancysequences.cpp (1.64):

	Re-implemented seed generator as singleton

2004-09-15 16:57  Luigi Ballabio

	* ql/Patterns/singleton.hpp (1.3):

	Addressed quirks of both gcc and vc

2004-09-15 13:13  Ferdinando Ametrano

	* test-suite/: lowdiscrepancysequences.cpp (1.63),
	lowdiscrepancysequences.hpp (1.16):

	added random seed generator test

2004-09-15 13:10  Ferdinando Ametrano

	* ql/RandomNumbers/: seedgenerator.cpp (1.2), seedgenerator.hpp
	(1.2):

	added random seed generator

2004-09-15 11:27  Ferdinando Ametrano

	* test-suite/: lowdiscrepancysequences.cpp (1.62),
	lowdiscrepancysequences.hpp (1.15):

	clean up

2004-09-15 11:24  Ferdinando Ametrano

	* ql/errors.cpp (1.6):

	file name and line number on a new line with Boost-like formatting.
	 This allows improved integration in Visual Studio: a double click
	on the message will jump to the correct file and line

2004-09-14 18:36  Ferdinando Ametrano

	* News.txt (1.46):

	updated

2004-09-14 18:29  Ferdinando Ametrano

	* ql/RandomNumbers/randomizedlds.hpp (1.2),
	test-suite/lowdiscrepancysequences.cpp (1.61):

	typo fixed

2004-09-14 18:23  Ferdinando Ametrano

	* QuantLib.vcproj (1.35), ql/RandomNumbers/randomizedlds.hpp (1.1),
	test-suite/lowdiscrepancysequences.cpp (1.60),
	test-suite/lowdiscrepancysequences.hpp (1.14):

	added randomized low discrepancy sequence generator

2004-09-14 16:44  Ferdinando Ametrano

	* ql/RandomNumbers/inversecumgaussianrsg.hpp (1.13):

	typo fixed

2004-09-14 15:43  Ferdinando Ametrano

	* ql/RandomNumbers/: Makefile.am (1.19), knuthuniformrng.cpp
	(1.12), lecuyeruniformrng.hpp (1.14), makefile.mak (1.29),
	mt19937uniformrng.cpp (1.10), seedgenerator.cpp (1.1),
	seedgenerator.hpp (1.1):

	added random seed generator

2004-09-14 15:39  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.28):

	removed code already commented out

2004-09-14 11:22  Ferdinando Ametrano

	* test-suite/asianoptions.cpp (1.34):

	no message

2004-09-14 11:15  Ferdinando Ametrano

	* test-suite/asianoptions.cpp (1.33):

	using control variation to speed up discrete arithmetic average
	price test

2004-09-14 11:08  Ferdinando Ametrano

	* QuantLib.vcproj (1.34):

	catching up

2004-09-14 11:05  Ferdinando Ametrano

	* ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.4):

	control variation added

2004-09-14 11:04  Ferdinando Ametrano

	* ql/PricingEngines/Asian/: mc_discr_geom_av_price.cpp (1.2),
	mc_discr_geom_av_price.hpp (1.4), mc_discr_arith_av_price.cpp
	(1.2):

	handle seasoned options

2004-09-14 10:53  Ferdinando Ametrano

	* ql/PricingEngines/Asian/analytic_cont_geom_av_price.hpp (1.2):

	comment added

2004-09-14 10:53  Ferdinando Ametrano

	* ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.2):

	now it can be used as control variate for arithmetic average

2004-09-13 19:17  Ferdinando Ametrano

	* ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.2):

	formatting

2004-09-13 19:05  Luigi Ballabio

	* News.txt (1.45), Docs/pages/termstructures.docs (1.8),
	Examples/AmericanOption/AmericanOption.cpp (1.29),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.65),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.42),
	Examples/EuropeanOption/EuropeanOption.cpp (1.112),
	Examples/Swap/swapvaluation.cpp (1.52), ql/Makefile.am (1.65),
	ql/basetermstructure.hpp (1.1), ql/core.hpp (1.8),
	ql/stochasticprocess.cpp (1.6), ql/stochasticprocess.hpp (1.19),
	ql/termstructure.hpp (1.46), ql/CashFlows/basispointsensitivity.cpp
	(1.11), ql/CashFlows/basispointsensitivity.hpp (1.19),
	ql/CashFlows/parcoupon.cpp (1.15), ql/Indexes/audlibor.hpp (1.20),
	ql/Indexes/cadlibor.hpp (1.20), ql/Indexes/chflibor.hpp (1.18),
	ql/Indexes/euribor.hpp (1.23), ql/Indexes/gbplibor.hpp (1.25),
	ql/Indexes/jpylibor.hpp (1.19), ql/Indexes/usdlibor.hpp (1.25),
	ql/Indexes/xibor.hpp (1.35), ql/Indexes/zarlibor.hpp (1.18),
	ql/Instruments/capfloor.cpp (1.58), ql/Instruments/capfloor.hpp
	(1.50), ql/Instruments/oneassetoption.cpp (1.17),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.27),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.23),
	ql/Instruments/quantovanillaoption.cpp (1.34),
	ql/Instruments/quantovanillaoption.hpp (1.31),
	ql/Instruments/simpleswap.cpp (1.53), ql/Instruments/simpleswap.hpp
	(1.49), ql/Instruments/swap.cpp (1.37), ql/Instruments/swap.hpp
	(1.31), ql/Instruments/swaption.cpp (1.46),
	ql/Instruments/swaption.hpp (1.42), ql/Pricers/mccliquetoption.cpp
	(1.32), ql/Pricers/mccliquetoption.hpp (1.22),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.35),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.27),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.34),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.25),
	ql/Pricers/mceverest.cpp (1.40), ql/Pricers/mceverest.hpp (1.27),
	ql/Pricers/mchimalaya.cpp (1.43), ql/Pricers/mchimalaya.hpp (1.26),
	ql/Pricers/mcmaxbasket.cpp (1.39), ql/Pricers/mcmaxbasket.hpp
	(1.27), ql/Pricers/mcpagoda.cpp (1.42), ql/Pricers/mcpagoda.hpp
	(1.28), ql/Pricers/mcperformanceoption.cpp (1.28),
	ql/Pricers/mcperformanceoption.hpp (1.20),
	ql/PricingEngines/blackmodel.hpp (1.6),
	ql/PricingEngines/Asian/Makefile.am (1.7),
	ql/PricingEngines/Forward/forwardengine.hpp (1.15),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.13),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.17),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.24),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.10),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.27),
	ql/ShortRateModels/calibrationhelper.hpp (1.24),
	ql/ShortRateModels/model.hpp (1.32),
	ql/ShortRateModels/parameter.hpp (1.21),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.40),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.18),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.39),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.16),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.20),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.18),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.26),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.24), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.22),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.23),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.24),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.27),
	ql/TermStructures/compoundforward.cpp (1.43),
	ql/TermStructures/compoundforward.hpp (1.33),
	ql/TermStructures/discountcurve.hpp (1.31),
	ql/TermStructures/drifttermstructure.hpp (1.12),
	ql/TermStructures/extendeddiscountcurve.cpp (1.16),
	ql/TermStructures/extendeddiscountcurve.hpp (1.16),
	ql/TermStructures/flatforward.hpp (1.40),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.22),
	ql/TermStructures/impliedtermstructure.hpp (1.20),
	ql/TermStructures/piecewiseflatforward.cpp (1.50),
	ql/TermStructures/piecewiseflatforward.hpp (1.42),
	ql/TermStructures/quantotermstructure.hpp (1.15),
	ql/TermStructures/ratehelpers.cpp (1.56),
	ql/TermStructures/ratehelpers.hpp (1.45),
	ql/TermStructures/zerocurve.hpp (1.12),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.23),
	ql/Volatilities/localvolsurface.cpp (1.16),
	ql/Volatilities/localvolsurface.hpp (1.23),
	test-suite/americanoption.cpp (1.23), test-suite/asianoptions.cpp
	(1.32), test-suite/barrieroption.cpp (1.34),
	test-suite/basketoption.cpp (1.27), test-suite/capfloor.cpp (1.41),
	test-suite/cliquetoption.cpp (1.9), test-suite/compoundforward.cpp
	(1.20), test-suite/digitaloption.cpp (1.31),
	test-suite/dividendeuropeanoption.cpp (1.11),
	test-suite/europeanoption.cpp (1.71), test-suite/forwardoption.cpp
	(1.10), test-suite/jumpdiffusion.cpp (1.26),
	test-suite/old_pricers.cpp (1.56),
	test-suite/piecewiseflatforward.cpp (1.25),
	test-suite/quantooption.cpp (1.12), test-suite/swap.cpp (1.27),
	test-suite/swaption.cpp (1.32), test-suite/termstructures.cpp
	(1.23), test-suite/utilities.cpp (1.13), test-suite/utilities.hpp
	(1.13):

	TermStructure renamed to YieldTermStructure and derived from
	BaseTermStructure to provide reference-date calculation

2004-09-13 18:59  Luigi Ballabio

	* Docs/quantlib.doxy (1.89), Docs/pages/config.docs (1.2),
	ql/exchangerate.hpp (1.3), ql/money.hpp (1.4),
	ql/Instruments/barrieroption.hpp (1.27),
	ql/Instruments/basketoption.hpp (1.11),
	ql/Instruments/cliquetoption.hpp (1.14),
	ql/Instruments/europeanoption.hpp (1.3), ql/Math/factorial.hpp
	(1.5), ql/Math/rounding.hpp (1.9), ql/Optimization/leastsquare.hpp
	(1.28), ql/Optimization/simplex.hpp (1.17),
	ql/PricingEngines/Swaption/g2swaptionengine.hpp (1.3),
	ql/RandomNumbers/sobolrsg.hpp (1.19):

	Removed a few Doxygen warnings

2004-09-13 15:16  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/: baroneadesiwhaleyengine.cpp (1.15),
	baroneadesiwhaleyengine.hpp (1.4), juquadraticengine.cpp (1.3),
	juquadraticengine.hpp (1.2):

	removing duplicated code

2004-09-13 14:42  Ferdinando Ametrano

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

	purged unused stuff

2004-09-13 14:34  Ferdinando Ametrano

	* ql/PricingEngines/Cliquet/makefile.mak (1.11):

	formatting

2004-09-13 14:33  Ferdinando Ametrano

	* ql/makefile.mak (1.61):

	forgotten folder

2004-09-13 14:03  Ferdinando Ametrano

	* ql/PricingEngines/Asian/: mc_discr_arith_av_price.hpp (1.3),
	mc_discr_geom_av_price.hpp (1.3):

	default constructor

2004-09-13 13:57  Ferdinando Ametrano

	* ql/: Instruments/asianoption.cpp (1.20),
	PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.2),
	PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.2),
	PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.2):

	updated

2004-09-13 13:36  Ferdinando Ametrano

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

	VC6 patch

2004-09-13 13:31  Luigi Ballabio

	* ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.28):

	Arguments cannot be checked in engine constructor---they are not
	yet set.

2004-09-13 13:20  Ferdinando Ametrano

	* QuantLib.dsp (1.246), QuantLib.mak (1.225),
	test-suite/asianoptions.cpp (1.29), test-suite/asianoptions.hpp
	(1.6):

	updated

2004-09-13 13:14  Ferdinando Ametrano

	* News.txt (1.44), QuantLib.vcproj (1.33):

	updated

2004-09-13 13:10  Ferdinando Ametrano

	* test-suite/: asianoptions.cpp (1.28), asianoptions.hpp (1.5),
	old_pricers.cpp (1.55):

	tests for new engines: a) Monte Carlo discrete geometric average
	price b) Monte Carlo discrete arithmetic average price

2004-09-13 13:09  Ferdinando Ametrano

	* ql/PricingEngines/Asian/: Makefile.am (1.6), all.hpp (1.3),
	makefile.mak (1.9), mc_discr_arith_av_price.cpp (1.1),
	mc_discr_arith_av_price.hpp (1.1), mc_discr_geom_av_price.cpp
	(1.1), mc_discr_geom_av_price.hpp (1.1), mcdiscreteasianengine.hpp
	(1.1):

	new pricing engines: a) Monte Carlo discrete geometric average
	price b) Monte Carlo discrete arithmetic average price

2004-09-13 13:09  Ferdinando Ametrano

	* ql/PricingEngines/Asian/: analytic_cont_geom_av_price.cpp (1.1),
	analytic_cont_geom_av_price.hpp (1.1),
	analytic_discr_geom_av_price.cpp (1.1),
	analytic_discr_geom_av_price.hpp (1.1),
	analyticcontinuousasianengine.cpp (1.5),
	analyticcontinuousasianengine.hpp (1.5),
	analyticdiscreteasianengine.cpp (1.5),
	analyticdiscreteasianengine.hpp (1.4):

	consistent file/class names

2004-09-13 13:08  Ferdinando Ametrano

	* ql/Pricers/: discretegeometricapo.cpp (1.19),
	discretegeometricapo.hpp (1.17), mcdiscretearithmeticapo.cpp
	(1.34), mcdiscretearithmeticapo.hpp (1.26):

	deprecated pricers: a) discrete geometric average price b) discrete
	arithmetic average price

2004-09-13 13:03  Ferdinando Ametrano

	* ql/Instruments/: asianoption.cpp (1.19), asianoption.hpp (1.20):

	handling both running sum (arithmetic average) and running product
	(geometric average)

2004-09-13 11:29  Ferdinando Ametrano

	* ql/PricingEngines/Asian/analyticdiscreteasianengine.cpp (1.4):

	one more check

2004-09-10 19:17  Luigi Ballabio

	* ql/Makefile.am (1.64), ql/core.hpp (1.7), ql/date.hpp (1.30),
	ql/money.cpp (1.3), ql/settings.hpp (1.1), ql/termstructure.hpp
	(1.45), ql/CashFlows/basispointsensitivity.cpp (1.10),
	ql/CashFlows/parcoupon.cpp (1.14),
	ql/CashFlows/shortfloatingcoupon.cpp (1.19),
	ql/Currencies/exchangeratemanager.cpp (1.3),
	ql/Currencies/exchangeratemanager.hpp (1.3), ql/Indexes/xibor.cpp
	(1.23), ql/Indexes/xibor.hpp (1.34), ql/Instruments/capfloor.cpp
	(1.57), ql/Patterns/observable.hpp (1.22),
	ql/PricingEngines/Forward/forwardengine.hpp (1.14),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.16),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.23),
	ql/TermStructures/affinetermstructure.cpp (1.23),
	ql/TermStructures/affinetermstructure.hpp (1.24),
	ql/TermStructures/compoundforward.cpp (1.42),
	ql/TermStructures/compoundforward.hpp (1.32),
	ql/TermStructures/discountcurve.cpp (1.30),
	ql/TermStructures/discountcurve.hpp (1.30),
	ql/TermStructures/drifttermstructure.hpp (1.11),
	ql/TermStructures/extendeddiscountcurve.cpp (1.15),
	ql/TermStructures/extendeddiscountcurve.hpp (1.15),
	ql/TermStructures/flatforward.hpp (1.39),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.21),
	ql/TermStructures/impliedtermstructure.hpp (1.19),
	ql/TermStructures/piecewiseflatforward.cpp (1.49),
	ql/TermStructures/piecewiseflatforward.hpp (1.41),
	ql/TermStructures/quantotermstructure.hpp (1.14),
	ql/TermStructures/ratehelpers.cpp (1.55),
	ql/TermStructures/zerocurve.cpp (1.12),
	ql/TermStructures/zerocurve.hpp (1.11),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.22),
	test-suite/capfloor.cpp (1.40), test-suite/compoundforward.cpp
	(1.19), test-suite/piecewiseflatforward.cpp (1.24),
	test-suite/swap.cpp (1.26), test-suite/swaption.cpp (1.31),
	test-suite/termstructures.cpp (1.22), test-suite/termstructures.hpp
	(1.8), test-suite/utilities.cpp (1.12):

	Added global evaluation date - used for exchange-rate lookup; -
	used for past coupon-fixing lookup; - possibly used for determining
	the reference date of a yield term structure.  Still to do: - use
	it for determining the reference date of volatility term
	structures.

2004-09-10 14:28  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.21):

	typo fixed

2004-09-10 14:07  Ferdinando Ametrano

	* ql/Instruments/asianoption.hpp (1.19):

	more comments

2004-09-10 13:37  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.27):

	Luigi: how could I check for European exercise? Both solutions
	crash or fail the check... :-(

2004-09-10 13:32  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.26):

	no message

2004-09-10 13:20  Ferdinando Ametrano

	* ql/PricingEngines/Asian/: analyticcontinuousasianengine.hpp
	(1.4), analyticdiscreteasianengine.hpp (1.3):

	typos fixed

2004-09-10 13:19  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.25):

	redundant calculate() method removed

2004-09-10 13:18  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.20):

	check removed

2004-09-10 13:17  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.26):

	check added

2004-09-10 12:13  Ferdinando Ametrano

	* ql/Pricers/: discretegeometricapo.hpp (1.16),
	mcdiscretearithmeticapo.cpp (1.33):

	comments and documentation added

2004-09-09 09:49  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.59):

	a) discrepancy assignment mismatch fixed.  b) removed redundant
	data: for low dimensions all Sobol' implementation are identical

2004-09-08 09:50  Ferdinando Ametrano

	* News.txt (1.43):

	updated

2004-09-08 09:43  Ferdinando Ametrano

	* test-suite/: lowdiscrepancysequences.cpp (1.58),
	lowdiscrepancysequences.hpp (1.13):

	Sobol' Levitan Lemieux direction numbers tested

2004-09-08 00:19  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.cpp (1.34), sobolrsg.hpp (1.18):

	documentation improved

2004-09-07 21:30  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.cpp (1.33), sobolrsg.hpp (1.17):

	Sobol' Levitan Lemiuex initialized Sobol sequences can be used

2004-09-07 10:01  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.57):

	Sobol' Levitan direction numbers tested

2004-09-07 09:09  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.56):

	Sobol' Levitan direction numbers tested

2004-09-06 20:19  Ferdinando Ametrano

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

	typo fixed

2004-09-06 19:44  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.54):

	Sobol' Levitan direction numbers tested

2004-09-06 17:07  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.53):

	Sobol' Levitan direction numbers tested

2004-09-06 15:14  Ferdinando Ametrano

	* test-suite/: lowdiscrepancysequences.cpp (1.51),
	lowdiscrepancysequences.hpp (1.12), lowdiscrepancysequences.cpp
	(1.52):

	Sobol' Levitan direction numbers tested

2004-09-06 15:14  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.cpp (1.32), sobolrsg.hpp (1.16):

	Sobol' Levitan direction numbers can be used

2004-09-06 11:46  Ferdinando Ametrano

	* ql/RandomNumbers/sobolrsg.cpp (1.31):

	typos fixed

2004-09-06 11:44  Ferdinando Ametrano

	* ql/RandomNumbers/sobolrsg.cpp (1.30):

	adding Sobol' Levitan coefficients of the free direction integers
	as given by Bratley and Fox. Not used in the code yet.

2004-09-03 11:16  Ferdinando Ametrano

	* test-suite/distributions.cpp (1.19):

	one more check added

2004-09-01 16:44  Ferdinando Ametrano

	* ql/Math/: gaussianstatistics.hpp (1.23), riskstatistics.hpp
	(1.16):

	typo fixed

2004-09-01 16:01  Ferdinando Ametrano

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

	added gaussianTopPercentile method (topPercentile for empirical
	distribution was already available)

2004-09-01 09:32  Ferdinando Ametrano

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

	test bug fixed

2004-09-01 09:22  Luigi Ballabio

	* Docs/: Makefile.am (1.70), qlintro.tex (1.3), quantlibheader.html
	(1.26), pages/config.docs (1.1), pages/index.docs (1.10),
	pages/install.docs (1.12):

	Documented user configuration

2004-09-01 09:22  Ferdinando Ametrano

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

	test bug fixed

2004-08-31 14:42  Ferdinando Ametrano

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

	using MatrixFormatter instead of SequanceFormatter (the latter is
	not available for VC6)

2004-08-31 12:52  Ferdinando Ametrano

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

	Extended test: it now tests a covariance matrix too.

2004-08-31 12:43  Ferdinando Ametrano

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

	Extended test: it now tests a covariance matrix too.

2004-08-31 11:24  Ferdinando Ametrano

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

	Extended test: it now tests a covariance matrix too.

2004-08-31 11:22  Ferdinando Ametrano

	* ql/Math/pseudosqrt.cpp (1.8):

	bug fix

2004-08-31 11:21  Ferdinando Ametrano

	* functions/ql/Functions/qlfunctions.hpp (1.3), ql/config.msvc.hpp
	(1.55):

	improved message

2004-08-31 10:36  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.50):

	page reference added

2004-08-30 15:31  Ferdinando Ametrano

	* ql/RandomNumbers/faurersg.hpp (1.2):

	this include order avoids VC6 warnings

2004-08-30 15:08  Ferdinando Ametrano

	* Contributors.txt (1.24), Docs/pages/authors.docs (1.30):

	Faure tests documented

2004-08-30 14:53  Luigi Ballabio

	* BUGS.txt (1.4), Changes.txt (1.10), History.txt (1.26),
	INSTALL.txt (1.7), Makefile.am (1.90), News.txt (1.42), Readme.txt
	(1.22), TODO.txt (1.135), memo.txt (1.4):

	Pruned text files

2004-08-30 14:40  Ferdinando Ametrano

	* Changes.txt (1.9), test-suite/lowdiscrepancysequences.cpp (1.49):

	Faure tests documented

2004-08-30 12:11  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.54):

	updated error message for VC7

2004-08-26 18:50  Luigi Ballabio

	* ql/RandomNumbers/faurersg.cpp (1.3):

	Fix for Faure rsg

2004-08-26 13:55  Luigi Ballabio

	* ql/Patterns/singleton.hpp (1.2):

	Modified to work (more) reliably with VC++6

2004-08-25 13:21  Ferdinando Ametrano

	* ql/RandomNumbers/primitivepolynomials.c (1.8):

	more comments

2004-08-25 13:09  Ferdinando Ametrano

	* ql/RandomNumbers/primitivepolynomials.c (1.7):

	more comments

2004-08-24 19:59  Ferdinando Ametrano

	* QuantLib.dsp (1.245), QuantLib.mak (1.224),
	ql/RandomNumbers/faurersg.cpp (1.2):

	VC6 catching up

2004-08-24 19:48  Ferdinando Ametrano

	* QuantLib.vcproj (1.32), ql/RandomNumbers/Makefile.am (1.18),
	ql/RandomNumbers/all.hpp (1.5), ql/RandomNumbers/makefile.mak
	(1.28), ql/RandomNumbers/sobolrsg.hpp (1.15),
	test-suite/lowdiscrepancysequences.cpp (1.48),
	test-suite/lowdiscrepancysequences.hpp (1.11),
	ql/RandomNumbers/faurersg.cpp (1.1), ql/RandomNumbers/faurersg.hpp
	(1.1):

	added Faure low discrepancy sequences, thanks to Gianni Piolanti

2004-08-24 15:16  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.53):

	VC 7.1 doesn't need HAVE_INCOMPLETE_ITERATOR_SUPPORT and
	REQUIRES_DUMMY_RETURN

2004-08-23 18:17  Luigi Ballabio

	* Docs/pages/faq.docs (1.3):

	More general section title

2004-08-23 17:56  Ferdinando Ametrano

	* Docs/pages/faq.docs (1.2):

	added VC link FAQ

2004-08-23 16:15  Luigi Ballabio

	* FAQ.txt (1.3), Docs/Makefile.am (1.69), Docs/makefile.mak (1.36),
	Docs/qlintro.tex (1.2), Docs/quantlibheader.html (1.25),
	Docs/pages/faq.docs (1.1):

	Moved FAQ into manual

2004-08-23 12:01  Luigi Ballabio

	* ql/Math/array.hpp (1.9), ql/Math/matrix.hpp (1.33),
	test-suite/matrices.cpp (1.26):

	Re-enabled ArrayFormatter and MatrixFormatter for VC6

2004-08-23 11:59  Luigi Ballabio

	* ql/PricingEngines/: Barrier/mcbarrierengine.hpp (1.23),
	Basket/mcbasketengine.hpp (1.25), Vanilla/mcdigitalengine.hpp
	(1.24), Vanilla/mceuropeanengine.hpp (1.25):

	selectively added typename keyword

2004-08-20 19:41  Ferdinando Ametrano

	* ql/PricingEngines/: Barrier/mcbarrierengine.hpp (1.22),
	Basket/mcbasketengine.hpp (1.24), Vanilla/mcdigitalengine.hpp
	(1.23), Vanilla/mceuropeanengine.hpp (1.24):

	typename removed (VC6 fix) Luigi: if needed by gcc we'll need a VC6
	patch

2004-08-20 19:38  Ferdinando Ametrano

	* ql/currency.hpp (1.21):

	fixed for Borland too

2004-08-20 17:49  Ferdinando Ametrano

	* QuantLib.vcproj (1.31),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.8):

	Language extensions disabled for all projects but test-suite (boost
	lib linkage would fail, I don't know why)

2004-08-20 15:36  Ferdinando Ametrano

	* Examples/DiscreteHedging/: DiscreteHedging.cpp (1.41), ReadMe.txt
	(1.3):

	link updated

2004-08-20 11:53  Luigi Ballabio

	* ql/: Math/bicubicsplineinterpolation.hpp (1.19),
	Math/bilinearinterpolation.hpp (1.23), Math/cubicspline.hpp (1.51),
	Math/gaussianstatistics.hpp (1.21), Math/riskstatistics.hpp (1.15),
	PricingEngines/genericmodelengine.hpp (1.7),
	PricingEngines/latticeshortratemodelengine.hpp (1.12),
	PricingEngines/Barrier/mcbarrierengine.hpp (1.21),
	PricingEngines/Basket/mcbasketengine.hpp (1.23),
	PricingEngines/Forward/forwardengine.hpp (1.13),
	PricingEngines/Forward/forwardperformanceengine.hpp (1.8),
	PricingEngines/Quanto/quantoengine.hpp (1.12),
	PricingEngines/Vanilla/mcdigitalengine.hpp (1.22),
	PricingEngines/Vanilla/mceuropeanengine.hpp (1.23),
	PricingEngines/Vanilla/mcvanillaengine.hpp (1.19):

	Fixes for gcc 3.4 (thanks to Andreas Jochens)

2004-08-20 10:43  Luigi Ballabio

	* ql/: config.msvc.hpp (1.52), currency.hpp (1.20), money.hpp
	(1.3):

	Moved header inclusion where it belongs

2004-08-20 10:42  Luigi Ballabio

	* ql/CashFlows/cashflowvectors.hpp (1.31),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.39),
	test-suite/capfloor.cpp (1.39):

	Fix for VC6

2004-08-20 09:55  Luigi Ballabio

	* test-suite/matrices.cpp (1.25):

	Fixed typo

2004-08-20 09:53  Luigi Ballabio

	* ql/CashFlows/cashflowvectors.cpp (1.37),
	ql/CashFlows/cashflowvectors.hpp (1.30),
	ql/Instruments/simpleswap.cpp (1.52), test-suite/swap.cpp (1.25):

	moved the QL_USE_INDEXED_COUPON switch into
	FloatingRateCouponVector (which is now a proxy to
	IndexedCouponVector<DefaultCouponType>)

2004-08-20 09:51  Luigi Ballabio

	* ql/CashFlows/: indexedcoupon.hpp (1.14), shortfloatingcoupon.cpp
	(1.18), shortfloatingcoupon.hpp (1.19), shortindexedcoupon.hpp
	(1.13):

	Specialized Short<> for ParCoupon

2004-08-19 19:09  Ferdinando Ametrano

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

	typo fixed

2004-08-19 19:06  Ferdinando Ametrano

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

	less info for VC6 only

2004-08-19 18:52  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.51):

	QL_PATCH_MICROSOFT renamed as QL_PATCH_MSVC6 and applied only to
	Microsoft Visual C++ 6

2004-08-19 18:24  Ferdinando Ametrano

	* QuantLib.vcproj (1.30),
	Examples/AmericanOption/AmericanOption.vcproj (1.9),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.9),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.9),
	Examples/EuropeanOption/EuropeanOption.vcproj (1.9),
	Examples/Swap/Swap.vcproj (1.9),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.7),
	ql/basicdataformatters.hpp (1.10), ql/config.msvc.hpp (1.50),
	ql/dataformatters.cpp (1.40), ql/dataformatters.hpp (1.39),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.36),
	ql/Instruments/asianoption.cpp (1.18),
	ql/Instruments/barrieroption.cpp (1.31),
	ql/Instruments/basketoption.cpp (1.9),
	ql/Instruments/cliquetoption.cpp (1.3),
	ql/Instruments/dividendvanillaoption.cpp (1.4),
	ql/Instruments/multiassetoption.cpp (1.11),
	ql/Instruments/oneassetoption.cpp (1.16),
	ql/Instruments/swaption.cpp (1.45), ql/Math/array.hpp (1.8),
	ql/Math/interpolation.hpp (1.31), ql/Math/interpolation2D.hpp
	(1.21), ql/Math/matrix.hpp (1.32),
	ql/Volatilities/blackvariancecurve.cpp (1.14),
	ql/Volatilities/blackvariancecurve.hpp (1.31),
	ql/Volatilities/blackvariancesurface.cpp (1.14),
	ql/Volatilities/blackvariancesurface.hpp (1.32),
	test-suite/testsuite.vcproj (1.20):

	QL_PATCH_MICROSOFT renamed as QL_PATCH_MSVC6 and applied only to
	Microsoft Visual C++ 6

2004-08-19 17:07  Luigi Ballabio

	* ql/Math/array.hpp (1.7), ql/Math/matrix.hpp (1.31),
	ql/basicdataformatters.hpp (1.9), test-suite/matrices.cpp (1.22):

	Disabled problematic (for VC6) code

2004-08-19 16:23  Ferdinando Ametrano

	* ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.7):

	fixed for VC7.1 with Language Extensions disabled

2004-08-19 16:18  Ferdinando Ametrano

	* ql/PricingEngines/Forward/forwardengine.hpp (1.12):

	fixed for VC7.1 with Language Extensions disabled

2004-08-19 16:11  Ferdinando Ametrano

	* ql/PricingEngines/Forward/forwardengine.hpp (1.11):

	fixed for VC7.1 with Language Extensions disabled

2004-08-19 16:02  Ferdinando Ametrano

	* ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.6):

	fixed for VC7.1 with Language Extensions disabled

2004-08-19 15:35  Ferdinando Ametrano

	* ql/PricingEngines/Quanto/quantoengine.hpp (1.11):

	fixed for VC7.1 with Language Extensions disabled

2004-08-19 15:23  Ferdinando Ametrano

	* QuantLib.vcproj (1.29),
	Examples/AmericanOption/AmericanOption.vcproj (1.8),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.8),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.8),
	Examples/EuropeanOption/EuropeanOption.vcproj (1.8),
	Examples/Swap/Swap.vcproj (1.8),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.6),
	ql/disposable.hpp (1.7), ql/money.hpp (1.2), ql/solver1d.hpp
	(1.27), ql/Math/bicubicsplineinterpolation.hpp (1.18),
	ql/Math/bilinearinterpolation.hpp (1.22), ql/Math/cubicspline.hpp
	(1.50), ql/Math/gaussianstatistics.hpp (1.20),
	ql/Math/linearinterpolation.hpp (1.29), ql/Math/riskstatistics.hpp
	(1.14), ql/PricingEngines/genericmodelengine.hpp (1.6),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.11),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.20),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.22),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.21),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.22),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.18),
	test-suite/interpolations.cpp (1.19), test-suite/testsuite.vcproj
	(1.19):

	fixed for VC7.1 with Language Extensions disabled

2004-08-19 12:33  Luigi Ballabio

	* configure.ac (1.51), ql/userconfig.hpp (1.12):

	Add par/indexed coupon configuration option to ./configure

2004-08-19 12:32  Luigi Ballabio

	* ql/Currencies/: asia.hpp (1.4), europe.hpp (1.4):

	Added missing data

2004-08-19 08:38  dicesare

	* ql/TermStructures/: ratehelpers.cpp (1.54), ratehelpers.hpp
	(1.44):

	replace dayCounter of dummyIndex with the correct one for Euribor
	index (Act360)

2004-08-19 08:27  dicesare

	* test-suite/: capfloor.cpp (1.38), swap.cpp (1.24), swaption.cpp
	(1.30):

	Add QL_USE_INDEXED_COUPON flag to switch between ParCoupon and
	UpFrontIndexedCoupon in SimpleSwap. Default is undefined

2004-08-19 08:24  dicesare

	* ql/: userconfig.hpp (1.11), Instruments/simpleswap.cpp (1.51):

	Add QL_USE_INDEXED_COUPON flag to switch between ParCoupon and
	UpFrontIndexedCoupon in SimpleSwap. Default is undefined

2004-08-17 17:48  Ferdinando Ametrano

	* ql/PricingEngines/Forward/forwardengine.hpp (1.10):

	more palatable to VC7 (if correct: Luigi?)

2004-08-17 17:44  Luigi Ballabio

	* quantlib.el (1.13), ql/currency.hpp (1.19), ql/money.cpp (1.2),
	ql/Currencies/africa.hpp (1.3), ql/Currencies/america.hpp (1.3),
	ql/Currencies/asia.hpp (1.3), ql/Currencies/europe.hpp (1.3),
	ql/Currencies/oceania.hpp (1.3):

	Added format string to currency specification

2004-08-17 17:30  Ferdinando Ametrano

	* ql/: disposable.hpp (1.6), solver1d.hpp (1.26):

	more palatable to VC7 (if correct: Luigi?)

2004-08-17 15:48  Luigi Ballabio

	* configure.ac (1.50), ql/basicdataformatters.cpp (1.12),
	ql/basicdataformatters.hpp (1.8), ql/config.ansi.hpp (1.25),
	ql/config.bcc.hpp (1.28), ql/config.msvc.hpp (1.49),
	ql/config.mwcw.hpp (1.24), ql/dataformatters.cpp (1.39),
	ql/dataformatters.hpp (1.38), ql/qldefines.hpp (1.81),
	test-suite/distributions.cpp (1.18), test-suite/operators.cpp
	(1.11):

	C functions replaced with C++ streams

2004-08-17 15:47  Luigi Ballabio

	* ql/Volatilities/localvolsurface.hpp (1.22):

	Typos fixed

2004-08-17 15:11  Ferdinando Ametrano

	* Examples/AmericanOption/AmericanOption.vcproj (1.7),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.7),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.7),
	Examples/EuropeanOption/EuropeanOption.vcproj (1.7),
	Examples/Swap/Swap.vcproj (1.7), test-suite/testsuite.vcproj
	(1.18):

	warning avoided ("edit and continue" is now enabled)

2004-08-17 13:53  Ferdinando Ametrano

	* QuantLib.vcproj (1.28),
	Examples/AmericanOption/AmericanOption.vcproj (1.6),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.6),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.6),
	Examples/EuropeanOption/EuropeanOption.vcproj (1.6),
	Examples/Swap/Swap.vcproj (1.6),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.5),
	test-suite/testsuite.vcproj (1.17):

	few more optimizations enabled

2004-08-17 11:34  Luigi Ballabio

	* ql/CashFlows/: parcoupon.cpp (1.13), parcoupon.hpp (1.11):

	day counter added (to be used for spread and past fixings)

2004-08-17 11:31  Luigi Ballabio

	* ql/CashFlows/indexcashflowvectors.hpp (1.21):

	A bit more documentation

2004-08-17 11:29  Luigi Ballabio

	* ql/exercise.cpp (1.11):

	Added check for null date vector

2004-08-17 11:00  Ferdinando Ametrano

	* Docs/pages/usage.docs (1.16):

	updated for VC7 (.NET)

2004-08-17 10:01  Ferdinando Ametrano

	* ql/exchangerate.cpp (1.3):

	Borland warning avoided

2004-08-17 09:47  Luigi Ballabio

	* ql/: exchangerate.cpp (1.2), exchangerate.hpp (1.2),
	Currencies/exchangeratemanager.hpp (1.2):

	Fix for incomplete data type in ExchangeRate

2004-08-17 09:45  Luigi Ballabio

	* ql/Currencies/exchangeratemanager.cpp (1.2):

	Fix for triangulated lookup

2004-08-17 09:44  Luigi Ballabio

	* ql/Indexes/: indexmanager.cpp (1.2), indexmanager.hpp (1.2):

	Added correct constness to methods

2004-08-17 09:41  Luigi Ballabio

	* ql/: relinkablehandle.hpp (1.24), Instruments/stock.cpp (1.19),
	Instruments/swap.cpp (1.36), Indexes/xibor.cpp (1.22),
	PricingEngines/Quanto/quantoengine.hpp (1.10), quote.hpp (1.3):

	Fixed Handle documentation; deprecated isNull() in favor of empty()

2004-08-17 09:37  Luigi Ballabio

	* Docs/pages/resources.docs (1.8):

	Links fixed

2004-08-17 09:27  Ferdinando Ametrano

	* QuantLib.dsp (1.244), QuantLib.dsw (1.13), QuantLib.mak (1.223),
	test-suite/testsuite.dsp (1.41), test-suite/testsuite.mak (1.60):

	VC6 catching up

2004-08-17 09:18  Ferdinando Ametrano

	* ql/makefile.mak (1.60), ql/Currencies/makefile.mak (1.1),
	ql/Indexes/makefile.mak (1.20), test-suite/makefile.mak (1.43):

	Borland catching up

2004-08-17 09:08  Ferdinando Ametrano

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

	VC7 catching up

2004-08-16 22:31  dicesare

	* ql/CashFlows/indexcashflowvectors.hpp (1.20):

	clean documentation

2004-08-16 18:16  Ferdinando Ametrano

	* QuantLib.vcproj (1.27), test-suite/testsuite.vcproj (1.16):

	VC7 catching up

2004-08-16 13:23  Luigi Ballabio

	* ql/: Indexes/audlibor.hpp (1.19), Indexes/cadlibor.hpp (1.19),
	Indexes/chflibor.hpp (1.17), Indexes/euribor.hpp (1.22),
	Indexes/gbplibor.hpp (1.24), Indexes/jpylibor.hpp (1.18),
	Indexes/usdlibor.hpp (1.24), Indexes/xibor.hpp (1.33),
	Indexes/zarlibor.hpp (1.17), TermStructures/ratehelpers.cpp (1.53):

	Using new currency objects

2004-08-16 13:23  Luigi Ballabio

	* ql/: CashFlows/parcoupon.cpp (1.12), Indexes/xibor.cpp (1.21):

	Using new index manager

2004-08-16 13:22  Luigi Ballabio

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

	New index manager added

2004-08-16 13:18  Luigi Ballabio

	* ql/Indexes/: Makefile.am (1.10), indexmanager.cpp (1.1),
	indexmanager.hpp (1.1), xibormanager.cpp (1.16), xibormanager.hpp
	(1.15):

	New index manager added

2004-08-16 13:16  Luigi Ballabio

	* ql/: Currencies/.cvsignore (1.2), Currencies/Makefile.am (1.5),
	Currencies/all.hpp (1.5), Currencies/exchangeratemanager.cpp (1.1),
	Currencies/exchangeratemanager.hpp (1.1), Patterns/Makefile.am
	(1.15), Patterns/all.hpp (1.2), Patterns/singleton.hpp (1.1):

	Exchange-rate manager added (with smart lookup)

2004-08-16 13:14  Luigi Ballabio

	* ql/exchangerate.cpp (1.1), ql/exchangerate.hpp (1.1),
	ql/money.cpp (1.1), ql/money.hpp (1.1), test-suite/Makefile.am
	(1.40), test-suite/exchangerate.cpp (1.1),
	test-suite/exchangerate.hpp (1.1), test-suite/money.cpp (1.1),
	test-suite/money.hpp (1.1), test-suite/quantlibtestsuite.cpp
	(1.78), ql/Makefile.am (1.63), ql/core.hpp (1.6):

	Money and ExchangeRate classes added

2004-08-16 13:13  Luigi Ballabio

	* ql/: currency.cpp (1.2), currency.hpp (1.18),
	Currencies/africa.hpp (1.2), Currencies/america.hpp (1.2),
	Currencies/asia.hpp (1.2), Currencies/europe.hpp (1.2),
	Currencies/oceania.hpp (1.2):

	A currency object is now less expensive to create or copy

2004-08-04 21:17  dicesare

	* ql/CashFlows/indexcashflowvectors.hpp (1.19):

	Correction of msvc6 bug with template function

2004-08-03 21:46  dicesare

	* ql/exercise.cpp (1.10):

	Type for BermudanExercise is "Bermudan" and not "American".

2004-08-03 21:42  dicesare

	* ql/basicdataformatters.hpp (1.7):

	add std::string header

2004-07-20 17:45  Luigi Ballabio

	* ql/Makefile.am (1.62), ql/basicdataformatters.cpp (1.11),
	ql/basicdataformatters.hpp (1.6), ql/currency.cpp (1.1),
	ql/currency.hpp (1.17), ql/dataformatters.cpp (1.38),
	ql/dataformatters.hpp (1.37), ql/dataparsers.cpp (1.16),
	ql/date.cpp (1.34), ql/date.hpp (1.29), ql/discretizedasset.hpp
	(1.14), ql/grid.hpp (1.23), ql/history.hpp (1.24), ql/option.hpp
	(1.33), ql/schedule.cpp (1.3), ql/solver1d.hpp (1.25),
	ql/termstructure.hpp (1.44), ql/voltermstructure.hpp (1.28),
	ql/DayCounters/actualactual.cpp (1.28),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.31),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.35),
	ql/Instruments/basketoption.cpp (1.8),
	ql/Instruments/basketoption.hpp (1.10),
	ql/Instruments/multiassetoption.hpp (1.9), ql/Math/array.hpp (1.6),
	ql/Math/bivariatenormaldistribution.hpp (1.7),
	ql/Math/chisquaredistribution.hpp (1.11),
	ql/Math/generalstatistics.cpp (1.15), ql/Math/generalstatistics.hpp
	(1.16), ql/Math/incrementalstatistics.cpp (1.13),
	ql/Math/incrementalstatistics.hpp (1.10), ql/Math/interpolation.hpp
	(1.30), ql/Math/interpolation2D.hpp (1.20),
	ql/Math/kronrodintegral.hpp (1.11), ql/Math/linearinterpolation.hpp
	(1.28), ql/Math/loglinearinterpolation.hpp (1.28),
	ql/Math/matrix.hpp (1.30), ql/Math/normaldistribution.hpp (1.29),
	ql/Math/poissondistribution.hpp (1.7), ql/Math/pseudosqrt.cpp
	(1.7), ql/Math/sequencestatistics.hpp (1.26),
	ql/Pricers/mcpricer.hpp (1.33),
	ql/PricingEngines/Asian/analyticdiscreteasianengine.cpp (1.3),
	ql/RandomNumbers/sobolrsg.cpp (1.29),
	ql/TermStructures/affinetermstructure.hpp (1.23),
	ql/Volatilities/blackconstantvol.hpp (1.27),
	ql/Volatilities/blackvariancecurve.cpp (1.13),
	ql/Volatilities/blackvariancesurface.cpp (1.13),
	test-suite/americanoption.cpp (1.22), test-suite/barrieroption.cpp
	(1.33), test-suite/calendars.cpp (1.17), test-suite/capfloor.cpp
	(1.37), test-suite/cliquetoption.cpp (1.8), test-suite/dates.cpp
	(1.8), test-suite/daycounters.cpp (1.11),
	test-suite/digitaloption.cpp (1.30),
	test-suite/dividendeuropeanoption.cpp (1.10),
	test-suite/europeanoption.cpp (1.70), test-suite/factorial.cpp
	(1.15), test-suite/forwardoption.cpp (1.9),
	test-suite/jumpdiffusion.cpp (1.25), test-suite/matrices.cpp
	(1.21), test-suite/mersennetwister.cpp (1.14),
	test-suite/old_pricers.cpp (1.54),
	test-suite/piecewiseflatforward.cpp (1.23),
	test-suite/quantooption.cpp (1.11), test-suite/quotes.cpp (1.6),
	test-suite/swap.cpp (1.23), test-suite/swaption.cpp (1.29),
	test-suite/termstructures.cpp (1.21):

	Moved data formatters with their classes (which tries to minimize
	coupling between headers)

2004-07-20 09:11  Luigi Ballabio

	* ql/: basicdataformatters.cpp (1.10), basicdataformatters.hpp
	(1.5), dataformatters.cpp (1.37), dataformatters.hpp (1.36):

	Left only basic data formatters in basicdataformatters

2004-07-19 17:54  Luigi Ballabio

	* ql/Currencies/: Makefile.am (1.4), africa.hpp (1.1), all.hpp
	(1.4), america.hpp (1.1), asia.hpp (1.1), audcurrency.hpp (1.4),
	cadcurrency.hpp (1.4), chfcurrency.hpp (1.4), demcurrency.hpp
	(1.4), eurcurrency.hpp (1.4), europe.hpp (1.1), gbpcurrency.hpp
	(1.4), itlcurrency.hpp (1.4), jpycurrency.hpp (1.4), oceania.hpp
	(1.1), usdcurrency.hpp (1.4), zarcurrency.hpp (1.4):

	More currencies added; partitioned by continent

2004-07-16 17:55  Luigi Ballabio

	* configure.ac (1.49), quantlib.el (1.11), ql/Makefile.am (1.61),
	ql/currency.hpp (1.16), ql/quantlib.hpp (1.148),
	ql/Currencies/.cvsignore (1.1), ql/Currencies/Makefile.am (1.3),
	ql/Currencies/all.hpp (1.3), ql/Currencies/audcurrency.hpp (1.3),
	ql/Currencies/cadcurrency.hpp (1.3), ql/Currencies/chfcurrency.hpp
	(1.3), ql/Currencies/demcurrency.hpp (1.3),
	ql/Currencies/eurcurrency.hpp (1.3), ql/Currencies/gbpcurrency.hpp
	(1.3), ql/Currencies/itlcurrency.hpp (1.3),
	ql/Currencies/jpycurrency.hpp (1.3), ql/Currencies/usdcurrency.hpp
	(1.3), ql/Currencies/zarcurrency.hpp (1.3), ql/Math/rounding.cpp
	(1.4), ql/Math/rounding.hpp (1.8), test-suite/rounding.cpp (1.3):

	Added a few currency classes

2004-07-15 11:42  Luigi Ballabio

	* ql/: MonteCarlo/pathpricer.hpp (1.23),
	Pricers/mcdiscretearithmeticapo.cpp (1.32),
	Pricers/mcdiscretearithmeticaso.cpp (1.33), Pricers/mceverest.cpp
	(1.39), Pricers/mchimalaya.cpp (1.42), Pricers/mcmaxbasket.cpp
	(1.38), Pricers/mcpagoda.cpp (1.41),
	PricingEngines/Barrier/mcbarrierengine.cpp (1.9),
	PricingEngines/Barrier/mcbarrierengine.hpp (1.19),
	PricingEngines/Basket/mcbasketengine.cpp (1.7),
	PricingEngines/Basket/mcbasketengine.hpp (1.21),
	PricingEngines/Vanilla/mcdigitalengine.cpp (1.9),
	PricingEngines/Vanilla/mcdigitalengine.hpp (1.20),
	PricingEngines/Vanilla/mceuropeanengine.hpp (1.21):

	path pricers can choose how to discount payoff

2004-07-12 15:09  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.64):

	Using G2 for pricing (slowish--number of steps was reduced)

2004-07-07 19:09  Ferdinando Ametrano

	* QuantLib.dsp (1.243), QuantLib.mak (1.222),
	Examples/AmericanOption/AmericanOption.mak (1.15),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.36),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.54),
	Examples/EuropeanOption/EuropeanOption.mak (1.54),
	Examples/Swap/Swap.mak (1.52),
	functions/ql/Functions/QuantLibFunctions.dsp (1.7),
	functions/ql/Functions/QuantLibFunctions.mak (1.6),
	test-suite/testsuite.mak (1.59):

	catching up

2004-07-07 19:00  Ferdinando Ametrano

	* QuantLib.sln (1.9), QuantLib.vcproj (1.26), makefile.mak (1.57),
	Examples/AmericanOption/AmericanOption.vcproj (1.5),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.5),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.5),
	Examples/EuropeanOption/EuropeanOption.vcproj (1.5),
	Examples/Swap/Swap.vcproj (1.5),
	functions/ql/Functions/makefile.mak (1.5), ql/makefile.mak (1.59),
	ql/Pricers/makefile.mak (1.46),
	ql/PricingEngines/Vanilla/juquadraticengine.cpp (1.2),
	ql/PricingEngines/Vanilla/makefile.mak (1.14):

	catching up

2004-07-07 18:49  Luigi Ballabio

	* INSTALL.txt (1.6), QuantLib.nsi (1.103), QuantLib.sln (1.8),
	Docs/pages/install.docs (1.11), functions/ql/Functions/Makefile.am
	(1.5):

	Merged 0.3.7 branch

2004-07-07 16:55  Ferdinando Ametrano

	* QuantLib.nsi (1.100.2.3):

	no .txt file under the function folder to be distributed

2004-07-07 16:54  Ferdinando Ametrano

	* QuantLib.sln (1.6.2.2):

	removing wrong paths

2004-07-07 16:41  Ferdinando Ametrano

	* QuantLib.nsi (1.100.2.2):

	missing folder

2004-07-07 16:38  Ferdinando Ametrano

	* INSTALL.txt (1.4.4.2), Docs/pages/install.docs (1.10.4.1):

	updated install instructions

2004-07-07 16:37  Ferdinando Ametrano

	* functions/ql/Functions/Makefile.am (1.4.2.1):

	missing file needed for Win32 distribution

2004-07-07 16:36  Luigi Ballabio

	* .cvsignore (1.11), Authors.txt (1.14), BUGS.txt (1.3),
	ChangeLog.txt (1.46), Contributors.txt (1.23), FAQ.txt (1.2),
	History.txt (1.24), INSTALL.txt (1.5), Makefile.am (1.89), News.txt
	(1.40), QuantLib.mak (1.221), QuantLib.nsi (1.102), QuantLib.sln
	(1.7), Readme.txt (1.21), acinclude.m4 (1.12), configure.ac (1.47),
	quantlib-config.in (1.7), Docs/.cvsignore (1.5), Docs/Makefile.am
	(1.68), Docs/quantlib.doxy (1.88), Docs/Examples/.cvsignore (1.2),
	Docs/images/.cvsignore (1.2), Docs/images/QL.eps (1.2),
	Docs/pages/.cvsignore (1.2), Docs/pages/authors.docs (1.29),
	Docs/pages/history.docs (1.16), Docs/pages/overview.docs (1.17),
	Docs/pages/usage.docs (1.15), Examples/.cvsignore (1.2),
	Examples/Examples.dsw (1.7), Examples/Examples.sln (1.2),
	Examples/Makefile.am (1.22), Examples/AmericanOption/.cvsignore
	(1.5), Examples/AmericanOption/AmericanOption.mak (1.14),
	Examples/BermudanSwaption/.cvsignore (1.10),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.35),
	Examples/DiscreteHedging/.cvsignore (1.10),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.53),
	Examples/EuropeanOption/.cvsignore (1.10),
	Examples/EuropeanOption/EuropeanOption.mak (1.53),
	Examples/EuropeanOption/quanto.leftover (1.4),
	Examples/Swap/.cvsignore (1.10), Examples/Swap/Swap.mak (1.51),
	config/.cvsignore (1.4), dev_tools/tgz2zip (1.4),
	functions/.cvsignore (1.2), functions/ql/.cvsignore (1.2),
	functions/ql/Functions/.cvsignore (1.3), man/.cvsignore (1.2),
	ql/.cvsignore (1.13), ql/Makefile.am (1.60), ql/calendar.cpp
	(1.30), ql/Calendars/.cvsignore (1.9), ql/CashFlows/.cvsignore
	(1.9), ql/DayCounters/.cvsignore (1.9),
	ql/FiniteDifferences/.cvsignore (1.9), ql/Indexes/.cvsignore (1.9),
	ql/Instruments/.cvsignore (1.9), ql/Lattices/.cvsignore (1.9),
	ql/Math/.cvsignore (1.9), ql/MonteCarlo/.cvsignore (1.9),
	ql/Optimization/.cvsignore (1.9), ql/Patterns/.cvsignore (1.2),
	ql/Pricers/.cvsignore (1.9), ql/PricingEngines/.cvsignore (1.9),
	ql/PricingEngines/Asian/.cvsignore (1.3),
	ql/PricingEngines/Barrier/.cvsignore (1.3),
	ql/PricingEngines/Basket/.cvsignore (1.3),
	ql/PricingEngines/CapFloor/.cvsignore (1.4),
	ql/PricingEngines/CapFloor/treecapfloorengine.hpp (1.4),
	ql/PricingEngines/Cliquet/.cvsignore (1.3),
	ql/PricingEngines/Forward/.cvsignore (1.3),
	ql/PricingEngines/Quanto/.cvsignore (1.3),
	ql/PricingEngines/Swaption/.cvsignore (1.4),
	ql/PricingEngines/Swaption/discretizedswaption.hpp (1.5),
	ql/PricingEngines/Vanilla/.cvsignore (1.3),
	ql/RandomNumbers/.cvsignore (1.9), ql/ShortRateModels/.cvsignore
	(1.9), ql/ShortRateModels/CalibrationHelpers/.cvsignore (1.9),
	ql/ShortRateModels/OneFactorModels/.cvsignore (1.9),
	ql/ShortRateModels/TwoFactorModels/.cvsignore (1.9),
	ql/Solvers1D/.cvsignore (1.9), ql/TermStructures/.cvsignore (1.9),
	ql/Utilities/.cvsignore (1.2), ql/Volatilities/.cvsignore (1.4),
	test-suite/.cvsignore (1.15), test-suite/Makefile.am (1.39),
	test-suite/testsuite.mak (1.58):

	Merged 0.3.7 branch

2004-07-06 20:01  Ferdinando Ametrano

	* QuantLib.mak (1.220.2.1), QuantLib.nsi (1.100.2.1),
	Examples/AmericanOption/AmericanOption.mak (1.13.2.1),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.34.2.1),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.52.2.1),
	Examples/EuropeanOption/EuropeanOption.mak (1.52.2.1),
	Examples/Swap/Swap.mak (1.50.2.1), test-suite/testsuite.mak
	(1.57.2.1):

	VC6 final touches

2004-07-06 19:54  Ferdinando Ametrano

	* INSTALL.txt (1.4.4.1), QuantLib.sln (1.6.2.1), Readme.txt
	(1.20.4.1), Examples/Examples.sln (1.1.4.1):

	VC.NET and Borland final touches

2004-07-05 18:50  Luigi Ballabio

	* Authors.txt (1.13.6.1), Contributors.txt (1.22.6.1),
	Docs/pages/authors.docs (1.28.4.1):

	Added authors' affiliations

2004-07-05 18:49  Luigi Ballabio

	* dev_tools/tgz2zip (1.3.4.1):

	More robust regex (that is, one which would have worked even if I
	had't removed a few extensions)

2004-06-28 17:57  Luigi Ballabio

	* quantlib-config.in (1.6.4.2), Docs/images/QL.eps (1.1.16.1),
	ql/Instruments/swaption.hpp (1.40.4.1):

	Miscellaneous fixes

2004-06-28 17:54  Luigi Ballabio

	* acinclude.m4 (1.11.4.1), configure.ac (1.45.4.1),
	test-suite/Makefile.am (1.38.2.1):

	Better checks for Boost components

2004-06-28 17:53  Luigi Ballabio

	* Makefile.am (1.88.2.1):

	Better rules

2004-06-28 17:48  Luigi Ballabio

	* Docs/Makefile.am (1.67.2.1), Examples/Makefile.am (1.21.4.1):

	Better rules

2004-06-28 17:43  Luigi Ballabio

	* BUGS.txt (1.2.4.2):

	Updated

2004-06-28 17:39  Luigi Ballabio

	* FAQ.txt (1.1.2.1):

	First (not really frequently asked) question

2004-06-28 17:38  Luigi Ballabio

	* quantlib.el (1.10), Examples/AmericanOption/AmericanOption.cpp
	(1.28), Examples/BermudanSwaption/BermudanSwaption.cpp (1.63),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.40),
	Examples/EuropeanOption/EuropeanOption.cpp (1.111),
	Examples/Swap/swapvaluation.cpp (1.51), ql/quote.hpp (1.2),
	ql/relinkablehandle.hpp (1.23), ql/stochasticprocess.cpp (1.5),
	ql/stochasticprocess.hpp (1.18),
	ql/CashFlows/basispointsensitivity.cpp (1.9),
	ql/CashFlows/basispointsensitivity.hpp (1.18),
	ql/Indexes/audlibor.hpp (1.18), ql/Indexes/cadlibor.hpp (1.18),
	ql/Indexes/chflibor.hpp (1.16), ql/Indexes/euribor.hpp (1.21),
	ql/Indexes/gbplibor.hpp (1.23), ql/Indexes/jpylibor.hpp (1.17),
	ql/Indexes/usdlibor.hpp (1.23), ql/Indexes/xibor.hpp (1.32),
	ql/Indexes/zarlibor.hpp (1.16), ql/Instruments/capfloor.cpp (1.56),
	ql/Instruments/capfloor.hpp (1.49),
	ql/Instruments/oneassetoption.cpp (1.15),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.26),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.22),
	ql/Instruments/quantovanillaoption.cpp (1.33),
	ql/Instruments/quantovanillaoption.hpp (1.30),
	ql/Instruments/simpleswap.cpp (1.50), ql/Instruments/simpleswap.hpp
	(1.48), ql/Instruments/stock.cpp (1.18), ql/Instruments/stock.hpp
	(1.17), ql/Instruments/swap.cpp (1.35), ql/Instruments/swap.hpp
	(1.30), ql/Instruments/swaption.cpp (1.44),
	ql/Instruments/swaption.hpp (1.41), ql/MonteCarlo/pathpricer.hpp
	(1.22), ql/Pricers/mccliquetoption.cpp (1.31),
	ql/Pricers/mccliquetoption.hpp (1.21),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.31),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.25),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.32),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.24),
	ql/Pricers/mceverest.cpp (1.38), ql/Pricers/mceverest.hpp (1.26),
	ql/Pricers/mchimalaya.cpp (1.41), ql/Pricers/mchimalaya.hpp (1.25),
	ql/Pricers/mcmaxbasket.cpp (1.37), ql/Pricers/mcmaxbasket.hpp
	(1.26), ql/Pricers/mcpagoda.cpp (1.40), ql/Pricers/mcpagoda.hpp
	(1.27), ql/Pricers/mcperformanceoption.cpp (1.27),
	ql/Pricers/mcperformanceoption.hpp (1.19),
	ql/PricingEngines/blackmodel.hpp (1.5),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.8),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.18),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.6),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.20),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.8),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.9),
	ql/PricingEngines/Forward/forwardengine.hpp (1.9),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.9),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.15),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.22),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.8),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.19),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.20),
	ql/ShortRateModels/calibrationhelper.hpp (1.23),
	ql/ShortRateModels/model.hpp (1.31),
	ql/ShortRateModels/parameter.hpp (1.20),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.38),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.17),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.38),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.15),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.19),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.17),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.25),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.23), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.21),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.22),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.23),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.26),
	ql/TermStructures/drifttermstructure.hpp (1.10),
	ql/TermStructures/flatforward.hpp (1.38),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.20),
	ql/TermStructures/impliedtermstructure.hpp (1.18),
	ql/TermStructures/quantotermstructure.hpp (1.13),
	ql/TermStructures/ratehelpers.cpp (1.52),
	ql/TermStructures/ratehelpers.hpp (1.43),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.21),
	ql/Volatilities/blackconstantvol.hpp (1.26),
	ql/Volatilities/impliedvoltermstructure.hpp (1.14),
	ql/Volatilities/localconstantvol.hpp (1.23),
	ql/Volatilities/localvolcurve.hpp (1.14),
	ql/Volatilities/localvolsurface.cpp (1.15),
	ql/Volatilities/localvolsurface.hpp (1.21),
	test-suite/americanoption.cpp (1.21), test-suite/asianoptions.cpp
	(1.25), test-suite/barrieroption.cpp (1.32),
	test-suite/basketoption.cpp (1.26), test-suite/capfloor.cpp (1.36),
	test-suite/cliquetoption.cpp (1.7), test-suite/compoundforward.cpp
	(1.18), test-suite/digitaloption.cpp (1.29),
	test-suite/dividendeuropeanoption.cpp (1.9),
	test-suite/europeanoption.cpp (1.69), test-suite/forwardoption.cpp
	(1.8), test-suite/instruments.cpp (1.12),
	test-suite/jumpdiffusion.cpp (1.24), test-suite/old_pricers.cpp
	(1.53), test-suite/piecewiseflatforward.cpp (1.22),
	test-suite/quantooption.cpp (1.10), test-suite/quotes.cpp (1.5),
	test-suite/swap.cpp (1.22), test-suite/swaption.cpp (1.28),
	test-suite/termstructures.cpp (1.20), test-suite/utilities.cpp
	(1.11):

	Renamed RelinkableHandle to Handle (it is now available and it's
	shorter)

2004-06-17 18:50  Luigi Ballabio

	* ql/: Instruments/simpleswap.cpp (1.49),
	Instruments/simpleswap.hpp (1.47),
	PricingEngines/CapFloor/discretizedcapfloor.cpp (1.5),
	PricingEngines/CapFloor/discretizedcapfloor.hpp (1.5),
	PricingEngines/Swaption/discretizedswaption.cpp (1.5):

	Added current coupon to discretized swap and cap/floor

2004-06-17 10:19  Luigi Ballabio

	* ql/PricingEngines/: CapFloor/treecapfloorengine.hpp (1.2.4.1),
	Swaption/discretizedswaption.hpp (1.1.4.1):

	Reported known bugs

2004-06-17 09:25  Luigi Ballabio

	* quantlib-config.in (1.6.4.1), ql/Makefile.am (1.58.2.1),
	ql/calendar.cpp (1.29.2.1):

	Removed dependency on boost::regex

2004-06-16 18:26  Luigi Ballabio

	* Changes.txt (1.2), ql/discretizedasset.hpp (1.12),
	ql/PricingEngines/CapFloor/discretizedcapfloor.hpp (1.4),
	ql/PricingEngines/CapFloor/treecapfloorengine.cpp (1.5),
	ql/PricingEngines/Swaption/discretizedswaption.hpp (1.4),
	ql/PricingEngines/Swaption/treeswaptionengine.cpp (1.5),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.6),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.37),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.37):

	Completed reworking (for the time being)

2004-06-16 16:28  Luigi Ballabio

	* ql/FiniteDifferences/: americancondition.hpp (1.25),
	shoutcondition.hpp (1.21), stepcondition.hpp (1.15):

	Some more discretized-asset reworking

2004-06-16 15:58  Luigi Ballabio

	* ql/: discretizedasset.hpp (1.11),
	PricingEngines/CapFloor/discretizedcapfloor.cpp (1.4),
	PricingEngines/CapFloor/discretizedcapfloor.hpp (1.3),
	PricingEngines/CapFloor/treecapfloorengine.cpp (1.4),
	PricingEngines/Swaption/discretizedswaption.cpp (1.4),
	PricingEngines/Swaption/discretizedswaption.hpp (1.3),
	PricingEngines/Swaption/treeswaptionengine.cpp (1.4),
	PricingEngines/Vanilla/binomialengine.hpp (1.14),
	PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.5):

	Some more reworking

2004-06-16 09:26  Luigi Ballabio

	* ql/: discretizedasset.cpp (1.7), discretizedasset.hpp (1.10),
	numericalmethod.hpp (1.17),
	PricingEngines/CapFloor/discretizedcapfloor.cpp (1.3),
	PricingEngines/CapFloor/treecapfloorengine.cpp (1.3),
	PricingEngines/Swaption/discretizedswaption.cpp (1.3),
	PricingEngines/Swaption/treeswaptionengine.cpp (1.3),
	PricingEngines/Vanilla/binomialengine.hpp (1.13):

	Some more reworking

2004-06-15 16:37  Luigi Ballabio

	* Changes.txt (1.1):

	Added file for logging changes

2004-06-15 16:30  Luigi Ballabio

	* ql/: discretizedasset.cpp (1.6), discretizedasset.hpp (1.9),
	numericalmethod.hpp (1.16), Lattices/lattice.cpp (1.26),
	Lattices/lattice.hpp (1.17),
	PricingEngines/CapFloor/discretizedcapfloor.cpp (1.2),
	PricingEngines/CapFloor/discretizedcapfloor.hpp (1.2),
	PricingEngines/CapFloor/treecapfloorengine.cpp (1.2),
	PricingEngines/Swaption/discretizedswaption.cpp (1.2),
	PricingEngines/Swaption/discretizedswaption.hpp (1.2),
	PricingEngines/Swaption/treeswaptionengine.cpp (1.2),
	PricingEngines/Vanilla/binomialengine.hpp (1.12),
	PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.8),
	PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.4):

	Partial reworking of discretized assets and numerical methods

2004-06-11 23:16  Neil Firth

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

	Implemented Ju 1999 "An Approximate Formula For Pricing American
	Option" Journal of Derivatives, Winter 1999 This is a more accurate
	quadratic style approximation, like BAW.  Note that the critical
	stock price routine is identical. I haven't implemented the
	equation in Ju yet, but the BAW routine seems to work fine.  Type
	in Exhbits 4 and 5 if you have some spare time...

2004-06-11 23:15  Neil Firth

	* ql/PricingEngines/Vanilla/: juquadraticengine.cpp (1.1),
	juquadraticengine.hpp (1.1):

	Implemented Ju 1999 "An Approximate Formula For Pricing American
	Option" Journal of Derivatives, Winter 1999 This is a more accurate
	quadratic style approximation, like BAW.  Note that the critical
	stock price routine is identical. I haven't implemented the
	equation in Ju yet, but the BAW routine seems to work fine.

2004-06-10 15:09  Luigi Ballabio

	* QuantLib.dsp (1.242), QuantLib.nsi (1.101), QuantLib.vcproj
	(1.25), configure.ac (1.46), Docs/quantlib.doxy (1.87),
	dev_tools/version_number.txt (1.43),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.4),
	ql/Makefile.am (1.59), ql/basicdataformatters.cpp (1.9),
	ql/basicdataformatters.hpp (1.4), ql/calendar.hpp (1.43),
	ql/core.hpp (1.5), ql/currency.hpp (1.15), ql/diffusionprocess.hpp
	(1.31), ql/handle.hpp (1.22), ql/instrument.hpp (1.35),
	ql/numericalmethod.hpp (1.15), ql/option.hpp (1.32),
	ql/qldefines.hpp (1.79), ql/schedule.cpp (1.2), ql/schedule.hpp
	(1.2), ql/stochasticprocess.hpp (1.17), ql/Calendars/Makefile.am
	(1.25), ql/Calendars/all.hpp (1.8), ql/Calendars/frankfurt.hpp
	(1.20), ql/Calendars/london.hpp (1.23), ql/Calendars/milan.hpp
	(1.21), ql/Calendars/newyork.hpp (1.24),
	ql/CashFlows/cashflowvectors.cpp (1.36),
	ql/CashFlows/cashflowvectors.hpp (1.29),
	ql/CashFlows/indexcashflowvectors.hpp (1.18),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.34),
	ql/Indexes/xibor.hpp (1.31), ql/Instruments/payoffs.hpp (1.14),
	ql/Instruments/simpleswap.cpp (1.48), ql/Instruments/simpleswap.hpp
	(1.46), ql/MonteCarlo/mctypedefs.hpp (1.36),
	ql/MonteCarlo/montecarlomodel.hpp (1.33), ql/MonteCarlo/path.hpp
	(1.24), ql/Patterns/bridge.hpp (1.12), ql/Patterns/composite.hpp
	(1.7), ql/Patterns/observable.hpp (1.21), ql/Pricers/Makefile.am
	(1.43), ql/Pricers/all.hpp (1.6),
	ql/Pricers/cliquetoptionpricer.cpp (1.3),
	ql/Pricers/cliquetoptionpricer.hpp (1.3),
	ql/Pricers/continuousgeometricapo.hpp (1.19),
	ql/Pricers/dividendeuropeanoption.cpp (1.16),
	ql/Pricers/dividendeuropeanoption.hpp (1.13),
	ql/Pricers/mcbasket.cpp (1.37), ql/Pricers/mcbasket.hpp (1.29),
	ql/Pricers/mcpagoda.cpp (1.39), ql/Pricers/performanceoption.cpp
	(1.16), ql/Pricers/performanceoption.hpp (1.12),
	ql/PricingEngines/americanpayoffatexpiry.cpp (1.3),
	ql/PricingEngines/americanpayoffathit.cpp (1.3),
	ql/PricingEngines/blackformula.cpp (1.8),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.14),
	ql/PricingEngines/Basket/stulzengine.cpp (1.18),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp (1.3),
	ql/PricingEngines/CapFloor/blackcapfloorengine.hpp (1.3),
	ql/PricingEngines/CapFloor/treecapfloorengine.hpp (1.3),
	ql/PricingEngines/Swaption/blackswaptionengine.hpp (1.3),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp (1.3),
	ql/PricingEngines/Swaption/treeswaptionengine.hpp (1.3),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.18),
	ql/RandomNumbers/Makefile.am (1.17), ql/RandomNumbers/all.hpp
	(1.4), ql/RandomNumbers/core.hpp (1.2),
	ql/RandomNumbers/rngtypedefs.hpp (1.30),
	ql/ShortRateModels/calibrationhelper.hpp (1.22),
	ql/TermStructures/compoundforward.hpp (1.31),
	ql/TermStructures/extendeddiscountcurve.hpp (1.14),
	ql/TermStructures/ratehelpers.cpp (1.51),
	ql/TermStructures/ratehelpers.hpp (1.42),
	test-suite/digitaloption.cpp (1.28),
	test-suite/dividendeuropeanoption.cpp (1.8),
	test-suite/europeanoption.cpp (1.68), test-suite/forwardoption.cpp
	(1.7), test-suite/jumpdiffusion.cpp (1.23),
	test-suite/old_pricers.cpp (1.52), test-suite/old_pricers.hpp
	(1.14), test-suite/quantooption.cpp (1.9):

	Increased version number and removed deprecated stuff

2004-06-09 18:16  Ferdinando Ametrano

	* QuantLib.dsp (1.241), QuantLib.mak (1.220):

	catching up

2004-06-09 17:26  Ferdinando Ametrano

	* QuantLib.sln (1.6), QuantLib.vcproj (1.24), ql/makefile.mak
	(1.58):

	catching up

2004-06-09 10:43  Luigi Ballabio

	* ql/: PricingEngines/blackformula.hpp (1.18),
	ShortRateModels/OneFactorModels/hullwhite.hpp (1.21):

	Added known bugs to docs

2004-06-08 16:33  Luigi Ballabio

	* ql/Makefile.am (1.58), ql/core.hpp (1.4), ql/marketelement.hpp
	(1.23), ql/quote.hpp (1.1), ql/schedule.cpp (1.1), ql/schedule.hpp
	(1.1), ql/scheduler.cpp (1.28), ql/scheduler.hpp (1.26),
	ql/termstructure.hpp (1.43), ql/voltermstructure.hpp (1.27),
	ql/CashFlows/cashflowvectors.hpp (1.28),
	ql/CashFlows/indexcashflowvectors.hpp (1.17),
	ql/Instruments/simpleswap.hpp (1.45), ql/Instruments/stock.hpp
	(1.16), test-suite/quotes.cpp (1.4), test-suite/quotes.hpp (1.3):

	Renamed files named after obsolete classes

2004-06-08 15:50  Luigi Ballabio

	* Examples/EuropeanOption/EuropeanOption.cpp (1.110),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.19),
	test-suite/europeanoption.cpp (1.67):

	Made syntax palatable to VC6

2004-06-08 11:31  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.62):

	lighter and easier example

2004-06-08 11:28  Ferdinando Ametrano

	* ql/PricingEngines/Swaption/makefile.mak (1.10), QuantLib.vcproj
	(1.23):

	catching up

2004-06-08 11:28  Ferdinando Ametrano

	* ql/ShortRateModels/TwoFactorModels/g2.cpp (1.22):

	(-1.0, 1.0) constraint for rho

2004-06-08 11:26  Ferdinando Ametrano

	* ql/Optimization/criteria.hpp (1.19):

	no message

2004-06-07 18:32  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.61):

	more readable inputs

2004-06-07 17:54  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.60):

	more readable inputs

2004-06-07 17:41  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.59):

	using G2 (with unsatisfactory results...)

2004-06-07 17:39  Ferdinando Ametrano

	* ql/ShortRateModels/TwoFactorModels/: g2.cpp (1.21), g2.hpp
	(1.25):

	default value for rho (-0.75) acceptable given the bounday
	constraint on rho (-1.0, -0.65)

2004-06-07 14:31  Luigi Ballabio

	* ql/PricingEngines/Swaption/: Makefile.am (1.5),
	g2swaptionengine.cpp (1.2), g2swaptionengine.hpp (1.2):

	Saved a file (it was but one line after all)

2004-06-07 14:30  Luigi Ballabio

	* ql/ShortRateModels/TwoFactorModels/: g2.cpp (1.20), g2.hpp
	(1.24):

	untabified

2004-06-07 14:04  Ferdinando Ametrano

	* QuantLib.nsi (1.100):

	updated

2004-06-07 12:51  Ferdinando Ametrano

	* QuantLib.mak (1.219), Examples/AmericanOption/AmericanOption.mak
	(1.13), Examples/BermudanSwaption/BermudanSwaption.mak (1.34),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.52),
	Examples/EuropeanOption/EuropeanOption.mak (1.52),
	Examples/Swap/Swap.mak (1.50),
	functions/ql/Functions/QuantLibFunctions.mak (1.5),
	test-suite/testsuite.mak (1.57):

	updated

2004-06-07 12:49  Ferdinando Ametrano

	* QuantLib.vcproj (1.22), ql/PricingEngines/Swaption/Makefile.am
	(1.4), ql/PricingEngines/Swaption/all.hpp (1.4),
	ql/PricingEngines/Swaption/g2swaptionengine.cpp (1.1),
	ql/PricingEngines/Swaption/g2swaptionengine.hpp (1.1),
	ql/PricingEngines/Swaption/makefile.mak (1.9),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.19),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.23):

	Mike Parker's G2 contribution added

2004-06-07 12:48  Ferdinando Ametrano

	* ql/ShortRateModels/parameter.hpp (1.19):

	richer error message

2004-06-07 12:18  Ferdinando Ametrano

	* ql/Calendars/unitedstates.cpp (1.4):

	removing unused variables

2004-06-07 11:27  Luigi Ballabio

	* test-suite/calendars.hpp (1.11):

	Added test description

2004-06-04 19:49  Ferdinando Ametrano

	* test-suite/: calendars.cpp (1.16), calendars.hpp (1.10):

	more tests added

2004-06-04 19:49  Ferdinando Ametrano

	* ql/Calendars/unitedkingdom.hpp (1.2):

	to do

2004-06-04 19:48  Ferdinando Ametrano

	* ql/Calendars/: unitedstates.cpp (1.3), unitedstates.hpp (1.3):

	bug fix

2004-06-04 19:41  Ferdinando Ametrano

	* ql/makefile.mak (1.57):

	it doesn't purge VC files anymore

2004-06-04 18:50  Luigi Ballabio

	* functions/ql/Functions/Makefile.am (1.3),
	ql/Calendars/Makefile.am (1.24), test-suite/.cvsignore (1.14),
	test-suite/Makefile.am (1.38):

	Fixes for autotools

2004-06-04 18:43  Luigi Ballabio

	* ql/calendar.cpp (1.29), ql/calendar.hpp (1.42),
	test-suite/calendars.cpp (1.15):

	Removed function reading from file

2004-06-04 17:49  Ferdinando Ametrano

	* QuantLib.dsp (1.240), QuantLib.dsw (1.12), QuantLib.mak (1.218),
	functions/ql/Functions/QuantLibFunctions.dsp (1.6),
	functions/ql/Functions/QuantLibFunctions.mak (1.4),
	test-suite/testsuite.dsp (1.40), test-suite/testsuite.mak (1.56):

	VC6 catching up

2004-06-04 17:46  Ferdinando Ametrano

	* test-suite/calendars.cpp (1.14), test-suite/calendars.hpp (1.9),
	QuantLib.sln (1.5), QuantLib.vcproj (1.21),
	ql/Calendars/germany.hpp (1.2):

	Frankfurt calendar deprecated.	Germany calendars added: public,
	Frankfurt Stock Exchange, Xetra, Eurex

2004-06-04 17:35  Ferdinando Ametrano

	* ql/Calendars/: Makefile.am (1.23), all.hpp (1.7), frankfurt.cpp
	(1.18), frankfurt.hpp (1.19), germany.cpp (1.1), germany.hpp (1.1),
	makefile.mak (1.29), xetra.cpp (1.2), xetra.hpp (1.3):

	Frankfurt calendar deprecated.	Germany calendars added: public,
	Frankfurt Stock Exchange, Xetra, Eurex

2004-06-04 13:42  Ferdinando Ametrano

	* test-suite/: calendars.cpp (1.13), calendars.hpp (1.8),
	makefile.mak (1.42), testsuite.vcproj (1.15):

	added check for TARGET and US calendars.  Test-suite now also
	depends on QuantLibFunctions

2004-06-04 13:40  Ferdinando Ametrano

	* functions/ql/Functions/: QuantLibFunctions.vcproj (1.3),
	calendars.cpp (1.1), calendars.hpp (1.1), daycounters.hpp (1.3),
	makefile.mak (1.4), mathf.hpp (1.3), qlfunctions.hpp (1.2),
	vols.hpp (1.3):

	added holidayList as non-member, non-friend Calendar function

2004-06-04 12:54  Ferdinando Ametrano

	* ql/Calendars/: target.cpp (1.18), target.hpp (1.20):

	more info

2004-06-04 10:33  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.16):

	updated

2004-06-04 10:27  Ferdinando Ametrano

	* ql/Calendars/: unitedstates.cpp (1.2), unitedstates.hpp (1.2):

	bug Fix: new year's eve is not holiday, even if January 1st is on
	Saturday

2004-06-03 11:14  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.dsp (1.8),
	Examples/AmericanOption/AmericanOption.mak (1.12),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.58),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.15),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.33),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.17),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.51),
	Examples/EuropeanOption/EuropeanOption.dsp (1.15),
	Examples/EuropeanOption/EuropeanOption.mak (1.51),
	Examples/Swap/Swap.dsp (1.16), Examples/Swap/Swap.mak (1.49),
	QuantLib.mak (1.217), functions/ql/Functions/QuantLibFunctions.dsp
	(1.5), ql/dataformatters.cpp (1.36), ql/dataformatters.hpp (1.35),
	test-suite/testsuite.mak (1.55):

	Disabled code causing internal compiler error (not essential
	anyway--just an operator <<)

2004-05-31 16:42  Luigi Ballabio

	* Docs/Makefile.am (1.67), Docs/quantlib.doxy (1.86),
	Docs/quantlibheader.html (1.24), test-suite/americanoption.hpp
	(1.4), test-suite/asianoptions.cpp (1.24),
	test-suite/asianoptions.hpp (1.4), test-suite/barrieroption.hpp
	(1.4), test-suite/basketoption.hpp (1.6), test-suite/calendars.hpp
	(1.7), test-suite/capfloor.hpp (1.8), test-suite/cliquetoption.hpp
	(1.3), test-suite/compoundforward.hpp (1.5),
	test-suite/covariance.hpp (1.8), test-suite/dates.hpp (1.6),
	test-suite/daycounters.hpp (1.7), test-suite/digitaloption.hpp
	(1.7), test-suite/distributions.hpp (1.7),
	test-suite/dividendeuropeanoption.hpp (1.2),
	test-suite/europeanoption.hpp (1.14), test-suite/factorial.hpp
	(1.4), test-suite/forwardoption.hpp (1.2),
	test-suite/instruments.hpp (1.6), test-suite/integrals.hpp (1.7),
	test-suite/interpolations.hpp (1.4), test-suite/jumpdiffusion.hpp
	(1.5), test-suite/lowdiscrepancysequences.cpp (1.47),
	test-suite/lowdiscrepancysequences.hpp (1.10),
	test-suite/matrices.hpp (1.9), test-suite/mersennetwister.hpp
	(1.7), test-suite/operators.hpp (1.6),
	test-suite/piecewiseflatforward.hpp (1.7),
	test-suite/quantooption.hpp (1.3), test-suite/quotes.hpp (1.2),
	test-suite/riskstats.hpp (1.10), test-suite/rounding.hpp (1.3),
	test-suite/solvers.hpp (1.6), test-suite/stats.hpp (1.13),
	test-suite/swap.hpp (1.6), test-suite/swaption.hpp (1.6),
	test-suite/termstructures.hpp (1.7):

	Documented test suite

2004-05-28 16:08  Luigi Ballabio

	* ql/calendar.cpp (1.28), ql/Instruments/simpleswap.cpp (1.47),
	ql/TermStructures/extendeddiscountcurve.hpp (1.13),
	test-suite/compoundforward.cpp (1.17),
	test-suite/piecewiseflatforward.cpp (1.21):

	Removed last traces of 'rolling convention'

2004-05-28 15:10  Luigi Ballabio

	* ql/: exercise.hpp (1.31), grid.hpp (1.22), option.hpp (1.31),
	scheduler.hpp (1.25), solver1d.hpp (1.24),
	CashFlows/basispointsensitivity.hpp (1.17),
	FiniteDifferences/americancondition.hpp (1.24),
	FiniteDifferences/mixedscheme.hpp (1.16),
	FiniteDifferences/shoutcondition.hpp (1.20), Indexes/xibor.hpp
	(1.30), Instruments/swap.hpp (1.29),
	Math/loglinearinterpolation.hpp (1.27), Math/pseudosqrt.hpp (1.5),
	MonteCarlo/multipath.hpp (1.22),
	Pricers/mcdiscretearithmeticapo.hpp (1.24),
	PricingEngines/Basket/mcamericanbasketengine.hpp (1.11),
	ShortRateModels/OneFactorModels/coxingersollross.hpp (1.23),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.22), ShortRateModels/TwoFactorModels/g2.hpp (1.22),
	Volatilities/capflatvolvector.hpp (1.18),
	Volatilities/localvolsurface.hpp (1.20),
	Volatilities/swaptionvolmatrix.hpp (1.22):

	Documentation clean-up

2004-05-28 15:09  Luigi Ballabio

	* Examples/: BermudanSwaption/BermudanSwaption.cpp (1.57),
	Swap/swapvaluation.cpp (1.50):

	Removed dependency from deprecated features

2004-05-28 14:00  Luigi Ballabio

	* ql/scheduler.cpp (1.27), ql/scheduler.hpp (1.24),
	ql/CashFlows/cashflowvectors.cpp (1.35),
	ql/CashFlows/cashflowvectors.hpp (1.27),
	ql/CashFlows/indexcashflowvectors.hpp (1.16),
	ql/Indexes/audlibor.hpp (1.17), ql/Indexes/cadlibor.hpp (1.17),
	ql/Indexes/chflibor.hpp (1.15), ql/Indexes/euribor.hpp (1.20),
	ql/Indexes/gbplibor.hpp (1.22), ql/Indexes/jpylibor.hpp (1.16),
	ql/Indexes/usdlibor.hpp (1.22), ql/Indexes/xibor.cpp (1.20),
	ql/Indexes/xibor.hpp (1.29), ql/Indexes/zarlibor.hpp (1.15),
	ql/Instruments/simpleswap.cpp (1.46), ql/Instruments/simpleswap.hpp
	(1.44), ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.36),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.36),
	ql/TermStructures/ratehelpers.cpp (1.50),
	ql/TermStructures/ratehelpers.hpp (1.41), test-suite/capfloor.cpp
	(1.35), test-suite/compoundforward.cpp (1.16),
	test-suite/piecewiseflatforward.cpp (1.20), test-suite/swap.cpp
	(1.21), test-suite/swaption.cpp (1.27),
	test-suite/termstructures.cpp (1.19):

	Removed some redudant 'isAdjusted' parameter---Unadjusted can be
	used instead

2004-05-27 17:06  Luigi Ballabio

	* ql/Calendars/zurich.cpp (1.17):

	Fixed erroneous check (thanks to Francesco Perissin)

2004-05-27 14:11  Luigi Ballabio

	* ql/: basicdataformatters.cpp (1.8), basicdataformatters.hpp
	(1.3), currency.hpp (1.14), Indexes/xibor.hpp (1.28):

	Renamed Currency to CurrencyTag in order to free the name for after
	next release

2004-05-27 11:59  Luigi Ballabio

	* quantlib.el (1.9), ql/calendar.cpp (1.27), ql/calendar.hpp
	(1.41):

	QuantLib::None is too general a name for a business day convention

2004-05-26 16:18  Ferdinando Ametrano

	* ql/: calendar.cpp (1.26), calendar.hpp (1.40):

	RollingConvention has been renamed BusinessDayConvention, as in
	ISDA definitions.

2004-05-26 16:03  Ferdinando Ametrano

	* News.txt (1.39), Examples/BermudanSwaption/BermudanSwaption.cpp
	(1.56), Examples/Swap/swapvaluation.cpp (1.49), ql/calendar.cpp
	(1.25), ql/calendar.hpp (1.39), ql/scheduler.cpp (1.26),
	ql/scheduler.hpp (1.23), ql/CashFlows/cashflowvectors.cpp (1.34),
	ql/CashFlows/coupon.hpp (1.21),
	ql/CashFlows/indexcashflowvectors.hpp (1.15), ql/Indexes/xibor.hpp
	(1.27), ql/Instruments/simpleswap.cpp (1.45),
	ql/Instruments/simpleswap.hpp (1.43),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.35),
	ql/TermStructures/compoundforward.cpp (1.41),
	ql/TermStructures/compoundforward.hpp (1.30),
	ql/TermStructures/extendeddiscountcurve.cpp (1.14),
	ql/TermStructures/extendeddiscountcurve.hpp (1.12),
	ql/TermStructures/ratehelpers.cpp (1.49),
	ql/TermStructures/ratehelpers.hpp (1.40), test-suite/capfloor.cpp
	(1.34), test-suite/compoundforward.cpp (1.15),
	test-suite/piecewiseflatforward.cpp (1.19), test-suite/swap.cpp
	(1.20), test-suite/swaption.cpp (1.26),
	test-suite/termstructures.cpp (1.18):

	RollingConvention has been renamed BusinessDayConvention, as in
	ISDA definitions.

2004-05-26 14:38  Ferdinando Ametrano

	* ql/basicdataformatters.cpp (1.7), ql/option.hpp (1.30),
	ql/Instruments/payoffs.hpp (1.13),
	ql/PricingEngines/americanpayoffatexpiry.cpp (1.2),
	ql/PricingEngines/americanpayoffathit.cpp (1.2),
	ql/PricingEngines/blackformula.cpp (1.7),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.13),
	ql/PricingEngines/Basket/stulzengine.cpp (1.17),
	test-suite/digitaloption.cpp (1.27),
	test-suite/dividendeuropeanoption.cpp (1.7),
	test-suite/europeanoption.cpp (1.66), test-suite/forwardoption.cpp
	(1.6), test-suite/jumpdiffusion.cpp (1.22),
	test-suite/old_pricers.cpp (1.51), test-suite/quantooption.cpp
	(1.8):

	deprecating Straddle in {Call, Put, Straddle} enum

2004-05-26 14:35  Ferdinando Ametrano

	* QuantLib.vcproj (1.20):

	missing file

2004-05-26 14:34  Ferdinando Ametrano

	* News.txt (1.38), Docs/pages/overview.docs (1.15):

	updated

2004-05-25 18:41  Luigi Ballabio

	* ql/Math/rounding.cpp (1.3), ql/Math/rounding.hpp (1.7),
	test-suite/rounding.cpp (1.2), test-suite/rounding.hpp (1.2):

	Fixed test (and docs) for rounding

2004-05-25 15:09  Luigi Ballabio

	* configure.ac (1.45.2.1), ql/Makefile.am (1.57.2.1),
	ql/basicdataformatters.cpp (1.4.2.1), ql/currency.hpp (1.11.2.1),
	ql/Currencies/Makefile.am (1.1.2.1), ql/Currencies/all.hpp
	(1.1.2.1), ql/Currencies/audcurrency.cpp (1.1.2.1),
	ql/Currencies/audcurrency.hpp (1.1.2.1),
	ql/Currencies/cadcurrency.cpp (1.1.2.1),
	ql/Currencies/cadcurrency.hpp (1.1.2.1),
	ql/Currencies/chfcurrency.cpp (1.1.2.1),
	ql/Currencies/chfcurrency.hpp (1.1.2.1),
	ql/Currencies/demcurrency.cpp (1.1.2.1),
	ql/Currencies/demcurrency.hpp (1.1.2.1),
	ql/Currencies/eurcurrency.cpp (1.1.2.1),
	ql/Currencies/eurcurrency.hpp (1.1.2.1),
	ql/Currencies/exchangerate.cpp (1.1.2.1),
	ql/Currencies/exchangerate.hpp (1.1.2.1),
	ql/Currencies/gbpcurrency.cpp (1.1.2.1),
	ql/Currencies/gbpcurrency.hpp (1.1.2.1),
	ql/Currencies/itlcurrency.cpp (1.1.2.1),
	ql/Currencies/itlcurrency.hpp (1.1.2.1),
	ql/Currencies/jpycurrency.cpp (1.1.2.1),
	ql/Currencies/jpycurrency.hpp (1.1.2.1), ql/Currencies/money.cpp
	(1.1.2.1), ql/Currencies/money.hpp (1.1.2.1),
	ql/Currencies/ratemanager.cpp (1.1.2.1),
	ql/Currencies/ratemanager.hpp (1.1.2.1),
	ql/Currencies/usdcurrency.cpp (1.1.2.1),
	ql/Currencies/usdcurrency.hpp (1.1.2.1),
	ql/Currencies/zarcurrency.cpp (1.1.2.1),
	ql/Currencies/zarcurrency.hpp (1.1.2.1), ql/Indexes/audlibor.hpp
	(1.14.2.1), ql/Indexes/cadlibor.hpp (1.14.2.1),
	ql/Indexes/chflibor.hpp (1.12.2.1), ql/Indexes/euribor.hpp
	(1.17.2.1), ql/Indexes/gbplibor.hpp (1.19.2.1),
	ql/Indexes/jpylibor.hpp (1.13.2.1), ql/Indexes/usdlibor.hpp
	(1.19.2.1), ql/Indexes/xibor.hpp (1.24.2.1),
	ql/Indexes/zarlibor.hpp (1.12.2.1), ql/Math/rounding.cpp (1.1.2.1),
	ql/Math/rounding.hpp (1.5.2.1), ql/TermStructures/ratehelpers.cpp
	(1.46.2.1), ql/basicdataformatters.cpp (1.6), ql/currency.hpp
	(1.13), ql/Currencies/Makefile.am (1.2), ql/Currencies/all.hpp
	(1.2), ql/Currencies/audcurrency.cpp (1.2),
	ql/Currencies/audcurrency.hpp (1.2), ql/Currencies/cadcurrency.cpp
	(1.2), ql/Currencies/cadcurrency.hpp (1.2),
	ql/Currencies/chfcurrency.cpp (1.2), ql/Currencies/chfcurrency.hpp
	(1.2), ql/Currencies/demcurrency.cpp (1.2),
	ql/Currencies/demcurrency.hpp (1.2), ql/Currencies/eurcurrency.cpp
	(1.2), ql/Currencies/eurcurrency.hpp (1.2),
	ql/Currencies/exchangerate.cpp (1.2),
	ql/Currencies/exchangerate.hpp (1.2), ql/Currencies/gbpcurrency.cpp
	(1.2), ql/Currencies/gbpcurrency.hpp (1.2),
	ql/Currencies/itlcurrency.cpp (1.2), ql/Currencies/itlcurrency.hpp
	(1.2), ql/Currencies/jpycurrency.cpp (1.2),
	ql/Currencies/jpycurrency.hpp (1.2), ql/Currencies/money.cpp (1.2),
	ql/Currencies/money.hpp (1.2), ql/Currencies/ratemanager.cpp (1.2),
	ql/Currencies/ratemanager.hpp (1.2), ql/Currencies/usdcurrency.cpp
	(1.2), ql/Currencies/usdcurrency.hpp (1.2),
	ql/Currencies/zarcurrency.cpp (1.2), ql/Currencies/zarcurrency.hpp
	(1.2), ql/Indexes/audlibor.hpp (1.16), ql/Indexes/cadlibor.hpp
	(1.16), ql/Indexes/chflibor.hpp (1.14), ql/Indexes/euribor.hpp
	(1.19), ql/Indexes/gbplibor.hpp (1.21), ql/Indexes/jpylibor.hpp
	(1.15), ql/Indexes/usdlibor.hpp (1.21), ql/Indexes/xibor.hpp
	(1.26), ql/Indexes/zarlibor.hpp (1.14),
	ql/TermStructures/ratehelpers.cpp (1.48):

	Moved QUEP 6 implementation to its own branch

2004-05-25 14:12  andrelouw

	* ql/: TermStructures/ratehelpers.cpp (1.47),
	basicdataformatters.cpp (1.5):

	Implementation of QUEP 6

2004-05-25 14:03  andrelouw

	* ql/Indexes/: audlibor.hpp (1.15), cadlibor.hpp (1.15),
	chflibor.hpp (1.13), euribor.hpp (1.18), gbplibor.hpp (1.20),
	jpylibor.hpp (1.14), usdlibor.hpp (1.20), xibor.hpp (1.25),
	zarlibor.hpp (1.13):

	Implementation of QUEP 6

2004-05-25 12:49  andrelouw

	* ql/Currencies/: Makefile.am (1.1), all.hpp (1.1), audcurrency.cpp
	(1.1), audcurrency.hpp (1.1), cadcurrency.cpp (1.1),
	cadcurrency.hpp (1.1), chfcurrency.cpp (1.1), chfcurrency.hpp
	(1.1), demcurrency.cpp (1.1), demcurrency.hpp (1.1),
	eurcurrency.cpp (1.1), eurcurrency.hpp (1.1), exchangerate.cpp
	(1.1), exchangerate.hpp (1.1), gbpcurrency.cpp (1.1),
	gbpcurrency.hpp (1.1), itlcurrency.cpp (1.1), itlcurrency.hpp
	(1.1), jpycurrency.cpp (1.1), jpycurrency.hpp (1.1), money.cpp
	(1.1), money.hpp (1.1), ratemanager.cpp (1.1), ratemanager.hpp
	(1.1), usdcurrency.cpp (1.1), usdcurrency.hpp (1.1),
	zarcurrency.cpp (1.1), zarcurrency.hpp (1.1):

	Implementation of QUEP 6

2004-05-25 12:46  andrelouw

	* ql/currency.hpp (1.12):

	Implementation of QUEP 6

2004-05-25 12:11  andrelouw

	* ql/Math/: rounding.cpp (1.2), rounding.hpp (1.6):

	Added 'Closest' to round depending on rounding digit, changed
	'Up'/'Down' to round up or down regardless of rounding digit.

2004-05-25 11:03  Ferdinando Ametrano

	* test-suite/: forwardoption.cpp (1.5), quantooption.cpp (1.7),
	quantooption.hpp (1.2):

	added QuantoForwardPerformance tests

2004-05-24 19:37  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.77):

	no message

2004-05-24 19:35  Ferdinando Ametrano

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

	more QuantoForward test cases

2004-05-24 19:27  Ferdinando Ametrano

	* test-suite/quantooption.cpp (1.5):

	QuantoForward is ok

2004-05-24 19:04  Ferdinando Ametrano

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

	checking ordered eigenvalues

2004-05-24 16:16  Ferdinando Ametrano

	* test-suite/: forwardoption.cpp (1.4), quantooption.cpp (1.4):

	real test cases added.	QuantoForward test fails and should be
	investigated/debugged

2004-05-24 12:17  Ferdinando Ametrano

	* QuantLib.vcproj (1.19):

	catching up

2004-05-24 11:21  Ferdinando Ametrano

	* QuantLib.dsp (1.239), QuantLib.mak (1.216),
	ql/Calendars/makefile.mak (1.28):

	catching up

2004-05-21 13:45  Luigi Ballabio

	* ql/Indexes/: gbplibor.hpp (1.19), usdlibor.hpp (1.19):

	Grouped calendars with same country

2004-05-21 13:12  Luigi Ballabio

	* ql/Calendars/Makefile.am (1.22), ql/Calendars/all.hpp (1.6),
	ql/Calendars/greatbritain.cpp (1.2), ql/Calendars/greatbritain.hpp
	(1.2), ql/Calendars/italy.cpp (1.2), ql/Calendars/italy.hpp (1.2),
	ql/Calendars/london.hpp (1.22), ql/Calendars/milan.hpp (1.20),
	ql/Calendars/milanstockexchange.cpp (1.2),
	ql/Calendars/milanstockexchange.hpp (1.2), ql/Calendars/newyork.hpp
	(1.23), ql/Calendars/unitedkingdom.cpp (1.1),
	ql/Calendars/unitedkingdom.hpp (1.1), ql/Calendars/unitedstates.cpp
	(1.1), ql/Calendars/unitedstates.hpp (1.1),
	ql/Calendars/usexchange.cpp (1.2), ql/Calendars/usexchange.hpp
	(1.2), ql/Calendars/usgovernmentbondmarket.cpp (1.2),
	ql/Calendars/usgovernmentbondmarket.hpp (1.2),
	ql/Calendars/xetra.hpp (1.2), ql/TermStructures/discountcurve.hpp
	(1.29), test-suite/calendars.cpp (1.12):

	Grouped calendars with same country

2004-05-20 18:32  Ferdinando Ametrano

	* ql/Indexes/: gbplibor.hpp (1.18), usdlibor.hpp (1.18):

	catching up

2004-05-20 18:24  Ferdinando Ametrano

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

	catching up

2004-05-20 18:12  Ferdinando Ametrano

	* QuantLib.vcproj (1.18):

	catching up

2004-05-20 18:11  Ferdinando Ametrano

	* ql/Calendars/london.cpp (1.18):

	adding Xetra calendar.	Moving Milan, London, and NewYork to the
	exchange and/or country approach

2004-05-20 18:00  Ferdinando Ametrano

	* QuantLib.dsp (1.238), QuantLib.mak (1.215),
	Docs/pages/datetime.docs (1.9), Docs/pages/overview.docs (1.14),
	ql/calendar.hpp (1.38), ql/Calendars/Makefile.am (1.21),
	ql/Calendars/all.hpp (1.5), ql/Calendars/greatbritain.cpp (1.1),
	ql/Calendars/greatbritain.hpp (1.1), ql/Calendars/italy.cpp (1.1),
	ql/Calendars/italy.hpp (1.1), ql/Calendars/london.hpp (1.21),
	ql/Calendars/makefile.mak (1.27), ql/Calendars/milan.cpp (1.17),
	ql/Calendars/milan.hpp (1.19), ql/Calendars/milanstockexchange.cpp
	(1.1), ql/Calendars/milanstockexchange.hpp (1.1),
	ql/Calendars/newyork.cpp (1.18), ql/Calendars/newyork.hpp (1.22),
	ql/Calendars/usexchange.cpp (1.1), ql/Calendars/usexchange.hpp
	(1.1), ql/Calendars/usgovernmentbondmarket.cpp (1.1),
	ql/Calendars/usgovernmentbondmarket.hpp (1.1),
	ql/Calendars/xetra.cpp (1.1), ql/Calendars/xetra.hpp (1.1):

	adding Xetra calendar.	Moving Milan, London, and NewYork to the
	exchange and/or country approach

2004-05-20 14:12  Luigi Ballabio

	* ql/: stochasticprocess.cpp (1.4), stochasticprocess.hpp (1.16):

	Separated discretization from stochastic process

2004-05-19 13:48  Luigi Ballabio

	* quantlib-config.in (1.6):

	Required library added to reported options

2004-05-19 12:56  Ferdinando Ametrano

	* QuantLib.dsp (1.237), QuantLib.mak (1.214):

	catching up

2004-05-19 12:21  Ferdinando Ametrano

	* QuantLib.vcproj (1.17), ql/PricingEngines/CapFloor/makefile.mak
	(1.8), ql/PricingEngines/Swaption/makefile.mak (1.8):

	catching up

2004-05-19 11:39  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.55),
	ql/PricingEngines/Swaption/Makefile.am (1.3),
	ql/PricingEngines/Swaption/all.hpp (1.3),
	ql/PricingEngines/Swaption/blackswaption.cpp (1.4),
	ql/PricingEngines/Swaption/blackswaption.hpp (1.5),
	ql/PricingEngines/Swaption/blackswaptionengine.cpp (1.1),
	ql/PricingEngines/Swaption/blackswaptionengine.hpp (1.1),
	ql/PricingEngines/Swaption/discretizedswaption.cpp (1.1),
	ql/PricingEngines/Swaption/discretizedswaption.hpp (1.1),
	ql/PricingEngines/Swaption/jamshidianswaption.cpp (1.6),
	ql/PricingEngines/Swaption/jamshidianswaption.hpp (1.5),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp (1.1),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp (1.1),
	ql/PricingEngines/Swaption/swaptionpricer.cpp (1.5),
	ql/PricingEngines/Swaption/swaptionpricer.hpp (1.4),
	ql/PricingEngines/Swaption/treeswaption.cpp (1.5),
	ql/PricingEngines/Swaption/treeswaption.hpp (1.5),
	ql/PricingEngines/Swaption/treeswaptionengine.cpp (1.1),
	ql/PricingEngines/Swaption/treeswaptionengine.hpp (1.1),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.34),
	test-suite/swaption.cpp (1.25):

	Renamed swaption engines

2004-05-19 10:53  Luigi Ballabio

	* ql/Instruments/capfloor.cpp (1.55),
	ql/PricingEngines/genericmodelengine.hpp (1.5),
	ql/PricingEngines/CapFloor/Makefile.am (1.3),
	ql/PricingEngines/CapFloor/all.hpp (1.3),
	ql/PricingEngines/CapFloor/analyticalcapfloor.cpp (1.6),
	ql/PricingEngines/CapFloor/analyticalcapfloor.hpp (1.5),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.cpp (1.1),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp (1.1),
	ql/PricingEngines/CapFloor/blackcapfloor.cpp (1.5),
	ql/PricingEngines/CapFloor/blackcapfloor.hpp (1.6),
	ql/PricingEngines/CapFloor/blackcapfloorengine.cpp (1.1),
	ql/PricingEngines/CapFloor/blackcapfloorengine.hpp (1.1),
	ql/PricingEngines/CapFloor/capfloorpricer.cpp (1.6),
	ql/PricingEngines/CapFloor/capfloorpricer.hpp (1.4),
	ql/PricingEngines/CapFloor/discretizedcapfloor.cpp (1.1),
	ql/PricingEngines/CapFloor/discretizedcapfloor.hpp (1.1),
	ql/PricingEngines/CapFloor/treecapfloor.cpp (1.5),
	ql/PricingEngines/CapFloor/treecapfloor.hpp (1.5),
	ql/PricingEngines/CapFloor/treecapfloorengine.cpp (1.1),
	ql/PricingEngines/CapFloor/treecapfloorengine.hpp (1.1),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.35),
	test-suite/capfloor.cpp (1.33):

	Renamed cap-floor engines to reflect the fact that, well, they are
	engines

2004-05-18 16:53  Luigi Ballabio

	* configure.ac (1.45), ql/qldefines.hpp (1.77), ql/userconfig.hpp
	(1.9):

	Temporarily disabled user choice of Real type: * choosing Real =
	float causes quite a few tests to fail due to unsufficient
	accuracy (maybe tolerances could be made dependent on the chosen
	type?) * choosing Real = long double causes a few tests to fail for
	an unknown   reason. Investigation is required.

2004-05-18 16:49  Luigi Ballabio

	* ql/: stochasticprocess.cpp (1.3), stochasticprocess.hpp (1.15):

	Moved observability upwards

2004-05-18 15:39  Luigi Ballabio

	* History.txt (1.23), News.txt (1.37), Docs/pages/history.docs
	(1.15):

	Rewriting history

2004-05-18 15:05  Ferdinando Ametrano

	* ql/Math/: gaussianstatistics.hpp (1.19), riskstatistics.hpp
	(1.13):

	typo fixed and comments added/improved

2004-05-18 14:42  Ferdinando Ametrano

	* ql/Instruments/oneassetoption.cpp (1.14),
	ql/Instruments/oneassetoption.hpp (1.13),
	test-suite/europeanoption.cpp (1.65):

	Borland test doesn't fail anymore

2004-05-18 12:43  Luigi Ballabio

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

	Answer: the check was already performed by the base class

2004-05-18 12:39  Ferdinando Ametrano

	* QuantLib.dsp (1.236), QuantLib.mak (1.213),
	ql/PricingEngines/Cliquet/makefile.mak (1.10), QuantLib.vcproj
	(1.16):

	catching up

2004-05-18 12:22  Ferdinando Ametrano

	* ql/Math/: linearinterpolation.hpp (1.26), svd.cpp (1.9), svd.hpp
	(1.10):

	warning avoided

2004-05-18 12:02  Ferdinando Ametrano

	* QuantLib.dsp (1.235), QuantLib.mak (1.212),
	test-suite/testsuite.dsp (1.39), test-suite/testsuite.mak (1.54):

	catching up

2004-05-18 11:40  Ferdinando Ametrano

	* QuantLib.vcproj (1.15), ql/Math/makefile.mak (1.38),
	ql/PricingEngines/makefile.mak (1.33), test-suite/makefile.mak
	(1.41), test-suite/testsuite.vcproj (1.14):

	catching up

2004-05-18 10:56  Luigi Ballabio

	* ql/PricingEngines/Makefile.am (1.40):

	Moved ridiculously long inline methods into cpp files

2004-05-17 18:39  Luigi Ballabio

	* ql/voltermstructure.cpp (1.20), ql/Instruments/payoffs.hpp
	(1.12), ql/Math/choleskydecomposition.cpp (1.5),
	ql/Math/cubicspline.hpp (1.49), ql/Math/gaussianstatistics.hpp
	(1.18), ql/Math/pseudosqrt.cpp (1.6), ql/Math/riskstatistics.hpp
	(1.12), ql/Pricers/mchimalaya.cpp (1.40), ql/Pricers/mcpagoda.cpp
	(1.38), ql/Pricers/mcpricer.hpp (1.32),
	ql/PricingEngines/americanpayoffatexpiry.cpp (1.1),
	ql/PricingEngines/americanpayoffatexpiry.hpp (1.8),
	ql/PricingEngines/americanpayoffathit.cpp (1.1),
	ql/PricingEngines/americanpayoffathit.hpp (1.10),
	ql/PricingEngines/blackmodel.hpp (1.4),
	ql/PricingEngines/mcsimulation.hpp (1.8),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.17),
	ql/PricingEngines/CapFloor/blackcapfloor.cpp (1.4),
	ql/PricingEngines/CapFloor/capfloorpricer.cpp (1.5),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.15),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.21),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.17),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.18),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.24),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.24), ql/Volatilities/localvolsurface.cpp (1.14),
	test-suite/lowdiscrepancysequences.cpp (1.46),
	test-suite/old_pricers.cpp (1.50), test-suite/riskstats.cpp (1.36):

	Removed ambiguities when Real != double

2004-05-17 09:26  Luigi Ballabio

	* acinclude.m4 (1.11), configure.ac (1.44), ql/dataformatters.hpp
	(1.34), ql/null.hpp (1.11), ql/qldefines.hpp (1.76), ql/types.hpp
	(1.17), ql/userconfig.hpp (1.8), ql/Math/gammadistribution.cpp
	(1.13), ql/Math/incrementalstatistics.cpp (1.12),
	ql/Math/normaldistribution.cpp (1.27),
	ql/Pricers/mccliquetoption.cpp (1.30), ql/Pricers/mceverest.cpp
	(1.37), ql/Pricers/mcmaxbasket.cpp (1.36), ql/Pricers/mcpricer.hpp
	(1.31), ql/PricingEngines/blackformula.cpp (1.6),
	ql/PricingEngines/mcsimulation.hpp (1.7),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.7),
	ql/Solvers1D/ridder.hpp (1.17),
	ql/Volatilities/blackconstantvol.hpp (1.25),
	ql/Volatilities/blackvariancecurve.hpp (1.30),
	ql/Volatilities/localconstantvol.hpp (1.22),
	ql/Volatilities/localvolcurve.hpp (1.13), test-suite/riskstats.cpp
	(1.35):

	It is now possible to choose which built-in type to use for real
	and integer quantities

2004-05-17 09:22  Luigi Ballabio

	* ql/Lattices/lattice.cpp (1.25):

	Fixed check for equality

2004-05-14 14:08  Luigi Ballabio

	* Examples/: AmericanOption/AmericanOption.cpp (1.27),
	BermudanSwaption/BermudanSwaption.cpp (1.54),
	DiscreteHedging/DiscreteHedging.cpp (1.39),
	EuropeanOption/EuropeanOption.cpp (1.109), Swap/swapvaluation.cpp
	(1.48):

	Real, Integer and such are now used throughout the library

2004-05-14 13:37  Luigi Ballabio

	* test-suite/: americanoption.cpp (1.19), asianoptions.cpp (1.23),
	barrieroption.cpp (1.31), basketoption.cpp (1.25), capfloor.cpp
	(1.32), cliquetoption.cpp (1.6), compoundforward.cpp (1.14),
	covariance.cpp (1.20), dates.cpp (1.7), daycounters.cpp (1.10),
	digitaloption.cpp (1.26), distributions.cpp (1.17),
	dividendeuropeanoption.cpp (1.6), europeanoption.cpp (1.64),
	factorial.cpp (1.14), forwardoption.cpp (1.3), integrals.cpp
	(1.10), interpolations.cpp (1.18), jumpdiffusion.cpp (1.21),
	lowdiscrepancysequences.cpp (1.45), matrices.cpp (1.19),
	mersennetwister.cpp (1.13), old_pricers.cpp (1.49), operators.cpp
	(1.10), piecewiseflatforward.cpp (1.18), quantooption.cpp (1.3),
	quotes.cpp (1.3), riskstats.cpp (1.34), solvers.cpp (1.11),
	stats.cpp (1.24), swap.cpp (1.19), swaption.cpp (1.24),
	termstructures.cpp (1.17), utilities.cpp (1.10), utilities.hpp
	(1.12):

	More Reals and stuff

2004-05-14 11:49  Luigi Ballabio

	* functions/ql/Functions/: daycounters.cpp (1.2), daycounters.hpp
	(1.2), mathf.cpp (1.2), mathf.hpp (1.2), vols.cpp (1.2), vols.hpp
	(1.2):

	More Reals and stuff

2004-05-14 11:16  Luigi Ballabio

	* ql/: Solvers1D/bisection.hpp (1.17), Solvers1D/brent.hpp (1.17),
	Solvers1D/falseposition.hpp (1.16), Solvers1D/newton.hpp (1.18),
	Solvers1D/newtonsafe.hpp (1.18), Solvers1D/ridder.hpp (1.16),
	Solvers1D/secant.hpp (1.17), TermStructures/affinetermstructure.cpp
	(1.22), TermStructures/compoundforward.cpp (1.40),
	TermStructures/drifttermstructure.hpp (1.9),
	TermStructures/extendeddiscountcurve.cpp (1.13),
	TermStructures/flatforward.hpp (1.37),
	TermStructures/piecewiseflatforward.cpp (1.48),
	TermStructures/piecewiseflatforward.hpp (1.40),
	TermStructures/quantotermstructure.hpp (1.12),
	TermStructures/ratehelpers.cpp (1.46),
	TermStructures/ratehelpers.hpp (1.39),
	Utilities/processingiterator.hpp (1.13),
	Utilities/steppingiterator.hpp (1.16),
	Volatilities/blackconstantvol.hpp (1.24),
	Volatilities/blackvariancecurve.cpp (1.12),
	Volatilities/blackvariancecurve.hpp (1.29),
	Volatilities/blackvariancesurface.cpp (1.12),
	Volatilities/blackvariancesurface.hpp (1.31),
	Volatilities/capflatvolvector.hpp (1.17),
	Volatilities/impliedvoltermstructure.hpp (1.13),
	Volatilities/localconstantvol.hpp (1.21),
	Volatilities/localvolcurve.hpp (1.12),
	Volatilities/localvolsurface.cpp (1.13),
	Volatilities/localvolsurface.hpp (1.19),
	Volatilities/swaptionvolmatrix.hpp (1.21):

	More Reals and stuff

2004-05-13 18:30  Luigi Ballabio

	* ql/: Pricers/mcbasket.cpp (1.36), Pricers/mcbasket.hpp (1.28),
	Pricers/mccliquetoption.cpp (1.29), Pricers/mccliquetoption.hpp
	(1.20), Pricers/mcdiscretearithmeticapo.cpp (1.30),
	Pricers/mcdiscretearithmeticapo.hpp (1.23),
	Pricers/mcdiscretearithmeticaso.cpp (1.31),
	Pricers/mcdiscretearithmeticaso.hpp (1.23), Pricers/mceverest.cpp
	(1.36), Pricers/mceverest.hpp (1.25), Pricers/mchimalaya.cpp
	(1.39), Pricers/mchimalaya.hpp (1.24), Pricers/mcmaxbasket.cpp
	(1.35), Pricers/mcmaxbasket.hpp (1.25), Pricers/mcpagoda.cpp
	(1.37), Pricers/mcpagoda.hpp (1.26),
	Pricers/mcperformanceoption.cpp (1.26),
	Pricers/mcperformanceoption.hpp (1.18),
	PricingEngines/Barrier/mcbarrierengine.hpp (1.16),
	PricingEngines/Basket/mcamericanbasketengine.hpp (1.10),
	PricingEngines/Basket/mcbasketengine.hpp (1.19),
	PricingEngines/Vanilla/mcdigitalengine.hpp (1.16),
	PricingEngines/Vanilla/mceuropeanengine.hpp (1.17),
	PricingEngines/Vanilla/mcvanillaengine.hpp (1.17),
	RandomNumbers/lecuyeruniformrng.hpp (1.13),
	ShortRateModels/calibrationhelper.cpp (1.10),
	ShortRateModels/calibrationhelper.hpp (1.21),
	ShortRateModels/model.cpp (1.23), ShortRateModels/model.hpp (1.30),
	ShortRateModels/onefactormodel.cpp (1.17),
	ShortRateModels/onefactormodel.hpp (1.18),
	ShortRateModels/parameter.hpp (1.18),
	ShortRateModels/twofactormodel.hpp (1.15),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.34),
	ShortRateModels/CalibrationHelpers/caphelper.hpp (1.16),
	ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.33),
	ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.14),
	ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.18),
	ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.16),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.23),
	ShortRateModels/OneFactorModels/coxingersollross.hpp (1.22),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.23),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.21), ShortRateModels/OneFactorModels/hullwhite.cpp (1.20),
	ShortRateModels/OneFactorModels/hullwhite.hpp (1.20),
	ShortRateModels/OneFactorModels/vasicek.cpp (1.12),
	ShortRateModels/OneFactorModels/vasicek.hpp (1.15),
	ShortRateModels/TwoFactorModels/g2.cpp (1.18),
	ShortRateModels/TwoFactorModels/g2.hpp (1.21):

	More Reals and stuff

2004-05-13 16:53  Luigi Ballabio

	* ql/: PricingEngines/americanpayoffatexpiry.hpp (1.7),
	PricingEngines/americanpayoffathit.hpp (1.9),
	PricingEngines/blackformula.cpp (1.5),
	PricingEngines/blackformula.hpp (1.17),
	PricingEngines/blackmodel.hpp (1.3),
	PricingEngines/mcsimulation.hpp (1.6),
	PricingEngines/Asian/analyticcontinuousasianengine.cpp (1.4),
	PricingEngines/Asian/analyticdiscreteasianengine.cpp (1.2),
	PricingEngines/Barrier/analyticbarrierengine.cpp (1.12),
	PricingEngines/Barrier/analyticbarrierengine.hpp (1.5),
	PricingEngines/Barrier/mcbarrierengine.cpp (1.7),
	PricingEngines/Barrier/mcbarrierengine.hpp (1.15),
	PricingEngines/Basket/mcamericanbasketengine.cpp (1.23),
	PricingEngines/Basket/mcamericanbasketengine.hpp (1.9),
	PricingEngines/Basket/mcbasketengine.cpp (1.5),
	PricingEngines/Basket/mcbasketengine.hpp (1.18),
	PricingEngines/Basket/stulzengine.cpp (1.16),
	PricingEngines/CapFloor/analyticalcapfloor.cpp (1.5),
	PricingEngines/CapFloor/blackcapfloor.cpp (1.3),
	PricingEngines/CapFloor/blackcapfloor.hpp (1.5),
	PricingEngines/CapFloor/capfloorpricer.cpp (1.4),
	PricingEngines/Cliquet/analyticcliquetengine.cpp (1.4),
	PricingEngines/Cliquet/analyticperformanceengine.cpp (1.3),
	PricingEngines/Cliquet/mccliquetengine.cpp (1.6),
	PricingEngines/Cliquet/mccliquetengine.hpp (1.8),
	PricingEngines/Forward/forwardengine.hpp (1.8),
	PricingEngines/Forward/forwardperformanceengine.hpp (1.5),
	PricingEngines/Quanto/quantoengine.hpp (1.8),
	PricingEngines/Swaption/blackswaption.cpp (1.3),
	PricingEngines/Swaption/jamshidianswaption.cpp (1.5),
	PricingEngines/Swaption/swaptionpricer.cpp (1.4),
	PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.8),
	PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.5),
	PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.18),
	PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.14),
	PricingEngines/Vanilla/binomialengine.hpp (1.11),
	PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.14),
	PricingEngines/Vanilla/integralengine.cpp (1.8),
	PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.20),
	PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.9),
	PricingEngines/Vanilla/mcdigitalengine.cpp (1.7),
	PricingEngines/Vanilla/mcdigitalengine.hpp (1.15),
	PricingEngines/Vanilla/mceuropeanengine.hpp (1.16),
	PricingEngines/Vanilla/mcvanillaengine.hpp (1.16),
	RandomNumbers/boxmullergaussianrng.hpp (1.15),
	RandomNumbers/centrallimitgaussianrng.hpp (1.15),
	RandomNumbers/inversecumgaussianrng.hpp (1.13),
	RandomNumbers/inversecumgaussianrsg.hpp (1.12),
	RandomNumbers/knuthuniformrng.hpp (1.16),
	RandomNumbers/mt19937uniformrng.hpp (1.13),
	RandomNumbers/randomsequencegenerator.hpp (1.12),
	RandomNumbers/rngtraits.hpp (1.8):

	Some more Real and stuff (but the inner workings of random
	generators were NOT touched)

2004-05-13 13:41  Luigi Ballabio

	* ql/Pricers/: cliquetoptionpricer.cpp (1.2),
	cliquetoptionpricer.hpp (1.2), continuousgeometricapo.hpp (1.18),
	discretegeometricapo.cpp (1.18), discretegeometricapo.hpp (1.15),
	discretegeometricaso.cpp (1.18), discretegeometricaso.hpp (1.15),
	dividendeuropeanoption.cpp (1.15), dividendeuropeanoption.hpp
	(1.12), fdamericanoption.hpp (1.15), fdbermudanoption.cpp (1.17),
	fdbermudanoption.hpp (1.12), fdbsmoption.cpp (1.21),
	fdbsmoption.hpp (1.18), fddividendamericanoption.cpp (1.11),
	fddividendamericanoption.hpp (1.12), fddividendoption.cpp (1.26),
	fddividendoption.hpp (1.12), fddividendshoutoption.cpp (1.15),
	fddividendshoutoption.hpp (1.14), fdeuropean.cpp (1.17),
	fdeuropean.hpp (1.15), fdmultiperiodoption.cpp (1.25),
	fdmultiperiodoption.hpp (1.16), fdshoutoption.hpp (1.13),
	fdstepconditionoption.cpp (1.18), fdstepconditionoption.hpp (1.13),
	mcbasket.cpp (1.35), mcbasket.hpp (1.27), mccliquetoption.cpp
	(1.28), mccliquetoption.hpp (1.19), mcdiscretearithmeticapo.cpp
	(1.29), mcdiscretearithmeticapo.hpp (1.22),
	mcdiscretearithmeticaso.cpp (1.30), mcdiscretearithmeticaso.hpp
	(1.22), mceverest.cpp (1.35), mceverest.hpp (1.24), mchimalaya.cpp
	(1.38), mchimalaya.hpp (1.23), mcmaxbasket.cpp (1.34),
	mcmaxbasket.hpp (1.24), mcpagoda.cpp (1.36), mcpagoda.hpp (1.25),
	mcperformanceoption.cpp (1.25), mcperformanceoption.hpp (1.17),
	mcpricer.hpp (1.30), performanceoption.cpp (1.15),
	performanceoption.hpp (1.11), singleassetoption.cpp (1.30),
	singleassetoption.hpp (1.34):

	More Reals and stuff

2004-05-13 12:34  Luigi Ballabio

	* ql/Math/Makefile.am (1.41), ql/Math/rounding.cpp (1.1),
	ql/Math/rounding.hpp (1.5), test-suite/Makefile.am (1.37),
	test-suite/quantlibtestsuite.cpp (1.76), test-suite/rounding.cpp
	(1.1), test-suite/rounding.hpp (1.1):

	Rounding quantlibified and tested

2004-05-13 12:32  Luigi Ballabio

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

	Fixed formula

2004-05-13 09:31  Luigi Ballabio

	* ql/Optimization/: armijo.cpp (1.19), armijo.hpp (1.19),
	conjugategradient.cpp (1.22), constraint.hpp (1.21),
	costfunction.hpp (1.20), criteria.hpp (1.18), leastsquare.hpp
	(1.27), linesearch.hpp (1.19), method.hpp (1.14), problem.hpp
	(1.11), simplex.cpp (1.12), simplex.hpp (1.16), steepestdescent.cpp
	(1.19):

	Still more Reals and stuff

2004-05-12 18:16  Luigi Ballabio

	* quantlib.el (1.8), ql/Math/array.hpp (1.5), ql/Math/beta.cpp
	(1.6), ql/Math/beta.hpp (1.3),
	ql/Math/bicubicsplineinterpolation.hpp (1.17),
	ql/Math/bilinearinterpolation.hpp (1.21),
	ql/Math/binomialdistribution.hpp (1.7),
	ql/Math/bivariatenormaldistribution.cpp (1.8),
	ql/Math/bivariatenormaldistribution.hpp (1.6),
	ql/Math/chisquaredistribution.cpp (1.13),
	ql/Math/chisquaredistribution.hpp (1.10),
	ql/Math/choleskydecomposition.cpp (1.4), ql/Math/comparison.hpp
	(1.2), ql/Math/cubicspline.hpp (1.48),
	ql/Math/discrepancystatistics.cpp (1.8),
	ql/Math/discrepancystatistics.hpp (1.13), ql/Math/errorfunction.cpp
	(1.7), ql/Math/errorfunction.hpp (1.7), ql/Math/factorial.cpp
	(1.5), ql/Math/factorial.hpp (1.4), ql/Math/functional.hpp (1.5),
	ql/Math/gammadistribution.cpp (1.12), ql/Math/gammadistribution.hpp
	(1.10), ql/Math/gaussianstatistics.hpp (1.17),
	ql/Math/generalstatistics.cpp (1.14), ql/Math/generalstatistics.hpp
	(1.15), ql/Math/incompletegamma.cpp (1.5),
	ql/Math/incompletegamma.hpp (1.2),
	ql/Math/incrementalstatistics.cpp (1.11),
	ql/Math/incrementalstatistics.hpp (1.9), ql/Math/interpolation.hpp
	(1.29), ql/Math/interpolation2D.hpp (1.19),
	ql/Math/kronrodintegral.hpp (1.10), ql/Math/lexicographicalview.hpp
	(1.14), ql/Math/linearinterpolation.hpp (1.25),
	ql/Math/loglinearinterpolation.hpp (1.26), ql/Math/matrix.hpp
	(1.29), ql/Math/normaldistribution.cpp (1.26),
	ql/Math/normaldistribution.hpp (1.28),
	ql/Math/poissondistribution.hpp (1.6), ql/Math/primenumbers.cpp
	(1.13), ql/Math/primenumbers.hpp (1.10), ql/Math/pseudosqrt.cpp
	(1.5), ql/Math/pseudosqrt.hpp (1.4), ql/Math/riskstatistics.hpp
	(1.11), ql/Math/rounding.hpp (1.4), ql/Math/segmentintegral.hpp
	(1.22), ql/Math/sequencestatistics.hpp (1.25),
	ql/Math/simpsonintegral.hpp (1.8), ql/Math/svd.cpp (1.8),
	ql/Math/svd.hpp (1.9), ql/Math/symmetricschurdecomposition.cpp
	(1.19), ql/Math/symmetricschurdecomposition.hpp (1.15),
	ql/Math/trapezoidintegral.hpp (1.8),
	ql/MonteCarlo/brownianbridge.hpp (1.21),
	ql/MonteCarlo/multipathgenerator.hpp (1.52), ql/MonteCarlo/path.hpp
	(1.23), ql/MonteCarlo/pathgenerator.hpp (1.60),
	ql/MonteCarlo/pathpricer.hpp (1.21), ql/MonteCarlo/sample.hpp
	(1.13):

	Still more Reals and stuff

2004-05-12 14:17  Luigi Ballabio

	* ql/types.hpp (1.16):

	More types

2004-05-12 13:57  Luigi Ballabio

	* ql/qldefines.hpp (1.75):

	Compliant with section 17.4.3.1.2 of the C++ standard

2004-05-12 13:41  Luigi Ballabio

	* ql/: Indexes/audlibor.hpp (1.14), Indexes/cadlibor.hpp (1.14),
	Indexes/chflibor.hpp (1.12), Indexes/euribor.hpp (1.17),
	Indexes/gbplibor.hpp (1.17), Indexes/jpylibor.hpp (1.13),
	Indexes/usdlibor.hpp (1.17), Indexes/xibor.cpp (1.19),
	Indexes/xibor.hpp (1.24), Indexes/zarlibor.hpp (1.12),
	Instruments/asianoption.cpp (1.17), Instruments/asianoption.hpp
	(1.18), Instruments/barrieroption.cpp (1.30),
	Instruments/barrieroption.hpp (1.26), Instruments/capfloor.cpp
	(1.54), Instruments/capfloor.hpp (1.48),
	Instruments/cliquetoption.hpp (1.13),
	Instruments/dividendvanillaoption.cpp (1.3),
	Instruments/dividendvanillaoption.hpp (1.3),
	Instruments/forwardvanillaoption.cpp (1.29),
	Instruments/forwardvanillaoption.hpp (1.29),
	Instruments/multiassetoption.cpp (1.10),
	Instruments/multiassetoption.hpp (1.8),
	Instruments/oneassetoption.cpp (1.13),
	Instruments/oneassetoption.hpp (1.12),
	Instruments/oneassetstrikedoption.cpp (1.16),
	Instruments/oneassetstrikedoption.hpp (1.13),
	Instruments/payoffs.hpp (1.11),
	Instruments/quantoforwardvanillaoption.cpp (1.25),
	Instruments/quantoforwardvanillaoption.hpp (1.21),
	Instruments/quantovanillaoption.cpp (1.32),
	Instruments/quantovanillaoption.hpp (1.29),
	Instruments/simpleswap.cpp (1.44), Instruments/simpleswap.hpp
	(1.42), Instruments/swap.cpp (1.34), Instruments/swap.hpp (1.28),
	Instruments/swaption.hpp (1.40), Lattices/binomialtree.cpp (1.26),
	Lattices/binomialtree.hpp (1.21), Lattices/bsmlattice.hpp (1.12),
	Lattices/lattice.cpp (1.24), Lattices/lattice.hpp (1.16),
	Lattices/lattice2d.cpp (1.13), Lattices/lattice2d.hpp (1.12),
	Lattices/tree.hpp (1.24), Lattices/trinomialtree.cpp (1.22),
	Lattices/trinomialtree.hpp (1.15):

	Some more Reals and Integers

2004-05-12 11:46  Luigi Ballabio

	* quantlib.el (1.7), ql/Calendars/tokyo.cpp (1.14),
	ql/CashFlows/basispointsensitivity.cpp (1.8),
	ql/CashFlows/basispointsensitivity.hpp (1.16),
	ql/CashFlows/cashflowvectors.cpp (1.33),
	ql/CashFlows/cashflowvectors.hpp (1.26), ql/CashFlows/coupon.hpp
	(1.20), ql/CashFlows/fixedratecoupon.hpp (1.22),
	ql/CashFlows/floatingratecoupon.hpp (1.31),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.13),
	ql/CashFlows/indexcashflowvectors.hpp (1.14),
	ql/CashFlows/indexedcoupon.hpp (1.13), ql/CashFlows/parcoupon.cpp
	(1.11), ql/CashFlows/parcoupon.hpp (1.10),
	ql/CashFlows/shortfloatingcoupon.cpp (1.17),
	ql/CashFlows/shortfloatingcoupon.hpp (1.18),
	ql/CashFlows/shortindexedcoupon.hpp (1.12),
	ql/CashFlows/simplecashflow.hpp (1.14), ql/CashFlows/timebasket.cpp
	(1.7), ql/CashFlows/timebasket.hpp (1.7),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.12),
	ql/DayCounters/actualactual.cpp (1.27),
	ql/FiniteDifferences/americancondition.hpp (1.23),
	ql/FiniteDifferences/boundarycondition.cpp (1.10),
	ql/FiniteDifferences/boundarycondition.hpp (1.15),
	ql/FiniteDifferences/bsmoperator.cpp (1.16),
	ql/FiniteDifferences/bsmoperator.hpp (1.16),
	ql/FiniteDifferences/cranknicolson.hpp (1.21),
	ql/FiniteDifferences/dminus.hpp (1.15),
	ql/FiniteDifferences/dplus.hpp (1.15),
	ql/FiniteDifferences/dplusdminus.hpp (1.16),
	ql/FiniteDifferences/dzero.hpp (1.15),
	ql/FiniteDifferences/expliciteuler.hpp (1.17),
	ql/FiniteDifferences/impliciteuler.hpp (1.16),
	ql/FiniteDifferences/mixedscheme.hpp (1.15),
	ql/FiniteDifferences/onefactoroperator.cpp (1.20),
	ql/FiniteDifferences/onefactoroperator.hpp (1.20),
	ql/FiniteDifferences/shoutcondition.hpp (1.19),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.30),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.33),
	ql/FiniteDifferences/valueatcenter.cpp (1.18),
	ql/FiniteDifferences/valueatcenter.hpp (1.13):

	Some more Reals and Integers

2004-05-11 16:19  Luigi Ballabio

	* acinclude.m4 (1.10), configure.ac (1.43), quantlib.el (1.6),
	Examples/EuropeanOption/EuropeanOption.cpp (1.108),
	ql/basicdataformatters.cpp (1.4), ql/basicdataformatters.hpp (1.2),
	ql/calendar.cpp (1.24), ql/calendar.hpp (1.37),
	ql/capvolstructures.hpp (1.9), ql/cashflow.hpp (1.19),
	ql/dataformatters.cpp (1.35), ql/dataformatters.hpp (1.33),
	ql/dataparsers.cpp (1.14), ql/dataparsers.hpp (1.10), ql/date.cpp
	(1.33), ql/date.hpp (1.28), ql/daycounter.hpp (1.28),
	ql/disposable.hpp (1.5), ql/errors.cpp (1.4), ql/errors.hpp (1.19),
	ql/grid.cpp (1.15), ql/grid.hpp (1.21), ql/history.hpp (1.23),
	ql/instrument.hpp (1.34), ql/marketelement.hpp (1.22), ql/null.hpp
	(1.10), ql/option.hpp (1.29), ql/payoff.hpp (1.11),
	ql/scheduler.cpp (1.25), ql/scheduler.hpp (1.22), ql/solver1d.hpp
	(1.23), ql/stochasticprocess.cpp (1.2), ql/stochasticprocess.hpp
	(1.14), ql/swaptionvolstructure.hpp (1.11), ql/termstructure.hpp
	(1.42), ql/types.hpp (1.14), ql/voltermstructure.cpp (1.19),
	ql/voltermstructure.hpp (1.26), ql/CashFlows/parcoupon.cpp (1.10),
	ql/DayCounters/actual360.hpp (1.18), ql/DayCounters/actual365.hpp
	(1.18), ql/DayCounters/actualactual.cpp (1.26),
	ql/DayCounters/actualactual.hpp (1.22),
	ql/DayCounters/simpledaycounter.cpp (1.5),
	ql/DayCounters/simpledaycounter.hpp (1.6),
	ql/DayCounters/thirty360.cpp (1.19), ql/DayCounters/thirty360.hpp
	(1.21), ql/FiniteDifferences/tridiagonaloperator.cpp (1.29),
	ql/Indexes/xibor.cpp (1.18), ql/Indexes/xibor.hpp (1.23),
	ql/Instruments/asianoption.cpp (1.16),
	ql/Instruments/asianoption.hpp (1.17),
	ql/Instruments/barrieroption.cpp (1.29),
	ql/Instruments/cliquetoption.cpp (1.2),
	ql/Instruments/cliquetoption.hpp (1.12),
	ql/Instruments/multiassetoption.cpp (1.9),
	ql/Instruments/oneassetoption.cpp (1.12),
	ql/Instruments/oneassetstrikedoption.cpp (1.15),
	ql/Instruments/quantovanillaoption.cpp (1.31),
	ql/Instruments/simpleswap.cpp (1.43), ql/Instruments/simpleswap.hpp
	(1.41), ql/Instruments/swaption.cpp (1.43),
	ql/Instruments/swaption.hpp (1.39), ql/Lattices/lattice.cpp (1.23),
	ql/Math/bivariatenormaldistribution.hpp (1.5),
	ql/Math/gaussianstatistics.hpp (1.16),
	ql/Math/generalstatistics.cpp (1.13), ql/Math/generalstatistics.hpp
	(1.14), ql/Math/incrementalstatistics.cpp (1.10),
	ql/Math/interpolation.hpp (1.28), ql/Math/interpolation2D.hpp
	(1.18), ql/Math/kronrodintegral.hpp (1.9),
	ql/Math/normaldistribution.cpp (1.25),
	ql/Math/normaldistribution.hpp (1.27),
	ql/Math/poissondistribution.hpp (1.5), ql/Math/pseudosqrt.cpp
	(1.4), ql/Math/riskstatistics.hpp (1.10),
	ql/Math/simpsonintegral.hpp (1.7), ql/Math/trapezoidintegral.hpp
	(1.7), ql/MonteCarlo/getcovariance.hpp (1.19),
	ql/Pricers/dividendeuropeanoption.cpp (1.14),
	ql/Pricers/fddividendoption.cpp (1.25),
	ql/Pricers/fdmultiperiodoption.cpp (1.24),
	ql/Pricers/mccliquetoption.cpp (1.27),
	ql/Pricers/singleassetoption.cpp (1.29),
	ql/PricingEngines/blackformula.cpp (1.4),
	ql/PricingEngines/Asian/analyticcontinuousasianengine.cpp (1.3),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.14),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.17),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.3),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.2),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.5),
	ql/PricingEngines/Forward/forwardengine.hpp (1.7),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.7),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.4),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.17),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.19),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.14),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.15),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.15),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.33),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.32),
	ql/Solvers1D/newton.hpp (1.17), ql/Solvers1D/newtonsafe.hpp (1.17),
	ql/TermStructures/compoundforward.cpp (1.39),
	ql/TermStructures/compoundforward.hpp (1.29),
	ql/TermStructures/extendeddiscountcurve.cpp (1.12),
	ql/TermStructures/extendeddiscountcurve.hpp (1.11),
	ql/TermStructures/flatforward.hpp (1.36),
	ql/TermStructures/piecewiseflatforward.cpp (1.47),
	ql/TermStructures/piecewiseflatforward.hpp (1.39),
	ql/TermStructures/ratehelpers.cpp (1.45),
	ql/TermStructures/ratehelpers.hpp (1.38),
	ql/Volatilities/localvolsurface.cpp (1.12),
	test-suite/americanoption.cpp (1.18), test-suite/asianoptions.cpp
	(1.22), test-suite/barrieroption.cpp (1.30),
	test-suite/basketoption.cpp (1.24), test-suite/capfloor.cpp (1.31),
	test-suite/cliquetoption.cpp (1.5), test-suite/compoundforward.cpp
	(1.13), test-suite/covariance.cpp (1.19),
	test-suite/daycounters.cpp (1.9), test-suite/digitaloption.cpp
	(1.25), test-suite/distributions.cpp (1.16),
	test-suite/dividendeuropeanoption.cpp (1.5),
	test-suite/europeanoption.cpp (1.63), test-suite/factorial.cpp
	(1.13), test-suite/forwardoption.cpp (1.2),
	test-suite/integrals.cpp (1.9), test-suite/interpolations.cpp
	(1.17), test-suite/jumpdiffusion.cpp (1.20),
	test-suite/lowdiscrepancysequences.cpp (1.44),
	test-suite/matrices.cpp (1.18), test-suite/mersennetwister.cpp
	(1.12), test-suite/old_pricers.cpp (1.48),
	test-suite/piecewiseflatforward.cpp (1.17),
	test-suite/quantooption.cpp (1.2), test-suite/quotes.cpp (1.2),
	test-suite/riskstats.cpp (1.33), test-suite/solvers.cpp (1.10),
	test-suite/stats.cpp (1.23), test-suite/swap.cpp (1.18),
	test-suite/swaption.cpp (1.23), test-suite/termstructures.cpp
	(1.16):

	Started using Real, Integer and such

2004-05-10 18:48  Ferdinando Ametrano

	* test-suite/old_pricers.cpp (1.47):

	catching up

2004-05-10 18:40  Ferdinando Ametrano

	* QuantLib.vcproj (1.14):

	catching up

2004-05-10 18:30  Ferdinando Ametrano

	* test-suite/testsuite.vcproj (1.13):

	catching up

2004-05-10 18:22  Ferdinando Ametrano

	* test-suite/calendars.cpp (1.10), test-suite/europeanoption.cpp
	(1.62), QuantLib.vcproj (1.13), test-suite/testsuite.vcproj (1.12):

	catching up

2004-05-10 17:54  Ferdinando Ametrano

	* ql/: calendar.cpp (1.23), makefile.mak (1.56),
	Calendars/beijing.cpp (1.2), Calendars/riyadh.cpp (1.2),
	Calendars/seoul.cpp (1.3), Calendars/taiwan.cpp (1.3),
	Instruments/asianoption.cpp (1.15),
	PricingEngines/Cliquet/makefile.mak (1.9):

	catching up

2004-05-10 17:13  Ferdinando Ametrano

	* QuantLib.vcproj (1.12), ql/calendar.cpp (1.22), ql/calendar.hpp
	(1.36), ql/config.msvc.hpp (1.48), test-suite/calendars.cpp (1.9):

	catching up

2004-05-10 11:28  Luigi Ballabio

	* Docs/pages/engines.docs (1.1),
	ql/PricingEngines/Asian/analyticcontinuousasianengine.hpp (1.3),
	ql/PricingEngines/Asian/analyticdiscreteasianengine.hpp (1.2),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.4),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.13),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.8),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.16),
	ql/PricingEngines/Basket/stulzengine.hpp (1.5),
	ql/PricingEngines/CapFloor/analyticalcapfloor.hpp (1.4),
	ql/PricingEngines/CapFloor/blackcapfloor.hpp (1.4),
	ql/PricingEngines/CapFloor/treecapfloor.hpp (1.4),
	ql/PricingEngines/Cliquet/analyticcliquetengine.hpp (1.2),
	ql/PricingEngines/Cliquet/analyticperformanceengine.hpp (1.2),
	ql/PricingEngines/Forward/forwardengine.hpp (1.6),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.4),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.6),
	ql/PricingEngines/Swaption/blackswaption.hpp (1.4),
	ql/PricingEngines/Swaption/jamshidianswaption.hpp (1.4),
	ql/PricingEngines/Swaption/treeswaption.hpp (1.4),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp (1.3),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp (1.3),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp (1.3),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.10),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.5),
	ql/PricingEngines/Vanilla/integralengine.hpp (1.4),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.8),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.13),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.14),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.14):

	Added pricing engine groups to docs

2004-05-10 11:27  Luigi Ballabio

	* Docs/: Makefile.am (1.66), quantlib.css (1.11), quantlib.doxy
	(1.85):

	Upgraded to Doxygen 1.3.7

2004-05-10 10:49  Ferdinando Ametrano

	* QuantLib.dsp (1.234), QuantLib.mak (1.211),
	ql/Calendars/makefile.mak (1.26), ql/Instruments/makefile.mak
	(1.35), ql/Math/rounding.hpp (1.3),
	ql/PricingEngines/Asian/makefile.mak (1.8),
	ql/PricingEngines/Cliquet/makefile.mak (1.8),
	test-suite/makefile.mak (1.40), test-suite/testsuite.dsp (1.38),
	test-suite/testsuite.mak (1.53), QuantLib.nsi (1.99),
	QuantLib.vcproj (1.11), functions/ql/Functions/makefile.mak (1.3),
	test-suite/testsuite.vcproj (1.11):

	catching up

2004-05-06 14:26  Luigi Ballabio

	* ql/Instruments/forwardvanillaoption.hpp (1.28),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.24),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.20),
	ql/Instruments/quantovanillaoption.hpp (1.28),
	ql/PricingEngines/Forward/forwardengine.hpp (1.5),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.3),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.5),
	test-suite/Makefile.am (1.36), test-suite/forwardoption.cpp (1.1),
	test-suite/forwardoption.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.75),
	test-suite/quantooption.cpp (1.1), test-suite/quantooption.hpp
	(1.1):

	Quanto/forward tests added -- real test cases needed

2004-05-05 14:10  Luigi Ballabio

	* test-suite/: digitaloption.cpp (1.24), dividendeuropeanoption.cpp
	(1.4), europeanoption.cpp (1.61), jumpdiffusion.cpp (1.19):

	theta calculated by moving today's date

2004-05-05 12:47  Luigi Ballabio

	* test-suite/: americanoption.cpp (1.17), asianoptions.cpp (1.21),
	barrieroption.cpp (1.29), basketoption.cpp (1.23),
	cliquetoption.cpp (1.4), digitaloption.cpp (1.23),
	dividendeuropeanoption.cpp (1.3), europeanoption.cpp (1.60),
	jumpdiffusion.cpp (1.18), old_pricers.cpp (1.46), utilities.cpp
	(1.9), utilities.hpp (1.11):

	Unified a few flat curve factories

2004-05-05 12:47  Luigi Ballabio

	* quantlib.el (1.5), ql/types.hpp (1.13):

	Rationalized types a bit

2004-05-05 07:58  andrelouw

	* ql/types.hpp (1.12):

	Decimal type added as typedef to double.

2004-05-04 15:46  andrelouw

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

	Changed sub constructors to public.

2004-05-04 15:16  Luigi Ballabio

	* QuantLib.dsp (1.233), QuantLib.mak (1.210),
	ql/Instruments/cliquetoption.hpp (1.11), ql/calendar.cpp (1.21),
	ql/calendar.hpp (1.35), ql/config.msvc.hpp (1.47),
	ql/Pricers/Makefile.am (1.42), ql/Pricers/all.hpp (1.5),
	ql/Pricers/cliquetoption.cpp (1.23), ql/Pricers/cliquetoption.hpp
	(1.20), ql/Pricers/cliquetoptionpricer.cpp (1.1),
	ql/Pricers/cliquetoptionpricer.hpp (1.1), ql/Pricers/makefile.mak
	(1.45), test-suite/calendars.cpp (1.8), test-suite/old_pricers.cpp
	(1.45), test-suite/testsuite.dsp (1.37), test-suite/testsuite.mak
	(1.52):

	Fixes for VC++6

2004-05-04 14:34  andrelouw

	* ql/Math/: Makefile.am (1.40), all.hpp (1.4), rounding.hpp (1.1):

	Added first cut of rounding implementation.

2004-05-04 10:39  Luigi Ballabio

	* ql/TermStructures/: compoundforward.cpp (1.38),
	compoundforward.hpp (1.28), discountcurve.cpp (1.29),
	discountcurve.hpp (1.28), extendeddiscountcurve.cpp (1.11),
	extendeddiscountcurve.hpp (1.10):

	Reverting

2004-05-04 10:36  Luigi Ballabio

	* ql/ShortRateModels/: calibrationhelper.hpp (1.20),
	CalibrationHelpers/caphelper.cpp (1.32),
	CalibrationHelpers/caphelper.hpp (1.15),
	CalibrationHelpers/swaptionhelper.cpp (1.31),
	CalibrationHelpers/swaptionhelper.hpp (1.13):

	Constness added

2004-05-04 06:32  andrelouw

	* ql/TermStructures/: discountcurve.cpp (1.28), discountcurve.hpp
	(1.27), extendeddiscountcurve.cpp (1.10), extendeddiscountcurve.hpp
	(1.9):

	Changed interpolation to be changeable by sub classes.

2004-05-04 06:31  andrelouw

	* ql/TermStructures/: compoundforward.cpp (1.37),
	compoundforward.hpp (1.27):

	Added granularity parameter to specify the granularity of the
	bootstrapped discount factor curve (defaults to same as compounding
	frequency).  Changed interpolation to be changeable by sub classes.

2004-05-03 11:11  Luigi Ballabio

	* ql/PricingEngines/Asian/analyticcontinuousasianengine.cpp (1.2),
	ql/PricingEngines/Asian/analyticcontinuousasianengine.hpp (1.2),
	test-suite/asianoptions.cpp (1.20):

	Fixed greeks for geometric continuous-averaging Asian

2004-04-30 19:04  Luigi Ballabio

	* ql/Instruments/asianoption.cpp (1.14),
	ql/Instruments/asianoption.hpp (1.16),
	ql/Pricers/continuousgeometricapo.hpp (1.17),
	ql/PricingEngines/Asian/Makefile.am (1.5),
	ql/PricingEngines/Asian/all.hpp (1.2),
	ql/PricingEngines/Asian/analyticasianengine.cpp (1.13),
	ql/PricingEngines/Asian/analyticasianengine.hpp (1.4),
	ql/PricingEngines/Asian/analyticcontinuousasianengine.cpp (1.1),
	ql/PricingEngines/Asian/analyticcontinuousasianengine.hpp (1.1),
	ql/PricingEngines/Asian/analyticdiscreteasianengine.cpp (1.1),
	ql/PricingEngines/Asian/analyticdiscreteasianengine.hpp (1.1),
	test-suite/asianoptions.cpp (1.19), test-suite/asianoptions.hpp
	(1.3), test-suite/cliquetoption.cpp (1.3),
	test-suite/old_pricers.cpp (1.44):

	Enginified ContinuousGeometricAPO

2004-04-30 15:33  Luigi Ballabio

	* Docs/Makefile.am (1.65), Docs/makefile.mak (1.35),
	Docs/qlintro.tex (1.1), Docs/quantlibheader.html (1.23),
	Docs/quantlibheader.tex (1.19), Docs/userman.tex (1.10),
	Docs/pages/findiff.docs (1.11), Docs/pages/fixedincome.docs (1.12),
	Docs/pages/math.docs (1.11), Docs/pages/mcarlo.docs (1.16),
	Docs/pages/termstructures.docs (1.7), Docs/pages/utilities.docs
	(1.9), ql/termstructure.hpp (1.41),
	ql/MonteCarlo/brownianbridge.hpp (1.20),
	ql/MonteCarlo/montecarlomodel.hpp (1.32),
	ql/MonteCarlo/multipath.hpp (1.21),
	ql/MonteCarlo/multipathgenerator.hpp (1.51), ql/MonteCarlo/path.hpp
	(1.22), ql/MonteCarlo/pathgenerator.hpp (1.59),
	ql/MonteCarlo/pathpricer.hpp (1.20), ql/MonteCarlo/sample.hpp
	(1.12), ql/ShortRateModels/model.hpp (1.29),
	ql/ShortRateModels/onefactormodel.hpp (1.17),
	ql/ShortRateModels/twofactormodel.hpp (1.14),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.15),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.21),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.20), ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.19),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.14),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.20),
	ql/TermStructures/discountcurve.hpp (1.26),
	ql/TermStructures/flatforward.hpp (1.35),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.19),
	ql/TermStructures/impliedtermstructure.hpp (1.17),
	ql/TermStructures/piecewiseflatforward.hpp (1.38),
	ql/TermStructures/zerocurve.hpp (1.10),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.20):

	Reorganized Doxygen documentation

2004-04-30 13:15  Luigi Ballabio

	* Docs/Makefile.am (1.64), Docs/quantlibheader.html (1.22),
	Docs/userman.tex (1.9), Docs/pages/coreclasses.docs (1.10),
	Docs/pages/currencies.docs (1.8), Docs/pages/findiff.docs (1.10),
	Docs/pages/lattices.docs (1.8), Docs/pages/patterns.docs (1.7),
	ql/currency.hpp (1.11), ql/types.hpp (1.11),
	ql/FiniteDifferences/boundarycondition.hpp (1.14),
	ql/FiniteDifferences/bsmoperator.hpp (1.15),
	ql/FiniteDifferences/cranknicolson.hpp (1.20),
	ql/FiniteDifferences/dminus.hpp (1.14),
	ql/FiniteDifferences/dplus.hpp (1.14),
	ql/FiniteDifferences/dplusdminus.hpp (1.15),
	ql/FiniteDifferences/dzero.hpp (1.14),
	ql/FiniteDifferences/expliciteuler.hpp (1.16),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.29),
	ql/FiniteDifferences/impliciteuler.hpp (1.15),
	ql/FiniteDifferences/mixedscheme.hpp (1.14),
	ql/FiniteDifferences/onefactoroperator.hpp (1.19),
	ql/FiniteDifferences/stepcondition.hpp (1.14),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.32),
	ql/Lattices/binomialtree.hpp (1.20), ql/Lattices/bsmlattice.hpp
	(1.11), ql/Lattices/lattice.hpp (1.15), ql/Lattices/lattice2d.hpp
	(1.11), ql/Lattices/tree.hpp (1.23), ql/Lattices/trinomialtree.hpp
	(1.14), ql/Patterns/bridge.hpp (1.11), ql/Patterns/composite.hpp
	(1.6), ql/Patterns/curiouslyrecurring.hpp (1.4),
	ql/Patterns/lazyobject.hpp (1.8), ql/Patterns/observable.hpp
	(1.20), ql/Patterns/visitor.hpp (1.8):

	Ongoing docs reorganization

2004-04-30 13:15  Luigi Ballabio

	* Docs/quantlib.css (1.10):

	More recent Doxygen stylesheet

2004-04-30 10:20  Luigi Ballabio

	* ql/Calendars/: Makefile.am (1.20), all.hpp (1.4), beijing.cpp
	(1.1), beijing.hpp (1.1), riyadh.cpp (1.1), riyadh.hpp (1.1):

	Added Beijing and Riyadh calendars (thanks to Xavier Abulker)

2004-04-29 14:50  Luigi Ballabio

	* ql/Pricers/performanceoption.cpp (1.14),
	ql/Pricers/performanceoption.hpp (1.10),
	ql/PricingEngines/Cliquet/Makefile.am (1.7),
	ql/PricingEngines/Cliquet/all.hpp (1.3),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.1),
	ql/PricingEngines/Cliquet/analyticperformanceengine.hpp (1.1),
	test-suite/cliquetoption.cpp (1.2), test-suite/cliquetoption.hpp
	(1.2):

	Enginified performance pricer

2004-04-29 13:51  Luigi Ballabio

	* ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.2):

	Removed leftover code

2004-04-29 13:46  Luigi Ballabio

	* configure.ac (1.42), ql/Instruments/Makefile.am (1.26),
	ql/Instruments/all.hpp (1.8), ql/Instruments/cliquetoption.cpp
	(1.1), ql/Instruments/cliquetoption.hpp (1.10),
	ql/Instruments/payoffs.hpp (1.10), ql/Pricers/cliquetoption.cpp
	(1.22), ql/Pricers/cliquetoption.hpp (1.19),
	ql/PricingEngines/Makefile.am (1.39), ql/PricingEngines/all.hpp
	(1.8), ql/PricingEngines/Cliquet/Makefile.am (1.6),
	ql/PricingEngines/Cliquet/all.hpp (1.2),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.1),
	ql/PricingEngines/Cliquet/analyticcliquetengine.hpp (1.1),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.4),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.7),
	test-suite/Makefile.am (1.35), test-suite/cliquetoption.cpp (1.1),
	test-suite/cliquetoption.hpp (1.1), test-suite/old_pricers.cpp
	(1.43), test-suite/old_pricers.hpp (1.13),
	test-suite/quantlibtestsuite.cpp (1.74):

	Enginified Cliquet pricer

2004-04-27 11:51  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.53),
	ql/instrument.hpp (1.33), ql/ShortRateModels/calibrationhelper.hpp
	(1.19), ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.31),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.30):

	Calibration helpers are no longer set a default Black engine

2004-04-27 11:50  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.26):

	typos

2004-04-27 11:49  Luigi Ballabio

	* ql/Calendars/: singapore.cpp (1.1), singapore.hpp (1.1):

	Singapore calendar added (thanks to Xavier Abulker)

2004-04-26 17:53  Luigi Ballabio

	* ql/Calendars/: Makefile.am (1.19), all.hpp (1.3):

	Singapore calendar added (thanks to Xavier Abulker)

2004-04-26 16:55  Luigi Ballabio

	* Docs/pages/authors.docs (1.28), ql/Makefile.am (1.57),
	ql/calendar.cpp (1.20), ql/calendar.hpp (1.34),
	ql/Calendars/budapest.cpp (1.8), ql/Calendars/budapest.hpp (1.9),
	ql/Calendars/copenhagen.cpp (1.4), ql/Calendars/copenhagen.hpp
	(1.5), ql/Calendars/frankfurt.cpp (1.17),
	ql/Calendars/frankfurt.hpp (1.18), ql/Calendars/helsinki.cpp
	(1.16), ql/Calendars/helsinki.hpp (1.18), ql/Calendars/hongkong.cpp
	(1.2), ql/Calendars/hongkong.hpp (1.2),
	ql/Calendars/johannesburg.cpp (1.13), ql/Calendars/johannesburg.hpp
	(1.10), ql/Calendars/london.cpp (1.17), ql/Calendars/london.hpp
	(1.20), ql/Calendars/milan.cpp (1.16), ql/Calendars/milan.hpp
	(1.18), ql/Calendars/newyork.cpp (1.17), ql/Calendars/newyork.hpp
	(1.21), ql/Calendars/oslo.cpp (1.8), ql/Calendars/oslo.hpp (1.9),
	ql/Calendars/seoul.cpp (1.2), ql/Calendars/seoul.hpp (1.2),
	ql/Calendars/stockholm.cpp (1.9), ql/Calendars/stockholm.hpp (1.9),
	ql/Calendars/sydney.cpp (1.9), ql/Calendars/sydney.hpp (1.11),
	ql/Calendars/taiwan.cpp (1.2), ql/Calendars/taiwan.hpp (1.2),
	ql/Calendars/target.cpp (1.17), ql/Calendars/target.hpp (1.19),
	ql/Calendars/tokyo.cpp (1.13), ql/Calendars/tokyo.hpp (1.11),
	ql/Calendars/toronto.cpp (1.9), ql/Calendars/toronto.hpp (1.10),
	ql/Calendars/warsaw.cpp (1.8), ql/Calendars/warsaw.hpp (1.9),
	ql/Calendars/wellington.cpp (1.17), ql/Calendars/wellington.hpp
	(1.18), ql/Calendars/zurich.cpp (1.16), ql/Calendars/zurich.hpp
	(1.18), test-suite/.cvsignore (1.13), test-suite/calendars.cpp
	(1.7), test-suite/calendars.hpp (1.6):

	Added methods for adding/removing holidays from calendars (thanks
	to Jeff Yu)

2004-04-23 11:12  Luigi Ballabio

	* Docs/pages/authors.docs (1.27), ql/Calendars/Makefile.am (1.18),
	ql/Calendars/all.hpp (1.2), ql/Calendars/hongkong.cpp (1.1),
	ql/Calendars/hongkong.hpp (1.1), ql/Calendars/london.hpp (1.19),
	ql/Calendars/newyork.hpp (1.20), ql/Calendars/seoul.cpp (1.1),
	ql/Calendars/seoul.hpp (1.1), ql/Calendars/taiwan.cpp (1.1),
	ql/Calendars/taiwan.hpp (1.1):

	Added Hong Kong, Seoul and Taiwan calendars (thanks to Xavier
	Abulker)

2004-04-23 10:58  Luigi Ballabio

	* dev_tools/developers (1.3):

	any reason for e-mail addresses in ChangeLog?

2004-04-22 17:40  Luigi Ballabio

	* ql/PricingEngines/blackformula.cpp (1.3):

	Clarified a bit execution flow

2004-04-22 16:56  Luigi Ballabio

	* ql/TermStructures/: affinetermstructure.cpp (1.21),
	affinetermstructure.hpp (1.22):

	AffineTermStructure as LazyObject

2004-04-22 15:24  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.38),
	ql/Makefile.am (1.56), ql/diffusionprocess.cpp (1.18),
	ql/diffusionprocess.hpp (1.30), ql/stochasticprocess.cpp (1.1),
	ql/stochasticprocess.hpp (1.13),
	ql/Instruments/multiassetoption.hpp (1.7),
	ql/Instruments/oneassetoption.hpp (1.11),
	ql/Lattices/binomialtree.cpp (1.25), ql/Lattices/binomialtree.hpp
	(1.19), ql/Lattices/trinomialtree.cpp (1.21),
	ql/Lattices/trinomialtree.hpp (1.13),
	ql/MonteCarlo/brownianbridge.hpp (1.19),
	ql/MonteCarlo/multipathgenerator.hpp (1.50),
	ql/MonteCarlo/pathgenerator.hpp (1.58), ql/Pricers/mcbasket.cpp
	(1.34), ql/Pricers/mccliquetoption.cpp (1.26),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.28),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.29),
	ql/Pricers/mceverest.cpp (1.34), ql/Pricers/mchimalaya.cpp (1.37),
	ql/Pricers/mcmaxbasket.cpp (1.33), ql/Pricers/mcpagoda.cpp (1.35),
	ql/Pricers/mcperformanceoption.cpp (1.24),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.6),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.12),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.22),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.15),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.6),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.9),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.6),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.12),
	ql/ShortRateModels/onefactormodel.hpp (1.16),
	ql/ShortRateModels/twofactormodel.hpp (1.13),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.14),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.20),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.18),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.13),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.19):

	DiffusionProcess renamed as StochasticProcess; Merton76
	stochastic-process methods inhibited

2004-04-22 11:17  Luigi Ballabio

	* test-suite/europeanoption.cpp (1.59):

	More exhaustive test

2004-04-22 10:41  Luigi Ballabio

	* ql/TermStructures/: piecewiseflatforward.cpp (1.46),
	piecewiseflatforward.hpp (1.37):

	Hidden a few implementation details from header

2004-04-22 09:56  Luigi Ballabio

	* ql/handle.hpp (1.21), ql/stochasticprocess.hpp (1.12),
	ql/userconfig.hpp (1.7), ql/MonteCarlo/mctypedefs.hpp (1.35),
	ql/Pricers/dividendeuropeanoption.cpp (1.13),
	ql/Pricers/dividendeuropeanoption.hpp (1.11),
	ql/Pricers/mcbasket.cpp (1.33), ql/Pricers/mcbasket.hpp (1.26),
	ql/RandomNumbers/rngtypedefs.hpp (1.29), test-suite/old_pricers.cpp
	(1.42), test-suite/old_pricers.hpp (1.12):

	Sounds better, but maybe it's just me

2004-04-22 09:55  Luigi Ballabio

	* configure.ac (1.41):

	Saner command-line option name

2004-04-22 09:53  Luigi Ballabio

	* ql/RandomNumbers/rngtraits.hpp (1.7):

	Consistent name for template argument

2004-04-22 09:49  Luigi Ballabio

	* ql/: voltermstructure.cpp (1.18), voltermstructure.hpp (1.25),
	Volatilities/impliedvoltermstructure.hpp (1.12):

	My fault--the parameter had to be used

2004-04-22 09:18  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.37),
	ql/MonteCarlo/mctypedefs.hpp (1.34), test-suite/old_pricers.cpp
	(1.41), test-suite/old_pricers.hpp (1.11):

	Works without deprecated stuff (not that it bothered me much,
	though)

2004-04-21 16:00  Luigi Ballabio

	* ql/: argsandresults.hpp (1.17), Pricers/fdbsmoption.cpp (1.20):

	Fix for implied volatility in old pricers

2004-04-21 15:55  Ferdinando Ametrano

	* ql/: MonteCarlo/mctypedefs.hpp (1.33), Pricers/mcbasket.hpp
	(1.25), Pricers/mccliquetoption.hpp (1.18),
	Pricers/mcdiscretearithmeticapo.hpp (1.21),
	Pricers/mcdiscretearithmeticaso.hpp (1.21), Pricers/mceverest.hpp
	(1.23), Pricers/mchimalaya.cpp (1.36), Pricers/mcmaxbasket.hpp
	(1.23), Pricers/mcpagoda.hpp (1.24),
	Pricers/mcperformanceoption.hpp (1.16),
	PricingEngines/Basket/mcamericanbasketengine.cpp (1.21),
	RandomNumbers/rngtypedefs.hpp (1.28):

	using QL_DEPRECATED_DISABLED to disable deprecated code.

2004-04-21 15:28  Ferdinando Ametrano

	* configure.ac (1.40), ql/handle.hpp (1.20),
	ql/stochasticprocess.hpp (1.11), ql/MonteCarlo/mctypedefs.hpp
	(1.32), ql/Pricers/dividendeuropeanoption.cpp (1.12),
	ql/Pricers/dividendeuropeanoption.hpp (1.10),
	ql/Pricers/mcbasket.cpp (1.32), ql/Pricers/mcbasket.hpp (1.24),
	ql/RandomNumbers/rngtypedefs.hpp (1.27), test-suite/old_pricers.cpp
	(1.40), test-suite/old_pricers.hpp (1.10):

	using QL_DEPRECATED_DISABLED to disable deprecated code.

2004-04-21 15:13  Ferdinando Ametrano

	* configure.ac (1.39), ql/userconfig.hpp (1.6):

	define QL_DEPRECATED_DISABLED if you want to disable deprecated
	code.

2004-04-21 15:03  Ferdinando Ametrano

	* QuantLib.vcproj (1.10):

	updated

2004-04-21 14:55  Ferdinando Ametrano

	* ql/Volatilities/impliedvoltermstructure.hpp (1.11):

	unused parameter removed

2004-04-21 14:51  Ferdinando Ametrano

	* ql/: voltermstructure.cpp (1.17), voltermstructure.hpp (1.24):

	unused parameter removed

2004-04-21 13:14  Ferdinando Ametrano

	* ql/: RandomNumbers/haltonrsg.cpp (1.14),
	Pricers/continuousgeometricapo.hpp (1.16):

	avoid usage of deprecated code

2004-04-21 13:02  Luigi Ballabio

	* ql/: voltermstructure.cpp (1.16), voltermstructure.hpp (1.23),
	Volatilities/blackconstantvol.hpp (1.23),
	Volatilities/blackvariancecurve.cpp (1.11),
	Volatilities/blackvariancecurve.hpp (1.28),
	Volatilities/blackvariancesurface.cpp (1.11),
	Volatilities/blackvariancesurface.hpp (1.30),
	Volatilities/impliedvoltermstructure.hpp (1.10),
	Volatilities/localconstantvol.hpp (1.20),
	Volatilities/localvolcurve.hpp (1.11),
	Volatilities/localvolsurface.cpp (1.11),
	Volatilities/localvolsurface.hpp (1.18):

	Added persistent extrapolation setting to volatility term
	structures

2004-04-21 13:02  Ferdinando Ametrano

	* ql/Pricers/: cliquetoption.cpp (1.21), mceverest.cpp (1.33),
	mchimalaya.cpp (1.35), mcmaxbasket.cpp (1.32), mcpagoda.cpp (1.34),
	performanceoption.cpp (1.13):

	avoid usage of deprecated code

2004-04-21 12:26  Luigi Ballabio

	* ql/termstructure.hpp (1.40):

	Removed unneeded reference

2004-04-21 12:24  Luigi Ballabio

	* QuantLib.spec.in (1.7), dev_tools/version_number.txt (1.41):

	Removed the need for bumping version number

2004-04-21 11:51  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.40):

	updated

2004-04-21 11:51  Ferdinando Ametrano

	* ql/makefile.mak (1.55):

	bumping up version number

2004-04-21 11:41  Ferdinando Ametrano

	* functions/ql/Functions/: Makefile.am (1.2), QuantLibFunctions.dsp
	(1.4), QuantLibFunctions.vcproj (1.2), all.hpp (1.2),
	qlfunctions.hpp (1.1):

	bumping up version number

2004-04-21 11:39  Ferdinando Ametrano

	* Examples/: AmericanOption/AmericanOption.vcproj (1.4),
	BermudanSwaption/BermudanSwaption.vcproj (1.4),
	DiscreteHedging/DiscreteHedging.vcproj (1.4),
	EuropeanOption/EuropeanOption.vcproj (1.4), Swap/Swap.vcproj (1.4):

	updated

2004-04-21 11:37  Ferdinando Ametrano

	* test-suite/testsuite.vcproj (1.10):

	missing file added

2004-04-21 11:18  Ferdinando Ametrano

	* QuantLib.vcproj (1.9):

	header file added

2004-04-21 11:18  Ferdinando Ametrano

	* ql/RandomNumbers/rngtraits.hpp (1.6):

	more traits

2004-04-21 11:16  Ferdinando Ametrano

	* QuantLib.dsp (1.232), QuantLib.vcproj (1.8):

	bumping up version number

2004-04-21 11:13  Ferdinando Ametrano

	* QuantLib.spec.in (1.6):

	bumping up version number

2004-04-20 18:00  Luigi Ballabio

	* ql/: termstructure.hpp (1.39), Math/Makefile.am (1.39),
	Math/all.hpp (1.3), Math/extrapolation.hpp (1.1),
	TermStructures/affinetermstructure.hpp (1.21),
	TermStructures/compoundforward.cpp (1.36),
	TermStructures/compoundforward.hpp (1.26),
	TermStructures/discountcurve.cpp (1.27),
	TermStructures/discountcurve.hpp (1.25),
	TermStructures/drifttermstructure.hpp (1.8),
	TermStructures/extendeddiscountcurve.cpp (1.9),
	TermStructures/extendeddiscountcurve.hpp (1.8),
	TermStructures/flatforward.hpp (1.34),
	TermStructures/forwardspreadedtermstructure.hpp (1.18),
	TermStructures/impliedtermstructure.hpp (1.16),
	TermStructures/piecewiseflatforward.cpp (1.45),
	TermStructures/piecewiseflatforward.hpp (1.36),
	TermStructures/quantotermstructure.hpp (1.11),
	TermStructures/zerocurve.cpp (1.11), TermStructures/zerocurve.hpp
	(1.9), TermStructures/zerospreadedtermstructure.hpp (1.19):

	Added persistent extrapolation setting to term structures

2004-04-19 19:01  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.25),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.36),
	Examples/EuropeanOption/EuropeanOption.cpp (1.107),
	ql/diffusionprocess.cpp (1.17), ql/diffusionprocess.hpp (1.29),
	ql/stochasticprocess.hpp (1.10), ql/Instruments/asianoption.cpp
	(1.13), ql/Instruments/asianoption.hpp (1.15),
	ql/Instruments/barrieroption.cpp (1.28),
	ql/Instruments/barrieroption.hpp (1.25),
	ql/Instruments/basketoption.cpp (1.7),
	ql/Instruments/basketoption.hpp (1.9),
	ql/Instruments/dividendvanillaoption.cpp (1.2),
	ql/Instruments/dividendvanillaoption.hpp (1.2),
	ql/Instruments/europeanoption.cpp (1.2),
	ql/Instruments/europeanoption.hpp (1.2),
	ql/Instruments/forwardvanillaoption.cpp (1.28),
	ql/Instruments/forwardvanillaoption.hpp (1.27),
	ql/Instruments/multiassetoption.cpp (1.8),
	ql/Instruments/multiassetoption.hpp (1.6),
	ql/Instruments/oneassetoption.cpp (1.11),
	ql/Instruments/oneassetoption.hpp (1.10),
	ql/Instruments/oneassetstrikedoption.cpp (1.14),
	ql/Instruments/oneassetstrikedoption.hpp (1.12),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.23),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.19),
	ql/Instruments/quantovanillaoption.cpp (1.30),
	ql/Instruments/quantovanillaoption.hpp (1.27),
	ql/Instruments/vanillaoption.cpp (1.46),
	ql/Instruments/vanillaoption.hpp (1.46), ql/Pricers/mcbasket.cpp
	(1.31), ql/Pricers/mccliquetoption.cpp (1.25),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.27),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.28),
	ql/Pricers/mceverest.cpp (1.32), ql/Pricers/mchimalaya.cpp (1.34),
	ql/Pricers/mcmaxbasket.cpp (1.31), ql/Pricers/mcpagoda.cpp (1.33),
	ql/Pricers/mcperformanceoption.cpp (1.23),
	ql/PricingEngines/Asian/analyticasianengine.cpp (1.12),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.11),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.11),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.20),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.14),
	ql/PricingEngines/Basket/stulzengine.cpp (1.15),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.7),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.3),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.16),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.13),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.8),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.13),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.7),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.18),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.11),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.13),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.13),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.19),
	test-suite/americanoption.cpp (1.16), test-suite/asianoptions.cpp
	(1.18), test-suite/barrieroption.cpp (1.28),
	test-suite/basketoption.cpp (1.22), test-suite/digitaloption.cpp
	(1.22), test-suite/dividendeuropeanoption.cpp (1.2),
	test-suite/europeanoption.cpp (1.58), test-suite/jumpdiffusion.cpp
	(1.17):

	Transplanted stochastic processes in the DiffusionProcess hierarchy

2004-04-19 18:00  Luigi Ballabio

	* ql/Lattices/lattice.cpp (1.22):

	I'm all in favor of removing warnings. However, writing a backward
	loop on an unsigned integer and introducing a temporary variable to
	hold an off-by-one integer value is a kind of mental contortion
	that should have rung a bell. As often happens when the logic is
	needlessly complicated, it introduced a bug---namely, the temporary
	variable was not used in every place. Fortunately, nobody uses
	TreeSwaption as JamshidianSwaption is available.

2004-04-15 18:02  Luigi Ballabio

	* QuantLib.dsp (1.231), QuantLib.mak (1.209),
	functions/ql/Functions/QuantLibFunctions.dsp (1.3),
	functions/ql/Functions/QuantLibFunctions.mak (1.3):

	This is automatic on Linux :)

2004-04-15 17:16  Luigi Ballabio

	* ql/: diffusionprocess.cpp (1.16), relinkablehandle.hpp (1.22),
	stochasticprocess.hpp (1.9), Indexes/xibor.hpp (1.22),
	Instruments/barrieroption.cpp (1.27),
	Instruments/multiassetoption.cpp (1.7),
	Instruments/oneassetoption.cpp (1.10),
	PricingEngines/Asian/analyticasianengine.cpp (1.11),
	PricingEngines/Barrier/analyticbarrierengine.cpp (1.10),
	PricingEngines/Barrier/mcbarrierengine.hpp (1.10),
	PricingEngines/Basket/mcamericanbasketengine.cpp (1.19),
	PricingEngines/Basket/mcbasketengine.hpp (1.13),
	PricingEngines/Basket/stulzengine.cpp (1.14),
	PricingEngines/Cliquet/mccliquetengine.hpp (1.5),
	PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.6),
	PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.2),
	PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.15),
	PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.12),
	PricingEngines/Vanilla/binomialengine.hpp (1.7),
	PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.12),
	PricingEngines/Vanilla/integralengine.cpp (1.6),
	PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.17),
	PricingEngines/Vanilla/mcdigitalengine.hpp (1.10),
	PricingEngines/Vanilla/mceuropeanengine.hpp (1.12),
	PricingEngines/Vanilla/mcvanillaengine.hpp (1.12):

	Somewhat safer StochasticProcesses

2004-04-15 17:15  Luigi Ballabio

	* ql/: config.ansi.hpp (1.24), config.msvc.hpp (1.46),
	config.mwcw.hpp (1.23), qldefines.hpp (1.74):

	Removed old macros

2004-04-15 14:07  Luigi Ballabio

	* QuantLib.nsi (1.98), configure.ac (1.38), Docs/quantlib.doxy
	(1.84), dev_tools/version_number.txt (1.39), ql/qldefines.hpp
	(1.73), test-suite/europeanoption.cpp (1.57):

	Bumped version number

2004-04-15 10:38  Luigi Ballabio

	* ql/stochasticprocess.hpp (1.7.2.1),
	ql/Instruments/oneassetoption.cpp (1.5.2.4),
	ql/Instruments/oneassetoption.hpp (1.6.2.4),
	test-suite/europeanoption.cpp (1.49.2.6),
	test-suite/europeanoption.hpp (1.11.2.1):

	Fixed bug where calls to impliedVolatility() were breaking the
	option state.  Potentially very dangerous.

2004-04-15 10:37  Luigi Ballabio

	* QuantLib.nsi (1.93.2.3), configure.ac (1.32.2.3),
	Docs/quantlib.doxy (1.80.2.2), dev_tools/version_number.txt
	(1.36.2.1), ql/qldefines.hpp (1.66.2.4):

	Bumped version number

2004-04-14 16:57  Luigi Ballabio

	* ql/stochasticprocess.hpp (1.8), ql/Instruments/oneassetoption.cpp
	(1.9), ql/Instruments/oneassetoption.hpp (1.9),
	test-suite/europeanoption.cpp (1.56), test-suite/europeanoption.hpp
	(1.13), test-suite/quantlibtestsuite.cpp (1.73):

	Fixed bug where calls to impliedVolatility() were breaking the
	option state.  Potentially very dangerous. We might consider a
	bug-fix release soonish.

2004-04-13 19:34  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.13), dev_tools/newdeveloperintro.txt
	(1.6):

	updated

2004-04-13 16:46  Ferdinando Ametrano

	* functions/ql/Functions/: QuantLibFunctions.dsp (1.2),
	QuantLibFunctions.mak (1.2):

	VC6 catching up

2004-04-13 16:46  Ferdinando Ametrano

	* QuantLib.sln (1.4),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.1):

	VC71 catching up

2004-04-13 15:57  Ferdinando Ametrano

	* QuantLib.dsp (1.230), QuantLib.dsw (1.11), QuantLib.mak (1.208),
	functions/ql/Functions/.cvsignore (1.2),
	functions/ql/Functions/QuantLibFunctions.dsp (1.1),
	functions/ql/Functions/QuantLibFunctions.mak (1.1),
	test-suite/testsuite.dsp (1.36), test-suite/testsuite.mak (1.51):

	VC6 catching up

2004-04-13 15:43  Ferdinando Ametrano

	* makefile.mak (1.56):

	Borland catching up

2004-04-13 15:16  Ferdinando Ametrano

	* QuantLib.vcproj (1.7), makefile.mak (1.55),
	Examples/AmericanOption/makefile.mak (1.14),
	Examples/BermudanSwaption/makefile.mak (1.18),
	Examples/DiscreteHedging/makefile.mak (1.21),
	Examples/EuropeanOption/makefile.mak (1.24),
	Examples/Swap/makefile.mak (1.21),
	functions/ql/Functions/makefile.mak (1.2), ql/makefile.mak (1.54),
	ql/Calendars/makefile.mak (1.25), ql/CashFlows/makefile.mak (1.22),
	ql/DayCounters/makefile.mak (1.21),
	ql/FiniteDifferences/makefile.mak (1.21), ql/Indexes/makefile.mak
	(1.19), ql/Instruments/makefile.mak (1.34),
	ql/Lattices/makefile.mak (1.27), ql/Math/makefile.mak (1.37),
	ql/Optimization/makefile.mak (1.19), ql/Pricers/makefile.mak
	(1.44), ql/PricingEngines/makefile.mak (1.32),
	ql/PricingEngines/Asian/makefile.mak (1.7),
	ql/PricingEngines/Barrier/makefile.mak (1.9),
	ql/PricingEngines/Basket/makefile.mak (1.8),
	ql/PricingEngines/CapFloor/makefile.mak (1.7),
	ql/PricingEngines/Cliquet/makefile.mak (1.7),
	ql/PricingEngines/Swaption/makefile.mak (1.7),
	ql/PricingEngines/Vanilla/makefile.mak (1.13),
	ql/RandomNumbers/makefile.mak (1.27),
	ql/ShortRateModels/makefile.mak (1.16),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.15),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.15),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.15),
	ql/TermStructures/compoundforward.cpp (1.35),
	ql/TermStructures/makefile.mak (1.24), ql/Volatilities/makefile.mak
	(1.10), test-suite/makefile.mak (1.39), test-suite/testsuite.vcproj
	(1.9):

	Borland and VC71 catching up

2004-04-13 15:15  Ferdinando Ametrano

	* ql/Instruments/all.hpp (1.7):

	fix

2004-04-13 14:39  Luigi Ballabio

	* ql/Instruments/Makefile.am (1.25), ql/Instruments/all.hpp (1.6),
	ql/Instruments/dividendvanillaoption.cpp (1.1),
	ql/Instruments/dividendvanillaoption.hpp (1.1),
	ql/Instruments/vanillaoption.cpp (1.45),
	ql/Instruments/vanillaoption.hpp (1.45),
	ql/Pricers/dividendeuropeanoption.hpp (1.9),
	ql/PricingEngines/Vanilla/Makefile.am (1.13),
	ql/PricingEngines/Vanilla/all.hpp (1.4),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.1),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp (1.1),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.14),
	test-suite/Makefile.am (1.34),
	test-suite/dividendeuropeanoption.cpp (1.1),
	test-suite/dividendeuropeanoption.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.72):

	Enginified dividend European option pricer

2004-04-13 10:43  Luigi Ballabio

	* Makefile.am (1.87), configure.ac (1.37), functions/Makefile.am
	(1.1), functions/ql/Makefile.am (1.1),
	functions/ql/Functions/.cvsignore (1.1),
	functions/ql/Functions/Makefile.am (1.1),
	functions/ql/Functions/all.hpp (1.1),
	functions/ql/Functions/daycounters.cpp (1.1),
	functions/ql/Functions/daycounters.hpp (1.1),
	functions/ql/Functions/makefile.mak (1.1),
	functions/ql/Functions/mathf.cpp (1.1),
	functions/ql/Functions/mathf.hpp (1.1),
	functions/ql/Functions/vols.cpp (1.1),
	functions/ql/Functions/vols.hpp (1.1), ql/Makefile.am (1.55),
	ql/quantlib.hpp (1.147):

	Moved functions into a separate library

2004-04-09 16:10  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.35),
	ql/basicdataformatters.cpp (1.3), ql/calendar.cpp (1.19),
	ql/cashflow.hpp (1.18), ql/dataparsers.cpp (1.13), ql/date.cpp
	(1.32), ql/errors.cpp (1.3), ql/errors.hpp (1.18), ql/exercise.cpp
	(1.9), ql/grid.cpp (1.14), ql/grid.hpp (1.20), ql/history.hpp
	(1.22), ql/instrument.hpp (1.32), ql/marketelement.hpp (1.21),
	ql/option.hpp (1.28), ql/solver1d.hpp (1.22),
	ql/voltermstructure.cpp (1.15), ql/voltermstructure.hpp (1.22),
	ql/CashFlows/cashflowvectors.cpp (1.32),
	ql/CashFlows/timebasket.cpp (1.5), ql/DayCounters/actualactual.cpp
	(1.25), ql/DayCounters/thirty360.cpp (1.18),
	ql/FiniteDifferences/americancondition.hpp (1.22),
	ql/FiniteDifferences/boundarycondition.cpp (1.9),
	ql/FiniteDifferences/shoutcondition.hpp (1.18),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.28),
	ql/FiniteDifferences/valueatcenter.cpp (1.17),
	ql/Instruments/asianoption.cpp (1.12),
	ql/Instruments/asianoption.hpp (1.14),
	ql/Instruments/barrieroption.cpp (1.26),
	ql/Instruments/basketoption.cpp (1.6),
	ql/Instruments/basketoption.hpp (1.8), ql/Instruments/capfloor.cpp
	(1.53), ql/Instruments/cliquetoption.hpp (1.9),
	ql/Instruments/forwardvanillaoption.cpp (1.27),
	ql/Instruments/forwardvanillaoption.hpp (1.25),
	ql/Instruments/multiassetoption.cpp (1.6),
	ql/Instruments/oneassetoption.cpp (1.8),
	ql/Instruments/oneassetstrikedoption.cpp (1.13),
	ql/Instruments/payoffs.hpp (1.9),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.22),
	ql/Instruments/quantovanillaoption.cpp (1.29),
	ql/Instruments/quantovanillaoption.hpp (1.26),
	ql/Instruments/simpleswap.cpp (1.42), ql/Instruments/stock.cpp
	(1.17), ql/Instruments/swap.cpp (1.33), ql/Instruments/swaption.cpp
	(1.42), ql/Instruments/swaption.hpp (1.38),
	ql/Lattices/binomialtree.cpp (1.24), ql/Lattices/lattice.cpp
	(1.21), ql/Lattices/lattice.hpp (1.14), ql/Math/beta.cpp (1.5),
	ql/Math/binomialdistribution.hpp (1.6),
	ql/Math/bivariatenormaldistribution.cpp (1.7),
	ql/Math/bivariatenormaldistribution.hpp (1.4),
	ql/Math/chisquaredistribution.cpp (1.12),
	ql/Math/choleskydecomposition.cpp (1.3), ql/Math/cubicspline.hpp
	(1.47), ql/Math/discrepancystatistics.hpp (1.12),
	ql/Math/gammadistribution.cpp (1.11), ql/Math/gammadistribution.hpp
	(1.9), ql/Math/gaussianstatistics.hpp (1.15),
	ql/Math/generalstatistics.cpp (1.12), ql/Math/generalstatistics.hpp
	(1.13), ql/Math/incompletegamma.cpp (1.4),
	ql/Math/incrementalstatistics.cpp (1.9),
	ql/Math/incrementalstatistics.hpp (1.8), ql/Math/interpolation.hpp
	(1.27), ql/Math/interpolation2D.hpp (1.17),
	ql/Math/kronrodintegral.hpp (1.8),
	ql/Math/loglinearinterpolation.hpp (1.25), ql/Math/matrix.hpp
	(1.28), ql/Math/normaldistribution.cpp (1.24),
	ql/Math/normaldistribution.hpp (1.26),
	ql/Math/poissondistribution.hpp (1.4), ql/Math/pseudosqrt.cpp
	(1.3), ql/Math/riskstatistics.hpp (1.9),
	ql/Math/sequencestatistics.hpp (1.24), ql/Math/simpsonintegral.hpp
	(1.6), ql/Math/symmetricschurdecomposition.cpp (1.18),
	ql/Math/trapezoidintegral.hpp (1.6),
	ql/MonteCarlo/brownianbridge.hpp (1.18),
	ql/MonteCarlo/getcovariance.hpp (1.18), ql/MonteCarlo/multipath.hpp
	(1.20), ql/MonteCarlo/multipathgenerator.hpp (1.49),
	ql/MonteCarlo/path.hpp (1.21), ql/MonteCarlo/pathgenerator.hpp
	(1.57), ql/Optimization/conjugategradient.cpp (1.21),
	ql/Optimization/constraint.hpp (1.20),
	ql/Optimization/linesearch.hpp (1.18),
	ql/Optimization/steepestdescent.cpp (1.18),
	ql/Pricers/cliquetoption.cpp (1.20),
	ql/Pricers/discretegeometricapo.cpp (1.17),
	ql/Pricers/discretegeometricaso.cpp (1.17),
	ql/Pricers/dividendeuropeanoption.cpp (1.11),
	ql/Pricers/fddividendoption.cpp (1.24),
	ql/Pricers/fddividendoption.hpp (1.11),
	ql/Pricers/fddividendshoutoption.hpp (1.13),
	ql/Pricers/fdmultiperiodoption.cpp (1.23), ql/Pricers/mcbasket.cpp
	(1.30), ql/Pricers/mccliquetoption.cpp (1.24),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.26),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.27),
	ql/Pricers/mceverest.cpp (1.31), ql/Pricers/mchimalaya.cpp (1.33),
	ql/Pricers/mcmaxbasket.cpp (1.30), ql/Pricers/mcpagoda.cpp (1.32),
	ql/Pricers/mcperformanceoption.cpp (1.22),
	ql/Pricers/performanceoption.cpp (1.12),
	ql/Pricers/singleassetoption.cpp (1.28),
	ql/PricingEngines/americanpayoffatexpiry.hpp (1.6),
	ql/PricingEngines/americanpayoffathit.hpp (1.8),
	ql/PricingEngines/blackformula.cpp (1.2),
	ql/PricingEngines/genericmodelengine.hpp (1.4),
	ql/PricingEngines/mcsimulation.hpp (1.5),
	ql/PricingEngines/Asian/analyticasianengine.cpp (1.10),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.9),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.5),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.9),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.18),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.4),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.12),
	ql/PricingEngines/Basket/stulzengine.cpp (1.13),
	ql/PricingEngines/CapFloor/analyticalcapfloor.cpp (1.4),
	ql/PricingEngines/CapFloor/treecapfloor.cpp (1.4),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.3),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.4),
	ql/PricingEngines/Forward/forwardengine.hpp (1.4),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.4),
	ql/PricingEngines/Swaption/jamshidianswaption.cpp (1.4),
	ql/PricingEngines/Swaption/treeswaption.cpp (1.4),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.5),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.13),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.11),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.6),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.11),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.7),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.5),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.16),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.5),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.9),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.11),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.11),
	ql/RandomNumbers/sobolrsg.cpp (1.28), ql/ShortRateModels/model.cpp
	(1.22), ql/ShortRateModels/parameter.hpp (1.17),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.30),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.29),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.13),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.22),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.22), ql/Solvers1D/bisection.hpp (1.16), ql/Solvers1D/brent.hpp
	(1.16), ql/Solvers1D/falseposition.hpp (1.15),
	ql/Solvers1D/newton.hpp (1.16), ql/Solvers1D/newtonsafe.hpp (1.16),
	ql/Solvers1D/ridder.hpp (1.15), ql/Solvers1D/secant.hpp (1.16),
	ql/TermStructures/affinetermstructure.hpp (1.20),
	ql/TermStructures/compoundforward.cpp (1.34),
	ql/TermStructures/discountcurve.cpp (1.26),
	ql/TermStructures/flatforward.hpp (1.33),
	ql/TermStructures/piecewiseflatforward.cpp (1.44),
	ql/TermStructures/ratehelpers.cpp (1.44),
	ql/TermStructures/zerocurve.cpp (1.10),
	ql/Utilities/steppingiterator.hpp (1.15),
	ql/Volatilities/blackconstantvol.hpp (1.22),
	ql/Volatilities/blackvariancecurve.cpp (1.10),
	ql/Volatilities/blackvariancesurface.cpp (1.10),
	ql/Volatilities/capflatvolvector.hpp (1.16),
	ql/Volatilities/localconstantvol.hpp (1.19),
	ql/Volatilities/localvolsurface.cpp (1.10),
	test-suite/barrieroption.cpp (1.27), test-suite/basketoption.cpp
	(1.21), test-suite/europeanoption.cpp (1.55),
	test-suite/jumpdiffusion.cpp (1.16), test-suite/utilities.cpp
	(1.8):

	Reworked error classes.  Error instances should not be created
	manually.  The QL_FAIL, QL_ASSERT, QL_REQUIRE, and QL_ENSURE macro
	now add file, line, and (when the compiler supports it) function
	information.  This means that the "Foo::bar(): " bit must NOT be
	explicitly added to error messages.

2004-04-08 18:51  Ferdinando Ametrano

	* ql/ShortRateModels/twofactormodel.hpp (1.12):

	formatting

2004-04-08 18:47  Ferdinando Ametrano

	* ql/ShortRateModels/model.hpp (1.28):

	formatting

2004-04-08 17:53  Ferdinando Ametrano

	* ql/Lattices/: lattice.hpp (1.13), lattice2d.hpp (1.10):

	formatting

2004-04-08 15:27  Ferdinando Ametrano

	* ql/Instruments/makefile.mak (1.33):

	Borland catching up

2004-04-08 15:27  Ferdinando Ametrano

	* test-suite/testsuite.dsp (1.35), test-suite/testsuite.mak (1.50),
	QuantLib.dsp (1.229), QuantLib.mak (1.207):

	VC6 catching up

2004-04-08 15:01  Luigi Ballabio

	* Examples/EuropeanOption/EuropeanOption.cpp (1.106),
	ql/Instruments/Makefile.am (1.24), ql/Instruments/all.hpp (1.5),
	ql/Instruments/europeanoption.cpp (1.1),
	ql/Instruments/europeanoption.hpp (1.1),
	test-suite/europeanoption.cpp (1.54), test-suite/jumpdiffusion.cpp
	(1.15):

	Added EuropeanOption (a vanilla option with a default engine)

2004-04-08 12:21  Ferdinando Ametrano

	* Examples/: AmericanOption/AmericanOption.dsp (1.7),
	AmericanOption/AmericanOption.mak (1.11),
	BermudanSwaption/BermudanSwaption.dsp (1.14),
	BermudanSwaption/BermudanSwaption.mak (1.32),
	DiscreteHedging/DiscreteHedging.dsp (1.16),
	DiscreteHedging/DiscreteHedging.mak (1.50),
	EuropeanOption/EuropeanOption.dsp (1.14),
	EuropeanOption/EuropeanOption.mak (1.50), Swap/Swap.dsp (1.15),
	Swap/Swap.mak (1.48):

	VC6 catching up

2004-04-08 12:17  Ferdinando Ametrano

	* QuantLib.dsp (1.228), QuantLib.mak (1.206):

	VC6 catching up

2004-04-08 12:15  Luigi Ballabio

	* ql/Makefile.am (1.54), QuantLib.spec.in (1.5):

	Added version number to shared library

2004-04-08 10:14  Luigi Ballabio

	* ql/: basicdataformatters.cpp (1.2),
	Pricers/dividendeuropeanoption.cpp (1.10), Pricers/mcbasket.cpp
	(1.29), Pricers/mchimalaya.cpp (1.32), Pricers/mcmaxbasket.cpp
	(1.29), Pricers/mcpagoda.cpp (1.31),
	PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.15):

	Some more cast removed

2004-04-08 10:14  Luigi Ballabio

	* ql/dataformatters.hpp (1.32):

	basic data formatters should be included when one includes
	dataformatters.hpp.  I wouldn't rely on it being included by some
	file included by ...

2004-04-08 10:13  Luigi Ballabio

	* ql/Lattices/binomialtree.cpp (1.23):

	Removed ambiguity in pow() overloading

2004-04-08 10:10  Luigi Ballabio

	* ql/MonteCarlo/pathgenerator.hpp (1.56):

	More concise expressions

2004-04-07 17:27  Ferdinando Ametrano

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

	now the basic data formatters can be used

2004-04-07 17:26  Ferdinando Ametrano

	* ql/: Makefile.am (1.53), basicdataformatters.cpp (1.1),
	basicdataformatters.hpp (1.1), dataformatters.cpp (1.34),
	dataformatters.hpp (1.31), makefile.mak (1.53):

	dataformatters splitted in two files: basic and advanced.

2004-04-07 16:34  Ferdinando Ametrano

	* ql/Lattices/binomialtree.cpp (1.22):

	more robust code

2004-04-07 16:15  Ferdinando Ametrano

	* ql/Lattices/lattice.cpp (1.20):

	pruned redundant code

2004-04-07 15:44  Ferdinando Ametrano

	* Docs/pages/lattices.docs (1.7), ql/Lattices/binomialtree.hpp
	(1.18), ql/Lattices/lattice.cpp (1.19), ql/Lattices/lattice.hpp
	(1.12), ql/Lattices/tree.hpp (1.22):

	formatting

2004-04-07 13:07  Ferdinando Ametrano

	* QuantLib.vcproj (1.6), ql/dataformatters.cpp (1.33),
	ql/dataformatters.hpp (1.30), ql/solver1d.hpp (1.21),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.27),
	ql/Instruments/capfloor.cpp (1.52),
	ql/MonteCarlo/brownianbridge.hpp (1.17),
	ql/MonteCarlo/getcovariance.hpp (1.17),
	ql/MonteCarlo/multipathgenerator.hpp (1.48),
	ql/MonteCarlo/pathgenerator.hpp (1.55),
	ql/Pricers/dividendeuropeanoption.cpp (1.9),
	ql/Pricers/fddividendoption.cpp (1.23),
	ql/Pricers/fdstepconditionoption.cpp (1.17),
	ql/Pricers/fdstepconditionoption.hpp (1.12),
	ql/Pricers/makefile.mak (1.43), ql/Pricers/mcpricer.hpp (1.29),
	ql/PricingEngines/mcsimulation.hpp (1.4),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.14),
	ql/RandomNumbers/sobolrsg.cpp (1.27), ql/Solvers1D/bisection.hpp
	(1.15), ql/Solvers1D/brent.hpp (1.15),
	ql/Solvers1D/falseposition.hpp (1.14), ql/Solvers1D/newton.hpp
	(1.15), ql/Solvers1D/newtonsafe.hpp (1.15), ql/Solvers1D/ridder.hpp
	(1.14), ql/Solvers1D/secant.hpp (1.15),
	ql/TermStructures/piecewiseflatforward.cpp (1.43),
	test-suite/asianoptions.cpp (1.17), test-suite/barrieroption.cpp
	(1.26), test-suite/covariance.cpp (1.18),
	test-suite/distributions.cpp (1.15), test-suite/factorial.cpp
	(1.12), test-suite/interpolations.cpp (1.16),
	test-suite/lowdiscrepancysequences.cpp (1.43),
	test-suite/old_pricers.cpp (1.39), test-suite/riskstats.cpp (1.32),
	test-suite/stats.cpp (1.22):

	warning avoided

2004-04-07 11:27  Luigi Ballabio

	* ql/Pricers/Makefile.am (1.41), ql/Pricers/all.hpp (1.4),
	ql/Pricers/dividendeuropeanoption.cpp (1.8),
	ql/Pricers/dividendeuropeanoption.hpp (1.8),
	ql/Pricers/fddividendeuropeanoption.cpp (1.14),
	ql/Pricers/fddividendeuropeanoption.hpp (1.15),
	test-suite/old_pricers.cpp (1.38):

	FdDividendEuropeanOption wasn't Fd after all

2004-04-07 09:32  Ferdinando Ametrano

	* Examples/: Swap/makefile.mak (1.20), EuropeanOption/makefile.mak
	(1.23), DiscreteHedging/makefile.mak (1.20),
	BermudanSwaption/makefile.mak (1.17), AmericanOption/makefile.mak
	(1.13):

	removing unnecessary warning suppression

2004-04-07 09:31  Luigi Ballabio

	* ql/: MonteCarlo/mctypedefs.hpp (1.31), Pricers/mcbasket.cpp
	(1.28), Pricers/mccliquetoption.cpp (1.23),
	Pricers/mcdiscretearithmeticapo.cpp (1.25),
	Pricers/mcdiscretearithmeticaso.cpp (1.26), Pricers/mceverest.cpp
	(1.30), Pricers/mchimalaya.cpp (1.31), Pricers/mcmaxbasket.cpp
	(1.28), Pricers/mcpagoda.cpp (1.30),
	Pricers/mcperformanceoption.cpp (1.21),
	PricingEngines/Basket/mcamericanbasketengine.cpp (1.17),
	RandomNumbers/rngtypedefs.hpp (1.26):

	Deprecated RNG and MC typedefs

2004-04-06 18:25  Ferdinando Ametrano

	* QuantLib.vcproj (1.5), ql/diffusionprocess.hpp (1.28),
	ql/discretizedasset.hpp (1.8),
	ql/FiniteDifferences/americancondition.hpp (1.21),
	ql/FiniteDifferences/boundarycondition.hpp (1.13),
	ql/Lattices/binomialtree.hpp (1.17), ql/Lattices/bsmlattice.hpp
	(1.10), ql/Optimization/criteria.hpp (1.17),
	ql/Pricers/fddividendeuropeanoption.cpp (1.13),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.16),
	ql/ShortRateModels/parameter.hpp (1.16),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.18),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.19), ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.12),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.18),
	ql/Volatilities/localconstantvol.hpp (1.18),
	test-suite/testsuite.vcproj (1.8):

	warning avoided

2004-04-06 17:58  Ferdinando Ametrano

	* QuantLib.vcproj (1.4),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.26),
	ql/Instruments/capfloor.cpp (1.51), ql/Lattices/lattice.cpp (1.18),
	ql/MonteCarlo/brownianbridge.hpp (1.16),
	ql/MonteCarlo/multipathgenerator.hpp (1.47),
	ql/MonteCarlo/pathgenerator.hpp (1.54),
	ql/Pricers/fddividendoption.cpp (1.22), ql/Pricers/mcbasket.cpp
	(1.27), ql/Pricers/mchimalaya.cpp (1.30),
	ql/Pricers/mcmaxbasket.cpp (1.27), ql/Pricers/mcpagoda.cpp (1.29),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.15),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.13),
	ql/RandomNumbers/sobolrsg.cpp (1.26), ql/Solvers1D/brent.hpp
	(1.14), ql/TermStructures/piecewiseflatforward.cpp (1.42),
	test-suite/testsuite.vcproj (1.7):

	warning avoided

2004-04-06 17:43  Ferdinando Ametrano

	* ql/history.hpp (1.21):

	warning avoided

2004-04-06 17:27  Ferdinando Ametrano

	* test-suite/: asianoptions.cpp (1.16), capfloor.cpp (1.30),
	factorial.cpp (1.11), old_pricers.cpp (1.37), swap.cpp (1.17),
	swaption.cpp (1.22):

	warning avoided

2004-04-06 17:22  Ferdinando Ametrano

	* ql/: Lattices/binomialtree.cpp (1.21), Lattices/binomialtree.hpp
	(1.16), Lattices/lattice.cpp (1.17), Pricers/fdbermudanoption.cpp
	(1.16), Pricers/fdbermudanoption.hpp (1.11),
	Pricers/fdmultiperiodoption.cpp (1.22),
	Pricers/fdmultiperiodoption.hpp (1.15),
	PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.12):

	warning avoided

2004-04-06 17:16  Ferdinando Ametrano

	* ql/Pricers/makefile.mak (1.42):

	catching up

2004-04-06 17:03  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.34),
	Examples/EuropeanOption/EuropeanOption.cpp (1.105),
	ql/Pricers/Makefile.am (1.40), ql/Pricers/all.hpp (1.3),
	ql/Pricers/continuousgeometricapo.hpp (1.15),
	ql/Pricers/europeanoption.cpp (1.19), ql/Pricers/europeanoption.hpp
	(1.22), ql/Pricers/fdbermudanoption.cpp (1.15),
	ql/Pricers/fddividendeuropeanoption.cpp (1.12),
	ql/Pricers/fddividendeuropeanoption.hpp (1.14),
	ql/Pricers/fddividendoption.cpp (1.21),
	ql/Pricers/fdmultiperiodoption.cpp (1.21),
	ql/Pricers/fdmultiperiodoption.hpp (1.14),
	ql/Pricers/fdstepconditionoption.cpp (1.16),
	test-suite/old_pricers.cpp (1.36):

	Removed deprecated EuropeanOption

2004-04-06 17:02  Luigi Ballabio

	* ql/: dataformatters.cpp (1.32), dataformatters.hpp (1.29):

	No templatification possible---different format strings are needed
	for signed and unsigned

2004-04-06 17:02  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.cpp (1.25), sobolrsg.hpp (1.14):

	warning avoided

2004-04-06 17:01  Luigi Ballabio

	* ql/scheduler.cpp (1.24):

	At least startDate and endDate are present, therefore, N >= 2

2004-04-06 13:19  Ferdinando Ametrano

	* ql/dataformatters.hpp (1.28):

	bug-fix

2004-04-06 13:14  Ferdinando Ametrano

	* ql/scheduler.cpp (1.23):

	bug-fix

2004-04-06 13:05  Ferdinando Ametrano

	* ql/: dataformatters.cpp (1.31), dataformatters.hpp (1.27),
	history.hpp (1.20), Lattices/binomialtree.cpp (1.20),
	Lattices/lattice.cpp (1.16), Optimization/conjugategradient.cpp
	(1.20), Pricers/fdbermudanoption.cpp (1.14),
	Pricers/fdbermudanoption.hpp (1.10), Pricers/fddividendoption.cpp
	(1.20), Pricers/fddividendoption.hpp (1.10),
	Pricers/fdmultiperiodoption.cpp (1.20),
	Pricers/fdmultiperiodoption.hpp (1.13),
	PricingEngines/Basket/mcamericanbasketengine.cpp (1.14):

	warning avoided

2004-04-06 10:51  Ferdinando Ametrano

	* ql/RandomNumbers/rngtraits.hpp (1.5):

	warning avoided

2004-04-06 10:47  Ferdinando Ametrano

	* ql/: scheduler.cpp (1.22), TermStructures/compoundforward.cpp
	(1.33), TermStructures/compoundforward.hpp (1.25),
	TermStructures/discountcurve.cpp (1.25),
	TermStructures/discountcurve.hpp (1.24),
	TermStructures/extendeddiscountcurve.cpp (1.8),
	TermStructures/piecewiseflatforward.cpp (1.41),
	TermStructures/piecewiseflatforward.hpp (1.35), MonteCarlo/path.hpp
	(1.20):

	warning avoided

2004-04-06 09:34  Ferdinando Ametrano

	* QuantLib.sln (1.3), Examples/AmericanOption/AmericanOption.vcproj
	(1.3), Examples/BermudanSwaption/BermudanSwaption.vcproj (1.3),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.3),
	Examples/EuropeanOption/EuropeanOption.vcproj (1.3),
	Examples/Swap/Swap.vcproj (1.3), test-suite/testsuite.vcproj (1.6):

	VC71 linking warning avoided

2004-04-05 17:52  Ferdinando Ametrano

	* QuantLib.sln (1.2), QuantLib.vcproj (1.3),
	Examples/AmericanOption/AmericanOption.vcproj (1.2),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.2),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.2),
	Examples/EuropeanOption/EuropeanOption.vcproj (1.2),
	Examples/Swap/Swap.vcproj (1.2), test-suite/makefile.mak (1.38),
	test-suite/testsuite.vcproj (1.5):

	updating VC71 files

2004-04-05 17:17  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.45):

	typo-bug fixed

2004-04-05 17:12  Ferdinando Ametrano

	* ql/makefile.mak (1.52):

	wrapping text

2004-04-05 16:39  Ferdinando Ametrano

	* QuantLib.dsp (1.227), QuantLib.mak (1.205),
	Examples/AmericanOption/AmericanOption.dsp (1.6),
	Examples/AmericanOption/AmericanOption.mak (1.10),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.13),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.31),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.15),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.49),
	Examples/EuropeanOption/EuropeanOption.dsp (1.13),
	Examples/EuropeanOption/EuropeanOption.mak (1.49),
	Examples/Swap/Swap.dsp (1.14), Examples/Swap/Swap.mak (1.47):

	Visual C++: added single thread configurations

2004-04-05 16:14  Ferdinando Ametrano

	* QuantLib.dsp (1.226), QuantLib.mak (1.204), makefile.mak (1.54),
	Examples/makefile.mak (1.22),
	Examples/AmericanOption/AmericanOption.dsp (1.5),
	Examples/AmericanOption/AmericanOption.mak (1.9),
	Examples/AmericanOption/makefile.mak (1.12),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.12),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.30),
	Examples/BermudanSwaption/makefile.mak (1.16),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.14),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.48),
	Examples/DiscreteHedging/makefile.mak (1.19),
	Examples/EuropeanOption/EuropeanOption.dsp (1.12),
	Examples/EuropeanOption/EuropeanOption.mak (1.48),
	Examples/EuropeanOption/makefile.mak (1.22), Examples/Swap/Swap.dsp
	(1.13), Examples/Swap/Swap.mak (1.46), Examples/Swap/makefile.mak
	(1.19), ql/makefile.mak (1.51), ql/Calendars/makefile.mak (1.24),
	ql/CashFlows/makefile.mak (1.21), ql/DayCounters/makefile.mak
	(1.20), ql/FiniteDifferences/makefile.mak (1.20),
	ql/Indexes/makefile.mak (1.18), ql/Instruments/makefile.mak (1.32),
	ql/Lattices/makefile.mak (1.26), ql/Math/makefile.mak (1.36),
	ql/Optimization/makefile.mak (1.18), ql/Pricers/makefile.mak
	(1.41), ql/PricingEngines/makefile.mak (1.31),
	ql/PricingEngines/Asian/makefile.mak (1.6),
	ql/PricingEngines/Barrier/makefile.mak (1.8),
	ql/PricingEngines/Basket/makefile.mak (1.7),
	ql/PricingEngines/CapFloor/makefile.mak (1.6),
	ql/PricingEngines/Cliquet/makefile.mak (1.6),
	ql/PricingEngines/Swaption/makefile.mak (1.6),
	ql/PricingEngines/Vanilla/makefile.mak (1.12),
	ql/RandomNumbers/makefile.mak (1.26),
	ql/ShortRateModels/makefile.mak (1.15),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.14),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.14),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.14),
	ql/TermStructures/makefile.mak (1.23), ql/Volatilities/makefile.mak
	(1.9), test-suite/europeanoption.cpp (1.53),
	test-suite/makefile.mak (1.37), test-suite/testsuite.dsp (1.34),
	test-suite/testsuite.mak (1.49):

	1) Borland: ifndef _DEBUG define NDEBUG 2) Visual C++: added single
	thread configurations

2004-04-05 14:52  Luigi Ballabio

	* ql/Pricers/continuousgeometricapo.hpp (1.14):

	Removed dependency on EuropeanOption

2004-04-05 14:48  Ferdinando Ametrano

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

	please don't use error (and probably warning) in
	BOOST_MESSAGE("..."): Visual C++ counts the "error" string in the
	compilation output and reports non-existant errors.

2004-04-05 14:45  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.71):

	Borland warning avoided

2004-04-05 14:42  Ferdinando Ametrano

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

	please don't use error (and probably warning) in
	BOOST_MESSAGE("..."): Visual C++ counts the "error" string in the
	compilation output and reports non-existant errors.

2004-04-05 14:33  Ferdinando Ametrano

	* ql/makefile.mak (1.50), makefile.mak (1.53):

	ifndef _DEBUG define NDEBUG

2004-04-05 12:59  Luigi Ballabio

	* Docs/Makefile.am (1.63), Docs/quantlibheader.html (1.21),
	Docs/userman.tex (1.8), Docs/pages/datetime.docs (1.8),
	ql/calendar.hpp (1.33), ql/date.hpp (1.27), ql/daycounter.hpp
	(1.27), ql/Calendars/budapest.hpp (1.8),
	ql/Calendars/copenhagen.hpp (1.4), ql/Calendars/frankfurt.hpp
	(1.17), ql/Calendars/helsinki.hpp (1.17),
	ql/Calendars/johannesburg.hpp (1.9), ql/Calendars/jointcalendar.hpp
	(1.6), ql/Calendars/london.hpp (1.18), ql/Calendars/milan.hpp
	(1.17), ql/Calendars/newyork.hpp (1.19),
	ql/Calendars/nullcalendar.hpp (1.6), ql/Calendars/oslo.hpp (1.8),
	ql/Calendars/stockholm.hpp (1.8), ql/Calendars/sydney.hpp (1.10),
	ql/Calendars/target.hpp (1.18), ql/Calendars/tokyo.hpp (1.10),
	ql/Calendars/toronto.hpp (1.9), ql/Calendars/warsaw.hpp (1.8),
	ql/Calendars/wellington.hpp (1.17), ql/Calendars/zurich.hpp (1.17),
	ql/DayCounters/actual360.hpp (1.17), ql/DayCounters/actual365.hpp
	(1.17), ql/DayCounters/actualactual.hpp (1.21),
	ql/DayCounters/simpledaycounter.hpp (1.5),
	ql/DayCounters/thirty360.hpp (1.20):

	Reworking documentation

2004-04-05 12:49  Ferdinando Ametrano

	* Examples/: makefile.mak (1.21), AmericanOption/AmericanOption.cpp
	(1.24), BermudanSwaption/BermudanSwaption.cpp (1.52),
	DiscreteHedging/DiscreteHedging.cpp (1.33),
	EuropeanOption/EuropeanOption.cpp (1.104), Swap/swapvaluation.cpp
	(1.47):

	Borland warning avoided

2004-04-05 11:52  Luigi Ballabio

	* ql/Instruments/asianoption.hpp (1.13),
	ql/Instruments/barrieroption.hpp (1.24),
	ql/Instruments/basketoption.hpp (1.7),
	ql/Instruments/cliquetoption.hpp (1.8),
	ql/Instruments/vanillaoption.hpp (1.44),
	ql/PricingEngines/Asian/analyticasianengine.hpp (1.3),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.3),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.8),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.7),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.11),
	ql/PricingEngines/Basket/stulzengine.hpp (1.4),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp (1.2),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.5),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.4),
	ql/PricingEngines/Vanilla/integralengine.hpp (1.3),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.11),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.7),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.10),
	test-suite/jumpdiffusion.cpp (1.14):

	Renamed some FooEngine to Foo::engine

2004-04-05 10:46  Ferdinando Ametrano

	* ql/Pricers/performanceoption.cpp (1.11):

	Borland warning avoided

2004-04-04 20:42  Ferdinando Ametrano

	* ql/config.bcc.hpp (1.27):

	working toward multiple Borland configuration support

2004-04-04 20:24  Ferdinando Ametrano

	* makefile.mak (1.52), test-suite/makefile.mak (1.36):

	setting test suite default parameters

2004-04-04 20:04  Ferdinando Ametrano

	* test-suite/testsuite.dsp (1.33):

	auto run providing: a) test failure handling similar to the
	compilation error handling b) debugger break at the point of fatal
	or system error failures

2004-04-04 19:54  Ferdinando Ametrano

	* test-suite/Makefile.am (1.32):

	old suggestion :-)

2004-04-04 19:27  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.70):

	Visual C++ auto-link support

2004-04-04 18:28  Ferdinando Ametrano

	* Examples/: makefile.mak (1.20), AmericanOption/AmericanOption.dsp
	(1.4), AmericanOption/makefile.mak (1.11),
	BermudanSwaption/BermudanSwaption.dsp (1.11),
	BermudanSwaption/makefile.mak (1.15),
	DiscreteHedging/DiscreteHedging.dsp (1.13),
	DiscreteHedging/makefile.mak (1.18),
	EuropeanOption/EuropeanOption.dsp (1.11),
	EuropeanOption/makefile.mak (1.21), Swap/Swap.dsp (1.12),
	Swap/Swap.mak (1.45), Swap/makefile.mak (1.18):

	a) working toward multiple Borland configuration support.  b)
	library created in the lib dir (no subfolder anymore).

2004-04-04 18:15  Ferdinando Ametrano

	* QuantLib.dsp (1.225), test-suite/testsuite.dsp (1.32):

	library created in the lib dir (no subfolder anymore)

2004-04-04 18:13  Ferdinando Ametrano

	* INSTALL.txt (1.4), makefile.mak (1.51):

	working toward multiple Borland configuration support

2004-04-04 18:08  Ferdinando Ametrano

	* ql/: .cvsignore (1.12), makefile.mak (1.49), Calendars/.cvsignore
	(1.8), Calendars/makefile.mak (1.23), CashFlows/.cvsignore (1.8),
	CashFlows/makefile.mak (1.20), DayCounters/.cvsignore (1.8),
	DayCounters/makefile.mak (1.19), FiniteDifferences/.cvsignore
	(1.8), FiniteDifferences/makefile.mak (1.19), Indexes/.cvsignore
	(1.8), Indexes/makefile.mak (1.17), Instruments/.cvsignore (1.8),
	Instruments/makefile.mak (1.31), Lattices/.cvsignore (1.8),
	Lattices/makefile.mak (1.25), Math/.cvsignore (1.8),
	Math/makefile.mak (1.35), MonteCarlo/.cvsignore (1.8),
	Optimization/.cvsignore (1.8), Optimization/makefile.mak (1.17),
	Pricers/.cvsignore (1.8), Pricers/makefile.mak (1.40),
	PricingEngines/.cvsignore (1.8), PricingEngines/makefile.mak
	(1.30), PricingEngines/Asian/.cvsignore (1.2),
	PricingEngines/Asian/makefile.mak (1.5),
	PricingEngines/Barrier/.cvsignore (1.2),
	PricingEngines/Barrier/makefile.mak (1.7),
	PricingEngines/Basket/.cvsignore (1.2),
	PricingEngines/Basket/makefile.mak (1.6),
	PricingEngines/CapFloor/.cvsignore (1.3),
	PricingEngines/CapFloor/makefile.mak (1.5),
	PricingEngines/Cliquet/.cvsignore (1.2),
	PricingEngines/Cliquet/makefile.mak (1.5),
	PricingEngines/Forward/.cvsignore (1.2),
	PricingEngines/Forward/makefile.mak (1.4),
	PricingEngines/Lookback/.cvsignore (1.2),
	PricingEngines/Lookback/makefile.mak (1.4),
	PricingEngines/Quanto/.cvsignore (1.2),
	PricingEngines/Quanto/makefile.mak (1.4),
	PricingEngines/Swaption/.cvsignore (1.3),
	PricingEngines/Swaption/makefile.mak (1.5),
	PricingEngines/Vanilla/.cvsignore (1.2),
	PricingEngines/Vanilla/makefile.mak (1.11),
	RandomNumbers/.cvsignore (1.8), RandomNumbers/makefile.mak (1.25),
	ShortRateModels/.cvsignore (1.8), ShortRateModels/makefile.mak
	(1.14), ShortRateModels/CalibrationHelpers/.cvsignore (1.8),
	ShortRateModels/CalibrationHelpers/makefile.mak (1.13),
	ShortRateModels/OneFactorModels/.cvsignore (1.8),
	ShortRateModels/OneFactorModels/makefile.mak (1.13),
	ShortRateModels/TwoFactorModels/.cvsignore (1.8),
	ShortRateModels/TwoFactorModels/makefile.mak (1.13),
	Solvers1D/.cvsignore (1.8), TermStructures/.cvsignore (1.8),
	TermStructures/makefile.mak (1.22), Volatilities/.cvsignore (1.3),
	Volatilities/makefile.mak (1.8):

	working toward multiple Borland configuration support

2004-04-04 18:07  Ferdinando Ametrano

	* ql/: config.msvc.hpp (1.44), config.bcc.hpp (1.26):

	auto-link support

2004-04-04 18:04  Ferdinando Ametrano

	* ql/qldefines.hpp (1.72):

	code re-ordered.  QL_LIB_NAME added (version string for output lib
	name)

2004-04-04 17:59  Ferdinando Ametrano

	* test-suite/: .cvsignore (1.12), makefile.mak (1.35):

	working toward multiple Borland configuration support

2004-04-02 18:18  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.69):

	Boost autolink not working on Borland (yet).

2004-04-02 18:02  Ferdinando Ametrano

	* test-suite/: quantlibtestsuite.cpp (1.67), testsuite.vcproj
	(1.4):

	Boost autolink

2004-04-02 17:59  Luigi Ballabio

	* ql/Pricers/: performanceoption.cpp (1.10), performanceoption.hpp
	(1.9):

	Removed dependency of PerformanceOption from EuropeanOption

2004-04-02 17:46  Ferdinando Ametrano

	* test-suite/: quantlibtestsuite.cpp (1.66), testsuite.dsp (1.31),
	testsuite.mak (1.48):

	Boost autolink

2004-04-02 16:23  Luigi Ballabio

	* Docs/Makefile.am (1.62), Docs/quantlib.doxy (1.83),
	Docs/userman.tex (1.7), Docs/pages/instruments.docs (1.11),
	ql/Instruments/asianoption.hpp (1.12),
	ql/Instruments/barrieroption.hpp (1.23),
	ql/Instruments/basketoption.hpp (1.6), ql/Instruments/capfloor.hpp
	(1.47), ql/Instruments/forwardvanillaoption.hpp (1.24),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.18),
	ql/Instruments/quantovanillaoption.hpp (1.25),
	ql/Instruments/simpleswap.hpp (1.40), ql/Instruments/stock.hpp
	(1.15), ql/Instruments/swap.hpp (1.27), ql/Instruments/swaption.hpp
	(1.37), ql/Instruments/vanillaoption.hpp (1.43):

	Reworking documentation

2004-04-02 14:38  Luigi Ballabio

	* ql/: Pricers/cliquetoption.cpp (1.19), Pricers/cliquetoption.hpp
	(1.18), PricingEngines/blackformula.hpp (1.16):

	Removed dependency of CliquetOptionPricer from EuropeanOption

2004-04-01 17:56  Ferdinando Ametrano

	* QuantLib.vcproj (1.2), ql/makefile.mak (1.48),
	ql/PricingEngines/makefile.mak (1.29):

	catching up

2004-04-01 17:16  Luigi Ballabio

	* ql/qldefines.hpp (1.71):

	Docs tweaked

2004-04-01 15:55  Luigi Ballabio

	* ql/: Makefile.am (1.52), PricingEngines/Makefile.am (1.38),
	PricingEngines/blackformula.cpp (1.1),
	PricingEngines/blackformula.hpp (1.15),
	PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.10),
	PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.10),
	ShortRateModels/Makefile.am (1.5):

	Moved longish methods to cpp file

2004-04-01 14:13  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.32),
	ql/MonteCarlo/multipathgenerator.hpp (1.46),
	ql/MonteCarlo/pathgenerator.hpp (1.53),
	ql/RandomNumbers/Makefile.am (1.16), ql/RandomNumbers/all.hpp
	(1.3), ql/RandomNumbers/randomarraygenerator.hpp (1.25),
	ql/RandomNumbers/rngtypedefs.hpp (1.25):

	Removed deprecated RandomArrayGenerator

2004-04-01 12:12  Luigi Ballabio

	* ql/MonteCarlo/mctraits.hpp (1.13), ql/MonteCarlo/mctypedefs.hpp
	(1.30), ql/MonteCarlo/multipathgenerator.hpp (1.45),
	ql/Pricers/mcbasket.cpp (1.26), ql/Pricers/mcbasket.hpp (1.23),
	ql/Pricers/mceverest.cpp (1.29), ql/Pricers/mceverest.hpp (1.22),
	ql/Pricers/mchimalaya.cpp (1.29), ql/Pricers/mchimalaya.hpp (1.22),
	ql/Pricers/mcmaxbasket.cpp (1.26), ql/Pricers/mcmaxbasket.hpp
	(1.22), ql/Pricers/mcpagoda.cpp (1.28), ql/Pricers/mcpagoda.hpp
	(1.23), ql/RandomNumbers/rngtraits.hpp (1.4),
	test-suite/old_pricers.cpp (1.35):

	Removed MultiPathGenerator_old

2004-03-31 16:48  Ferdinando Ametrano

	* News.txt (1.36):

	updated (too late...)

2004-03-31 13:25  Luigi Ballabio

	* ql/Pricers/mccliquetoption.cpp (1.22):

	Removed warning

2004-03-31 13:02  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.31),
	ql/MonteCarlo/mctraits.hpp (1.12), ql/MonteCarlo/mctypedefs.hpp
	(1.29), ql/MonteCarlo/pathgenerator.hpp (1.52),
	ql/Pricers/mccliquetoption.cpp (1.21),
	ql/Pricers/mccliquetoption.hpp (1.17),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.24),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.20),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.25),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.20),
	ql/Pricers/mcperformanceoption.cpp (1.20),
	ql/Pricers/mcperformanceoption.hpp (1.15),
	ql/RandomNumbers/rngtraits.hpp (1.3), test-suite/old_pricers.cpp
	(1.34), test-suite/utilities.cpp (1.7), test-suite/utilities.hpp
	(1.10):

	Removed deprecated PathGenerator_old

2004-03-30 17:46  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.30),
	ql/MonteCarlo/mctraits.hpp (1.11), ql/MonteCarlo/pathpricer.hpp
	(1.19), ql/Pricers/mcbasket.cpp (1.25), ql/Pricers/mcbasket.hpp
	(1.22), ql/Pricers/mccliquetoption.cpp (1.20),
	ql/Pricers/mccliquetoption.hpp (1.16),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.23),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.19),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.24),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.19),
	ql/Pricers/mceverest.cpp (1.28), ql/Pricers/mceverest.hpp (1.21),
	ql/Pricers/mchimalaya.cpp (1.28), ql/Pricers/mchimalaya.hpp (1.21),
	ql/Pricers/mcmaxbasket.cpp (1.25), ql/Pricers/mcmaxbasket.hpp
	(1.21), ql/Pricers/mcpagoda.cpp (1.27), ql/Pricers/mcpagoda.hpp
	(1.22), ql/Pricers/mcperformanceoption.cpp (1.19),
	ql/Pricers/mcperformanceoption.hpp (1.14),
	test-suite/old_pricers.cpp (1.33):

	Removed deprecated PathPricer_old

2004-03-30 12:59  Luigi Ballabio

	* ql/: MonteCarlo/pathpricer.hpp (1.18),
	PricingEngines/Barrier/mcbarrierengine.cpp (1.4),
	PricingEngines/Barrier/mcbarrierengine.hpp (1.7),
	PricingEngines/Basket/mcbasketengine.cpp (1.3),
	PricingEngines/Basket/mcbasketengine.hpp (1.10),
	PricingEngines/Vanilla/mcdigitalengine.cpp (1.4),
	PricingEngines/Vanilla/mcdigitalengine.hpp (1.8),
	PricingEngines/Vanilla/mceuropeanengine.hpp (1.10):

	Renamed argument and relaxed requirement

2004-03-30 12:58  Luigi Ballabio

	* ql/: MonteCarlo/multipathgenerator.hpp (1.44),
	RandomNumbers/boxmullergaussianrng.hpp (1.14),
	RandomNumbers/centrallimitgaussianrng.hpp (1.14),
	RandomNumbers/inversecumgaussianrng.hpp (1.12),
	RandomNumbers/randomarraygenerator.hpp (1.24):

	Removed deprecated constructors

2004-03-30 11:55  Ferdinando Ametrano

	* ChangeLog.txt (1.44), History.txt (1.22), News.txt (1.35),
	Docs/pages/overview.docs (1.12):

	updated

2004-03-30 11:02  Luigi Ballabio

	* configure.ac (1.36), ql/userconfig.hpp (1.5):

	File and line info in error messages is now the default

2004-03-30 10:50  Ferdinando Ametrano

	* Examples/AmericanOption/makefile.mak (1.10),
	Examples/BermudanSwaption/makefile.mak (1.14),
	Examples/DiscreteHedging/makefile.mak (1.17),
	Examples/EuropeanOption/makefile.mak (1.20),
	Examples/Swap/makefile.mak (1.17), ql/makefile.mak (1.47),
	ql/Calendars/makefile.mak (1.22), ql/CashFlows/makefile.mak (1.19),
	ql/DayCounters/makefile.mak (1.18),
	ql/FiniteDifferences/makefile.mak (1.18), ql/Indexes/makefile.mak
	(1.16), ql/Instruments/makefile.mak (1.30),
	ql/Lattices/makefile.mak (1.24), ql/Math/makefile.mak (1.34),
	ql/Optimization/makefile.mak (1.16), ql/Pricers/makefile.mak
	(1.39), ql/PricingEngines/Asian/makefile.mak (1.4),
	ql/PricingEngines/Barrier/makefile.mak (1.6),
	ql/PricingEngines/Basket/makefile.mak (1.5),
	ql/PricingEngines/CapFloor/makefile.mak (1.4),
	ql/PricingEngines/Cliquet/makefile.mak (1.4),
	ql/PricingEngines/Forward/makefile.mak (1.3),
	ql/PricingEngines/Lookback/makefile.mak (1.3),
	ql/PricingEngines/Quanto/makefile.mak (1.3),
	ql/PricingEngines/Swaption/makefile.mak (1.4),
	ql/PricingEngines/Vanilla/makefile.mak (1.10),
	ql/RandomNumbers/makefile.mak (1.24),
	ql/ShortRateModels/makefile.mak (1.13),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.12),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.12),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.12),
	ql/TermStructures/makefile.mak (1.21), ql/Volatilities/makefile.mak
	(1.7), test-suite/makefile.mak (1.34):

	Boost test-suite for Borland

2004-03-29 18:50  Ferdinando Ametrano

	* test-suite/makefile.mak (1.33):

	Boost test-suite for Visual

2004-03-29 18:17  Ferdinando Ametrano

	* Examples/AmericanOption/makefile.mak (1.9),
	Examples/BermudanSwaption/makefile.mak (1.13),
	Examples/DiscreteHedging/makefile.mak (1.16),
	Examples/EuropeanOption/makefile.mak (1.19),
	Examples/Swap/makefile.mak (1.16), ql/makefile.mak (1.46),
	ql/Calendars/makefile.mak (1.21), ql/CashFlows/makefile.mak (1.18),
	ql/DayCounters/makefile.mak (1.17),
	ql/FiniteDifferences/makefile.mak (1.17), ql/Indexes/makefile.mak
	(1.15), ql/Instruments/makefile.mak (1.29),
	ql/Lattices/makefile.mak (1.23), ql/Math/makefile.mak (1.33),
	ql/Optimization/makefile.mak (1.15), ql/Pricers/makefile.mak
	(1.38), ql/PricingEngines/Asian/makefile.mak (1.3),
	ql/PricingEngines/Barrier/makefile.mak (1.5),
	ql/PricingEngines/Basket/makefile.mak (1.4),
	ql/PricingEngines/CapFloor/makefile.mak (1.3),
	ql/PricingEngines/Cliquet/makefile.mak (1.3),
	ql/PricingEngines/Forward/makefile.mak (1.2),
	ql/PricingEngines/Lookback/makefile.mak (1.2),
	ql/PricingEngines/Quanto/makefile.mak (1.2),
	ql/PricingEngines/Swaption/makefile.mak (1.3),
	ql/PricingEngines/Vanilla/makefile.mak (1.9),
	ql/RandomNumbers/makefile.mak (1.23),
	ql/ShortRateModels/makefile.mak (1.12),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.11),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.11),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.11),
	ql/TermStructures/makefile.mak (1.20), ql/Volatilities/makefile.mak
	(1.6), test-suite/makefile.mak (1.32), test-suite/testsuite.vcproj
	(1.3):

	Boost test-suite for Borland

2004-03-29 16:59  Luigi Ballabio

	* test-suite/: testsuite.dsp (1.30), testsuite.mak (1.47):

	Boost libraries added to project

2004-03-29 15:57  Ferdinando Ametrano

	* test-suite/testsuite.vcproj (1.2):

	adding new files, removing old files

2004-03-29 15:56  Ferdinando Ametrano

	* test-suite/: basketoption.cpp (1.20), lowdiscrepancysequences.cpp
	(1.42):

	avoiding Borland warnings

2004-03-29 15:22  Ferdinando Ametrano

	* ql/relinkablehandle.hpp (1.21):

	Borland fix

2004-03-29 15:11  Ferdinando Ametrano

	* Readme.txt (1.20):

	updated (especially with Boost info)

2004-03-29 14:45  Ferdinando Ametrano

	* Examples/.cvsignore (1.1):

	added support for VC 7

2004-03-29 14:15  Luigi Ballabio

	* INSTALL.txt (1.3), QuantLib.nsi (1.97), QuantLib.spec.in (1.4),
	configure.ac (1.35), memo.txt (1.3), Docs/pages/install.docs
	(1.10), Docs/pages/overview.docs (1.11), man/quantlib-test-suite.1
	(1.3), test-suite/CPPUNIT-COPYING (1.2), test-suite/Makefile.am
	(1.31), test-suite/README.txt (1.4), test-suite/americanoption.cpp
	(1.15), test-suite/americanoption.hpp (1.3),
	test-suite/asianoptions.cpp (1.15), test-suite/asianoptions.hpp
	(1.2), test-suite/barrieroption.cpp (1.25),
	test-suite/barrieroption.hpp (1.3), test-suite/basketoption.cpp
	(1.19), test-suite/basketoption.hpp (1.5), test-suite/calendars.cpp
	(1.6), test-suite/calendars.hpp (1.5), test-suite/capfloor.cpp
	(1.29), test-suite/capfloor.hpp (1.7),
	test-suite/compoundforward.cpp (1.12),
	test-suite/compoundforward.hpp (1.4), test-suite/covariance.cpp
	(1.17), test-suite/covariance.hpp (1.7), test-suite/dates.cpp
	(1.6), test-suite/dates.hpp (1.5), test-suite/daycounters.cpp
	(1.8), test-suite/daycounters.hpp (1.6),
	test-suite/digitaloption.cpp (1.21), test-suite/digitaloption.hpp
	(1.6), test-suite/distributions.cpp (1.14),
	test-suite/distributions.hpp (1.6), test-suite/europeanoption.cpp
	(1.52), test-suite/europeanoption.hpp (1.12),
	test-suite/factorial.cpp (1.10), test-suite/factorial.hpp (1.3),
	test-suite/instruments.cpp (1.11), test-suite/instruments.hpp
	(1.5), test-suite/integrals.cpp (1.8), test-suite/integrals.hpp
	(1.6), test-suite/interpolations.cpp (1.13),
	test-suite/interpolations.hpp (1.3), test-suite/jumpdiffusion.cpp
	(1.13), test-suite/jumpdiffusion.hpp (1.4),
	test-suite/lowdiscrepancysequences.cpp (1.41),
	test-suite/lowdiscrepancysequences.hpp (1.9),
	test-suite/makefile.mak (1.31), test-suite/marketelements.cpp
	(1.9), test-suite/marketelements.hpp (1.5), test-suite/matrices.cpp
	(1.17), test-suite/matrices.hpp (1.8),
	test-suite/mersennetwister.cpp (1.11),
	test-suite/mersennetwister.hpp (1.6), test-suite/old_pricers.cpp
	(1.32), test-suite/old_pricers.hpp (1.9), test-suite/operators.cpp
	(1.9), test-suite/operators.hpp (1.5),
	test-suite/piecewiseflatforward.cpp (1.16),
	test-suite/piecewiseflatforward.hpp (1.6),
	test-suite/qltestlistener.cpp (1.4), test-suite/qltestlistener.hpp
	(1.4), test-suite/quantlibtestsuite.cpp (1.65),
	test-suite/quotes.cpp (1.1), test-suite/quotes.hpp (1.1),
	test-suite/riskstats.cpp (1.31), test-suite/riskstats.hpp (1.9),
	test-suite/solvers.cpp (1.9), test-suite/solvers.hpp (1.5),
	test-suite/stats.cpp (1.21), test-suite/stats.hpp (1.12),
	test-suite/swap.cpp (1.16), test-suite/swap.hpp (1.5),
	test-suite/swaption.cpp (1.21), test-suite/swaption.hpp (1.5),
	test-suite/termstructures.cpp (1.15), test-suite/termstructures.hpp
	(1.6), test-suite/utilities.cpp (1.6), test-suite/utilities.hpp
	(1.9):

	Migrated test suite to Boost unit-test framework

2004-03-29 12:30  Ferdinando Ametrano

	* .cvsignore (1.10), Makefile.am (1.86), QuantLib.nsi (1.96),
	QuantLib.sln (1.1), QuantLib.vcproj (1.1), Examples/Examples.sln
	(1.1), Examples/Makefile.am (1.21),
	Examples/AmericanOption/AmericanOption.vcproj (1.1),
	Examples/AmericanOption/Makefile.am (1.4),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.1),
	Examples/BermudanSwaption/Makefile.am (1.10),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.1),
	Examples/DiscreteHedging/Makefile.am (1.17),
	Examples/EuropeanOption/EuropeanOption.vcproj (1.1),
	Examples/EuropeanOption/Makefile.am (1.11),
	Examples/Swap/Makefile.am (1.12), Examples/Swap/Swap.vcproj (1.1),
	test-suite/Makefile.am (1.30), test-suite/testsuite.vcproj (1.1):

	added support for VC 7

2004-03-29 12:13  Ferdinando Ametrano

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

	higher tolerance required for VC 7 + boost on my dual processor
	Win2000

2004-03-26 10:59  Luigi Ballabio

	* dev_tools/version_number.txt (1.38):

	Added missing files

2004-03-25 17:52  Luigi Ballabio

	* quantlib.el (1.4), Docs/pages/coreclasses.docs (1.9),
	Examples/AmericanOption/AmericanOption.cpp (1.23),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.51),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.29),
	Examples/EuropeanOption/EuropeanOption.cpp (1.103),
	Examples/EuropeanOption/quanto.leftover (1.3),
	Examples/Swap/swapvaluation.cpp (1.46), ql/calendar.hpp (1.32),
	ql/daycounter.hpp (1.26), ql/diffusionprocess.cpp (1.15),
	ql/discretizedasset.hpp (1.7), ql/instrument.hpp (1.31),
	ql/numericalmethod.hpp (1.14), ql/option.hpp (1.27),
	ql/qldefines.hpp (1.70), ql/relinkablehandle.hpp (1.20),
	ql/Calendars/budapest.hpp (1.7), ql/Calendars/copenhagen.hpp (1.3),
	ql/Calendars/frankfurt.hpp (1.16), ql/Calendars/helsinki.hpp
	(1.16), ql/Calendars/johannesburg.hpp (1.8),
	ql/Calendars/jointcalendar.cpp (1.9), ql/Calendars/london.hpp
	(1.17), ql/Calendars/milan.hpp (1.16), ql/Calendars/newyork.hpp
	(1.18), ql/Calendars/nullcalendar.hpp (1.5), ql/Calendars/oslo.hpp
	(1.7), ql/Calendars/stockholm.hpp (1.7), ql/Calendars/sydney.hpp
	(1.9), ql/Calendars/target.hpp (1.17), ql/Calendars/tokyo.hpp
	(1.9), ql/Calendars/toronto.hpp (1.8), ql/Calendars/warsaw.hpp
	(1.7), ql/Calendars/wellington.hpp (1.16), ql/Calendars/zurich.hpp
	(1.16), ql/CashFlows/basispointsensitivity.cpp (1.6),
	ql/CashFlows/basispointsensitivity.hpp (1.14),
	ql/CashFlows/cashflowvectors.cpp (1.31),
	ql/CashFlows/cashflowvectors.hpp (1.25),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.12),
	ql/CashFlows/indexcashflowvectors.hpp (1.13),
	ql/CashFlows/indexedcoupon.hpp (1.12), ql/CashFlows/parcoupon.cpp
	(1.9), ql/CashFlows/parcoupon.hpp (1.9),
	ql/CashFlows/shortfloatingcoupon.cpp (1.16),
	ql/CashFlows/shortfloatingcoupon.hpp (1.17),
	ql/CashFlows/shortindexedcoupon.hpp (1.11),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.11),
	ql/DayCounters/actual360.hpp (1.16), ql/DayCounters/actual365.hpp
	(1.16), ql/DayCounters/actualactual.cpp (1.24),
	ql/DayCounters/actualactual.hpp (1.20),
	ql/DayCounters/simpledaycounter.hpp (1.4),
	ql/DayCounters/thirty360.cpp (1.17), ql/DayCounters/thirty360.hpp
	(1.19), ql/FiniteDifferences/americancondition.hpp (1.20),
	ql/FiniteDifferences/cranknicolson.hpp (1.19),
	ql/FiniteDifferences/expliciteuler.hpp (1.15),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.28),
	ql/FiniteDifferences/impliciteuler.hpp (1.14),
	ql/FiniteDifferences/mixedscheme.hpp (1.13),
	ql/FiniteDifferences/onefactoroperator.cpp (1.19),
	ql/FiniteDifferences/onefactoroperator.hpp (1.18),
	ql/FiniteDifferences/shoutcondition.hpp (1.17),
	ql/FiniteDifferences/stepcondition.hpp (1.13),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.31),
	ql/Indexes/xibor.hpp (1.21), ql/Instruments/asianoption.cpp (1.11),
	ql/Instruments/asianoption.hpp (1.11),
	ql/Instruments/barrieroption.cpp (1.25),
	ql/Instruments/barrieroption.hpp (1.22),
	ql/Instruments/basketoption.cpp (1.5),
	ql/Instruments/basketoption.hpp (1.5), ql/Instruments/capfloor.cpp
	(1.50), ql/Instruments/capfloor.hpp (1.46),
	ql/Instruments/forwardvanillaoption.cpp (1.26),
	ql/Instruments/forwardvanillaoption.hpp (1.23),
	ql/Instruments/multiassetoption.cpp (1.5),
	ql/Instruments/multiassetoption.hpp (1.5),
	ql/Instruments/oneassetoption.cpp (1.7),
	ql/Instruments/oneassetoption.hpp (1.8),
	ql/Instruments/oneassetstrikedoption.cpp (1.12),
	ql/Instruments/oneassetstrikedoption.hpp (1.11),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.21),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.17),
	ql/Instruments/quantovanillaoption.cpp (1.28),
	ql/Instruments/quantovanillaoption.hpp (1.24),
	ql/Instruments/simpleswap.cpp (1.41), ql/Instruments/simpleswap.hpp
	(1.39), ql/Instruments/swap.cpp (1.32), ql/Instruments/swap.hpp
	(1.26), ql/Instruments/swaption.cpp (1.41),
	ql/Instruments/swaption.hpp (1.36),
	ql/Instruments/vanillaoption.cpp (1.44),
	ql/Instruments/vanillaoption.hpp (1.42),
	ql/Lattices/binomialtree.cpp (1.19), ql/Lattices/binomialtree.hpp
	(1.15), ql/Lattices/bsmlattice.cpp (1.12),
	ql/Lattices/bsmlattice.hpp (1.9), ql/Lattices/lattice.cpp (1.15),
	ql/Lattices/lattice.hpp (1.11), ql/Lattices/lattice2d.cpp (1.12),
	ql/Lattices/lattice2d.hpp (1.9), ql/Lattices/trinomialtree.cpp
	(1.20), ql/Lattices/trinomialtree.hpp (1.12),
	ql/Math/bicubicsplineinterpolation.hpp (1.16),
	ql/Math/bilinearinterpolation.hpp (1.20), ql/Math/cubicspline.hpp
	(1.46), ql/Math/linearinterpolation.hpp (1.24),
	ql/Math/loglinearinterpolation.hpp (1.24),
	ql/MonteCarlo/brownianbridge.hpp (1.15),
	ql/MonteCarlo/montecarlomodel.hpp (1.31),
	ql/MonteCarlo/multipathgenerator.hpp (1.43),
	ql/MonteCarlo/pathgenerator.hpp (1.51),
	ql/Optimization/conjugategradient.hpp (1.18),
	ql/Optimization/constraint.hpp (1.19),
	ql/Optimization/leastsquare.hpp (1.26),
	ql/Optimization/steepestdescent.hpp (1.19), ql/Patterns/bridge.hpp
	(1.10), ql/Patterns/composite.hpp (1.5), ql/Patterns/observable.hpp
	(1.19), ql/Pricers/cliquetoption.cpp (1.18),
	ql/Pricers/cliquetoption.hpp (1.17),
	ql/Pricers/continuousgeometricapo.hpp (1.13),
	ql/Pricers/discretegeometricapo.hpp (1.14),
	ql/Pricers/discretegeometricaso.hpp (1.14),
	ql/Pricers/europeanoption.hpp (1.21),
	ql/Pricers/fdamericanoption.hpp (1.14),
	ql/Pricers/fdbermudanoption.cpp (1.13),
	ql/Pricers/fdbermudanoption.hpp (1.9), ql/Pricers/fdbsmoption.cpp
	(1.19), ql/Pricers/fdbsmoption.hpp (1.17),
	ql/Pricers/fddividendamericanoption.cpp (1.10),
	ql/Pricers/fddividendamericanoption.hpp (1.11),
	ql/Pricers/fddividendeuropeanoption.cpp (1.11),
	ql/Pricers/fddividendeuropeanoption.hpp (1.13),
	ql/Pricers/fddividendoption.cpp (1.19),
	ql/Pricers/fddividendshoutoption.cpp (1.14),
	ql/Pricers/fddividendshoutoption.hpp (1.12),
	ql/Pricers/fdeuropean.hpp (1.14),
	ql/Pricers/fdmultiperiodoption.cpp (1.19),
	ql/Pricers/fdmultiperiodoption.hpp (1.12),
	ql/Pricers/fdshoutoption.hpp (1.12),
	ql/Pricers/fdstepconditionoption.hpp (1.11),
	ql/Pricers/mcbasket.cpp (1.24), ql/Pricers/mccliquetoption.cpp
	(1.19), ql/Pricers/mcdiscretearithmeticapo.cpp (1.22),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.23),
	ql/Pricers/mceverest.cpp (1.27), ql/Pricers/mchimalaya.cpp (1.27),
	ql/Pricers/mcmaxbasket.cpp (1.24), ql/Pricers/mcpagoda.cpp (1.26),
	ql/Pricers/mcperformanceoption.cpp (1.18), ql/Pricers/mcpricer.hpp
	(1.28), ql/Pricers/performanceoption.cpp (1.9),
	ql/Pricers/performanceoption.hpp (1.8),
	ql/Pricers/singleassetoption.cpp (1.27),
	ql/Pricers/singleassetoption.hpp (1.33),
	ql/PricingEngines/americanpayoffatexpiry.hpp (1.5),
	ql/PricingEngines/americanpayoffathit.hpp (1.7),
	ql/PricingEngines/blackformula.hpp (1.14),
	ql/PricingEngines/genericmodelengine.hpp (1.3),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.10),
	ql/PricingEngines/mcsimulation.hpp (1.3),
	ql/PricingEngines/Asian/analyticasianengine.cpp (1.9),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.8),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.3),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.6),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.13),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.9),
	ql/PricingEngines/Basket/stulzengine.cpp (1.12),
	ql/PricingEngines/CapFloor/analyticalcapfloor.cpp (1.3),
	ql/PricingEngines/CapFloor/analyticalcapfloor.hpp (1.3),
	ql/PricingEngines/CapFloor/blackcapfloor.hpp (1.3),
	ql/PricingEngines/CapFloor/capfloorpricer.cpp (1.3),
	ql/PricingEngines/CapFloor/capfloorpricer.hpp (1.3),
	ql/PricingEngines/CapFloor/treecapfloor.cpp (1.3),
	ql/PricingEngines/CapFloor/treecapfloor.hpp (1.3),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.3),
	ql/PricingEngines/Forward/forwardengine.hpp (1.3),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.2),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.3),
	ql/PricingEngines/Swaption/blackswaption.hpp (1.3),
	ql/PricingEngines/Swaption/jamshidianswaption.cpp (1.3),
	ql/PricingEngines/Swaption/jamshidianswaption.hpp (1.3),
	ql/PricingEngines/Swaption/swaptionpricer.cpp (1.3),
	ql/PricingEngines/Swaption/swaptionpricer.hpp (1.3),
	ql/PricingEngines/Swaption/treeswaption.cpp (1.3),
	ql/PricingEngines/Swaption/treeswaption.hpp (1.3),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.4),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.12),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.9),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.4),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.9),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.6),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.3),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.4),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.10),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.6),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.3),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.7),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.9),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.9),
	ql/ShortRateModels/calibrationhelper.hpp (1.18),
	ql/ShortRateModels/model.cpp (1.21), ql/ShortRateModels/model.hpp
	(1.27), ql/ShortRateModels/onefactormodel.cpp (1.16),
	ql/ShortRateModels/onefactormodel.hpp (1.15),
	ql/ShortRateModels/parameter.hpp (1.15),
	ql/ShortRateModels/twofactormodel.cpp (1.12),
	ql/ShortRateModels/twofactormodel.hpp (1.11),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.29),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.14),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.28),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.12),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.17),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.12),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.21),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.17),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.21),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.18), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.19),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.17),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.11),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.17),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.17),
	ql/TermStructures/affinetermstructure.cpp (1.20),
	ql/TermStructures/affinetermstructure.hpp (1.19),
	ql/TermStructures/compoundforward.cpp (1.32),
	ql/TermStructures/compoundforward.hpp (1.24),
	ql/TermStructures/extendeddiscountcurve.cpp (1.7),
	ql/TermStructures/extendeddiscountcurve.hpp (1.7),
	ql/TermStructures/flatforward.hpp (1.32),
	ql/TermStructures/piecewiseflatforward.cpp (1.40),
	ql/TermStructures/piecewiseflatforward.hpp (1.34),
	ql/TermStructures/ratehelpers.cpp (1.43),
	ql/TermStructures/ratehelpers.hpp (1.37),
	ql/Volatilities/blackconstantvol.hpp (1.21),
	ql/Volatilities/localconstantvol.hpp (1.17),
	ql/Volatilities/localvolsurface.cpp (1.9),
	test-suite/americanoption.cpp (1.14), test-suite/asianoptions.cpp
	(1.14), test-suite/barrieroption.cpp (1.24),
	test-suite/basketoption.cpp (1.18), test-suite/capfloor.cpp (1.28),
	test-suite/compoundforward.cpp (1.11), test-suite/digitaloption.cpp
	(1.20), test-suite/europeanoption.cpp (1.51),
	test-suite/instruments.cpp (1.10), test-suite/jumpdiffusion.cpp
	(1.12), test-suite/marketelements.cpp (1.8),
	test-suite/piecewiseflatforward.cpp (1.15), test-suite/swap.cpp
	(1.15), test-suite/swaption.cpp (1.20),
	test-suite/termstructures.cpp (1.14), test-suite/utilities.cpp
	(1.5), test-suite/utilities.hpp (1.8):

	boost::shared_ptr used throughout instead of Handle

2004-03-24 12:59  Ferdinando Ametrano

	* QuantLib.nsi (1.93.2.2):

	patch

2004-03-24 12:55  Ferdinando Ametrano

	* QuantLib.nsi (1.95), configure.ac (1.34), Docs/quantlib.doxy
	(1.82), dev_tools/version_number.txt (1.37),
	test-suite/testsuite.mak (1.46):

	bumping up version number

2004-03-24 11:53  Luigi Ballabio

	* acinclude.m4 (1.9),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.50),
	Examples/Swap/swapvaluation.cpp (1.45), ql/diffusionprocess.cpp
	(1.14), ql/errors.cpp (1.2), ql/errors.hpp (1.17), ql/handle.hpp
	(1.19), ql/qldefines.hpp (1.69), ql/userconfig.hpp (1.4),
	ql/Instruments/capfloor.cpp (1.49), ql/Instruments/simpleswap.cpp
	(1.40), ql/Instruments/swap.cpp (1.31), ql/Math/cubicspline.hpp
	(1.45), ql/PricingEngines/americanpayoffatexpiry.hpp (1.4),
	ql/PricingEngines/americanpayoffathit.hpp (1.6),
	ql/PricingEngines/blackformula.hpp (1.13),
	ql/PricingEngines/Asian/analyticasianengine.cpp (1.8),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.7),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.5),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.12),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.8),
	ql/PricingEngines/Basket/stulzengine.cpp (1.11),
	ql/PricingEngines/Forward/forwardengine.hpp (1.2),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.2),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.3),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.11),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.8),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.3),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.8),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.5),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.3),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.9),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.6),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.8),
	ql/ShortRateModels/model.cpp (1.20),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.16),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.20), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.18),
	ql/TermStructures/affinetermstructure.cpp (1.19),
	ql/TermStructures/ratehelpers.cpp (1.42), test-suite/utilities.cpp
	(1.4):

	Boost is now mandatory

2004-03-24 11:43  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.10):

	updated

2004-03-24 10:54  Ferdinando Ametrano

	* dev_tools/tgz2zip (1.3):

	doesn't convert Unix files anymore

2004-03-22 10:57  Ferdinando Ametrano

	* ql/: marketelement.hpp (1.20), qldefines.hpp (1.68), quantlib.hpp
	(1.146), userconfig.hpp (1.3), Math/pseudosqrt.hpp (1.3),
	MonteCarlo/multipathgenerator.hpp (1.42), Optimization/method.hpp
	(1.13), ShortRateModels/model.hpp (1.26):

	removing some deprecated stuff

2004-03-22 10:13  Ferdinando Ametrano

	* dev_tools/branching_and_merging.txt (1.3):

	error fixed

2004-03-22 10:11  Ferdinando Ametrano

	* BUGS.txt (1.2), ChangeLog.txt (1.43), History.txt (1.21),
	INSTALL.txt (1.2), News.txt (1.34), QuantLib.dsp (1.223),
	QuantLib.mak (1.202), QuantLib.nsi (1.94), QuantLib.spec.in (1.3),
	TODO.txt (1.134), configure.ac (1.33), memo.txt (1.2):

	R000305f0-branch-merge1 merged into trunk

2004-03-22 10:07  Ferdinando Ametrano

	* test-suite/americanoption.cpp (1.13), test-suite/basketoption.cpp
	(1.17), test-suite/capfloor.cpp (1.27),
	test-suite/compoundforward.cpp (1.10),
	test-suite/europeanoption.cpp (1.50), test-suite/factorial.cpp
	(1.9), test-suite/interpolations.cpp (1.11),
	test-suite/interpolations.hpp (1.2), test-suite/jumpdiffusion.cpp
	(1.11), test-suite/lowdiscrepancysequences.cpp (1.40),
	test-suite/old_pricers.cpp (1.31), test-suite/quantlibtestsuite.cpp
	(1.64), test-suite/swaption.cpp (1.19), test-suite/testsuite.mak
	(1.45), Examples/AmericanOption/AmericanOption.cpp (1.22),
	Examples/EuropeanOption/EuropeanOption.cpp (1.102),
	Examples/EuropeanOption/quanto.leftover (1.2),
	Examples/Swap/swapvaluation.cpp (1.44), Docs/.cvsignore (1.4),
	Docs/Makefile.am (1.61), Docs/README.txt (1.26), Docs/quantlib.doxy
	(1.81), Docs/quantlibheader.html (1.20), Docs/userman.tex (1.6),
	Docs/pages/authors.docs (1.26), Docs/pages/coreclasses.docs (1.8),
	Docs/pages/currencies.docs (1.7), Docs/pages/datetime.docs (1.7),
	Docs/pages/findiff.docs (1.9), Docs/pages/fixedincome.docs (1.11),
	Docs/pages/history.docs (1.14), Docs/pages/index.docs (1.9),
	Docs/pages/install.docs (1.9), Docs/pages/instruments.docs (1.10),
	Docs/pages/lattices.docs (1.6), Docs/pages/license.docs (1.16),
	Docs/pages/math.docs (1.10), Docs/pages/mcarlo.docs (1.15),
	Docs/pages/overview.docs (1.9), Docs/pages/patterns.docs (1.6),
	Docs/pages/platforms.docs (1.11), Docs/pages/resources.docs (1.7),
	Docs/pages/termstructures.docs (1.6), Docs/pages/usage.docs (1.14),
	Docs/pages/utilities.docs (1.8), Docs/pages/where.docs (1.8),
	dev_tools/developers (1.2), ql/Makefile.am (1.51), ql/calendar.cpp
	(1.18), ql/calendar.hpp (1.31), ql/config.bcc.hpp (1.25),
	ql/config.msvc.hpp (1.43), ql/core.hpp (1.3), ql/dataformatters.cpp
	(1.30), ql/dataparsers.cpp (1.12), ql/date.cpp (1.31),
	ql/diffusionprocess.cpp (1.13), ql/diffusionprocess.hpp (1.27),
	ql/discretizedasset.cpp (1.5), ql/exercise.cpp (1.8),
	ql/exercise.hpp (1.30), ql/grid.cpp (1.13), ql/makefile.mak (1.45),
	ql/numericalmethod.hpp (1.13), ql/option.hpp (1.26), ql/payoff.hpp
	(1.10), ql/qldefines.hpp (1.67), ql/quantlib.hpp (1.145),
	ql/relinkablehandle.hpp (1.19), ql/scheduler.cpp (1.21),
	ql/solver1d.hpp (1.20), ql/swaptionvolstructure.hpp (1.10),
	ql/termstructure.hpp (1.38), ql/voltermstructure.cpp (1.14),
	ql/voltermstructure.hpp (1.21), ql/Calendars/budapest.cpp (1.7),
	ql/Calendars/copenhagen.cpp (1.3), ql/Calendars/frankfurt.cpp
	(1.16), ql/Calendars/helsinki.cpp (1.15),
	ql/Calendars/johannesburg.cpp (1.12),
	ql/Calendars/jointcalendar.cpp (1.8), ql/Calendars/london.cpp
	(1.16), ql/Calendars/london.hpp (1.16), ql/Calendars/milan.cpp
	(1.15), ql/Calendars/newyork.cpp (1.16), ql/Calendars/newyork.hpp
	(1.17), ql/Calendars/nullcalendar.hpp (1.4), ql/Calendars/oslo.cpp
	(1.7), ql/Calendars/stockholm.cpp (1.8), ql/Calendars/sydney.cpp
	(1.8), ql/Calendars/sydney.hpp (1.8), ql/Calendars/target.cpp
	(1.16), ql/Calendars/tokyo.cpp (1.12), ql/Calendars/toronto.cpp
	(1.8), ql/Calendars/warsaw.cpp (1.7), ql/Calendars/wellington.cpp
	(1.16), ql/Calendars/zurich.cpp (1.15),
	ql/CashFlows/basispointsensitivity.cpp (1.5),
	ql/CashFlows/cashflowvectors.cpp (1.30),
	ql/CashFlows/fixedratecoupon.hpp (1.21),
	ql/CashFlows/floatingratecoupon.hpp (1.30),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.11),
	ql/CashFlows/indexedcoupon.hpp (1.11), ql/CashFlows/parcoupon.cpp
	(1.8), ql/CashFlows/shortfloatingcoupon.cpp (1.15),
	ql/CashFlows/shortfloatingcoupon.hpp (1.16),
	ql/CashFlows/shortindexedcoupon.hpp (1.10),
	ql/CashFlows/timebasket.cpp (1.4), ql/DayCounters/actualactual.cpp
	(1.23), ql/DayCounters/simpledaycounter.cpp (1.4),
	ql/DayCounters/thirty360.cpp (1.16),
	ql/FiniteDifferences/americancondition.hpp (1.19),
	ql/FiniteDifferences/boundarycondition.cpp (1.8),
	ql/FiniteDifferences/bsmoperator.cpp (1.15),
	ql/FiniteDifferences/mixedscheme.hpp (1.12),
	ql/FiniteDifferences/onefactoroperator.cpp (1.18),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.25),
	ql/FiniteDifferences/valueatcenter.cpp (1.16),
	ql/FiniteDifferences/valueatcenter.hpp (1.12),
	ql/Indexes/audlibor.hpp (1.13), ql/Indexes/cadlibor.hpp (1.13),
	ql/Indexes/chflibor.hpp (1.11), ql/Indexes/jpylibor.hpp (1.12),
	ql/Indexes/xibor.cpp (1.17), ql/Indexes/xibormanager.cpp (1.15),
	ql/Indexes/zarlibor.hpp (1.11), ql/Instruments/asianoption.cpp
	(1.10), ql/Instruments/barrieroption.cpp (1.24),
	ql/Instruments/barrieroption.hpp (1.21),
	ql/Instruments/basketoption.cpp (1.4),
	ql/Instruments/basketoption.hpp (1.4), ql/Instruments/capfloor.cpp
	(1.48), ql/Instruments/capfloor.hpp (1.45),
	ql/Instruments/cliquetoption.hpp (1.7),
	ql/Instruments/forwardvanillaoption.cpp (1.25),
	ql/Instruments/forwardvanillaoption.hpp (1.22),
	ql/Instruments/multiassetoption.cpp (1.4),
	ql/Instruments/multiassetoption.hpp (1.4),
	ql/Instruments/oneassetoption.cpp (1.6),
	ql/Instruments/oneassetoption.hpp (1.7),
	ql/Instruments/oneassetstrikedoption.cpp (1.11),
	ql/Instruments/payoffs.hpp (1.8),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.20),
	ql/Instruments/quantovanillaoption.cpp (1.27),
	ql/Instruments/quantovanillaoption.hpp (1.23),
	ql/Instruments/simpleswap.cpp (1.39), ql/Instruments/simpleswap.hpp
	(1.38), ql/Instruments/stock.cpp (1.16), ql/Instruments/swap.cpp
	(1.30), ql/Instruments/swaption.cpp (1.40),
	ql/Instruments/swaption.hpp (1.35),
	ql/Instruments/vanillaoption.cpp (1.43),
	ql/Lattices/binomialtree.cpp (1.18), ql/Lattices/binomialtree.hpp
	(1.14), ql/Lattices/bsmlattice.cpp (1.11), ql/Lattices/lattice.cpp
	(1.14), ql/Lattices/lattice2d.cpp (1.11), ql/Lattices/tree.hpp
	(1.21), ql/Lattices/trinomialtree.cpp (1.19), ql/Math/beta.cpp
	(1.4), ql/Math/bicubicsplineinterpolation.hpp (1.15),
	ql/Math/bilinearinterpolation.hpp (1.19),
	ql/Math/binomialdistribution.hpp (1.5),
	ql/Math/bivariatenormaldistribution.cpp (1.6),
	ql/Math/bivariatenormaldistribution.hpp (1.3),
	ql/Math/chisquaredistribution.cpp (1.11),
	ql/Math/choleskydecomposition.cpp (1.2), ql/Math/cubicspline.hpp
	(1.44), ql/Math/discrepancystatistics.cpp (1.7),
	ql/Math/errorfunction.cpp (1.6), ql/Math/errorfunction.hpp (1.6),
	ql/Math/factorial.cpp (1.4), ql/Math/factorial.hpp (1.3),
	ql/Math/gammadistribution.cpp (1.10),
	ql/Math/gaussianstatistics.hpp (1.14),
	ql/Math/generalstatistics.cpp (1.11), ql/Math/generalstatistics.hpp
	(1.12), ql/Math/incompletegamma.cpp (1.3),
	ql/Math/incrementalstatistics.cpp (1.8),
	ql/Math/incrementalstatistics.hpp (1.7), ql/Math/interpolation.hpp
	(1.26), ql/Math/interpolation2D.hpp (1.16),
	ql/Math/interpolationtraits.hpp (1.10),
	ql/Math/linearinterpolation.hpp (1.23),
	ql/Math/loglinearinterpolation.hpp (1.23), ql/Math/makefile.mak
	(1.32), ql/Math/matrix.hpp (1.27), ql/Math/normaldistribution.cpp
	(1.23), ql/Math/primenumbers.cpp (1.12), ql/Math/pseudosqrt.cpp
	(1.2), ql/Math/pseudosqrt.hpp (1.2), ql/Math/riskstatistics.hpp
	(1.8), ql/Math/simpsonintegral.hpp (1.5), ql/Math/svd.cpp (1.7),
	ql/Math/svd.hpp (1.8), ql/Math/symmetricschurdecomposition.cpp
	(1.17), ql/MonteCarlo/Makefile.am (1.31), ql/MonteCarlo/all.hpp
	(1.4), ql/MonteCarlo/arithmeticapopathpricer.cpp (1.16),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.16),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.17),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.12),
	ql/MonteCarlo/barrierpathpricer.cpp (1.11),
	ql/MonteCarlo/barrierpathpricer.hpp (1.8),
	ql/MonteCarlo/basketpathpricer.cpp (1.28),
	ql/MonteCarlo/basketpathpricer.hpp (1.24),
	ql/MonteCarlo/biasedbarrierpathpricer.cpp (1.9),
	ql/MonteCarlo/biasedbarrierpathpricer.hpp (1.6),
	ql/MonteCarlo/cliquetoptionpathpricer.cpp (1.19),
	ql/MonteCarlo/cliquetoptionpathpricer.hpp (1.13),
	ql/MonteCarlo/digitalpathpricer.cpp (1.5),
	ql/MonteCarlo/digitalpathpricer.hpp (1.2),
	ql/MonteCarlo/europeanmultipathpricer.cpp (1.3),
	ql/MonteCarlo/europeanmultipathpricer.hpp (1.2),
	ql/MonteCarlo/europeanpathpricer.cpp (1.24),
	ql/MonteCarlo/europeanpathpricer.hpp (1.23),
	ql/MonteCarlo/everestpathpricer.cpp (1.21),
	ql/MonteCarlo/everestpathpricer.hpp (1.18),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.18),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.16),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.20),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.12),
	ql/MonteCarlo/getcovariance.hpp (1.16),
	ql/MonteCarlo/himalayapathpricer.cpp (1.26),
	ql/MonteCarlo/himalayapathpricer.hpp (1.19),
	ql/MonteCarlo/makefile.mak (1.29),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.14),
	ql/MonteCarlo/maxbasketpathpricer.hpp (1.12),
	ql/MonteCarlo/mctraits.hpp (1.10), ql/MonteCarlo/multipath.hpp
	(1.19), ql/MonteCarlo/multipathgenerator.hpp (1.41),
	ql/MonteCarlo/pagodapathpricer.cpp (1.21),
	ql/MonteCarlo/pagodapathpricer.hpp (1.20), ql/MonteCarlo/path.hpp
	(1.19), ql/MonteCarlo/performanceoptionpathpricer.cpp (1.12),
	ql/MonteCarlo/performanceoptionpathpricer.hpp (1.15),
	ql/Optimization/armijo.cpp (1.18), ql/Optimization/armijo.hpp
	(1.18), ql/Optimization/conjugategradient.cpp (1.19),
	ql/Optimization/constraint.hpp (1.18), ql/Optimization/criteria.hpp
	(1.16), ql/Optimization/leastsquare.hpp (1.25),
	ql/Optimization/method.hpp (1.12), ql/Optimization/simplex.cpp
	(1.11), ql/Optimization/simplex.hpp (1.15),
	ql/Optimization/steepestdescent.cpp (1.17), ql/Patterns/bridge.hpp
	(1.9), ql/Patterns/composite.hpp (1.4), ql/Patterns/visitor.hpp
	(1.7), ql/Pricers/Makefile.am (1.39), ql/Pricers/all.hpp (1.2),
	ql/Pricers/analyticalcapfloor.cpp (1.24),
	ql/Pricers/analyticalcapfloor.hpp (1.20),
	ql/Pricers/blackcapfloor.cpp (1.19), ql/Pricers/blackcapfloor.hpp
	(1.15), ql/Pricers/blackmodel.hpp (1.2),
	ql/Pricers/blackswaption.cpp (1.14), ql/Pricers/blackswaption.hpp
	(1.13), ql/Pricers/capfloorpricer.cpp (1.13),
	ql/Pricers/capfloorpricer.hpp (1.17), ql/Pricers/cliquetoption.cpp
	(1.17), ql/Pricers/cliquetoption.hpp (1.16),
	ql/Pricers/continuousgeometricapo.hpp (1.12), ql/Pricers/core.hpp
	(1.2), ql/Pricers/discretegeometricapo.cpp (1.16),
	ql/Pricers/discretegeometricapo.hpp (1.13),
	ql/Pricers/discretegeometricaso.cpp (1.16),
	ql/Pricers/discretegeometricaso.hpp (1.13),
	ql/Pricers/europeanoption.cpp (1.18),
	ql/Pricers/fdamericanoption.hpp (1.13),
	ql/Pricers/fdbermudanoption.cpp (1.12), ql/Pricers/fdbsmoption.cpp
	(1.18), ql/Pricers/fddividendamericanoption.cpp (1.9),
	ql/Pricers/fddividendamericanoption.hpp (1.10),
	ql/Pricers/fddividendeuropeanoption.cpp (1.10),
	ql/Pricers/fddividendoption.cpp (1.18),
	ql/Pricers/fddividendshoutoption.cpp (1.13),
	ql/Pricers/fdeuropean.cpp (1.16),
	ql/Pricers/fdmultiperiodoption.cpp (1.18),
	ql/Pricers/fdstepconditionoption.cpp (1.15),
	ql/Pricers/jamshidianswaption.cpp (1.23),
	ql/Pricers/jamshidianswaption.hpp (1.19), ql/Pricers/makefile.mak
	(1.37), ql/Pricers/mcbasket.cpp (1.23),
	ql/Pricers/mccliquetoption.cpp (1.18),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.21),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.18),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.22),
	ql/Pricers/mceverest.cpp (1.26), ql/Pricers/mchimalaya.cpp (1.26),
	ql/Pricers/mcmaxbasket.cpp (1.23), ql/Pricers/mcpagoda.cpp (1.25),
	ql/Pricers/mcperformanceoption.cpp (1.17),
	ql/Pricers/performanceoption.cpp (1.8),
	ql/Pricers/singleassetoption.cpp (1.26),
	ql/Pricers/swaptionpricer.cpp (1.15), ql/Pricers/swaptionpricer.hpp
	(1.24), ql/Pricers/treecapfloor.cpp (1.31),
	ql/Pricers/treecapfloor.hpp (1.24), ql/Pricers/treeswaption.cpp
	(1.39), ql/Pricers/treeswaption.hpp (1.27),
	ql/PricingEngines/Makefile.am (1.37), ql/PricingEngines/all.hpp
	(1.7), ql/PricingEngines/americanpayoffatexpiry.hpp (1.3),
	ql/PricingEngines/americanpayoffathit.hpp (1.5),
	ql/PricingEngines/blackformula.hpp (1.12),
	ql/PricingEngines/blackmodel.hpp (1.2), ql/PricingEngines/core.hpp
	(1.5), ql/PricingEngines/genericmodelengine.hpp (1.2),
	ql/PricingEngines/mcsimulation.hpp (1.2),
	ql/PricingEngines/Asian/analyticasianengine.cpp (1.7),
	ql/PricingEngines/Asian/analyticasianengine.hpp (1.2),
	ql/PricingEngines/Barrier/Makefile.am (1.6),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.6),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.2),
	ql/PricingEngines/Barrier/makefile.mak (1.4),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.2),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.4),
	ql/PricingEngines/Basket/Makefile.am (1.4),
	ql/PricingEngines/Basket/makefile.mak (1.3),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.11),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.6),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.2),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.7),
	ql/PricingEngines/Basket/stulzengine.cpp (1.10),
	ql/PricingEngines/Basket/stulzengine.hpp (1.3),
	ql/PricingEngines/CapFloor/.cvsignore (1.2),
	ql/PricingEngines/CapFloor/Makefile.am (1.2),
	ql/PricingEngines/CapFloor/all.hpp (1.2),
	ql/PricingEngines/CapFloor/analyticalcapfloor.cpp (1.2),
	ql/PricingEngines/CapFloor/analyticalcapfloor.hpp (1.2),
	ql/PricingEngines/CapFloor/blackcapfloor.cpp (1.2),
	ql/PricingEngines/CapFloor/blackcapfloor.hpp (1.2),
	ql/PricingEngines/CapFloor/capfloorpricer.cpp (1.2),
	ql/PricingEngines/CapFloor/capfloorpricer.hpp (1.2),
	ql/PricingEngines/CapFloor/makefile.mak (1.2),
	ql/PricingEngines/CapFloor/treecapfloor.cpp (1.2),
	ql/PricingEngines/CapFloor/treecapfloor.hpp (1.2),
	ql/PricingEngines/Cliquet/Makefile.am (1.5),
	ql/PricingEngines/Cliquet/makefile.mak (1.2),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.2),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.2),
	ql/PricingEngines/Swaption/.cvsignore (1.2),
	ql/PricingEngines/Swaption/Makefile.am (1.2),
	ql/PricingEngines/Swaption/all.hpp (1.2),
	ql/PricingEngines/Swaption/blackswaption.cpp (1.2),
	ql/PricingEngines/Swaption/blackswaption.hpp (1.2),
	ql/PricingEngines/Swaption/jamshidianswaption.cpp (1.2),
	ql/PricingEngines/Swaption/jamshidianswaption.hpp (1.2),
	ql/PricingEngines/Swaption/makefile.mak (1.2),
	ql/PricingEngines/Swaption/swaptionpricer.cpp (1.2),
	ql/PricingEngines/Swaption/swaptionpricer.hpp (1.2),
	ql/PricingEngines/Swaption/treeswaption.cpp (1.2),
	ql/PricingEngines/Swaption/treeswaption.hpp (1.2),
	ql/PricingEngines/Vanilla/Makefile.am (1.12),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.2),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.10),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.7),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.7),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.3),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.4),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.2),
	ql/PricingEngines/Vanilla/integralengine.hpp (1.2),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.8),
	ql/PricingEngines/Vanilla/makefile.mak (1.8),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.2),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.5),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.7),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.8),
	ql/RandomNumbers/Makefile.am (1.15), ql/RandomNumbers/all.hpp
	(1.2), ql/RandomNumbers/haltonrsg.cpp (1.13),
	ql/RandomNumbers/knuthuniformrng.cpp (1.11),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.11),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.9),
	ql/RandomNumbers/rngtraits.hpp (1.2),
	ql/RandomNumbers/rngtypedefs.hpp (1.24),
	ql/RandomNumbers/sobolrsg.cpp (1.24),
	ql/ShortRateModels/calibrationhelper.cpp (1.9),
	ql/ShortRateModels/calibrationhelper.hpp (1.17),
	ql/ShortRateModels/model.cpp (1.19),
	ql/ShortRateModels/onefactormodel.cpp (1.15),
	ql/ShortRateModels/parameter.hpp (1.14),
	ql/ShortRateModels/twofactormodel.cpp (1.11),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.28),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.27),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.15),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.20),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.16),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.19), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.17),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.16),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.11),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.10),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.16),
	ql/Solvers1D/bisection.hpp (1.14), ql/Solvers1D/secant.hpp (1.14),
	ql/TermStructures/affinetermstructure.cpp (1.18),
	ql/TermStructures/compoundforward.cpp (1.31),
	ql/TermStructures/discountcurve.cpp (1.24),
	ql/TermStructures/extendeddiscountcurve.cpp (1.6),
	ql/TermStructures/piecewiseflatforward.cpp (1.39),
	ql/TermStructures/ratehelpers.cpp (1.41),
	ql/TermStructures/ratehelpers.hpp (1.36),
	ql/TermStructures/zerocurve.cpp (1.9),
	ql/Utilities/combiningiterator.hpp (1.13),
	ql/Utilities/filteringiterator.hpp (1.11),
	ql/Utilities/iteratorcategories.hpp (1.12),
	ql/Utilities/processingiterator.hpp (1.12),
	ql/Utilities/steppingiterator.hpp (1.14),
	ql/Volatilities/blackvariancecurve.cpp (1.9),
	ql/Volatilities/blackvariancecurve.hpp (1.27),
	ql/Volatilities/blackvariancesurface.cpp (1.9),
	ql/Volatilities/blackvariancesurface.hpp (1.29),
	ql/Volatilities/localvolsurface.cpp (1.8),
	ql/Volatilities/localvolsurface.hpp (1.17),
	ql/Volatilities/swaptionvolmatrix.hpp (1.20):

	R000305f0-branch-merge1 merged into trunk

2004-03-22 09:48  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.39.2.1):

	typo

2004-03-22 09:18  Ferdinando Ametrano

	* QuantLib.mak (1.201.2.5):

	updated

2004-03-21 18:34  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.8.4.22),
	ql/Volatilities/localvolsurface.cpp (1.7.2.2),
	ql/Volatilities/localvolsurface.hpp (1.16.2.2):

	getting ready for 0.3.5

2004-03-21 17:26  Luigi Ballabio

	* ql/PricingEngines/Cliquet/makefile.mak (1.1.2.2):

	Ready for when the Cliquet dir will be back

2004-03-21 17:26  Luigi Ballabio

	* ql/: MonteCarlo/Makefile.am (1.30.2.4), MonteCarlo/makefile.mak
	(1.28.2.2), PricingEngines/Cliquet/makefile.mak (1.1.2.1):

	Removed empty files

2004-03-21 17:18  Luigi Ballabio

	* QuantLib.dsp (1.222.2.5), configure.ac (1.32.2.2), ql/Makefile.am
	(1.50.2.2), ql/makefile.mak (1.44.2.5), ql/MonteCarlo/Makefile.am
	(1.30.2.3), ql/MonteCarlo/all.hpp (1.3.2.3),
	ql/Pricers/mcbasket.cpp (1.22.2.3), ql/Pricers/mccliquetoption.cpp
	(1.17.2.3), ql/Pricers/mcdiscretearithmeticapo.cpp (1.20.2.3),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.17.2.1),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.21.2.3),
	ql/Pricers/mceverest.cpp (1.25.2.3), ql/Pricers/mchimalaya.cpp
	(1.25.2.3), ql/Pricers/mcmaxbasket.cpp (1.22.2.3),
	ql/Pricers/mcpagoda.cpp (1.24.2.3),
	ql/Pricers/mcperformanceoption.cpp (1.16.2.3),
	ql/PricingEngines/Barrier/Makefile.am (1.5.2.1),
	ql/PricingEngines/Barrier/makefile.mak (1.3.2.1),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.1.2.1),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.3.2.3),
	ql/PricingEngines/Basket/Makefile.am (1.3.2.1),
	ql/PricingEngines/Basket/makefile.mak (1.2.2.1),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.10.2.2),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.5.2.2),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.1.2.1),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.6.2.2),
	ql/PricingEngines/Cliquet/Makefile.am (1.4.2.1),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.1.2.1),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.1.2.1),
	ql/PricingEngines/Vanilla/Makefile.am (1.11.2.1),
	ql/PricingEngines/Vanilla/makefile.mak (1.7.2.2),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.1.2.1),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.4.2.3),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.6.2.2):

	Path pricers moved together with the respective pricing engines or
	pricers

2004-03-21 17:16  Luigi Ballabio

	* ql/PricingEngines/: Makefile.am (1.36.2.2), all.hpp (1.6.2.2):

	Cliquet subdir removed from distribution (it only contained
	commented-out code.)

2004-03-21 17:12  Luigi Ballabio

	* ql/MonteCarlo/getcovariance.hpp (1.15.2.2):

	Checking floating-point numbers for equality is in general not a
	good idea

2004-03-21 17:11  Luigi Ballabio

	* ql/PricingEngines/mcsimulation.hpp (1.1.2.3):

	Removed unnecessary inclusion

2004-03-21 17:09  Luigi Ballabio

	* ql/PricingEngines/: americanpayoffatexpiry.hpp (1.2.2.3),
	americanpayoffathit.hpp (1.4.2.3):

	Typos

2004-03-21 17:07  Luigi Ballabio

	* ql/Math/linearinterpolation.hpp (1.22.2.4):

	Warning avoided

2004-03-21 17:05  Luigi Ballabio

	* ql/Math/interpolation.hpp (1.25.2.3):

	todo was done already

2004-03-21 17:05  Luigi Ballabio

	* ql/exercise.hpp (1.29.2.4):

	Typos

2004-03-21 17:03  Luigi Ballabio

	* Docs/pages/overview.docs (1.8.4.21):

	Typos and formatting

2004-03-21 14:40  Ferdinando Ametrano

	* ql/Math/bilinearinterpolation.hpp (1.18.2.1):

	bug fix

2004-03-20 22:48  Ferdinando Ametrano

	* News.txt (1.33.2.3), Docs/pages/history.docs (1.13.2.3),
	Docs/pages/overview.docs (1.8.4.20),
	ql/Math/linearinterpolation.hpp (1.22.2.3):

	implemented primitive, derivative, 2nd derivative functions for
	linear interpolation

2004-03-20 22:44  Ferdinando Ametrano

	* QuantLib.nsi (1.93.2.1):

	commented line removed

2004-03-20 22:42  Ferdinando Ametrano

	* ql/Math/binomialdistribution.hpp (1.4.2.2):

	description improved

2004-03-20 22:41  Ferdinando Ametrano

	* ql/MonteCarlo/getcovariance.hpp (1.15.2.1):

	more safety checks

2004-03-20 14:08  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.8.4.19),
	ql/Math/linearinterpolation.hpp (1.22.2.2),
	ql/Math/loglinearinterpolation.hpp (1.22.2.2),
	ql/PricingEngines/blackformula.hpp (1.11.2.4):

	Finished with documentation

2004-03-19 18:41  Ferdinando Ametrano

	* Docs/pages/: overview.docs (1.8.4.18), resources.docs (1.6.4.1),
	usage.docs (1.13.2.2), where.docs (1.7.4.2):

	I've finished with documentation.

2004-03-19 17:56  Ferdinando Ametrano

	* ql/Math/pseudosqrt.hpp (1.1.2.1), Docs/pages/overview.docs
	(1.8.4.17):

	documentation in progress

2004-03-19 17:32  Ferdinando Ametrano

	* memo.txt (1.1.2.2):

	updated

2004-03-19 17:21  Ferdinando Ametrano

	* test-suite/europeanoption.cpp (1.49.2.5):

	updated

2004-03-19 17:08  Ferdinando Ametrano

	* ql/exercise.hpp (1.29.2.3):

	softer comment

2004-03-19 17:07  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.11.2.3):

	play on the safe side

2004-03-19 16:40  Ferdinando Ametrano

	* ql/: option.hpp (1.25.2.3), Instruments/oneassetoption.cpp
	(1.5.2.3), Instruments/oneassetoption.hpp (1.6.2.3),
	PricingEngines/blackformula.hpp (1.11.2.2),
	PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.9.2.3),
	PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.6.2.2),
	PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.6.2.3):

	extending (and correcly naming) ITM probabilities

2004-03-19 16:36  Ferdinando Ametrano

	* ql/PricingEngines/: blackmodel.hpp (1.1.2.3),
	CapFloor/blackcapfloor.cpp (1.1.2.2):

	play on the safe side

2004-03-19 12:45  Ferdinando Ametrano

	* ql/PricingEngines/blackmodel.hpp (1.1.2.2):

	minor change

2004-03-19 11:30  Ferdinando Ametrano

	* ql/: diffusionprocess.hpp (1.26.2.1), option.hpp (1.25.2.2):

	documentation in progress

2004-03-19 11:21  Ferdinando Ametrano

	* TODO.txt (1.133.2.2), memo.txt (1.1.2.1),
	Docs/pages/overview.docs (1.8.4.16):

	documentation in progress

2004-03-19 09:27  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.8.4.15):

	documentation in progress

2004-03-19 09:22  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.42.2.2), ql/exercise.hpp (1.29.2.2),
	ql/option.hpp (1.25.2.1), ql/solver1d.hpp (1.19.2.1),
	ql/FiniteDifferences/mixedscheme.hpp (1.11.2.1),
	ql/FiniteDifferences/valueatcenter.hpp (1.11.2.1),
	ql/Math/bicubicsplineinterpolation.hpp (1.14.2.1),
	ql/Math/bivariatenormaldistribution.hpp (1.2.2.1),
	ql/Math/interpolation.hpp (1.25.2.2), ql/Math/riskstatistics.hpp
	(1.7.2.1), ql/MonteCarlo/multipath.hpp (1.18.2.1),
	ql/MonteCarlo/multipathgenerator.hpp (1.40.2.1),
	ql/MonteCarlo/path.hpp (1.18.2.1),
	ql/PricingEngines/americanpayoffatexpiry.hpp (1.2.2.2),
	ql/PricingEngines/americanpayoffathit.hpp (1.4.2.2),
	ql/PricingEngines/Vanilla/integralengine.hpp (1.1.2.1),
	ql/Volatilities/blackvariancecurve.hpp (1.26.2.1),
	ql/Volatilities/blackvariancesurface.hpp (1.28.2.1),
	ql/Volatilities/localvolsurface.hpp (1.16.2.1), TODO.txt
	(1.133.2.1):

	documentation in progress

2004-03-18 18:34  Ferdinando Ametrano

	* test-suite/americanoption.cpp (1.12.2.4):

	typo fixed

2004-03-18 18:24  Ferdinando Ametrano

	* test-suite/americanoption.cpp (1.12.2.3):

	Giovanni Barone-Adesi is one person, one last name

2004-03-18 18:14  Ferdinando Ametrano

	* QuantLib.dsp (1.222.2.4), QuantLib.mak (1.201.2.4),
	ql/makefile.mak (1.44.2.4), ql/MonteCarlo/all.hpp (1.3.2.2),
	ql/MonteCarlo/mctraits.hpp (1.9.2.1), ql/RandomNumbers/Makefile.am
	(1.14.2.1), ql/RandomNumbers/all.hpp (1.1.2.1),
	ql/RandomNumbers/rngtraits.hpp (1.1.2.1),
	ql/RandomNumbers/rngtypedefs.hpp (1.23.2.1),
	test-suite/europeanoption.cpp (1.49.2.4), test-suite/testsuite.mak
	(1.44.2.1):

	introducing rngtraits.hpp file (content from mctraits.hpp)

2004-03-18 18:08  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.8.4.14):

	updating in progress

2004-03-18 17:49  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.8.4.12):

	updating in progress

2004-03-18 17:05  Luigi Ballabio

	* configure.ac (1.32.2.1), ql/Makefile.am (1.50.2.1),
	ql/MonteCarlo/Makefile.am (1.30.2.2),
	ql/PricingEngines/CapFloor/Makefile.am (1.1.2.2),
	ql/PricingEngines/Swaption/Makefile.am (1.1.2.2):

	Fixes for g++ build

2004-03-18 17:02  Luigi Ballabio

	* QuantLib.spec.in (1.2.2.1):

	Fixed RPM dependencies

2004-03-18 15:26  Ferdinando Ametrano

	* Docs/pages/license.docs (1.15.2.3):

	updated

2004-03-18 15:22  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.8.4.9):

	updating in progress

2004-03-18 15:16  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.8.4.8):

	updating in progress

2004-03-18 15:00  Ferdinando Ametrano

	* QuantLib.dsp (1.222.2.3), QuantLib.mak (1.201.2.3),
	ql/makefile.mak (1.44.2.3), ql/MonteCarlo/Makefile.am (1.30.2.1),
	ql/MonteCarlo/all.hpp (1.3.2.1),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.15.2.2),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.15.2.1),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.16.2.2),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.11.2.1),
	ql/MonteCarlo/barrierpathpricer.cpp (1.10.2.2),
	ql/MonteCarlo/barrierpathpricer.hpp (1.7.2.2),
	ql/MonteCarlo/basketpathpricer.cpp (1.27.2.2),
	ql/MonteCarlo/basketpathpricer.hpp (1.23.2.1),
	ql/MonteCarlo/biasedbarrierpathpricer.cpp (1.8.2.2),
	ql/MonteCarlo/biasedbarrierpathpricer.hpp (1.5.2.2),
	ql/MonteCarlo/cliquetoptionpathpricer.cpp (1.18.2.2),
	ql/MonteCarlo/cliquetoptionpathpricer.hpp (1.12.2.2),
	ql/MonteCarlo/digitalpathpricer.cpp (1.4.2.2),
	ql/MonteCarlo/digitalpathpricer.hpp (1.1.2.1),
	ql/MonteCarlo/europeanmultipathpricer.cpp (1.2.2.2),
	ql/MonteCarlo/europeanmultipathpricer.hpp (1.1.2.3),
	ql/MonteCarlo/europeanpathpricer.cpp (1.23.2.2),
	ql/MonteCarlo/europeanpathpricer.hpp (1.22.2.2),
	ql/MonteCarlo/everestpathpricer.cpp (1.20.2.2),
	ql/MonteCarlo/everestpathpricer.hpp (1.17.2.1),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.17.2.2),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.15.2.1),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.19.2.2),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.11.2.1),
	ql/MonteCarlo/himalayapathpricer.cpp (1.25.2.2),
	ql/MonteCarlo/himalayapathpricer.hpp (1.18.2.1),
	ql/MonteCarlo/makefile.mak (1.28.2.1),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.13.2.2),
	ql/MonteCarlo/maxbasketpathpricer.hpp (1.11.2.1),
	ql/MonteCarlo/pagodapathpricer.cpp (1.20.2.2),
	ql/MonteCarlo/pagodapathpricer.hpp (1.19.2.1),
	ql/MonteCarlo/performanceoptionpathpricer.cpp (1.11.2.2),
	ql/MonteCarlo/performanceoptionpathpricer.hpp (1.14.2.1),
	ql/Pricers/mcbasket.cpp (1.22.2.2), ql/Pricers/mccliquetoption.cpp
	(1.17.2.2), ql/Pricers/mcdiscretearithmeticapo.cpp (1.20.2.2),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.21.2.2),
	ql/Pricers/mceverest.cpp (1.25.2.2), ql/Pricers/mchimalaya.cpp
	(1.25.2.2), ql/Pricers/mcmaxbasket.cpp (1.22.2.2),
	ql/Pricers/mcpagoda.cpp (1.24.2.2),
	ql/Pricers/mcperformanceoption.cpp (1.16.2.2),
	ql/PricingEngines/mcsimulation.hpp (1.1.2.2),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.3.2.2),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.5.2.1),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.6.2.1),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.4.2.2):

	moving Monte Carlo PathPricers in a dedicated Monte Carlo sub
	folder

2004-03-18 13:03  Ferdinando Ametrano

	* QuantLib.dsp (1.222.2.2), QuantLib.mak (1.201.2.2),
	Docs/pages/overview.docs (1.8.4.7), ql/makefile.mak (1.44.2.2),
	ql/Instruments/capfloor.cpp (1.47.2.2), ql/Math/interpolation.hpp
	(1.25.2.1), ql/Math/interpolation2D.hpp (1.15.2.1),
	ql/MonteCarlo/europeanmultipathpricer.hpp (1.1.2.2),
	ql/Pricers/Makefile.am (1.38.2.1), ql/Pricers/all.hpp (1.1.2.1),
	ql/Pricers/analyticalcapfloor.cpp (1.23.2.2),
	ql/Pricers/analyticalcapfloor.hpp (1.19.2.1),
	ql/Pricers/blackcapfloor.cpp (1.18.2.2),
	ql/Pricers/blackcapfloor.hpp (1.14.2.2), ql/Pricers/blackmodel.hpp
	(1.1.2.1), ql/Pricers/blackswaption.cpp (1.13.2.2),
	ql/Pricers/blackswaption.hpp (1.12.2.2),
	ql/Pricers/capfloorpricer.cpp (1.12.2.2),
	ql/Pricers/capfloorpricer.hpp (1.16.2.1), ql/Pricers/core.hpp
	(1.1.2.1), ql/Pricers/jamshidianswaption.cpp (1.22.2.2),
	ql/Pricers/jamshidianswaption.hpp (1.18.2.1),
	ql/Pricers/makefile.mak (1.36.2.1), ql/Pricers/swaptionpricer.cpp
	(1.14.2.2), ql/Pricers/swaptionpricer.hpp (1.23.2.1),
	ql/Pricers/treecapfloor.cpp (1.30.2.2), ql/Pricers/treecapfloor.hpp
	(1.23.2.2), ql/Pricers/treeswaption.cpp (1.38.2.2),
	ql/Pricers/treeswaption.hpp (1.26.2.2),
	ql/PricingEngines/Makefile.am (1.36.2.1), ql/PricingEngines/all.hpp
	(1.6.2.1), ql/PricingEngines/blackmodel.hpp (1.1.2.1),
	ql/PricingEngines/core.hpp (1.4.2.1),
	ql/PricingEngines/CapFloor/.cvsignore (1.1.2.1),
	ql/PricingEngines/CapFloor/Makefile.am (1.1.2.1),
	ql/PricingEngines/CapFloor/all.hpp (1.1.2.1),
	ql/PricingEngines/CapFloor/analyticalcapfloor.cpp (1.1.2.1),
	ql/PricingEngines/CapFloor/analyticalcapfloor.hpp (1.1.2.1),
	ql/PricingEngines/CapFloor/blackcapfloor.cpp (1.1.2.1),
	ql/PricingEngines/CapFloor/blackcapfloor.hpp (1.1.2.1),
	ql/PricingEngines/CapFloor/capfloorpricer.cpp (1.1.2.1),
	ql/PricingEngines/CapFloor/capfloorpricer.hpp (1.1.2.1),
	ql/PricingEngines/CapFloor/makefile.mak (1.1.2.1),
	ql/PricingEngines/CapFloor/treecapfloor.cpp (1.1.2.1),
	ql/PricingEngines/CapFloor/treecapfloor.hpp (1.1.2.1),
	ql/PricingEngines/Swaption/.cvsignore (1.1.2.1),
	ql/PricingEngines/Swaption/Makefile.am (1.1.2.1),
	ql/PricingEngines/Swaption/all.hpp (1.1.2.1),
	ql/PricingEngines/Swaption/blackswaption.cpp (1.1.2.1),
	ql/PricingEngines/Swaption/blackswaption.hpp (1.1.2.1),
	ql/PricingEngines/Swaption/jamshidianswaption.cpp (1.1.2.1),
	ql/PricingEngines/Swaption/jamshidianswaption.hpp (1.1.2.1),
	ql/PricingEngines/Swaption/makefile.mak (1.1.2.1),
	ql/PricingEngines/Swaption/swaptionpricer.cpp (1.1.2.1),
	ql/PricingEngines/Swaption/swaptionpricer.hpp (1.1.2.1),
	ql/PricingEngines/Swaption/treeswaption.cpp (1.1.2.1),
	ql/PricingEngines/Swaption/treeswaption.hpp (1.1.2.1),
	ql/ShortRateModels/calibrationhelper.hpp (1.16.2.1),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.27.2.2),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp
	(1.26.2.2), ql/ShortRateModels/OneFactorModels/hullwhite.cpp
	(1.16.2.2), ql/ShortRateModels/OneFactorModels/vasicek.cpp
	(1.10.2.2), ql/ShortRateModels/TwoFactorModels/g2.cpp (1.15.2.2),
	ql/Utilities/combiningiterator.hpp (1.12.2.2),
	ql/Utilities/filteringiterator.hpp (1.10.2.2),
	ql/Utilities/iteratorcategories.hpp (1.11.2.2),
	ql/Utilities/processingiterator.hpp (1.11.2.2),
	ql/Utilities/steppingiterator.hpp (1.13.2.2),
	test-suite/capfloor.cpp (1.26.2.1), test-suite/swaption.cpp
	(1.18.2.1):

	moving cap/floor/swaption from Pricers to PricingEngines folder

2004-03-18 12:33  Ferdinando Ametrano

	* Docs/pages/license.docs (1.15.2.2):

	removing non-sense copyright of license wording

2004-03-18 12:27  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.8.4.6):

	updating in progress

2004-03-18 12:14  Ferdinando Ametrano

	* Docs/README.txt (1.25.2.1):

	updated

2004-03-18 11:27  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.8.4.5):

	updating in progress

2004-03-18 10:43  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.8.4.4):

	updating in progress

2004-03-18 10:34  Ferdinando Ametrano

	* QuantLib.mak (1.201.2.1), QuantLib.dsp (1.222.2.1):

	added missing file, removed non-existing file

2004-03-17 18:56  Ferdinando Ametrano

	* ql/calendar.hpp (1.30.2.2):

	formatting

2004-03-17 18:51  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.8.4.3):

	updating in progress

2004-03-17 16:40  Ferdinando Ametrano

	* test-suite/: old_pricers.cpp (1.30.2.1), basketoption.cpp
	(1.16.2.2):

	removing inaccurate comments

2004-03-17 16:40  Ferdinando Ametrano

	* ql/: config.msvc.hpp (1.42.2.1), userconfig.hpp (1.2.2.2):

	moving _controlfp in the VC config file

2004-03-17 16:39  Ferdinando Ametrano

	* ql/PricingEngines/Basket/stulzengine.cpp (1.9.2.3):

	redundant code removed

2004-03-17 15:18  Luigi Ballabio

	* makefile.mak (1.50.2.2), ql/config.bcc.hpp (1.24.2.1),
	ql/qldefines.hpp (1.66.2.3), ql/userconfig.hpp (1.2.2.1),
	ql/Math/symmetricschurdecomposition.cpp (1.16.2.2),
	test-suite/europeanoption.cpp (1.49.2.3), test-suite/makefile.mak
	(1.30.2.2):

	Global flag for triggering Borland patches

2004-03-17 12:50  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.63.2.4):

	removing generic comments

2004-03-17 12:48  Ferdinando Ametrano

	* ql/Instruments/oneassetoption.hpp (1.6.2.2):

	documenting Borland bug

2004-03-17 12:48  Ferdinando Ametrano

	* ql/qldefines.hpp (1.66.2.2):

	removing a too generic comment

2004-03-17 12:44  Ferdinando Ametrano

	* BUGS.txt (1.1.2.2), makefile.mak (1.50.2.1),
	test-suite/makefile.mak (1.30.2.1), test-suite/europeanoption.cpp
	(1.49.2.2):

	documenting Borland bug

2004-03-17 12:07  Ferdinando Ametrano

	* ql/PricingEngines/Basket/: stulzengine.cpp (1.9.2.2),
	stulzengine.hpp (1.2.2.2):

	more robust handling of strike==0.0 now the test doesn't fail even
	if _controlfp(_EM_INEXACT, _MCW_EM)

2004-03-17 10:01  Luigi Ballabio

	* Examples/EuropeanOption/EuropeanOption.cpp (1.101.2.2),
	Examples/EuropeanOption/quanto.leftover (1.1.2.1),
	test-suite/jumpdiffusion.cpp (1.10.2.5):

	Minor cleanup for release

2004-03-17 09:17  Ferdinando Ametrano

	* test-suite/factorial.cpp (1.8.2.2):

	no message

2004-03-16 19:08  Ferdinando Ametrano

	* test-suite/: europeanoption.cpp (1.49.2.1), quantlibtestsuite.cpp
	(1.63.2.3):

	no message

2004-03-16 19:07  Ferdinando Ametrano

	* test-suite/factorial.cpp (1.8.2.1):

	improved error messages

2004-03-16 18:32  Luigi Ballabio

	* Examples/: EuropeanOption/EuropeanOption.cpp (1.101.2.1),
	Swap/swapvaluation.cpp (1.43.2.1):

	Cleaned-up output

2004-03-16 16:02  Ferdinando Ametrano

	* ql/makefile.mak (1.44.2.1):

	missing file

2004-03-16 15:23  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.63.2.2):

	jump-diffusion doesn't fail anymore

2004-03-15 19:08  Ferdinando Ametrano

	* test-suite/jumpdiffusion.cpp (1.10.2.3):

	doesn't fail anymore

2004-03-15 18:59  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.11.2.1):

	avoiding 0/0

2004-03-15 18:57  Ferdinando Ametrano

	* test-suite/jumpdiffusion.cpp (1.10.2.2),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.9.2.2):

	no message

2004-03-15 15:35  Ferdinando Ametrano

	* test-suite/jumpdiffusion.cpp (1.10.2.1):

	Borland dosn't like divisions by zero

2004-03-15 14:17  Ferdinando Ametrano

	* ql/Instruments/oneassetoption.cpp (1.5.2.2):

	hunting down Borland bugs

2004-03-15 12:31  Ferdinando Ametrano

	* ql/: Math/makefile.mak (1.31.2.1),
	PricingEngines/Vanilla/makefile.mak (1.7.2.1):

	Borland catching up

2004-03-15 12:30  Ferdinando Ametrano

	* test-suite/interpolations.cpp (1.10.2.5):

	Borland required higher tolerance

2004-03-15 11:18  Luigi Ballabio

	* INSTALL.txt (1.1.62.1), News.txt (1.33.2.2), Docs/.cvsignore
	(1.3.12.1), Docs/Makefile.am (1.60.2.1), Docs/quantlib.doxy
	(1.80.2.1), Docs/quantlibheader.html (1.19.2.1), Docs/userman.tex
	(1.5.24.1), Docs/pages/authors.docs (1.25.2.1),
	Docs/pages/coreclasses.docs (1.7.4.1), Docs/pages/currencies.docs
	(1.6.4.1), Docs/pages/datetime.docs (1.6.4.1),
	Docs/pages/findiff.docs (1.8.4.1), Docs/pages/fixedincome.docs
	(1.10.4.1), Docs/pages/history.docs (1.13.2.2),
	Docs/pages/index.docs (1.8.4.1), Docs/pages/install.docs (1.8.4.2),
	Docs/pages/instruments.docs (1.9.4.1), Docs/pages/lattices.docs
	(1.5.4.1), Docs/pages/license.docs (1.15.2.1), Docs/pages/math.docs
	(1.9.4.1), Docs/pages/mcarlo.docs (1.14.4.1),
	Docs/pages/overview.docs (1.8.4.2), Docs/pages/patterns.docs
	(1.5.4.1), Docs/pages/platforms.docs (1.10.2.1),
	Docs/pages/termstructures.docs (1.5.4.1), Docs/pages/usage.docs
	(1.13.2.1), Docs/pages/utilities.docs (1.7.4.1),
	Docs/pages/where.docs (1.7.4.1), dev_tools/developers (1.1.2.1),
	ql/calendar.cpp (1.17.2.1), ql/calendar.hpp (1.30.2.1),
	ql/dataformatters.cpp (1.29.2.1), ql/dataparsers.cpp (1.11.2.1),
	ql/date.cpp (1.30.2.1), ql/diffusionprocess.cpp (1.12.2.1),
	ql/discretizedasset.cpp (1.4.4.1), ql/exercise.cpp (1.7.2.1),
	ql/exercise.hpp (1.29.2.1), ql/grid.cpp (1.12.2.1),
	ql/numericalmethod.hpp (1.12.4.1), ql/payoff.hpp (1.9.2.1),
	ql/qldefines.hpp (1.66.2.1), ql/relinkablehandle.hpp (1.18.2.1),
	ql/scheduler.cpp (1.20.2.1), ql/swaptionvolstructure.hpp (1.9.2.1),
	ql/termstructure.hpp (1.37.2.1), ql/voltermstructure.cpp
	(1.13.2.1), ql/voltermstructure.hpp (1.20.2.1),
	ql/Calendars/budapest.cpp (1.6.2.1), ql/Calendars/copenhagen.cpp
	(1.2.2.1), ql/Calendars/frankfurt.cpp (1.15.2.1),
	ql/Calendars/helsinki.cpp (1.14.2.1), ql/Calendars/johannesburg.cpp
	(1.11.2.1), ql/Calendars/jointcalendar.cpp (1.7.2.1),
	ql/Calendars/london.cpp (1.15.2.1), ql/Calendars/london.hpp
	(1.15.2.1), ql/Calendars/milan.cpp (1.14.2.1),
	ql/Calendars/nullcalendar.hpp (1.3.2.1), ql/Calendars/oslo.cpp
	(1.6.2.1), ql/Calendars/stockholm.cpp (1.7.2.1),
	ql/Calendars/sydney.cpp (1.7.2.1), ql/Calendars/sydney.hpp
	(1.7.2.1), ql/Calendars/target.cpp (1.15.2.1),
	ql/Calendars/tokyo.cpp (1.11.2.1), ql/Calendars/toronto.cpp
	(1.7.2.1), ql/Calendars/warsaw.cpp (1.6.2.1),
	ql/Calendars/wellington.cpp (1.15.2.1), ql/Calendars/zurich.cpp
	(1.14.2.1), ql/CashFlows/basispointsensitivity.cpp (1.4.2.1),
	ql/CashFlows/cashflowvectors.cpp (1.29.2.1),
	ql/CashFlows/fixedratecoupon.hpp (1.20.2.1),
	ql/CashFlows/floatingratecoupon.hpp (1.29.2.1),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.10.2.1),
	ql/CashFlows/indexedcoupon.hpp (1.10.2.1),
	ql/CashFlows/parcoupon.cpp (1.7.2.1),
	ql/CashFlows/shortfloatingcoupon.cpp (1.14.2.1),
	ql/CashFlows/shortfloatingcoupon.hpp (1.15.2.1),
	ql/CashFlows/shortindexedcoupon.hpp (1.9.2.1),
	ql/CashFlows/timebasket.cpp (1.3.2.1),
	ql/DayCounters/actualactual.cpp (1.22.2.1),
	ql/DayCounters/simpledaycounter.cpp (1.3.2.1),
	ql/DayCounters/thirty360.cpp (1.15.2.1),
	ql/FiniteDifferences/americancondition.hpp (1.18.2.1),
	ql/FiniteDifferences/boundarycondition.cpp (1.7.2.1),
	ql/FiniteDifferences/bsmoperator.cpp (1.14.2.1),
	ql/FiniteDifferences/onefactoroperator.cpp (1.17.2.1),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.24.2.1),
	ql/FiniteDifferences/valueatcenter.cpp (1.15.2.1),
	ql/Indexes/audlibor.hpp (1.12.2.1), ql/Indexes/cadlibor.hpp
	(1.12.2.1), ql/Indexes/chflibor.hpp (1.10.2.1),
	ql/Indexes/jpylibor.hpp (1.11.2.1), ql/Indexes/xibor.cpp
	(1.16.2.1), ql/Indexes/xibormanager.cpp (1.14.2.1),
	ql/Indexes/zarlibor.hpp (1.10.2.1), ql/Instruments/asianoption.cpp
	(1.9.2.1), ql/Instruments/barrieroption.cpp (1.23.2.1),
	ql/Instruments/barrieroption.hpp (1.20.2.1),
	ql/Instruments/basketoption.cpp (1.3.2.1),
	ql/Instruments/basketoption.hpp (1.3.2.1),
	ql/Instruments/capfloor.cpp (1.47.2.1), ql/Instruments/capfloor.hpp
	(1.44.2.1), ql/Instruments/cliquetoption.hpp (1.6.2.1),
	ql/Instruments/forwardvanillaoption.cpp (1.24.2.1),
	ql/Instruments/forwardvanillaoption.hpp (1.21.2.1),
	ql/Instruments/multiassetoption.cpp (1.3.2.1),
	ql/Instruments/multiassetoption.hpp (1.3.2.1),
	ql/Instruments/oneassetoption.cpp (1.5.2.1),
	ql/Instruments/oneassetoption.hpp (1.6.2.1),
	ql/Instruments/oneassetstrikedoption.cpp (1.10.2.1),
	ql/Instruments/payoffs.hpp (1.7.2.1),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.19.2.1),
	ql/Instruments/quantovanillaoption.cpp (1.26.2.1),
	ql/Instruments/quantovanillaoption.hpp (1.22.2.1),
	ql/Instruments/simpleswap.cpp (1.38.2.1),
	ql/Instruments/simpleswap.hpp (1.37.2.1), ql/Instruments/stock.cpp
	(1.15.2.1), ql/Instruments/swap.cpp (1.29.2.1),
	ql/Instruments/swaption.cpp (1.39.2.1), ql/Instruments/swaption.hpp
	(1.34.2.1), ql/Instruments/vanillaoption.cpp (1.42.2.1),
	ql/Lattices/binomialtree.cpp (1.17.2.1),
	ql/Lattices/binomialtree.hpp (1.13.2.1), ql/Lattices/bsmlattice.cpp
	(1.10.2.1), ql/Lattices/lattice.cpp (1.13.2.1),
	ql/Lattices/lattice2d.cpp (1.10.2.1), ql/Lattices/tree.hpp
	(1.20.2.1), ql/Lattices/trinomialtree.cpp (1.18.2.1),
	ql/Math/beta.cpp (1.3.2.1), ql/Math/binomialdistribution.hpp
	(1.4.2.1), ql/Math/bivariatenormaldistribution.cpp (1.5.2.1),
	ql/Math/chisquaredistribution.cpp (1.10.2.1),
	ql/Math/choleskydecomposition.cpp (1.1.2.1),
	ql/Math/discrepancystatistics.cpp (1.6.2.1),
	ql/Math/errorfunction.cpp (1.5.2.1), ql/Math/errorfunction.hpp
	(1.5.2.1), ql/Math/factorial.cpp (1.3.2.1), ql/Math/factorial.hpp
	(1.2.2.1), ql/Math/gammadistribution.cpp (1.9.2.1),
	ql/Math/gaussianstatistics.hpp (1.13.2.1),
	ql/Math/generalstatistics.cpp (1.10.2.1),
	ql/Math/generalstatistics.hpp (1.11.2.1),
	ql/Math/incompletegamma.cpp (1.2.2.1),
	ql/Math/incrementalstatistics.cpp (1.7.2.1),
	ql/Math/incrementalstatistics.hpp (1.6.2.1),
	ql/Math/interpolationtraits.hpp (1.9.2.1),
	ql/Math/linearinterpolation.hpp (1.22.2.1),
	ql/Math/loglinearinterpolation.hpp (1.22.2.1), ql/Math/matrix.hpp
	(1.26.2.1), ql/Math/normaldistribution.cpp (1.22.2.1),
	ql/Math/primenumbers.cpp (1.11.2.1), ql/Math/pseudosqrt.cpp
	(1.1.2.1), ql/Math/simpsonintegral.hpp (1.4.2.1), ql/Math/svd.cpp
	(1.6.2.1), ql/Math/svd.hpp (1.7.2.1),
	ql/Math/symmetricschurdecomposition.cpp (1.16.2.1),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.15.2.1),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.16.2.1),
	ql/MonteCarlo/barrierpathpricer.cpp (1.10.2.1),
	ql/MonteCarlo/barrierpathpricer.hpp (1.7.2.1),
	ql/MonteCarlo/basketpathpricer.cpp (1.27.2.1),
	ql/MonteCarlo/biasedbarrierpathpricer.cpp (1.8.2.1),
	ql/MonteCarlo/biasedbarrierpathpricer.hpp (1.5.2.1),
	ql/MonteCarlo/cliquetoptionpathpricer.cpp (1.18.2.1),
	ql/MonteCarlo/cliquetoptionpathpricer.hpp (1.12.2.1),
	ql/MonteCarlo/digitalpathpricer.cpp (1.4.2.1),
	ql/MonteCarlo/europeanmultipathpricer.cpp (1.2.2.1),
	ql/MonteCarlo/europeanmultipathpricer.hpp (1.1.2.1),
	ql/MonteCarlo/europeanpathpricer.cpp (1.23.2.1),
	ql/MonteCarlo/europeanpathpricer.hpp (1.22.2.1),
	ql/MonteCarlo/everestpathpricer.cpp (1.20.2.1),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.17.2.1),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.19.2.1),
	ql/MonteCarlo/himalayapathpricer.cpp (1.25.2.1),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.13.2.1),
	ql/MonteCarlo/pagodapathpricer.cpp (1.20.2.1),
	ql/MonteCarlo/performanceoptionpathpricer.cpp (1.11.2.1),
	ql/Optimization/armijo.cpp (1.17.2.1), ql/Optimization/armijo.hpp
	(1.17.2.1), ql/Optimization/conjugategradient.cpp (1.18.2.1),
	ql/Optimization/constraint.hpp (1.17.2.1),
	ql/Optimization/criteria.hpp (1.15.2.1),
	ql/Optimization/leastsquare.hpp (1.24.2.1),
	ql/Optimization/method.hpp (1.11.2.1), ql/Optimization/simplex.cpp
	(1.10.2.1), ql/Optimization/simplex.hpp (1.14.2.1),
	ql/Optimization/steepestdescent.cpp (1.16.2.1),
	ql/Patterns/bridge.hpp (1.8.2.1), ql/Patterns/composite.hpp
	(1.3.2.1), ql/Patterns/visitor.hpp (1.6.2.1),
	ql/Pricers/analyticalcapfloor.cpp (1.23.2.1),
	ql/Pricers/blackcapfloor.cpp (1.18.2.1),
	ql/Pricers/blackcapfloor.hpp (1.14.2.1),
	ql/Pricers/blackswaption.cpp (1.13.2.1),
	ql/Pricers/blackswaption.hpp (1.12.2.1),
	ql/Pricers/capfloorpricer.cpp (1.12.2.1),
	ql/Pricers/cliquetoption.cpp (1.16.2.1),
	ql/Pricers/cliquetoption.hpp (1.15.2.1),
	ql/Pricers/continuousgeometricapo.hpp (1.11.2.1),
	ql/Pricers/discretegeometricapo.cpp (1.15.2.1),
	ql/Pricers/discretegeometricapo.hpp (1.12.2.1),
	ql/Pricers/discretegeometricaso.cpp (1.15.2.1),
	ql/Pricers/discretegeometricaso.hpp (1.12.2.1),
	ql/Pricers/europeanoption.cpp (1.17.2.1),
	ql/Pricers/fdamericanoption.hpp (1.12.2.1),
	ql/Pricers/fdbermudanoption.cpp (1.11.2.1),
	ql/Pricers/fdbsmoption.cpp (1.17.2.1),
	ql/Pricers/fddividendamericanoption.cpp (1.8.2.1),
	ql/Pricers/fddividendamericanoption.hpp (1.9.2.1),
	ql/Pricers/fddividendeuropeanoption.cpp (1.9.2.1),
	ql/Pricers/fddividendoption.cpp (1.17.2.1),
	ql/Pricers/fddividendshoutoption.cpp (1.12.2.1),
	ql/Pricers/fdeuropean.cpp (1.15.2.1),
	ql/Pricers/fdmultiperiodoption.cpp (1.17.2.1),
	ql/Pricers/fdstepconditionoption.cpp (1.14.2.1),
	ql/Pricers/jamshidianswaption.cpp (1.22.2.1),
	ql/Pricers/mcbasket.cpp (1.22.2.1), ql/Pricers/mccliquetoption.cpp
	(1.17.2.1), ql/Pricers/mcdiscretearithmeticapo.cpp (1.20.2.1),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.21.2.1),
	ql/Pricers/mceverest.cpp (1.25.2.1), ql/Pricers/mchimalaya.cpp
	(1.25.2.1), ql/Pricers/mcmaxbasket.cpp (1.22.2.1),
	ql/Pricers/mcpagoda.cpp (1.24.2.1),
	ql/Pricers/mcperformanceoption.cpp (1.16.2.1),
	ql/Pricers/performanceoption.cpp (1.7.2.1),
	ql/Pricers/singleassetoption.cpp (1.25.2.1),
	ql/Pricers/swaptionpricer.cpp (1.14.2.1),
	ql/Pricers/treecapfloor.cpp (1.30.2.1), ql/Pricers/treecapfloor.hpp
	(1.23.2.1), ql/Pricers/treeswaption.cpp (1.38.2.1),
	ql/Pricers/treeswaption.hpp (1.26.2.1),
	ql/PricingEngines/americanpayoffatexpiry.hpp (1.2.2.1),
	ql/PricingEngines/americanpayoffathit.hpp (1.4.2.1),
	ql/PricingEngines/genericmodelengine.hpp (1.1.2.1),
	ql/PricingEngines/mcsimulation.hpp (1.1.2.1),
	ql/PricingEngines/Asian/analyticasianengine.cpp (1.6.2.1),
	ql/PricingEngines/Asian/analyticasianengine.hpp (1.1.2.1),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.5.2.1),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.1.2.1),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.3.2.1),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.10.2.1),
	ql/PricingEngines/Basket/stulzengine.cpp (1.9.2.1),
	ql/PricingEngines/Basket/stulzengine.hpp (1.2.2.1),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp
	(1.1.2.1), ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp
	(1.9.2.1), ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp
	(1.6.2.1), ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp
	(1.6.2.2), ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp
	(1.2.2.2), ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp
	(1.3.2.1), ql/PricingEngines/Vanilla/integralengine.cpp (1.1.2.1),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.7.2.1),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.4.2.1),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.6.2.1),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.7.2.1),
	ql/RandomNumbers/haltonrsg.cpp (1.12.2.1),
	ql/RandomNumbers/knuthuniformrng.cpp (1.10.2.1),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.10.2.1),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.8.2.1),
	ql/RandomNumbers/sobolrsg.cpp (1.23.2.1),
	ql/ShortRateModels/calibrationhelper.cpp (1.8.2.1),
	ql/ShortRateModels/model.cpp (1.18.2.1),
	ql/ShortRateModels/onefactormodel.cpp (1.14.2.1),
	ql/ShortRateModels/parameter.hpp (1.13.2.1),
	ql/ShortRateModels/twofactormodel.cpp (1.10.2.1),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.27.2.1),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp
	(1.26.2.1), ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp
	(1.14.2.1), ql/ShortRateModels/OneFactorModels/coxingersollross.cpp
	(1.19.2.1), ql/ShortRateModels/OneFactorModels/coxingersollross.hpp
	(1.15.2.1),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.18.2.1), ql/ShortRateModels/OneFactorModels/hullwhite.cpp
	(1.16.2.1), ql/ShortRateModels/OneFactorModels/hullwhite.hpp
	(1.15.2.1), ql/ShortRateModels/OneFactorModels/vasicek.cpp
	(1.10.2.1), ql/ShortRateModels/OneFactorModels/vasicek.hpp
	(1.9.2.1), ql/ShortRateModels/TwoFactorModels/g2.cpp (1.15.2.1),
	ql/Solvers1D/bisection.hpp (1.13.2.1), ql/Solvers1D/secant.hpp
	(1.13.2.1), ql/TermStructures/affinetermstructure.cpp (1.17.2.1),
	ql/TermStructures/compoundforward.cpp (1.30.2.1),
	ql/TermStructures/discountcurve.cpp (1.23.2.1),
	ql/TermStructures/extendeddiscountcurve.cpp (1.5.2.1),
	ql/TermStructures/piecewiseflatforward.cpp (1.38.2.1),
	ql/TermStructures/ratehelpers.cpp (1.40.2.1),
	ql/TermStructures/ratehelpers.hpp (1.35.2.1),
	ql/TermStructures/zerocurve.cpp (1.8.2.1),
	ql/Volatilities/blackvariancecurve.cpp (1.8.2.1),
	ql/Volatilities/blackvariancesurface.cpp (1.8.2.1),
	ql/Volatilities/localvolsurface.cpp (1.7.2.1),
	ql/Volatilities/swaptionvolmatrix.hpp (1.19.2.1),
	test-suite/basketoption.cpp (1.16.2.1):

	Documentation clean-up

2004-03-15 11:16  Luigi Ballabio

	* test-suite/quantlibtestsuite.cpp (1.63.2.1):

	Tests reordered for release

2004-03-15 11:16  Luigi Ballabio

	* test-suite/interpolations.cpp (1.10.2.4):

	Re-enabled not-a-knot test

2004-03-15 11:15  Luigi Ballabio

	* ql/Utilities/: combiningiterator.hpp (1.12.2.1),
	filteringiterator.hpp (1.10.2.1), iteratorcategories.hpp
	(1.11.2.1), processingiterator.hpp (1.11.2.1), steppingiterator.hpp
	(1.13.2.1):

	Missing #include

2004-03-15 11:14  Luigi Ballabio

	* ql/Math/cubicspline.hpp (1.43.2.4):

	Added multiple inheritace magic to retrieve coefficients

2004-03-15 11:12  Luigi Ballabio

	* ql/Calendars/: newyork.cpp (1.15.2.1), newyork.hpp (1.16.2.1):

	Checked New York holidays--used stock exchange schedule

2004-03-15 11:05  Luigi Ballabio

	* ql/: core.hpp (1.2.2.1), quantlib.hpp (1.144.2.1):

	Moved all base headers into core.hpp

2004-03-14 03:07  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.43.2.3), test-suite/interpolations.cpp
	(1.10.2.3), test-suite/interpolations.hpp (1.1.2.2):

	fixing first (1983) version of Hyman filter with the
	non-restrictive one (1989).  Test added

2004-03-14 01:24  Ferdinando Ametrano

	* test-suite/interpolations.cpp (1.10.2.2):

	typo fixed

2004-03-14 00:36  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.43.2.2):

	typo fixed

2004-03-14 00:25  Ferdinando Ametrano

	* test-suite/: interpolations.cpp (1.10.2.1), interpolations.hpp
	(1.1.2.1):

	one more test to check derivative end condition values

2004-03-13 23:45  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.43.2.1):

	bug fix

2004-03-13 23:07  Ferdinando Ametrano

	* BUGS.txt (1.1.2.1), Examples/AmericanOption/AmericanOption.cpp
	(1.21.2.1), ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp
	(1.6.2.1), ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp
	(1.2.2.1), test-suite/americanoption.cpp (1.12.2.1):

	Bjerksund-Stensland bug fixed

2004-03-12 17:33  Ferdinando Ametrano

	* Docs/pages/: install.docs (1.8.4.1), overview.docs (1.8.4.1):

	updated

2004-03-12 17:22  Ferdinando Ametrano

	* History.txt (1.20.4.1), News.txt (1.33.2.1),
	Docs/pages/history.docs (1.13.2.1):

	2004-03-31 fixed as target date for release.  First draft of
	NEWS.txt: please read/correct/integrate

2004-03-11 11:42  Luigi Ballabio

	* QuantLib.nsi (1.93), configure.ac (1.32), Docs/quantlib.doxy
	(1.80), Examples/AmericanOption/AmericanOption.cpp (1.21),
	dev_tools/version_number.txt (1.36), ql/qldefines.hpp (1.66),
	ql/Instruments/oneassetstrikedoption.cpp (1.10),
	ql/Instruments/oneassetstrikedoption.hpp (1.10),
	ql/Math/Makefile.am (1.38), ql/Math/all.hpp (1.2),
	ql/Math/choleskydecomposition.cpp (1.1),
	ql/Math/choleskydecomposition.hpp (1.1), ql/Math/cubicspline.hpp
	(1.43), ql/Math/matrix.cpp (1.24), ql/Math/matrix.hpp (1.26),
	ql/Math/pseudosqrt.cpp (1.1), ql/Math/pseudosqrt.hpp (1.1),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.9),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.5),
	ql/PricingEngines/Vanilla/Makefile.am (1.11),
	ql/PricingEngines/Vanilla/all.hpp (1.3),
	ql/PricingEngines/Vanilla/americanmcengines.cpp (1.8),
	ql/PricingEngines/Vanilla/americanmcengines.hpp (1.3),
	ql/PricingEngines/Vanilla/analyticamericanengine.cpp (1.9),
	ql/PricingEngines/Vanilla/analyticamericanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.1),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp (1.1),
	ql/RandomNumbers/randomarraygenerator.hpp (1.23),
	test-suite/covariance.cpp (1.16), test-suite/digitaloption.cpp
	(1.19), test-suite/matrices.cpp (1.16):

	Preparing for branch

2004-03-11 10:52  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.42), test-suite/interpolations.cpp
	(1.10):

	more references for the spline interpolation

2004-03-10 19:21  Neil Firth

	* ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.8):

	bug fixes for laguerre and legendre basis functions not in test
	cases

2004-03-10 15:22  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.41):

	final touches for (cubic) interpolation

2004-03-09 13:39  Luigi Ballabio

	* ql/: Math/bicubicsplineinterpolation.hpp (1.14),
	Math/bilinearinterpolation.hpp (1.18), Math/cubicspline.hpp (1.40),
	Math/interpolation.hpp (1.25), Math/interpolation2D.hpp (1.15),
	Math/interpolationtraits.hpp (1.9), Math/linearinterpolation.hpp
	(1.22), Math/loglinearinterpolation.hpp (1.22),
	Volatilities/blackvariancesurface.cpp (1.8),
	Volatilities/blackvariancesurface.hpp (1.28),
	Volatilities/swaptionvolmatrix.hpp (1.19):

	Hidden templatization in 2-D interpolations

2004-03-08 16:45  Luigi Ballabio

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

	Workaround for VC++

2004-03-08 16:27  Luigi Ballabio

	* ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.7),
	test-suite/basketoption.cpp (1.16):

	Fixes for g++

2004-03-08 14:32  Ferdinando Ametrano

	* test-suite/: basketoption.cpp (1.15), interpolations.cpp (1.9):

	commenting out unused variable, in order to avoid Borland warning

2004-03-08 14:26  Ferdinando Ametrano

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

	commenting out unused variable, in order to avoid Borland warning

2004-03-08 13:26  Neil Firth

	* ql/PricingEngines/Basket/: mcamericanbasketengine.cpp (1.6),
	mcamericanbasketengine.hpp (1.4):

	simplified class and increased number of types of basis function

2004-03-08 13:21  Neil Firth

	* test-suite/: basketoption.cpp (1.14), basketoption.hpp (1.4):

	included some additional tests

2004-03-08 12:12  Luigi Ballabio

	* ql/Math/bicubicsplineinterpolation.hpp (1.13),
	ql/Math/cubicspline.hpp (1.39), ql/Math/interpolation.hpp (1.22),
	ql/Math/interpolationtraits.hpp (1.8),
	ql/Math/linearinterpolation.hpp (1.20),
	ql/Math/loglinearinterpolation.hpp (1.21),
	ql/Pricers/fddividendoption.cpp (1.17),
	ql/TermStructures/compoundforward.cpp (1.30),
	ql/TermStructures/compoundforward.hpp (1.23),
	ql/TermStructures/discountcurve.cpp (1.23),
	ql/TermStructures/discountcurve.hpp (1.23),
	ql/TermStructures/extendeddiscountcurve.cpp (1.5),
	ql/TermStructures/zerocurve.cpp (1.8),
	ql/TermStructures/zerocurve.hpp (1.8),
	ql/Volatilities/blackvariancecurve.cpp (1.8),
	ql/Volatilities/blackvariancecurve.hpp (1.26),
	test-suite/interpolations.cpp (1.8),
	test-suite/quantlibtestsuite.cpp (1.63):

	Templatization of interpolation classes is now hidden

2004-03-08 10:08  Ferdinando Ametrano

	* LICENSE.TXT (1.18):

	license's copyright was an early misunderstanding: there is no
	point to copyright the license wording (especially since it is not
	our own wording!)

2004-03-05 17:36  Ferdinando Ametrano

	* ql/Math/bicubicsplineinterpolation.hpp (1.12),
	ql/Math/cubicspline.hpp (1.38), ql/Math/interpolationtraits.hpp
	(1.7), ql/Pricers/fddividendoption.cpp (1.16),
	test-suite/interpolations.cpp (1.7):

	Spline boundary condition enumeration introduced

2004-03-03 16:33  Ferdinando Ametrano

	* QuantLib.nsi (1.92):

	updated

2004-03-03 10:18  Ferdinando Ametrano

	* TODO.txt (1.133):

	updated

2004-03-02 15:23  Luigi Ballabio

	* BUGS.txt (1.1), ChangeLog.txt (1.41), UFILE (1.4),
	dev_tools/developers (1.1), dev_tools/update_changelog.sh (1.1):

	Added (bash) script for updating changelog

2004-03-02 15:23  Luigi Ballabio

	* Makefile.am (1.84), Docs/Makefile.am (1.60):

	Doxygen glitch

2004-03-02 15:21  Luigi Ballabio

	* ql/Pricers/fddividendamericanoption.hpp (1.9):

	Flagged as buggy

2004-03-02 15:20  Luigi Ballabio

	* ql/: Math/svd.hpp (1.7),
	PricingEngines/Basket/mcamericanbasketengine.hpp (1.3):

	Flagged as non-buggy

2004-03-02 15:18  Luigi Ballabio

	* ql/Math/: matrix.cpp (1.23), matrix.hpp (1.25):

	(conditionally) added extra checks

2004-03-01 18:31  Ferdinando Ametrano

	* QuantLib.dsp (1.221):

	updated

2004-03-01 18:23  Ferdinando Ametrano

	* QuantLib.nsi (1.91):

	updated to NSIS 2.0

2004-03-01 18:19  Ferdinando Ametrano

	* ql/: dataformatters.hpp (1.26), discretizedasset.hpp (1.6),
	handle.hpp (1.18), instrument.hpp (1.30), marketelement.hpp (1.19),
	Instruments/payoffs.hpp (1.7), Math/generalstatistics.hpp (1.11),
	Math/kronrodintegral.hpp (1.7), Math/loglinearinterpolation.hpp
	(1.20), Math/trapezoidintegral.hpp (1.5),
	MonteCarlo/pathgenerator.hpp (1.50), Pricers/singleassetoption.hpp
	(1.32), PricingEngines/Barrier/mcbarrierengine.hpp (1.3),
	PricingEngines/Basket/mcbasketengine.hpp (1.6),
	PricingEngines/Vanilla/binomialengine.hpp (1.2):

	pruned (VC++/Borland) redundant header inclusions

2004-03-01 18:00  Ferdinando Ametrano

	* LICENSE.TXT (1.17), QuantLib.nsi (1.90):

	updated to NSIS 2.0

2004-03-01 17:54  Ferdinando Ametrano

	* LICENSE.TXT (1.16), QuantLib.nsi (1.89):

	updated to NSIS 2.0

2004-03-01 17:48  Ferdinando Ametrano

	* QuantLib.nsi (1.88):

	updated to NSIS 2.0

2004-03-01 16:26  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.37):

	enabling primitive calculation

2004-03-01 10:34  Ferdinando Ametrano

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

	Borland warning avoided

2004-02-29 13:44  Luigi Ballabio

	* ql/Math/cubicspline.hpp (1.36), ql/Math/linearinterpolation.hpp
	(1.19), test-suite/interpolations.cpp (1.6):

	Fixes for gcc and typo

2004-02-27 18:11  Ferdinando Ametrano

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

	improved error messages

2004-02-27 18:03  Ferdinando Ametrano

	* ql/Math/: cubicspline.hpp (1.35), linearinterpolation.hpp (1.18):

	Numerical Recipies code removed.  primitive() methd added improved
	error messages

2004-02-27 18:00  Ferdinando Ametrano

	* test-suite/interpolations.cpp (1.5):

	last test added.  Monotonicity constraint is OK

2004-02-27 10:45  Luigi Ballabio

	* ql/Math/cubicspline.hpp (1.34), test-suite/interpolations.cpp
	(1.3):

	Fixes for gcc

2004-02-26 19:12  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.33), test-suite/interpolations.cpp
	(1.2), test-suite/quantlibtestsuite.cpp (1.62):

	Not-a-knot right end condition is now OK

2004-02-26 16:57  Ferdinando Ametrano

	* ql/: Math/bicubicsplineinterpolation.hpp (1.11),
	Math/interpolationtraits.hpp (1.6), Pricers/fddividendoption.cpp
	(1.15):

	catching up with the new spline signature

2004-02-26 16:55  Ferdinando Ametrano

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

	imrpoved spline algorithms now include: clamped, second derivative,
	and not-a-knot end condition.  Not-a-knot right end condition is to
	be fixed

2004-02-26 16:52  Ferdinando Ametrano

	* test-suite/: Makefile.am (1.29), interpolations.cpp (1.1),
	interpolations.hpp (1.1), makefile.mak (1.30),
	quantlibtestsuite.cpp (1.61), testsuite.dsp (1.29), testsuite.mak
	(1.44):

	adding (spline) interpolation tests

2004-02-24 13:58  Ferdinando Ametrano

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

	formatting

2004-02-24 13:02  Ferdinando Ametrano

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

	no message

2004-02-23 18:07  Ferdinando Ametrano

	* TODO.txt (1.132):

	updated (to be re-ordered)

2004-02-23 16:49  Ferdinando Ametrano

	* test-suite/: basketoption.cpp (1.12), factorial.cpp (1.8),
	old_pricers.cpp (1.30), quantlibtestsuite.cpp (1.60):

	comments added

2004-02-23 16:03  Ferdinando Ametrano

	* test-suite/: europeanoption.cpp (1.49), jumpdiffusion.cpp (1.10),
	quantlibtestsuite.cpp (1.59):

	comments added

2004-02-23 15:07  Ferdinando Ametrano

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

	fixing the test

2004-02-23 15:02  Ferdinando Ametrano

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

	extended output

2004-02-23 14:49  Ferdinando Ametrano

	* ql/dataformatters.hpp (1.25):

	ArrayFormatter::toString fix for multi-row output

2004-02-23 13:09  Ferdinando Ametrano

	* ql/PricingEngines/Basket/: makefile.mak (1.2),
	mcamericanbasketengine.cpp (1.5):

	Borland integration

2004-02-23 12:33  Luigi Ballabio

	* ql/Math/matrix.hpp (1.24), ql/Math/svd.cpp (1.5), ql/Math/svd.hpp
	(1.6), ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.4),
	ql/PricingEngines/Vanilla/americanmcengines.cpp (1.7),
	test-suite/matrices.cpp (1.11):

	Some work on SVD

2004-02-23 10:59  andrelouw

	* ql/Calendars/johannesburg.cpp (1.11):

	Fixed compile error

2004-02-23 10:57  andrelouw

	* ql/Calendars/johannesburg.cpp (1.10):

	Added 14 April 2004 (election day) as a once-off holiday.

2004-02-22 23:18  Neil Firth

	* test-suite/: matrices.cpp (1.10), matrices.hpp (1.7):

	Added test cases for the SVD code, only tests m>=n

2004-02-20 14:59  Luigi Ballabio

	* ql/: Math/svd.hpp (1.5),
	PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.2):

	Tagged a couple of possible bugs

2004-02-18 11:33  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.6):

	small changes

2004-02-16 18:48  Luigi Ballabio

	* ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.2):

	Interfering include guards

2004-02-16 14:44  Luigi Ballabio

	* ql/Math/: generalstatistics.cpp (1.10), generalstatistics.hpp
	(1.10):

	sorting method exposed

2004-02-16 14:21  Luigi Ballabio

	* QuantLib.dsp (1.220), QuantLib.mak (1.200),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.3):

	Fixes for VC++

2004-02-13 15:48  Luigi Ballabio

	* ql/PricingEngines/Basket/: Makefile.am (1.3),
	mcamericanbasketengine.cpp (1.2):

	Removed miscellaneous inconveniences for gcc

2004-02-13 13:05  Neil Firth

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

	Added test cases for american basket options - not called as the
	convergence is not pefect - however the algorithms run without
	exception and give answers in the rigth ballpark. Some debugging
	still needed! Also, the basis function implementation needs looking
	at for performance and memory (use Handles everywhere?)

2004-02-13 13:01  Neil Firth

	* ql/MonteCarlo/multipathgenerator.hpp (1.40):

	Modified MultiPath interface to remove drifts as they are in the
	stochastic processes

2004-02-13 13:00  Neil Firth

	* ql/PricingEngines/Basket/: all.hpp (1.3),
	mcamericanbasketengine.cpp (1.1), mcamericanbasketengine.hpp (1.1),
	mcbasketengine.hpp (1.5):

	Modified MultiPath interface and started implmentation of Longstaff
	Schwartz Least Squares Monte Carlo for basket options

2004-02-06 14:54  Luigi Ballabio

	* ql/instrument.hpp (1.29), ql/option.hpp (1.25),
	ql/Instruments/asianoption.cpp (1.9),
	ql/Instruments/asianoption.hpp (1.10),
	ql/Instruments/barrieroption.cpp (1.23),
	ql/Instruments/barrieroption.hpp (1.20),
	ql/Instruments/basketoption.cpp (1.3),
	ql/Instruments/basketoption.hpp (1.3),
	ql/Instruments/forwardvanillaoption.cpp (1.24),
	ql/Instruments/forwardvanillaoption.hpp (1.21),
	ql/Instruments/multiassetoption.cpp (1.3),
	ql/Instruments/multiassetoption.hpp (1.3),
	ql/Instruments/oneassetoption.cpp (1.5),
	ql/Instruments/oneassetoption.hpp (1.6),
	ql/Instruments/oneassetstrikedoption.cpp (1.9),
	ql/Instruments/oneassetstrikedoption.hpp (1.9),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.19),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.16),
	ql/Instruments/quantovanillaoption.cpp (1.26),
	ql/Instruments/quantovanillaoption.hpp (1.22),
	ql/Instruments/simpleswap.cpp (1.38), ql/Instruments/simpleswap.hpp
	(1.37), ql/Instruments/stock.cpp (1.15), ql/Instruments/stock.hpp
	(1.14), ql/Instruments/swap.cpp (1.29), ql/Instruments/swap.hpp
	(1.25), ql/Instruments/vanillaoption.cpp (1.42),
	ql/Instruments/vanillaoption.hpp (1.41), test-suite/instruments.cpp
	(1.9):

	Removed unused baggage from Instrument class

2004-02-06 12:28  Luigi Ballabio

	* ql/history.hpp (1.19):

	Post-increment broke stateful iterators

2004-02-04 14:11  Ferdinando Ametrano

	* QuantLib.dsp (1.219), QuantLib.mak (1.199),
	ql/Instruments/Makefile.am (1.23), ql/Instruments/all.hpp (1.4),
	ql/Instruments/binarybarrieroption.cpp (1.9),
	ql/Instruments/binarybarrieroption.hpp (1.8),
	ql/Instruments/makefile.mak (1.28), ql/MonteCarlo/Makefile.am
	(1.30), ql/MonteCarlo/all.hpp (1.3),
	ql/MonteCarlo/binarybarrierpathpricer.cpp (1.6),
	ql/MonteCarlo/binarybarrierpathpricer.hpp (1.4),
	ql/MonteCarlo/makefile.mak (1.28),
	ql/PricingEngines/Barrier/Makefile.am (1.5),
	ql/PricingEngines/Barrier/all.hpp (1.2),
	ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp
	(1.8),
	ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.hpp
	(1.3),
	ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp
	(1.8),
	ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.hpp
	(1.3), ql/PricingEngines/Barrier/makefile.mak (1.3),
	ql/PricingEngines/Barrier/mcbinarybarrierengine.hpp (1.4):

	removing binary barrier option Instrument, PricingEngine and
	PathPricer.  Replaced by vanilla option Instrument and
	PricingEngine with digital payoff (and digital path pricer)

2004-02-04 13:51  Ferdinando Ametrano

	* test-suite/: Makefile.am (1.28), binarybarrieroption.cpp (1.12),
	binarybarrieroption.hpp (1.3), makefile.mak (1.29),
	quantlibtestsuite.cpp (1.58), testsuite.dsp (1.28), testsuite.mak
	(1.43):

	removing binary barrier option tests

2004-02-04 13:45  Ferdinando Ametrano

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

	factoring out common code and removing redundant undocumented test
	cases

2004-02-04 13:43  Ferdinando Ametrano

	* test-suite/: utilities.hpp (1.7), europeanoption.cpp (1.48),
	utilities.cpp (1.3), americanoption.cpp (1.12), barrieroption.cpp
	(1.23), binarybarrieroption.cpp (1.11):

	factoring out common code

2004-02-04 12:47  Ferdinando Ametrano

	* QuantLib.dsp (1.218), QuantLib.mak (1.198),
	ql/MonteCarlo/makefile.mak (1.27):

	catching up

2004-02-03 16:28  Luigi Ballabio

	* ql/calendar.cpp (1.17), ql/cashflow.hpp (1.17),
	ql/dataformatters.cpp (1.29), ql/dataparsers.cpp (1.11),
	ql/date.cpp (1.30), ql/date.hpp (1.26), ql/errors.hpp (1.16),
	ql/grid.cpp (1.12), ql/instrument.hpp (1.28), ql/qldefines.hpp
	(1.65), ql/solver1d.hpp (1.19), ql/voltermstructure.hpp (1.20),
	ql/Calendars/jointcalendar.cpp (1.7),
	ql/CashFlows/shortindexedcoupon.hpp (1.9),
	ql/DayCounters/actualactual.cpp (1.22),
	ql/DayCounters/thirty360.cpp (1.15),
	ql/FiniteDifferences/boundarycondition.cpp (1.7),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.24),
	ql/Indexes/xibor.cpp (1.16), ql/Instruments/barrieroption.cpp
	(1.22), ql/Instruments/payoffs.hpp (1.6), ql/Math/array.hpp (1.3),
	ql/Math/beta.cpp (1.3), ql/Math/bivariatenormaldistribution.cpp
	(1.5), ql/Math/chisquaredistribution.cpp (1.10),
	ql/Math/gammadistribution.cpp (1.9), ql/Math/incompletegamma.cpp
	(1.2), ql/Math/matrix.cpp (1.22), ql/Math/simpsonintegral.hpp
	(1.4), ql/Math/trapezoidintegral.hpp (1.4),
	ql/MonteCarlo/barrierpathpricer.cpp (1.10),
	ql/MonteCarlo/biasedbarrierpathpricer.cpp (1.8),
	ql/MonteCarlo/binarybarrierpathpricer.cpp (1.5),
	ql/MonteCarlo/digitalpathpricer.cpp (1.4),
	ql/MonteCarlo/multipathgenerator.hpp (1.39),
	ql/MonteCarlo/pathgenerator.hpp (1.49),
	ql/Optimization/conjugategradient.cpp (1.18),
	ql/Optimization/constraint.hpp (1.17),
	ql/Optimization/linesearch.hpp (1.17),
	ql/Optimization/steepestdescent.cpp (1.16),
	ql/Pricers/discretegeometricapo.cpp (1.15),
	ql/Pricers/discretegeometricaso.cpp (1.15),
	ql/Pricers/europeanoption.hpp (1.20),
	ql/Pricers/fddividendeuropeanoption.hpp (1.12),
	ql/Pricers/fddividendoption.hpp (1.9),
	ql/Pricers/fddividendshoutoption.hpp (1.11),
	ql/PricingEngines/americanpayoffatexpiry.hpp (1.2),
	ql/PricingEngines/americanpayoffathit.hpp (1.4),
	ql/PricingEngines/blackformula.hpp (1.11),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.5),
	ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp
	(1.7), ql/PricingEngines/Basket/stulzengine.cpp (1.9),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.6),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.5),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.3),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.27),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.26),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.11),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.19),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.18), ql/Solvers1D/bisection.hpp (1.13), ql/Solvers1D/brent.hpp
	(1.13), ql/Solvers1D/falseposition.hpp (1.13),
	ql/Solvers1D/newton.hpp (1.14), ql/Solvers1D/newtonsafe.hpp (1.14),
	ql/Solvers1D/ridder.hpp (1.13), ql/Solvers1D/secant.hpp (1.13),
	ql/TermStructures/compoundforward.cpp (1.29),
	ql/TermStructures/piecewiseflatforward.cpp (1.38),
	test-suite/asianoptions.cpp (1.13), test-suite/barrieroption.cpp
	(1.22), test-suite/basketoption.cpp (1.10), test-suite/capfloor.cpp
	(1.26), test-suite/europeanoption.cpp (1.47),
	test-suite/utilities.cpp (1.2):

	Introduced QL_FAIL macro (its utility will become clear later)

2004-02-03 16:25  Luigi Ballabio

	* QuantLib.dsp (1.217), QuantLib.mak (1.197),
	ql/MonteCarlo/europeanmultipathpricer.cpp (1.2),
	test-suite/testsuite.dsp (1.27), test-suite/testsuite.mak (1.42):

	Fixes for VC++

2004-02-03 16:07  Luigi Ballabio

	* test-suite/: Makefile.am (1.27), americanoption.cpp (1.11),
	asianoptions.cpp (1.12), barrieroption.cpp (1.21), basketoption.cpp
	(1.9), binarybarrieroption.cpp (1.10), capfloor.cpp (1.25),
	compoundforward.cpp (1.9), covariance.cpp (1.15), digitaloption.cpp
	(1.17), distributions.cpp (1.13), europeanoption.cpp (1.46),
	factorial.cpp (1.7), jumpdiffusion.cpp (1.9), makefile.mak (1.28),
	matrices.cpp (1.9), old_pricers.cpp (1.29),
	piecewiseflatforward.cpp (1.14), riskstats.cpp (1.30), solvers.cpp
	(1.8), stats.cpp (1.20), swap.cpp (1.14), swaption.cpp (1.18),
	termstructures.cpp (1.13), utilities.cpp (1.1), utilities.hpp
	(1.6):

	Collected commonly used functions

2004-02-02 13:31  Luigi Ballabio

	* ql/PricingEngines/Basket/mcbasketengine.hpp (1.4):

	Removed warning

2004-02-02 12:09  Neil Firth

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

	Use correlation Matrix rather than covariance Added tests from
	Barraquand (1995)

2004-02-02 12:08  Neil Firth

	* ql/PricingEngines/Basket/mcbasketengine.hpp (1.3):

	Use correlation Matrix rather than covariance

2004-02-02 11:50  Neil Firth

	* ql/: MonteCarlo/multipathgenerator.hpp (1.38),
	PricingEngines/Basket/stulzengine.cpp (1.8):

	Use correlation Matrix rather than covariance

2004-02-02 11:49  Neil Firth

	* ql/Instruments/: basketoption.cpp (1.2), basketoption.hpp (1.2),
	multiassetoption.cpp (1.2), multiassetoption.hpp (1.2):

	Include correlation Matrix in arguments

2004-02-02 11:38  Luigi Ballabio

	* ql/: MonteCarlo/Makefile.am (1.29),
	PricingEngines/Basket/Makefile.am (1.2),
	PricingEngines/Basket/mcbasketengine.hpp (1.2):

	Misc fixes for gcc

2004-02-01 14:12  Neil Firth

	* test-suite/basketoption.cpp (1.7):

	Included test for MC pricing engine

2004-02-01 14:09  Neil Firth

	* ql/MonteCarlo/: europeanmultipathpricer.cpp (1.1),
	europeanmultipathpricer.hpp (1.1):

	MC path pricer for European Basket Options

2004-02-01 14:09  Neil Firth

	* ql/PricingEngines/Basket/: all.hpp (1.2), mcbasketengine.hpp
	(1.1):

	MC Pricing Engine for European Basket Options

2004-02-01 14:07  Neil Firth

	* ql/MonteCarlo/multipathgenerator.hpp (1.37):

	New style multipathgenerator working with basket option mc engine

2004-01-30 11:06  Ferdinando Ametrano

	* ql/PricingEngines/Basket/.cvsignore (1.1):

	no message

2004-01-30 11:02  Ferdinando Ametrano

	* ql/: voltermstructure.hpp (1.19),
	Volatilities/localvolsurface.cpp (1.7),
	Volatilities/localvolsurface.hpp (1.16):

	comments and formatting

2004-01-27 17:33  Ferdinando Ametrano

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

	Basket options now handle dividends too

2004-01-27 17:27  Ferdinando Ametrano

	* ql/PricingEngines/Basket/stulzengine.cpp (1.7):

	working on basket options

2004-01-27 17:00  Ferdinando Ametrano

	* test-suite/basketoption.cpp (1.5):

	working on basket options more test cases

2004-01-27 17:00  Ferdinando Ametrano

	* ql/PricingEngines/Basket/stulzengine.cpp (1.6):

	working on basket options

2004-01-27 16:30  Ferdinando Ametrano

	* ql/PricingEngines/Basket/stulzengine.cpp (1.5):

	working on basket options

2004-01-27 15:23  Ferdinando Ametrano

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

	working on basket options

2004-01-27 15:03  Ferdinando Ametrano

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

	generic fixes

2004-01-27 12:14  Luigi Ballabio

	* configure.ac (1.31), ql/Makefile.am (1.50),
	ql/Instruments/binarybarrieroption.cpp (1.8),
	ql/Lattices/lattice2d.cpp (1.10), ql/Math/factorial.cpp (1.3),
	ql/MonteCarlo/barrierpathpricer.cpp (1.9),
	ql/MonteCarlo/barrierpathpricer.hpp (1.7),
	ql/MonteCarlo/biasedbarrierpathpricer.cpp (1.7),
	ql/PricingEngines/Basket/stulzengine.cpp (1.4),
	ql/PricingEngines/Basket/stulzengine.hpp (1.2),
	test-suite/basketoption.cpp (1.3):

	Fixes for Linux build, gcc -Wall warnings, Boost

2004-01-27 11:11  Neil Firth

	* ql/PricingEngines/Basket/stulzengine.cpp (1.3),
	test-suite/basketoption.cpp (1.2):

	Corrected error in equation (11) in Stulz's paper

2004-01-26 19:56  Ferdinando Ametrano

	* QuantLib.dsp (1.216), QuantLib.mak (1.196), ql/makefile.mak
	(1.44), ql/Instruments/Makefile.am (1.22),
	ql/Instruments/makefile.mak (1.27), ql/PricingEngines/Makefile.am
	(1.36), ql/PricingEngines/Basket/Makefile.am (1.1),
	ql/PricingEngines/Basket/makefile.mak (1.1), test-suite/Makefile.am
	(1.26), test-suite/makefile.mak (1.27), test-suite/testsuite.dsp
	(1.26), test-suite/testsuite.mak (1.41):

	integrating multiasset, basket, and stulz files into VC++ project,
	Borland make, and (hopefully) gcc make

2004-01-26 19:54  Ferdinando Ametrano

	* ql/PricingEngines/: Vanilla/makefile.mak (1.7), makefile.mak
	(1.28):

	catching up with the file reordering

2004-01-26 19:42  Ferdinando Ametrano

	* ql/PricingEngines/Basket/stulzengine.cpp (1.2):

	Borland warnings avoided

2004-01-26 19:04  Neil Firth

	* test-suite/: basketoption.cpp (1.1), basketoption.hpp (1.1),
	quantlibtestsuite.cpp (1.57):

	Added test for two asset baskets using the Stulz pricing engine

2004-01-26 19:01  Neil Firth

	* ql/PricingEngines/all.hpp (1.6):

	Added Basket directory

2004-01-26 19:01  Neil Firth

	* ql/PricingEngines/Basket/: all.hpp (1.1), stulzengine.cpp (1.1),
	stulzengine.hpp (1.1):

	Stulz engine for max and min basket calls and puts on two assets

2004-01-26 18:57  Neil Firth

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

	First draft for multi-asset options

2004-01-26 18:54  Neil Firth

	* ql/Instruments/: basketoption.cpp (1.1), basketoption.hpp (1.1),
	multiassetoption.cpp (1.1), multiassetoption.hpp (1.1):

	First draft for multi-asset options

2004-01-26 17:58  Ferdinando Ametrano

	* ql/: calendar.hpp (1.30), daycounter.hpp (1.25),
	FiniteDifferences/mixedscheme.hpp (1.11):

	formatting

2004-01-26 17:04  Ferdinando Ametrano

	* ql/Math/: array.hpp (1.2), matrix.cpp (1.21), matrix.hpp (1.23):

	const enforcement of results, in order to avoid: a+b = c;

2004-01-26 16:38  Ferdinando Ametrano

	* TODO.txt (1.131):

	updated

2004-01-26 16:35  Ferdinando Ametrano

	* ql/qldefines.hpp (1.64):

	don't know where it is used, anyway

2004-01-26 15:42  Ferdinando Ametrano

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

	more tests

2004-01-26 15:22  Ferdinando Ametrano

	* ql/Math/bivariatenormaldistribution.cpp (1.4):

	must have been drunk...

2004-01-26 13:07  Ferdinando Ametrano

	* ql/Math/: bivariatenormaldistribution.cpp (1.3),
	bivariatenormaldistribution.hpp (1.2):

	must have been drunk...

2004-01-21 17:00  Ferdinando Ametrano

	* ql/Instruments/binarybarrieroption.cpp (1.7),
	ql/Instruments/binarybarrieroption.hpp (1.7),
	ql/MonteCarlo/binarybarrierpathpricer.hpp (1.3),
	ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.hpp
	(1.2),
	ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.hpp
	(1.2), ql/PricingEngines/Barrier/mcbinarybarrierengine.hpp (1.3),
	test-suite/binarybarrieroption.cpp (1.9),
	test-suite/binarybarrieroption.hpp (1.2):

	deprecations

2004-01-20 16:43  Ferdinando Ametrano

	* ql/MonteCarlo/brownianbridge.hpp (1.14):

	bug fixed

2004-01-20 16:43  Ferdinando Ametrano

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

	reactivating removed test

2004-01-20 14:44  Ferdinando Ametrano

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

	shorter description

2004-01-20 12:23  Luigi Ballabio

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

	Formatting

2004-01-20 12:22  Luigi Ballabio

	* ql/Instruments/oneassetstrikedoption.cpp (1.8):

	Check not needed

2004-01-20 12:22  Luigi Ballabio

	* ql/Instruments/oneassetstrikedoption.hpp (1.8):

	Cloning code would need at least a partial understanding of its
	semantics :)

2004-01-20 12:20  Luigi Ballabio

	* ql/instrument.hpp (1.27):

	Try blocks no longer needed

2004-01-15 00:30  Ferdinando Ametrano

	* test-suite/: digitaloption.cpp (1.13), jumpdiffusion.cpp (1.8):

	warnings avoided

2004-01-15 00:25  Ferdinando Ametrano

	* ql/PricingEngines/Barrier/: mcbarrierengine.hpp (1.2),
	mcbinarybarrierengine.hpp (1.2):

	using Brownian Bridge

2004-01-15 00:23  Ferdinando Ametrano

	* test-suite/: digitaloption.cpp (1.12), digitaloption.hpp (1.5):

	MC engine for american cash-at-hit options test added

2004-01-14 19:13  Ferdinando Ametrano

	* ql/PricingEngines/americanpayoffathit.hpp (1.3):

	bug fix

2004-01-14 17:50  Ferdinando Ametrano

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

	bug fix and efficiency improvements

2004-01-14 17:28  Ferdinando Ametrano

	* ql/MonteCarlo/binarybarrierpathpricer.cpp (1.4):

	bug fix (this file will be replaced asap by digitalpathpricer.cpp,
	anyway...)

2004-01-14 17:15  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.48):

	bug fix

2004-01-14 16:43  Ferdinando Ametrano

	* ql/MonteCarlo/brownianbridge.hpp (1.13):

	bug fix

2004-01-12 17:32  Luigi Ballabio

	* ql/MonteCarlo/pathgenerator.hpp (1.47):

	No need for a Handle

2004-01-12 17:05  Luigi Ballabio

	* ql/MonteCarlo/pathgenerator.hpp (1.46):

	How did the test work?

2004-01-12 17:04  Luigi Ballabio

	* ql/MonteCarlo/mctraits.hpp (1.9):

	Formatting

2004-01-12 16:59  Luigi Ballabio

	* test-suite/europeanoption.cpp (1.45),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.6):

	Formatting

2004-01-09 17:41  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/: americanmcengines.cpp (1.6),
	mcvanillaengine.hpp (1.7):

	using Brownian Bridge

2004-01-09 17:31  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.45):

	explit selection of incremental or brownian bridge path
	construction

2004-01-09 17:29  Ferdinando Ametrano

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

	working on digitals...

2004-01-09 17:28  Ferdinando Ametrano

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

	working on barriers...

2004-01-09 11:35  Ferdinando Ametrano

	* TODO.txt (1.130):

	updated

2004-01-09 10:53  Ferdinando Ametrano

	* Examples/: AmericanOption/.cvsignore (1.4),
	BermudanSwaption/.cvsignore (1.9), DiscreteHedging/.cvsignore
	(1.9), EuropeanOption/.cvsignore (1.9), Swap/.cvsignore (1.9):

	ignore *.obj and *.exe

2004-01-09 10:37  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.44):

	Brownian bridge bug fix

2004-01-08 19:36  Ferdinando Ametrano

	* QuantLib.dsp (1.213), QuantLib.mak (1.193),
	ql/PricingEngines/Vanilla/all.hpp (1.2):

	removing non-existing file

2004-01-08 19:23  Ferdinando Ametrano

	* TODO.txt (1.129):

	updated

2004-01-08 19:21  Ferdinando Ametrano

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

	commenting out the MC test for the time being

2004-01-08 19:20  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.101):

	small changes

2004-01-08 19:07  Luigi Ballabio

	* ql/Instruments/asianoption.hpp (1.9),
	ql/Instruments/barrieroption.cpp (1.21),
	ql/Instruments/barrieroption.hpp (1.19),
	ql/Instruments/binarybarrieroption.cpp (1.6),
	ql/Instruments/binarybarrieroption.hpp (1.6),
	ql/Instruments/cliquetoption.hpp (1.6),
	ql/Instruments/vanillaoption.hpp (1.40), ql/PricingEngines/all.hpp
	(1.5), ql/PricingEngines/Asian/Makefile.am (1.4),
	ql/PricingEngines/Asian/all.hpp (1.1),
	ql/PricingEngines/Asian/analyticasianengine.cpp (1.6),
	ql/PricingEngines/Asian/analyticasianengine.hpp (1.1),
	ql/PricingEngines/Asian/asianengines.hpp (1.2),
	ql/PricingEngines/Barrier/Makefile.am (1.4),
	ql/PricingEngines/Barrier/all.hpp (1.1),
	ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp
	(1.7),
	ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.hpp
	(1.1), ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.4),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.1),
	ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp
	(1.6),
	ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.hpp
	(1.1), ql/PricingEngines/Barrier/barrierengines.hpp (1.6),
	ql/PricingEngines/Barrier/binarybarrierengines.hpp (1.9),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.1),
	ql/PricingEngines/Barrier/mcbinarybarrierengine.hpp (1.1),
	ql/PricingEngines/Cliquet/Makefile.am (1.4),
	ql/PricingEngines/Cliquet/all.hpp (1.1),
	ql/PricingEngines/Cliquet/cliquetengines.hpp (1.2),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.1),
	ql/PricingEngines/Forward/Makefile.am (1.3),
	ql/PricingEngines/Forward/all.hpp (1.1),
	ql/PricingEngines/Forward/forwardengine.hpp (1.1),
	ql/PricingEngines/Forward/forwardengines.hpp (1.5),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.1),
	ql/PricingEngines/Quanto/Makefile.am (1.3),
	ql/PricingEngines/Quanto/all.hpp (1.1),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.1),
	ql/PricingEngines/Quanto/quantoengines.hpp (1.5),
	ql/PricingEngines/Vanilla/Makefile.am (1.9),
	ql/PricingEngines/Vanilla/all.hpp (1.1),
	ql/PricingEngines/Vanilla/americanmcengines.hpp (1.2),
	ql/PricingEngines/Vanilla/analyticamericanengine.cpp (1.8),
	ql/PricingEngines/Vanilla/analyticamericanengine.hpp (1.1),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.9),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp (1.1),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.5),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp (1.1),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.1),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.4),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.1),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.1),
	ql/PricingEngines/Vanilla/integralengine.hpp (1.1),
	ql/PricingEngines/Vanilla/integralengines.cpp (1.4),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.7),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.5),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.6),
	ql/PricingEngines/Vanilla/vanillaengines.hpp (1.6),
	test-suite/americanoption.cpp (1.9), test-suite/asianoptions.cpp
	(1.11), test-suite/barrieroption.cpp (1.19),
	test-suite/binarybarrieroption.cpp (1.7),
	test-suite/digitaloption.cpp (1.9), test-suite/europeanoption.cpp
	(1.44), test-suite/jumpdiffusion.cpp (1.7):

	Reordered headers

2004-01-08 18:41  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.100):

	removed unused variable

2004-01-08 18:14  Ferdinando Ametrano

	* ql/MonteCarlo/brownianbridge.hpp (1.12):

	bug fix

2004-01-08 13:07  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.6),
	test-suite/jumpdiffusion.cpp (1.6), test-suite/jumpdiffusion.hpp
	(1.3):

	jump diffusion greeks tested

2004-01-08 10:25  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.10):

	more informative error messages

2004-01-08 10:23  Ferdinando Ametrano

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

	small changes

2004-01-08 10:18  Ferdinando Ametrano

	* test-suite/: americanoption.cpp (1.8), europeanoption.cpp (1.43),
	jumpdiffusion.cpp (1.5), testsuite.dsp (1.25), testsuite.mak
	(1.39):

	small changes

2004-01-07 19:03  Ferdinando Ametrano

	* ql/stochasticprocess.hpp (1.7),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.5),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.4),
	test-suite/jumpdiffusion.cpp (1.4),
	test-suite/quantlibtestsuite.cpp (1.56), TODO.txt (1.128):

	jump diffusion succesfully tested

2004-01-07 18:46  Ferdinando Ametrano

	* ql/dataformatters.cpp (1.28):

	11, 12, and 13 were uncorrectly handled

2004-01-05 16:46  Ferdinando Ametrano

	* TODO.txt (1.127), ql/MonteCarlo/pathgenerator.hpp (1.43),
	ql/PricingEngines/Barrier/barrierengines.hpp (1.5),
	ql/PricingEngines/Barrier/binarybarrierengines.hpp (1.8),
	ql/PricingEngines/Vanilla/americanmcengines.cpp (1.5),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.5):

	working on BrownianBridge

2004-01-05 15:30  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.3):

	working on jump diffudion

2004-01-05 14:47  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.49):

	Removed unused argument

2004-01-05 13:42  Ferdinando Ametrano

	* ql/PricingEngines/Barrier/barrierengines.hpp (1.4),
	ql/PricingEngines/Barrier/binarybarrierengines.hpp (1.7),
	test-suite/quantlibtestsuite.cpp (1.55):

	allowing for very short time to expiry

2004-01-05 13:39  Ferdinando Ametrano

	* ql/MonteCarlo/mctypedefs.hpp (1.28):

	working on BrownianBridge

2004-01-05 13:38  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.4):

	allowing for very short time to maturity

2004-01-05 13:30  Luigi Ballabio

	* ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.8):

	Whole calculation does not fail when theta does

2004-01-05 13:21  Ferdinando Ametrano

	* QuantLib.mak (1.192), QuantLib.dsp (1.212):

	new files added to the VC project

2004-01-05 13:17  Ferdinando Ametrano

	* test-suite/testsuite.dsp (1.24), test-suite/testsuite.mak (1.38),
	test-suite/Makefile.am (1.25), test-suite/makefile.mak (1.26),
	test-suite/jumpdiffusion.cpp (1.2),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.2),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.3):

	jumpdiffudion test added (it fails for the time being)

2004-01-05 12:59  Ferdinando Ametrano

	* test-suite/stats.cpp (1.19):

	fix for Borland compiler

2004-01-05 12:14  Luigi Ballabio

	* ql/Instruments/swaption.cpp (1.39), ql/Instruments/swaption.hpp
	(1.34), ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp
	(1.25), test-suite/swaption.cpp (1.17):

	Removed unused argument

2004-01-05 12:14  Luigi Ballabio

	* ql/: core.hpp (1.2), quantlib.hpp (1.144):

	Stochastic process in core header

2004-01-05 12:03  Luigi Ballabio

	* ql/Instruments/oneassetoption.hpp (1.5):

	Default constructors are, well, used by default...

2004-01-05 10:57  Ferdinando Ametrano

	* test-suite/: americanoption.cpp (1.7), asianoptions.cpp (1.9),
	digitaloption.cpp (1.7), europeanoption.cpp (1.42), makefile.mak
	(1.25):

	fix for Borland compiler

2004-01-05 10:41  Luigi Ballabio

	* ql/: MonteCarlo/barrierpathpricer.cpp (1.8),
	MonteCarlo/binarybarrierpathpricer.cpp (1.3),
	MonteCarlo/digitalpathpricer.cpp (1.2),
	PricingEngines/Vanilla/americanmcengines.cpp (1.4):

	Replaced at() with operator[]()

2004-01-05 10:34  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.53):

	jump diffusion engine test added. As of now it fails

2004-01-05 10:33  Ferdinando Ametrano

	* test-suite/: digitaloption.cpp (1.6), digitaloption.hpp (1.4):

	American payoff paid at Expiry tests added

2004-01-05 10:08  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/: bjerksundstenslandengine.cpp (1.3),
	baroneadesiwhaleyengine.cpp (1.4):

	formatting

2004-01-05 10:07  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/analyticamericanengine.cpp (1.7):

	American payoff paid at Expiry added

2004-01-05 10:06  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.5):

	allowing for very short time to maturity

2004-01-05 10:04  Luigi Ballabio

	* ql/MonteCarlo/digitapathpricer.cpp (1.2):

	How did this get here?

2004-01-05 09:59  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.2),
	test-suite/jumpdiffusion.hpp (1.2):

	copyright years fixed

2004-01-05 09:55  Ferdinando Ametrano

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

	formatting

2004-01-05 09:53  Ferdinando Ametrano

	* test-suite/: jumpdiffusion.cpp (1.1), jumpdiffusion.hpp (1.1):

	jump diffusion engine test added. As of now it fails

2004-01-05 09:52  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/: Makefile.am (1.8),
	jumpdiffusionengine.cpp (1.1), jumpdiffusionengine.hpp (1.1),
	makefile.mak (1.6):

	jump diffusion engine added.  Not succesfully tested yet

2004-01-05 09:51  Ferdinando Ametrano

	* ql/PricingEngines/: Makefile.am (1.35),
	americanpayoffatexpiry.hpp (1.1), core.hpp (1.4):

	American payoff paid at Expiry added

2004-01-05 09:50  Ferdinando Ametrano

	* ql/PricingEngines/americanpayoffathit.hpp (1.2):

	various fixes

2004-01-05 09:48  Ferdinando Ametrano

	* ql/MonteCarlo/brownianbridge.hpp (1.11):

	working on BrownianBridge

2004-01-05 09:46  Ferdinando Ametrano

	* ql/Math/bivariatenormaldistribution.cpp (1.2):

	formatting

2004-01-05 09:46  Ferdinando Ametrano

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

	typo fixed

2004-01-05 09:44  Ferdinando Ametrano

	* ql/stochasticprocess.hpp (1.6):

	working on Merton76

2004-01-05 08:36  Ferdinando Ametrano

	* Examples/AmericanOption/AmericanOption.cpp (1.20):

	few more digits

2004-01-02 18:13  Luigi Ballabio

	* test-suite/: americanoption.cpp (1.6), asianoptions.cpp (1.8):

	Hmm

2004-01-01 23:58  Ferdinando Ametrano

	* test-suite/digitaloption.cpp (1.5):

	more test cases added

2004-01-01 23:57  Ferdinando Ametrano

	* test-suite/digitaloption.hpp (1.3):

	added test for AssetOrNothing payoff with American exercise

2004-01-01 23:50  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/analyticamericanengine.cpp (1.6):

	added American exercise with Payoff at hit analytical formulae

2004-01-01 23:44  Ferdinando Ametrano

	* ql/PricingEngines/Makefile.am (1.34),
	ql/PricingEngines/americanpayoffathit.hpp (1.1),
	ql/PricingEngines/core.hpp (1.3), QuantLib.dsp (1.211):

	added American exercise with Payoff at hit analytical formulae

2004-01-01 23:42  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.9):

	small adjustments

2004-01-01 23:40  Ferdinando Ametrano

	* ql/exercise.hpp (1.29):

	commented out code removed

2003-12-31 21:59  Ferdinando Ametrano

	* QuantLib.dsp (1.210), QuantLib.mak (1.191), TODO.txt (1.126),
	Examples/AmericanOption/AmericanOption.cpp (1.19),
	Examples/EuropeanOption/EuropeanOption.cpp (1.99), ql/Makefile.am
	(1.49), ql/quantlib.hpp (1.143), ql/stochasticprocess.hpp (1.4),
	ql/Instruments/asianoption.cpp (1.8),
	ql/Instruments/asianoption.hpp (1.8),
	ql/Instruments/barrieroption.cpp (1.20),
	ql/Instruments/barrieroption.hpp (1.18),
	ql/Instruments/binarybarrieroption.cpp (1.5),
	ql/Instruments/binarybarrieroption.hpp (1.5),
	ql/Instruments/forwardvanillaoption.cpp (1.23),
	ql/Instruments/forwardvanillaoption.hpp (1.20),
	ql/Instruments/oneassetoption.cpp (1.4),
	ql/Instruments/oneassetoption.hpp (1.4),
	ql/Instruments/oneassetstrikedoption.cpp (1.7),
	ql/Instruments/oneassetstrikedoption.hpp (1.7),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.18),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.15),
	ql/Instruments/quantovanillaoption.cpp (1.25),
	ql/Instruments/quantovanillaoption.hpp (1.21),
	ql/Instruments/vanillaoption.cpp (1.41),
	ql/Instruments/vanillaoption.hpp (1.39),
	ql/PricingEngines/Asian/analyticasianengine.cpp (1.5),
	ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp
	(1.6), ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.3),
	ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp
	(1.5), ql/PricingEngines/Barrier/barrierengines.hpp (1.3),
	ql/PricingEngines/Barrier/binarybarrierengines.hpp (1.6),
	ql/PricingEngines/Forward/forwardengines.hpp (1.4),
	ql/PricingEngines/Quanto/quantoengines.hpp (1.4),
	ql/PricingEngines/Vanilla/americanmcengines.cpp (1.3),
	ql/PricingEngines/Vanilla/analyticamericanengine.cpp (1.5),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.7),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.3),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.2),
	ql/PricingEngines/Vanilla/integralengines.cpp (1.3),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.3),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.4),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.4),
	ql/PricingEngines/Vanilla/vanillaengines.hpp (1.5),
	test-suite/americanoption.cpp (1.5), test-suite/asianoptions.cpp
	(1.7), test-suite/barrieroption.cpp (1.18),
	test-suite/binarybarrieroption.cpp (1.6),
	test-suite/digitaloption.cpp (1.4), test-suite/europeanoption.cpp
	(1.40), test-suite/makefile.mak (1.24),
	test-suite/quantlibtestsuite.cpp (1.52):

	first draft of StochasticProcess introduced.

2003-12-31 21:46  Ferdinando Ametrano

	* ql/voltermstructure.cpp (1.13):

	more informative error messages + a small fix

2003-12-31 15:45  Luigi Ballabio

	* ql/Instruments/quantoforwardvanillaoption.cpp (1.17),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.14),
	ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp
	(1.5), ql/PricingEngines/Barrier/binarybarrierengines.hpp (1.5),
	ql/PricingEngines/Vanilla/Makefile.am (1.7),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.2),
	test-suite/americanoption.cpp (1.4),
	test-suite/binarybarrieroption.cpp (1.5),
	test-suite/digitaloption.cpp (1.3), test-suite/distributions.cpp
	(1.12), test-suite/europeanoption.cpp (1.39):

	Miscellaneous fixes for the new year

2003-12-29 22:23  Ferdinando Ametrano

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

	binary (cash-or-nothing, asset-or-nothing, gap) greeks test and
	more added

2003-12-29 22:11  Ferdinando Ametrano

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

	formatting

2003-12-29 21:46  Ferdinando Ametrano

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

	tests added for value of Gap, Asset-Or-Nothing, and
	Asset-Or-Nothing european options

2003-12-29 21:20  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.8):

	delta and gamma with respect to forward added greeks for
	cash-or-nothing, asset-or-nothing, and gap payoff added

2003-12-29 21:08  Ferdinando Ametrano

	* ql/Instruments/payoffs.hpp (1.5):

	Gap payoff introduced

2003-12-28 23:28  Ferdinando Ametrano

	* test-suite/europeanoption.cpp (1.37):

	more tests added, namely greeks of european options with digital
	payoff

2003-12-28 22:34  Ferdinando Ametrano

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

	explicit engine declaration added instead of using default
	parameter

2003-12-28 22:29  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.51):

	digital option test added: it is the former binarybarrier option
	test which will be removed as soon as possible

2003-12-28 22:28  Ferdinando Ametrano

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

	Bjerksund and Stensland test Barone-Adesi and Whaley test

2003-12-28 22:26  Ferdinando Ametrano

	* test-suite/: digitaloption.cpp (1.1), digitaloption.hpp (1.1),
	Makefile.am (1.24), makefile.mak (1.23), testsuite.dsp (1.23),
	testsuite.mak (1.37):

	digital option test added: it is the ofrmer binarybarrier option
	test which will be removed as soon as possible

2003-12-28 22:24  Ferdinando Ametrano

	* QuantLib.dsp (1.209), QuantLib.mak (1.190):

	updated

2003-12-28 22:23  Ferdinando Ametrano

	* ql/PricingEngines/: Asian/analyticasianengine.cpp (1.4),
	Barrier/analyticamericanbinarybarrierengine.cpp (1.4),
	Barrier/analyticeuropeanbinarybarrierengine.cpp (1.4):

	minor changes, mainly catching up with BlackFormula new signature

2003-12-28 22:21  Ferdinando Ametrano

	* ql/MonteCarlo/: Makefile.am (1.28), digitalpathpricer.cpp (1.1),
	digitalpathpricer.hpp (1.1), digitapathpricer.cpp (1.1),
	makefile.mak (1.26):

	added digitalpathpricer.  It will replace binarybarrierpathpricer
	as soon as possible

2003-12-28 22:10  Ferdinando Ametrano

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

	BinaryBarrierOption will be removed as soon as possible.  Replaced
	by VanillaOption with digital payoffs

2003-12-28 22:08  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.7):

	greek calculation extended to cash-or-nothing payff (tested) and
	asset-or-nothing payoff (untested yet) Signature changed.

2003-12-28 22:06  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/: analyticamericanengine.cpp (1.4),
	analyticeuropeanengine.cpp (1.6), mceuropeanengine.hpp (1.3):

	minor modifications, mainly catching up with the new Black
	interface

2003-12-28 22:03  Ferdinando Ametrano

	* ql/PricingEngines/: Vanilla/Makefile.am (1.6),
	Vanilla/makefile.mak (1.5), Vanilla/vanillaengines.hpp (1.4),
	all.hpp (1.4):

	new engines added

2003-12-28 21:58  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.1):

	added Monte Carlo digital engine (formerly MC binary barrier
	engine)

2003-12-28 21:57  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.1):

	added Bjerksund and Stensland approximation for American option.

2003-12-28 21:56  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.2):

	Barone-Adesi and Whaley approximation for American option now
	successfully tested

2003-12-26 11:10  Ferdinando Ametrano

	* QuantLib.dsp (1.208), QuantLib.mak (1.189),
	Examples/AmericanOption/AmericanOption.cpp (1.18),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.48),
	Examples/EuropeanOption/EuropeanOption.cpp (1.98), ql/option.hpp
	(1.24), ql/Instruments/asianoption.cpp (1.7),
	ql/Instruments/asianoption.hpp (1.7),
	ql/Instruments/barrieroption.cpp (1.19),
	ql/Instruments/barrieroption.hpp (1.17),
	ql/Instruments/binarybarrieroption.cpp (1.3),
	ql/Instruments/binarybarrieroption.hpp (1.3),
	ql/Instruments/forwardvanillaoption.cpp (1.22),
	ql/Instruments/forwardvanillaoption.hpp (1.19),
	ql/Instruments/oneassetoption.cpp (1.3),
	ql/Instruments/oneassetoption.hpp (1.3),
	ql/Instruments/oneassetstrikedoption.cpp (1.6),
	ql/Instruments/oneassetstrikedoption.hpp (1.6),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.16),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.13),
	ql/Instruments/quantovanillaoption.cpp (1.24),
	ql/Instruments/quantovanillaoption.hpp (1.20),
	ql/Instruments/swaption.cpp (1.38), ql/Instruments/swaption.hpp
	(1.33), ql/Instruments/vanillaoption.cpp (1.40),
	ql/Instruments/vanillaoption.hpp (1.38),
	ql/MonteCarlo/binarybarrierpathpricer.cpp (1.2),
	ql/MonteCarlo/binarybarrierpathpricer.hpp (1.2),
	ql/Pricers/blackswaption.cpp (1.13),
	ql/Pricers/jamshidianswaption.cpp (1.22),
	ql/Pricers/swaptionpricer.hpp (1.23), ql/Pricers/treeswaption.cpp
	(1.38),
	ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp
	(1.3),
	ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp
	(1.3), ql/PricingEngines/Barrier/binarybarrierengines.hpp (1.4),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.24),
	test-suite/asianoptions.cpp (1.6), test-suite/barrieroption.cpp
	(1.17), test-suite/binarybarrieroption.cpp (1.3),
	test-suite/europeanoption.cpp (1.36),
	test-suite/quantlibtestsuite.cpp (1.50), test-suite/swaption.cpp
	(1.16), test-suite/testsuite.dsp (1.22), test-suite/testsuite.mak
	(1.36):

	Instruments classes (partial) refactoring using Payoff and Exercise

2003-12-26 10:53  Ferdinando Ametrano

	* test-suite/: makefile.mak (1.22), Makefile.am (1.23),
	americanoption.cpp (1.1), americanoption.hpp (1.1):

	added Barone-Adesi and Whaley approximation for American option.
	Not successfully tested yet

2003-12-26 10:42  Ferdinando Ametrano

	* ql/exercise.hpp (1.28):

	polymorphic Exercise

2003-12-26 10:13  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/: Makefile.am (1.5),
	analyticamericanengine.cpp (1.3), baroneadesiwhaleyengine.cpp
	(1.1), makefile.mak (1.4), vanillaengines.hpp (1.3):

	added Barone-Adesi and Whaley approximation for American option.
	Not tested yet

2003-12-26 10:11  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.5):

	added elasticity, thetaPerDay, deltaFoward, and itmProbability

2003-12-26 10:05  Ferdinando Ametrano

	* test-suite/: europeanoption.cpp (1.35), europeanoption.hpp
	(1.11):

	more value and greek tests

2003-12-26 09:52  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.6):

	added elasticity, thetaPerDay, deltaFoward

2003-12-26 09:47  Ferdinando Ametrano

	* test-suite/: distributions.cpp (1.11), distributions.hpp (1.5):

	added bivariate cumulative normal distribution test

2003-12-26 09:44  Ferdinando Ametrano

	* ql/Math/: Makefile.am (1.37), bivariatenormaldistribution.cpp
	(1.1), bivariatenormaldistribution.hpp (1.1), makefile.mak (1.31):

	added bivariate cumulative normal distribution

2003-12-23 12:13  Luigi Ballabio

	* ql/: Makefile.am (1.48), errors.cpp (1.1), errors.hpp (1.15),
	qldefines.hpp (1.63):

	Added handler for Boost assertions

2003-12-23 01:37  Ferdinando Ametrano

	* test-suite/europeanoption.cpp (1.33):

	more test added

2003-12-23 01:35  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.5):

	elasticity added

2003-12-22 20:54  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/: Makefile.am (1.4),
	analyticamericanengine.cpp (1.2), makefile.mak (1.3):

	adding one-touch option, that is american binary options

2003-12-22 20:32  Ferdinando Ametrano

	* Examples/AmericanOption/AmericanOption.cpp (1.17),
	Examples/EuropeanOption/EuropeanOption.cpp (1.97), QuantLib.dsp
	(1.207), QuantLib.mak (1.188), TODO.txt (1.125),
	test-suite/testsuite.mak (1.35):

	using Exercise everywhere

2003-12-22 20:29  Ferdinando Ametrano

	* ql/option.hpp (1.23), ql/Instruments/asianoption.cpp (1.6),
	ql/Instruments/asianoption.hpp (1.6),
	ql/Instruments/barrieroption.cpp (1.18),
	ql/Instruments/barrieroption.hpp (1.16),
	ql/Instruments/binarybarrieroption.cpp (1.2),
	ql/Instruments/binarybarrieroption.hpp (1.2),
	ql/Instruments/cliquetoption.hpp (1.5),
	ql/Instruments/forwardvanillaoption.cpp (1.21),
	ql/Instruments/forwardvanillaoption.hpp (1.18),
	ql/Instruments/oneassetoption.cpp (1.2),
	ql/Instruments/oneassetoption.hpp (1.2),
	ql/Instruments/oneassetstrikedoption.cpp (1.5),
	ql/Instruments/oneassetstrikedoption.hpp (1.5),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.15),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.12),
	ql/Instruments/quantovanillaoption.cpp (1.23),
	ql/Instruments/quantovanillaoption.hpp (1.19),
	ql/Instruments/vanillaoption.cpp (1.39),
	ql/Instruments/vanillaoption.hpp (1.37),
	ql/PricingEngines/blackformula.hpp (1.4),
	ql/PricingEngines/Asian/analyticasianengine.cpp (1.3),
	ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp
	(1.2), ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.2),
	ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp
	(1.2), ql/PricingEngines/Barrier/barrierengines.hpp (1.2),
	ql/PricingEngines/Barrier/binarybarrierengines.hpp (1.3),
	ql/PricingEngines/Forward/forwardengines.hpp (1.3),
	ql/PricingEngines/Quanto/quantoengines.hpp (1.3),
	ql/PricingEngines/Vanilla/americanmcengines.cpp (1.2),
	ql/PricingEngines/Vanilla/analyticamericanengine.cpp (1.1),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.4),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.2),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.2),
	ql/PricingEngines/Vanilla/integralengines.cpp (1.2),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.3),
	ql/PricingEngines/Vanilla/vanillaengines.hpp (1.2),
	test-suite/asianoptions.cpp (1.4), test-suite/barrieroption.cpp
	(1.16), test-suite/binarybarrieroption.cpp (1.2),
	test-suite/europeanoption.cpp (1.32),
	test-suite/quantlibtestsuite.cpp (1.48):

	using Exercise everywhere

2003-12-22 20:29  Ferdinando Ametrano

	* ql/exercise.cpp (1.7):

	more requirements

2003-12-22 20:09  Ferdinando Ametrano

	* test-suite/: europeanoption.cpp (1.31), europeanoption.hpp
	(1.10), quantlibtestsuite.cpp (1.47):

	quicker test

2003-12-22 15:27  Ferdinando Ametrano

	* ql/PricingEngines/: Barrier/binarybarrierengines.hpp (1.2),
	Vanilla/mcvanillaengine.hpp (1.2):

	comments

2003-12-22 15:27  Ferdinando Ametrano

	* ql/: exercise.cpp (1.6), exercise.hpp (1.27):

	introduced intermediate EarlyExercise class

2003-12-22 13:21  Ferdinando Ametrano

	* ql/Instruments/Makefile.am (1.21), ql/Instruments/all.hpp (1.2),
	ql/Instruments/asianoption.cpp (1.5),
	ql/Instruments/asianoption.hpp (1.5),
	ql/Instruments/barrieroption.cpp (1.17),
	ql/Instruments/barrieroption.hpp (1.15),
	ql/Instruments/binarybarrieroption.cpp (1.1),
	ql/Instruments/binarybarrieroption.hpp (1.1),
	ql/Instruments/binaryoption.cpp (1.14),
	ql/Instruments/binaryoption.hpp (1.9),
	ql/Instruments/forwardvanillaoption.cpp (1.20),
	ql/Instruments/forwardvanillaoption.hpp (1.17),
	ql/Instruments/makefile.mak (1.26),
	ql/Instruments/oneassetstrikedoption.cpp (1.4),
	ql/Instruments/oneassetstrikedoption.hpp (1.4),
	ql/Instruments/quantovanillaoption.cpp (1.22),
	ql/Instruments/quantovanillaoption.hpp (1.18),
	ql/MonteCarlo/Makefile.am (1.27), ql/MonteCarlo/all.hpp (1.2),
	ql/MonteCarlo/binarybarrierpathpricer.cpp (1.1),
	ql/MonteCarlo/binarybarrierpathpricer.hpp (1.1),
	ql/MonteCarlo/binarypathpricer.cpp (1.8),
	ql/MonteCarlo/binarypathpricer.hpp (1.5),
	ql/MonteCarlo/makefile.mak (1.25), ql/PricingEngines/all.hpp (1.3),
	ql/PricingEngines/Barrier/Makefile.am (1.3),
	ql/PricingEngines/Barrier/analyticamericanbinarybarrierengine.cpp
	(1.1),
	ql/PricingEngines/Barrier/analyticeuropeanbinarybarrierengine.cpp
	(1.1), ql/PricingEngines/Barrier/binarybarrierengines.hpp (1.1),
	ql/PricingEngines/Barrier/makefile.mak (1.2),
	ql/PricingEngines/Vanilla/Makefile.am (1.3),
	ql/PricingEngines/Vanilla/analyticamericanbinaryengine.cpp (1.2),
	ql/PricingEngines/Vanilla/analyticeuropeanbinaryengine.cpp (1.2),
	ql/PricingEngines/Vanilla/binaryengines.hpp (1.2),
	ql/PricingEngines/Vanilla/makefile.mak (1.2),
	test-suite/Makefile.am (1.22), test-suite/binarybarrieroption.cpp
	(1.1), test-suite/binarybarrieroption.hpp (1.1),
	test-suite/binaryoption.cpp (1.19), test-suite/binaryoption.hpp
	(1.3), test-suite/makefile.mak (1.21),
	test-suite/quantlibtestsuite.cpp (1.46), test-suite/testsuite.dsp
	(1.21), test-suite/testsuite.mak (1.34), QuantLib.dsp (1.206),
	QuantLib.mak (1.187):

	(barrier) BinaryOption renamed as BinaryBarrierOption

2003-12-22 10:21  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.96):

	using OptionTypeFormatter

2003-12-22 10:13  Ferdinando Ametrano

	* test-suite/: binaryoption.cpp (1.18), europeanoption.cpp (1.30),
	old_pricers.cpp (1.28):

	using OptionTypeFormatter

2003-12-22 10:12  Ferdinando Ametrano

	* ql/: dataformatters.cpp (1.27), dataformatters.hpp (1.24):

	added OptionTypeFormatter

2003-12-21 12:43  Ferdinando Ametrano

	* TODO.txt (1.124), Examples/AmericanOption/AmericanOption.cpp
	(1.16), Examples/EuropeanOption/EuropeanOption.cpp (1.95):

	Payoff as input, instead of (type, strike) couple

2003-12-21 12:36  Ferdinando Ametrano

	* ql/Instruments/asianoption.cpp (1.4),
	ql/Instruments/asianoption.hpp (1.4),
	ql/Instruments/barrieroption.cpp (1.16),
	ql/Instruments/barrieroption.hpp (1.14),
	ql/Instruments/forwardvanillaoption.cpp (1.19),
	ql/Instruments/forwardvanillaoption.hpp (1.16),
	ql/Instruments/oneassetstrikedoption.cpp (1.3),
	ql/Instruments/oneassetstrikedoption.hpp (1.3),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.14),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.11),
	ql/Instruments/quantovanillaoption.cpp (1.21),
	ql/Instruments/quantovanillaoption.hpp (1.17),
	ql/Instruments/vanillaoption.cpp (1.37),
	ql/Instruments/vanillaoption.hpp (1.35),
	test-suite/asianoptions.cpp (1.3), test-suite/barrieroption.cpp
	(1.15), test-suite/europeanoption.cpp (1.29):

	Payoff as input, instead of (type, strike) couple

2003-12-21 12:31  Ferdinando Ametrano

	* ql/PricingEngines/: Forward/forwardengines.hpp (1.2),
	Quanto/quantoengines.hpp (1.2), Vanilla/analyticeuropeanengine.cpp
	(1.3):

	using new Payoff approach

2003-12-21 12:29  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.3):

	it handles binary Cash-Or-Nothing and Asset-Or-Nothing payoffs too

2003-12-21 12:24  Ferdinando Ametrano

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

	introduced one more intermediate level of payoff

2003-12-19 20:25  Ferdinando Ametrano

	* QuantLib.dsp (1.205), QuantLib.mak (1.186):

	updated

2003-12-19 20:22  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.2):

	fixing wrong header gard

2003-12-19 17:44  Ferdinando Ametrano

	* test-suite/: asianoptions.cpp (1.1), asianoptions.hpp (1.1):

	discrete averaging geometric asian option test added

2003-12-19 16:51  Ferdinando Ametrano

	* QuantLib.mak (1.185), QuantLib.dsp (1.204):

	updated

2003-12-19 16:51  Ferdinando Ametrano

	* test-suite/: Makefile.am (1.21), makefile.mak (1.20),
	quantlibtestsuite.cpp (1.45), testsuite.dsp (1.20), testsuite.mak
	(1.33):

	discrete averaging geometric asian option test added

2003-12-19 16:49  Ferdinando Ametrano

	* ql/: makefile.mak (1.43), Instruments/asianoption.cpp (1.3),
	Instruments/asianoption.hpp (1.3),
	PricingEngines/Asian/analyticasianengine.cpp (1.2):

	moved to handle fixing dates instead of fixing times

2003-12-18 20:34  Ferdinando Ametrano

	* ql/: Makefile.am (1.47), makefile.mak (1.42),
	Instruments/asianoption.cpp (1.2), Instruments/asianoption.hpp
	(1.2), Instruments/oneassetstrikedoption.cpp (1.2),
	Instruments/oneassetstrikedoption.hpp (1.2),
	PricingEngines/Makefile.am (1.32), PricingEngines/blackformula.hpp
	(1.1), PricingEngines/Asian/Makefile.am (1.2),
	PricingEngines/Asian/analyticasianengine.cpp (1.1),
	PricingEngines/Asian/asianengines.hpp (1.1),
	PricingEngines/Asian/makefile.mak (1.2),
	PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.2):

	Discrete geometric asian option moving to the pricing engine
	framework

2003-12-18 13:32  Luigi Ballabio

	* ql/: Calendars/Makefile.am (1.17), Calendars/all.hpp (1.1),
	CashFlows/Makefile.am (1.13), CashFlows/all.hpp (1.1),
	CashFlows/core.hpp (1.1), DayCounters/Makefile.am (1.9),
	DayCounters/all.hpp (1.1), FiniteDifferences/Makefile.am (1.16),
	FiniteDifferences/all.hpp (1.1), FiniteDifferences/core.hpp (1.1),
	Indexes/Makefile.am (1.9), Indexes/all.hpp (1.1), Indexes/core.hpp
	(1.1), Makefile.am (1.45), core.hpp (1.1), quantlib.hpp (1.142),
	Instruments/Makefile.am (1.20), Instruments/all.hpp (1.1),
	Instruments/core.hpp (1.1), Lattices/Makefile.am (1.10),
	Lattices/all.hpp (1.1), Lattices/core.hpp (1.1), Math/Makefile.am
	(1.36), Math/all.hpp (1.1), Math/core.hpp (1.1),
	MonteCarlo/Makefile.am (1.26), MonteCarlo/all.hpp (1.1),
	MonteCarlo/core.hpp (1.1), Optimization/Makefile.am (1.8),
	Optimization/all.hpp (1.1), Optimization/core.hpp (1.1),
	Patterns/Makefile.am (1.14), Patterns/all.hpp (1.1),
	Pricers/Makefile.am (1.38), Pricers/all.hpp (1.1), Pricers/core.hpp
	(1.1), PricingEngines/Makefile.am (1.31), PricingEngines/all.hpp
	(1.1), PricingEngines/core.hpp (1.1), RandomNumbers/Makefile.am
	(1.14), RandomNumbers/all.hpp (1.1), RandomNumbers/core.hpp (1.1),
	ShortRateModels/Makefile.am (1.4), ShortRateModels/all.hpp (1.1),
	ShortRateModels/core.hpp (1.1), Solvers1D/Makefile.am (1.9),
	Solvers1D/all.hpp (1.1), TermStructures/Makefile.am (1.16),
	TermStructures/all.hpp (1.1), Utilities/Makefile.am (1.7),
	Utilities/all.hpp (1.1), Volatilities/Makefile.am (1.14),
	Volatilities/all.hpp (1.1):

	Finer-grained control on what to include (as opposed to a
	monolythic quantlib.hpp)

2003-12-18 12:47  Ferdinando Ametrano

	* QuantLib.dsp (1.202), QuantLib.mak (1.183), TODO.txt (1.123),
	Examples/AmericanOption/AmericanOption.cpp (1.14), ql/option.hpp
	(1.22), ql/Instruments/Makefile.am (1.19),
	ql/Instruments/asianoption.cpp (1.1),
	ql/Instruments/asianoption.hpp (1.1),
	ql/Instruments/barrieroption.cpp (1.15),
	ql/Instruments/barrieroption.hpp (1.13),
	ql/Instruments/binaryoption.cpp (1.13), ql/Instruments/makefile.mak
	(1.25), ql/Instruments/oneassetoption.cpp (1.1),
	ql/Instruments/oneassetoption.hpp (1.1),
	ql/Instruments/oneassetstrikedoption.cpp (1.1),
	ql/Instruments/oneassetstrikedoption.hpp (1.1),
	ql/Instruments/vanillaoption.cpp (1.36),
	ql/Instruments/vanillaoption.hpp (1.34),
	Examples/AmericanOption/AmericanOption.cpp (1.15):

	OneAssetOption and OneAssetStrikedOption instrumets introduced

2003-12-18 12:10  Luigi Ballabio

	* QuantLib.dsp (1.201), ql/Makefile.am (1.44), ql/blackmodel.hpp
	(1.15), ql/quantlib.hpp (1.141), ql/Pricers/Makefile.am (1.37),
	ql/Pricers/blackcapfloor.hpp (1.14), ql/Pricers/blackmodel.hpp
	(1.1), ql/Pricers/blackswaption.hpp (1.12),
	ql/ShortRateModels/calibrationhelper.hpp (1.16),
	ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.16),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.10),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.15),
	ql/Volatilities/capflatvolvector.hpp (1.14):

	Moved Black model where it might belong (better than in the root
	dir anyway)

2003-12-18 10:31  Luigi Ballabio

	* ql/: Makefile.am (1.43), array.hpp (1.22), quantlib.hpp (1.140),
	FiniteDifferences/tridiagonaloperator.hpp (1.30),
	FiniteDifferences/valueatcenter.cpp (1.15),
	FiniteDifferences/valueatcenter.hpp (1.11), Math/Makefile.am
	(1.35), Math/array.hpp (1.1), Math/matrix.hpp (1.22),
	Optimization/constraint.hpp (1.16), Optimization/costfunction.hpp
	(1.19), RandomNumbers/haltonrsg.hpp (1.12),
	RandomNumbers/inversecumgaussianrsg.hpp (1.11),
	RandomNumbers/randomsequencegenerator.hpp (1.11),
	RandomNumbers/sobolrsg.hpp (1.13):

	Moved array where it belongs

2003-12-18 09:30  Ferdinando Ametrano

	* ql/PricingEngines/: Makefile.am (1.30), Lookback/Makefile.am
	(1.2), Cliquet/Makefile.am (1.2):

	(conceptual) file re-ordering

2003-12-17 17:57  Ferdinando Ametrano

	* QuantLib.dsp (1.200), QuantLib.mak (1.182),
	test-suite/barrieroption.cpp (1.14), test-suite/binaryoption.cpp
	(1.17), test-suite/europeanoption.cpp (1.28),
	test-suite/testsuite.mak (1.32), ql/makefile.mak (1.41),
	ql/quantlib.hpp (1.139), ql/Instruments/barrieroption.cpp (1.14),
	ql/Instruments/binaryoption.cpp (1.12):

	(conceptual) file re-ordering

2003-12-17 17:52  Ferdinando Ametrano

	* ql/PricingEngines/: Makefile.am (1.29), americanmcengines.cpp
	(1.10), americanmcengines.hpp (1.7),
	analyticamericanbinaryengine.cpp (1.13), analyticbarrierengine.cpp
	(1.8), analyticeuropeanbinaryengine.cpp (1.7),
	analyticeuropeanengine.cpp (1.17), barrierengines.hpp (1.16),
	binaryengines.hpp (1.15), cliquetengines.hpp (1.17),
	discretizedvanillaoption.cpp (1.25), discretizedvanillaoption.hpp
	(1.20), forwardengines.hpp (1.27), integralengines.cpp (1.12),
	mcengine.hpp (1.41), mceuropeanengine.hpp (1.7), mcsimulation.hpp
	(1.1), quantoengines.hpp (1.26), vanillaengines.hpp (1.41),
	Asian/.cvsignore (1.1), Asian/Makefile.am (1.1), Asian/makefile.mak
	(1.1), Barrier/.cvsignore (1.1), Barrier/Makefile.am (1.1),
	Barrier/analyticbarrierengine.cpp (1.1), Barrier/barrierengines.hpp
	(1.1), Barrier/makefile.mak (1.1), Cliquet/.cvsignore (1.1),
	Cliquet/Makefile.am (1.1), Cliquet/cliquetengines.hpp (1.1),
	Cliquet/makefile.mak (1.1), Forward/.cvsignore (1.1),
	Forward/Makefile.am (1.1), Forward/forwardengines.hpp (1.1),
	Forward/makefile.mak (1.1), Lookback/.cvsignore (1.1),
	Lookback/Makefile.am (1.1), Lookback/makefile.mak (1.1),
	Quanto/.cvsignore (1.1), Quanto/Makefile.am (1.1),
	Quanto/makefile.mak (1.1), Quanto/quantoengines.hpp (1.1),
	Vanilla/.cvsignore (1.1), Vanilla/Makefile.am (1.1),
	Vanilla/americanmcengines.cpp (1.1), Vanilla/americanmcengines.hpp
	(1.1), Vanilla/analyticamericanbinaryengine.cpp (1.1),
	Vanilla/analyticeuropeanbinaryengine.cpp (1.1),
	Vanilla/analyticeuropeanengine.cpp (1.1), Vanilla/binaryengines.hpp
	(1.1), Vanilla/discretizedvanillaoption.cpp (1.1),
	Vanilla/discretizedvanillaoption.hpp (1.1),
	Vanilla/integralengines.cpp (1.1), Vanilla/makefile.mak (1.1),
	Vanilla/mceuropeanengine.hpp (1.1), Vanilla/mcvanillaengine.hpp
	(1.1), Vanilla/vanillaengines.hpp (1.1):

	(conceptual) file re-ordering

2003-12-17 15:20  Ferdinando Ametrano

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

	BarrierOption now uses Payoff

2003-12-17 15:02  Ferdinando Ametrano

	* ql/: Instruments/payoffs.hpp (1.2), Instruments/vanillaoption.cpp
	(1.35), Instruments/vanillaoption.hpp (1.33),
	PricingEngines/analyticamericanbinaryengine.cpp (1.12):

	VanillaOption now uses Payoff

2003-12-17 13:09  Luigi Ballabio

	* ql/CashFlows/coupon.hpp (1.19):

	Check for null reference dates

2003-12-16 19:01  Luigi Ballabio

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

	Fixed random capitals

2003-12-16 19:01  Luigi Ballabio

	* ql/: exercise.hpp (1.26), option.hpp (1.21), payoff.hpp (1.9),
	quantlib.hpp (1.138), FiniteDifferences/americancondition.hpp
	(1.18), Instruments/payoffs.hpp (1.1), Instruments/swaption.hpp
	(1.32), Instruments/vanillaoption.cpp (1.34),
	Instruments/vanillaoption.hpp (1.32),
	MonteCarlo/arithmeticapopathpricer.hpp (1.15),
	MonteCarlo/barrierpathpricer.hpp (1.6),
	MonteCarlo/basketpathpricer.hpp (1.23),
	MonteCarlo/biasedbarrierpathpricer.hpp (1.5),
	MonteCarlo/europeanpathpricer.hpp (1.22),
	MonteCarlo/geometricapopathpricer.hpp (1.15),
	MonteCarlo/performanceoptionpathpricer.hpp (1.14),
	Pricers/singleassetoption.hpp (1.31),
	PricingEngines/vanillaengines.hpp (1.40):

	Trying to use VanillaOption as a leaf class (well, it's a first
	step)

2003-12-16 16:03  Luigi Ballabio

	* Docs/Makefile.am (1.59), Docs/makefile.mak (1.34),
	Docs/quantlib.doxy (1.79), Docs/quantlibheader.html (1.19),
	ql/CashFlows/basispointsensitivity.hpp (1.13),
	ql/Instruments/swap.hpp (1.24),
	ql/PricingEngines/americanmcengines.hpp (1.6),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.15),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.17), ql/ShortRateModels/TwoFactorModels/g2.hpp (1.16):

	Bug list added

2003-12-15 18:16  Luigi Ballabio

	* ql/Instruments/: barrieroption.cpp (1.12), binaryoption.cpp
	(1.11):

	Compiles with Boost

2003-12-15 16:42  Ferdinando Ametrano

	* ql/: Lattices/binomialtree.cpp (1.17),
	MonteCarlo/arithmeticapopathpricer.cpp (1.15),
	MonteCarlo/barrierpathpricer.cpp (1.7),
	MonteCarlo/basketpathpricer.cpp (1.27),
	MonteCarlo/biasedbarrierpathpricer.cpp (1.6),
	MonteCarlo/europeanpathpricer.cpp (1.23),
	MonteCarlo/geometricapopathpricer.cpp (1.17),
	MonteCarlo/himalayapathpricer.cpp (1.25),
	Pricers/singleassetoption.cpp (1.25),
	PricingEngines/analyticbarrierengine.cpp (1.7),
	PricingEngines/analyticeuropeanengine.cpp (1.16),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.18),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.17):

	handling strike=0.0 where possible

2003-12-15 14:51  Ferdinando Ametrano

	* Examples/AmericanOption/AmericanOption.cpp (1.13),
	Examples/EuropeanOption/EuropeanOption.cpp (1.94),
	ql/diffusionprocess.hpp (1.26), ql/Instruments/vanillaoption.cpp
	(1.33), ql/Instruments/vanillaoption.hpp (1.31),
	ql/Lattices/binomialtree.cpp (1.16), ql/Lattices/binomialtree.hpp
	(1.13), ql/PricingEngines/analyticeuropeanengine.cpp (1.15),
	ql/PricingEngines/vanillaengines.hpp (1.39),
	test-suite/europeanoption.cpp (1.27):

	added Leisen-Reimer binomial tree

2003-12-15 14:33  Ferdinando Ametrano

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

	requiring odd n

2003-12-15 11:22  Ferdinando Ametrano

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

	typo

2003-12-15 10:36  Luigi Ballabio

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

	Grrr

2003-12-15 10:25  Ferdinando Ametrano

	* QuantLib.dsp (1.199), QuantLib.mak (1.181), ql/quantlib.hpp
	(1.137), ql/Math/Makefile.am (1.34), ql/Math/beta.cpp (1.2),
	ql/Math/beta.hpp (1.2), ql/Math/binomialdistribution.hpp (1.1):

	added binomialCoefficientLn, binomialCoefficient,
	BinomialDistribution, CumulativeBinomialDistribution, and
	PeizerPrattMethod2Inversion

2003-12-15 10:17  Luigi Ballabio

	* QuantLib.dsp (1.198), QuantLib.mak (1.180),
	ql/discretizedasset.hpp (1.5), ql/grid.cpp (1.11),
	ql/Math/Makefile.am (1.33), ql/Math/comparison.hpp (1.1):

	Somewhat better floating-point comparison

2003-12-14 16:31  Ferdinando Ametrano

	* ql/Math/: Makefile.am (1.32), beta.cpp (1.1), beta.hpp (1.1),
	makefile.mak (1.30):

	added beta function(s)

2003-12-12 15:26  Ferdinando Ametrano

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

	added poisson pdf and cdf tests

2003-12-12 12:44  Ferdinando Ametrano

	* QuantLib.dsp (1.197), QuantLib.mak (1.179), ql/quantlib.hpp
	(1.136), ql/Math/Makefile.am (1.30), ql/Math/incompletegamma.cpp
	(1.1), ql/Math/incompletegamma.hpp (1.1), ql/Math/makefile.mak
	(1.29), ql/Math/poissondistribution.hpp (1.1),
	test-suite/factorial.cpp (1.3), test-suite/testsuite.mak (1.31):

	added poisson distribution added cumulativr poisson distribution
	added incomplete gamma function(s)

2003-12-12 10:27  Luigi Ballabio

	* ql/Patterns/composite.hpp (1.3):

	Convenience typedefs

2003-12-11 18:37  Luigi Ballabio

	* ql/Math/: factorial.cpp (1.2), factorial.hpp (1.2):

	Just because Size is an unsigned int, it doesn't mean that all
	unsigned ints are Sizes

2003-12-11 17:56  Ferdinando Ametrano

	* QuantLib.dsp (1.196), QuantLib.mak (1.178), ql/Math/Makefile.am
	(1.29), ql/Math/factorial.cpp (1.1), ql/Math/factorial.hpp (1.1),
	ql/Math/gammadistribution.cpp (1.8), ql/Math/gammadistribution.hpp
	(1.8), ql/Math/makefile.mak (1.28), test-suite/Makefile.am (1.20),
	test-suite/factorial.cpp (1.1), test-suite/factorial.hpp (1.1),
	test-suite/makefile.mak (1.19), test-suite/quantlibtestsuite.cpp
	(1.44), test-suite/testsuite.dsp (1.19), test-suite/testsuite.mak
	(1.30):

	added factorial added factorial and gamma function tests

2003-12-11 11:39  Luigi Ballabio

	* ql/Optimization/method.hpp (1.11):

	sigh

2003-12-11 11:24  Ferdinando Ametrano

	* ql/Optimization/method.hpp (1.10):

	deprecated typedef removed

2003-12-11 11:10  Ferdinando Ametrano

	* QuantLib.dsp (1.195), QuantLib.mak (1.177),
	Examples/AmericanOption/AmericanOption.mak (1.8),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.29),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.47),
	Examples/EuropeanOption/EuropeanOption.mak (1.47),
	Examples/Swap/Swap.mak (1.44), ql/Math/Makefile.am (1.28),
	ql/Math/cholesky.cpp (1.4), ql/Math/cholesky.hpp (1.4),
	ql/Math/makefile.mak (1.27), ql/Math/matrix.cpp (1.20),
	ql/Math/matrix.hpp (1.21),
	ql/RandomNumbers/randomarraygenerator.hpp (1.22),
	test-suite/covariance.cpp (1.14), test-suite/matrices.cpp (1.8),
	test-suite/testsuite.mak (1.29):

	Cholesky as CholeskyDecomposition function SalvagingAlgorithm as
	structure

2003-12-11 10:53  Luigi Ballabio

	* ql/: quantlib.hpp (1.135), Patterns/composite.hpp (1.1):

	Composite pattern

2003-12-10 19:24  Ferdinando Ametrano

	* ql/Math/matrix.cpp (1.19):

	bug fixes

2003-12-10 18:18  Ferdinando Ametrano

	* QuantLib.dsp (1.194), QuantLib.mak (1.176),
	Examples/AmericanOption/AmericanOption.mak (1.7),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.28),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.46),
	Examples/EuropeanOption/EuropeanOption.mak (1.46),
	Examples/Swap/Swap.mak (1.43), ql/errors.hpp (1.14),
	ql/Math/matrix.cpp (1.18), ql/Math/matrix.hpp (1.20),
	test-suite/old_pricers.cpp (1.27), test-suite/testsuite.mak (1.28):

	added rankReducedSqrt improved pseudoSqrt

2003-12-10 18:14  Ferdinando Ametrano

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

	round off errors

2003-12-10 17:20  Ferdinando Ametrano

	* makefile.mak (1.50):

	target added

2003-12-10 17:16  Ferdinando Ametrano

	* ql/RandomNumbers/randomarraygenerator.hpp (1.21),
	test-suite/matrices.cpp (1.7):

	explicit choice of salvaging algorithm

2003-12-10 17:04  Ferdinando Ametrano

	* ql/Math/: cholesky.cpp (1.3), cholesky.hpp (1.3):

	shorter name

2003-12-10 16:58  Luigi Ballabio

	* ql/scheduler.cpp (1.19):

	Warning avoided

2003-12-10 15:30  Luigi Ballabio

	* Docs/quantlib.doxy (1.78):

	Parsing headers only

2003-12-10 15:29  Luigi Ballabio

	* ql/: scheduler.cpp (1.18), scheduler.hpp (1.21):

	Added treatment of 'once' frequency

2003-12-10 15:28  Luigi Ballabio

	* ql/Math/: cholesky.cpp (1.2), cholesky.hpp (1.2):

	Removed warnings

2003-12-10 15:27  Luigi Ballabio

	* quantlib.el (1.3), ql/date.hpp (1.25):

	Added frequency enumeration

2003-12-10 14:23  Luigi Ballabio

	* ql/Calendars/: Makefile.am (1.16), copenhagen.cpp (1.2),
	copenhagen.hpp (1.2), makefile.mak (1.20):

	Oversight in copyright dates

2003-12-10 14:15  Marco Marchioro

	* QuantLib.dsp (1.193), ql/quantlib.hpp (1.134),
	ql/Calendars/copenhagen.cpp (1.1), ql/Calendars/copenhagen.hpp
	(1.1):

	Added calendar for Copenhagen

2003-12-09 17:42  Luigi Ballabio

	* test-suite/: covariance.cpp (1.13), matrices.cpp (1.6),
	matrices.hpp (1.6), old_pricers.cpp (1.26), quantlibtestsuite.cpp
	(1.43):

	tests fixed

2003-12-09 10:43  Ferdinando Ametrano

	* ql/Math/: Makefile.am (1.27), cholesky.hpp (1.1), makefile.mak
	(1.26), cholesky.cpp (1.1):

	added Cholesky decomposition

2003-12-09 10:33  Ferdinando Ametrano

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

	eigenvectors now have the first component always positive, to allow
	for easy consistent comparison between similar matrices

2003-12-08 16:10  Ferdinando Ametrano

	* ql/Volatilities/: blackvariancecurve.cpp (1.7),
	blackvariancesurface.cpp (1.7):

	bug fix for short time (0<=t<=Tmin) interpolation

2003-12-05 17:03  Luigi Ballabio

	* QuantLib.dsp (1.192), ql/pricingengine.hpp (1.14),
	ql/quantlib.hpp (1.133), ql/Pricers/analyticalcapfloor.hpp (1.19),
	ql/Pricers/blackcapfloor.hpp (1.13), ql/Pricers/blackswaption.hpp
	(1.11), ql/Pricers/capfloorpricer.hpp (1.16),
	ql/Pricers/jamshidianswaption.hpp (1.18),
	ql/Pricers/swaptionpricer.hpp (1.22), ql/PricingEngines/Makefile.am
	(1.28), ql/PricingEngines/barrierengines.hpp (1.15),
	ql/PricingEngines/binaryengines.hpp (1.14),
	ql/PricingEngines/forwardengines.hpp (1.26),
	ql/PricingEngines/genericengine.hpp (1.15),
	ql/PricingEngines/genericmodelengine.hpp (1.1),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.9),
	ql/PricingEngines/quantoengines.hpp (1.25),
	ql/PricingEngines/vanillaengines.hpp (1.38):

	moved GenericEngine into pricingengine.hpp (they're strongly
	coupled anyway)

2003-12-04 14:35  Marco Marchioro

	* Authors.txt (1.13):

	trying to avoid some spam

2003-12-02 12:35  Luigi Ballabio

	* ql/blackmodel.hpp (1.14):

	In-the-money probability

2003-12-01 13:54  Luigi Ballabio

	* ql/PricingEngines/: analyticamericanbinaryengine.cpp (1.11),
	analyticeuropeanbinaryengine.cpp (1.6), analyticeuropeanengine.cpp
	(1.14), binaryengines.hpp (1.13), vanillaengines.hpp (1.37):

	Unified a few compiler-dependent #if branches

2003-12-01 11:39  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.12),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.47),
	Examples/EuropeanOption/EuropeanOption.cpp (1.93),
	Examples/Swap/swapvaluation.cpp (1.43), ql/blackmodel.hpp (1.13),
	ql/marketelement.hpp (1.17), ql/Instruments/barrieroption.cpp
	(1.11), ql/Instruments/barrieroption.hpp (1.11),
	ql/Instruments/binaryoption.cpp (1.10),
	ql/Instruments/binaryoption.hpp (1.8), ql/Instruments/capfloor.cpp
	(1.47), ql/Instruments/capfloor.hpp (1.44),
	ql/Instruments/forwardvanillaoption.cpp (1.18),
	ql/Instruments/forwardvanillaoption.hpp (1.15),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.13),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.10),
	ql/Instruments/quantovanillaoption.cpp (1.20),
	ql/Instruments/quantovanillaoption.hpp (1.16),
	ql/Instruments/stock.cpp (1.14), ql/Instruments/stock.hpp (1.13),
	ql/Instruments/vanillaoption.cpp (1.32),
	ql/Instruments/vanillaoption.hpp (1.30),
	ql/ShortRateModels/calibrationhelper.hpp (1.15),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.26),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.13),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.23),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.11),
	ql/TermStructures/flatforward.hpp (1.31),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.17),
	ql/TermStructures/ratehelpers.cpp (1.40),
	ql/TermStructures/ratehelpers.hpp (1.35),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.18),
	ql/Volatilities/blackconstantvol.hpp (1.20),
	ql/Volatilities/localconstantvol.hpp (1.16),
	ql/Volatilities/localvolsurface.cpp (1.6),
	ql/Volatilities/localvolsurface.hpp (1.15),
	test-suite/barrieroption.cpp (1.13), test-suite/binaryoption.cpp
	(1.16), test-suite/capfloor.cpp (1.24),
	test-suite/europeanoption.cpp (1.26), test-suite/instruments.cpp
	(1.8), test-suite/marketelements.cpp (1.7),
	test-suite/piecewiseflatforward.cpp (1.13), test-suite/swaption.cpp
	(1.15), test-suite/termstructures.cpp (1.12):

	MarketElement renamed to Quote

2003-11-27 17:46  Ferdinando Ametrano

	* ql/qldefines.hpp (1.62):

	checking boost version number

2003-11-27 16:57  Luigi Ballabio

	* QuantLib.dsp (1.191):

	Removed files for other compilers

2003-11-27 16:45  Ferdinando Ametrano

	* dev_tools/tgz2zip (1.2):

	user configurations moved to a single place

2003-11-27 16:41  Luigi Ballabio

	* ql/userconfig.hpp (1.2):

	Added warning for gcc users

2003-11-27 16:32  Luigi Ballabio

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.27):

	Compiles using boost on Visual

2003-11-27 15:57  Ferdinando Ametrano

	* QuantLib.dsp (1.190):

	user configurations moved to a single place

2003-11-27 15:50  Ferdinando Ametrano

	* ql/: Makefile.am (1.42), config.ansi.hpp (1.23), config.bcc.hpp
	(1.24), config.msvc.hpp (1.42), config.mwcw.hpp (1.22),
	userconfig.hpp (1.1):

	user configurations moved to a single place

2003-11-27 15:40  Ferdinando Ametrano

	* Examples/AmericanOption/makefile.mak (1.8),
	Examples/BermudanSwaption/makefile.mak (1.12),
	Examples/DiscreteHedging/makefile.mak (1.15),
	Examples/EuropeanOption/makefile.mak (1.18),
	Examples/Swap/makefile.mak (1.15), ql/makefile.mak (1.40),
	ql/Calendars/makefile.mak (1.19), ql/CashFlows/makefile.mak (1.17),
	ql/DayCounters/makefile.mak (1.16),
	ql/FiniteDifferences/makefile.mak (1.16), ql/Indexes/makefile.mak
	(1.14), ql/Instruments/makefile.mak (1.24),
	ql/Lattices/makefile.mak (1.22), ql/Math/makefile.mak (1.25),
	ql/MonteCarlo/makefile.mak (1.24), ql/Optimization/makefile.mak
	(1.14), ql/Pricers/makefile.mak (1.36),
	ql/PricingEngines/makefile.mak (1.27),
	ql/RandomNumbers/makefile.mak (1.22),
	ql/ShortRateModels/makefile.mak (1.11),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.10),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.10),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.10),
	ql/TermStructures/makefile.mak (1.19), ql/Volatilities/makefile.mak
	(1.5), test-suite/makefile.mak (1.18):

	Borland makefiles ready for boost

2003-11-27 13:20  Ferdinando Ametrano

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

	must be equal!

2003-11-27 11:58  Luigi Ballabio

	* test-suite/europeanoption.cpp (1.25):

	Ouch

2003-11-27 11:46  Luigi Ballabio

	* acinclude.m4 (1.8), configure.ac (1.28),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.46),
	Examples/EuropeanOption/EuropeanOption.cpp (1.92),
	Examples/Swap/swapvaluation.cpp (1.42), ql/config.ansi.hpp (1.22),
	ql/config.bcc.hpp (1.23), ql/config.msvc.hpp (1.41),
	ql/config.mwcw.hpp (1.21), ql/diffusionprocess.cpp (1.12),
	ql/handle.hpp (1.17), ql/instrument.hpp (1.26),
	ql/marketelement.hpp (1.16), ql/option.hpp (1.20),
	ql/pricingengine.hpp (1.13), ql/relinkablehandle.hpp (1.18),
	ql/CashFlows/parcoupon.cpp (1.7),
	ql/CashFlows/shortfloatingcoupon.cpp (1.14),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.26),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.29),
	ql/Instruments/barrieroption.cpp (1.10),
	ql/Instruments/binaryoption.cpp (1.9), ql/Instruments/capfloor.cpp
	(1.46), ql/Instruments/quantoforwardvanillaoption.cpp (1.12),
	ql/Instruments/quantovanillaoption.cpp (1.19),
	ql/Instruments/simpleswap.cpp (1.37), ql/Instruments/swap.cpp
	(1.28), ql/Instruments/vanillaoption.cpp (1.31),
	ql/MonteCarlo/montecarlomodel.hpp (1.30), ql/Patterns/bridge.hpp
	(1.8), ql/Patterns/observable.hpp (1.18),
	ql/Pricers/analyticalcapfloor.cpp (1.23),
	ql/Pricers/treecapfloor.cpp (1.30), ql/Pricers/treeswaption.cpp
	(1.37), ql/PricingEngines/americanmcengines.cpp (1.9),
	ql/PricingEngines/analyticamericanbinaryengine.cpp (1.10),
	ql/PricingEngines/analyticbarrierengine.cpp (1.6),
	ql/PricingEngines/analyticeuropeanbinaryengine.cpp (1.5),
	ql/PricingEngines/analyticeuropeanengine.cpp (1.13),
	ql/PricingEngines/barrierengines.hpp (1.14),
	ql/PricingEngines/binaryengines.hpp (1.12),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.24),
	ql/PricingEngines/forwardengines.hpp (1.25),
	ql/PricingEngines/genericengine.hpp (1.14),
	ql/PricingEngines/integralengines.cpp (1.11),
	ql/PricingEngines/mcengine.hpp (1.40),
	ql/PricingEngines/mceuropeanengine.hpp (1.6),
	ql/PricingEngines/quantoengines.hpp (1.24),
	ql/ShortRateModels/model.cpp (1.18), ql/ShortRateModels/model.hpp
	(1.25), ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp
	(1.14),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.16), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.15),
	ql/TermStructures/affinetermstructure.cpp (1.17),
	ql/TermStructures/ratehelpers.cpp (1.39), test-suite/capfloor.cpp
	(1.23), test-suite/europeanoption.cpp (1.24),
	test-suite/marketelements.cpp (1.6):

	Use boost::shared_ptr if available

2003-11-24 12:01  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.45),
	ql/Optimization/armijo.cpp (1.17),
	ql/Optimization/conjugategradient.hpp (1.17),
	ql/Optimization/leastsquare.hpp (1.24), ql/Optimization/method.hpp
	(1.9), ql/Optimization/problem.hpp (1.10),
	ql/Optimization/simplex.hpp (1.14),
	ql/Optimization/steepestdescent.hpp (1.18),
	ql/Pricers/treecapfloor.cpp (1.29), ql/Pricers/treecapfloor.hpp
	(1.23), ql/Pricers/treeswaption.cpp (1.36),
	ql/Pricers/treeswaption.hpp (1.26),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.8),
	ql/ShortRateModels/model.cpp (1.17), ql/ShortRateModels/model.hpp
	(1.24), ql/ShortRateModels/onefactormodel.cpp (1.14),
	ql/ShortRateModels/onefactormodel.hpp (1.14),
	ql/ShortRateModels/twofactormodel.cpp (1.10),
	ql/ShortRateModels/twofactormodel.hpp (1.10),
	ql/TermStructures/affinetermstructure.cpp (1.16),
	ql/TermStructures/affinetermstructure.hpp (1.18):

	Model and Method renamed to ShortRateModel and OptimizationMethod,
	respectively.  Typedefs are provided for backward
	compatibility--they will be removed in subsequent releases.

2003-11-21 18:34  Ferdinando Ametrano

	* ql/Math/gaussianstatistics.hpp (1.12), test-suite/riskstats.cpp
	(1.28):

	GaussianStatistics<StatsHolder> finally works

2003-11-21 17:47  Ferdinando Ametrano

	* ChangeLog.txt (1.40):

	older part of the changelog removed

2003-11-21 17:43  Ferdinando Ametrano

	* ChangeLog.txt (1.39):

	older part of the changelog removed

2003-11-21 15:45  Ferdinando Ametrano

	* ql/Math/: gaussianstatistics.hpp (1.11),
	symmetricschurdecomposition.cpp (1.14):

	nothing relevant

2003-11-21 11:13  Marco Marchioro

	* Docs/README.txt (1.24):

	info on downloading fancy_header updated

2003-11-20 19:12  Ferdinando Ametrano

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

	helper class

2003-11-20 19:04  Ferdinando Ametrano

	* ql/Pricers/binaryoptionpricer.hpp (1.3.2.1):

	typo fixed

2003-11-20 18:54  Ferdinando Ametrano

	* QuantLib.dsp (1.189), QuantLib.mak (1.175), makefile.mak (1.49),
	Examples/AmericanOption/AmericanOption.mak (1.6),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.27),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.45),
	Examples/EuropeanOption/EuropeanOption.mak (1.45),
	Examples/Swap/Swap.mak (1.42), ql/quantlib.hpp (1.132),
	ql/Math/Makefile.am (1.26), ql/Math/makefile.mak (1.24),
	ql/Math/multivariateaccumulator.cpp (1.19),
	ql/Math/multivariateaccumulator.hpp (1.20),
	ql/Math/sequencestatistics.hpp (1.23),
	ql/MonteCarlo/cliquetoptionpathpricer.cpp (1.18),
	ql/MonteCarlo/cliquetoptionpathpricer.hpp (1.12),
	test-suite/covariance.cpp (1.12), test-suite/testsuite.mak (1.27):

	The already deprecated MultivariateAccumulator is gone.  Use
	SequenceStatistics instead

2003-11-20 18:03  Ferdinando Ametrano

	* ql/PricingEngines/makefile.mak (1.26):

	Missed in action.  Rest in peace

2003-11-20 18:01  Ferdinando Ametrano

	* ql/Pricers/makefile.mak (1.35):

	MIA RIP

2003-11-20 17:53  Luigi Ballabio

	* QuantLib.spec.in (1.2):

	Added Liguo's mods

2003-11-20 17:53  Luigi Ballabio

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

	Typos and minor stuff

2003-11-20 17:52  Luigi Ballabio

	* ql/Math/statistics.hpp (1.29), test-suite/riskstats.cpp (1.27),
	test-suite/stats.cpp (1.17):

	Removed unneeded dependencies

2003-11-19 17:11  Ferdinando Ametrano

	* ql/: array.hpp (1.21), calendar.hpp (1.29), cashflow.hpp (1.16),
	daycounter.hpp (1.24), index.hpp (1.16), instrument.hpp (1.25),
	pricingengine.hpp (1.12), qldefines.hpp (1.61), solver1d.hpp
	(1.18), termstructure.hpp (1.37), voltermstructure.hpp (1.18),
	FiniteDifferences/finitedifferencemodel.hpp (1.25),
	Lattices/lattice.hpp (1.10), MonteCarlo/montecarlomodel.hpp (1.29),
	Optimization/problem.hpp (1.9), Patterns/observable.hpp (1.17),
	Pricers/singleassetoption.hpp (1.30),
	RandomNumbers/knuthuniformrng.hpp (1.15), ShortRateModels/model.hpp
	(1.23), Utilities/iteratorcategories.hpp (1.11),
	Volatilities/swaptionvolmatrix.hpp (1.18):

	deprecated inner namespace definitions moved to a single place, in
	order to allow easy way to comment them out and check if one's code
	still rely on them

2003-11-19 11:31  Ferdinando Ametrano

	* ql/quantlib.hpp (1.131):

	Functions namespace deprecated but still supported

2003-11-19 11:07  Ferdinando Ametrano

	* QuantLib.mak (1.174), Examples/AmericanOption/AmericanOption.mak
	(1.5), Examples/BermudanSwaption/BermudanSwaption.mak (1.26),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.44),
	Examples/EuropeanOption/EuropeanOption.mak (1.44),
	Examples/Swap/Swap.mak (1.41), test-suite/testsuite.mak (1.26):

	R000304f0-branch-merge1 merged into trunk

2003-11-19 10:51  Ferdinando Ametrano

	* Authors.txt (1.12), Contributors.txt (1.22), LICENSE.TXT (1.15),
	News.txt (1.33), QuantLib.dsp (1.188), QuantLib.nsi (1.87),
	TODO.txt (1.122), configure.ac (1.27), Docs/quantlib.doxy (1.76),
	Docs/pages/authors.docs (1.25), Docs/pages/history.docs (1.13),
	Docs/pages/license.docs (1.15), Docs/pages/platforms.docs (1.10),
	Docs/pages/usage.docs (1.13),
	Examples/AmericanOption/AmericanOption.dsp (1.3),
	Examples/AmericanOption/AmericanOption.mak (1.4),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.10),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.25),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.12),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.43),
	Examples/EuropeanOption/EuropeanOption.dsp (1.10),
	Examples/EuropeanOption/EuropeanOption.mak (1.43),
	Examples/Swap/Swap.dsp (1.11), Examples/Swap/Swap.mak (1.40),
	dev_tools/QLdebugzip.bat (1.2), ql/argsandresults.hpp (1.16),
	ql/config.msvc.hpp (1.40), ql/diffusionprocess.cpp (1.11),
	ql/voltermstructure.cpp (1.12), ql/Instruments/capfloor.hpp (1.43),
	ql/Instruments/swap.hpp (1.23), ql/Instruments/vanillaoption.hpp
	(1.29), ql/Math/matrix.cpp (1.17),
	ql/Math/symmetricschurdecomposition.cpp (1.13),
	ql/Math/symmetricschurdecomposition.hpp (1.13),
	ql/Pricers/singleassetoption.hpp (1.29),
	ql/Volatilities/blackvariancecurve.cpp (1.6),
	ql/Volatilities/blackvariancesurface.cpp (1.6),
	test-suite/Makefile.am (1.19), test-suite/covariance.cpp (1.11),
	test-suite/lowdiscrepancysequences.cpp (1.39),
	test-suite/old_pricers.cpp (1.25), test-suite/testsuite.dsp (1.18),
	test-suite/testsuite.mak (1.25):

	R000304f0-branch-merge1 merged into trunk

2003-11-18 20:52  Ferdinando Ametrano

	* Examples/AmericanOption/makefile.mak (1.7),
	Examples/BermudanSwaption/makefile.mak (1.11),
	Examples/DiscreteHedging/makefile.mak (1.14),
	Examples/EuropeanOption/makefile.mak (1.17),
	Examples/Swap/makefile.mak (1.14), ql/makefile.mak (1.39),
	ql/Calendars/makefile.mak (1.18), ql/CashFlows/makefile.mak (1.16),
	ql/DayCounters/makefile.mak (1.15),
	ql/FiniteDifferences/makefile.mak (1.15), ql/Indexes/makefile.mak
	(1.13), ql/Instruments/makefile.mak (1.23),
	ql/Lattices/makefile.mak (1.21), ql/Math/makefile.mak (1.23),
	ql/MonteCarlo/makefile.mak (1.23), ql/Optimization/makefile.mak
	(1.13), ql/PricingEngines/makefile.mak (1.25),
	ql/RandomNumbers/makefile.mak (1.21),
	ql/ShortRateModels/makefile.mak (1.10),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.9),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.9),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.9),
	ql/TermStructures/makefile.mak (1.18), ql/Volatilities/makefile.mak
	(1.4), test-suite/makefile.mak (1.17):

	trying to improve Borland performances

2003-11-18 19:31  Ferdinando Ametrano

	* QuantLib.nsi (1.85.2.2), TODO.txt (1.121.2.1),
	Docs/pages/license.docs (1.14.10.2), dev_tools/QLdebugzip.bat
	(1.1.2.1), test-suite/lowdiscrepancysequences.cpp (1.36.2.1):

	last minute fixes

2003-11-18 12:03  Ferdinando Ametrano

	* ql/: argsandresults.hpp (1.15.2.2), diffusionprocess.cpp
	(1.9.2.1), voltermstructure.cpp (1.11.2.1),
	Volatilities/blackvariancecurve.cpp (1.3.2.1),
	Volatilities/blackvariancesurface.cpp (1.3.2.1):

	allowing null volatility, checking non-decreasing variances

2003-11-17 10:22  Ferdinando Ametrano

	* ql/Math/symmetricschurdecomposition.cpp (1.11.2.3):

	promemoria comments

2003-11-17 10:07  Ferdinando Ametrano

	* ql/: argsandresults.hpp (1.15.2.1), Instruments/capfloor.hpp
	(1.40.2.1), Instruments/vanillaoption.hpp (1.27.2.1),
	Math/matrix.cpp (1.15.2.2), Pricers/singleassetoption.hpp
	(1.27.2.1):

	moved max/min vol constraints to a single place

2003-11-14 19:57  Ferdinando Ametrano

	* ql/Math/: symmetricschurdecomposition.cpp (1.11.2.2),
	symmetricschurdecomposition.hpp (1.11.2.1):

	(eigenvalue,eigenvector) are now sorted.  Code polished up.  It
	needs more polishing...

2003-11-14 18:52  Ferdinando Ametrano

	* test-suite/: covariance.cpp (1.8.2.1), old_pricers.cpp
	(1.19.2.1):

	one more test added and other tests fixed

2003-11-14 18:32  Ferdinando Ametrano

	* ql/Math/: matrix.cpp (1.15.2.1), symmetricschurdecomposition.cpp
	(1.11.2.1):

	avoiding a useless matrix transposition+multiplication

2003-11-14 16:51  Luigi Ballabio

	* ql/Instruments/swap.hpp (1.20.2.1):

	Warning added for Swap::timeBasket()

2003-11-13 14:47  Ferdinando Ametrano

	* Examples/: AmericanOption/AmericanOption.dsp (1.2.2.2),
	AmericanOption/AmericanOption.mak (1.3.2.2),
	BermudanSwaption/BermudanSwaption.dsp (1.9.2.2),
	BermudanSwaption/BermudanSwaption.mak (1.24.2.2),
	DiscreteHedging/DiscreteHedging.dsp (1.11.2.2),
	DiscreteHedging/DiscreteHedging.mak (1.42.2.2),
	EuropeanOption/EuropeanOption.dsp (1.9.2.2),
	EuropeanOption/EuropeanOption.mak (1.42.2.2):

	English language instead of Russian ;-) Really!

2003-11-12 09:25  Ferdinando Ametrano

	* QuantLib.nsi (1.85.2.1):

	Include paths, output file names, and names of the new VC++ build
	configurations have been fixed

2003-11-11 19:29  Ferdinando Ametrano

	* QuantLib.dsp (1.184.2.2), QuantLib.mak (1.171.2.2),
	Docs/pages/usage.docs (1.12.2.1),
	Examples/AmericanOption/AmericanOption.dsp (1.2.2.1),
	Examples/AmericanOption/AmericanOption.mak (1.3.2.1),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.9.2.1),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.24.2.1),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.11.2.1),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.42.2.1),
	Examples/EuropeanOption/EuropeanOption.dsp (1.9.2.1),
	Examples/EuropeanOption/EuropeanOption.mak (1.42.2.1),
	Examples/Swap/Swap.dsp (1.10.2.1), Examples/Swap/Swap.mak
	(1.39.2.1), ql/config.msvc.hpp (1.39.2.1), test-suite/testsuite.dsp
	(1.17.2.1), test-suite/testsuite.mak (1.24.2.1):

	Include paths, output file names, and names of the new VC++ build
	configurations have been fixed

2003-11-11 16:40  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.11),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.44),
	Examples/EuropeanOption/EuropeanOption.cpp (1.91),
	Examples/Swap/swapvaluation.cpp (1.41), ql/diffusionprocess.cpp
	(1.10), ql/history.hpp (1.18), ql/quantlib.hpp (1.130),
	ql/termstructure.hpp (1.36), ql/voltermstructure.hpp (1.17),
	ql/Instruments/barrieroption.cpp (1.9),
	ql/Instruments/binaryoption.cpp (1.8),
	ql/Instruments/vanillaoption.cpp (1.30),
	ql/Math/lexicographicalview.hpp (1.13), ql/Math/matrix.hpp (1.19),
	ql/PricingEngines/cliquetengines.hpp (1.16),
	ql/PricingEngines/forwardengines.hpp (1.24),
	ql/PricingEngines/mceuropeanengine.hpp (1.5),
	ql/PricingEngines/quantoengines.hpp (1.23),
	ql/PricingEngines/vanillaengines.hpp (1.36),
	ql/TermStructures/affinetermstructure.cpp (1.15),
	ql/TermStructures/affinetermstructure.hpp (1.17),
	ql/TermStructures/compoundforward.cpp (1.28),
	ql/TermStructures/compoundforward.hpp (1.22),
	ql/TermStructures/discountcurve.cpp (1.22),
	ql/TermStructures/discountcurve.hpp (1.22),
	ql/TermStructures/drifttermstructure.hpp (1.7),
	ql/TermStructures/extendeddiscountcurve.cpp (1.4),
	ql/TermStructures/extendeddiscountcurve.hpp (1.6),
	ql/TermStructures/flatforward.hpp (1.30),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.16),
	ql/TermStructures/impliedtermstructure.hpp (1.15),
	ql/TermStructures/piecewiseflatforward.cpp (1.37),
	ql/TermStructures/piecewiseflatforward.hpp (1.33),
	ql/TermStructures/quantotermstructure.hpp (1.10),
	ql/TermStructures/ratehelpers.cpp (1.38),
	ql/TermStructures/ratehelpers.hpp (1.34),
	ql/TermStructures/zerocurve.cpp (1.7),
	ql/TermStructures/zerocurve.hpp (1.7),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.17),
	ql/Utilities/combiningiterator.hpp (1.12),
	ql/Utilities/couplingiterator.hpp (1.10),
	ql/Utilities/filteringiterator.hpp (1.10),
	ql/Utilities/iteratorcategories.hpp (1.10),
	ql/Utilities/processingiterator.hpp (1.11),
	ql/Utilities/steppingiterator.hpp (1.13),
	ql/Volatilities/blackconstantvol.hpp (1.19),
	ql/Volatilities/blackvariancecurve.cpp (1.5),
	ql/Volatilities/blackvariancecurve.hpp (1.25),
	ql/Volatilities/blackvariancesurface.cpp (1.5),
	ql/Volatilities/blackvariancesurface.hpp (1.27),
	ql/Volatilities/capflatvolvector.hpp (1.13),
	ql/Volatilities/impliedvoltermstructure.hpp (1.9),
	ql/Volatilities/localconstantvol.hpp (1.15),
	ql/Volatilities/localvolcurve.hpp (1.10),
	ql/Volatilities/localvolsurface.cpp (1.5),
	ql/Volatilities/localvolsurface.hpp (1.14),
	ql/Volatilities/swaptionvolmatrix.hpp (1.17),
	test-suite/barrieroption.cpp (1.12), test-suite/binaryoption.cpp
	(1.15), test-suite/capfloor.cpp (1.22),
	test-suite/compoundforward.cpp (1.8), test-suite/europeanoption.cpp
	(1.23), test-suite/piecewiseflatforward.cpp (1.12),
	test-suite/swap.cpp (1.13), test-suite/swaption.cpp (1.14),
	test-suite/termstructures.cpp (1.11):

	Inner namespaces are gone. Fake aliases are still provided for
	compatibility.

2003-11-11 09:31  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.10),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.43),
	Examples/EuropeanOption/EuropeanOption.cpp (1.90), ql/quantlib.hpp
	(1.129), ql/solver1d.hpp (1.17),
	ql/FiniteDifferences/onefactoroperator.cpp (1.17),
	ql/FiniteDifferences/onefactoroperator.hpp (1.17),
	ql/Instruments/capfloor.cpp (1.45),
	ql/Instruments/vanillaoption.cpp (1.29),
	ql/MonteCarlo/barrierpathpricer.cpp (1.6),
	ql/MonteCarlo/barrierpathpricer.hpp (1.5),
	ql/MonteCarlo/binarypathpricer.cpp (1.7),
	ql/MonteCarlo/binarypathpricer.hpp (1.4),
	ql/MonteCarlo/mctraits.hpp (1.8), ql/MonteCarlo/mctypedefs.hpp
	(1.27), ql/MonteCarlo/pathgenerator.hpp (1.42),
	ql/Optimization/armijo.cpp (1.16), ql/Optimization/armijo.hpp
	(1.17), ql/Optimization/conjugategradient.cpp (1.17),
	ql/Optimization/conjugategradient.hpp (1.16),
	ql/Optimization/constraint.hpp (1.15),
	ql/Optimization/costfunction.hpp (1.18),
	ql/Optimization/criteria.hpp (1.15),
	ql/Optimization/leastsquare.hpp (1.23),
	ql/Optimization/linesearch.hpp (1.16), ql/Optimization/method.hpp
	(1.8), ql/Optimization/problem.hpp (1.8),
	ql/Optimization/simplex.cpp (1.10), ql/Optimization/simplex.hpp
	(1.13), ql/Optimization/steepestdescent.cpp (1.15),
	ql/Optimization/steepestdescent.hpp (1.17),
	ql/Pricers/analyticalcapfloor.hpp (1.18),
	ql/Pricers/jamshidianswaption.cpp (1.21),
	ql/Pricers/jamshidianswaption.hpp (1.17),
	ql/Pricers/singleassetoption.cpp (1.24),
	ql/Pricers/treecapfloor.cpp (1.28), ql/Pricers/treecapfloor.hpp
	(1.22), ql/Pricers/treeswaption.cpp (1.35),
	ql/Pricers/treeswaption.hpp (1.25),
	ql/PricingEngines/americanmcengines.cpp (1.8),
	ql/PricingEngines/barrierengines.hpp (1.13),
	ql/PricingEngines/binaryengines.hpp (1.11),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.7),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.13),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.13),
	ql/RandomNumbers/haltonrsg.cpp (1.12),
	ql/RandomNumbers/haltonrsg.hpp (1.11),
	ql/RandomNumbers/inversecumgaussianrng.hpp (1.11),
	ql/RandomNumbers/inversecumgaussianrsg.hpp (1.10),
	ql/RandomNumbers/knuthuniformrng.cpp (1.10),
	ql/RandomNumbers/knuthuniformrng.hpp (1.14),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.10),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.12),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.8),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.12),
	ql/RandomNumbers/randomarraygenerator.hpp (1.20),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.10),
	ql/RandomNumbers/rngtypedefs.hpp (1.23),
	ql/RandomNumbers/sobolrsg.cpp (1.23), ql/RandomNumbers/sobolrsg.hpp
	(1.12), ql/ShortRateModels/calibrationhelper.cpp (1.8),
	ql/ShortRateModels/calibrationhelper.hpp (1.14),
	ql/ShortRateModels/model.cpp (1.16), ql/ShortRateModels/model.hpp
	(1.22), ql/ShortRateModels/onefactormodel.cpp (1.13),
	ql/ShortRateModels/onefactormodel.hpp (1.13),
	ql/ShortRateModels/parameter.hpp (1.13),
	ql/ShortRateModels/twofactormodel.cpp (1.9),
	ql/ShortRateModels/twofactormodel.hpp (1.9),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.25),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.12),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.22),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.10),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.13),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.10),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.17),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.14),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.15),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.16), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.14),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.15),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.9),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.9),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.14),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.15),
	ql/Solvers1D/bisection.hpp (1.12), ql/Solvers1D/brent.hpp (1.12),
	ql/Solvers1D/falseposition.hpp (1.12), ql/Solvers1D/newton.hpp
	(1.13), ql/Solvers1D/newtonsafe.hpp (1.13), ql/Solvers1D/ridder.hpp
	(1.12), ql/Solvers1D/secant.hpp (1.12),
	ql/TermStructures/affinetermstructure.cpp (1.14),
	ql/TermStructures/affinetermstructure.hpp (1.16),
	ql/TermStructures/piecewiseflatforward.cpp (1.36),
	test-suite/lowdiscrepancysequences.cpp (1.38),
	test-suite/mersennetwister.cpp (1.10), test-suite/old_pricers.cpp
	(1.24), test-suite/riskstats.cpp (1.26), test-suite/solvers.cpp
	(1.7):

	More inner namespaces are goners

2003-11-10 12:59  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.9),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.42),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.28),
	Examples/EuropeanOption/EuropeanOption.cpp (1.89),
	ql/blackmodel.hpp (1.12), ql/calendar.hpp (1.28),
	ql/capvolstructures.hpp (1.8), ql/cashflow.hpp (1.15),
	ql/daycounter.hpp (1.23), ql/index.hpp (1.15), ql/instrument.hpp
	(1.24), ql/marketelement.hpp (1.15), ql/pricingengine.hpp (1.11),
	ql/quantlib.hpp (1.128), ql/relinkablehandle.hpp (1.17),
	ql/solver1d.hpp (1.16), ql/swaptionvolstructure.hpp (1.9),
	ql/termstructure.hpp (1.35), ql/voltermstructure.hpp (1.16),
	ql/CashFlows/basispointsensitivity.hpp (1.12),
	ql/CashFlows/coupon.hpp (1.18), ql/CashFlows/fixedratecoupon.hpp
	(1.20), ql/CashFlows/floatingratecoupon.hpp (1.29),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.10),
	ql/CashFlows/indexedcoupon.hpp (1.10), ql/CashFlows/parcoupon.hpp
	(1.8), ql/CashFlows/shortfloatingcoupon.hpp (1.15),
	ql/CashFlows/simplecashflow.hpp (1.13),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.10), ql/Indexes/xibor.hpp
	(1.20), ql/Instruments/barrieroption.cpp (1.8),
	ql/Instruments/binaryoption.cpp (1.7), ql/Instruments/capfloor.cpp
	(1.44), ql/Lattices/binomialtree.cpp (1.15),
	ql/Lattices/binomialtree.hpp (1.12), ql/Lattices/bsmlattice.cpp
	(1.10), ql/Lattices/bsmlattice.hpp (1.8), ql/Lattices/lattice.cpp
	(1.13), ql/Lattices/lattice.hpp (1.9), ql/Lattices/lattice2d.cpp
	(1.9), ql/Lattices/lattice2d.hpp (1.8), ql/Lattices/tree.hpp
	(1.20), ql/Lattices/trinomialtree.cpp (1.18),
	ql/Lattices/trinomialtree.hpp (1.11),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.14),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.14),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.16),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.11),
	ql/MonteCarlo/barrierpathpricer.cpp (1.5),
	ql/MonteCarlo/barrierpathpricer.hpp (1.4),
	ql/MonteCarlo/basketpathpricer.cpp (1.26),
	ql/MonteCarlo/basketpathpricer.hpp (1.22),
	ql/MonteCarlo/biasedbarrierpathpricer.cpp (1.5),
	ql/MonteCarlo/biasedbarrierpathpricer.hpp (1.4),
	ql/MonteCarlo/binarypathpricer.cpp (1.6),
	ql/MonteCarlo/binarypathpricer.hpp (1.3),
	ql/MonteCarlo/brownianbridge.hpp (1.10),
	ql/MonteCarlo/cliquetoptionpathpricer.cpp (1.17),
	ql/MonteCarlo/cliquetoptionpathpricer.hpp (1.11),
	ql/MonteCarlo/europeanpathpricer.cpp (1.22),
	ql/MonteCarlo/europeanpathpricer.hpp (1.21),
	ql/MonteCarlo/everestpathpricer.cpp (1.20),
	ql/MonteCarlo/everestpathpricer.hpp (1.17),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.16),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.14),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.19),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.11),
	ql/MonteCarlo/getcovariance.hpp (1.15),
	ql/MonteCarlo/himalayapathpricer.cpp (1.24),
	ql/MonteCarlo/himalayapathpricer.hpp (1.18),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.13),
	ql/MonteCarlo/maxbasketpathpricer.hpp (1.11),
	ql/MonteCarlo/mctraits.hpp (1.7), ql/MonteCarlo/mctypedefs.hpp
	(1.26), ql/MonteCarlo/montecarlomodel.hpp (1.28),
	ql/MonteCarlo/multipath.hpp (1.18),
	ql/MonteCarlo/multipathgenerator.hpp (1.36),
	ql/MonteCarlo/pagodapathpricer.cpp (1.20),
	ql/MonteCarlo/pagodapathpricer.hpp (1.19), ql/MonteCarlo/path.hpp
	(1.18), ql/MonteCarlo/pathgenerator.hpp (1.41),
	ql/MonteCarlo/pathpricer.hpp (1.17),
	ql/MonteCarlo/performanceoptionpathpricer.cpp (1.11),
	ql/MonteCarlo/performanceoptionpathpricer.hpp (1.13),
	ql/MonteCarlo/sample.hpp (1.11), ql/Optimization/constraint.hpp
	(1.14), ql/Patterns/bridge.hpp (1.7),
	ql/Patterns/curiouslyrecurring.hpp (1.3),
	ql/Patterns/lazyobject.hpp (1.7), ql/Patterns/observable.hpp
	(1.16), ql/Patterns/visitor.hpp (1.6),
	ql/Pricers/analyticalcapfloor.cpp (1.22),
	ql/Pricers/analyticalcapfloor.hpp (1.17),
	ql/Pricers/blackcapfloor.cpp (1.18), ql/Pricers/blackcapfloor.hpp
	(1.12), ql/Pricers/blackswaption.cpp (1.12),
	ql/Pricers/blackswaption.hpp (1.10), ql/Pricers/capfloorpricer.cpp
	(1.12), ql/Pricers/capfloorpricer.hpp (1.15),
	ql/Pricers/cliquetoption.cpp (1.16), ql/Pricers/cliquetoption.hpp
	(1.15), ql/Pricers/continuousgeometricapo.hpp (1.11),
	ql/Pricers/discretegeometricapo.cpp (1.14),
	ql/Pricers/discretegeometricapo.hpp (1.12),
	ql/Pricers/discretegeometricaso.cpp (1.14),
	ql/Pricers/discretegeometricaso.hpp (1.12),
	ql/Pricers/europeanoption.cpp (1.17), ql/Pricers/europeanoption.hpp
	(1.19), ql/Pricers/fdamericanoption.hpp (1.12),
	ql/Pricers/fdbermudanoption.cpp (1.11),
	ql/Pricers/fdbermudanoption.hpp (1.8), ql/Pricers/fdbsmoption.cpp
	(1.17), ql/Pricers/fdbsmoption.hpp (1.16),
	ql/Pricers/fddividendamericanoption.cpp (1.8),
	ql/Pricers/fddividendamericanoption.hpp (1.8),
	ql/Pricers/fddividendeuropeanoption.cpp (1.9),
	ql/Pricers/fddividendeuropeanoption.hpp (1.11),
	ql/Pricers/fddividendoption.cpp (1.14),
	ql/Pricers/fddividendoption.hpp (1.8),
	ql/Pricers/fddividendshoutoption.cpp (1.12),
	ql/Pricers/fddividendshoutoption.hpp (1.10),
	ql/Pricers/fdeuropean.cpp (1.15), ql/Pricers/fdeuropean.hpp (1.13),
	ql/Pricers/fdmultiperiodoption.cpp (1.17),
	ql/Pricers/fdmultiperiodoption.hpp (1.11),
	ql/Pricers/fdshoutoption.hpp (1.11),
	ql/Pricers/fdstepconditionoption.cpp (1.14),
	ql/Pricers/fdstepconditionoption.hpp (1.10),
	ql/Pricers/jamshidianswaption.cpp (1.20),
	ql/Pricers/jamshidianswaption.hpp (1.16), ql/Pricers/mcbasket.cpp
	(1.22), ql/Pricers/mcbasket.hpp (1.21),
	ql/Pricers/mccliquetoption.cpp (1.17),
	ql/Pricers/mccliquetoption.hpp (1.15),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.20),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.17),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.21),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.18),
	ql/Pricers/mceverest.cpp (1.25), ql/Pricers/mceverest.hpp (1.20),
	ql/Pricers/mchimalaya.cpp (1.25), ql/Pricers/mchimalaya.hpp (1.20),
	ql/Pricers/mcmaxbasket.cpp (1.22), ql/Pricers/mcmaxbasket.hpp
	(1.20), ql/Pricers/mcpagoda.cpp (1.24), ql/Pricers/mcpagoda.hpp
	(1.21), ql/Pricers/mcperformanceoption.cpp (1.16),
	ql/Pricers/mcperformanceoption.hpp (1.13), ql/Pricers/mcpricer.hpp
	(1.27), ql/Pricers/performanceoption.cpp (1.7),
	ql/Pricers/performanceoption.hpp (1.7),
	ql/Pricers/singleassetoption.cpp (1.23),
	ql/Pricers/singleassetoption.hpp (1.28),
	ql/Pricers/swaptionpricer.cpp (1.14), ql/Pricers/swaptionpricer.hpp
	(1.21), ql/Pricers/treecapfloor.cpp (1.27),
	ql/Pricers/treecapfloor.hpp (1.21), ql/Pricers/treeswaption.cpp
	(1.34), ql/Pricers/treeswaption.hpp (1.24),
	ql/PricingEngines/Makefile.am (1.27),
	ql/PricingEngines/americanmcengines.cpp (1.7),
	ql/PricingEngines/americanmcengines.hpp (1.5),
	ql/PricingEngines/analyticamericanbinaryengine.cpp (1.9),
	ql/PricingEngines/analyticbarrierengine.cpp (1.5),
	ql/PricingEngines/analyticeuropeanbinaryengine.cpp (1.4),
	ql/PricingEngines/analyticeuropeanengine.cpp (1.12),
	ql/PricingEngines/barrierengines.hpp (1.12),
	ql/PricingEngines/binaryengines.hpp (1.10),
	ql/PricingEngines/binomialvanillaengine.cpp (1.11),
	ql/PricingEngines/cliquetengines.hpp (1.15),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.23),
	ql/PricingEngines/discretizedvanillaoption.hpp (1.19),
	ql/PricingEngines/forwardengines.hpp (1.23),
	ql/PricingEngines/genericengine.hpp (1.13),
	ql/PricingEngines/integralengines.cpp (1.10),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.6),
	ql/PricingEngines/mcengine.hpp (1.39),
	ql/PricingEngines/mceuropeanengine.hpp (1.4),
	ql/PricingEngines/quantoengines.hpp (1.22),
	ql/PricingEngines/vanillaengines.hpp (1.35),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.12),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.12),
	ql/RandomNumbers/haltonrsg.hpp (1.10),
	ql/RandomNumbers/inversecumgaussianrng.hpp (1.10),
	ql/RandomNumbers/inversecumgaussianrsg.hpp (1.9),
	ql/RandomNumbers/knuthuniformrng.hpp (1.13),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.11),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.11),
	ql/RandomNumbers/randomarraygenerator.hpp (1.19),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.9),
	ql/RandomNumbers/rngtypedefs.hpp (1.22),
	ql/RandomNumbers/sobolrsg.hpp (1.11),
	ql/ShortRateModels/calibrationhelper.hpp (1.13),
	ql/ShortRateModels/model.hpp (1.21),
	ql/ShortRateModels/onefactormodel.cpp (1.12),
	ql/ShortRateModels/onefactormodel.hpp (1.12),
	ql/ShortRateModels/parameter.hpp (1.12),
	ql/ShortRateModels/twofactormodel.cpp (1.8),
	ql/ShortRateModels/twofactormodel.hpp (1.8),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.24),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.21),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.12),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.9),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.16),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.13),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.14),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.15), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.13),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.14),
	ql/TermStructures/affinetermstructure.hpp (1.15),
	ql/TermStructures/compoundforward.hpp (1.21),
	ql/TermStructures/drifttermstructure.hpp (1.6),
	ql/TermStructures/extendeddiscountcurve.hpp (1.5),
	ql/TermStructures/flatforward.hpp (1.29),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.15),
	ql/TermStructures/impliedtermstructure.hpp (1.14),
	ql/TermStructures/piecewiseflatforward.hpp (1.32),
	ql/TermStructures/quantotermstructure.hpp (1.9),
	ql/TermStructures/ratehelpers.hpp (1.33),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.16),
	ql/Volatilities/blackconstantvol.hpp (1.18),
	ql/Volatilities/blackvariancecurve.hpp (1.24),
	ql/Volatilities/blackvariancesurface.hpp (1.26),
	ql/Volatilities/impliedvoltermstructure.hpp (1.8),
	ql/Volatilities/localconstantvol.hpp (1.14),
	ql/Volatilities/localvolcurve.hpp (1.9),
	ql/Volatilities/localvolsurface.cpp (1.4),
	ql/Volatilities/localvolsurface.hpp (1.13),
	test-suite/barrieroption.cpp (1.11), test-suite/binaryoption.cpp
	(1.14), test-suite/capfloor.cpp (1.21), test-suite/covariance.cpp
	(1.10), test-suite/europeanoption.cpp (1.22),
	test-suite/old_pricers.cpp (1.23), test-suite/swaption.cpp (1.13),
	test-suite/utilities.hpp (1.5):

	Nuked a few namespaces more

2003-11-07 18:09  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.8),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.27),
	Examples/EuropeanOption/EuropeanOption.cpp (1.88), ql/array.hpp
	(1.20), ql/blackmodel.hpp (1.11), ql/dataformatters.cpp (1.26),
	ql/dataformatters.hpp (1.23), ql/quantlib.hpp (1.127),
	ql/Lattices/lattice2d.hpp (1.7),
	ql/Math/bicubicsplineinterpolation.hpp (1.10),
	ql/Math/bilinearinterpolation.hpp (1.17),
	ql/Math/chisquaredistribution.cpp (1.9),
	ql/Math/chisquaredistribution.hpp (1.9), ql/Math/cubicspline.hpp
	(1.31), ql/Math/discrepancystatistics.cpp (1.6),
	ql/Math/discrepancystatistics.hpp (1.11), ql/Math/errorfunction.cpp
	(1.5), ql/Math/errorfunction.hpp (1.5), ql/Math/functional.hpp
	(1.4), ql/Math/gammadistribution.cpp (1.7),
	ql/Math/gammadistribution.hpp (1.7), ql/Math/gaussianstatistics.hpp
	(1.9), ql/Math/generalstatistics.cpp (1.9),
	ql/Math/generalstatistics.hpp (1.9),
	ql/Math/incrementalstatistics.cpp (1.7),
	ql/Math/incrementalstatistics.hpp (1.5), ql/Math/interpolation.hpp
	(1.20), ql/Math/interpolation2D.hpp (1.14),
	ql/Math/interpolationtraits.hpp (1.5), ql/Math/kronrodintegral.hpp
	(1.5), ql/Math/lexicographicalview.hpp (1.12),
	ql/Math/linearinterpolation.hpp (1.17),
	ql/Math/loglinearinterpolation.hpp (1.19), ql/Math/matrix.cpp
	(1.16), ql/Math/matrix.hpp (1.18),
	ql/Math/multivariateaccumulator.cpp (1.18),
	ql/Math/multivariateaccumulator.hpp (1.19),
	ql/Math/normaldistribution.cpp (1.22),
	ql/Math/normaldistribution.hpp (1.25), ql/Math/primenumbers.cpp
	(1.11), ql/Math/primenumbers.hpp (1.9), ql/Math/riskstatistics.hpp
	(1.7), ql/Math/segmentintegral.hpp (1.21),
	ql/Math/sequencestatistics.hpp (1.22), ql/Math/simpsonintegral.hpp
	(1.3), ql/Math/statistics.hpp (1.28), ql/Math/svd.cpp (1.4),
	ql/Math/svd.hpp (1.4), ql/Math/symmetriceigenvalues.hpp (1.12),
	ql/Math/symmetricschurdecomposition.cpp (1.12),
	ql/Math/symmetricschurdecomposition.hpp (1.12),
	ql/Math/trapezoidintegral.hpp (1.3),
	ql/MonteCarlo/getcovariance.hpp (1.14), ql/MonteCarlo/mctraits.hpp
	(1.6), ql/MonteCarlo/montecarlomodel.hpp (1.27),
	ql/MonteCarlo/multipathgenerator.hpp (1.35),
	ql/Optimization/leastsquare.hpp (1.22),
	ql/Pricers/discretegeometricapo.cpp (1.13),
	ql/Pricers/discretegeometricapo.hpp (1.11),
	ql/Pricers/discretegeometricaso.cpp (1.13),
	ql/Pricers/discretegeometricaso.hpp (1.11),
	ql/Pricers/europeanoption.cpp (1.16), ql/Pricers/europeanoption.hpp
	(1.18), ql/Pricers/fddividendoption.cpp (1.13),
	ql/Pricers/mcbasket.cpp (1.21), ql/Pricers/mcbasket.hpp (1.20),
	ql/Pricers/mccliquetoption.cpp (1.16),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.19),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.20),
	ql/Pricers/mceverest.cpp (1.24), ql/Pricers/mceverest.hpp (1.19),
	ql/Pricers/mchimalaya.cpp (1.24), ql/Pricers/mchimalaya.hpp (1.19),
	ql/Pricers/mcmaxbasket.cpp (1.21), ql/Pricers/mcmaxbasket.hpp
	(1.19), ql/Pricers/mcpagoda.cpp (1.23), ql/Pricers/mcpagoda.hpp
	(1.20), ql/Pricers/mcperformanceoption.cpp (1.15),
	ql/Pricers/mcpricer.hpp (1.26),
	ql/PricingEngines/americanmcengines.cpp (1.6),
	ql/PricingEngines/analyticamericanbinaryengine.cpp (1.8),
	ql/PricingEngines/analyticeuropeanbinaryengine.cpp (1.3),
	ql/PricingEngines/analyticeuropeanengine.cpp (1.11),
	ql/PricingEngines/barrierengines.hpp (1.11),
	ql/PricingEngines/binaryengines.hpp (1.9),
	ql/PricingEngines/integralengines.cpp (1.9),
	ql/PricingEngines/mcengine.hpp (1.38),
	ql/PricingEngines/mceuropeanengine.hpp (1.3),
	ql/PricingEngines/vanillaengines.hpp (1.34),
	ql/RandomNumbers/haltonrsg.cpp (1.11),
	ql/RandomNumbers/randomarraygenerator.hpp (1.18),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.15),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.13), ql/ShortRateModels/TwoFactorModels/g2.cpp (1.13),
	ql/TermStructures/compoundforward.cpp (1.27),
	ql/TermStructures/compoundforward.hpp (1.20),
	ql/TermStructures/discountcurve.hpp (1.21),
	ql/TermStructures/zerocurve.hpp (1.6),
	ql/Volatilities/blackvariancecurve.cpp (1.4),
	ql/Volatilities/blackvariancecurve.hpp (1.23),
	ql/Volatilities/blackvariancesurface.cpp (1.4),
	ql/Volatilities/blackvariancesurface.hpp (1.25),
	ql/Volatilities/capflatvolvector.hpp (1.12),
	ql/Volatilities/swaptionvolmatrix.hpp (1.16),
	test-suite/binaryoption.cpp (1.13), test-suite/covariance.cpp
	(1.9), test-suite/distributions.cpp (1.10),
	test-suite/integrals.cpp (1.7),
	test-suite/lowdiscrepancysequences.cpp (1.37),
	test-suite/matrices.cpp (1.5), test-suite/old_pricers.cpp (1.22),
	test-suite/operators.cpp (1.8), test-suite/riskstats.cpp (1.25),
	test-suite/stats.cpp (1.16):

	Removed the Math namespace

2003-11-07 16:56  Ferdinando Ametrano

	* Authors.txt (1.11.2.2), Docs/pages/authors.docs (1.24.2.3):

	final update (at least for me)

2003-11-07 16:22  Ferdinando Ametrano

	* News.txt (1.32.2.2), Docs/pages/history.docs (1.12.2.1):

	final update (at least for me)

2003-11-07 16:11  Ferdinando Ametrano

	* QuantLib.dsp (1.184.2.1), QuantLib.mak (1.171.2.1):

	Intel OnTheEdgeRelease Win32 configuration removed

2003-11-07 13:52  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.7),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.41),
	Examples/EuropeanOption/EuropeanOption.cpp (1.87),
	Examples/Swap/swapvaluation.cpp (1.40), ql/instrument.hpp (1.23),
	ql/quantlib.hpp (1.126), ql/Instruments/barrieroption.cpp (1.7),
	ql/Instruments/barrieroption.hpp (1.10),
	ql/Instruments/binaryoption.cpp (1.6),
	ql/Instruments/binaryoption.hpp (1.7), ql/Instruments/capfloor.cpp
	(1.43), ql/Instruments/capfloor.hpp (1.42),
	ql/Instruments/cliquetoption.hpp (1.4),
	ql/Instruments/forwardvanillaoption.cpp (1.17),
	ql/Instruments/forwardvanillaoption.hpp (1.14),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.11),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.9),
	ql/Instruments/quantovanillaoption.cpp (1.18),
	ql/Instruments/quantovanillaoption.hpp (1.15),
	ql/Instruments/simpleswap.cpp (1.36), ql/Instruments/simpleswap.hpp
	(1.36), ql/Instruments/stock.cpp (1.13), ql/Instruments/stock.hpp
	(1.12), ql/Instruments/swap.cpp (1.27), ql/Instruments/swap.hpp
	(1.22), ql/Instruments/swaption.cpp (1.37),
	ql/Instruments/swaption.hpp (1.31),
	ql/Instruments/vanillaoption.cpp (1.28),
	ql/Instruments/vanillaoption.hpp (1.28),
	ql/Pricers/analyticalcapfloor.cpp (1.21),
	ql/Pricers/analyticalcapfloor.hpp (1.16),
	ql/Pricers/blackcapfloor.cpp (1.17), ql/Pricers/blackcapfloor.hpp
	(1.11), ql/Pricers/blackswaption.hpp (1.9),
	ql/Pricers/capfloorpricer.cpp (1.11), ql/Pricers/capfloorpricer.hpp
	(1.14), ql/Pricers/jamshidianswaption.cpp (1.19),
	ql/Pricers/jamshidianswaption.hpp (1.15),
	ql/Pricers/swaptionpricer.hpp (1.20), ql/Pricers/treecapfloor.cpp
	(1.26), ql/Pricers/treecapfloor.hpp (1.20),
	ql/Pricers/treeswaption.cpp (1.33), ql/Pricers/treeswaption.hpp
	(1.23), ql/PricingEngines/barrierengines.hpp (1.10),
	ql/PricingEngines/binaryengines.hpp (1.8),
	ql/PricingEngines/cliquetengines.hpp (1.14),
	ql/PricingEngines/discretizedvanillaoption.hpp (1.18),
	ql/PricingEngines/forwardengines.hpp (1.22),
	ql/PricingEngines/mcengine.hpp (1.37),
	ql/PricingEngines/quantoengines.hpp (1.21),
	ql/PricingEngines/vanillaengines.hpp (1.33),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.23),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.11),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.20),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.9),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.12),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.14),
	ql/TermStructures/ratehelpers.cpp (1.37),
	ql/TermStructures/ratehelpers.hpp (1.32),
	test-suite/barrieroption.cpp (1.10), test-suite/binaryoption.cpp
	(1.12), test-suite/capfloor.cpp (1.20),
	test-suite/compoundforward.cpp (1.7), test-suite/europeanoption.cpp
	(1.21), test-suite/instruments.cpp (1.7),
	test-suite/piecewiseflatforward.cpp (1.11), test-suite/swap.cpp
	(1.12), test-suite/swaption.cpp (1.12):

	Removed the Instruments namespace

2003-11-07 11:46  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.40),
	Examples/Swap/swapvaluation.cpp (1.39), ql/index.hpp (1.14),
	ql/quantlib.hpp (1.125), ql/CashFlows/cashflowvectors.cpp (1.29),
	ql/CashFlows/cashflowvectors.hpp (1.24),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.9),
	ql/CashFlows/indexcashflowvectors.hpp (1.12),
	ql/CashFlows/indexedcoupon.hpp (1.9), ql/CashFlows/parcoupon.cpp
	(1.6), ql/CashFlows/parcoupon.hpp (1.7),
	ql/CashFlows/shortfloatingcoupon.cpp (1.13),
	ql/CashFlows/shortfloatingcoupon.hpp (1.14),
	ql/CashFlows/shortindexedcoupon.hpp (1.8),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.9),
	ql/Indexes/audlibor.hpp (1.12), ql/Indexes/cadlibor.hpp (1.12),
	ql/Indexes/chflibor.hpp (1.10), ql/Indexes/euribor.hpp (1.16),
	ql/Indexes/gbplibor.hpp (1.16), ql/Indexes/jpylibor.hpp (1.11),
	ql/Indexes/usdlibor.hpp (1.16), ql/Indexes/xibor.cpp (1.15),
	ql/Indexes/xibor.hpp (1.19), ql/Indexes/xibormanager.cpp (1.14),
	ql/Indexes/xibormanager.hpp (1.14), ql/Indexes/zarlibor.hpp (1.10),
	ql/Instruments/simpleswap.cpp (1.35), ql/Instruments/simpleswap.hpp
	(1.35), ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.22),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.10),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.19),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.8),
	ql/TermStructures/ratehelpers.cpp (1.36), test-suite/capfloor.cpp
	(1.19), test-suite/compoundforward.cpp (1.6),
	test-suite/piecewiseflatforward.cpp (1.10), test-suite/swap.cpp
	(1.11), test-suite/swaption.cpp (1.11):

	Removed the Indexes namespace

2003-11-07 11:18  Ferdinando Ametrano

	* Docs/pages/: authors.docs (1.24.2.2), license.docs (1.14.10.1),
	platforms.docs (1.9.2.1):

	updated

2003-11-07 10:34  Luigi Ballabio

	* ql/Pricers/fdbsmoption.cpp (1.16):

	Fixes (?) for VC++

2003-11-07 10:15  Luigi Ballabio

	* ql/quantlib.hpp (1.124),
	ql/FiniteDifferences/americancondition.hpp (1.17),
	ql/FiniteDifferences/boundarycondition.cpp (1.6),
	ql/FiniteDifferences/boundarycondition.hpp (1.12),
	ql/FiniteDifferences/bsmoperator.cpp (1.14),
	ql/FiniteDifferences/bsmoperator.hpp (1.14),
	ql/FiniteDifferences/cranknicolson.hpp (1.18),
	ql/FiniteDifferences/dminus.hpp (1.13),
	ql/FiniteDifferences/dplus.hpp (1.13),
	ql/FiniteDifferences/dplusdminus.hpp (1.14),
	ql/FiniteDifferences/dzero.hpp (1.13),
	ql/FiniteDifferences/expliciteuler.hpp (1.14),
	ql/FiniteDifferences/fdtypedefs.hpp (1.11),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.24),
	ql/FiniteDifferences/impliciteuler.hpp (1.13),
	ql/FiniteDifferences/mixedscheme.hpp (1.10),
	ql/FiniteDifferences/onefactoroperator.cpp (1.16),
	ql/FiniteDifferences/onefactoroperator.hpp (1.16),
	ql/FiniteDifferences/shoutcondition.hpp (1.16),
	ql/FiniteDifferences/stepcondition.hpp (1.12),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.23),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.28),
	ql/FiniteDifferences/valueatcenter.cpp (1.14),
	ql/FiniteDifferences/valueatcenter.hpp (1.10),
	ql/Math/cubicspline.hpp (1.30), ql/Pricers/fdamericanoption.hpp
	(1.11), ql/Pricers/fdbermudanoption.cpp (1.10),
	ql/Pricers/fdbsmoption.cpp (1.15), ql/Pricers/fdbsmoption.hpp
	(1.15), ql/Pricers/fddividendoption.cpp (1.12),
	ql/Pricers/fddividendshoutoption.cpp (1.11),
	ql/Pricers/fdeuropean.cpp (1.14),
	ql/Pricers/fdmultiperiodoption.cpp (1.16),
	ql/Pricers/fdmultiperiodoption.hpp (1.10),
	ql/Pricers/fdshoutoption.hpp (1.10),
	ql/Pricers/fdstepconditionoption.cpp (1.13),
	ql/Pricers/fdstepconditionoption.hpp (1.9),
	test-suite/operators.cpp (1.7):

	Removed the FiniteDifferences namespace

2003-11-06 16:13  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.6),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.39),
	Examples/EuropeanOption/EuropeanOption.cpp (1.86),
	Examples/Swap/swapvaluation.cpp (1.38), ql/daycounter.hpp (1.22),
	ql/quantlib.hpp (1.123), ql/DayCounters/actual360.hpp (1.15),
	ql/DayCounters/actual365.hpp (1.15),
	ql/DayCounters/actualactual.cpp (1.21),
	ql/DayCounters/actualactual.hpp (1.19),
	ql/DayCounters/simpledaycounter.cpp (1.3),
	ql/DayCounters/simpledaycounter.hpp (1.3),
	ql/DayCounters/thirty360.cpp (1.14), ql/DayCounters/thirty360.hpp
	(1.18), ql/Indexes/audlibor.hpp (1.11), ql/Indexes/cadlibor.hpp
	(1.11), ql/Indexes/chflibor.hpp (1.9), ql/Indexes/euribor.hpp
	(1.15), ql/Indexes/gbplibor.hpp (1.15), ql/Indexes/jpylibor.hpp
	(1.10), ql/Indexes/usdlibor.hpp (1.15), ql/Indexes/zarlibor.hpp
	(1.9), ql/TermStructures/discountcurve.hpp (1.20),
	ql/TermStructures/extendeddiscountcurve.hpp (1.4),
	ql/TermStructures/flatforward.hpp (1.28),
	ql/TermStructures/zerocurve.hpp (1.5),
	ql/Volatilities/blackconstantvol.hpp (1.17),
	ql/Volatilities/blackvariancecurve.hpp (1.22),
	ql/Volatilities/blackvariancesurface.hpp (1.24),
	ql/Volatilities/capflatvolvector.hpp (1.11),
	ql/Volatilities/localconstantvol.hpp (1.13),
	ql/Volatilities/swaptionvolmatrix.hpp (1.15),
	test-suite/barrieroption.cpp (1.9), test-suite/binaryoption.cpp
	(1.11), test-suite/capfloor.cpp (1.18),
	test-suite/compoundforward.cpp (1.5), test-suite/daycounters.cpp
	(1.7), test-suite/europeanoption.cpp (1.20),
	test-suite/piecewiseflatforward.cpp (1.9), test-suite/swap.cpp
	(1.10), test-suite/swaption.cpp (1.10),
	test-suite/termstructures.cpp (1.10):

	Removed the DayCounters namespace

2003-11-06 14:04  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.38),
	ql/cashflow.hpp (1.14), ql/quantlib.hpp (1.122),
	ql/CashFlows/basispointsensitivity.cpp (1.4),
	ql/CashFlows/basispointsensitivity.hpp (1.11),
	ql/CashFlows/cashflowvectors.cpp (1.28),
	ql/CashFlows/cashflowvectors.hpp (1.23), ql/CashFlows/coupon.hpp
	(1.17), ql/CashFlows/fixedratecoupon.hpp (1.19),
	ql/CashFlows/floatingratecoupon.hpp (1.28),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.8),
	ql/CashFlows/indexcashflowvectors.hpp (1.11),
	ql/CashFlows/indexedcoupon.hpp (1.8), ql/CashFlows/parcoupon.cpp
	(1.5), ql/CashFlows/parcoupon.hpp (1.6),
	ql/CashFlows/shortfloatingcoupon.cpp (1.12),
	ql/CashFlows/shortfloatingcoupon.hpp (1.13),
	ql/CashFlows/shortindexedcoupon.hpp (1.7),
	ql/CashFlows/simplecashflow.hpp (1.12), ql/CashFlows/timebasket.cpp
	(1.3), ql/CashFlows/timebasket.hpp (1.5),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.8),
	ql/Instruments/capfloor.cpp (1.42), ql/Instruments/simpleswap.cpp
	(1.34), ql/Instruments/swap.cpp (1.26), ql/Instruments/swap.hpp
	(1.21), ql/Instruments/swaption.cpp (1.36),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.21),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.18),
	test-suite/capfloor.cpp (1.17):

	Removed the CashFlows namespace

2003-11-06 12:35  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.37),
	Examples/Swap/swapvaluation.cpp (1.37), ql/calendar.hpp (1.27),
	ql/quantlib.hpp (1.121), ql/Calendars/budapest.cpp (1.6),
	ql/Calendars/budapest.hpp (1.6), ql/Calendars/frankfurt.cpp (1.15),
	ql/Calendars/frankfurt.hpp (1.15), ql/Calendars/helsinki.cpp
	(1.14), ql/Calendars/helsinki.hpp (1.15),
	ql/Calendars/johannesburg.cpp (1.9), ql/Calendars/johannesburg.hpp
	(1.7), ql/Calendars/jointcalendar.cpp (1.6),
	ql/Calendars/jointcalendar.hpp (1.5), ql/Calendars/london.cpp
	(1.15), ql/Calendars/london.hpp (1.15), ql/Calendars/milan.cpp
	(1.14), ql/Calendars/milan.hpp (1.15), ql/Calendars/newyork.cpp
	(1.15), ql/Calendars/newyork.hpp (1.16),
	ql/Calendars/nullcalendar.hpp (1.3), ql/Calendars/oslo.cpp (1.6),
	ql/Calendars/oslo.hpp (1.6), ql/Calendars/stockholm.cpp (1.7),
	ql/Calendars/stockholm.hpp (1.6), ql/Calendars/sydney.cpp (1.7),
	ql/Calendars/sydney.hpp (1.7), ql/Calendars/target.cpp (1.15),
	ql/Calendars/target.hpp (1.16), ql/Calendars/tokyo.cpp (1.11),
	ql/Calendars/tokyo.hpp (1.8), ql/Calendars/toronto.cpp (1.7),
	ql/Calendars/toronto.hpp (1.7), ql/Calendars/warsaw.cpp (1.6),
	ql/Calendars/warsaw.hpp (1.6), ql/Calendars/wellington.cpp (1.15),
	ql/Calendars/wellington.hpp (1.15), ql/Calendars/zurich.cpp (1.14),
	ql/Calendars/zurich.hpp (1.15), ql/Indexes/audlibor.hpp (1.10),
	ql/Indexes/cadlibor.hpp (1.10), ql/Indexes/chflibor.hpp (1.8),
	ql/Indexes/euribor.hpp (1.14), ql/Indexes/gbplibor.hpp (1.14),
	ql/Indexes/jpylibor.hpp (1.9), ql/Indexes/usdlibor.hpp (1.14),
	ql/Indexes/xibor.hpp (1.18), ql/Indexes/zarlibor.hpp (1.8),
	test-suite/barrieroption.cpp (1.8), test-suite/binaryoption.cpp
	(1.10), test-suite/calendars.cpp (1.5), test-suite/capfloor.cpp
	(1.16), test-suite/compoundforward.cpp (1.4),
	test-suite/europeanoption.cpp (1.19),
	test-suite/piecewiseflatforward.cpp (1.8),
	test-suite/termstructures.cpp (1.9):

	Removed the Calendars namespace

2003-11-06 10:40  Ferdinando Ametrano

	* test-suite/Makefile.am (1.18.2.1):

	Win32 files missing from the distribution

2003-11-05 14:49  Luigi Ballabio

	* ql/CashFlows/cashflowvectors.cpp (1.27),
	ql/CashFlows/cashflowvectors.hpp (1.22),
	ql/CashFlows/indexcashflowvectors.hpp (1.10),
	ql/Instruments/simpleswap.cpp (1.33), ql/Instruments/simpleswap.hpp
	(1.34), test-suite/capfloor.cpp (1.15):

	Removed some more

2003-11-05 11:51  Luigi Ballabio

	* ql/: Makefile.am (1.41), quantlib.hpp (1.120), riskstatistics.hpp
	(1.21), Math/Makefile.am (1.25), Math/riskmeasures.hpp (1.20):

	More deprecated stuff goes

2003-11-05 10:22  Luigi Ballabio

	* ql/Instruments/barrieroption.cpp (1.6),
	ql/Instruments/barrieroption.hpp (1.9),
	ql/Instruments/binaryoption.cpp (1.5),
	ql/Instruments/binaryoption.hpp (1.6),
	ql/PricingEngines/analyticamericanbinaryengine.cpp (1.7),
	test-suite/barrieroption.cpp (1.7), test-suite/binaryoption.cpp
	(1.9):

	Defaults for barrier and binary engines

2003-11-05 09:13  Luigi Ballabio

	* ql/: scheduler.hpp (1.20), Instruments/capfloor.hpp (1.41):

	Removed deprecated typedefs

2003-11-04 18:47  Luigi Ballabio

	* ql/MonteCarlo/: europeanpathpricer.cpp (1.21),
	europeanpathpricer.hpp (1.20):

	More excess baggage left behind

2003-11-04 18:31  Luigi Ballabio

	* Examples/EuropeanOption/EuropeanOption.cpp (1.85),
	ql/quantlib.hpp (1.119), ql/Pricers/Makefile.am (1.36),
	ql/Pricers/makefile.mak (1.34), ql/Pricers/mceuropean.cpp (1.20),
	ql/Pricers/mceuropean.hpp (1.21), test-suite/old_pricers.cpp
	(1.21):

	Removed a deprecated pricer

2003-11-04 15:00  Luigi Ballabio

	* ql/quantlib.hpp (1.118), ql/Pricers/barrieroptionpricer.cpp
	(1.3), ql/Pricers/barrieroptionpricer.hpp (1.3),
	ql/Pricers/binaryoptionpricer.cpp (1.4),
	ql/Pricers/binaryoptionpricer.hpp (1.4), test-suite/old_pricers.cpp
	(1.20), test-suite/old_pricers.hpp (1.8):

	Removed a couple of deprecated pricers

2003-11-04 12:42  Luigi Ballabio

	* ql/TermStructures/flatforward.hpp (1.27):

	Added default day counter

2003-11-03 18:22  Ferdinando Ametrano

	* Contributors.txt (1.21.2.1):

	copyright update

2003-11-03 18:18  Ferdinando Ametrano

	* News.txt (1.32.2.1):

	typos fixed

2003-11-03 18:11  Ferdinando Ametrano

	* Authors.txt (1.11.2.1), Docs/pages/authors.docs (1.24.2.1):

	copyright update

2003-11-03 18:06  Ferdinando Ametrano

	* LICENSE.TXT (1.14.10.1):

	copyright update

2003-11-03 17:39  Luigi Ballabio

	* QuantLib.nsi (1.86), configure.ac (1.26), Docs/quantlib.doxy
	(1.75), dev_tools/version_number.txt (1.35), ql/qldefines.hpp
	(1.60):

	Bumped version number

2003-11-03 17:09  Luigi Ballabio

	* QuantLib.nsi (1.85), configure.ac (1.25), Docs/quantlib.doxy
	(1.74), dev_tools/version_number.txt (1.34), ql/qldefines.hpp
	(1.59):

	Bumped version number

2003-11-03 15:56  Ferdinando Ametrano

	* History.txt (1.20), News.txt (1.31), Docs/pages/history.docs
	(1.11):

	let's try for November 21th, QuantLib 3rd anniversary :)

2003-11-03 15:51  Ferdinando Ametrano

	* ChangeLog.txt (1.38):

	updated

2003-11-03 15:48  Ferdinando Ametrano

	* History.txt (1.19), News.txt (1.30), Docs/pages/history.docs
	(1.10), Docs/pages/platforms.docs (1.9), Docs/pages/usage.docs
	(1.12):

	initial doc update

2003-11-03 14:27  Luigi Ballabio

	* ql/ShortRateModels/model.hpp (1.20):

	Bug fix

2003-11-03 14:27  Ferdinando Ametrano

	* ql/scheduler.hpp (1.19):

	removing Borland warnings

2003-11-03 13:58  Ferdinando Ametrano

	* Examples/AmericanOption/.cvsignore (1.3),
	Examples/BermudanSwaption/.cvsignore (1.8),
	Examples/DiscreteHedging/.cvsignore (1.8),
	Examples/EuropeanOption/.cvsignore (1.8), Examples/Swap/.cvsignore
	(1.8), ql/.cvsignore (1.11), ql/Calendars/.cvsignore (1.7),
	ql/CashFlows/.cvsignore (1.7), ql/DayCounters/.cvsignore (1.7),
	ql/FiniteDifferences/.cvsignore (1.7), ql/Indexes/.cvsignore (1.7),
	ql/Instruments/.cvsignore (1.7), ql/Lattices/.cvsignore (1.7),
	ql/Math/.cvsignore (1.7), ql/MonteCarlo/.cvsignore (1.7),
	ql/Optimization/.cvsignore (1.7), ql/Pricers/.cvsignore (1.7),
	ql/PricingEngines/.cvsignore (1.7), ql/RandomNumbers/.cvsignore
	(1.7), ql/ShortRateModels/.cvsignore (1.7),
	ql/ShortRateModels/CalibrationHelpers/.cvsignore (1.7),
	ql/ShortRateModels/OneFactorModels/.cvsignore (1.7),
	ql/ShortRateModels/TwoFactorModels/.cvsignore (1.7),
	ql/Solvers1D/.cvsignore (1.7), ql/TermStructures/.cvsignore (1.7),
	ql/Volatilities/.cvsignore (1.2), test-suite/.cvsignore (1.11):

	Borland obj files ignored

2003-11-03 13:46  Ferdinando Ametrano

	* ql/: scheduler.hpp (1.18), CashFlows/basispointsensitivity.cpp
	(1.3):

	removing Borland warnings

2003-11-03 13:18  Ferdinando Ametrano

	* ChangeLog.txt (1.37):

	updated

2003-11-03 13:00  Ferdinando Ametrano

	* Docs/README.txt (1.23), ql/Instruments/barrieroption.hpp (1.8),
	ql/Instruments/binaryoption.hpp (1.5), ql/Instruments/capfloor.cpp
	(1.41), ql/Instruments/quantoforwardvanillaoption.cpp (1.10),
	ql/Instruments/swap.cpp (1.25), ql/Instruments/vanillaoption.hpp
	(1.27), ql/Math/interpolationtraits.hpp (1.4),
	ql/PricingEngines/binaryengines.hpp (1.7),
	ql/TermStructures/ratehelpers.hpp (1.31), test-suite/README.txt
	(1.3):

	pruned redundant header inclusions

2003-11-03 11:08  Ferdinando Ametrano

	* Authors.txt (1.11), Readme.txt (1.19), UFILE (1.3), configure.ac
	(1.24), quantlib.el (1.2), Docs/pages/authors.docs (1.24),
	Docs/pages/coreclasses.docs (1.7), Docs/pages/currencies.docs
	(1.6), Docs/pages/datetime.docs (1.6), Docs/pages/examples.docs
	(1.7), Docs/pages/findiff.docs (1.8), Docs/pages/fixedincome.docs
	(1.10), Docs/pages/history.docs (1.9), Docs/pages/index.docs (1.8),
	Docs/pages/install.docs (1.8), Docs/pages/instruments.docs (1.9),
	Docs/pages/lattices.docs (1.5), Docs/pages/math.docs (1.9),
	Docs/pages/mcarlo.docs (1.14), Docs/pages/overview.docs (1.8),
	Docs/pages/patterns.docs (1.5), Docs/pages/platforms.docs (1.8),
	Docs/pages/resources.docs (1.6), Docs/pages/termstructures.docs
	(1.5), Docs/pages/usage.docs (1.11), Docs/pages/utilities.docs
	(1.7), Docs/pages/where.docs (1.7),
	Examples/AmericanOption/AmericanOption.cpp (1.5),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.36),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.26),
	Examples/EuropeanOption/EuropeanOption.cpp (1.84),
	Examples/Swap/swapvaluation.cpp (1.36), dev_tools/update_copyright
	(1.2), ql/argsandresults.hpp (1.15), ql/array.hpp (1.19),
	ql/blackmodel.hpp (1.10), ql/calendar.cpp (1.16), ql/calendar.hpp
	(1.26), ql/capvolstructures.hpp (1.7), ql/cashflow.hpp (1.13),
	ql/config.ansi.hpp (1.21), ql/config.bcc.hpp (1.22),
	ql/config.msvc.hpp (1.39), ql/config.mwcw.hpp (1.20),
	ql/currency.hpp (1.10), ql/dataformatters.cpp (1.25),
	ql/dataformatters.hpp (1.22), ql/dataparsers.cpp (1.10),
	ql/dataparsers.hpp (1.9), ql/date.cpp (1.29), ql/date.hpp (1.24),
	ql/daycounter.hpp (1.21), ql/diffusionprocess.cpp (1.9),
	ql/diffusionprocess.hpp (1.25), ql/discretizedasset.cpp (1.4),
	ql/discretizedasset.hpp (1.4), ql/disposable.hpp (1.4),
	ql/errors.hpp (1.13), ql/exercise.cpp (1.5), ql/exercise.hpp
	(1.25), ql/grid.cpp (1.10), ql/grid.hpp (1.19), ql/handle.hpp
	(1.16), ql/history.hpp (1.17), ql/index.hpp (1.13),
	ql/instrument.hpp (1.22), ql/marketelement.hpp (1.14), ql/null.hpp
	(1.9), ql/numericalmethod.hpp (1.12), ql/option.hpp (1.19),
	ql/payoff.hpp (1.8), ql/pricingengine.hpp (1.10), ql/qldefines.hpp
	(1.58), ql/quantlib.hpp (1.117), ql/relinkablehandle.hpp (1.16),
	ql/riskstatistics.hpp (1.20), ql/scheduler.cpp (1.17),
	ql/scheduler.hpp (1.17), ql/solver1d.hpp (1.15),
	ql/swaptionvolstructure.hpp (1.8), ql/termstructure.hpp (1.34),
	ql/types.hpp (1.10), ql/voltermstructure.cpp (1.11),
	ql/voltermstructure.hpp (1.15), ql/Calendars/budapest.cpp (1.5),
	ql/Calendars/budapest.hpp (1.5), ql/Calendars/frankfurt.cpp (1.14),
	ql/Calendars/frankfurt.hpp (1.14), ql/Calendars/helsinki.cpp
	(1.13), ql/Calendars/helsinki.hpp (1.14),
	ql/Calendars/johannesburg.cpp (1.8), ql/Calendars/johannesburg.hpp
	(1.6), ql/Calendars/jointcalendar.cpp (1.5),
	ql/Calendars/jointcalendar.hpp (1.4), ql/Calendars/london.cpp
	(1.14), ql/Calendars/london.hpp (1.14), ql/Calendars/milan.cpp
	(1.13), ql/Calendars/milan.hpp (1.14), ql/Calendars/newyork.cpp
	(1.14), ql/Calendars/newyork.hpp (1.15),
	ql/Calendars/nullcalendar.hpp (1.2), ql/Calendars/oslo.cpp (1.5),
	ql/Calendars/oslo.hpp (1.5), ql/Calendars/stockholm.cpp (1.6),
	ql/Calendars/stockholm.hpp (1.5), ql/Calendars/sydney.cpp (1.6),
	ql/Calendars/sydney.hpp (1.6), ql/Calendars/target.cpp (1.14),
	ql/Calendars/target.hpp (1.15), ql/Calendars/tokyo.cpp (1.10),
	ql/Calendars/tokyo.hpp (1.7), ql/Calendars/toronto.cpp (1.6),
	ql/Calendars/toronto.hpp (1.6), ql/Calendars/warsaw.cpp (1.5),
	ql/Calendars/warsaw.hpp (1.5), ql/Calendars/wellington.cpp (1.14),
	ql/Calendars/wellington.hpp (1.14), ql/Calendars/zurich.cpp (1.13),
	ql/Calendars/zurich.hpp (1.14),
	ql/CashFlows/basispointsensitivity.cpp (1.2),
	ql/CashFlows/basispointsensitivity.hpp (1.10),
	ql/CashFlows/cashflowvectors.cpp (1.26),
	ql/CashFlows/cashflowvectors.hpp (1.21), ql/CashFlows/coupon.hpp
	(1.16), ql/CashFlows/fixedratecoupon.hpp (1.18),
	ql/CashFlows/floatingratecoupon.hpp (1.27),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.7),
	ql/CashFlows/indexcashflowvectors.hpp (1.9),
	ql/CashFlows/indexedcoupon.hpp (1.7), ql/CashFlows/parcoupon.cpp
	(1.4), ql/CashFlows/parcoupon.hpp (1.5),
	ql/CashFlows/shortfloatingcoupon.cpp (1.11),
	ql/CashFlows/shortfloatingcoupon.hpp (1.12),
	ql/CashFlows/shortindexedcoupon.hpp (1.6),
	ql/CashFlows/simplecashflow.hpp (1.11), ql/CashFlows/timebasket.cpp
	(1.2), ql/CashFlows/timebasket.hpp (1.4),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.7),
	ql/DayCounters/actual360.hpp (1.14), ql/DayCounters/actual365.hpp
	(1.14), ql/DayCounters/actualactual.cpp (1.20),
	ql/DayCounters/actualactual.hpp (1.18),
	ql/DayCounters/simpledaycounter.cpp (1.2),
	ql/DayCounters/simpledaycounter.hpp (1.2),
	ql/DayCounters/thirty360.cpp (1.13), ql/DayCounters/thirty360.hpp
	(1.17), ql/FiniteDifferences/americancondition.hpp (1.15),
	ql/FiniteDifferences/boundarycondition.cpp (1.5),
	ql/FiniteDifferences/boundarycondition.hpp (1.11),
	ql/FiniteDifferences/bsmoperator.cpp (1.13),
	ql/FiniteDifferences/bsmoperator.hpp (1.13),
	ql/FiniteDifferences/cranknicolson.hpp (1.17),
	ql/FiniteDifferences/dminus.hpp (1.12),
	ql/FiniteDifferences/dplus.hpp (1.12),
	ql/FiniteDifferences/dplusdminus.hpp (1.13),
	ql/FiniteDifferences/dzero.hpp (1.12),
	ql/FiniteDifferences/expliciteuler.hpp (1.13),
	ql/FiniteDifferences/fdtypedefs.hpp (1.10),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.23),
	ql/FiniteDifferences/impliciteuler.hpp (1.12),
	ql/FiniteDifferences/mixedscheme.hpp (1.9),
	ql/FiniteDifferences/onefactoroperator.cpp (1.15),
	ql/FiniteDifferences/onefactoroperator.hpp (1.15),
	ql/FiniteDifferences/shoutcondition.hpp (1.15),
	ql/FiniteDifferences/stepcondition.hpp (1.11),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.22),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.27),
	ql/FiniteDifferences/valueatcenter.cpp (1.13),
	ql/FiniteDifferences/valueatcenter.hpp (1.9),
	ql/Indexes/audlibor.hpp (1.9), ql/Indexes/cadlibor.hpp (1.9),
	ql/Indexes/chflibor.hpp (1.7), ql/Indexes/euribor.hpp (1.13),
	ql/Indexes/gbplibor.hpp (1.13), ql/Indexes/jpylibor.hpp (1.8),
	ql/Indexes/usdlibor.hpp (1.13), ql/Indexes/xibor.cpp (1.14),
	ql/Indexes/xibor.hpp (1.17), ql/Indexes/xibormanager.cpp (1.13),
	ql/Indexes/xibormanager.hpp (1.13), ql/Indexes/zarlibor.hpp (1.7),
	ql/Instruments/barrieroption.cpp (1.5),
	ql/Instruments/barrieroption.hpp (1.7),
	ql/Instruments/binaryoption.cpp (1.4),
	ql/Instruments/binaryoption.hpp (1.4), ql/Instruments/capfloor.cpp
	(1.40), ql/Instruments/capfloor.hpp (1.40),
	ql/Instruments/cliquetoption.hpp (1.3),
	ql/Instruments/forwardvanillaoption.cpp (1.16),
	ql/Instruments/forwardvanillaoption.hpp (1.13),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.9),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.8),
	ql/Instruments/quantovanillaoption.cpp (1.17),
	ql/Instruments/quantovanillaoption.hpp (1.14),
	ql/Instruments/simpleswap.cpp (1.32), ql/Instruments/simpleswap.hpp
	(1.33), ql/Instruments/stock.cpp (1.12), ql/Instruments/stock.hpp
	(1.11), ql/Instruments/swap.cpp (1.24), ql/Instruments/swap.hpp
	(1.20), ql/Instruments/swaption.cpp (1.35),
	ql/Instruments/swaption.hpp (1.30),
	ql/Instruments/vanillaoption.cpp (1.27),
	ql/Instruments/vanillaoption.hpp (1.26),
	ql/Lattices/binomialtree.cpp (1.14), ql/Lattices/binomialtree.hpp
	(1.11), ql/Lattices/bsmlattice.cpp (1.9),
	ql/Lattices/bsmlattice.hpp (1.7), ql/Lattices/lattice.cpp (1.12),
	ql/Lattices/lattice.hpp (1.8), ql/Lattices/lattice2d.cpp (1.8),
	ql/Lattices/lattice2d.hpp (1.6), ql/Lattices/tree.hpp (1.19),
	ql/Lattices/trinomialtree.cpp (1.17), ql/Lattices/trinomialtree.hpp
	(1.10), ql/Math/bicubicsplineinterpolation.hpp (1.9),
	ql/Math/bilinearinterpolation.hpp (1.16),
	ql/Math/chisquaredistribution.cpp (1.8),
	ql/Math/chisquaredistribution.hpp (1.8), ql/Math/cubicspline.hpp
	(1.29), ql/Math/discrepancystatistics.cpp (1.5),
	ql/Math/discrepancystatistics.hpp (1.10), ql/Math/errorfunction.hpp
	(1.4), ql/Math/functional.hpp (1.3), ql/Math/gammadistribution.cpp
	(1.6), ql/Math/gammadistribution.hpp (1.6),
	ql/Math/gaussianstatistics.hpp (1.8), ql/Math/generalstatistics.cpp
	(1.8), ql/Math/generalstatistics.hpp (1.8),
	ql/Math/incrementalstatistics.cpp (1.6),
	ql/Math/incrementalstatistics.hpp (1.4), ql/Math/interpolation.hpp
	(1.19), ql/Math/interpolation2D.hpp (1.13),
	ql/Math/interpolationtraits.hpp (1.3), ql/Math/kronrodintegral.hpp
	(1.4), ql/Math/lexicographicalview.hpp (1.11),
	ql/Math/linearinterpolation.hpp (1.16),
	ql/Math/loglinearinterpolation.hpp (1.18), ql/Math/matrix.cpp
	(1.15), ql/Math/matrix.hpp (1.17),
	ql/Math/multivariateaccumulator.cpp (1.17),
	ql/Math/multivariateaccumulator.hpp (1.18),
	ql/Math/normaldistribution.cpp (1.21),
	ql/Math/normaldistribution.hpp (1.24), ql/Math/primenumbers.cpp
	(1.10), ql/Math/primenumbers.hpp (1.8), ql/Math/riskmeasures.hpp
	(1.19), ql/Math/riskstatistics.hpp (1.6),
	ql/Math/segmentintegral.hpp (1.20), ql/Math/sequencestatistics.hpp
	(1.21), ql/Math/simpsonintegral.hpp (1.2), ql/Math/statistics.hpp
	(1.27), ql/Math/svd.cpp (1.3), ql/Math/svd.hpp (1.3),
	ql/Math/symmetriceigenvalues.hpp (1.11),
	ql/Math/symmetricschurdecomposition.cpp (1.11),
	ql/Math/symmetricschurdecomposition.hpp (1.11),
	ql/Math/trapezoidintegral.hpp (1.2),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.13),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.13),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.15),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.10),
	ql/MonteCarlo/barrierpathpricer.cpp (1.4),
	ql/MonteCarlo/barrierpathpricer.hpp (1.3),
	ql/MonteCarlo/basketpathpricer.cpp (1.25),
	ql/MonteCarlo/basketpathpricer.hpp (1.21),
	ql/MonteCarlo/biasedbarrierpathpricer.cpp (1.4),
	ql/MonteCarlo/biasedbarrierpathpricer.hpp (1.3),
	ql/MonteCarlo/binarypathpricer.cpp (1.5),
	ql/MonteCarlo/binarypathpricer.hpp (1.2),
	ql/MonteCarlo/brownianbridge.hpp (1.9),
	ql/MonteCarlo/cliquetoptionpathpricer.cpp (1.16),
	ql/MonteCarlo/cliquetoptionpathpricer.hpp (1.10),
	ql/MonteCarlo/europeanpathpricer.cpp (1.20),
	ql/MonteCarlo/europeanpathpricer.hpp (1.19),
	ql/MonteCarlo/everestpathpricer.cpp (1.19),
	ql/MonteCarlo/everestpathpricer.hpp (1.16),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.15),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.13),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.18),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.10),
	ql/MonteCarlo/getcovariance.hpp (1.13),
	ql/MonteCarlo/himalayapathpricer.cpp (1.23),
	ql/MonteCarlo/himalayapathpricer.hpp (1.17),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.12),
	ql/MonteCarlo/maxbasketpathpricer.hpp (1.10),
	ql/MonteCarlo/mctraits.hpp (1.5), ql/MonteCarlo/mctypedefs.hpp
	(1.25), ql/MonteCarlo/montecarlomodel.hpp (1.26),
	ql/MonteCarlo/multipath.hpp (1.17),
	ql/MonteCarlo/multipathgenerator.hpp (1.34),
	ql/MonteCarlo/pagodapathpricer.cpp (1.19),
	ql/MonteCarlo/pagodapathpricer.hpp (1.18), ql/MonteCarlo/path.hpp
	(1.17), ql/MonteCarlo/pathgenerator.hpp (1.40),
	ql/MonteCarlo/pathpricer.hpp (1.16),
	ql/MonteCarlo/performanceoptionpathpricer.cpp (1.10),
	ql/MonteCarlo/performanceoptionpathpricer.hpp (1.12),
	ql/MonteCarlo/sample.hpp (1.10), ql/Optimization/armijo.cpp (1.15),
	ql/Optimization/armijo.hpp (1.16),
	ql/Optimization/conjugategradient.cpp (1.16),
	ql/Optimization/conjugategradient.hpp (1.15),
	ql/Optimization/constraint.hpp (1.13),
	ql/Optimization/costfunction.hpp (1.17),
	ql/Optimization/criteria.hpp (1.14),
	ql/Optimization/leastsquare.hpp (1.21),
	ql/Optimization/linesearch.hpp (1.15), ql/Optimization/method.hpp
	(1.7), ql/Optimization/problem.hpp (1.7),
	ql/Optimization/simplex.cpp (1.9), ql/Optimization/simplex.hpp
	(1.12), ql/Optimization/steepestdescent.cpp (1.14),
	ql/Optimization/steepestdescent.hpp (1.16), ql/Patterns/bridge.hpp
	(1.6), ql/Patterns/curiouslyrecurring.hpp (1.2),
	ql/Patterns/lazyobject.hpp (1.6), ql/Patterns/observable.hpp
	(1.15), ql/Patterns/visitor.hpp (1.5),
	ql/Pricers/analyticalcapfloor.cpp (1.20),
	ql/Pricers/analyticalcapfloor.hpp (1.15),
	ql/Pricers/barrieroptionpricer.cpp (1.2),
	ql/Pricers/barrieroptionpricer.hpp (1.2),
	ql/Pricers/binaryoptionpricer.cpp (1.3),
	ql/Pricers/binaryoptionpricer.hpp (1.3),
	ql/Pricers/blackcapfloor.cpp (1.16), ql/Pricers/blackcapfloor.hpp
	(1.10), ql/Pricers/blackswaption.cpp (1.11),
	ql/Pricers/blackswaption.hpp (1.8), ql/Pricers/capfloorpricer.cpp
	(1.10), ql/Pricers/capfloorpricer.hpp (1.13),
	ql/Pricers/cliquetoption.cpp (1.15), ql/Pricers/cliquetoption.hpp
	(1.14), ql/Pricers/continuousgeometricapo.hpp (1.10),
	ql/Pricers/discretegeometricapo.cpp (1.12),
	ql/Pricers/discretegeometricapo.hpp (1.10),
	ql/Pricers/discretegeometricaso.cpp (1.12),
	ql/Pricers/discretegeometricaso.hpp (1.10),
	ql/Pricers/europeanoption.cpp (1.15), ql/Pricers/europeanoption.hpp
	(1.17), ql/Pricers/fdamericanoption.hpp (1.10),
	ql/Pricers/fdbermudanoption.cpp (1.9),
	ql/Pricers/fdbermudanoption.hpp (1.7), ql/Pricers/fdbsmoption.cpp
	(1.14), ql/Pricers/fdbsmoption.hpp (1.14),
	ql/Pricers/fddividendamericanoption.cpp (1.7),
	ql/Pricers/fddividendamericanoption.hpp (1.7),
	ql/Pricers/fddividendeuropeanoption.cpp (1.8),
	ql/Pricers/fddividendeuropeanoption.hpp (1.10),
	ql/Pricers/fddividendoption.cpp (1.11),
	ql/Pricers/fddividendoption.hpp (1.7),
	ql/Pricers/fddividendshoutoption.cpp (1.10),
	ql/Pricers/fddividendshoutoption.hpp (1.9),
	ql/Pricers/fdeuropean.cpp (1.13), ql/Pricers/fdeuropean.hpp (1.12),
	ql/Pricers/fdmultiperiodoption.cpp (1.15),
	ql/Pricers/fdmultiperiodoption.hpp (1.9),
	ql/Pricers/fdshoutoption.hpp (1.9),
	ql/Pricers/fdstepconditionoption.cpp (1.12),
	ql/Pricers/fdstepconditionoption.hpp (1.8),
	ql/Pricers/jamshidianswaption.cpp (1.18),
	ql/Pricers/jamshidianswaption.hpp (1.14), ql/Pricers/mcbasket.cpp
	(1.20), ql/Pricers/mcbasket.hpp (1.19),
	ql/Pricers/mccliquetoption.cpp (1.15),
	ql/Pricers/mccliquetoption.hpp (1.14),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.18),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.16),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.19),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.17),
	ql/Pricers/mceuropean.cpp (1.19), ql/Pricers/mceuropean.hpp (1.20),
	ql/Pricers/mceverest.cpp (1.23), ql/Pricers/mceverest.hpp (1.18),
	ql/Pricers/mchimalaya.cpp (1.23), ql/Pricers/mchimalaya.hpp (1.18),
	ql/Pricers/mcmaxbasket.cpp (1.20), ql/Pricers/mcmaxbasket.hpp
	(1.18), ql/Pricers/mcpagoda.cpp (1.22), ql/Pricers/mcpagoda.hpp
	(1.19), ql/Pricers/mcperformanceoption.cpp (1.14),
	ql/Pricers/mcperformanceoption.hpp (1.12), ql/Pricers/mcpricer.hpp
	(1.25), ql/Pricers/performanceoption.cpp (1.6),
	ql/Pricers/performanceoption.hpp (1.6),
	ql/Pricers/singleassetoption.cpp (1.22),
	ql/Pricers/singleassetoption.hpp (1.27),
	ql/Pricers/swaptionpricer.cpp (1.13), ql/Pricers/swaptionpricer.hpp
	(1.19), ql/Pricers/treecapfloor.cpp (1.25),
	ql/Pricers/treecapfloor.hpp (1.19), ql/Pricers/treeswaption.cpp
	(1.32), ql/Pricers/treeswaption.hpp (1.22),
	ql/PricingEngines/americanmcengines.cpp (1.5),
	ql/PricingEngines/americanmcengines.hpp (1.4),
	ql/PricingEngines/analyticamericanbinaryengine.cpp (1.6),
	ql/PricingEngines/analyticbarrierengine.cpp (1.4),
	ql/PricingEngines/analyticeuropeanbinaryengine.cpp (1.2),
	ql/PricingEngines/analyticeuropeanengine.cpp (1.9),
	ql/PricingEngines/barrierengines.hpp (1.9),
	ql/PricingEngines/binaryengines.hpp (1.6),
	ql/PricingEngines/binomialvanillaengine.cpp (1.10),
	ql/PricingEngines/cliquetengines.hpp (1.13),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.22),
	ql/PricingEngines/discretizedvanillaoption.hpp (1.17),
	ql/PricingEngines/forwardengines.hpp (1.21),
	ql/PricingEngines/genericengine.hpp (1.12),
	ql/PricingEngines/integralengines.cpp (1.8),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.5),
	ql/PricingEngines/mcengine.hpp (1.36),
	ql/PricingEngines/mceuropeanengine.hpp (1.2),
	ql/PricingEngines/quantoengines.hpp (1.20),
	ql/PricingEngines/vanillaengines.hpp (1.32),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.11),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.11),
	ql/RandomNumbers/haltonrsg.cpp (1.10),
	ql/RandomNumbers/haltonrsg.hpp (1.9),
	ql/RandomNumbers/inversecumgaussianrng.hpp (1.9),
	ql/RandomNumbers/inversecumgaussianrsg.hpp (1.8),
	ql/RandomNumbers/knuthuniformrng.cpp (1.9),
	ql/RandomNumbers/knuthuniformrng.hpp (1.12),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.9),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.10),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.7),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.10),
	ql/RandomNumbers/randomarraygenerator.hpp (1.17),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.8),
	ql/RandomNumbers/rngtypedefs.hpp (1.21),
	ql/RandomNumbers/sobolrsg.cpp (1.22), ql/RandomNumbers/sobolrsg.hpp
	(1.10), ql/ShortRateModels/calibrationhelper.cpp (1.7),
	ql/ShortRateModels/calibrationhelper.hpp (1.12),
	ql/ShortRateModels/model.cpp (1.15), ql/ShortRateModels/model.hpp
	(1.19), ql/ShortRateModels/onefactormodel.cpp (1.11),
	ql/ShortRateModels/onefactormodel.hpp (1.11),
	ql/ShortRateModels/parameter.hpp (1.11),
	ql/ShortRateModels/twofactormodel.cpp (1.7),
	ql/ShortRateModels/twofactormodel.hpp (1.7),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.20),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.9),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.17),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.7),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.11),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.8),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.14),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.12),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.12),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.14), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.12),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.13),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.8),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.8),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.11),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.13),
	ql/Solvers1D/bisection.hpp (1.11), ql/Solvers1D/brent.hpp (1.11),
	ql/Solvers1D/falseposition.hpp (1.11), ql/Solvers1D/newton.hpp
	(1.12), ql/Solvers1D/newtonsafe.hpp (1.12), ql/Solvers1D/ridder.hpp
	(1.11), ql/Solvers1D/secant.hpp (1.11),
	ql/TermStructures/affinetermstructure.cpp (1.13),
	ql/TermStructures/affinetermstructure.hpp (1.14),
	ql/TermStructures/compoundforward.cpp (1.26),
	ql/TermStructures/compoundforward.hpp (1.19),
	ql/TermStructures/discountcurve.cpp (1.21),
	ql/TermStructures/discountcurve.hpp (1.19),
	ql/TermStructures/drifttermstructure.hpp (1.5),
	ql/TermStructures/extendeddiscountcurve.cpp (1.3),
	ql/TermStructures/extendeddiscountcurve.hpp (1.3),
	ql/TermStructures/flatforward.hpp (1.26),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.14),
	ql/TermStructures/impliedtermstructure.hpp (1.13),
	ql/TermStructures/piecewiseflatforward.cpp (1.35),
	ql/TermStructures/piecewiseflatforward.hpp (1.31),
	ql/TermStructures/quantotermstructure.hpp (1.8),
	ql/TermStructures/ratehelpers.cpp (1.35),
	ql/TermStructures/ratehelpers.hpp (1.30),
	ql/TermStructures/zerocurve.cpp (1.6),
	ql/TermStructures/zerocurve.hpp (1.4),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.15),
	ql/Utilities/combiningiterator.hpp (1.11),
	ql/Utilities/couplingiterator.hpp (1.9),
	ql/Utilities/filteringiterator.hpp (1.9),
	ql/Utilities/iteratorcategories.hpp (1.9),
	ql/Utilities/processingiterator.hpp (1.10),
	ql/Utilities/steppingiterator.hpp (1.12),
	ql/Volatilities/blackconstantvol.hpp (1.16),
	ql/Volatilities/blackvariancecurve.cpp (1.3),
	ql/Volatilities/blackvariancecurve.hpp (1.21),
	ql/Volatilities/blackvariancesurface.cpp (1.3),
	ql/Volatilities/blackvariancesurface.hpp (1.23),
	ql/Volatilities/capflatvolvector.hpp (1.10),
	ql/Volatilities/impliedvoltermstructure.hpp (1.7),
	ql/Volatilities/localconstantvol.hpp (1.12),
	ql/Volatilities/localvolcurve.hpp (1.8),
	ql/Volatilities/localvolsurface.cpp (1.3),
	ql/Volatilities/localvolsurface.hpp (1.12),
	ql/Volatilities/swaptionvolmatrix.hpp (1.14),
	test-suite/barrieroption.cpp (1.6), test-suite/barrieroption.hpp
	(1.2), test-suite/binaryoption.cpp (1.8),
	test-suite/binaryoption.hpp (1.2), test-suite/calendars.cpp (1.4),
	test-suite/calendars.hpp (1.4), test-suite/capfloor.cpp (1.14),
	test-suite/capfloor.hpp (1.6), test-suite/compoundforward.cpp
	(1.3), test-suite/compoundforward.hpp (1.3),
	test-suite/covariance.cpp (1.8), test-suite/covariance.hpp (1.6),
	test-suite/dates.cpp (1.5), test-suite/dates.hpp (1.4),
	test-suite/daycounters.cpp (1.6), test-suite/daycounters.hpp (1.5),
	test-suite/distributions.cpp (1.9), test-suite/distributions.hpp
	(1.4), test-suite/europeanoption.cpp (1.18),
	test-suite/europeanoption.hpp (1.9), test-suite/instruments.cpp
	(1.6), test-suite/instruments.hpp (1.4), test-suite/integrals.cpp
	(1.6), test-suite/integrals.hpp (1.5),
	test-suite/lowdiscrepancysequences.cpp (1.36),
	test-suite/lowdiscrepancysequences.hpp (1.8),
	test-suite/marketelements.cpp (1.5), test-suite/marketelements.hpp
	(1.4), test-suite/matrices.cpp (1.4), test-suite/matrices.hpp
	(1.5), test-suite/mersennetwister.cpp (1.9),
	test-suite/mersennetwister.hpp (1.5), test-suite/old_pricers.cpp
	(1.19), test-suite/old_pricers.hpp (1.7), test-suite/operators.cpp
	(1.6), test-suite/operators.hpp (1.4),
	test-suite/piecewiseflatforward.cpp (1.7),
	test-suite/piecewiseflatforward.hpp (1.5),
	test-suite/qltestlistener.cpp (1.3), test-suite/qltestlistener.hpp
	(1.3), test-suite/quantlibtestsuite.cpp (1.42),
	test-suite/riskstats.cpp (1.24), test-suite/riskstats.hpp (1.8),
	test-suite/solvers.cpp (1.6), test-suite/solvers.hpp (1.4),
	test-suite/stats.cpp (1.15), test-suite/stats.hpp (1.10),
	test-suite/swap.cpp (1.9), test-suite/swap.hpp (1.4),
	test-suite/swaption.cpp (1.9), test-suite/swaption.hpp (1.4),
	test-suite/termstructures.cpp (1.8), test-suite/termstructures.hpp
	(1.5), test-suite/utilities.hpp (1.4):

	ferdinando@ametrano.net replaced by quantlib-dev@lists.sf.net

2003-10-31 16:20  Ferdinando Ametrano

	* ql/Optimization/: conjugategradient.hpp (1.14), simplex.hpp
	(1.11):

	typos fixed

2003-10-30 18:07  Luigi Ballabio

	* ql/ShortRateModels/: model.cpp (1.14), model.hpp (1.18):

	An additional constraint can now be passed to the calibration

2003-10-30 18:07  Luigi Ballabio

	* ql/Optimization/constraint.hpp (1.12):

	Added composite constraint

2003-10-30 17:02  Luigi Ballabio

	* test-suite/: capfloor.cpp (1.13), capfloor.hpp (1.5):

	Testing implied term volatility calculation

2003-10-30 17:02  Luigi Ballabio

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

	Added implied term volatility calculation

2003-10-30 17:01  Luigi Ballabio

	* ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.8):

	Header cleanup

2003-10-30 17:00  Luigi Ballabio

	* ql/Instruments/: vanillaoption.cpp (1.26), vanillaoption.hpp
	(1.25):

	Formatting

2003-10-24 17:33  Luigi Ballabio

	* ql/quantlib.hpp (1.116), ql/Math/Makefile.am (1.24),
	ql/Math/simpsonintegral.hpp (1.1), ql/Math/trapezoidintegral.hpp
	(1.1), test-suite/integrals.cpp (1.5), test-suite/integrals.hpp
	(1.4), test-suite/quantlibtestsuite.cpp (1.41):

	Added integration routines contributed by Roman Gitlin

2003-10-24 17:33  Luigi Ballabio

	* ql/Math/: kronrodintegral.hpp (1.3), segmentintegral.hpp (1.19):

	Relaxed constaints on interval boundaries

2003-10-24 17:32  Luigi Ballabio

	* Contributors.txt (1.21):

	Alphabetic order

2003-10-23 17:58  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.dsp (1.2),
	Examples/AmericanOption/AmericanOption.mak (1.3),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.9),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.24),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.11),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.42),
	Examples/EuropeanOption/EuropeanOption.dsp (1.9),
	Examples/EuropeanOption/EuropeanOption.mak (1.42),
	Examples/Swap/Swap.dsp (1.10), Examples/Swap/Swap.mak (1.39),
	QuantLib.dsp (1.183), QuantLib.mak (1.171),
	test-suite/testsuite.dsp (1.17), test-suite/testsuite.mak (1.24):

	"Release DLL" and "Debug DLL" configurations added with
	Multithreaded DLL code generation. Nuked the "On The Edge"
	configurations.

2003-10-23 16:43  Luigi Ballabio

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

	Interface fixes

2003-10-23 16:06  Luigi Ballabio

	* QuantLib.dsp (1.182), QuantLib.mak (1.170):

	Files added

2003-10-23 16:06  Luigi Ballabio

	* ql/CashFlows/timebasket.hpp (1.2):

	Fixes for Visual C++ (which as usual, is brain-dead)

2003-10-23 15:58  Luigi Ballabio

	* TODO.txt (1.120):

	Somewhat updated

2003-10-23 15:41  Luigi Ballabio

	* ql/Instruments/: simpleswap.cpp (1.31), swap.cpp (1.23), swap.hpp
	(1.19):

	Using the new basis-point sensitivity functions

2003-10-23 15:40  Luigi Ballabio

	* ql/CashFlows/: Makefile.am (1.12), makefile.mak (1.15):

	Files added

2003-10-23 15:40  Luigi Ballabio

	* ql/CashFlows/: basispointsensitivity.cpp (1.1),
	basispointsensitivity.hpp (1.9):

	Some refactoring and convenience functions

2003-10-23 15:39  Luigi Ballabio

	* ql/CashFlows/: timebasket.cpp (1.1), timebasket.hpp (1.1):

	Leaner and meaner time basket

2003-10-23 15:37  Luigi Ballabio

	* configure.ac (1.23), ql/config.ansi.hpp (1.20), ql/config.bcc.hpp
	(1.21), ql/config.msvc.hpp (1.38), ql/config.mwcw.hpp (1.19),
	ql/qldefines.hpp (1.57):

	Global flag for early/late payments

2003-10-21 11:35  Luigi Ballabio

	* test-suite/binaryoption.cpp (1.7):

	Fixed seed

2003-10-20 12:27  Luigi Ballabio

	* ql/Volatilities/: capflatvolvector.hpp (1.9),
	swaptionvolmatrix.hpp (1.13):

	Fixed non-constness of iterators

2003-10-17 17:53  Luigi Ballabio

	* Makefile.am (1.82), QuantLib.dsp (1.181), QuantLib.mak (1.169),
	configure.ac (1.22):

	make 'lib' dir if not present

2003-10-17 15:09  Luigi Ballabio

	* QuantLib.dsp (1.180), QuantLib.mak (1.168):

	removed empty file

2003-10-17 15:07  Luigi Ballabio

	* ql/: voltermstructure.cpp (1.10), voltermstructure.hpp (1.14),
	Volatilities/blackconstantvol.hpp (1.15),
	Volatilities/blackvariancecurve.hpp (1.20):

	Removed unused methods for derivatives

2003-10-17 14:43  Luigi Ballabio

	* test-suite/: barrieroption.cpp (1.5), binaryoption.cpp (1.5),
	europeanoption.cpp (1.17), old_pricers.cpp (1.18),
	quantlibtestsuite.cpp (1.40):

	Fixed tests

2003-10-17 14:42  Luigi Ballabio

	* ql/PricingEngines/: Makefile.am (1.25), makefile.mak (1.24),
	mcbarrierengine.cpp (1.4):

	removed empty file

2003-10-17 13:07  Ferdinando Ametrano

	* ql/PricingEngines/mcengine.hpp (1.35), ql/Pricers/mcpricer.hpp
	(1.24), test-suite/europeanoption.cpp (1.16):

	another Borland 0/0 problem fixed minimum number of MC sample
	raised up to 1023 (2^10-1)

2003-10-16 12:05  Luigi Ballabio

	* ql/config.msvc.hpp (1.37):

	New (useless) warning surfaced for some reason

2003-10-15 15:53  Ferdinando Ametrano

	* test-suite/: .cvsignore (1.10), binaryoption.cpp (1.4),
	europeanoption.cpp (1.15):

	no message

2003-10-15 14:24  Luigi Ballabio

	* ql/: Instruments/binaryoption.cpp (1.3),
	Instruments/binaryoption.hpp (1.3), Instruments/vanillaoption.hpp
	(1.24), Pricers/binaryoptionpricer.cpp (1.2),
	Pricers/binaryoptionpricer.hpp (1.2), PricingEngines/Makefile.am
	(1.24), PricingEngines/analyticamericanbinaryengine.cpp (1.5),
	PricingEngines/analyticeuropeanbinaryengine.cpp (1.1),
	PricingEngines/binaryengines.hpp (1.5), PricingEngines/makefile.mak
	(1.23):

	Another transplant

2003-10-15 11:15  Ferdinando Ametrano

	* ql/Volatilities/.cvsignore (1.1):

	no message

2003-10-14 18:08  Luigi Ballabio

	* QuantLib.dsp (1.178), Examples/EuropeanOption/EuropeanOption.cpp
	(1.83), ql/diffusionprocess.cpp (1.8), ql/quantlib.hpp (1.115),
	ql/PricingEngines/Makefile.am (1.23),
	ql/PricingEngines/mcengine.hpp (1.34),
	ql/PricingEngines/mceuropeanengine.hpp (1.1),
	ql/Volatilities/blackvariancecurve.hpp (1.19),
	ql/Volatilities/blackvariancesurface.hpp (1.22),
	test-suite/europeanoption.cpp (1.14), test-suite/testsuite.mak
	(1.23):

	MC European in one step with strike-independent vol curve
	(hopefully)

2003-10-14 15:51  Ferdinando Ametrano

	* QuantLib.dsp (1.177), QuantLib.mak (1.166):

	added missing file

2003-10-14 15:37  Ferdinando Ametrano

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

	MC engines fail with Borland.  Comment added

2003-10-14 15:33  Ferdinando Ametrano

	* ql/MonteCarlo/binarypathpricer.cpp (1.4):

	Borland warnings avoided

2003-10-14 15:17  Ferdinando Ametrano

	* ql/PricingEngines/analyticamericanbinaryengine.cpp (1.4),
	test-suite/binaryoption.cpp (1.3):

	Borland warnings avoided

2003-10-14 15:16  Ferdinando Ametrano

	* ql/PricingEngines/binaryengines.hpp (1.4):

	Pricers\binaryoption.* files renamed binaryoptionpricer.* to avoid
	conflict with Instruments\binaryoption.*

2003-10-14 15:12  Ferdinando Ametrano

	* ql/Pricers/Makefile.am (1.34), ql/Pricers/binaryoption.cpp
	(1.13), ql/Pricers/binaryoption.hpp (1.12),
	ql/Pricers/binaryoptionpricer.cpp (1.1),
	ql/Pricers/binaryoptionpricer.hpp (1.1), ql/Pricers/makefile.mak
	(1.33), QuantLib.dsp (1.176), QuantLib.mak (1.165), ql/quantlib.hpp
	(1.114), test-suite/old_pricers.cpp (1.17):

	Pricers\binaryoption.* files renamed binaryoptionpricer.* to avoid
	conflict with Instruments\binaryoption.*

2003-10-14 14:42  Luigi Ballabio

	* ql/: voltermstructure.hpp (1.13),
	Volatilities/blackconstantvol.hpp (1.14),
	Volatilities/blackvariancecurve.hpp (1.18),
	Volatilities/blackvariancesurface.hpp (1.21),
	Volatilities/impliedvoltermstructure.hpp (1.6),
	Volatilities/localconstantvol.hpp (1.11),
	Volatilities/localvolcurve.hpp (1.7),
	Volatilities/localvolsurface.cpp (1.2),
	Volatilities/localvolsurface.hpp (1.11):

	Visitable vol term structures

2003-10-14 10:08  Luigi Ballabio

	* QuantLib.spec (1.2), QuantLib.spec.in (1.1), configure.ac (1.19):

	Configurable spec file

2003-10-13 18:05  Luigi Ballabio

	* ql/Instruments/: simpleswap.cpp (1.30), simpleswap.hpp (1.32),
	swap.cpp (1.22), swap.hpp (1.18):

	Added Swap::startDate() and maturity()

2003-10-13 17:37  Luigi Ballabio

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

	Mea culpa

2003-10-13 17:27  Luigi Ballabio

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

	Missing include guard

2003-10-13 17:17  Luigi Ballabio

	* QuantLib.dsp (1.175), QuantLib.mak (1.164),
	ql/Volatilities/blackvariancecurve.cpp (1.2),
	ql/Volatilities/blackvariancecurve.hpp (1.17),
	ql/Volatilities/blackvariancesurface.cpp (1.2),
	ql/Volatilities/blackvariancesurface.hpp (1.20):

	Workarounds for Visual C++

2003-10-13 16:48  Luigi Ballabio

	* ql/: Math/Makefile.am (1.23), Math/bicubicsplineinterpolation.hpp
	(1.8), Math/cubicspline.hpp (1.28), Math/interpolationtraits.hpp
	(1.1), Pricers/fddividendoption.cpp (1.10),
	Volatilities/Makefile.am (1.13),
	Volatilities/blackvariancecurve.cpp (1.1),
	Volatilities/blackvariancecurve.hpp (1.16),
	Volatilities/blackvariancesurface.cpp (1.1),
	Volatilities/blackvariancesurface.hpp (1.19),
	Volatilities/capflatvolvector.hpp (1.8),
	Volatilities/localvolcurve.hpp (1.6), Volatilities/makefile.mak
	(1.2), Volatilities/swaptionvolmatrix.hpp (1.11):

	Interpolation traits

2003-10-13 13:10  Luigi Ballabio

	* ql/: cashflow.hpp (1.12), CashFlows/basispointsensitivity.hpp
	(1.8), CashFlows/coupon.hpp (1.15), CashFlows/fixedratecoupon.hpp
	(1.17), CashFlows/floatingratecoupon.hpp (1.26),
	CashFlows/inarrearindexedcoupon.hpp (1.6),
	CashFlows/indexedcoupon.hpp (1.6), CashFlows/parcoupon.hpp (1.4),
	CashFlows/shortfloatingcoupon.hpp (1.11),
	CashFlows/simplecashflow.hpp (1.10),
	CashFlows/upfrontindexedcoupon.hpp (1.6), Patterns/visitor.hpp
	(1.4):

	Visitor, Alexandrescu-style (saves some code duplication)

2003-10-13 12:02  Luigi Ballabio

	* QuantLib.dsp (1.174), QuantLib.mak (1.163),
	ql/MonteCarlo/binarypathpricer.cpp (1.3), test-suite/testsuite.dsp
	(1.16), test-suite/testsuite.mak (1.22):

	More misc fixes for binary options

2003-10-13 11:48  Luigi Ballabio

	* ql/Instruments/Makefile.am (1.17), ql/Instruments/makefile.mak
	(1.22), ql/MonteCarlo/Makefile.am (1.25),
	ql/MonteCarlo/binarypathpricer.cpp (1.2),
	ql/MonteCarlo/makefile.mak (1.22), ql/PricingEngines/Makefile.am
	(1.22), ql/PricingEngines/analyticamericanbinaryengine.cpp (1.3),
	ql/PricingEngines/barrierengines.hpp (1.8),
	ql/PricingEngines/binaryengines.hpp (1.3),
	ql/PricingEngines/makefile.mak (1.22), test-suite/Makefile.am
	(1.18), test-suite/binaryoption.cpp (1.2), test-suite/makefile.mak
	(1.16):

	Misc fixes for binary options

2003-10-11 18:19  Neil Firth

	* ql/quantlib.hpp (1.113):

	Binary option Instrument and Pricing Engines

2003-10-11 18:15  Neil Firth

	* ql/: Instruments/binaryoption.cpp (1.2),
	Instruments/binaryoption.hpp (1.2),
	PricingEngines/analyticamericanbinaryengine.cpp (1.2),
	PricingEngines/binaryengines.hpp (1.2):

	Fixes for new arguments and results naming scheme

2003-10-11 18:08  Neil Firth

	* test-suite/: binaryoption.cpp (1.1), binaryoption.hpp (1.1),
	quantlibtestsuite.cpp (1.38):

	Tests for binary option pricing

2003-10-11 18:05  Neil Firth

	* ql/MonteCarlo/: binarypathpricer.cpp (1.1), binarypathpricer.hpp
	(1.1):

	Path pricer for Binary options - should cover both European and
	American style options.  Also known as: Digital / Binary /
	Cash-At-Hit / Cash-At-Expiry.

2003-10-11 18:02  Neil Firth

	* ql/PricingEngines/: analyticamericanbinaryengine.cpp (1.1),
	binaryengines.hpp (1.1):

	Pricing Engines for Binary options - should cover both European and
	American style options.  Also known as: Digital / Binary /
	Cash-At-Hit / Cash-At-Expiry.

2003-10-11 17:32  Neil Firth

	* ql/Instruments/: binaryoption.cpp (1.1), binaryoption.hpp (1.1):

	Binary option - should cover both European and American style
	options.  Also known as: Digital / Binary / Cash-At-Hit /
	Cash-At-Expiry.

2003-10-09 18:16  Luigi Ballabio

	* test-suite/quantlibtestsuite.cpp (1.37):

	Picky as an old maid, I know

2003-10-09 17:21  Ferdinando Ametrano

	* QuantLib.dsp (1.173), QuantLib.mak (1.162), ql/quantlib.hpp
	(1.112), ql/Pricers/Makefile.am (1.33),
	ql/Pricers/barrieroption.cpp (1.20), ql/Pricers/barrieroption.hpp
	(1.16), ql/Pricers/barrieroptionpricer.cpp (1.1),
	ql/Pricers/barrieroptionpricer.hpp (1.1), ql/Pricers/makefile.mak
	(1.32), test-suite/old_pricers.cpp (1.16),
	test-suite/quantlibtestsuite.cpp (1.36):

	ql/Pricers/barrieroption.* renamed ql/Pricers/barrieroptionpricer.*
	to avoid Borland conflict with ql/Instruments/barrieroption.*

2003-10-09 16:52  Ferdinando Ametrano

	* Examples/AmericanOption/makefile.mak (1.6),
	Examples/BermudanSwaption/makefile.mak (1.10),
	Examples/DiscreteHedging/makefile.mak (1.13),
	Examples/EuropeanOption/makefile.mak (1.16),
	Examples/Swap/makefile.mak (1.13), ql/Calendars/makefile.mak
	(1.17), ql/CashFlows/makefile.mak (1.14),
	ql/DayCounters/makefile.mak (1.14),
	ql/FiniteDifferences/makefile.mak (1.14), ql/Indexes/makefile.mak
	(1.12), ql/Instruments/makefile.mak (1.21),
	ql/Lattices/makefile.mak (1.20), ql/Math/makefile.mak (1.22),
	ql/Optimization/makefile.mak (1.12), ql/RandomNumbers/makefile.mak
	(1.20), ql/ShortRateModels/makefile.mak (1.9),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.8),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.8),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.8),
	ql/TermStructures/makefile.mak (1.17):

	SRCDIR and OBJDIR removed

2003-10-09 16:50  Ferdinando Ametrano

	* test-suite/makefile.mak (1.15):

	added missing file

2003-10-09 16:23  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.35):

	Applied patch 811713

2003-10-09 16:23  Luigi Ballabio

	* Examples/EuropeanOption/EuropeanOption.cpp (1.81):

	Sync with new arg names

2003-10-09 16:21  Luigi Ballabio

	* ql/option.hpp (1.18):

	Allowed initialization with null engine

2003-10-09 16:21  Luigi Ballabio

	* ql/Instruments/forwardvanillaoption.hpp (1.12):

	Missing base class

2003-10-09 16:15  Ferdinando Ametrano

	* QuantLib.dsp (1.172), QuantLib.mak (1.161):

	added missing file

2003-10-09 16:09  Ferdinando Ametrano

	* ql/Pricers/: Makefile.am (1.32), makefile.mak (1.31):

	added missing file

2003-10-09 15:28  Ferdinando Ametrano

	* test-suite/barrieroption.cpp (1.4),
	ql/MonteCarlo/barrierpathpricer.cpp (1.3),
	ql/MonteCarlo/biasedbarrierpathpricer.cpp (1.3):

	avoid Borland warning

2003-10-09 14:02  Luigi Ballabio

	* ql/Pricers/blackswaption.cpp (1.10), test-suite/swaption.cpp
	(1.8):

	Fixed exercise time calculation

2003-10-09 10:06  Luigi Ballabio

	* ql/termstructure.hpp (1.33):

	Possibly fixed the mistery zeroCoupon method

2003-10-08 16:57  Luigi Ballabio

	* ql/: Instruments/simpleswap.cpp (1.29),
	Instruments/simpleswap.hpp (1.31), Instruments/swaption.cpp (1.34),
	Instruments/swaption.hpp (1.29), Pricers/swaptionpricer.hpp (1.18):

	To each one its own

2003-10-07 16:23  Luigi Ballabio

	* ql/Pricers/barrieroption.cpp (1.19):

	Fixed buggy theta

2003-10-07 15:53  Luigi Ballabio

	* ql/: Pricers/barrieroption.cpp (1.18), Pricers/barrieroption.hpp
	(1.15), PricingEngines/analyticbarrierengine.cpp (1.3):

	Completed transplant

2003-10-07 10:13  Luigi Ballabio

	* makefile.mak (1.48), ql/makefile.mak (1.37),
	ql/Lattices/lattice.cpp (1.11), ql/Pricers/barrieroption.cpp
	(1.17), ql/PricingEngines/analyticbarrierengine.cpp (1.2),
	ql/PricingEngines/barrierengines.hpp (1.7),
	ql/PricingEngines/makefile.mak (1.21), test-suite/makefile.mak
	(1.14):

	Misc. Borland

2003-10-06 16:27  Luigi Ballabio

	* ql/Pricers/barrieroption.cpp (1.16), ql/Pricers/barrieroption.hpp
	(1.14), ql/PricingEngines/Makefile.am (1.21),
	ql/PricingEngines/analyticbarrierengine.cpp (1.1),
	ql/PricingEngines/barrierengines.hpp (1.6),
	ql/PricingEngines/makefile.mak (1.20), test-suite/barrieroption.cpp
	(1.3):

	Code transplant from pricer to pricing engine

2003-10-03 15:11  Luigi Ballabio

	* ql/Instruments/cliquetoption.hpp (1.2):

	Another VC++ glitch

2003-10-03 14:52  Luigi Ballabio

	* ql/Instruments/barrieroption.hpp (1.6):

	Patch for VC++ bug

2003-10-03 14:05  Luigi Ballabio

	* Docs/images/Makefile.am (1.5), ql/Makefile.am (1.40),
	ql/Instruments/Makefile.am (1.16), ql/Instruments/barrieroption.cpp
	(1.4), ql/Instruments/barrieroption.hpp (1.5),
	ql/Instruments/capfloor.cpp (1.38), ql/Instruments/capfloor.hpp
	(1.38), ql/Instruments/cliquetoption.hpp (1.1),
	ql/Instruments/forwardvanillaoption.cpp (1.15),
	ql/Instruments/forwardvanillaoption.hpp (1.11),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.8),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.7),
	ql/Instruments/quantovanillaoption.cpp (1.16),
	ql/Instruments/quantovanillaoption.hpp (1.13),
	ql/Instruments/swaption.cpp (1.33), ql/Instruments/swaption.hpp
	(1.28), ql/Instruments/vanillaoption.cpp (1.25),
	ql/Instruments/vanillaoption.hpp (1.23),
	ql/Pricers/analyticalcapfloor.cpp (1.19),
	ql/Pricers/analyticalcapfloor.hpp (1.14),
	ql/Pricers/blackcapfloor.cpp (1.15), ql/Pricers/blackcapfloor.hpp
	(1.9), ql/Pricers/blackswaption.hpp (1.7),
	ql/Pricers/capfloorpricer.cpp (1.9), ql/Pricers/capfloorpricer.hpp
	(1.12), ql/Pricers/jamshidianswaption.cpp (1.17),
	ql/Pricers/jamshidianswaption.hpp (1.13),
	ql/Pricers/swaptionpricer.hpp (1.17), ql/Pricers/treecapfloor.cpp
	(1.24), ql/Pricers/treecapfloor.hpp (1.18),
	ql/Pricers/treeswaption.cpp (1.31), ql/Pricers/treeswaption.hpp
	(1.21), ql/PricingEngines/barrierengines.hpp (1.5),
	ql/PricingEngines/cliquetengines.hpp (1.12),
	ql/PricingEngines/discretizedvanillaoption.hpp (1.16),
	ql/PricingEngines/forwardengines.hpp (1.20),
	ql/PricingEngines/mcengine.hpp (1.33),
	ql/PricingEngines/quantoengines.hpp (1.19),
	ql/PricingEngines/vanillaengines.hpp (1.31),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.19),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.7),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.16),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.10),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.12),
	test-suite/capfloor.cpp (1.12):

	Applied the Foo::arguments and Foo::results naming scheme

2003-10-03 09:19  Luigi Ballabio

	* Docs/Makefile.am (1.58):

	Safe dvips call

2003-10-01 15:04  Luigi Ballabio

	* QuantLib.dsp (1.169), QuantLib.mak (1.158), ql/Makefile.am
	(1.39), ql/makefile.mak (1.36), ql/Volatilities/Makefile.am (1.12),
	ql/Volatilities/localvolsurface.cpp (1.1),
	ql/Volatilities/localvolsurface.hpp (1.10),
	ql/Volatilities/makefile.mak (1.1):

	No longer trying to inline a one-and-half-page method

2003-09-30 15:34  Ferdinando Ametrano

	* ql/.cvsignore (1.10), ql/makefile.mak (1.35),
	ql/Calendars/.cvsignore (1.6), ql/CashFlows/.cvsignore (1.6),
	ql/DayCounters/.cvsignore (1.6), ql/FiniteDifferences/.cvsignore
	(1.6), ql/Indexes/.cvsignore (1.6), ql/Instruments/.cvsignore
	(1.6), ql/Lattices/.cvsignore (1.6), ql/Math/.cvsignore (1.6),
	ql/MonteCarlo/.cvsignore (1.6), ql/Optimization/.cvsignore (1.6),
	ql/Pricers/.cvsignore (1.6), ql/PricingEngines/.cvsignore (1.6),
	ql/PricingEngines/makefile.mak (1.19), ql/RandomNumbers/.cvsignore
	(1.6), ql/ShortRateModels/.cvsignore (1.6),
	ql/ShortRateModels/CalibrationHelpers/.cvsignore (1.6),
	ql/ShortRateModels/OneFactorModels/.cvsignore (1.6),
	ql/ShortRateModels/TwoFactorModels/.cvsignore (1.6),
	ql/Solvers1D/.cvsignore (1.6), ql/TermStructures/.cvsignore (1.6),
	test-suite/.cvsignore (1.9):

	Borland file dependencies not handled with the OBJDIR approach.
	Reverting back to Borland object files in the same dir as source
	files

2003-09-30 15:24  Ferdinando Ametrano

	* Examples/AmericanOption/makefile.mak (1.5),
	Examples/BermudanSwaption/makefile.mak (1.9),
	Examples/DiscreteHedging/makefile.mak (1.12),
	Examples/EuropeanOption/makefile.mak (1.15),
	Examples/Swap/makefile.mak (1.12), ql/Calendars/makefile.mak
	(1.16), ql/CashFlows/makefile.mak (1.13),
	ql/DayCounters/makefile.mak (1.13),
	ql/FiniteDifferences/makefile.mak (1.13), ql/Indexes/makefile.mak
	(1.11), ql/Instruments/makefile.mak (1.20),
	ql/Lattices/makefile.mak (1.19), ql/Math/makefile.mak (1.21),
	ql/MonteCarlo/makefile.mak (1.21), ql/Optimization/makefile.mak
	(1.11), ql/Pricers/makefile.mak (1.30),
	ql/RandomNumbers/makefile.mak (1.19),
	ql/ShortRateModels/makefile.mak (1.8),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.7),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.7),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.7),
	ql/TermStructures/makefile.mak (1.16), test-suite/makefile.mak
	(1.13):

	Borland file dependencies not handled with the OBJDIR approach.
	Reverting back to Borland object files in the same dir as source
	files

2003-09-30 15:00  Ferdinando Ametrano

	* TODO.txt (1.119):

	no message

2003-09-30 14:29  Luigi Ballabio

	* ql/PricingEngines/barrierengines.hpp (1.4),
	test-suite/Makefile.am (1.17), test-suite/barrieroption.cpp (1.2):

	Disabled greeks (for the time being?)

2003-09-30 10:44  Neil Firth

	* test-suite/: barrieroption.cpp (1.1), barrieroption.hpp (1.1),
	quantlibtestsuite.cpp (1.35):

	Tests for Barrier options in PricingEngine Framework. Some Monte
	Carlo tests, but not comprehensive.

2003-09-30 10:28  Neil Firth

	* ql/Pricers/barrieroption.cpp (1.15):

	Corrected an error message

2003-09-30 10:24  Neil Firth

	* ql/Instruments/barrieroption.hpp (1.4):

	Corrected an error message

2003-09-29 16:25  Luigi Ballabio

	* ql/ShortRateModels/CalibrationHelpers/: caphelper.cpp (1.18),
	swaptionhelper.cpp (1.15):

	setupArguments() starts getting useful

2003-09-29 14:27  Luigi Ballabio

	* Docs/: images/Makefile.am (1.4), images/instrument.eps (1.1),
	images/instrument.pdf (1.1), images/instrument.png (1.1),
	pages/instruments.docs (1.8):

	New instrument thing explained

2003-09-29 14:11  Luigi Ballabio

	* ql/: Math/bicubicsplineinterpolation.hpp (1.7),
	Math/cubicspline.hpp (1.27), Utilities/steppingiterator.hpp (1.11):

	Fixes for VC++.Net

2003-09-29 10:24  Luigi Ballabio

	* ql/quantlib.hpp (1.111), ql/Calendars/Makefile.am (1.15),
	ql/Calendars/nullcalendar.hpp (1.1), ql/DayCounters/Makefile.am
	(1.8), ql/DayCounters/makefile.mak (1.12),
	ql/DayCounters/simpledaycounter.cpp (1.1),
	ql/DayCounters/simpledaycounter.hpp (1.1),
	test-suite/daycounters.cpp (1.5), test-suite/daycounters.hpp (1.4),
	test-suite/quantlibtestsuite.cpp (1.34):

	Null calendar and simple day counter for reproducing theoretical
	calculations

2003-09-26 17:00  Luigi Ballabio

	* ql/argsandresults.hpp (1.14), ql/instrument.hpp (1.21),
	ql/option.hpp (1.17), ql/Instruments/barrieroption.cpp (1.3),
	ql/Instruments/barrieroption.hpp (1.3), ql/Instruments/capfloor.cpp
	(1.37), ql/Instruments/capfloor.hpp (1.37),
	ql/Instruments/forwardvanillaoption.cpp (1.14),
	ql/Instruments/forwardvanillaoption.hpp (1.10),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.7),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.6),
	ql/Instruments/quantovanillaoption.cpp (1.15),
	ql/Instruments/quantovanillaoption.hpp (1.12),
	ql/Instruments/swaption.cpp (1.32), ql/Instruments/swaption.hpp
	(1.27), ql/Instruments/vanillaoption.cpp (1.24),
	ql/Instruments/vanillaoption.hpp (1.22),
	ql/PricingEngines/vanillaengines.hpp (1.30),
	test-suite/riskstats.cpp (1.23):

	Changed setupEngine() into setupArguments(args)

2003-09-25 12:34  Luigi Ballabio

	* Examples/EuropeanOption/EuropeanOption.cpp (1.80),
	ql/instrument.hpp (1.20), ql/Instruments/capfloor.cpp (1.36),
	ql/Instruments/swaption.cpp (1.31),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.17),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.14):

	Small refinements to Instrument::setPricingEngine()

2003-09-24 14:49  Luigi Ballabio

	* ql/Instruments/capfloor.cpp (1.35), ql/Instruments/capfloor.hpp
	(1.36), ql/Pricers/blackcapfloor.cpp (1.14),
	test-suite/capfloor.cpp (1.11):

	Taken fixing days into account

2003-09-24 09:44  Luigi Ballabio

	* ql/Instruments/: capfloor.cpp (1.34), capfloor.hpp (1.35):

	Derived from Instrument directly

2003-09-23 18:31  Ferdinando Ametrano

	* Docs/pages/authors.docs (1.23):

	updated

2003-09-23 18:05  Luigi Ballabio

	* ql/instrument.hpp (1.19):

	Fix for VC++

2003-09-23 18:00  Luigi Ballabio

	* QuantLib.dsp (1.167), QuantLib.mak (1.156), ql/Makefile.am
	(1.38), ql/instrument.hpp (1.18), ql/makefile.mak (1.34),
	ql/option.cpp (1.22), ql/option.hpp (1.16),
	ql/PricingEngines/barrierengines.hpp (1.3),
	ql/PricingEngines/mcbarrierengine.cpp (1.3):

	Moved pricing-engine machinery up to Instrument class

2003-09-23 17:56  Ferdinando Ametrano

	* ql/instrument.hpp (1.17):

	Borland fix

2003-09-23 16:26  Luigi Ballabio

	* QuantLib.dsp (1.166), QuantLib.mak (1.155),
	ql/Instruments/Makefile.am (1.15), ql/Instruments/barrieroption.cpp
	(1.2), ql/Instruments/barrieroption.hpp (1.2),
	ql/Instruments/makefile.mak (1.19), ql/MonteCarlo/Makefile.am
	(1.24), ql/MonteCarlo/barrierpathpricer.cpp (1.2),
	ql/MonteCarlo/barrierpathpricer.hpp (1.2),
	ql/MonteCarlo/biasedbarrierpathpricer.cpp (1.2),
	ql/MonteCarlo/biasedbarrierpathpricer.hpp (1.2),
	ql/MonteCarlo/makefile.mak (1.20), ql/Pricers/barrieroption.cpp
	(1.14), ql/Pricers/barrieroption.hpp (1.13),
	ql/Pricers/makefile.mak (1.29), ql/PricingEngines/Makefile.am
	(1.20), ql/PricingEngines/barrierengines.hpp (1.2),
	ql/PricingEngines/makefile.mak (1.18),
	ql/PricingEngines/mcbarrierengine.cpp (1.2),
	test-suite/old_pricers.cpp (1.15):

	Miscellaneous fixes for the barrier option code

2003-09-23 12:25  Neil Firth

	* ql/quantlib.hpp (1.110):

	Included headers for BarrierOptions using PricingEngines

2003-09-23 12:16  Neil Firth

	* ql/PricingEngines/: barrierengines.hpp (1.1), mcbarrierengine.cpp
	(1.1):

	PricingEngines for Barrier options - Note the
	UniformSequenceGenerator for the BarrierPathPricer needs thinking
	about. It should probably use the same UniformGenerator as the
	PathGenerator. Must ensure no long term correlations between the
	PathGenerator and the Brownian Bridge sample for the max or min in
	the PathPricer.

2003-09-23 12:12  Neil Firth

	* ql/MonteCarlo/: barrierpathpricer.cpp (1.1),
	barrierpathpricer.hpp (1.1), biasedbarrierpathpricer.cpp (1.1),
	biasedbarrierpathpricer.hpp (1.1):

	Path pricers for barrier options

2003-09-23 12:10  Neil Firth

	* ql/PricingEngines/mcengine.hpp (1.32):

	Added a few comments

2003-09-23 12:00  Neil Firth

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

	Changed Pricer to use BarrierOption types defined in Instruments

2003-09-23 11:59  Neil Firth

	* ql/Instruments/: barrieroption.cpp (1.1), barrieroption.hpp
	(1.1):

	Instrument to represent a single asset Barrier option

2003-09-23 10:33  Luigi Ballabio

	* ql/: instrument.hpp (1.16), option.cpp (1.21),
	Instruments/capfloor.cpp (1.33), Instruments/capfloor.hpp (1.34),
	Instruments/forwardvanillaoption.cpp (1.13),
	Instruments/quantovanillaoption.cpp (1.14),
	Instruments/quantovanillaoption.hpp (1.11), Instruments/stock.cpp
	(1.11), Instruments/stock.hpp (1.10), Instruments/swap.cpp (1.21),
	Instruments/swap.hpp (1.17), Instruments/swaption.cpp (1.30),
	Instruments/swaption.hpp (1.26), Instruments/vanillaoption.cpp
	(1.23), Instruments/vanillaoption.hpp (1.21),
	Patterns/lazyobject.hpp (1.5):

	Separated expiration condition from calculation

2003-09-23 10:31  Luigi Ballabio

	* ql/CashFlows/basispointsensitivity.hpp (1.7):

	Couldn't read it with real tabs

2003-09-19 15:06  Luigi Ballabio

	* ql/CashFlows/indexcashflowvectors.hpp (1.8):

	Added overload taking a Schedule and deprecated the old one

2003-09-19 11:18  Luigi Ballabio

	* ql/: CashFlows/cashflowvectors.cpp (1.25),
	CashFlows/cashflowvectors.hpp (1.20), Instruments/simpleswap.cpp
	(1.28), Instruments/simpleswap.hpp (1.30),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.16):

	All FloatingRateCouponVector overloadings but one are now
	deprecated

2003-09-18 18:28  Luigi Ballabio

	* ql/: Instruments/simpleswap.cpp (1.27),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.15):

	Using the main FixedRateCouponVector

2003-09-18 18:10  Luigi Ballabio

	* ql/CashFlows/: cashflowvectors.cpp (1.24), cashflowvectors.hpp
	(1.19):

	Using the new Schedule---and all FixedRateCouponVector overloadings
	but one are now deprecated

2003-09-18 18:08  Luigi Ballabio

	* ql/Instruments/: simpleswap.cpp (1.26), simpleswap.hpp (1.29):

	Using the new Schedule class

2003-09-18 18:07  Luigi Ballabio

	* ql/: scheduler.cpp (1.16), scheduler.hpp (1.16):

	Added std::vector<Date> constructor and renamed (in a
	backward-compatible way) to Schedule

2003-09-18 16:42  Luigi Ballabio

	* ql/: scheduler.cpp (1.15), scheduler.hpp (1.15):

	Unreadable with real tabs

2003-09-16 11:27  Luigi Ballabio

	* test-suite/quantlibtestsuite.cpp (1.33):

	Yet another strike in the never-ending war to define signal and
	noise

2003-09-09 18:21  Ferdinando Ametrano

	* Examples/EuropeanOption/makefile.mak (1.14), ql/makefile.mak
	(1.33), ql/Calendars/makefile.mak (1.15), ql/CashFlows/makefile.mak
	(1.12), ql/DayCounters/makefile.mak (1.11),
	ql/FiniteDifferences/makefile.mak (1.12), ql/Indexes/makefile.mak
	(1.10), ql/Instruments/makefile.mak (1.18),
	ql/Lattices/makefile.mak (1.18), ql/Math/makefile.mak (1.20),
	ql/MonteCarlo/makefile.mak (1.19), ql/Optimization/makefile.mak
	(1.10), ql/Pricers/makefile.mak (1.28),
	ql/PricingEngines/makefile.mak (1.17),
	ql/RandomNumbers/makefile.mak (1.18),
	ql/ShortRateModels/makefile.mak (1.7),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.6),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.6),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.6),
	ql/TermStructures/makefile.mak (1.15), test-suite/makefile.mak
	(1.12):

	Borland *.obj in build/Borland dir

2003-09-09 17:20  Ferdinando Ametrano

	* Examples/AmericanOption/makefile.mak (1.4),
	Examples/BermudanSwaption/makefile.mak (1.8),
	Examples/DiscreteHedging/makefile.mak (1.11),
	Examples/EuropeanOption/makefile.mak (1.13),
	Examples/Swap/makefile.mak (1.11), makefile.mak (1.47),
	test-suite/.cvsignore (1.8), test-suite/makefile.mak (1.11):

	Borland SAFE define propagated

2003-09-09 17:19  Ferdinando Ametrano

	* ql/: .cvsignore (1.9), makefile.mak (1.32), Calendars/.cvsignore
	(1.5), Calendars/makefile.mak (1.14), CashFlows/.cvsignore (1.5),
	CashFlows/makefile.mak (1.11), DayCounters/.cvsignore (1.5),
	DayCounters/makefile.mak (1.10), FiniteDifferences/.cvsignore
	(1.5), FiniteDifferences/makefile.mak (1.11), Indexes/.cvsignore
	(1.5), Indexes/makefile.mak (1.9), Instruments/.cvsignore (1.5),
	Instruments/makefile.mak (1.17), Lattices/.cvsignore (1.5),
	Lattices/makefile.mak (1.17), Math/.cvsignore (1.5),
	Math/makefile.mak (1.19), MonteCarlo/.cvsignore (1.5),
	MonteCarlo/makefile.mak (1.18), Optimization/.cvsignore (1.5),
	Optimization/makefile.mak (1.9), Pricers/.cvsignore (1.5),
	Pricers/makefile.mak (1.27), PricingEngines/.cvsignore (1.5),
	PricingEngines/makefile.mak (1.16), RandomNumbers/.cvsignore (1.5),
	RandomNumbers/makefile.mak (1.17), ShortRateModels/.cvsignore
	(1.5), ShortRateModels/makefile.mak (1.6),
	ShortRateModels/CalibrationHelpers/.cvsignore (1.5),
	ShortRateModels/CalibrationHelpers/makefile.mak (1.5),
	ShortRateModels/OneFactorModels/.cvsignore (1.5),
	ShortRateModels/OneFactorModels/makefile.mak (1.5),
	ShortRateModels/TwoFactorModels/.cvsignore (1.5),
	ShortRateModels/TwoFactorModels/makefile.mak (1.5),
	Solvers1D/.cvsignore (1.5), TermStructures/.cvsignore (1.5),
	TermStructures/makefile.mak (1.14):

	Borland *.obj in build/Borland dir

2003-09-09 15:15  Ferdinando Ametrano

	* ql/makefile.mak (1.31), ql/Calendars/makefile.mak (1.13),
	ql/CashFlows/makefile.mak (1.10), ql/DayCounters/makefile.mak
	(1.9), ql/FiniteDifferences/makefile.mak (1.10),
	ql/Indexes/makefile.mak (1.8), ql/Instruments/makefile.mak (1.16),
	ql/Lattices/makefile.mak (1.16), ql/Math/makefile.mak (1.18),
	ql/MonteCarlo/makefile.mak (1.17), ql/Optimization/makefile.mak
	(1.8), ql/Pricers/makefile.mak (1.26),
	ql/PricingEngines/makefile.mak (1.15),
	ql/RandomNumbers/makefile.mak (1.16),
	ql/ShortRateModels/makefile.mak (1.5),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.4),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.4),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.4),
	ql/TermStructures/makefile.mak (1.13), Examples/makefile.mak
	(1.19), makefile.mak (1.46):

	Borland SAFE define propagated

2003-09-08 19:02  Ferdinando Ametrano

	* test-suite/makefile.mak (1.10):

	Borland *.obj in build/Borland dir

2003-09-08 18:44  Ferdinando Ametrano

	* Examples/: AmericanOption/.cvsignore (1.2),
	AmericanOption/makefile.mak (1.3), BermudanSwaption/.cvsignore
	(1.7), BermudanSwaption/makefile.mak (1.7),
	DiscreteHedging/.cvsignore (1.7), DiscreteHedging/makefile.mak
	(1.10), EuropeanOption/.cvsignore (1.7),
	EuropeanOption/makefile.mak (1.12), Swap/.cvsignore (1.7),
	Swap/makefile.mak (1.10):

	Borland *.obj in build/Borland dir

2003-09-08 18:23  Ferdinando Ametrano

	* test-suite/makefile.mak (1.9):

	Borland *.obj in build/Borland dir

2003-09-08 16:28  Ferdinando Ametrano

	* test-suite/: README.txt (1.2), makefile.mak (1.8),
	quantlibtestsuite.cpp (1.32):

	test-suite does run under Borland (with CppUnit 1.9.10) Few test
	failures reported

2003-09-08 16:27  Ferdinando Ametrano

	* ql/Math/makefile.mak (1.17):

	added missing file

2003-09-02 13:03  Ferdinando Ametrano

	* TODO.txt (1.118):

	updated

2003-09-02 13:03  Ferdinando Ametrano

	* Docs/quantlib.css (1.9):

	in synch with the web-site version of the file

2003-09-01 16:27  Luigi Ballabio

	* Makefile.am (1.81), QuantLib.spec (1.1):

	Added spec file for rpm

2003-09-01 16:21  Luigi Ballabio

	* News.txt (1.29), QuantLib.nsi (1.84), Readme.txt (1.18),
	Docs/quantlib.doxy (1.72), Docs/quantlibfooter.html (1.14),
	Docs/quantlibfooteronline.html (1.6), Examples/Examples.dsw (1.6),
	test-suite/Makefile.am (1.16):

	Final merge from 0.3.3 branch

2003-09-01 14:54  Ferdinando Ametrano

	* Docs/: quantlibfooter.html (1.13.8.1), quantlibfooteronline.html
	(1.5.8.1):

	small fixes

2003-09-01 14:31  Ferdinando Ametrano

	* QuantLib.nsi (1.82.2.3), Readme.txt (1.17.18.1),
	Examples/Examples.dsw (1.5.22.1):

	small fixes

2003-09-01 10:46  Ferdinando Ametrano

	* test-suite/Makefile.am (1.14.8.4):

	small fixes

2003-09-01 09:49  Ferdinando Ametrano

	* QuantLib.nsi (1.82.2.2), Docs/quantlib.doxy (1.69.2.3):

	small fixes

2003-09-01 09:40  Ferdinando Ametrano

	* News.txt (1.27.2.3), QuantLib.nsi (1.82.2.1),
	test-suite/Makefile.am (1.14.8.3):

	small fixes

2003-08-28 17:52  Luigi Ballabio

	* ChangeLog.txt (1.36), History.txt (1.18), Makefile.am (1.80),
	News.txt (1.28), QuantLib.dsp (1.165), QuantLib.mak (1.154),
	configure.ac (1.18), makefile.mak (1.45), Docs/Makefile.am (1.57),
	Docs/makefile.mak (1.33), Docs/quantlib.doxy (1.71),
	Docs/quantlibheader.html (1.18), Docs/pages/Makefile.am (1.9),
	Docs/pages/authors.docs (1.21), Docs/pages/examples.docs (1.6),
	Examples/AmericanOption/AmericanOption.cpp (1.3),
	Examples/AmericanOption/AmericanOption.mak (1.2),
	Examples/AmericanOption/Makefile.am (1.2),
	Examples/BermudanSwaption/Makefile.am (1.8),
	Examples/DiscreteHedging/Makefile.am (1.15),
	Examples/EuropeanOption/Makefile.am (1.9),
	Examples/Swap/Makefile.am (1.10), man/AmericanOption.1 (1.2),
	man/BermudanSwaption.1 (1.2), man/DiscreteHedging.1 (1.3),
	man/EuropeanOption.1 (1.3), man/Makefile.am (1.5),
	man/SwapValuation.1 (1.3), man/quantlib-test-suite.1 (1.2),
	ql/calendar.cpp (1.15), ql/calendar.hpp (1.25), ql/config.ansi.hpp
	(1.19), ql/config.bcc.hpp (1.20), ql/config.msvc.hpp (1.36),
	ql/config.mwcw.hpp (1.18), ql/dataformatters.hpp (1.21),
	ql/dataparsers.cpp (1.9), ql/date.cpp (1.28), ql/date.hpp (1.23),
	ql/diffusionprocess.cpp (1.7), ql/diffusionprocess.hpp (1.24),
	ql/grid.hpp (1.18), ql/handle.hpp (1.15), ql/option.cpp (1.20),
	ql/payoff.hpp (1.7), ql/quantlib.hpp (1.109), ql/scheduler.cpp
	(1.14), ql/scheduler.hpp (1.14), ql/swaptionvolstructure.hpp (1.7),
	ql/CashFlows/basispointsensitivity.hpp (1.6),
	ql/CashFlows/cashflowvectors.cpp (1.23),
	ql/CashFlows/cashflowvectors.hpp (1.18),
	ql/CashFlows/indexcashflowvectors.hpp (1.7),
	ql/FiniteDifferences/americancondition.hpp (1.14),
	ql/FiniteDifferences/boundarycondition.hpp (1.10),
	ql/FiniteDifferences/fdtypedefs.hpp (1.9),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.22),
	ql/FiniteDifferences/shoutcondition.hpp (1.14),
	ql/FiniteDifferences/stepcondition.hpp (1.10),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.26),
	ql/Instruments/capfloor.cpp (1.32), ql/Instruments/capfloor.hpp
	(1.33), ql/Instruments/quantoforwardvanillaoption.cpp (1.6),
	ql/Instruments/simpleswap.cpp (1.25), ql/Instruments/simpleswap.hpp
	(1.28), ql/Instruments/swap.cpp (1.20), ql/Instruments/swap.hpp
	(1.16), ql/Instruments/swaption.cpp (1.29),
	ql/Instruments/swaption.hpp (1.25),
	ql/Instruments/vanillaoption.cpp (1.22),
	ql/Instruments/vanillaoption.hpp (1.20),
	ql/Math/gaussianstatistics.hpp (1.7), ql/Math/kronrodintegral.hpp
	(1.2), ql/Math/loglinearinterpolation.hpp (1.17),
	ql/Math/matrix.hpp (1.16), ql/Math/multivariateaccumulator.hpp
	(1.17), ql/Math/primenumbers.cpp (1.9), ql/Math/riskmeasures.hpp
	(1.18), ql/Math/segmentintegral.hpp (1.18),
	ql/Math/sequencestatistics.hpp (1.20), ql/Math/svd.hpp (1.2),
	ql/MonteCarlo/everestpathpricer.cpp (1.18),
	ql/MonteCarlo/himalayapathpricer.cpp (1.22),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.11),
	ql/MonteCarlo/mctraits.hpp (1.4), ql/MonteCarlo/mctypedefs.hpp
	(1.24), ql/MonteCarlo/pagodapathpricer.cpp (1.18),
	ql/MonteCarlo/path.hpp (1.16), ql/MonteCarlo/pathgenerator.hpp
	(1.39), ql/Pricers/barrieroption.cpp (1.12),
	ql/Pricers/cliquetoption.hpp (1.13),
	ql/Pricers/discretegeometricapo.hpp (1.9),
	ql/Pricers/discretegeometricaso.hpp (1.9),
	ql/Pricers/fdbsmoption.cpp (1.13), ql/Pricers/fdbsmoption.hpp
	(1.13), ql/Pricers/fddividendeuropeanoption.hpp (1.9),
	ql/Pricers/fdmultiperiodoption.hpp (1.8), ql/Pricers/mcbasket.cpp
	(1.19), ql/Pricers/mcbasket.hpp (1.18), ql/Pricers/mceverest.cpp
	(1.22), ql/Pricers/mceverest.hpp (1.17), ql/Pricers/mchimalaya.cpp
	(1.22), ql/Pricers/mchimalaya.hpp (1.17),
	ql/Pricers/mcmaxbasket.cpp (1.19), ql/Pricers/mcmaxbasket.hpp
	(1.17), ql/Pricers/mcpagoda.hpp (1.18),
	ql/Pricers/performanceoption.hpp (1.5),
	ql/Pricers/singleassetoption.hpp (1.26),
	ql/PricingEngines/Makefile.am (1.19),
	ql/PricingEngines/americanmcengines.cpp (1.4),
	ql/PricingEngines/americanmcengines.hpp (1.3),
	ql/PricingEngines/cliquetengines.hpp (1.11),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.21),
	ql/PricingEngines/integralengines.cpp (1.7),
	ql/PricingEngines/mcengine.hpp (1.31),
	ql/RandomNumbers/haltonrsg.cpp (1.9),
	ql/RandomNumbers/haltonrsg.hpp (1.8),
	ql/RandomNumbers/randomarraygenerator.hpp (1.16),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.14),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.11),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.13), ql/ShortRateModels/TwoFactorModels/g2.hpp (1.11),
	ql/Solvers1D/newton.hpp (1.11), ql/TermStructures/Makefile.am
	(1.15), ql/TermStructures/compoundforward.cpp (1.25),
	ql/TermStructures/compoundforward.hpp (1.18),
	ql/TermStructures/discountcurve.cpp (1.20),
	ql/TermStructures/discountcurve.hpp (1.18),
	ql/TermStructures/extendeddiscountcurve.cpp (1.2),
	ql/TermStructures/extendeddiscountcurve.hpp (1.2),
	ql/TermStructures/makefile.mak (1.12),
	ql/TermStructures/zerocurve.cpp (1.5),
	ql/Volatilities/blackvariancesurface.hpp (1.18),
	ql/Volatilities/swaptionvolmatrix.hpp (1.10),
	test-suite/Makefile.am (1.15), test-suite/compoundforward.cpp
	(1.2), test-suite/compoundforward.hpp (1.2),
	test-suite/makefile.mak (1.7), test-suite/quantlibtestsuite.cpp
	(1.31), test-suite/testsuite.dsp (1.14), test-suite/testsuite.mak
	(1.20):

	Merged 0.3.3 branch

2003-08-23 16:18  Luigi Ballabio

	* ql/: Optimization/criteria.hpp (1.13), ShortRateModels/model.hpp
	(1.17):

	Pruned unneeded code

2003-08-21 17:37  Luigi Ballabio

	* configure.ac (1.16.2.2), ql/config.ansi.hpp (1.18.2.1),
	ql/config.bcc.hpp (1.19.2.1), ql/config.msvc.hpp (1.35.2.1),
	ql/config.mwcw.hpp (1.17.2.1), ql/TermStructures/zerocurve.cpp
	(1.4.8.1):

	Conditionally allowed negative yields (disabled by default)

2003-08-21 17:34  Luigi Ballabio

	* ql/: TermStructures/Makefile.am (1.14.8.1),
	TermStructures/compoundforward.cpp (1.24.2.2),
	TermStructures/discountcurve.cpp (1.19.2.2),
	TermStructures/discountcurve.hpp (1.17.2.2),
	TermStructures/extendeddiscountcurve.cpp (1.1.2.1),
	TermStructures/extendeddiscountcurve.hpp (1.1.2.1),
	TermStructures/makefile.mak (1.11.8.1), quantlib.hpp (1.108.2.1):

	Split DiscountCurve in a simple and a complex version

2003-08-19 16:17  Luigi Ballabio

	* ql/: swaptionvolstructure.hpp (1.6.8.1),
	Volatilities/swaptionvolmatrix.hpp (1.9.8.1):

	Fix for swaption volatility matrix

2003-08-19 13:44  Luigi Ballabio

	* Docs/Makefile.am (1.56.8.1), Docs/makefile.mak (1.32.8.2),
	Docs/quantlib.doxy (1.69.2.2), Docs/quantlibheader.html (1.17.8.1),
	ql/PricingEngines/americanmcengines.hpp (1.2.2.4),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.10.8.1),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.12.8.1), ql/ShortRateModels/TwoFactorModels/g2.hpp (1.10.8.1):

	Added unstable feature list

2003-08-19 11:04  Ferdinando Ametrano

	* ql/payoff.hpp (1.6.2.1):

	typo fixed

2003-08-18 16:40  Ferdinando Ametrano

	* ql/grid.hpp (1.17.2.2):

	pruned redundant header inclusions

2003-08-17 15:37  Luigi Ballabio

	* ql/Solvers1D/newton.hpp (1.10.6.2):

	Too much pruning of header inclusions

2003-08-01 17:41  nielses

	* Docs/pages/authors.docs (1.20.2.1):

	Corrected errornous link and added link to nielses.dk

2003-08-01 17:39  nielses

	* ql/Math/kronrodintegral.hpp (1.1.8.1):

	Changed maxRecursionDepth to maxFunctionEvalutions as it's more
	generic and intuitive.

2003-07-31 19:21  Ferdinando Ametrano

	* Docs/pages/examples.docs (1.5.8.2), ql/diffusionprocess.hpp
	(1.23.8.1), ql/grid.hpp (1.17.2.1), ql/Instruments/capfloor.hpp
	(1.32.8.2), ql/Instruments/quantoforwardvanillaoption.cpp
	(1.5.8.2), ql/Math/gaussianstatistics.hpp (1.6.8.2),
	ql/MonteCarlo/pathgenerator.hpp (1.38.2.2),
	ql/Pricers/fdbsmoption.hpp (1.12.8.2), ql/Pricers/mcbasket.cpp
	(1.18.8.2), ql/Pricers/mcpagoda.hpp (1.17.8.2),
	ql/TermStructures/compoundforward.hpp (1.17.2.2):

	pruned redundant header inclusions

2003-07-31 16:40  Ferdinando Ametrano

	* Docs/pages/examples.docs (1.5.8.1):

	American option example added to documentation

2003-07-31 16:38  Ferdinando Ametrano

	* ql/: dataformatters.hpp (1.20.2.1), dataparsers.cpp (1.8.2.1),
	diffusionprocess.cpp (1.6.8.1), handle.hpp (1.14.8.1),
	CashFlows/basispointsensitivity.hpp (1.5.2.3),
	CashFlows/cashflowvectors.cpp (1.22.2.3),
	CashFlows/cashflowvectors.hpp (1.17.2.3),
	CashFlows/indexcashflowvectors.hpp (1.6.2.2),
	FiniteDifferences/americancondition.hpp (1.13.2.1),
	FiniteDifferences/boundarycondition.hpp (1.9.8.1),
	FiniteDifferences/fdtypedefs.hpp (1.8.8.1),
	FiniteDifferences/finitedifferencemodel.hpp (1.21.2.1),
	FiniteDifferences/shoutcondition.hpp (1.13.2.1),
	FiniteDifferences/stepcondition.hpp (1.9.8.1),
	FiniteDifferences/tridiagonaloperator.hpp (1.25.2.1),
	Instruments/quantoforwardvanillaoption.cpp (1.5.8.1),
	Instruments/simpleswap.cpp (1.24.2.3), Instruments/swap.cpp
	(1.19.2.3), Instruments/swap.hpp (1.15.2.3),
	Instruments/swaption.hpp (1.24.8.1), Instruments/vanillaoption.hpp
	(1.19.2.2), Math/gaussianstatistics.hpp (1.6.8.1), Math/matrix.hpp
	(1.15.8.1), Math/multivariateaccumulator.hpp (1.16.8.1),
	Math/primenumbers.cpp (1.8.8.1), Math/riskmeasures.hpp (1.17.8.1),
	Math/segmentintegral.hpp (1.17.8.1), Math/sequencestatistics.hpp
	(1.19.8.1), Math/svd.hpp (1.1.2.1),
	MonteCarlo/everestpathpricer.cpp (1.17.8.1),
	MonteCarlo/himalayapathpricer.cpp (1.21.8.1),
	MonteCarlo/maxbasketpathpricer.cpp (1.10.8.1),
	MonteCarlo/mctraits.hpp (1.3.8.1), MonteCarlo/mctypedefs.hpp
	(1.23.8.1), MonteCarlo/pagodapathpricer.cpp (1.17.8.1),
	MonteCarlo/path.hpp (1.15.8.1), MonteCarlo/pathgenerator.hpp
	(1.38.2.1), Pricers/cliquetoption.hpp (1.12.8.1),
	Pricers/discretegeometricapo.hpp (1.8.8.1),
	Pricers/discretegeometricaso.hpp (1.8.8.1), Pricers/fdbsmoption.cpp
	(1.12.8.1), Pricers/fdbsmoption.hpp (1.12.8.1),
	Pricers/fddividendeuropeanoption.hpp (1.8.8.1),
	Pricers/fdmultiperiodoption.hpp (1.7.8.1), Pricers/mcbasket.cpp
	(1.18.8.1), Pricers/mcbasket.hpp (1.17.8.1), Pricers/mceverest.cpp
	(1.21.8.1), Pricers/mceverest.hpp (1.16.8.1),
	Pricers/mchimalaya.cpp (1.21.8.1), Pricers/mchimalaya.hpp
	(1.16.8.1), Pricers/mcmaxbasket.cpp (1.18.8.1),
	Pricers/mcmaxbasket.hpp (1.16.8.1), Pricers/mcpagoda.hpp
	(1.17.8.1), Pricers/performanceoption.hpp (1.4.8.1),
	Pricers/singleassetoption.hpp (1.25.2.1),
	PricingEngines/americanmcengines.hpp (1.2.2.3),
	PricingEngines/cliquetengines.hpp (1.10.8.1),
	PricingEngines/integralengines.cpp (1.6.2.1),
	PricingEngines/mcengine.hpp (1.30.2.1), RandomNumbers/haltonrsg.cpp
	(1.8.8.1), RandomNumbers/haltonrsg.hpp (1.7.8.1),
	RandomNumbers/randomarraygenerator.hpp (1.15.8.1),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.13.2.1),
	Solvers1D/newton.hpp (1.10.6.1), TermStructures/compoundforward.cpp
	(1.24.2.1), TermStructures/compoundforward.hpp (1.17.2.1),
	TermStructures/discountcurve.cpp (1.19.2.1),
	TermStructures/discountcurve.hpp (1.17.2.1),
	Volatilities/blackvariancesurface.hpp (1.17.2.1):

	pruned redundant header inclusions

2003-07-29 17:56  Luigi Ballabio

	* ql/scheduler.cpp (1.13.2.2):

	Checks no longer needed---any ambiguity is removed by the rolling
	convention now

2003-07-29 15:57  Luigi Ballabio

	* man/: AmericanOption.1 (1.1.2.1), BermudanSwaption.1 (1.1.2.1),
	Makefile.am (1.4.8.3), quantlib-test-suite.1 (1.1.2.1):

	New man pages from Dirk

2003-07-29 14:53  Luigi Ballabio

	* ql/Instruments/simpleswap.cpp (1.24.2.2):

	C++ isn't Java---can't call an overloaded constructor from another
	one

2003-07-29 14:51  Luigi Ballabio

	* ql/: CashFlows/cashflowvectors.cpp (1.22.2.2),
	CashFlows/cashflowvectors.hpp (1.17.2.2),
	Instruments/simpleswap.hpp (1.27.2.2):

	Added deprecations

2003-07-29 13:02  Luigi Ballabio

	* ql/Instruments/capfloor.cpp (1.31.8.3):

	Don't be timid :)

2003-07-29 12:30  Ferdinando Ametrano

	* makefile.mak (1.44.2.1), test-suite/makefile.mak (1.6.8.1):

	tests should work for Borland too if one has a working Borland
	cppunit lib

2003-07-29 12:22  Ferdinando Ametrano

	* Examples/AmericanOption/AmericanOption.cpp (1.2.2.2):

	there is still a bug. See the valuation of the Call option

2003-07-29 12:21  Ferdinando Ametrano

	* ql/: CashFlows/basispointsensitivity.hpp (1.5.2.2),
	Instruments/capfloor.cpp (1.31.8.2):

	Borland warnings avoided

2003-07-29 10:32  Luigi Ballabio

	* ql/Instruments/: swap.cpp (1.19.2.2), swap.hpp (1.15.2.2):

	Never, ever add a "using" directive to a header file

2003-07-28 15:40  Luigi Ballabio

	* test-suite/: compoundforward.cpp (1.1.2.2), testsuite.dsp
	(1.13.8.1), testsuite.mak (1.19.8.1):

	Added new test to VC++ project

2003-07-28 15:18  Marco Marchioro

	* ql/Pricers/barrieroption.cpp (1.11.8.1):

	theta is defined with a minus sign in front

2003-07-28 10:28  andrelouw

	* test-suite/: Makefile.am (1.14.8.2), compoundforward.cpp
	(1.1.2.1), compoundforward.hpp (1.1.2.1), quantlibtestsuite.cpp
	(1.30.2.1):

	Test for CompoundForward Termstructure

2003-07-28 10:09  andrelouw

	* ql/Instruments/: swap.cpp (1.19.2.1), swap.hpp (1.15.2.1):

	Removed fairRate calculation (not always valid)

2003-07-28 10:07  andrelouw

	* ql/Instruments/: simpleswap.cpp (1.24.2.1), simpleswap.hpp
	(1.27.2.1):

	Added constructor using pre-constructed Scheduler to build swap
	legs.

2003-07-28 10:05  andrelouw

	* ql/CashFlows/: cashflowvectors.cpp (1.22.2.1),
	cashflowvectors.hpp (1.17.2.1):

	Added constructor using pre-constructed Scheduler to build vectors.

2003-07-28 10:03  andrelouw

	* ql/CashFlows/basispointsensitivity.hpp (1.5.2.1):

	Reverted to STL functions for comparison.

2003-07-28 10:02  andrelouw

	* ql/: scheduler.cpp (1.13.2.1), scheduler.hpp (1.13.2.2):

	Added seperate named-parameter-like MakeScheduler constructor for
	Scheduler.

2003-07-28 09:59  andrelouw

	* ql/: date.cpp (1.27.2.1), date.hpp (1.22.2.1):

	Removed constructor from string - moved to SWIG interface file.

2003-07-28 09:58  andrelouw

	* ql/: calendar.cpp (1.14.2.1), calendar.hpp (1.24.2.1):

	Changed long-winded "isLastBusinessDayOfMonth" to short-and-sweet
	"isEndOfMonth"

2003-07-27 18:48  Luigi Ballabio

	* ql/Instruments/: capfloor.cpp (1.31.8.1), capfloor.hpp
	(1.32.8.1):

	Inspectors added

2003-07-27 13:32  Luigi Ballabio

	* man/: DiscreteHedging.1 (1.2.2.1), EuropeanOption.1 (1.2.2.1),
	Makefile.am (1.4.8.2), SwapValuation.1 (1.2.2.1):

	Man for the examples (they might be installed)

2003-07-26 21:51  Luigi Ballabio

	* Makefile.am (1.79.2.2), configure.ac (1.16.2.1),
	Examples/AmericanOption/Makefile.am (1.1.2.1),
	Examples/BermudanSwaption/Makefile.am (1.7.2.1),
	Examples/DiscreteHedging/Makefile.am (1.14.2.1),
	Examples/EuropeanOption/Makefile.am (1.8.2.1),
	Examples/Swap/Makefile.am (1.9.2.1), ql/Instruments/swaption.cpp
	(1.28.8.1), test-suite/Makefile.am (1.14.8.1):

	Make and make install adjustments

2003-07-26 15:03  Luigi Ballabio

	* Makefile.am (1.79.2.1), Docs/pages/Makefile.am (1.8.8.1),
	man/Makefile.am (1.4.8.1):

	Cleaned up distribution commands

2003-07-26 15:02  Luigi Ballabio

	* ql/scheduler.hpp (1.13.2.1):

	false is a bool, 0 is not

2003-07-25 19:10  Luigi Ballabio

	* Examples/AmericanOption/AmericanOption.cpp (1.2.2.1):

	Less samples and more time steps

2003-07-25 19:10  Luigi Ballabio

	* ql/option.cpp (1.19.8.1):

	Check for null engine

2003-07-25 19:09  Luigi Ballabio

	* ql/Instruments/: vanillaoption.cpp (1.21.2.1), vanillaoption.hpp
	(1.19.2.1):

	Allowed initialization with null engine to be set later

2003-07-25 19:08  Luigi Ballabio

	* ql/PricingEngines/: americanmcengines.cpp (1.3.2.3),
	americanmcengines.hpp (1.2.2.2):

	Fixed a small leak and added time steps as an input parameter

2003-07-25 17:50  Luigi Ballabio

	* ql/PricingEngines/discretizedvanillaoption.cpp (1.20.2.1):

	Fixed American options on binomial trees

2003-07-25 15:17  Luigi Ballabio

	* ql/Math/loglinearinterpolation.hpp (1.16.2.1):

	Removed warning

2003-07-25 15:06  Luigi Ballabio

	* ql/PricingEngines/: americanmcengines.cpp (1.3.2.2),
	americanmcengines.hpp (1.2.2.1):

	Minor fixes

2003-07-25 14:56  Luigi Ballabio

	* ql/PricingEngines/Makefile.am (1.18.2.1):

	Fixed list of sources

2003-07-25 14:55  Luigi Ballabio

	* ql/PricingEngines/americanmcengines.cpp (1.3.2.1):

	Missing cr at end of file

2003-07-25 14:54  Luigi Ballabio

	* News.txt (1.27.2.1):

	Miscellanea is last

2003-07-25 13:04  Luigi Ballabio

	* QuantLib.nsi (1.83), configure.ac (1.17), Docs/quantlib.doxy
	(1.70), dev_tools/version_number.txt (1.33), ql/qldefines.hpp
	(1.56):

	Bumped version number after branching

2003-07-25 12:51  Luigi Ballabio

	* QuantLib.nsi (1.82), configure.ac (1.16), Docs/quantlib.doxy
	(1.69), dev_tools/version_number.txt (1.32), ql/qldefines.hpp
	(1.55):

	Bumped version number

2003-07-25 11:09  Luigi Ballabio

	* Examples/EuropeanOption/EuropeanOption.cpp (1.79):

	Bypassed mysterious problem with VC++

2003-07-25 11:00  Ferdinando Ametrano

	* QuantLib.nsi (1.81):

	AmericanOption example added

2003-07-25 10:59  Luigi Ballabio

	* makefile.mak (1.44), Examples/makefile.mak (1.18),
	Examples/AmericanOption/makefile.mak (1.2),
	Examples/BermudanSwaption/makefile.mak (1.6),
	Examples/DiscreteHedging/makefile.mak (1.9),
	Examples/EuropeanOption/makefile.mak (1.11),
	Examples/Swap/makefile.mak (1.9):

	Examples build conditionally with Borland

2003-07-25 10:48  Ferdinando Ametrano

	* ql/: CashFlows/basispointsensitivity.hpp (1.5), Math/svd.cpp
	(1.2):

	few more Borland warnings avoided

2003-07-25 10:29  Ferdinando Ametrano

	* Contributors.txt (1.20), Docs/pages/authors.docs (1.20):

	David Schwartz's fixes for VC7

2003-07-25 10:19  Luigi Ballabio

	* ql/: config.msvc.hpp (1.35),
	FiniteDifferences/finitedifferencemodel.hpp (1.21),
	Math/bilinearinterpolation.hpp (1.15), Math/cubicspline.hpp (1.26),
	Math/loglinearinterpolation.hpp (1.16),
	Utilities/combiningiterator.hpp (1.10),
	Utilities/processingiterator.hpp (1.9),
	Volatilities/blackvariancesurface.hpp (1.17):

	Added David Schwartz's fixes for VC7

2003-07-24 20:35  Ferdinando Ametrano

	* Examples/AmericanOption/AmericanOption.cpp (1.2),
	ql/dataparsers.cpp (1.8), ql/PricingEngines/americanmcengines.cpp
	(1.3), ql/PricingEngines/americanmcengines.hpp (1.2):

	few Borland warning avoided

2003-07-24 20:02  nehal1974

	* ql/Lattices/lattice2d.cpp (1.7):

	let's keep it clean! -- (added a space)

2003-07-24 19:06  Luigi Ballabio

	* QuantLib.dsw (1.10), Examples/AmericanOption/.cvsignore (1.1):

	Added project to workspace

2003-07-24 18:48  Luigi Ballabio

	* ql/PricingEngines/americanmcengines.cpp (1.2):

	Now compiling with the current code base

2003-07-24 18:47  nehal1974

	* ql/Lattices/lattice2d.cpp (1.6):

	initialize m_ in constructor

2003-07-24 18:43  Luigi Ballabio

	* configure.ac (1.15):

	Some more catching up with Neil

2003-07-24 18:32  Luigi Ballabio

	* ql/Lattices/lattice.cpp (1.10):

	Better error message and less work if not needed

2003-07-24 18:28  Luigi Ballabio

	* ql/dataformatters.hpp (1.20):

	Non case-sensitive operating systems should be taken out and
	shot...

2003-07-24 18:25  Luigi Ballabio

	* News.txt (1.27):

	Miscellaneous orthography :)

2003-07-24 17:44  Ferdinando Ametrano

	* Examples/: Makefile.am (1.20), makefile.mak (1.17):

	catching up with Neil's commit

2003-07-24 17:39  Ferdinando Ametrano

	* History.txt (1.17), News.txt (1.26),
	Examples/AmericanOption/Makefile.am (1.1),
	Examples/AmericanOption/ReadMe.txt (1.1),
	Examples/AmericanOption/makefile.mak (1.1),
	Examples/EuropeanOption/ReadMe.txt (1.2), ql/Math/Makefile.am
	(1.22), ql/Math/makefile.mak (1.16), ql/PricingEngines/Makefile.am
	(1.18), ql/PricingEngines/makefile.mak (1.14), QuantLib.dsp
	(1.164), QuantLib.mak (1.153),
	Examples/AmericanOption/AmericanOption.dsp (1.1):

	catching up with Neil's commit

2003-07-24 17:06  Neil Firth

	* ql/quantlib.hpp (1.108):

	Added svd.hpp and americanmcengines.hpp

2003-07-24 17:05  Neil Firth

	* Examples/AmericanOption/AmericanOption.cpp (1.1):

	Examples of use of Pricing Engines for American options

2003-07-24 16:58  Neil Firth

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

	First crude implementation of the Longstaff Schwartz Least Squares
	Monte Carlo algorithm for 1d american options

2003-07-24 16:06  Neil Firth

	* ql/Math/: svd.cpp (1.1), svd.hpp (1.1):

	Calculate the Singular Value Decomposition of a Matrix

2003-07-24 15:56  Neil Firth

	* ql/: dataformatters.cpp (1.24), dataformatters.hpp (1.19):

	Overloaded << for the Matrix class

2003-07-24 14:42  Marco Marchioro

	* ql/FiniteDifferences/: tridiagonaloperator.cpp (1.21),
	tridiagonaloperator.hpp (1.25):

	Diagonals renamed. Added inspectors for diagonals.

2003-07-24 14:07  Luigi Ballabio

	* ql/: discretizedasset.cpp (1.3), discretizedasset.hpp (1.3),
	Lattices/lattice.cpp (1.9), Pricers/capfloorpricer.cpp (1.8),
	Pricers/capfloorpricer.hpp (1.11), Pricers/swaptionpricer.cpp
	(1.12), Pricers/swaptionpricer.hpp (1.16),
	PricingEngines/discretizedvanillaoption.cpp (1.20),
	PricingEngines/discretizedvanillaoption.hpp (1.15):

	Added hooks for adjustment before/after exercise

2003-07-24 13:09  Marco Marchioro

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.20):

	added access to evolver

2003-07-24 12:12  Luigi Ballabio

	* .cvsignore (1.7), Makefile.am (1.79), configure.ac (1.14),
	quantlib.el (1.1), config/.cvsignore (1.3):

	Emacs macros for QuantLib users/developers

2003-07-24 09:36  Luigi Ballabio

	* Makefile.am (1.78), Examples/Makefile.am (1.19),
	Examples/BermudanSwaption/Makefile.am (1.7),
	Examples/DiscreteHedging/Makefile.am (1.14),
	Examples/EuropeanOption/Makefile.am (1.8),
	Examples/Swap/Makefile.am (1.9):

	Examples not in "make all"

2003-07-23 18:18  Luigi Ballabio

	* ql/solver1d.hpp (1.14):

	Using new pattern

2003-07-23 18:17  Luigi Ballabio

	* ql/Patterns/: Makefile.am (1.12), curiouslyrecurring.hpp (1.1):

	Abstracted another one (which is going to be used quite a bit after
	next release)

2003-07-23 18:15  Luigi Ballabio

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

	Any compiler leaving this go unnoticed should be taken out and shot

2003-07-23 17:37  Luigi Ballabio

	* QuantLib.dsw (1.9), ql/discretizedasset.hpp (1.2),
	ql/Pricers/swaptionpricer.cpp (1.11), ql/Pricers/swaptionpricer.hpp
	(1.15), ql/Pricers/treeswaption.cpp (1.30):

	Oops, fixed Bermudan swaptions

2003-07-23 15:49  Luigi Ballabio

	* ql/: discretizedasset.cpp (1.2), numericalmethod.hpp (1.11),
	Lattices/lattice.cpp (1.8), Lattices/lattice.hpp (1.7):

	Added hook for exercise at end of rollback

2003-07-23 15:18  Marco Marchioro

	* Examples/: DiscreteHedging/DiscreteHedging.cpp (1.25),
	EuropeanOption/EuropeanOption.cpp (1.78):

	PlainPayoff divided into two: PlainVanillaPayoff and
	StrikedTypePayoff

2003-07-23 15:14  Marco Marchioro

	* ql/: MonteCarlo/arithmeticapopathpricer.hpp (1.12),
	MonteCarlo/arithmeticasopathpricer.cpp (1.14),
	MonteCarlo/basketpathpricer.hpp (1.20),
	MonteCarlo/cliquetoptionpathpricer.cpp (1.15),
	MonteCarlo/europeanpathpricer.hpp (1.18),
	MonteCarlo/geometricapopathpricer.hpp (1.12),
	MonteCarlo/geometricasopathpricer.cpp (1.17),
	MonteCarlo/performanceoptionpathpricer.hpp (1.11),
	Instruments/vanillaoption.cpp (1.21),
	FiniteDifferences/americancondition.hpp (1.13),
	FiniteDifferences/shoutcondition.hpp (1.13):

	PlainPayoff divided into two: PlainVanillaPayoff and
	StrikedTypePayoff

2003-07-23 15:11  Marco Marchioro

	* ql/: Pricers/singleassetoption.hpp (1.25),
	PricingEngines/analyticeuropeanengine.cpp (1.8),
	PricingEngines/forwardengines.hpp (1.18),
	PricingEngines/integralengines.cpp (1.6),
	PricingEngines/mcengine.hpp (1.30),
	PricingEngines/quantoengines.hpp (1.18), payoff.hpp (1.6):

	PlainPayoff divided into two: PlainVanillaPayoff and
	StrikedTypePayoff

2003-07-23 11:38  Ferdinando Ametrano

	* TODO.txt (1.117), ql/Volatilities/localvolsurface.hpp (1.9):

	updated

2003-07-22 18:06  Marco Marchioro

	* QuantLib.dsp (1.162):

	fdvanillaengine.cpp was useless

2003-07-22 18:05  Marco Marchioro

	* ql/payoff.hpp (1.5):

	SupersharePayoff is now a PlainPayoff

2003-07-22 18:04  Marco Marchioro

	* ql/: TermStructures/discountcurve.hpp (1.17), dataparsers.hpp
	(1.8):

	 fixed warning problem

2003-07-22 18:03  Marco Marchioro

	* ql/PricingEngines/: analyticeuropeanengine.cpp (1.7),
	discretizedvanillaoption.cpp (1.19), integralengines.cpp (1.5),
	mcengine.hpp (1.29), vanillaengines.hpp (1.29):

	payoff is now part of Vanilla Option Arguments

2003-07-22 18:02  Marco Marchioro

	* ql/PricingEngines/: Makefile.am (1.17), fdvanillaengine.cpp
	(1.4), makefile.mak (1.13):

	fdvanillaengine.cpp was useless

2003-07-22 18:01  Marco Marchioro

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

	Added first and second derivatives to CubicSpline

2003-07-22 18:00  Marco Marchioro

	* ql/Instruments/: vanillaoption.cpp (1.20), vanillaoption.hpp
	(1.19):

	payoff is part of the vanilla arguments

2003-07-22 17:59  Marco Marchioro

	* ql/FiniteDifferences/: americancondition.hpp (1.12),
	shoutcondition.hpp (1.12):

	payoff is part of the arguments

2003-07-22 17:35  Ferdinando Ametrano

	* ChangeLog.txt (1.33), ChangeLog.txt (1.34), ChangeLog.txt (1.35):

	updated

2003-07-22 12:44  andrelouw

	* ql/TermStructures/: compoundforward.cpp (1.24),
	compoundforward.hpp (1.17), discountcurve.cpp (1.19),
	discountcurve.hpp (1.16):

	Refactoring and simplification. Proper calculation of rates on non
	compounding boundaries.

2003-07-22 12:40  andrelouw

	* ql/TermStructures/: flatforward.hpp (1.25),
	piecewiseflatforward.cpp (1.34), piecewiseflatforward.hpp (1.30):

	Specific implementation of compound forward rate from zero yield.

2003-07-22 12:38  andrelouw

	* ql/termstructure.hpp (1.32):

	Added compound forward and zero coupon implementations.

2003-07-22 12:37  andrelouw

	* ql/TermStructures/: ratehelpers.cpp (1.34), ratehelpers.hpp
	(1.29):

	Added Futures rate helper with specified maturity date.

2003-07-22 12:20  andrelouw

	* ql/Instruments/: swap.cpp (1.19), swap.hpp (1.15):

	Added bucketed bps calculation as well as simple fairRate
	calculation.

2003-07-22 12:18  andrelouw

	* ql/Instruments/: simpleswap.cpp (1.24), simpleswap.hpp (1.27):

	Added swap constructor using specified maturity date as well as
	added functionality in Scheduler.

2003-07-22 12:15  andrelouw

	* ql/CashFlows/basispointsensitivity.hpp (1.4):

	Added date bucketed basis point sensitivity based on 1st derivative
	of zero coupon rate.

2003-07-22 11:57  andrelouw

	* ql/: scheduler.cpp (1.13), scheduler.hpp (1.13),
	CashFlows/cashflowvectors.cpp (1.22), CashFlows/cashflowvectors.hpp
	(1.17):

	Added basic date generation starting from the end. Modified
	cashflowvectors to use this. Also added functionality to create a
	cashflow vector using specified vectors of nominals,couponRates and
	dates.

2003-07-22 11:49  andrelouw

	* ql/marketelement.hpp (1.13):

	Only notify observers when value actually changed.

2003-07-22 11:48  andrelouw

	* ql/: dataparsers.cpp (1.7), dataparsers.hpp (1.7), date.cpp
	(1.27), date.hpp (1.22):

	Added parsing of input date string using supplied format string.

2003-07-22 11:45  andrelouw

	* ql/: calendar.cpp (1.14), calendar.hpp (1.24):

	Added "MonthEndReference" business day rolling convention. Similar
	to "ModifiedFollowing", unless where original date is last business
	day of month all resulting dates will also be last business day of
	month.

2003-07-22 11:31  andrelouw

	* ql/Calendars/johannesburg.cpp (1.7):

	Only if the holiday falls on a Sunday will it move to the Monday.

2003-07-22 11:11  Luigi Ballabio

	* configure.ac (1.13), ql/array.hpp (1.18), ql/config.ansi.hpp
	(1.18), ql/config.bcc.hpp (1.19), ql/config.msvc.hpp (1.34),
	ql/config.mwcw.hpp (1.17):

	Conditionally got some cycles back

2003-07-18 13:27  Luigi Ballabio

	* ql/PricingEngines/discretizedvanillaoption.cpp (1.18):

	Bitwise and between booleans?

2003-07-17 11:10  Luigi Ballabio

	* QuantLib.dsp (1.161), QuantLib.mak (1.151):

	Abstracted discretized option

2003-07-17 10:51  Luigi Ballabio

	* ql/: Makefile.am (1.37), discretizedasset.cpp (1.1),
	discretizedasset.hpp (1.1), makefile.mak (1.30),
	numericalmethod.hpp (1.10), FiniteDifferences/americancondition.hpp
	(1.11), FiniteDifferences/shoutcondition.hpp (1.11),
	Lattices/lattice.cpp (1.7), Pricers/capfloorpricer.hpp (1.10),
	Pricers/swaptionpricer.cpp (1.10), Pricers/swaptionpricer.hpp
	(1.14), PricingEngines/discretizedvanillaoption.hpp (1.14):

	Abstracted discretized option

2003-07-16 17:12  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.34),
	ql/numericalmethod.hpp (1.9), ql/Lattices/lattice.cpp (1.6),
	ql/Pricers/capfloorpricer.hpp (1.9), ql/Pricers/swaptionpricer.hpp
	(1.13), ql/PricingEngines/discretizedvanillaoption.hpp (1.13),
	ql/ShortRateModels/calibrationhelper.hpp (1.11),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.13),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.6),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.13),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.6):

	Minor method cleanup (mostly for my own ease of reading)

2003-07-16 17:11  Luigi Ballabio

	* ql/config.msvc.hpp (1.33):

	Redundant define

2003-07-16 17:08  Luigi Ballabio

	* ql/: array.hpp (1.17), scheduler.hpp (1.12),
	Math/lexicographicalview.hpp (1.10), Utilities/steppingiterator.hpp
	(1.10):

	Traded a cycle for additional safety

2003-07-16 09:32  Luigi Ballabio

	* ql/MonteCarlo/pathgenerator.hpp (1.38):

	Bug fix

2003-07-15 16:36  Luigi Ballabio

	* ql/: config.msvc.hpp (1.32), CashFlows/indexcashflowvectors.hpp
	(1.6), FiniteDifferences/tridiagonaloperator.hpp (1.24),
	Pricers/blackcapfloor.cpp (1.13):

	Equal treatment for MS, Solaris and Darwin (fair is fair)

2003-07-15 12:48  Luigi Ballabio

	* ql/Pricers/blackcapfloor.cpp (1.12):

	Fixed test failing on Visual C++

2003-07-14 18:48  Marco Marchioro

	* ql/: pricingengine.hpp (1.9), PricingEngines/genericengine.hpp
	(1.11):

	logical constness of arguments() enforced

2003-07-14 18:23  Luigi Ballabio

	* ql/: grid.hpp (1.17), Pricers/swaptionpricer.cpp (1.9),
	Pricers/swaptionpricer.hpp (1.12), Pricers/treeswaption.cpp (1.29):

	Tree swaptions now work even if some exercise dates expired already

2003-07-09 14:46  Enrico Sirola

	* ql/TermStructures/: ratehelpers.cpp (1.33), ratehelpers.hpp
	(1.28):


	 * RateHelpers::referenceQuote(): method added
	 * RateHelpers::discountGuess(): extrapolation removed

2003-07-08 10:30  Luigi Ballabio

	* Docs/README.txt (1.22):

	Link fixed

2003-07-08 09:20  Marco Marchioro

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.19):

	Added a new constructor

2003-07-08 09:15  Marco Marchioro

	* ql/Math/linearinterpolation.hpp (1.15):

	Modified in order to compile on Borland C++

2003-07-08 09:14  Marco Marchioro

	* ql/grid.hpp (1.16):

	Old class Grid no longer exists, use CenteredGrid to obtain the
	same result.

2003-07-04 22:09  dicesare

	* QuantLib.dsp (1.160):

	add /Oi- compilation flag to avoid internal compiler error messages

2003-06-26 11:16  Luigi Ballabio

	* Docs/quantlibheader.tex (1.15.2.1), ql/Patterns/lazyobject.hpp
	(1.3.4.1):

	Manual back-merge (I know, I know)

2003-06-26 10:26  Luigi Ballabio

	* Docs/quantlibheader.tex (1.17):

	Fixed indexes

2003-06-25 16:00  Luigi Ballabio

	* test-suite/: piecewiseflatforward.cpp (1.6),
	piecewiseflatforward.hpp (1.4), quantlibtestsuite.cpp (1.30):

	Test case for the bug just fixed

2003-06-25 12:02  Luigi Ballabio

	* ql/Patterns/lazyobject.hpp (1.4):

	Documentation added

2003-06-25 08:57  Luigi Ballabio

	* ql/termstructure.hpp (1.31):

	Diamond inheritance fixed

2003-06-25 08:53  Luigi Ballabio

	* ql/termstructure.hpp (1.30.4.1):

	Diamond inheritance fixed

2003-06-17 15:48  Marco Marchioro

	* ql/date.cpp (1.26):

	space required for a nice formatting

2003-06-11 16:06  Luigi Ballabio

	* QuantLib.nsi (1.80), configure.ac (1.12), Docs/quantlib.doxy
	(1.68), dev_tools/version_number.txt (1.30), ql/qldefines.hpp
	(1.54):

	Bumped version number

2003-06-11 12:28  Luigi Ballabio

	* QuantLib.nsi (1.79.4.1), configure.ac (1.11.4.1),
	Docs/quantlib.doxy (1.67.4.1), dev_tools/version_number.txt
	(1.29.4.1), ql/qldefines.hpp (1.53.4.1), ql/Solvers1D/Makefile.am
	(1.7.2.1):

	Preparing for release

2003-06-06 12:11  Mario Aleppo

	* ql/Lattices/lattice.hpp (1.6):

	Tree properties become public

2003-06-04 14:47  Marco Marchioro

	* QuantLib.dsp (1.159):

	Added configuration "QuantLib - Win32 Intel OnTheEdgeRelease"

2003-05-30 11:51  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.33),
	ql/ShortRateModels/model.cpp (1.13), ql/ShortRateModels/model.hpp
	(1.16):

	Unneeded Handle layer removed

2003-05-29 16:59  Luigi Ballabio

	* ql/Math/incrementalstatistics.cpp (1.5):

	Apparently an issue with gcc 3.3 and QL_MIN_DOUBLE

2003-05-28 09:53  Luigi Ballabio

	* ql/CashFlows/: inarrearindexedcoupon.hpp (1.5),
	indexcashflowvectors.hpp (1.4), indexedcoupon.hpp (1.5),
	shortindexedcoupon.hpp (1.5), upfrontindexedcoupon.hpp (1.5):

	Possibly override day count

2003-05-22 17:29  Luigi Ballabio

	* QuantLib.dsp (1.158), QuantLib.mak (1.150),
	Examples/EuropeanOption/EuropeanOption.cpp (1.77), ql/Makefile.am
	(1.36), ql/makefile.mak (1.29), ql/solver1d.cpp (1.12),
	ql/solver1d.hpp (1.13), ql/Instruments/vanillaoption.hpp (1.18),
	ql/Pricers/jamshidianswaption.cpp (1.16),
	ql/Pricers/singleassetoption.hpp (1.24),
	ql/ShortRateModels/calibrationhelper.cpp (1.6),
	ql/ShortRateModels/onefactormodel.cpp (1.10),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.10),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.9),
	ql/Solvers1D/Makefile.am (1.7), ql/Solvers1D/bisection.cpp (1.10),
	ql/Solvers1D/bisection.hpp (1.10), ql/Solvers1D/brent.cpp (1.11),
	ql/Solvers1D/brent.hpp (1.10), ql/Solvers1D/falseposition.cpp
	(1.10), ql/Solvers1D/falseposition.hpp (1.10),
	ql/Solvers1D/makefile.mak (1.8), ql/Solvers1D/newton.cpp (1.10),
	ql/Solvers1D/newton.hpp (1.10), ql/Solvers1D/newtonsafe.cpp (1.11),
	ql/Solvers1D/newtonsafe.hpp (1.11), ql/Solvers1D/ridder.cpp (1.10),
	ql/Solvers1D/ridder.hpp (1.10), ql/Solvers1D/secant.cpp (1.10),
	ql/Solvers1D/secant.hpp (1.10),
	ql/TermStructures/piecewiseflatforward.hpp (1.29),
	test-suite/solvers.cpp (1.5):

	Solvers now take any function (not necessarily and
	ObjectiveFunction---as a matter of fact the latter disappeared)

2003-05-21 14:02  Luigi Ballabio

	* ql/Instruments/vanillaoption.cpp (1.19):

	Ensured engine initialization before calling impliedVolatility()

2003-05-20 11:50  Luigi Ballabio

	* test-suite/: europeanoption.cpp (1.13), europeanoption.hpp (1.8),
	quantlibtestsuite.cpp (1.29):

	Added MC European test

2003-05-16 18:17  Luigi Ballabio

	* makefile.mak (1.43):

	No CppUnit, No test suite

2003-05-16 18:16  Luigi Ballabio

	* ql/MonteCarlo/montecarlomodel.hpp (1.25):

	Fixed Borland compilation thing

2003-05-16 17:46  Luigi Ballabio

	* Makefile.am (1.77), QuantLib.nsi (1.79), makefile.mak (1.42),
	Docs/Makefile.am (1.56), Docs/README.txt (1.21), Docs/makefile.mak
	(1.32), Docs/quantlibfooter.html (1.13),
	Docs/quantlibfooteronline.html (1.5), Docs/Examples/Makefile.am
	(1.4), Docs/images/Makefile.am (1.3), Docs/pages/Makefile.am (1.8),
	Examples/Makefile.am (1.18), Examples/makefile.mak (1.16),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.32),
	Examples/BermudanSwaption/makefile.mak (1.5),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.24),
	Examples/DiscreteHedging/makefile.mak (1.8),
	Examples/EuropeanOption/EuropeanOption.cpp (1.76),
	Examples/EuropeanOption/makefile.mak (1.10),
	Examples/Swap/makefile.mak (1.8), Examples/Swap/swapvaluation.cpp
	(1.35), config/Makefile.am (1.4), dev_tools/backupcvstree.py (1.2),
	dev_tools/downloadrelease.py (1.4), man/Makefile.am (1.4),
	ql/Makefile.am (1.35), ql/argsandresults.hpp (1.13), ql/array.hpp
	(1.16), ql/blackmodel.hpp (1.9), ql/calendar.cpp (1.13),
	ql/calendar.hpp (1.23), ql/capvolstructures.hpp (1.6),
	ql/cashflow.hpp (1.11), ql/config.ansi.hpp (1.17),
	ql/config.bcc.hpp (1.18), ql/config.msvc.hpp (1.31),
	ql/config.mwcw.hpp (1.16), ql/currency.hpp (1.9),
	ql/dataformatters.cpp (1.23), ql/dataformatters.hpp (1.18),
	ql/dataparsers.cpp (1.6), ql/dataparsers.hpp (1.6), ql/date.cpp
	(1.25), ql/date.hpp (1.21), ql/daycounter.hpp (1.20),
	ql/diffusionprocess.cpp (1.6), ql/diffusionprocess.hpp (1.23),
	ql/disposable.hpp (1.3), ql/errors.hpp (1.12), ql/exercise.cpp
	(1.4), ql/exercise.hpp (1.24), ql/grid.cpp (1.9), ql/grid.hpp
	(1.15), ql/handle.hpp (1.14), ql/history.hpp (1.16), ql/index.hpp
	(1.12), ql/instrument.hpp (1.15), ql/makefile.mak (1.28),
	ql/marketelement.hpp (1.12), ql/null.hpp (1.8),
	ql/numericalmethod.hpp (1.8), ql/option.cpp (1.19), ql/option.hpp
	(1.15), ql/payoff.hpp (1.4), ql/pricingengine.hpp (1.8),
	ql/qldefines.hpp (1.53), ql/quantlib.hpp (1.107),
	ql/relinkablehandle.hpp (1.15), ql/riskstatistics.hpp (1.19),
	ql/scheduler.cpp (1.12), ql/scheduler.hpp (1.11), ql/solver1d.cpp
	(1.11), ql/solver1d.hpp (1.12), ql/swaptionvolstructure.hpp (1.6),
	ql/termstructure.hpp (1.30), ql/types.hpp (1.9),
	ql/voltermstructure.cpp (1.9), ql/voltermstructure.hpp (1.12),
	ql/Calendars/Makefile.am (1.14), ql/Calendars/budapest.cpp (1.4),
	ql/Calendars/budapest.hpp (1.4), ql/Calendars/frankfurt.cpp (1.13),
	ql/Calendars/frankfurt.hpp (1.13), ql/Calendars/helsinki.cpp
	(1.12), ql/Calendars/helsinki.hpp (1.13),
	ql/Calendars/johannesburg.cpp (1.6), ql/Calendars/johannesburg.hpp
	(1.5), ql/Calendars/jointcalendar.cpp (1.4),
	ql/Calendars/jointcalendar.hpp (1.3), ql/Calendars/london.cpp
	(1.13), ql/Calendars/london.hpp (1.13), ql/Calendars/makefile.mak
	(1.12), ql/Calendars/milan.cpp (1.12), ql/Calendars/milan.hpp
	(1.13), ql/Calendars/newyork.cpp (1.13), ql/Calendars/newyork.hpp
	(1.14), ql/Calendars/oslo.cpp (1.4), ql/Calendars/oslo.hpp (1.4),
	ql/Calendars/stockholm.cpp (1.5), ql/Calendars/stockholm.hpp (1.4),
	ql/Calendars/sydney.cpp (1.5), ql/Calendars/sydney.hpp (1.5),
	ql/Calendars/target.cpp (1.13), ql/Calendars/target.hpp (1.14),
	ql/Calendars/tokyo.cpp (1.9), ql/Calendars/tokyo.hpp (1.6),
	ql/Calendars/toronto.cpp (1.5), ql/Calendars/toronto.hpp (1.5),
	ql/Calendars/warsaw.cpp (1.4), ql/Calendars/warsaw.hpp (1.4),
	ql/Calendars/wellington.cpp (1.13), ql/Calendars/wellington.hpp
	(1.13), ql/Calendars/zurich.cpp (1.12), ql/Calendars/zurich.hpp
	(1.13), ql/CashFlows/Makefile.am (1.11),
	ql/CashFlows/basispointsensitivity.hpp (1.3),
	ql/CashFlows/cashflowvectors.cpp (1.21),
	ql/CashFlows/cashflowvectors.hpp (1.16), ql/CashFlows/coupon.hpp
	(1.14), ql/CashFlows/fixedratecoupon.hpp (1.16),
	ql/CashFlows/floatingratecoupon.hpp (1.25),
	ql/CashFlows/makefile.mak (1.9), ql/CashFlows/parcoupon.cpp (1.3),
	ql/CashFlows/parcoupon.hpp (1.3),
	ql/CashFlows/shortfloatingcoupon.cpp (1.10),
	ql/CashFlows/shortfloatingcoupon.hpp (1.10),
	ql/CashFlows/simplecashflow.hpp (1.9), ql/DayCounters/Makefile.am
	(1.7), ql/DayCounters/actual360.hpp (1.13),
	ql/DayCounters/actual365.hpp (1.13),
	ql/DayCounters/actualactual.cpp (1.19),
	ql/DayCounters/actualactual.hpp (1.17), ql/DayCounters/makefile.mak
	(1.8), ql/DayCounters/thirty360.cpp (1.12),
	ql/DayCounters/thirty360.hpp (1.16),
	ql/FiniteDifferences/Makefile.am (1.15),
	ql/FiniteDifferences/americancondition.hpp (1.10),
	ql/FiniteDifferences/boundarycondition.cpp (1.4),
	ql/FiniteDifferences/boundarycondition.hpp (1.9),
	ql/FiniteDifferences/bsmoperator.cpp (1.12),
	ql/FiniteDifferences/bsmoperator.hpp (1.12),
	ql/FiniteDifferences/cranknicolson.hpp (1.16),
	ql/FiniteDifferences/dminus.hpp (1.11),
	ql/FiniteDifferences/dplus.hpp (1.11),
	ql/FiniteDifferences/dplusdminus.hpp (1.12),
	ql/FiniteDifferences/dzero.hpp (1.11),
	ql/FiniteDifferences/expliciteuler.hpp (1.12),
	ql/FiniteDifferences/fdtypedefs.hpp (1.8),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.18),
	ql/FiniteDifferences/impliciteuler.hpp (1.11),
	ql/FiniteDifferences/makefile.mak (1.9),
	ql/FiniteDifferences/mixedscheme.hpp (1.8),
	ql/FiniteDifferences/onefactoroperator.cpp (1.14),
	ql/FiniteDifferences/onefactoroperator.hpp (1.14),
	ql/FiniteDifferences/shoutcondition.hpp (1.10),
	ql/FiniteDifferences/stepcondition.hpp (1.9),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.20),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.23),
	ql/FiniteDifferences/valueatcenter.cpp (1.12),
	ql/FiniteDifferences/valueatcenter.hpp (1.8),
	ql/Indexes/Makefile.am (1.8), ql/Indexes/audlibor.hpp (1.8),
	ql/Indexes/cadlibor.hpp (1.8), ql/Indexes/chflibor.hpp (1.6),
	ql/Indexes/euribor.hpp (1.12), ql/Indexes/gbplibor.hpp (1.12),
	ql/Indexes/jpylibor.hpp (1.7), ql/Indexes/makefile.mak (1.7),
	ql/Indexes/usdlibor.hpp (1.12), ql/Indexes/xibor.cpp (1.13),
	ql/Indexes/xibor.hpp (1.16), ql/Indexes/xibormanager.cpp (1.12),
	ql/Indexes/xibormanager.hpp (1.12), ql/Indexes/zarlibor.hpp (1.6),
	ql/Instruments/Makefile.am (1.14), ql/Instruments/capfloor.cpp
	(1.31), ql/Instruments/capfloor.hpp (1.32),
	ql/Instruments/forwardvanillaoption.cpp (1.12),
	ql/Instruments/forwardvanillaoption.hpp (1.9),
	ql/Instruments/makefile.mak (1.15),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.5),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.5),
	ql/Instruments/quantovanillaoption.cpp (1.13),
	ql/Instruments/quantovanillaoption.hpp (1.10),
	ql/Instruments/simpleswap.cpp (1.23), ql/Instruments/simpleswap.hpp
	(1.26), ql/Instruments/stock.cpp (1.10), ql/Instruments/stock.hpp
	(1.9), ql/Instruments/swap.cpp (1.18), ql/Instruments/swap.hpp
	(1.14), ql/Instruments/swaption.cpp (1.28),
	ql/Instruments/swaption.hpp (1.24),
	ql/Instruments/vanillaoption.cpp (1.18),
	ql/Instruments/vanillaoption.hpp (1.17), ql/Lattices/Makefile.am
	(1.9), ql/Lattices/binomialtree.cpp (1.13),
	ql/Lattices/binomialtree.hpp (1.10), ql/Lattices/bsmlattice.cpp
	(1.8), ql/Lattices/bsmlattice.hpp (1.6), ql/Lattices/lattice.cpp
	(1.5), ql/Lattices/lattice.hpp (1.5), ql/Lattices/lattice2d.cpp
	(1.5), ql/Lattices/lattice2d.hpp (1.5), ql/Lattices/makefile.mak
	(1.15), ql/Lattices/tree.hpp (1.18), ql/Lattices/trinomialtree.cpp
	(1.16), ql/Lattices/trinomialtree.hpp (1.9), ql/Math/Makefile.am
	(1.21), ql/Math/bicubicsplineinterpolation.hpp (1.6),
	ql/Math/bilinearinterpolation.hpp (1.14),
	ql/Math/chisquaredistribution.cpp (1.7),
	ql/Math/chisquaredistribution.hpp (1.7), ql/Math/cubicspline.hpp
	(1.24), ql/Math/discrepancystatistics.cpp (1.4),
	ql/Math/discrepancystatistics.hpp (1.9), ql/Math/errorfunction.cpp
	(1.4), ql/Math/errorfunction.hpp (1.3), ql/Math/functional.hpp
	(1.2), ql/Math/gammadistribution.cpp (1.5),
	ql/Math/gammadistribution.hpp (1.5), ql/Math/gaussianstatistics.hpp
	(1.6), ql/Math/generalstatistics.cpp (1.7),
	ql/Math/generalstatistics.hpp (1.7),
	ql/Math/incrementalstatistics.cpp (1.4),
	ql/Math/incrementalstatistics.hpp (1.3), ql/Math/interpolation.hpp
	(1.18), ql/Math/interpolation2D.hpp (1.12),
	ql/Math/lexicographicalview.hpp (1.9),
	ql/Math/linearinterpolation.hpp (1.14),
	ql/Math/loglinearinterpolation.hpp (1.15), ql/Math/makefile.mak
	(1.15), ql/Math/matrix.cpp (1.14), ql/Math/matrix.hpp (1.15),
	ql/Math/multivariateaccumulator.cpp (1.16),
	ql/Math/multivariateaccumulator.hpp (1.16),
	ql/Math/normaldistribution.cpp (1.20),
	ql/Math/normaldistribution.hpp (1.23), ql/Math/primenumbers.cpp
	(1.8), ql/Math/primenumbers.hpp (1.7), ql/Math/riskmeasures.hpp
	(1.17), ql/Math/riskstatistics.hpp (1.5),
	ql/Math/segmentintegral.hpp (1.17), ql/Math/sequencestatistics.hpp
	(1.19), ql/Math/statistics.hpp (1.26),
	ql/Math/symmetriceigenvalues.hpp (1.10),
	ql/Math/symmetricschurdecomposition.cpp (1.10),
	ql/Math/symmetricschurdecomposition.hpp (1.10),
	ql/MonteCarlo/Makefile.am (1.23),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.12),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.11),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.13),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.9),
	ql/MonteCarlo/basketpathpricer.cpp (1.24),
	ql/MonteCarlo/basketpathpricer.hpp (1.19),
	ql/MonteCarlo/brownianbridge.hpp (1.8),
	ql/MonteCarlo/cliquetoptionpathpricer.cpp (1.14),
	ql/MonteCarlo/cliquetoptionpathpricer.hpp (1.9),
	ql/MonteCarlo/europeanpathpricer.cpp (1.19),
	ql/MonteCarlo/europeanpathpricer.hpp (1.17),
	ql/MonteCarlo/everestpathpricer.cpp (1.17),
	ql/MonteCarlo/everestpathpricer.hpp (1.15),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.14),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.11),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.16),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.9),
	ql/MonteCarlo/getcovariance.hpp (1.12),
	ql/MonteCarlo/himalayapathpricer.cpp (1.21),
	ql/MonteCarlo/himalayapathpricer.hpp (1.16),
	ql/MonteCarlo/makefile.mak (1.16),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.10),
	ql/MonteCarlo/maxbasketpathpricer.hpp (1.9),
	ql/MonteCarlo/mctraits.hpp (1.3), ql/MonteCarlo/mctypedefs.hpp
	(1.23), ql/MonteCarlo/montecarlomodel.hpp (1.24),
	ql/MonteCarlo/multipath.hpp (1.16),
	ql/MonteCarlo/multipathgenerator.hpp (1.33),
	ql/MonteCarlo/pagodapathpricer.cpp (1.17),
	ql/MonteCarlo/pagodapathpricer.hpp (1.17), ql/MonteCarlo/path.hpp
	(1.15), ql/MonteCarlo/pathgenerator.hpp (1.37),
	ql/MonteCarlo/pathpricer.hpp (1.15),
	ql/MonteCarlo/performanceoptionpathpricer.cpp (1.9),
	ql/MonteCarlo/performanceoptionpathpricer.hpp (1.10),
	ql/MonteCarlo/sample.hpp (1.9), ql/Optimization/Makefile.am (1.7),
	ql/Optimization/constraint.hpp (1.11), ql/Optimization/makefile.mak
	(1.7), ql/Patterns/Makefile.am (1.11), ql/Patterns/bridge.hpp
	(1.5), ql/Patterns/lazyobject.hpp (1.3), ql/Patterns/observable.hpp
	(1.14), ql/Patterns/visitor.hpp (1.3), ql/Pricers/Makefile.am
	(1.31), ql/Pricers/analyticalcapfloor.cpp (1.18),
	ql/Pricers/analyticalcapfloor.hpp (1.13),
	ql/Pricers/barrieroption.cpp (1.11), ql/Pricers/barrieroption.hpp
	(1.11), ql/Pricers/binaryoption.cpp (1.12),
	ql/Pricers/binaryoption.hpp (1.11), ql/Pricers/blackcapfloor.cpp
	(1.11), ql/Pricers/blackcapfloor.hpp (1.8),
	ql/Pricers/blackswaption.cpp (1.9), ql/Pricers/blackswaption.hpp
	(1.6), ql/Pricers/capfloorpricer.cpp (1.7),
	ql/Pricers/capfloorpricer.hpp (1.8), ql/Pricers/cliquetoption.cpp
	(1.14), ql/Pricers/cliquetoption.hpp (1.12),
	ql/Pricers/continuousgeometricapo.hpp (1.9),
	ql/Pricers/discretegeometricapo.cpp (1.11),
	ql/Pricers/discretegeometricapo.hpp (1.8),
	ql/Pricers/discretegeometricaso.cpp (1.11),
	ql/Pricers/discretegeometricaso.hpp (1.8),
	ql/Pricers/europeanoption.cpp (1.14), ql/Pricers/europeanoption.hpp
	(1.16), ql/Pricers/fdamericanoption.hpp (1.9),
	ql/Pricers/fdbermudanoption.cpp (1.8),
	ql/Pricers/fdbermudanoption.hpp (1.6), ql/Pricers/fdbsmoption.cpp
	(1.12), ql/Pricers/fdbsmoption.hpp (1.12),
	ql/Pricers/fddividendamericanoption.cpp (1.6),
	ql/Pricers/fddividendamericanoption.hpp (1.6),
	ql/Pricers/fddividendeuropeanoption.cpp (1.7),
	ql/Pricers/fddividendeuropeanoption.hpp (1.8),
	ql/Pricers/fddividendoption.cpp (1.9),
	ql/Pricers/fddividendoption.hpp (1.6),
	ql/Pricers/fddividendshoutoption.cpp (1.9),
	ql/Pricers/fddividendshoutoption.hpp (1.8),
	ql/Pricers/fdeuropean.cpp (1.12), ql/Pricers/fdeuropean.hpp (1.11),
	ql/Pricers/fdmultiperiodoption.cpp (1.14),
	ql/Pricers/fdmultiperiodoption.hpp (1.7),
	ql/Pricers/fdshoutoption.hpp (1.8),
	ql/Pricers/fdstepconditionoption.cpp (1.11),
	ql/Pricers/fdstepconditionoption.hpp (1.7),
	ql/Pricers/jamshidianswaption.cpp (1.15),
	ql/Pricers/jamshidianswaption.hpp (1.12), ql/Pricers/makefile.mak
	(1.25), ql/Pricers/mcbasket.cpp (1.18), ql/Pricers/mcbasket.hpp
	(1.17), ql/Pricers/mccliquetoption.cpp (1.14),
	ql/Pricers/mccliquetoption.hpp (1.13),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.17),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.15),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.18),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.16),
	ql/Pricers/mceuropean.cpp (1.18), ql/Pricers/mceuropean.hpp (1.19),
	ql/Pricers/mceverest.cpp (1.21), ql/Pricers/mceverest.hpp (1.16),
	ql/Pricers/mchimalaya.cpp (1.21), ql/Pricers/mchimalaya.hpp (1.16),
	ql/Pricers/mcmaxbasket.cpp (1.18), ql/Pricers/mcmaxbasket.hpp
	(1.16), ql/Pricers/mcpagoda.cpp (1.21), ql/Pricers/mcpagoda.hpp
	(1.17), ql/Pricers/mcperformanceoption.cpp (1.13),
	ql/Pricers/mcperformanceoption.hpp (1.11), ql/Pricers/mcpricer.hpp
	(1.23), ql/Pricers/performanceoption.cpp (1.5),
	ql/Pricers/performanceoption.hpp (1.4),
	ql/Pricers/singleassetoption.cpp (1.21),
	ql/Pricers/singleassetoption.hpp (1.23),
	ql/Pricers/swaptionpricer.cpp (1.8), ql/Pricers/swaptionpricer.hpp
	(1.11), ql/Pricers/treecapfloor.cpp (1.23),
	ql/Pricers/treecapfloor.hpp (1.17), ql/Pricers/treeswaption.cpp
	(1.28), ql/Pricers/treeswaption.hpp (1.20),
	ql/PricingEngines/Makefile.am (1.16),
	ql/PricingEngines/analyticeuropeanengine.cpp (1.6),
	ql/PricingEngines/binomialvanillaengine.cpp (1.9),
	ql/PricingEngines/cliquetengines.hpp (1.10),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.17),
	ql/PricingEngines/discretizedvanillaoption.hpp (1.12),
	ql/PricingEngines/fdvanillaengine.cpp (1.3),
	ql/PricingEngines/forwardengines.hpp (1.17),
	ql/PricingEngines/genericengine.hpp (1.10),
	ql/PricingEngines/integralengines.cpp (1.4),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.4),
	ql/PricingEngines/makefile.mak (1.12),
	ql/PricingEngines/mcengine.hpp (1.28),
	ql/PricingEngines/quantoengines.hpp (1.17),
	ql/PricingEngines/vanillaengines.hpp (1.28),
	ql/RandomNumbers/Makefile.am (1.13),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.10),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.10),
	ql/RandomNumbers/haltonrsg.cpp (1.8),
	ql/RandomNumbers/haltonrsg.hpp (1.7),
	ql/RandomNumbers/inversecumgaussianrng.hpp (1.8),
	ql/RandomNumbers/inversecumgaussianrsg.hpp (1.7),
	ql/RandomNumbers/knuthuniformrng.cpp (1.8),
	ql/RandomNumbers/knuthuniformrng.hpp (1.11),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.8),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.9),
	ql/RandomNumbers/makefile.mak (1.15),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.6),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.9),
	ql/RandomNumbers/primitivepolynomials.c (1.6),
	ql/RandomNumbers/primitivepolynomials.h (1.4),
	ql/RandomNumbers/randomarraygenerator.hpp (1.15),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.6),
	ql/RandomNumbers/rngtypedefs.hpp (1.20),
	ql/RandomNumbers/sobolrsg.cpp (1.21), ql/RandomNumbers/sobolrsg.hpp
	(1.9), ql/ShortRateModels/Makefile.am (1.3),
	ql/ShortRateModels/calibrationhelper.cpp (1.5),
	ql/ShortRateModels/calibrationhelper.hpp (1.9),
	ql/ShortRateModels/makefile.mak (1.4), ql/ShortRateModels/model.cpp
	(1.11), ql/ShortRateModels/model.hpp (1.14),
	ql/ShortRateModels/onefactormodel.cpp (1.9),
	ql/ShortRateModels/onefactormodel.hpp (1.10),
	ql/ShortRateModels/parameter.hpp (1.10),
	ql/ShortRateModels/twofactormodel.cpp (1.6),
	ql/ShortRateModels/twofactormodel.hpp (1.6),
	ql/ShortRateModels/CalibrationHelpers/Makefile.am (1.3),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.12),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.5),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.3),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.12),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.5),
	ql/ShortRateModels/OneFactorModels/Makefile.am (1.3),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.9),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.7),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.13),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.10),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.11),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.12), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.11),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.12),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.3),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.7),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.7),
	ql/ShortRateModels/TwoFactorModels/Makefile.am (1.3),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.8),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.10),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.3),
	ql/Solvers1D/Makefile.am (1.6), ql/Solvers1D/bisection.cpp (1.9),
	ql/Solvers1D/bisection.hpp (1.9), ql/Solvers1D/brent.cpp (1.10),
	ql/Solvers1D/brent.hpp (1.9), ql/Solvers1D/falseposition.cpp (1.9),
	ql/Solvers1D/falseposition.hpp (1.9), ql/Solvers1D/makefile.mak
	(1.7), ql/Solvers1D/newton.cpp (1.9), ql/Solvers1D/newton.hpp
	(1.9), ql/Solvers1D/newtonsafe.cpp (1.10),
	ql/Solvers1D/newtonsafe.hpp (1.10), ql/Solvers1D/ridder.cpp (1.9),
	ql/Solvers1D/ridder.hpp (1.9), ql/Solvers1D/secant.cpp (1.9),
	ql/Solvers1D/secant.hpp (1.9), ql/TermStructures/Makefile.am
	(1.14), ql/TermStructures/affinetermstructure.cpp (1.12),
	ql/TermStructures/affinetermstructure.hpp (1.13),
	ql/TermStructures/compoundforward.cpp (1.23),
	ql/TermStructures/compoundforward.hpp (1.16),
	ql/TermStructures/discountcurve.cpp (1.18),
	ql/TermStructures/discountcurve.hpp (1.15),
	ql/TermStructures/drifttermstructure.hpp (1.4),
	ql/TermStructures/flatforward.hpp (1.24),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.13),
	ql/TermStructures/impliedtermstructure.hpp (1.12),
	ql/TermStructures/makefile.mak (1.11),
	ql/TermStructures/piecewiseflatforward.cpp (1.33),
	ql/TermStructures/piecewiseflatforward.hpp (1.28),
	ql/TermStructures/quantotermstructure.hpp (1.7),
	ql/TermStructures/ratehelpers.cpp (1.32),
	ql/TermStructures/ratehelpers.hpp (1.27),
	ql/TermStructures/zerocurve.cpp (1.4),
	ql/TermStructures/zerocurve.hpp (1.3),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.14),
	ql/Utilities/Makefile.am (1.6), ql/Utilities/combiningiterator.hpp
	(1.9), ql/Utilities/couplingiterator.hpp (1.8),
	ql/Utilities/filteringiterator.hpp (1.8),
	ql/Utilities/iteratorcategories.hpp (1.8),
	ql/Utilities/processingiterator.hpp (1.8),
	ql/Utilities/steppingiterator.hpp (1.9),
	ql/Volatilities/Makefile.am (1.11),
	ql/Volatilities/blackconstantvol.hpp (1.13),
	ql/Volatilities/blackvariancecurve.hpp (1.15),
	ql/Volatilities/blackvariancesurface.hpp (1.16),
	ql/Volatilities/capflatvolvector.hpp (1.7),
	ql/Volatilities/impliedvoltermstructure.hpp (1.5),
	ql/Volatilities/localconstantvol.hpp (1.10),
	ql/Volatilities/localvolcurve.hpp (1.5),
	ql/Volatilities/localvolsurface.hpp (1.8),
	ql/Volatilities/swaptionvolmatrix.hpp (1.9),
	test-suite/calendars.cpp (1.3), test-suite/calendars.hpp (1.3),
	test-suite/capfloor.cpp (1.10), test-suite/capfloor.hpp (1.4),
	test-suite/covariance.cpp (1.7), test-suite/covariance.hpp (1.5),
	test-suite/dates.cpp (1.4), test-suite/dates.hpp (1.3),
	test-suite/daycounters.cpp (1.4), test-suite/daycounters.hpp (1.3),
	test-suite/distributions.cpp (1.8), test-suite/distributions.hpp
	(1.3), test-suite/europeanoption.cpp (1.12),
	test-suite/europeanoption.hpp (1.7), test-suite/instruments.cpp
	(1.5), test-suite/instruments.hpp (1.3), test-suite/integrals.cpp
	(1.4), test-suite/integrals.hpp (1.3),
	test-suite/lowdiscrepancysequences.cpp (1.35),
	test-suite/lowdiscrepancysequences.hpp (1.7),
	test-suite/makefile.mak (1.6), test-suite/marketelements.cpp (1.4),
	test-suite/marketelements.hpp (1.3), test-suite/matrices.cpp (1.3),
	test-suite/matrices.hpp (1.4), test-suite/mersennetwister.cpp
	(1.8), test-suite/mersennetwister.hpp (1.4),
	test-suite/old_pricers.cpp (1.14), test-suite/old_pricers.hpp
	(1.6), test-suite/operators.cpp (1.5), test-suite/operators.hpp
	(1.3), test-suite/piecewiseflatforward.cpp (1.5),
	test-suite/piecewiseflatforward.hpp (1.3),
	test-suite/qltestlistener.cpp (1.2), test-suite/qltestlistener.hpp
	(1.2), test-suite/quantlibtestsuite.cpp (1.28),
	test-suite/riskstats.cpp (1.22), test-suite/riskstats.hpp (1.7),
	test-suite/solvers.cpp (1.4), test-suite/solvers.hpp (1.3),
	test-suite/stats.cpp (1.13), test-suite/stats.hpp (1.9),
	test-suite/swap.cpp (1.8), test-suite/swap.hpp (1.3),
	test-suite/swaption.cpp (1.7), test-suite/swaption.hpp (1.3),
	test-suite/termstructures.cpp (1.7), test-suite/termstructures.hpp
	(1.4), test-suite/utilities.hpp (1.3):

	First tag-free commit. Drink and be merry.

2003-05-13 16:05  Luigi Ballabio

	* ql/: array.hpp (1.15), FiniteDifferences/tridiagonaloperator.cpp
	(1.19), FiniteDifferences/tridiagonaloperator.hpp (1.22),
	Math/matrix.cpp (1.13), Math/matrix.hpp (1.14),
	Math/sequencestatistics.hpp (1.18), Math/symmetriceigenvalues.hpp
	(1.9), MonteCarlo/getcovariance.hpp (1.11):

	Some more discardables

2003-05-12 15:11  Luigi Ballabio

	* QuantLib.dsp (1.157), QuantLib.mak (1.149),
	Examples/EuropeanOption/EuropeanOption.cpp (1.75),
	ql/MonteCarlo/mctraits.hpp (1.2), ql/MonteCarlo/mctypedefs.hpp
	(1.22), ql/MonteCarlo/montecarlomodel.hpp (1.23),
	ql/Pricers/mcbasket.cpp (1.17), ql/Pricers/mcbasket.hpp (1.16),
	ql/Pricers/mccliquetoption.cpp (1.13),
	ql/Pricers/mccliquetoption.hpp (1.12),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.16),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.14),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.17),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.15),
	ql/Pricers/mceuropean.cpp (1.17), ql/Pricers/mceuropean.hpp (1.18),
	ql/Pricers/mceverest.cpp (1.20), ql/Pricers/mceverest.hpp (1.15),
	ql/Pricers/mchimalaya.cpp (1.20), ql/Pricers/mchimalaya.hpp (1.15),
	ql/Pricers/mcmaxbasket.cpp (1.17), ql/Pricers/mcmaxbasket.hpp
	(1.15), ql/Pricers/mcpagoda.cpp (1.20), ql/Pricers/mcpagoda.hpp
	(1.16), ql/Pricers/mcperformanceoption.cpp (1.12),
	ql/Pricers/mcperformanceoption.hpp (1.10), ql/Pricers/mcpricer.hpp
	(1.22), ql/PricingEngines/cliquetengines.hpp (1.9),
	ql/PricingEngines/mcengine.hpp (1.26):

	Now working with more primitive compilers (such as VC++5)

2003-05-12 12:31  Ferdinando Ametrano

	* ql/: Math/normaldistribution.hpp (1.22), Pricers/mcpricer.hpp
	(1.21), PricingEngines/mcengine.hpp (1.25):

	typo fixed

2003-05-12 12:11  Ferdinando Ametrano

	* QuantLib.dsp (1.156):

	adding new file

2003-05-09 13:22  Luigi Ballabio

	* QuantLib.nsi (1.78), configure.ac (1.11), Docs/quantlib.doxy
	(1.67), Docs/pages/mcarlo.docs (1.12),
	Examples/EuropeanOption/EuropeanOption.cpp (1.74),
	dev_tools/version_number.txt (1.29), ql/qldefines.hpp (1.52),
	ql/Math/riskstatistics.hpp (1.4), ql/MonteCarlo/Makefile.am (1.22),
	ql/MonteCarlo/mctraits.hpp (1.1), ql/MonteCarlo/mctypedefs.hpp
	(1.21), ql/MonteCarlo/montecarlomodel.hpp (1.22),
	ql/MonteCarlo/pathgenerator.hpp (1.36), ql/Pricers/mcbasket.cpp
	(1.16), ql/Pricers/mcbasket.hpp (1.15),
	ql/Pricers/mccliquetoption.cpp (1.12),
	ql/Pricers/mccliquetoption.hpp (1.11),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.15),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.13),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.16),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.14),
	ql/Pricers/mceuropean.cpp (1.16), ql/Pricers/mceuropean.hpp (1.17),
	ql/Pricers/mceverest.cpp (1.19), ql/Pricers/mceverest.hpp (1.14),
	ql/Pricers/mchimalaya.cpp (1.19), ql/Pricers/mchimalaya.hpp (1.14),
	ql/Pricers/mcmaxbasket.cpp (1.16), ql/Pricers/mcmaxbasket.hpp
	(1.14), ql/Pricers/mcpagoda.cpp (1.19), ql/Pricers/mcpagoda.hpp
	(1.15), ql/Pricers/mcperformanceoption.cpp (1.11),
	ql/Pricers/mcperformanceoption.hpp (1.9), ql/Pricers/mcpricer.hpp
	(1.20), ql/PricingEngines/mcengine.hpp (1.24),
	ql/RandomNumbers/haltonrsg.cpp (1.7),
	ql/RandomNumbers/inversecumgaussianrng.hpp (1.7),
	ql/RandomNumbers/inversecumgaussianrsg.hpp (1.6),
	ql/RandomNumbers/rngtypedefs.hpp (1.19):

	Re-templatized Monte Carlo model on traits

2003-05-08 12:06  Luigi Ballabio

	* ql/Math/segmentintegral.hpp (1.16), ql/Pricers/mcbasket.hpp
	(1.14), ql/Pricers/mceverest.hpp (1.13), ql/Pricers/mcmaxbasket.hpp
	(1.13), test-suite/calendars.cpp (1.2), test-suite/calendars.hpp
	(1.2), test-suite/capfloor.cpp (1.9), test-suite/capfloor.hpp
	(1.3), test-suite/covariance.cpp (1.6), test-suite/covariance.hpp
	(1.4), test-suite/dates.cpp (1.3), test-suite/dates.hpp (1.2),
	test-suite/daycounters.cpp (1.3), test-suite/daycounters.hpp (1.2),
	test-suite/distributions.cpp (1.7), test-suite/distributions.hpp
	(1.2), test-suite/europeanoption.cpp (1.11),
	test-suite/europeanoption.hpp (1.6), test-suite/instruments.cpp
	(1.4), test-suite/instruments.hpp (1.2), test-suite/integrals.cpp
	(1.2), test-suite/integrals.hpp (1.2),
	test-suite/lowdiscrepancysequences.cpp (1.34),
	test-suite/lowdiscrepancysequences.hpp (1.6),
	test-suite/marketelements.cpp (1.3), test-suite/marketelements.hpp
	(1.2), test-suite/matrices.cpp (1.2), test-suite/matrices.hpp
	(1.3), test-suite/mersennetwister.cpp (1.7),
	test-suite/mersennetwister.hpp (1.3), test-suite/old_pricers.cpp
	(1.13), test-suite/old_pricers.hpp (1.5), test-suite/operators.cpp
	(1.4), test-suite/operators.hpp (1.2),
	test-suite/piecewiseflatforward.cpp (1.4),
	test-suite/piecewiseflatforward.hpp (1.2),
	test-suite/quantlibtestsuite.cpp (1.27), test-suite/riskstats.cpp
	(1.21), test-suite/riskstats.hpp (1.6), test-suite/solvers.cpp
	(1.3), test-suite/solvers.hpp (1.2), test-suite/stats.cpp (1.12),
	test-suite/stats.hpp (1.8), test-suite/swap.cpp (1.6),
	test-suite/swap.hpp (1.2), test-suite/swaption.cpp (1.5),
	test-suite/swaption.hpp (1.2), test-suite/termstructures.cpp (1.6),
	test-suite/termstructures.hpp (1.3), test-suite/utilities.hpp
	(1.2):

	Removed unneeded dependencies (recompiling the whole test suite
	every time anything changed was a major time waster)

2003-05-07 16:38  Ferdinando Ametrano

	* ql/RandomNumbers/haltonrsg.cpp (1.6),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.5),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.8),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.5),
	test-suite/lowdiscrepancysequences.cpp (1.33),
	test-suite/mersennetwister.cpp (1.6):

	enabled the implicit nextInt32() in Mersenne Twister

2003-05-07 16:05  Luigi Ballabio

	* test-suite/.cvsignore (1.7):

	I want to see them, thank you

2003-05-07 16:04  Luigi Ballabio

	* test-suite/: lowdiscrepancysequences.cpp (1.32),
	mersennetwister.hpp (1.2), quantlibtestsuite.cpp (1.26):

	You love copying and pasting, don'y you? :)

2003-05-07 15:01  Luigi Ballabio

	* ql/MonteCarlo/path.hpp (1.14):

	Fixed default constructor

2003-05-06 18:53  Ferdinando Ametrano

	* TODO.txt (1.116), ql/RandomNumbers/haltonrsg.cpp (1.5),
	ql/RandomNumbers/haltonrsg.hpp (1.6),
	ql/RandomNumbers/rngtypedefs.hpp (1.18), test-suite/.cvsignore
	(1.6), test-suite/lowdiscrepancysequences.cpp (1.31),
	test-suite/lowdiscrepancysequences.hpp (1.5):

	added randomized Halton sequences (very interesting results!!)

2003-05-06 17:40  Luigi Ballabio

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

	missing file

2003-05-06 12:04  Enrico Sirola

	* acinclude.m4 (1.7):

	QL_CHECK_FUNC fixed

2003-05-05 11:59  Ferdinando Ametrano

	* Examples/: makefile.mak (1.15), BermudanSwaption/makefile.mak
	(1.4), DiscreteHedging/makefile.mak (1.7),
	EuropeanOption/makefile.mak (1.9), Swap/makefile.mak (1.7):

	no message

2003-05-05 11:26  Ferdinando Ametrano

	* ql/: makefile.mak (1.27), RandomNumbers/makefile.mak (1.14):

	no message

2003-05-05 09:20  Ferdinando Ametrano

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

	more discrepancy data (final)

2003-05-02 13:08  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.cpp (1.16), sobolrsg.cpp (1.17),
	sobolrsg.cpp (1.18), sobolrsg.cpp (1.19):

	comments added

2003-05-02 11:59  Ferdinando Ametrano

	* ql/RandomNumbers/primitivepolynomials.c (1.5):

	drop in replacement files

2003-05-02 11:11  Ferdinando Ametrano

	* ql/Math/gaussianstatistics.hpp (1.5), ql/Math/riskstatistics.hpp
	(1.2), test-suite/riskstats.cpp (1.20):

	redefinition of average shorfall (normalization factor now is
	cumulative(target) instead of 1.0)

2003-05-02 09:42  Ferdinando Ametrano

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

	more discrepancy data

2003-04-30 17:14  Ferdinando Ametrano

	* ql/RandomNumbers/sobolrsg.cpp (1.15):

	no message

2003-04-30 17:06  Ferdinando Ametrano

	* ql/RandomNumbers/primitivepolynomials.c (1.4):

	drop in replacement files

2003-04-30 16:49  Ferdinando Ametrano

	* TODO.txt (1.115):

	no message

2003-04-30 16:45  Ferdinando Ametrano

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

	more data

2003-04-30 16:45  Ferdinando Ametrano

	* ql/RandomNumbers/primitivepolynomials.c (1.3):

	drop in replacement files

2003-04-30 16:32  Ferdinando Ametrano

	* ql/RandomNumbers/primitivepolynomials.h (1.3):

	drop in replacement files

2003-04-30 11:36  Ferdinando Ametrano

	* ql/dataformatters.cpp (1.21), ql/dataformatters.hpp (1.17),
	ql/RandomNumbers/primitivepolynomials.c (1.2),
	ql/RandomNumbers/primitivepolynomials.h (1.2),
	ql/RandomNumbers/sobolrsg.cpp (1.14),
	test-suite/lowdiscrepancysequences.cpp (1.27):

	bug fixed: Sobol finally works.

2003-04-30 10:29  Ferdinando Ametrano

	* ql/dataformatters.cpp (1.20):

	added power of two formatting

2003-04-30 10:25  Ferdinando Ametrano

	* ql/: dataformatters.hpp (1.16), dataformatters.cpp (1.19):

	added power of two formatting

2003-04-29 18:06  Ferdinando Ametrano

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

	no message

2003-04-29 17:41  Ferdinando Ametrano

	* ql/RandomNumbers/sobolrsg.cpp (1.13):

	no message

2003-04-29 15:27  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.25):

	using exponential formatting

2003-04-29 14:46  Luigi Ballabio

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

	usual QL_POW stuff

2003-04-29 14:45  Luigi Ballabio

	* test-suite/Makefile.am (1.14):

	Fixed previous fix

2003-04-29 14:45  Luigi Ballabio

	* ql/: dataformatters.cpp (1.18), dataformatters.hpp (1.15):

	Format double in exp. notation

2003-04-28 18:37  Ferdinando Ametrano

	* TODO.txt (1.114):

	updated

2003-04-28 18:29  Ferdinando Ametrano

	* QuantLib.dsp (1.155), QuantLib.mak (1.148),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.8),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.23),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.10),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.41),
	Examples/EuropeanOption/EuropeanOption.dsp (1.8),
	Examples/EuropeanOption/EuropeanOption.mak (1.41),
	Examples/Swap/Swap.dsp (1.9), Examples/Swap/Swap.mak (1.38):

	allowing optimization, enabling profile

2003-04-28 13:21  Ferdinando Ametrano

	* test-suite/: testsuite.dsp (1.13), testsuite.mak (1.19):

	updated

2003-04-28 12:49  Ferdinando Ametrano

	* test-suite/: Makefile.am (1.13), lowdiscrepancysequences.cpp
	(1.23), makefile.mak (1.5):

	more data (raise doubts on the Sobol sequences' implementation: see
	dimensions 5,10,15)

2003-04-28 12:23  Ferdinando Ametrano

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

	more data (raise doubts on the Sobol sequences' implementation: see
	dimensions 5,10,15)

2003-04-28 11:59  Ferdinando Ametrano

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

	bug fix

2003-04-28 11:55  Ferdinando Ametrano

	* ql/Math/: discrepancystatistics.hpp (1.6), sequencestatistics.hpp
	(1.17):

	bug fix

2003-04-24 19:26  Ferdinando Ametrano

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

	collecting more data

2003-04-24 19:04  Ferdinando Ametrano

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

	regret and associated measures + tests

2003-04-24 18:57  Ferdinando Ametrano

	* ql/Math/gaussianstatistics.hpp (1.4),
	ql/Math/generalstatistics.cpp (1.5), ql/Math/generalstatistics.hpp
	(1.5), ql/Math/incrementalstatistics.cpp (1.3),
	test-suite/riskstats.cpp (1.17), test-suite/stats.cpp (1.10):

	regret and associated measures + tests

2003-04-24 16:05  Ferdinando Ametrano

	* ql/Math/: gaussianstatistics.hpp (1.3), generalstatistics.cpp
	(1.4), generalstatistics.hpp (1.4), incrementalstatistics.cpp
	(1.2), incrementalstatistics.hpp (1.2):

	downsideDeviation and regret modified

2003-04-24 15:36  Ferdinando Ametrano

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

	collecting more data

2003-04-24 15:31  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.hpp (1.8), sobolrsg.cpp (1.12):

	removed useless data member

2003-04-24 13:24  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.19):

	more test

2003-04-24 13:24  Ferdinando Ametrano

	* ql/: Math/primenumbers.cpp (1.7), Math/primenumbers.hpp (1.6),
	RandomNumbers/mt19937uniformrng.hpp (1.7):

	small fixes

2003-04-22 18:55  Ferdinando Ametrano

	* ql/Math/: generalstatistics.cpp (1.3), generalstatistics.hpp
	(1.3), sequencestatistics.hpp (1.16):

	introduced semiVariance and regret

2003-04-22 16:57  Ferdinando Ametrano

	* ChangeLog.txt (1.32):

	updated

2003-04-22 16:54  Ferdinando Ametrano

	* Docs/.cvsignore (1.3), Examples/BermudanSwaption/.cvsignore
	(1.6), Examples/DiscreteHedging/.cvsignore (1.6),
	Examples/EuropeanOption/.cvsignore (1.6), Examples/Swap/.cvsignore
	(1.6):

	cvs ignore: Makefile.in

2003-04-22 16:40  Ferdinando Ametrano

	* ChangeLog.txt (1.28.2.2):

	updated

2003-04-22 16:37  Ferdinando Ametrano

	* .cvsignore (1.6), TODO.txt (1.113), ql/.cvsignore (1.8),
	ql/Calendars/.cvsignore (1.4), ql/CashFlows/.cvsignore (1.4),
	ql/DayCounters/.cvsignore (1.4), ql/FiniteDifferences/.cvsignore
	(1.4), ql/Indexes/.cvsignore (1.4), ql/Instruments/.cvsignore
	(1.4), ql/Lattices/.cvsignore (1.4), ql/Math/.cvsignore (1.4),
	ql/MonteCarlo/.cvsignore (1.4), ql/Optimization/.cvsignore (1.4),
	ql/Pricers/.cvsignore (1.4), ql/PricingEngines/.cvsignore (1.4),
	ql/RandomNumbers/.cvsignore (1.4), ql/ShortRateModels/.cvsignore
	(1.4), ql/ShortRateModels/CalibrationHelpers/.cvsignore (1.4),
	ql/ShortRateModels/OneFactorModels/.cvsignore (1.4),
	ql/ShortRateModels/TwoFactorModels/.cvsignore (1.4),
	ql/Solvers1D/.cvsignore (1.4), ql/TermStructures/.cvsignore (1.4):

	cvs ignore: Makefile.in

2003-04-22 15:00  Ferdinando Ametrano

	* TODO.txt (1.112):

	updated

2003-04-19 12:16  Ferdinando Ametrano

	* QuantLib.dsp (1.154), Docs/pages/authors.docs (1.19),
	ql/quantlib.hpp (1.105), ql/Math/Makefile.am (1.18),
	ql/Math/kronrodintegral.hpp (1.1), test-suite/covariance.hpp (1.3):

	added Niels Elken Snderby's Gauss-Kronrod code

2003-04-18 18:18  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.31):

	catching up

2003-04-18 18:05  Ferdinando Ametrano

	* ql/Math/generalstatistics.cpp (1.2),
	ql/Math/generalstatistics.hpp (1.2),
	test-suite/quantlibtestsuite.cpp (1.25), test-suite/riskstats.cpp
	(1.16):

	more risk measures with their tests

2003-04-18 13:01  Ferdinando Ametrano

	* test-suite/covariance.cpp (1.5):

	added covariance/correlation tests

2003-04-18 12:59  Ferdinando Ametrano

	* ql/dataformatters.cpp (1.17), ql/dataformatters.hpp (1.14),
	QuantLib.dsp (1.153), QuantLib.mak (1.147), TODO.txt (1.111),
	test-suite/lowdiscrepancysequences.cpp (1.18),
	test-suite/old_pricers.cpp (1.12):

	'begin, end' input couple replaced 'const Array&'

2003-04-18 12:58  Ferdinando Ametrano

	* ql/MonteCarlo/: Makefile.am (1.21), getcovariance.cpp (1.12),
	getcovariance.hpp (1.10), makefile.mak (1.15):

	begin, end input couple replaced const Array&

2003-04-18 09:14  Luigi Ballabio

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

	I figured LDSs are no longer alpha :)

2003-04-18 09:14  Luigi Ballabio

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

	grammar again :)

2003-04-17 18:06  Ferdinando Ametrano

	* ql/Math/sequencestatistics.hpp (1.15), test-suite/covariance.cpp
	(1.3), test-suite/covariance.hpp (1.2),
	test-suite/quantlibtestsuite.cpp (1.23):

	added covariance/correlation tests (not finished yet)

2003-04-17 15:17  Luigi Ballabio

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

	Replacements are hard to get right

2003-04-17 13:07  Ferdinando Ametrano

	* QuantLib.mak (1.146), QuantLib.dsp (1.152):

	VC++ catching up with disposable

2003-04-17 12:58  Ferdinando Ametrano

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

	bug fix

2003-04-17 12:54  Luigi Ballabio

	* ql/: Makefile.am (1.34), array.hpp (1.14), config.ansi.hpp
	(1.16), config.bcc.hpp (1.17), config.msvc.hpp (1.30),
	config.mwcw.hpp (1.15), disposable.hpp (1.1),
	expressiontemplates.hpp (1.8), qldefines.hpp (1.51), quantlib.hpp
	(1.104), FiniteDifferences/tridiagonaloperator.cpp (1.18),
	FiniteDifferences/tridiagonaloperator.hpp (1.21), Math/matrix.hpp
	(1.13), Math/multivariateaccumulator.hpp (1.15),
	Math/symmetriceigenvalues.hpp (1.8), Pricers/fdbsmoption.hpp
	(1.11), Pricers/fdeuropean.hpp (1.10):

	QuEP 9 implemented

2003-04-17 11:35  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.73):

	cleanup

2003-04-17 10:34  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.dsp (1.7),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.22),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.9),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.40),
	Examples/EuropeanOption/EuropeanOption.cpp (1.72),
	Examples/EuropeanOption/EuropeanOption.dsp (1.7),
	Examples/EuropeanOption/EuropeanOption.mak (1.40),
	Examples/Swap/Swap.dsp (1.8), Examples/Swap/Swap.mak (1.37),
	test-suite/testsuite.mak (1.18), test-suite/testsuite.dsp (1.12):

	clean up

2003-04-17 10:11  Luigi Ballabio

	* test-suite/stats.hpp (1.7):

	Reverted indiscriminated grep

2003-04-17 09:52  Luigi Ballabio

	* ql/riskstatistics.hpp (1.17):

	Compiles with gcc

2003-04-17 09:51  Luigi Ballabio

	* test-suite/: lowdiscrepancysequences.cpp (1.17), riskstats.cpp
	(1.15), stats.hpp (1.6):

	Warnings and grammar

2003-04-17 09:49  Luigi Ballabio

	* ql/Math/: riskmeasures.hpp (1.15), sequencestatistics.hpp (1.13):

	Compiles with gcc

2003-04-16 18:28  Ferdinando Ametrano

	* TODO.txt (1.110), makefile.mak (1.41),
	Examples/BermudanSwaption/.cvsignore (1.5),
	Examples/DiscreteHedging/.cvsignore (1.5),
	Examples/EuropeanOption/.cvsignore (1.5), Examples/Swap/.cvsignore
	(1.5), ql/Math/matrix.hpp (1.12), ql/Math/sequencestatistics.hpp
	(1.12), test-suite/.cvsignore (1.5), test-suite/makefile.mak (1.4):

	added covariance/correlation (untested yet)

2003-04-16 16:53  Ferdinando Ametrano

	* QuantLib.dsp (1.151), QuantLib.mak (1.145),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.23),
	Examples/EuropeanOption/EuropeanOption.cpp (1.71), ql/quantlib.hpp
	(1.103), ql/riskstatistics.hpp (1.16), ql/Math/Makefile.am (1.17),
	ql/Math/discrepancystatistics.cpp (1.3),
	ql/Math/discrepancystatistics.hpp (1.5),
	ql/Math/gaussianstatistics.cpp (1.2),
	ql/Math/gaussianstatistics.hpp (1.2), ql/Math/generalstatistics.cpp
	(1.1), ql/Math/generalstatistics.hpp (1.1),
	ql/Math/incrementalstatistics.cpp (1.1),
	ql/Math/incrementalstatistics.hpp (1.1), ql/Math/makefile.mak
	(1.14), ql/Math/multivariateaccumulator.hpp (1.14),
	ql/Math/riskmeasures.hpp (1.14), ql/Math/sequencestatistics.hpp
	(1.11), ql/Math/statistics.cpp (1.13), ql/Math/statistics.hpp
	(1.24), ql/MonteCarlo/mctypedefs.hpp (1.20),
	ql/Pricers/mcbasket.cpp (1.15), ql/Pricers/mcbasket.hpp (1.13),
	ql/Pricers/mccliquetoption.cpp (1.11),
	ql/Pricers/mccliquetoption.hpp (1.10),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.14),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.12),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.15),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.13),
	ql/Pricers/mceuropean.cpp (1.15), ql/Pricers/mceuropean.hpp (1.16),
	ql/Pricers/mceverest.cpp (1.18), ql/Pricers/mceverest.hpp (1.12),
	ql/Pricers/mchimalaya.cpp (1.18), ql/Pricers/mchimalaya.hpp (1.13),
	ql/Pricers/mcmaxbasket.cpp (1.15), ql/Pricers/mcmaxbasket.hpp
	(1.12), ql/Pricers/mcpagoda.cpp (1.18), ql/Pricers/mcpagoda.hpp
	(1.14), ql/Pricers/mcperformanceoption.cpp (1.10),
	ql/Pricers/mcperformanceoption.hpp (1.8), test-suite/riskstats.cpp
	(1.14), test-suite/stats.cpp (1.9):

	refactoring the Statistics classes: now there is
	IncrementalStatistics (based on incremental sums) and Statistics
	(which stores all samples).  GaussianStatistics<Stat> adds gaussian
	methods.  SequenceStatistics<Stat> (will) add covariance
	calculation.  DiscrepancyStatistics (not-incremental) adds
	discrepancy calculation

2003-04-15 18:09  Ferdinando Ametrano

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

	Statistics renamed GaussianStatistics and replaced by the former
	HStatistics

2003-04-15 17:25  Ferdinando Ametrano

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

	Statistics renamed GaussianStatistics and replaced by the former
	HStatistics

2003-04-15 17:19  Ferdinando Ametrano

	* QuantLib.dsp (1.150), QuantLib.mak (1.144), makefile.mak (1.40),
	Docs/Examples/history_iterators.cpp (1.9),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.22),
	Examples/EuropeanOption/EuropeanOption.cpp (1.70), ql/history.hpp
	(1.15), ql/quantlib.hpp (1.102), ql/riskstatistics.hpp (1.15),
	ql/Math/Makefile.am (1.16), ql/Math/discrepancystatistics.hpp
	(1.4), ql/Math/gaussianstatistics.cpp (1.1),
	ql/Math/gaussianstatistics.hpp (1.1), ql/Math/hstatistics.cpp
	(1.10), ql/Math/hstatistics.hpp (1.6), ql/Math/makefile.mak (1.13),
	ql/Math/riskmeasures.hpp (1.12), ql/Math/sequencestatistics.hpp
	(1.10), ql/Math/statistics.cpp (1.12), ql/Math/statistics.hpp
	(1.22), ql/MonteCarlo/mctypedefs.hpp (1.19),
	ql/Pricers/mcbasket.cpp (1.14), ql/Pricers/mcbasket.hpp (1.12),
	ql/Pricers/mccliquetoption.cpp (1.10),
	ql/Pricers/mccliquetoption.hpp (1.9),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.13),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.11),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.14),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.12),
	ql/Pricers/mceuropean.cpp (1.14), ql/Pricers/mceuropean.hpp (1.15),
	ql/Pricers/mceverest.cpp (1.17), ql/Pricers/mceverest.hpp (1.11),
	ql/Pricers/mchimalaya.cpp (1.17), ql/Pricers/mchimalaya.hpp (1.12),
	ql/Pricers/mcmaxbasket.cpp (1.14), ql/Pricers/mcmaxbasket.hpp
	(1.11), ql/Pricers/mcpagoda.cpp (1.17), ql/Pricers/mcpagoda.hpp
	(1.13), ql/Pricers/mcperformanceoption.cpp (1.9),
	ql/Pricers/mcperformanceoption.hpp (1.7),
	test-suite/lowdiscrepancysequences.cpp (1.16),
	test-suite/riskstats.cpp (1.13), test-suite/stats.cpp (1.8),
	test-suite/stats.hpp (1.5):

	Statistics renamed GaussianStatistics and replaced by the former
	HStatistics

2003-04-15 13:12  Ferdinando Ametrano

	* TODO.txt (1.109), ql/Math/hstatistics.cpp (1.9),
	ql/Math/hstatistics.hpp (1.5), ql/Math/normaldistribution.cpp
	(1.19), ql/Math/sequencestatistics.hpp (1.9),
	ql/Math/statistics.hpp (1.21), test-suite/mersennetwister.cpp
	(1.5), test-suite/quantlibtestsuite.cpp (1.22),
	test-suite/riskstats.cpp (1.12), test-suite/stats.cpp (1.7):

	1) HStatistics does not inherit from Statistic (final) 2) added
	tests for HStatistics 3) warning: Statistics' high moments are
	numerically unstable for high average/standardDeviation ratios.
	HStatistics is stable.

2003-04-15 10:58  Luigi Ballabio

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

	Warnings

2003-04-15 10:38  Ferdinando Ametrano

	* ql/Math/hstatistics.cpp (1.7), test-suite/riskstats.cpp (1.10),
	ql/Math/hstatistics.cpp (1.8):

	HStatistics will not inherit from Statistic (Part II)

2003-04-15 10:33  Ferdinando Ametrano

	* ql/Math/hstatistics.cpp (1.6):

	HStatistics will not inherit from Statistic (Part II)

2003-04-15 10:11  Luigi Ballabio

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

	How many times again?

2003-04-15 10:09  Luigi Ballabio

	* Docs/README.txt (1.20):

	Doxygen 1.3 released

2003-04-15 08:42  Luigi Ballabio

	* Docs/Makefile.am (1.55), Docs/quantlib.doxy (1.65),
	Docs/quantlibheader.tex (1.12), Docs/pages/fixedincome.docs (1.9),
	ql/argsandresults.hpp (1.12), ql/array.hpp (1.13),
	ql/blackmodel.hpp (1.8), ql/calendar.cpp (1.12), ql/calendar.hpp
	(1.21), ql/capvolstructures.hpp (1.5), ql/cashflow.hpp (1.10),
	ql/currency.hpp (1.8), ql/dataformatters.cpp (1.16),
	ql/dataformatters.hpp (1.13), ql/dataparsers.cpp (1.5),
	ql/dataparsers.hpp (1.5), ql/date.cpp (1.24), ql/date.hpp (1.20),
	ql/daycounter.hpp (1.18), ql/diffusionprocess.cpp (1.5),
	ql/diffusionprocess.hpp (1.22), ql/errors.hpp (1.11),
	ql/exercise.cpp (1.3), ql/exercise.hpp (1.23),
	ql/expressiontemplates.hpp (1.7), ql/grid.cpp (1.8), ql/grid.hpp
	(1.14), ql/handle.hpp (1.13), ql/history.hpp (1.14), ql/index.hpp
	(1.11), ql/instrument.hpp (1.14), ql/marketelement.hpp (1.11),
	ql/null.hpp (1.7), ql/numericalmethod.hpp (1.7), ql/option.cpp
	(1.18), ql/option.hpp (1.14), ql/payoff.hpp (1.3),
	ql/pricingengine.hpp (1.7), ql/qldefines.hpp (1.50),
	ql/relinkablehandle.hpp (1.14), ql/riskstatistics.hpp (1.14),
	ql/scheduler.cpp (1.11), ql/scheduler.hpp (1.10), ql/solver1d.cpp
	(1.10), ql/solver1d.hpp (1.11), ql/swaptionvolstructure.hpp (1.5),
	ql/termstructure.hpp (1.29), ql/types.hpp (1.8),
	ql/voltermstructure.cpp (1.8), ql/voltermstructure.hpp (1.11),
	ql/Calendars/budapest.cpp (1.3), ql/Calendars/budapest.hpp (1.3),
	ql/Calendars/frankfurt.cpp (1.12), ql/Calendars/frankfurt.hpp
	(1.12), ql/Calendars/helsinki.cpp (1.11), ql/Calendars/helsinki.hpp
	(1.12), ql/Calendars/johannesburg.cpp (1.5),
	ql/Calendars/johannesburg.hpp (1.4), ql/Calendars/jointcalendar.cpp
	(1.3), ql/Calendars/jointcalendar.hpp (1.2),
	ql/Calendars/london.cpp (1.12), ql/Calendars/london.hpp (1.12),
	ql/Calendars/milan.cpp (1.11), ql/Calendars/milan.hpp (1.12),
	ql/Calendars/newyork.cpp (1.12), ql/Calendars/newyork.hpp (1.13),
	ql/Calendars/oslo.cpp (1.3), ql/Calendars/oslo.hpp (1.3),
	ql/Calendars/stockholm.cpp (1.4), ql/Calendars/stockholm.hpp (1.3),
	ql/Calendars/sydney.cpp (1.4), ql/Calendars/sydney.hpp (1.4),
	ql/Calendars/target.cpp (1.12), ql/Calendars/target.hpp (1.13),
	ql/Calendars/tokyo.cpp (1.8), ql/Calendars/tokyo.hpp (1.5),
	ql/Calendars/toronto.cpp (1.4), ql/Calendars/toronto.hpp (1.4),
	ql/Calendars/warsaw.cpp (1.3), ql/Calendars/warsaw.hpp (1.3),
	ql/Calendars/wellington.cpp (1.12), ql/Calendars/wellington.hpp
	(1.12), ql/Calendars/zurich.cpp (1.11), ql/Calendars/zurich.hpp
	(1.12), ql/CashFlows/basispointsensitivity.hpp (1.2),
	ql/CashFlows/cashflowvectors.cpp (1.20),
	ql/CashFlows/cashflowvectors.hpp (1.15), ql/CashFlows/coupon.hpp
	(1.13), ql/CashFlows/fixedratecoupon.hpp (1.15),
	ql/CashFlows/floatingratecoupon.hpp (1.24),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.4),
	ql/CashFlows/indexcashflowvectors.hpp (1.3),
	ql/CashFlows/indexedcoupon.hpp (1.4), ql/CashFlows/parcoupon.cpp
	(1.2), ql/CashFlows/parcoupon.hpp (1.2),
	ql/CashFlows/shortfloatingcoupon.cpp (1.9),
	ql/CashFlows/shortfloatingcoupon.hpp (1.9),
	ql/CashFlows/shortindexedcoupon.hpp (1.4),
	ql/CashFlows/simplecashflow.hpp (1.8),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.4),
	ql/DayCounters/actual360.hpp (1.12), ql/DayCounters/actual365.hpp
	(1.12), ql/DayCounters/actualactual.cpp (1.18),
	ql/DayCounters/actualactual.hpp (1.16),
	ql/DayCounters/thirty360.cpp (1.11), ql/DayCounters/thirty360.hpp
	(1.15), ql/FiniteDifferences/americancondition.hpp (1.9),
	ql/FiniteDifferences/boundarycondition.cpp (1.3),
	ql/FiniteDifferences/boundarycondition.hpp (1.8),
	ql/FiniteDifferences/bsmoperator.cpp (1.11),
	ql/FiniteDifferences/bsmoperator.hpp (1.11),
	ql/FiniteDifferences/cranknicolson.hpp (1.15),
	ql/FiniteDifferences/dminus.hpp (1.10),
	ql/FiniteDifferences/dplus.hpp (1.10),
	ql/FiniteDifferences/dplusdminus.hpp (1.11),
	ql/FiniteDifferences/dzero.hpp (1.10),
	ql/FiniteDifferences/expliciteuler.hpp (1.11),
	ql/FiniteDifferences/fdtypedefs.hpp (1.7),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.17),
	ql/FiniteDifferences/impliciteuler.hpp (1.10),
	ql/FiniteDifferences/mixedscheme.hpp (1.7),
	ql/FiniteDifferences/onefactoroperator.cpp (1.13),
	ql/FiniteDifferences/onefactoroperator.hpp (1.13),
	ql/FiniteDifferences/shoutcondition.hpp (1.9),
	ql/FiniteDifferences/stepcondition.hpp (1.8),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.17),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.20),
	ql/FiniteDifferences/valueatcenter.cpp (1.11),
	ql/FiniteDifferences/valueatcenter.hpp (1.7),
	ql/Indexes/audlibor.hpp (1.7), ql/Indexes/cadlibor.hpp (1.7),
	ql/Indexes/chflibor.hpp (1.5), ql/Indexes/euribor.hpp (1.11),
	ql/Indexes/gbplibor.hpp (1.11), ql/Indexes/jpylibor.hpp (1.6),
	ql/Indexes/usdlibor.hpp (1.11), ql/Indexes/xibor.cpp (1.12),
	ql/Indexes/xibor.hpp (1.15), ql/Indexes/xibormanager.cpp (1.11),
	ql/Indexes/xibormanager.hpp (1.11), ql/Indexes/zarlibor.hpp (1.5),
	ql/Instruments/capfloor.cpp (1.30), ql/Instruments/capfloor.hpp
	(1.31), ql/Instruments/forwardvanillaoption.cpp (1.11),
	ql/Instruments/forwardvanillaoption.hpp (1.8),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.4),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.4),
	ql/Instruments/quantovanillaoption.cpp (1.12),
	ql/Instruments/quantovanillaoption.hpp (1.9),
	ql/Instruments/simpleswap.cpp (1.22), ql/Instruments/simpleswap.hpp
	(1.25), ql/Instruments/stock.cpp (1.9), ql/Instruments/stock.hpp
	(1.8), ql/Instruments/swap.cpp (1.17), ql/Instruments/swap.hpp
	(1.13), ql/Instruments/swaption.cpp (1.27),
	ql/Instruments/swaption.hpp (1.23),
	ql/Instruments/vanillaoption.cpp (1.17),
	ql/Instruments/vanillaoption.hpp (1.16),
	ql/Lattices/binomialtree.cpp (1.12), ql/Lattices/binomialtree.hpp
	(1.9), ql/Lattices/bsmlattice.cpp (1.7), ql/Lattices/bsmlattice.hpp
	(1.5), ql/Lattices/lattice.cpp (1.4), ql/Lattices/lattice.hpp
	(1.4), ql/Lattices/lattice2d.cpp (1.4), ql/Lattices/lattice2d.hpp
	(1.4), ql/Lattices/tree.hpp (1.17), ql/Lattices/trinomialtree.cpp
	(1.15), ql/Lattices/trinomialtree.hpp (1.8),
	ql/Math/bicubicsplineinterpolation.hpp (1.5),
	ql/Math/bilinearinterpolation.hpp (1.13),
	ql/Math/chisquaredistribution.cpp (1.6),
	ql/Math/chisquaredistribution.hpp (1.6), ql/Math/cubicspline.hpp
	(1.23), ql/Math/discrepancystatistics.cpp (1.2),
	ql/Math/discrepancystatistics.hpp (1.3), ql/Math/errorfunction.cpp
	(1.3), ql/Math/errorfunction.hpp (1.2),
	ql/Math/gammadistribution.cpp (1.4), ql/Math/gammadistribution.hpp
	(1.4), ql/Math/hstatistics.cpp (1.5), ql/Math/hstatistics.hpp
	(1.4), ql/Math/interpolation.hpp (1.17),
	ql/Math/interpolation2D.hpp (1.11), ql/Math/lexicographicalview.hpp
	(1.8), ql/Math/linearinterpolation.hpp (1.13),
	ql/Math/loglinearinterpolation.hpp (1.14), ql/Math/matrix.cpp
	(1.12), ql/Math/matrix.hpp (1.11),
	ql/Math/multivariateaccumulator.cpp (1.15),
	ql/Math/multivariateaccumulator.hpp (1.13),
	ql/Math/normaldistribution.cpp (1.18),
	ql/Math/normaldistribution.hpp (1.21), ql/Math/primenumbers.cpp
	(1.6), ql/Math/primenumbers.hpp (1.5), ql/Math/riskmeasures.hpp
	(1.11), ql/Math/segmentintegral.hpp (1.15),
	ql/Math/sequencestatistics.hpp (1.8), ql/Math/statistics.cpp
	(1.11), ql/Math/statistics.hpp (1.20),
	ql/Math/symmetriceigenvalues.hpp (1.7),
	ql/Math/symmetricschurdecomposition.cpp (1.9),
	ql/Math/symmetricschurdecomposition.hpp (1.9),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.11),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.10),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.12),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.8),
	ql/MonteCarlo/basketpathpricer.cpp (1.23),
	ql/MonteCarlo/basketpathpricer.hpp (1.18),
	ql/MonteCarlo/brownianbridge.hpp (1.7),
	ql/MonteCarlo/cliquetoptionpathpricer.cpp (1.13),
	ql/MonteCarlo/cliquetoptionpathpricer.hpp (1.8),
	ql/MonteCarlo/europeanpathpricer.cpp (1.18),
	ql/MonteCarlo/europeanpathpricer.hpp (1.16),
	ql/MonteCarlo/everestpathpricer.cpp (1.16),
	ql/MonteCarlo/everestpathpricer.hpp (1.14),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.13),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.10),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.15),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.8),
	ql/MonteCarlo/getcovariance.cpp (1.11),
	ql/MonteCarlo/getcovariance.hpp (1.9),
	ql/MonteCarlo/himalayapathpricer.cpp (1.20),
	ql/MonteCarlo/himalayapathpricer.hpp (1.15),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.9),
	ql/MonteCarlo/maxbasketpathpricer.hpp (1.8),
	ql/MonteCarlo/mctypedefs.hpp (1.18),
	ql/MonteCarlo/montecarlomodel.hpp (1.21),
	ql/MonteCarlo/multipath.hpp (1.15),
	ql/MonteCarlo/multipathgenerator.hpp (1.32),
	ql/MonteCarlo/pagodapathpricer.cpp (1.16),
	ql/MonteCarlo/pagodapathpricer.hpp (1.16), ql/MonteCarlo/path.hpp
	(1.13), ql/MonteCarlo/pathgenerator.hpp (1.35),
	ql/MonteCarlo/pathpricer.hpp (1.14),
	ql/MonteCarlo/performanceoptionpathpricer.cpp (1.8),
	ql/MonteCarlo/performanceoptionpathpricer.hpp (1.9),
	ql/MonteCarlo/sample.hpp (1.8), ql/Optimization/armijo.cpp (1.14),
	ql/Optimization/armijo.hpp (1.15),
	ql/Optimization/conjugategradient.cpp (1.15),
	ql/Optimization/conjugategradient.hpp (1.13),
	ql/Optimization/constraint.hpp (1.9),
	ql/Optimization/costfunction.hpp (1.16),
	ql/Optimization/criteria.hpp (1.12),
	ql/Optimization/leastsquare.hpp (1.20),
	ql/Optimization/linesearch.hpp (1.14), ql/Optimization/method.hpp
	(1.6), ql/Optimization/problem.hpp (1.6),
	ql/Optimization/simplex.cpp (1.8), ql/Optimization/simplex.hpp
	(1.10), ql/Optimization/steepestdescent.cpp (1.13),
	ql/Optimization/steepestdescent.hpp (1.15), ql/Patterns/bridge.hpp
	(1.3), ql/Patterns/lazyobject.hpp (1.2), ql/Patterns/observable.hpp
	(1.13), ql/Patterns/visitor.hpp (1.2),
	ql/Pricers/analyticalcapfloor.cpp (1.17),
	ql/Pricers/analyticalcapfloor.hpp (1.12),
	ql/Pricers/barrieroption.cpp (1.10), ql/Pricers/barrieroption.hpp
	(1.10), ql/Pricers/binaryoption.cpp (1.11),
	ql/Pricers/binaryoption.hpp (1.10), ql/Pricers/blackcapfloor.cpp
	(1.10), ql/Pricers/blackcapfloor.hpp (1.7),
	ql/Pricers/blackswaption.cpp (1.8), ql/Pricers/blackswaption.hpp
	(1.5), ql/Pricers/capfloorpricer.cpp (1.6),
	ql/Pricers/capfloorpricer.hpp (1.7), ql/Pricers/cliquetoption.cpp
	(1.13), ql/Pricers/cliquetoption.hpp (1.11),
	ql/Pricers/continuousgeometricapo.hpp (1.8),
	ql/Pricers/discretegeometricapo.cpp (1.10),
	ql/Pricers/discretegeometricapo.hpp (1.7),
	ql/Pricers/discretegeometricaso.cpp (1.10),
	ql/Pricers/discretegeometricaso.hpp (1.7),
	ql/Pricers/europeanoption.cpp (1.13), ql/Pricers/europeanoption.hpp
	(1.15), ql/Pricers/fdamericanoption.hpp (1.8),
	ql/Pricers/fdbermudanoption.cpp (1.7),
	ql/Pricers/fdbermudanoption.hpp (1.5), ql/Pricers/fdbsmoption.cpp
	(1.11), ql/Pricers/fdbsmoption.hpp (1.10),
	ql/Pricers/fddividendamericanoption.cpp (1.5),
	ql/Pricers/fddividendamericanoption.hpp (1.5),
	ql/Pricers/fddividendeuropeanoption.cpp (1.6),
	ql/Pricers/fddividendeuropeanoption.hpp (1.7),
	ql/Pricers/fddividendoption.cpp (1.8),
	ql/Pricers/fddividendoption.hpp (1.5),
	ql/Pricers/fddividendshoutoption.cpp (1.8),
	ql/Pricers/fddividendshoutoption.hpp (1.7),
	ql/Pricers/fdeuropean.cpp (1.11), ql/Pricers/fdeuropean.hpp (1.9),
	ql/Pricers/fdmultiperiodoption.cpp (1.13),
	ql/Pricers/fdmultiperiodoption.hpp (1.6),
	ql/Pricers/fdshoutoption.hpp (1.7),
	ql/Pricers/fdstepconditionoption.cpp (1.10),
	ql/Pricers/fdstepconditionoption.hpp (1.6),
	ql/Pricers/jamshidianswaption.cpp (1.14),
	ql/Pricers/jamshidianswaption.hpp (1.11), ql/Pricers/mcbasket.cpp
	(1.13), ql/Pricers/mcbasket.hpp (1.11),
	ql/Pricers/mccliquetoption.cpp (1.9),
	ql/Pricers/mccliquetoption.hpp (1.8),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.12),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.10),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.13),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.11),
	ql/Pricers/mceuropean.cpp (1.13), ql/Pricers/mceuropean.hpp (1.14),
	ql/Pricers/mceverest.cpp (1.16), ql/Pricers/mceverest.hpp (1.10),
	ql/Pricers/mchimalaya.cpp (1.16), ql/Pricers/mchimalaya.hpp (1.11),
	ql/Pricers/mcmaxbasket.cpp (1.13), ql/Pricers/mcmaxbasket.hpp
	(1.10), ql/Pricers/mcpagoda.cpp (1.16), ql/Pricers/mcpagoda.hpp
	(1.12), ql/Pricers/mcperformanceoption.cpp (1.8),
	ql/Pricers/mcperformanceoption.hpp (1.6), ql/Pricers/mcpricer.hpp
	(1.19), ql/Pricers/performanceoption.cpp (1.4),
	ql/Pricers/performanceoption.hpp (1.3),
	ql/Pricers/singleassetoption.cpp (1.20),
	ql/Pricers/singleassetoption.hpp (1.22),
	ql/Pricers/swaptionpricer.cpp (1.7), ql/Pricers/swaptionpricer.hpp
	(1.10), ql/Pricers/treecapfloor.cpp (1.22),
	ql/Pricers/treecapfloor.hpp (1.16), ql/Pricers/treeswaption.cpp
	(1.27), ql/Pricers/treeswaption.hpp (1.19),
	ql/PricingEngines/analyticeuropeanengine.cpp (1.5),
	ql/PricingEngines/binomialvanillaengine.cpp (1.8),
	ql/PricingEngines/cliquetengines.hpp (1.8),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.16),
	ql/PricingEngines/discretizedvanillaoption.hpp (1.11),
	ql/PricingEngines/fdvanillaengine.cpp (1.2),
	ql/PricingEngines/forwardengines.hpp (1.16),
	ql/PricingEngines/genericengine.hpp (1.9),
	ql/PricingEngines/integralengines.cpp (1.3),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.3),
	ql/PricingEngines/mcengine.hpp (1.23),
	ql/PricingEngines/quantoengines.hpp (1.16),
	ql/PricingEngines/vanillaengines.hpp (1.27),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.9),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.9),
	ql/RandomNumbers/haltonrsg.cpp (1.4),
	ql/RandomNumbers/haltonrsg.hpp (1.5),
	ql/RandomNumbers/inversecumgaussianrng.hpp (1.6),
	ql/RandomNumbers/inversecumgaussianrsg.hpp (1.5),
	ql/RandomNumbers/knuthuniformrng.cpp (1.7),
	ql/RandomNumbers/knuthuniformrng.hpp (1.10),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.7),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.8),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.4),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.6),
	ql/RandomNumbers/randomarraygenerator.hpp (1.14),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.4),
	ql/RandomNumbers/rngtypedefs.hpp (1.17),
	ql/RandomNumbers/sobolrsg.cpp (1.11), ql/RandomNumbers/sobolrsg.hpp
	(1.7), ql/ShortRateModels/calibrationhelper.cpp (1.4),
	ql/ShortRateModels/calibrationhelper.hpp (1.8),
	ql/ShortRateModels/model.cpp (1.10), ql/ShortRateModels/model.hpp
	(1.13), ql/ShortRateModels/onefactormodel.cpp (1.8),
	ql/ShortRateModels/onefactormodel.hpp (1.9),
	ql/ShortRateModels/parameter.hpp (1.8),
	ql/ShortRateModels/twofactormodel.cpp (1.5),
	ql/ShortRateModels/twofactormodel.hpp (1.5),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.11),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.4),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.11),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.4),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.8),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.6),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.12),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.9),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.10),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.11), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.10),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.11),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.6),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.6),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.7),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.9),
	ql/Solvers1D/bisection.cpp (1.8), ql/Solvers1D/bisection.hpp (1.8),
	ql/Solvers1D/brent.cpp (1.9), ql/Solvers1D/brent.hpp (1.8),
	ql/Solvers1D/falseposition.cpp (1.8),
	ql/Solvers1D/falseposition.hpp (1.8), ql/Solvers1D/newton.cpp
	(1.8), ql/Solvers1D/newton.hpp (1.8), ql/Solvers1D/newtonsafe.cpp
	(1.9), ql/Solvers1D/newtonsafe.hpp (1.9), ql/Solvers1D/ridder.cpp
	(1.8), ql/Solvers1D/ridder.hpp (1.8), ql/Solvers1D/secant.cpp
	(1.8), ql/Solvers1D/secant.hpp (1.8),
	ql/TermStructures/affinetermstructure.cpp (1.11),
	ql/TermStructures/affinetermstructure.hpp (1.12),
	ql/TermStructures/compoundforward.cpp (1.22),
	ql/TermStructures/compoundforward.hpp (1.15),
	ql/TermStructures/discountcurve.cpp (1.17),
	ql/TermStructures/discountcurve.hpp (1.14),
	ql/TermStructures/drifttermstructure.hpp (1.3),
	ql/TermStructures/flatforward.hpp (1.23),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.12),
	ql/TermStructures/impliedtermstructure.hpp (1.11),
	ql/TermStructures/piecewiseflatforward.cpp (1.32),
	ql/TermStructures/piecewiseflatforward.hpp (1.27),
	ql/TermStructures/quantotermstructure.hpp (1.6),
	ql/TermStructures/ratehelpers.cpp (1.31),
	ql/TermStructures/ratehelpers.hpp (1.26),
	ql/TermStructures/zerocurve.cpp (1.3),
	ql/TermStructures/zerocurve.hpp (1.2),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.13),
	ql/Utilities/combiningiterator.hpp (1.8),
	ql/Utilities/couplingiterator.hpp (1.7),
	ql/Utilities/filteringiterator.hpp (1.7),
	ql/Utilities/iteratorcategories.hpp (1.7),
	ql/Utilities/processingiterator.hpp (1.7),
	ql/Utilities/steppingiterator.hpp (1.8),
	ql/Volatilities/blackconstantvol.hpp (1.12),
	ql/Volatilities/blackvariancecurve.hpp (1.14),
	ql/Volatilities/blackvariancesurface.hpp (1.15),
	ql/Volatilities/capflatvolvector.hpp (1.6),
	ql/Volatilities/impliedvoltermstructure.hpp (1.4),
	ql/Volatilities/localconstantvol.hpp (1.9),
	ql/Volatilities/localvolcurve.hpp (1.4),
	ql/Volatilities/localvolsurface.hpp (1.7),
	ql/Volatilities/swaptionvolmatrix.hpp (1.8):

	Doxygen 1.3 released

2003-04-14 18:51  Ferdinando Ametrano

	* ql/Math/: hstatistics.cpp (1.4), hstatistics.hpp (1.3):

	HStatistics will not inherit from Statistic (Part II)

2003-04-14 18:48  Ferdinando Ametrano

	* ql/Math/: statistics.hpp (1.19), statistics.cpp (1.10):

	code formatting

2003-04-14 16:25  Ferdinando Ametrano

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

	nothing relevant

2003-04-14 14:15  Ferdinando Ametrano

	* ql/Calendars/newyork.cpp (1.11):

	Veterans day not holiday

2003-04-14 13:57  Ferdinando Ametrano

	* ql/Math/: hstatistics.cpp (1.3), hstatistics.hpp (1.2):

	HStatistics can avoid Statistics numerical problems ... part 1

2003-04-14 11:07  Sadruddin Rejeb

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

	Fixed gcc compilation issue

2003-04-13 09:56  Ferdinando Ametrano

	* ql/Math/normaldistribution.hpp (1.20):

	code formatting

2003-04-13 09:55  Ferdinando Ametrano

	* ql/Math/: statistics.cpp (1.9), statistics.hpp (1.18):

	bug fixed: it didn't handle correctly large number of samples.
	kurtosis doc typo fixed

2003-04-12 20:30  Ferdinando Ametrano

	* makefile.mak (1.39):

	fixed

2003-04-12 19:38  Ferdinando Ametrano

	* test-suite/: riskstats.cpp (1.7), stats.cpp (1.5):

	added HStatistics, SequenceStatistics<Statistics>, and
	SequenceStatistics<HStatistics> tests

2003-04-12 19:33  Ferdinando Ametrano

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

	added (incomplete and reduced) discrepancy test

2003-04-12 19:29  Ferdinando Ametrano

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

	forgotten, but not lost

2003-04-12 19:28  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.cpp (1.10), sobolrsg.hpp (1.6):

	bug fix. Sobol now works. I will finish the tests next week.  Also
	unit initialization is allowed for study/comparison

2003-04-12 19:21  Ferdinando Ametrano

	* ql/RandomNumbers/makefile.mak (1.13):

	make it work with -DDEBUG

2003-04-11 11:34  Ferdinando Ametrano

	* ql/Math/makefile.mak (1.12):

	grammar rules: back to Statistics, with the final s

2003-04-10 18:19  Luigi Ballabio

	* ql/Math/Makefile.am (1.15), ql/Math/discrepancystatistics.cpp
	(1.1), ql/Math/discrepancystatistics.hpp (1.2),
	ql/Math/hstatistics.cpp (1.2), ql/Math/sequencestatistics.hpp
	(1.6), test-suite/lowdiscrepancysequences.cpp (1.14),
	test-suite/quantlibtestsuite.cpp (1.21), test-suite/riskstats.cpp
	(1.6), test-suite/riskstats.hpp (1.4), test-suite/stats.cpp (1.4),
	test-suite/stats.hpp (1.4):

	Grumpf

2003-04-10 17:00  Ferdinando Ametrano

	* ql/riskstatistics.hpp (1.13):

	typo fixed

2003-04-10 13:41  Ferdinando Ametrano

	* QuantLib.dsp (1.148), QuantLib.mak (1.142),
	Docs/Examples/history_iterators.cpp (1.8),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.21),
	Examples/EuropeanOption/EuropeanOption.cpp (1.69), ql/history.hpp
	(1.13), ql/quantlib.hpp (1.101), ql/riskstatistics.hpp (1.12),
	ql/Math/discrepancystatistic.hpp (1.2),
	ql/Math/discrepancystatistics.hpp (1.1), ql/Math/hstatistic.cpp
	(1.2), ql/Math/hstatistic.hpp (1.2), ql/Math/hstatistics.cpp (1.1),
	ql/Math/hstatistics.hpp (1.1), ql/Math/normaldistribution.hpp
	(1.19), ql/Math/sequencestatistic.hpp (1.2),
	ql/Math/sequencestatistics.hpp (1.5), ql/Math/statistic.cpp (1.2),
	ql/Math/statistic.hpp (1.2), ql/Math/statistics.cpp (1.8),
	ql/Math/statistics.hpp (1.17), ql/MonteCarlo/mctypedefs.hpp (1.17),
	ql/Pricers/mcbasket.cpp (1.12), ql/Pricers/mcbasket.hpp (1.10),
	ql/Pricers/mccliquetoption.cpp (1.8),
	ql/Pricers/mccliquetoption.hpp (1.7),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.11),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.9),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.12),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.10),
	ql/Pricers/mceuropean.cpp (1.12), ql/Pricers/mceuropean.hpp (1.13),
	ql/Pricers/mceverest.cpp (1.15), ql/Pricers/mceverest.hpp (1.9),
	ql/Pricers/mchimalaya.cpp (1.15), ql/Pricers/mchimalaya.hpp (1.10),
	ql/Pricers/mcmaxbasket.cpp (1.12), ql/Pricers/mcmaxbasket.hpp
	(1.9), ql/Pricers/mcpagoda.cpp (1.15), ql/Pricers/mcpagoda.hpp
	(1.11), ql/Pricers/mcperformanceoption.cpp (1.7),
	ql/Pricers/mcperformanceoption.hpp (1.5), ql/Pricers/mcpricer.hpp
	(1.18), ql/PricingEngines/mcengine.hpp (1.22),
	test-suite/lowdiscrepancysequences.cpp (1.13),
	test-suite/quantlibtestsuite.cpp (1.20), test-suite/riskstats.cpp
	(1.5), test-suite/riskstats.hpp (1.3), test-suite/stats.cpp (1.3),
	test-suite/stats.hpp (1.3):

	grammar rules: back to Statistics, with the final s

2003-04-10 10:17  Ferdinando Ametrano

	* test-suite/: lowdiscrepancysequences.cpp (1.12),
	lowdiscrepancysequences.hpp (1.4), quantlibtestsuite.cpp (1.19):

	added discrepancy test (too long in this version to be really added
	to the suite). Extended Halton/Sobol tests

2003-04-10 10:14  Ferdinando Ametrano

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

	Statistics renamed Statistic

2003-04-10 10:09  Ferdinando Ametrano

	* ql/MonteCarlo/mctypedefs.hpp (1.16):

	Statistics renamed Statistic

2003-04-10 10:06  Ferdinando Ametrano

	* ql/Math/: sequencestatistic.hpp (1.1), sequencestatistics.hpp
	(1.4):

	SequenceStatistics renamed SequenceStatistic

2003-04-10 10:05  Ferdinando Ametrano

	* ql/Math/: discrepancystatistic.hpp (1.1), hstatistic.cpp (1.1),
	hstatistic.hpp (1.1):

	1) added HStatistic (for historical and empirical non-gaussian
	distribution) 2) added DiscrepancyStatistic that inherit from
	SequenceStatistic and extend it with the calculation of
	L2-discrepancy

2003-04-10 10:04  Ferdinando Ametrano

	* Docs/Examples/history_iterators.cpp (1.7):

	Statistics renamed Statistic

2003-04-10 10:03  Ferdinando Ametrano

	* ql/RandomNumbers/sobolrsg.cpp (1.9):

	added switches for unit initialization (for study and test only)

2003-04-10 10:01  Ferdinando Ametrano

	* ql/: Pricers/mcbasket.cpp (1.11), Pricers/mcbasket.hpp (1.9),
	Pricers/mccliquetoption.cpp (1.7), Pricers/mccliquetoption.hpp
	(1.6), Pricers/mcdiscretearithmeticapo.cpp (1.10),
	Pricers/mcdiscretearithmeticapo.hpp (1.8),
	Pricers/mcdiscretearithmeticaso.cpp (1.11),
	Pricers/mcdiscretearithmeticaso.hpp (1.9), Pricers/mceuropean.cpp
	(1.11), Pricers/mceuropean.hpp (1.12), Pricers/mceverest.cpp
	(1.14), Pricers/mceverest.hpp (1.8), Pricers/mchimalaya.cpp (1.14),
	Pricers/mchimalaya.hpp (1.9), Pricers/mcmaxbasket.cpp (1.11),
	Pricers/mcmaxbasket.hpp (1.8), Pricers/mcpagoda.cpp (1.14),
	Pricers/mcpagoda.hpp (1.10), Pricers/mcperformanceoption.cpp (1.6),
	Pricers/mcperformanceoption.hpp (1.4), Math/statistic.cpp (1.1),
	Math/statistic.hpp (1.1), Math/statistics.cpp (1.7),
	Math/statistics.hpp (1.16):

	Statistics renamed Statistic

2003-04-10 09:58  Ferdinando Ametrano

	* ql/quantlib.hpp (1.100), ql/Math/Makefile.am (1.14),
	ql/Math/makefile.mak (1.11), QuantLib.dsp (1.147), QuantLib.mak
	(1.141):

	1) added HStatistic (for historical and empirical non-gaussian
	distribution) 2) added DiscrepancyStatistic that inherit from
	SequenceStatistic and extend it with the calculation of
	L2-discrepancy

2003-04-10 09:55  Ferdinando Ametrano

	* ql/riskstatistics.hpp (1.11):

	deprecated

2003-04-10 09:54  Ferdinando Ametrano

	* Examples/: DiscreteHedging/DiscreteHedging.cpp (1.20),
	EuropeanOption/EuropeanOption.cpp (1.68):

	Statistics renamed Statistic

2003-04-09 14:58  Luigi Ballabio

	* ql/Math/sequencestatistics.hpp (1.3),
	test-suite/lowdiscrepancysequences.cpp (1.11):

	No need to parameterize on sequence type---and it wouldn't have
	worked with std::list

2003-04-08 18:01  Luigi Ballabio

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

	HOW could this template method compile?

2003-04-08 15:47  Ferdinando Ametrano

	* QuantLib.dsp (1.146), QuantLib.mak (1.140), ql/quantlib.hpp
	(1.99), ql/RandomNumbers/makefile.mak (1.12):

	added SequenceStatistics

2003-04-08 15:47  Ferdinando Ametrano

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

	testing low discrepancy sequences using SequenceStatistics Sobol
	might still have some problems (or I am missing something ... ;-)

2003-04-08 15:38  Ferdinando Ametrano

	* ql/Math/: Makefile.am (1.13), riskmeasures.hpp (1.10),
	sequencestatistics.hpp (1.1), statistics.hpp (1.15):

	added SequenceStatistics

2003-04-08 09:57  Luigi Ballabio

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

	There was a reason...

2003-04-08 09:57  Luigi Ballabio

	* ql/: dataformatters.cpp (1.15), dataformatters.hpp (1.12):

	Ordinal numerals

2003-04-07 18:40  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.7):

	bug-fix

2003-04-07 17:37  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.5):

	faster test

2003-04-07 17:32  Ferdinando Ametrano

	* ql/RandomNumbers/sobolrsg.cpp (1.7):

	bug-fix (and more comments)

2003-04-07 16:49  Ferdinando Ametrano

	* QuantLib.dsp (1.145), QuantLib.mak (1.139),
	ql/RandomNumbers/sobolrsg.cpp (1.6),
	test-suite/lowdiscrepancysequences.cpp (1.4),
	test-suite/lowdiscrepancysequences.hpp (1.3),
	test-suite/quantlibtestsuite.cpp (1.18):

	added Sobol/Holton first tests

2003-04-07 12:47  Ferdinando Ametrano

	* test-suite/: lowdiscrepancysequences.cpp (1.2),
	lowdiscrepancysequences.hpp (1.2), quantlibtestsuite.cpp (1.16):

	simple test added

2003-04-07 12:45  Ferdinando Ametrano

	* ql/RandomNumbers/sobolrsg.cpp (1.4):

	bug fix

2003-04-07 11:47  Ferdinando Ametrano

	* ql/RandomNumbers/: PrimitivePolynomialsModuloTwoUpToDegree27.h
	(1.1), PrimitivePolynomialsModuloTwoUpToDegree27.c (1.1):

	included in QuantLib primitive polynomials modulo two up to
	dimension 18

2003-04-07 11:44  Ferdinando Ametrano

	* QuantLib.dsp (1.144), QuantLib.mak (1.138),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.6),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.21),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.8),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.39),
	Examples/EuropeanOption/EuropeanOption.dsp (1.6),
	Examples/EuropeanOption/EuropeanOption.mak (1.39),
	Examples/Swap/Swap.dsp (1.7), Examples/Swap/Swap.mak (1.36),
	test-suite/testsuite.dsp (1.11), test-suite/testsuite.mak (1.17):

	included in QuantLib primitive polynomials modulo two up to
	dimension 18

2003-04-07 11:40  Ferdinando Ametrano

	* makefile.mak (1.38), ql/makefile.mak (1.26), ql/quantlib.hpp
	(1.97), ql/RandomNumbers/Makefile.am (1.11),
	ql/RandomNumbers/makefile.mak (1.11), ql/RandomNumbers/sobolrsg.cpp
	(1.3), ql/RandomNumbers/sobolrsg.hpp (1.3),
	test-suite/quantlibtestsuite.cpp (1.15):

	included in QuantLib primitive polynomials modulo two up to
	dimension 18

2003-04-07 10:03  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.hpp (1.2), sobolrsg.cpp (1.2):

	added Sobol Random Sequence Generator. Untested yet

2003-04-06 02:17  Ferdinando Ametrano

	* QuantLib.dsp (1.143), QuantLib.mak (1.137), makefile.mak (1.37),
	ql/makefile.mak (1.25), ql/quantlib.hpp (1.96),
	ql/RandomNumbers/Makefile.am (1.10), ql/RandomNumbers/makefile.mak
	(1.10), ql/RandomNumbers/sobolrsg.cpp (1.1),
	ql/RandomNumbers/sobolrsg.hpp (1.1):

	added Sobol Random Sequence Generator. Untested yet

2003-04-06 01:34  Ferdinando Ametrano

	* ql/RandomNumbers/: haltonrsg.hpp (1.4), mt19937uniformrng.hpp
	(1.5):

	code formatting

2003-04-04 19:22  Ferdinando Ametrano

	* Examples/BermudanSwaption/: BermudanSwaption.dsp (1.5),
	BermudanSwaption.mak (1.20):

	added primitive polynomial modulo 2

2003-04-04 19:05  Ferdinando Ametrano

	* QuantLib.dsp (1.142),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.4),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.19),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.7),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.38),
	Examples/EuropeanOption/EuropeanOption.dsp (1.5),
	Examples/EuropeanOption/EuropeanOption.mak (1.38),
	Examples/Swap/Swap.dsp (1.6), Examples/Swap/Swap.mak (1.35),
	ql/Math/cubicspline.hpp (1.21), ql/Math/interpolation.hpp (1.15),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.4),
	test-suite/testsuite.dsp (1.10), test-suite/testsuite.mak (1.16):

	warning avoided

2003-04-04 18:43  Ferdinando Ametrano

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

	typo fixed

2003-04-04 18:33  Ferdinando Ametrano

	* QuantLib.dsp (1.141), QuantLib.mak (1.136), makefile.mak (1.36),
	Examples/makefile.mak (1.14),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.3),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.18),
	Examples/BermudanSwaption/makefile.mak (1.3),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.6),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.37),
	Examples/DiscreteHedging/makefile.mak (1.6),
	Examples/EuropeanOption/EuropeanOption.dsp (1.4),
	Examples/EuropeanOption/EuropeanOption.mak (1.37),
	Examples/EuropeanOption/makefile.mak (1.8), Examples/Swap/Swap.dsp
	(1.5), Examples/Swap/Swap.mak (1.34), Examples/Swap/makefile.mak
	(1.6), ql/qldefines.hpp (1.49), ql/quantlib.hpp (1.95),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.2),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.3),
	test-suite/lowdiscrepancysequences.cpp (1.1),
	test-suite/lowdiscrepancysequences.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.14), test-suite/testsuite.dsp
	(1.9), test-suite/testsuite.mak (1.15):

	1) added primitive polynomial modulo 2 (also an unit test) 2) VC++
	moved from (Debug) Multithread DLL to (Debug) Multithread

2003-04-02 16:21  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.19):

	working on payoff classes removed default argument from binary
	option

2003-04-02 09:48  Ferdinando Ametrano

	* QuantLib.dsp (1.140), QuantLib.mak (1.135),
	Examples/EuropeanOption/EuropeanOption.cpp (1.67), ql/payoff.hpp
	(1.2), ql/FiniteDifferences/americancondition.hpp (1.8),
	ql/FiniteDifferences/shoutcondition.hpp (1.8),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.9),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.11),
	ql/MonteCarlo/basketpathpricer.hpp (1.17),
	ql/MonteCarlo/cliquetoptionpathpricer.cpp (1.11),
	ql/MonteCarlo/europeanpathpricer.hpp (1.15),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.9),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.14),
	ql/MonteCarlo/performanceoptionpathpricer.hpp (1.7),
	ql/Pricers/singleassetoption.hpp (1.21),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.15),
	ql/PricingEngines/integralengines.cpp (1.2),
	ql/PricingEngines/vanillaengines.hpp (1.25),
	test-suite/old_pricers.cpp (1.10):

	working on payoff classes removed default argument from binary
	option

2003-04-01 16:43  Ferdinando Ametrano

	* ql/: Instruments/vanillaoption.cpp (1.15),
	Instruments/vanillaoption.hpp (1.14), PricingEngines/Makefile.am
	(1.15), PricingEngines/analyticeuropeanengine.cpp (1.4),
	PricingEngines/discretizedvanillaoption.cpp (1.14),
	PricingEngines/forwardengines.hpp (1.15),
	PricingEngines/integralengines.cpp (1.1),
	PricingEngines/integraleuropeanengine.cpp (1.3),
	PricingEngines/makefile.mak (1.11), PricingEngines/mcengine.hpp
	(1.21), PricingEngines/quantoengines.hpp (1.15),
	PricingEngines/vanillaengines.hpp (1.24):

	working on Cash-Or-Nothing and Asset-Or-Nothing payoff classes

2003-04-01 13:16  Ferdinando Ametrano

	* ql/: Makefile.am (1.33), exercise.hpp (1.22), payoff.hpp (1.1),
	quantlib.hpp (1.94), MonteCarlo/arithmeticapopathpricer.hpp (1.8),
	MonteCarlo/basketpathpricer.hpp (1.16),
	MonteCarlo/europeanpathpricer.hpp (1.14),
	MonteCarlo/geometricapopathpricer.hpp (1.8),
	MonteCarlo/performanceoptionpathpricer.hpp (1.6),
	Pricers/binaryoption.hpp (1.9), Pricers/singleassetoption.hpp
	(1.20), PricingEngines/vanillaengines.hpp (1.23):

	added payoff file for Payoff classes.  Added Cash-Or-Nothing and
	Asset-Or-Nothing payoff classes

2003-04-01 11:36  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.18),
	Examples/EuropeanOption/EuropeanOption.cpp (1.66), ql/exercise.cpp
	(1.2), ql/exercise.hpp (1.21),
	ql/FiniteDifferences/americancondition.hpp (1.7),
	ql/FiniteDifferences/shoutcondition.hpp (1.7),
	ql/Instruments/vanillaoption.cpp (1.14),
	ql/Instruments/vanillaoption.hpp (1.13),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.10),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.7),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.10),
	ql/MonteCarlo/basketpathpricer.cpp (1.22),
	ql/MonteCarlo/basketpathpricer.hpp (1.15),
	ql/MonteCarlo/cliquetoptionpathpricer.cpp (1.10),
	ql/MonteCarlo/europeanpathpricer.cpp (1.17),
	ql/MonteCarlo/europeanpathpricer.hpp (1.13),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.12),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.7),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.13),
	ql/MonteCarlo/performanceoptionpathpricer.cpp (1.6),
	ql/MonteCarlo/performanceoptionpathpricer.hpp (1.5),
	ql/Pricers/barrieroption.cpp (1.9), ql/Pricers/barrieroption.hpp
	(1.9), ql/Pricers/binaryoption.cpp (1.10),
	ql/Pricers/discretegeometricapo.cpp (1.9),
	ql/Pricers/discretegeometricaso.cpp (1.9),
	ql/Pricers/europeanoption.cpp (1.12), ql/Pricers/europeanoption.hpp
	(1.14), ql/Pricers/fdbermudanoption.cpp (1.6),
	ql/Pricers/fdbsmoption.cpp (1.10), ql/Pricers/fddividendoption.cpp
	(1.7), ql/Pricers/fdmultiperiodoption.cpp (1.12),
	ql/Pricers/fdstepconditionoption.cpp (1.9),
	ql/Pricers/singleassetoption.cpp (1.19),
	ql/Pricers/singleassetoption.hpp (1.19),
	ql/PricingEngines/analyticeuropeanengine.cpp (1.3),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.13),
	ql/PricingEngines/forwardengines.hpp (1.14),
	ql/PricingEngines/integraleuropeanengine.cpp (1.2),
	ql/PricingEngines/mcengine.hpp (1.20),
	ql/PricingEngines/quantoengines.hpp (1.14),
	ql/PricingEngines/vanillaengines.hpp (1.22):

	ExercisePayoff function became a Payoff class derived from
	std::unary_funcion.

	It can be integrated in the Integral engines (only european for the
	time being, more to follow)

2003-03-31 18:57  Ferdinando Ametrano

	* QuantLib.dsp (1.139), QuantLib.mak (1.134), TODO.txt (1.108),
	Examples/EuropeanOption/EuropeanOption.cpp (1.65),
	ql/PricingEngines/Makefile.am (1.14),
	ql/PricingEngines/integraleuropeanengine.cpp (1.1),
	ql/PricingEngines/makefile.mak (1.10),
	ql/PricingEngines/vanillaengines.hpp (1.21):

	added Integral (european) pricing engine

2003-03-28 18:10  Sadruddin Rejeb

	* UFILE (1.2):

	Updated e-mail address (bis)

2003-03-28 18:09  Sadruddin Rejeb

	* Authors.txt (1.10):

	Updated e-mail address (yes, I'm alive... I'll be back soon!)

2003-03-28 11:20  Ferdinando Ametrano

	* ql/MonteCarlo/himalayapathpricer.cpp (1.19),
	ql/MonteCarlo/himalayapathpricer.hpp (1.14),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.8),
	ql/MonteCarlo/maxbasketpathpricer.hpp (1.7),
	ql/MonteCarlo/pagodapathpricer.cpp (1.15),
	ql/MonteCarlo/pagodapathpricer.hpp (1.15),
	ql/Pricers/mchimalaya.cpp (1.13), ql/Pricers/mchimalaya.hpp (1.8),
	ql/Pricers/mcmaxbasket.cpp (1.10), ql/Pricers/mcmaxbasket.hpp
	(1.7), ql/Pricers/mcpagoda.cpp (1.13), ql/Pricers/mcpagoda.hpp
	(1.9), test-suite/old_pricers.cpp (1.9):

	using std::vector instead of Array

2003-03-27 12:46  Ferdinando Ametrano

	* ql/RandomNumbers/randomarraygenerator.hpp (1.13):

	not using deprecated class anymore

2003-03-25 01:00  Ferdinando Ametrano

	* ql/Pricers/mccliquetoption.hpp (1.5):

	no message

2003-03-25 00:14  Ferdinando Ametrano

	* TODO.txt (1.107), test-suite/old_pricers.cpp (1.8),
	test-suite/testsuite.dsp (1.8), test-suite/testsuite.mak (1.14):

	updated

2003-03-25 00:11  Ferdinando Ametrano

	* ql/RandomNumbers/haltonrsg.cpp (1.3):

	code formatting

2003-03-25 00:11  Ferdinando Ametrano

	* ql/: MonteCarlo/cliquetoptionpathpricer.cpp (1.9),
	MonteCarlo/cliquetoptionpathpricer.hpp (1.7),
	Pricers/mccliquetoption.cpp (1.6), Pricers/mccliquetoption.hpp
	(1.4):

	extending functionalities

2003-03-25 00:11  Ferdinando Ametrano

	* ql/: MonteCarlo/basketpathpricer.cpp (1.21),
	MonteCarlo/basketpathpricer.hpp (1.14), Pricers/mcbasket.cpp
	(1.10), Pricers/mcbasket.hpp (1.8):

	using std::vector instead of Array

2003-03-24 17:37  Luigi Ballabio

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

	Removed warning with gcc

2003-03-24 16:45  Ferdinando Ametrano

	* TODO.txt (1.106):

	updated

2003-03-24 16:45  Ferdinando Ametrano

	* ql/RandomNumbers/Faure2.bas (1.1):

	need to be converted in C++

2003-03-24 16:39  Ferdinando Ametrano

	* ql/Math/: matrix.cpp (1.11), symmetricschurdecomposition.cpp
	(1.8), symmetricschurdecomposition.hpp (1.8):

	const-ness fixes

2003-03-24 16:30  Ferdinando Ametrano

	* test-suite/: Makefile.am (1.11), makefile.mak (1.3), matrices.cpp
	(1.1), matrices.hpp (1.1), quantlibtestsuite.cpp (1.12):

	added matrices test (eigenvectors and pseudoSqrt for the time
	being)

2003-03-24 15:12  Ferdinando Ametrano

	* TODO.txt (1.105), ql/Math/matrix.cpp (1.10), ql/Math/matrix.hpp
	(1.10):

	matrix pseudo square algorithm using salvaging algorithm(s)

2003-03-24 11:53  Ferdinando Ametrano

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

	avoid copying results

2003-03-24 11:52  Ferdinando Ametrano

	* ql/MonteCarlo/multipathgenerator.hpp (1.31):

	code formatting

2003-03-24 00:39  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.17),
	ql/PricingEngines/cliquetengines.hpp (1.7),
	ql/PricingEngines/mcengine.hpp (1.19):

	Compiles and runs with gcc

2003-03-23 21:14  Luigi Ballabio

	* ql/MonteCarlo/pathgenerator.hpp (1.34):

	Template argument name fixed

2003-03-23 16:15  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.64):

	working on cliquet and MC framework

2003-03-23 16:09  Ferdinando Ametrano

	* ql/MonteCarlo/brownianbridge.hpp (1.6):

	avoid warning

2003-03-23 16:06  Ferdinando Ametrano

	* ql/MonteCarlo/: cliquetoptionpathpricer.cpp (1.8),
	cliquetoptionpathpricer.hpp (1.6):

	working on cliquet

2003-03-23 16:05  Ferdinando Ametrano

	* ql/MonteCarlo/montecarlomodel.hpp (1.20):

	in the new framework antithetic variate is handled by
	MonteCarloModel

2003-03-23 16:03  Ferdinando Ametrano

	* ql/: Pricers/mcperformanceoption.cpp (1.5), Pricers/mcbasket.cpp
	(1.9), Pricers/mccliquetoption.cpp (1.5),
	Pricers/mcdiscretearithmeticapo.cpp (1.9),
	Pricers/mcdiscretearithmeticaso.cpp (1.10), Pricers/mceuropean.cpp
	(1.10), Pricers/mceverest.cpp (1.13), Pricers/mchimalaya.cpp
	(1.12), Pricers/mcmaxbasket.cpp (1.9), Pricers/mcpagoda.cpp (1.12),
	MonteCarlo/pathgenerator.hpp (1.33),
	MonteCarlo/multipathgenerator.hpp (1.30):

	old pricers don't use new framework's antithetic variate

2003-03-23 15:59  Ferdinando Ametrano

	* ql/PricingEngines/: cliquetengines.hpp (1.6), mcengine.hpp
	(1.18):

	working on cliquet and MC framework

2003-03-23 15:57  Ferdinando Ametrano

	* ql/RandomNumbers/inversecumgaussianrsg.hpp (1.4):

	bug fix

2003-03-22 21:58  Ferdinando Ametrano

	* ql/MonteCarlo/: arithmeticapopathpricer.cpp (1.9),
	arithmeticasopathpricer.cpp (1.9), cliquetoptionpathpricer.cpp
	(1.7), europeanpathpricer.cpp (1.16), geometricapopathpricer.cpp
	(1.11), geometricasopathpricer.cpp (1.12), himalayapathpricer.cpp
	(1.18):

	using TimeGrid instead of std::vector<Time>

2003-03-22 21:57  Ferdinando Ametrano

	* ql/MonteCarlo/: multipath.hpp (1.14), multipathgenerator.hpp
	(1.29):

	1) using TimeGrid instead of std::vector<Time> 2) new
	MultiPathGenerator using sequence generator 3) old
	MultiPathGenerator available as MultiPathGenerator_old

2003-03-22 21:53  Ferdinando Ametrano

	* ql/MonteCarlo/: path.hpp (1.12), pathgenerator.hpp (1.32):

	using TimeGrid instead of std::vector<Time>

2003-03-22 21:51  Ferdinando Ametrano

	* ql/Pricers/: mcbasket.cpp (1.8), mccliquetoption.cpp (1.4),
	mcdiscretearithmeticapo.cpp (1.8), mcdiscretearithmeticaso.cpp
	(1.9), mceverest.cpp (1.12), mchimalaya.cpp (1.11), mcmaxbasket.cpp
	(1.8), mcpagoda.cpp (1.11), mcperformanceoption.cpp (1.4):

	using timeGrid

2003-03-22 21:49  Ferdinando Ametrano

	* ql/grid.hpp (1.13):

	bug fix and interface extension

2003-03-22 21:48  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.29):

	relaxing conditions enforced on end user

2003-03-22 18:50  Ferdinando Ametrano

	* ql/MonteCarlo/mctypedefs.hpp (1.15):

	code formatting

2003-03-22 18:45  Ferdinando Ametrano

	* ql/MonteCarlo/: performanceoptionpathpricer.hpp (1.4), sample.hpp
	(1.7):

	code formatting

2003-03-22 17:47  Ferdinando Ametrano

	* ql/RandomNumbers/: randomsequencegenerator.hpp (1.3),
	haltonrsg.hpp (1.3), inversecumgaussianrsg.hpp (1.3):

	added lastSequence

2003-03-22 17:21  Luigi Ballabio

	* Docs/Makefile.am (1.54), Docs/quantlib.doxy (1.63),
	Docs/quantlibheader.html (1.16),
	Examples/EuropeanOption/EuropeanOption.cpp (1.63),
	ql/diffusionprocess.cpp (1.4), ql/grid.cpp (1.6), ql/grid.hpp
	(1.12):

	Misc. fixes

2003-03-21 19:42  Ferdinando Ametrano

	* ql/MonteCarlo/: cliquetoptionpathpricer.cpp (1.6),
	cliquetoptionpathpricer.hpp (1.5):

	working on cliquet

2003-03-20 17:05  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.61),
	ql/MonteCarlo/brownianbridge.hpp (1.5),
	Examples/EuropeanOption/EuropeanOption.cpp (1.62):

	BrownianBridge QuantLibfied

2003-03-20 16:52  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.60):

	clean up

2003-03-20 16:11  Ferdinando Ametrano

	* ql/MonteCarlo/: brownianbridge.hpp (1.4), path.hpp (1.11),
	pathgenerator.hpp (1.31):

	BrownianBridge QuantLibfied

2003-03-20 12:47  Ferdinando Ametrano

	* ql/MonteCarlo/brownianbridge.hpp (1.3):

	BrownianBridge QuantLibfied

2003-03-20 12:15  Ferdinando Ametrano

	* QuantLib.dsp (1.138), QuantLib.mak (1.133),
	Examples/EuropeanOption/EuropeanOption.cpp (1.59),
	ql/MonteCarlo/Makefile.am (1.20), ql/MonteCarlo/brownianbridge.cpp
	(1.3), ql/MonteCarlo/makefile.mak (1.14),
	ql/MonteCarlo/pathgenerator.hpp (1.30),
	ql/PricingEngines/analyticeuropeanengine.cpp (1.2),
	ql/PricingEngines/cliquetengines.hpp (1.5),
	ql/PricingEngines/mcengine.hpp (1.17),
	ql/PricingEngines/vanillaengines.hpp (1.20):

	useless Handle<TimeGrid> removed

2003-03-20 11:39  Ferdinando Ametrano

	* ql/MonteCarlo/: brownianbridge.cpp (1.2), brownianbridge.hpp
	(1.2):

	BrownianBridge QuantLibfied

2003-03-20 10:35  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.30):

	extending and refactoring TimeGrid

2003-03-20 10:30  Ferdinando Ametrano

	* ql/: diffusionprocess.hpp (1.21), diffusionprocess.cpp (1.3):

	temporary patch

2003-03-20 10:28  Ferdinando Ametrano

	* ql/: grid.cpp (1.5), grid.hpp (1.11):

	extending and refactoring

2003-03-20 10:27  Ferdinando Ametrano

	* ql/RandomNumbers/randomsequencegenerator.hpp (1.2):

	added RandomSequenceGenerator(Size dimensionality, long seed = 0)

2003-03-20 10:25  Ferdinando Ametrano

	* ql/RandomNumbers/: haltonrsg.cpp (1.2), haltonrsg.hpp (1.2):

	static version to avoid multiple prime calculation

2003-03-20 10:21  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.29):

	avoiding a copy

2003-03-20 09:37  Ferdinando Ametrano

	* ql/Math/: primenumbers.cpp (1.5), primenumbers.hpp (1.4):

	static version to avoid multiple prime calculation

2003-03-19 18:31  Ferdinando Ametrano

	* QuantLib.dsp (1.137), QuantLib.mak (1.132), ql/quantlib.hpp
	(1.93), ql/MonteCarlo/Makefile.am (1.19),
	ql/MonteCarlo/brownianbridge.cpp (1.1),
	ql/MonteCarlo/brownianbridge.hpp (1.1), ql/MonteCarlo/makefile.mak
	(1.13):

	added Jckel's Brownian Bridge

2003-03-19 18:06  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.29),
	ql/grid.cpp (1.4), ql/grid.hpp (1.10), ql/Pricers/treecapfloor.cpp
	(1.21), ql/Pricers/treeswaption.cpp (1.26):

	TimeGrid now uses iterators

2003-03-19 17:59  Ferdinando Ametrano

	* QuantLib.mak (1.131), QuantLib.dsp (1.136),
	test-suite/testsuite.mak (1.13), test-suite/testsuite.dsp (1.7):

	updated

2003-03-19 17:59  Ferdinando Ametrano

	* ql/MonteCarlo/: cliquetoptionpathpricer.cpp (1.5),
	cliquetoptionpathpricer.hpp (1.4):

	working on cliquet

2003-03-19 17:56  Ferdinando Ametrano

	* ql/PricingEngines/cliquetengines.hpp (1.4):

	working on cliquet

2003-03-19 16:10  Ferdinando Ametrano

	* Examples/: BermudanSwaption/BermudanSwaption.dsp (1.2),
	BermudanSwaption/BermudanSwaption.mak (1.17),
	DiscreteHedging/DiscreteHedging.dsp (1.5),
	DiscreteHedging/DiscreteHedging.mak (1.36),
	EuropeanOption/EuropeanOption.dsp (1.3),
	EuropeanOption/EuropeanOption.mak (1.36):

	QL_DEBUG undefined in project settings

2003-03-19 15:47  Ferdinando Ametrano

	* Examples/: DiscreteHedging/DiscreteHedging.cpp (1.16),
	EuropeanOption/EuropeanOption.cpp (1.58):

	old PathPricer(s), PathGenerators, etc are available with a
	trailing _old

2003-03-19 15:44  Ferdinando Ametrano

	* ql/PricingEngines/: cliquetengines.hpp (1.3), mcengine.hpp
	(1.16):

	using new Path framework

2003-03-19 15:42  Ferdinando Ametrano

	* ql/: MonteCarlo/arithmeticapopathpricer.cpp (1.8),
	MonteCarlo/arithmeticapopathpricer.hpp (1.6),
	MonteCarlo/arithmeticasopathpricer.cpp (1.8),
	MonteCarlo/arithmeticasopathpricer.hpp (1.7),
	MonteCarlo/basketpathpricer.cpp (1.20),
	MonteCarlo/basketpathpricer.hpp (1.13),
	MonteCarlo/cliquetoptionpathpricer.cpp (1.4),
	MonteCarlo/cliquetoptionpathpricer.hpp (1.3),
	MonteCarlo/europeanpathpricer.cpp (1.15),
	MonteCarlo/europeanpathpricer.hpp (1.12),
	MonteCarlo/everestpathpricer.cpp (1.15),
	MonteCarlo/everestpathpricer.hpp (1.13),
	MonteCarlo/geometricapopathpricer.cpp (1.10),
	MonteCarlo/geometricapopathpricer.hpp (1.6),
	MonteCarlo/geometricasopathpricer.cpp (1.11),
	MonteCarlo/geometricasopathpricer.hpp (1.7),
	MonteCarlo/getcovariance.cpp (1.10), MonteCarlo/getcovariance.hpp
	(1.8), MonteCarlo/himalayapathpricer.cpp (1.17),
	MonteCarlo/himalayapathpricer.hpp (1.13),
	MonteCarlo/maxbasketpathpricer.cpp (1.7),
	MonteCarlo/maxbasketpathpricer.hpp (1.6), MonteCarlo/mctypedefs.hpp
	(1.14), MonteCarlo/multipath.hpp (1.13),
	MonteCarlo/pagodapathpricer.cpp (1.14),
	MonteCarlo/pagodapathpricer.hpp (1.14),
	MonteCarlo/pathgenerator.hpp (1.28),
	MonteCarlo/performanceoptionpathpricer.cpp (1.5),
	MonteCarlo/performanceoptionpathpricer.hpp (1.3),
	Pricers/mcbasket.cpp (1.7), Pricers/mcbasket.hpp (1.7),
	Pricers/mccliquetoption.cpp (1.3), Pricers/mccliquetoption.hpp
	(1.3), Pricers/mcdiscretearithmeticapo.cpp (1.7),
	Pricers/mcdiscretearithmeticapo.hpp (1.7),
	Pricers/mcdiscretearithmeticaso.cpp (1.8),
	Pricers/mcdiscretearithmeticaso.hpp (1.8), Pricers/mceuropean.cpp
	(1.9), Pricers/mceuropean.hpp (1.11), Pricers/mceverest.cpp (1.11),
	Pricers/mceverest.hpp (1.7), Pricers/mchimalaya.cpp (1.10),
	Pricers/mchimalaya.hpp (1.7), Pricers/mcmaxbasket.cpp (1.7),
	Pricers/mcmaxbasket.hpp (1.6), Pricers/mcpagoda.cpp (1.10),
	Pricers/mcpagoda.hpp (1.8), Pricers/mcperformanceoption.cpp (1.3),
	Pricers/mcperformanceoption.hpp (1.3):

	old PathPricer(s), PathGenerators, etc are available with a
	trailing _old

2003-03-19 15:40  Ferdinando Ametrano

	* ql/MonteCarlo/pathpricer.hpp (1.13):

	new PathPricer does not handle antithetic variance reduction and
	accepts a term structure as input.  The old PathPricer is available
	as PathPricer_old

2003-03-19 13:28  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.57),
	ql/config.bcc.hpp (1.16), ql/config.msvc.hpp (1.28):

	defined QL_DEBUG when _DEBUG (Visual) or DEBUG (Borland) is defined

2003-03-19 13:08  Ferdinando Ametrano

	* ql/RandomNumbers/mt19935uniformrng.cpp (1.2):

	removed useless dummy empty file

2003-03-19 12:22  Ferdinando Ametrano

	* test-suite/: testsuite.dsp (1.6), testsuite.mak (1.12):

	test suite bug fix: the debug version was untested before

2003-03-19 11:56  Ferdinando Ametrano

	* QuantLib.dsp (1.135), QuantLib.mak (1.130),
	test-suite/mersennetwister.cpp (1.3), test-suite/old_pricers.cpp
	(1.7), test-suite/quantlibtestsuite.cpp (1.11):

	fixed MC test numbers: there has been a big improvement of the
	quality of the GaussianRandomGenerator

2003-03-19 09:27  Ferdinando Ametrano

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

	extended test

2003-03-18 18:25  Ferdinando Ametrano

	* ql/RandomNumbers/rngtypedefs.hpp (1.16):

	more typedef-ed generators

2003-03-18 17:42  Ferdinando Ametrano

	* ql/RandomNumbers/mt19937uniformrng.hpp (1.2):

	Mersenne Twister test

2003-03-18 17:33  Ferdinando Ametrano

	* test-suite/: Makefile.am (1.10), makefile.mak (1.2),
	mersennetwister.cpp (1.1), mersennetwister.hpp (1.1),
	quantlibtestsuite.cpp (1.10), testsuite.dsp (1.5), testsuite.mak
	(1.11):

	Mersenne Twister test

2003-03-18 15:17  Ferdinando Ametrano

	* QuantLib.dsp (1.134), QuantLib.mak (1.129), ql/quantlib.hpp
	(1.92), ql/RandomNumbers/Makefile.am (1.9),
	ql/RandomNumbers/makefile.mak (1.9),
	ql/RandomNumbers/mt19935uniformrng.cpp (1.1),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.1),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.1),
	ql/RandomNumbers/rngtypedefs.hpp (1.15):

	Mersenne Twister random number generator added (untested yet)

2003-03-18 12:18  Ferdinando Ametrano

	* ql/RandomNumbers/: lecuyeruniformrng.cpp (1.6),
	lecuyeruniformrng.hpp (1.7):

	comments added

2003-03-18 11:23  Luigi Ballabio

	* Examples/EuropeanOption/EuropeanOption.cpp (1.56),
	ql/PricingEngines/mcengine.hpp (1.15):

	Redundant naming

2003-03-18 10:39  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.55),
	ql/PricingEngines/mcengine.hpp (1.14):

	fix

2003-03-18 10:22  Luigi Ballabio

	* ql/PricingEngines/cliquetengines.hpp (1.2):

	missing inline

2003-03-17 21:08  Ferdinando Ametrano

	* ql/PricingEngines/: cliquetengines.hpp (1.1), mcengine.hpp
	(1.13):

	working on MC cliquet option

2003-03-17 20:38  Ferdinando Ametrano

	* QuantLib.dsp (1.133), QuantLib.mak (1.128),
	Examples/EuropeanOption/EuropeanOption.cpp (1.54), ql/quantlib.hpp
	(1.91), ql/MonteCarlo/pathgenerator.hpp (1.27),
	ql/PricingEngines/Makefile.am (1.13),
	ql/PricingEngines/makefile.mak (1.9),
	ql/PricingEngines/mcengine.hpp (1.12):

	timeGrid everywhere in MCengine and derived classes

2003-03-17 18:22  Ferdinando Ametrano

	* QuantLib.mak (1.127), Examples/EuropeanOption/EuropeanOption.cpp
	(1.52), ql/MonteCarlo/pathgenerator.hpp (1.25),
	ql/PricingEngines/mcengine.hpp (1.11):

	MC engines now use sequence generators

2003-03-17 18:22  Ferdinando Ametrano

	* ql/RandomNumbers/rngtypedefs.hpp (1.14):

	comments

2003-03-17 18:21  Ferdinando Ametrano

	* ql/quantlib.hpp (1.90):

	reordered

2003-03-17 18:21  Ferdinando Ametrano

	* makefile.mak (1.35):

	not silent anymore (not here at least)

2003-03-17 16:47  Ferdinando Ametrano

	* Examples/makefile.mak (1.13):

	not silent anymore (not here at least)

2003-03-17 16:46  Ferdinando Ametrano

	* Examples/EuropeanOption/makefile.mak (1.7):

	reverting wrong changes

2003-03-17 16:35  Ferdinando Ametrano

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

	removed redundant method

2003-03-17 13:39  Ferdinando Ametrano

	* QuantLib.dsp (1.132), QuantLib.mak (1.126), makefile.mak (1.34),
	Examples/EuropeanOption/makefile.mak (1.6), ql/quantlib.hpp (1.89),
	ql/MonteCarlo/sample.hpp (1.6),
	ql/RandomNumbers/inversecumgaussianrsg.hpp (1.2):

	updated

2003-03-17 13:26  Ferdinando Ametrano

	* ql/RandomNumbers/rngtypedefs.hpp (1.13):

	added sequence generators: random sequence generator create a
	sequence generator out of a random number generator.

2003-03-17 13:25  Ferdinando Ametrano

	* ql/RandomNumbers/: boxmullergaussianrng.hpp (1.8),
	centrallimitgaussianrng.hpp (1.8), inversecumgaussianrng.hpp (1.5):

	RNG as constructor input constructor( long seed) deprecated

2003-03-17 13:15  Ferdinando Ametrano

	* ql/RandomNumbers/: halton.cpp (1.2), halton.hpp (1.2),
	haltonrsg.cpp (1.1), Makefile.am (1.8), haltonrsg.hpp (1.1),
	makefile.mak (1.8):

	QuantLibfied interface

2003-03-17 13:05  Ferdinando Ametrano

	* ql/Math/primenumbers.cpp (1.4):

	improved

2003-03-17 12:49  Ferdinando Ametrano

	* ql/Math/: primenumbers.cpp (1.3), primenumbers.hpp (1.2):

	improved

2003-03-17 12:29  Ferdinando Ametrano

	* ql/RandomNumbers/randomarraygenerator.hpp (1.12):

	deprecated

2003-03-17 12:27  Ferdinando Ametrano

	* ql/RandomNumbers/randomsequencegenerator.cpp (1.2):

	added by error, now removed

2003-03-17 12:26  Ferdinando Ametrano

	* ql/: RandomNumbers/inversecumgaussianrsg.hpp (1.1),
	RandomNumbers/Makefile.am (1.7),
	RandomNumbers/randomsequencegenerator.cpp (1.1),
	RandomNumbers/randomsequencegenerator.hpp (1.1), quantlib.hpp
	(1.88):

	added sequence generators: random sequence generator create a
	sequence generator out of a random number generator.
	InvCumGaussianRsg create a gaussian sequence generator out of a
	uniform (random or low discrepancy) sequence generator

2003-03-17 12:10  Ferdinando Ametrano

	* test-suite/: .cvsignore (1.4), covariance.cpp (1.2),
	distributions.cpp (1.6), makefile.mak (1.1), old_pricers.cpp (1.6),
	operators.cpp (1.3), piecewiseflatforward.cpp (1.3), riskstats.cpp
	(1.2), termstructures.cpp (1.5):

	Borland fixes

2003-03-17 09:59  Luigi Ballabio

	* acinclude.m4 (1.6), configure.ac (1.10), Docs/quantlib.doxy
	(1.61), ql/argsandresults.hpp (1.11), ql/option.cpp (1.17),
	ql/option.hpp (1.13), ql/pricingengine.hpp (1.6),
	ql/Instruments/forwardvanillaoption.cpp (1.10),
	ql/Instruments/quantovanillaoption.cpp (1.11),
	ql/Instruments/vanillaoption.cpp (1.13),
	ql/Instruments/vanillaoption.hpp (1.12), ql/Math/errorfunction.cpp
	(1.2), ql/Math/normaldistribution.cpp (1.17),
	ql/Math/normaldistribution.hpp (1.18), ql/Math/primenumbers.cpp
	(1.2), ql/PricingEngines/forwardengines.hpp (1.13),
	ql/PricingEngines/genericengine.hpp (1.8),
	ql/PricingEngines/mcengine.hpp (1.10),
	ql/PricingEngines/quantoengines.hpp (1.13),
	ql/PricingEngines/vanillaengines.hpp (1.18):

	Works on gcc + errorEstimate() and misc

2003-03-16 03:12  Ferdinando Ametrano

	* QuantLib.mak (1.125), ql/Math/normaldistribution.cpp (1.16),
	ql/Math/normaldistribution.hpp (1.17), test-suite/capfloor.cpp
	(1.7), test-suite/distributions.cpp (1.5),
	test-suite/old_pricers.cpp (1.5), test-suite/quantlibtestsuite.cpp
	(1.9), test-suite/swaption.cpp (1.3):

	improved Cumulative Normal Distribution function using the Error
	Function.

2003-03-16 02:38  Ferdinando Ametrano

	* QuantLib.dsp (1.131):

	added error function

2003-03-16 02:32  Ferdinando Ametrano

	* ql/: Math/Makefile.am (1.12), Math/errorfunction.cpp (1.1),
	Math/errorfunction.hpp (1.1), Math/makefile.mak (1.10),
	quantlib.hpp (1.87):

	added error function

2003-03-16 00:02  Ferdinando Ametrano

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

	old bug fixed

2003-03-15 23:58  Ferdinando Ametrano

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

	old bug fixed

2003-03-15 22:42  Ferdinando Ametrano

	* ql/: config.bcc.hpp (1.15), config.msvc.hpp (1.27):

	added missing DEFINEs

2003-03-15 22:41  Ferdinando Ametrano

	* ql/Math/normaldistribution.hpp (1.15):

	backward compatibility

2003-03-15 21:17  Ferdinando Ametrano

	* ChangeLog.txt (1.31),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.15),
	Examples/EuropeanOption/EuropeanOption.cpp (1.51),
	ql/config.msvc.hpp (1.26), ql/quantlib.hpp (1.86),
	ql/Math/chisquaredistribution.cpp (1.5),
	ql/Math/chisquaredistribution.hpp (1.4),
	ql/Math/normaldistribution.cpp (1.15),
	ql/Math/normaldistribution.hpp (1.14), ql/Math/riskmeasures.hpp
	(1.9), ql/PricingEngines/analyticalvanillaengine.cpp (1.6),
	ql/PricingEngines/vanillaengines.hpp (1.17),
	ql/RandomNumbers/rngtypedefs.hpp (1.12),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.6),
	test-suite/distributions.cpp (1.3):

	1) Acklam's approximation for inverse cumulative normal
	distribution function replaced Moro's algorithm. Moro is still
	available as MoroInverseCumulative.  2)
	InvCumulativeNormalDistribution renamed to InverseCumulativeNormal.
	 3) M_PI replaced all pi (3.14) values

2003-03-15 17:41  Ferdinando Ametrano

	* QuantLib.dsp (1.130), QuantLib.mak (1.124), ql/Math/Makefile.am
	(1.11), ql/Math/makefile.mak (1.9), ql/Math/normaldistribution.hpp
	(1.13), ql/Math/primenumbers.cpp (1.1), ql/Math/primenumbers.hpp
	(1.1), ql/RandomNumbers/Makefile.am (1.6),
	ql/RandomNumbers/halton.cpp (1.1), ql/RandomNumbers/halton.hpp
	(1.1), ql/RandomNumbers/makefile.mak (1.7):

	added Halton low discrepancy sequence (and prime number
	generation).  Code taken from "Monte Carlo Methods in Finance", by
	Peter Jckel

2003-03-14 18:37  Ferdinando Ametrano

	* ql/: grid.cpp (1.3), grid.hpp (1.9):

	mandatory times indexed for easier rollback/simulation

2003-03-14 18:36  Ferdinando Ametrano

	* ql/Volatilities/localvolsurface.hpp (1.6):

	richer error messages

2003-03-14 10:30  Ferdinando Ametrano

	* ChangeLog.txt (1.30):

	updated

2003-03-14 00:25  Ferdinando Ametrano

	* ql/Math/: interpolation2D.hpp (1.10), interpolation.hpp (1.14),
	cubicspline.hpp (1.20):

	check for sorted arrays

2003-03-13 18:09  Ferdinando Ametrano

	* TODO.txt (1.104):

	updated

2003-03-13 18:09  Ferdinando Ametrano

	* ql/Volatilities/blackvariancesurface.hpp (1.14):

	handle t=0.0

2003-03-13 16:59  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.19):

	Numerical Recipes algorithm is back since there is a problem with
	Nicolas' code: it is unable to fit a straight line, it waves around
	the line

2003-03-13 16:54  Ferdinando Ametrano

	* ql/Volatilities/blackvariancesurface.hpp (1.13):

	bug fixed Interpolation should check for sorted x/y arrays anyway

2003-03-13 16:50  Ferdinando Ametrano

	* ql/Volatilities/localvolsurface.hpp (1.5):

	handle t==0.0

2003-03-12 19:25  Ferdinando Ametrano

	* TODO.txt (1.103):

	updated

2003-03-11 17:06  Ferdinando Ametrano

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

	code formatting

2003-03-11 11:11  Ferdinando Ametrano

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

	comment fixed

2003-03-11 11:06  Luigi Ballabio

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

	Visual again

2003-03-10 19:35  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.50),
	Examples/EuropeanOption/EuropeanOption.mak (1.35),
	ql/Volatilities/localvolsurface.hpp (1.4):

	McEngine now uses local vol. PAINFULLY slow!

2003-03-10 19:23  Ferdinando Ametrano

	* QuantLib.dsp (1.129), QuantLib.mak (1.123):

	added BicubicSplineInterpolation

2003-03-10 19:19  Ferdinando Ametrano

	* TODO.txt (1.102):

	updated

2003-03-10 19:18  Ferdinando Ametrano

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

	quick patch for extrapolation.	Should be revised

2003-03-10 19:17  Ferdinando Ametrano

	* ql/PricingEngines/: binomialvanillaengine.cpp (1.7), mcengine.hpp
	(1.9), vanillaengines.hpp (1.15):

	added timeSteps to McEngine (required to take into account local
	vol)

2003-03-10 19:13  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.24):

	to handle local volatility we need the real asset level

2003-03-10 19:09  Ferdinando Ametrano

	* ql/: Math/bicubicsplineinterpolation.hpp (1.1),
	Math/bilinearinterpolation.hpp (1.11), Math/Makefile.am (1.10),
	quantlib.hpp (1.85):

	added BicubicSplineInterpolation

2003-03-10 19:08  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.18):

	checked also in release mode

2003-03-10 11:07  Ferdinando Ametrano

	* ql/Volatilities/: blackvariancecurve.hpp (1.13),
	blackconstantvol.hpp (1.11):

	more efficient null strike/time derivatives

2003-03-09 23:48  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.49):

	trying to switch to black vol surface (and implied local vol).	It
	doesn't work yet

2003-03-09 23:45  Ferdinando Ametrano

	* QuantLib.dsp (1.128), QuantLib.mak (1.122), TODO.txt (1.101):

	updated

2003-03-09 23:44  Ferdinando Ametrano

	* ql/Volatilities/localvolsurface.hpp (1.3):

	local vol surface added. Few fixes

2003-03-09 23:43  Ferdinando Ametrano

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

	bug fix and enumeration tags changed

2003-03-09 23:30  Ferdinando Ametrano

	* ql/: Makefile.am (1.32), diffusionprocess.cpp (1.1),
	diffusionprocess.hpp (1.19), makefile.mak (1.24):

	added cpp file

2003-03-08 21:36  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.48):

	added local volatility

2003-03-08 21:27  Ferdinando Ametrano

	* ql/voltermstructure.cpp (1.7):

	central differencing, handle t=0.0 case

2003-03-08 21:15  Ferdinando Ametrano

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

	comments and braces added

2003-03-08 21:14  Ferdinando Ametrano

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

	added local volatility

2003-03-07 17:33  Ferdinando Ametrano

	* QuantLib.dsp (1.127), Examples/EuropeanOption/EuropeanOption.cpp
	(1.47), ql/quantlib.hpp (1.84), ql/Volatilities/Makefile.am (1.10),
	ql/Volatilities/blackvariancecurve.hpp (1.11),
	ql/Volatilities/blackvariancesurface.hpp (1.11),
	ql/Volatilities/localvolcurve.hpp (1.3),
	ql/Volatilities/localvolsurface.hpp (1.1):

	added local volatility

2003-03-07 13:39  Luigi Ballabio

	* man/: DiscreteHedging.1 (1.2), EuropeanOption.1 (1.2),
	Makefile.am (1.3), SwapValuation.1 (1.2):

	Binaries of examples no longer installed

2003-03-07 13:23  Luigi Ballabio

	* ql/Lattices/binomialtree.cpp (1.11):

	Fix for gcc

2003-03-06 19:31  Ferdinando Ametrano

	* ql/: Instruments/vanillaoption.cpp (1.12),
	PricingEngines/analyticalvanillaengine.cpp (1.5),
	PricingEngines/binomialvanillaengine.cpp (1.6),
	PricingEngines/discretizedvanillaoption.cpp (1.12),
	PricingEngines/discretizedvanillaoption.hpp (1.10),
	PricingEngines/forwardengines.hpp (1.12),
	PricingEngines/mcengine.hpp (1.8), PricingEngines/quantoengines.hpp
	(1.12), PricingEngines/vanillaengines.hpp (1.14):

	we need to calculate option at times that are not generated by real
	dates.	So we need to set a time, not a date, in the
	VanillaArguments.  That's why we cannot use Exercise in
	VanillaArguments

2003-03-06 18:22  Ferdinando Ametrano

	* ql/: Volatilities/blackvariancesurface.hpp (1.10),
	voltermstructure.cpp (1.6):

	code formatting

2003-03-06 18:12  Ferdinando Ametrano

	* TODO.txt (1.100):

	added QuantLib afternoon conclusion

2003-03-06 16:56  Ferdinando Ametrano

	* ql/MonteCarlo/mctypedefs.hpp (1.12):

	new path generator based on DiffusionProcess, TimeGrid, and
	externally initialized random number generator

2003-03-06 15:55  Ferdinando Ametrano

	* ql/Volatilities/: blackconstantvol.hpp (1.9),
	blackconstantvol.hpp (1.10):

	overload base class method in order to avoid numerical round-off

2003-03-06 15:44  Ferdinando Ametrano

	* ql/: diffusionprocess.hpp (1.18),
	PricingEngines/binomialvanillaengine.cpp (1.5):

	Black Scholes diffusion process with time/asset dependant
	parameters

2003-03-06 15:43  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.46):

	using new path generator for the new mcpricingengine

2003-03-06 15:41  Ferdinando Ametrano

	* ql/PricingEngines/mcengine.hpp (1.7):

	using new path generator

2003-03-06 15:38  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.23):

	new path generator based on DiffusionProcess, TimeGrid, and
	externally initialized random number generator

2003-03-05 16:33  Ferdinando Ametrano

	* TODO.txt (1.99):

	updated

2003-03-05 16:24  Ferdinando Ametrano

	* ql/Volatilities/blackconstantvol.hpp (1.8):

	code formatting

2003-03-05 16:24  Ferdinando Ametrano

	* ql/TermStructures/drifttermstructure.hpp (1.2):

	typo fixed

2003-03-05 16:20  Ferdinando Ametrano

	* ql/PricingEngines/analyticalvanillaengine.cpp (1.4):

	it does handle t==0.0 and sigma==0.0

2003-03-05 16:18  Ferdinando Ametrano

	* ql/makefile.mak (1.23):

	library gets larger

2003-03-03 19:58  Ferdinando Ametrano

	* QuantLib.dsp (1.126), QuantLib.mak (1.121), TODO.txt (1.98),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.16),
	Examples/EuropeanOption/EuropeanOption.cpp (1.45),
	Examples/EuropeanOption/EuropeanOption.mak (1.34),
	Examples/Swap/Swap.mak (1.33):

	updated version

2003-03-03 19:56  Ferdinando Ametrano

	* ql/: Volatilities/Makefile.am (1.9),
	Volatilities/impliedvoltermstructure.hpp (1.3), quantlib.hpp
	(1.83):

	added impliedvoltermstructure

2003-03-03 19:55  Ferdinando Ametrano

	* ql/TermStructures/quantotermstructure.hpp (1.5):

	fixed underlying levels at constructor

2003-03-03 19:51  Ferdinando Ametrano

	* ql/PricingEngines/: forwardengines.hpp (1.11), quantoengines.hpp
	(1.11):

	greeks fixed

2003-03-03 19:50  Ferdinando Ametrano

	* ql/: argsandresults.hpp (1.10),
	PricingEngines/analyticalvanillaengine.cpp (1.3):

	added stikeSensitivity to the Greeks

2003-03-02 19:20  Ferdinando Ametrano

	* QuantLib.dsp (1.125):

	added exercise.cpp file

2003-02-28 19:13  Ferdinando Ametrano

	* ql/Pricers/: fddividendshoutoption.cpp (1.7),
	fdmultiperiodoption.cpp (1.11):

	Renamed initialValues_ to a more explicative intrinsicValues_

2003-02-28 19:08  Ferdinando Ametrano

	* ql/Pricers/: fdbsmoption.hpp (1.9), fdbermudanoption.cpp (1.5):

	Renamed initialValues_ to a more explicative intrinsicValues_

2003-02-28 19:05  Ferdinando Ametrano

	* ql/Pricers/fdamericanoption.hpp (1.7):

	code formatting

2003-02-28 19:04  Ferdinando Ametrano

	* ql/Pricers/: fdstepconditionoption.cpp (1.8), fdshoutoption.hpp
	(1.6), fdeuropean.cpp (1.10), fdbsmoption.cpp (1.9):

	Renamed initialValues_ to a more explicative intrinsicValues_

2003-02-28 19:02  Ferdinando Ametrano

	* ql/Pricers/fdstepconditionoption.hpp (1.5):

	code formatting

2003-02-28 19:00  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.14):

	ExercisePayoff moved into exercise.xpp file

2003-02-28 18:59  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.44):

	added Tian binomial tree

2003-02-28 18:53  Ferdinando Ametrano

	* ql/MonteCarlo/: arithmeticapopathpricer.cpp (1.7),
	arithmeticasopathpricer.cpp (1.7), basketpathpricer.cpp (1.19),
	cliquetoptionpathpricer.cpp (1.3), europeanpathpricer.cpp (1.14),
	geometricapopathpricer.cpp (1.9), geometricasopathpricer.cpp
	(1.10), performanceoptionpathpricer.cpp (1.4):

	ExercisePayoff moved into exercise.xpp file

2003-02-28 18:52  Ferdinando Ametrano

	* ql/FiniteDifferences/: stepcondition.hpp (1.7),
	americancondition.hpp (1.6), shoutcondition.hpp (1.6):

	Stepcondition and derived classes to also handle DiscretisedAsset.
	Using ExercisePayoff where needed Renamed initialValues_ to a more
	explicative intrinsicValues_

2003-02-28 18:50  Ferdinando Ametrano

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.16):

	formatting

2003-02-28 18:45  Ferdinando Ametrano

	* test-suite/: europeanoption.hpp (1.5), europeanoption.cpp (1.8):

	added Tian binomial tree

2003-02-28 14:57  Ferdinando Ametrano

	* ql/: Makefile.am (1.31), exercise.cpp (1.1), makefile.mak (1.22):

	ExercisePayoff moved into exercise.xpp file

2003-02-28 14:56  Ferdinando Ametrano

	* ql/exercise.hpp (1.20):

	ExercisePayoff moved into exercise.hpp file

2003-02-28 14:50  Ferdinando Ametrano

	* ql/Pricers/: singleassetoption.cpp (1.18), singleassetoption.hpp
	(1.18):

	ExercisePayoff moved into exercise.hpp file

2003-02-28 14:44  Ferdinando Ametrano

	* ql/Lattices/: binomialtree.cpp (1.10), binomialtree.hpp (1.8):

	added Tian binomial tree

2003-02-28 14:35  Ferdinando Ametrano

	* ql/PricingEngines/: binomialvanillaengine.cpp (1.4),
	vanillaengines.hpp (1.13):

	added Tian binomial tree

2003-02-28 14:34  Ferdinando Ametrano

	* ql/PricingEngines/discretizedvanillaoption.cpp (1.11):

	removed useless Array replaced with a double

2003-02-28 14:33  Ferdinando Ametrano

	* ql/PricingEngines/discretizedvanillaoption.hpp (1.9):

	added all exercise dates

2003-02-25 11:23  Luigi Ballabio

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

	Test for frozen instrument

2003-02-24 15:50  Luigi Ballabio

	* ql/: instrument.hpp (1.13), quantlib.hpp (1.82),
	Patterns/Makefile.am (1.10), Patterns/lazyobject.hpp (1.1),
	TermStructures/piecewiseflatforward.cpp (1.31),
	TermStructures/piecewiseflatforward.hpp (1.26):

	Abstracted lazy object

2003-02-24 15:34  Luigi Ballabio

	* ql/config.ansi.hpp (1.15), ql/config.bcc.hpp (1.14),
	ql/config.msvc.hpp (1.25), ql/config.mwcw.hpp (1.14), ql/errors.hpp
	(1.10), configure.ac (1.9):

	Optionally add file and line to error messages

2003-02-24 14:30  Luigi Ballabio

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

	Short coupons throw only when actually asked for their value

2003-02-24 14:20  Luigi Ballabio

	* ql/CashFlows/: inarrearindexedcoupon.hpp (1.3),
	upfrontindexedcoupon.hpp (1.3):

	Added specialized visitability

2003-02-24 14:09  Luigi Ballabio

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

	Fixing of the coupon should include spread

2003-02-24 01:35  Ferdinando Ametrano

	* QuantLib.mak (1.120), ql/Lattices/binomialtree.cpp (1.9),
	ql/Lattices/binomialtree.hpp (1.7):

	code clean up

2003-02-23 15:59  Ferdinando Ametrano

	* QuantLib.dsp (1.124), QuantLib.mak (1.119), ql/quantlib.hpp
	(1.81):

	added new files

2003-02-23 15:53  Ferdinando Ametrano

	* ql/CashFlows/Makefile.am (1.10):

	added new files

2003-02-23 15:44  Ferdinando Ametrano

	* ql/CashFlows/: inarrearindexedcoupon.hpp (1.2),
	indexcashflowvectors.hpp (1.2), indexedcoupon.hpp (1.2),
	shortindexedcoupon.hpp (1.2), upfrontindexedcoupon.hpp (1.2):

	fixed copyright and formatting

2003-02-22 19:20  dicesare

	* ql/CashFlows/: inarrearindexedcoupon.hpp (1.1),
	indexcashflowvectors.hpp (1.1), indexedcoupon.hpp (1.1),
	shortindexedcoupon.hpp (1.1), upfrontindexedcoupon.hpp (1.1):

	Up front an in arrear indexedcoupon

2003-02-22 01:35  Ferdinando Ametrano

	* QuantLib.mak (1.118), TODO.txt (1.97),
	Examples/EuropeanOption/EuropeanOption.cpp (1.43), ql/exercise.hpp
	(1.19), ql/PricingEngines/analyticalvanillaengine.cpp (1.2),
	ql/PricingEngines/binomialvanillaengine.cpp (1.3),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.10),
	ql/PricingEngines/discretizedvanillaoption.hpp (1.8),
	ql/PricingEngines/forwardengines.hpp (1.10),
	ql/PricingEngines/mcengine.hpp (1.6),
	ql/PricingEngines/quantoengines.hpp (1.10):

	trying to extend binomial trees to american/bermudan options

2003-02-22 01:13  Ferdinando Ametrano

	* ql/Pricers/fdbsmoption.cpp (1.8):

	more compact coding

2003-02-20 22:59  Ferdinando Ametrano

	* ql/Lattices/: binomialtree.cpp (1.7), binomialtree.cpp (1.8):

	check for negative probabilities

2003-02-20 18:32  Ferdinando Ametrano

	* QuantLib.mak (1.117), test-suite/testsuite.mak (1.10):

	updated

2003-02-20 17:04  Ferdinando Ametrano

	* dev_tools/branching_and_merging.txt (1.2):

	typos fixed

2003-02-20 14:59  Ferdinando Ametrano

	* test-suite/: europeanoption.cpp (1.6), europeanoption.hpp (1.3):

	introduced addititive binomial trees into the test suite too

2003-02-20 03:34  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.42),
	ql/diffusionprocess.hpp (1.17), ql/Lattices/binomialtree.cpp (1.6),
	ql/Lattices/binomialtree.hpp (1.6), ql/Lattices/bsmlattice.cpp
	(1.6), ql/Lattices/bsmlattice.hpp (1.4),
	ql/PricingEngines/binomialvanillaengine.cpp (1.2),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.9),
	ql/PricingEngines/vanillaengines.hpp (1.12):

	introduced additive binomial trees.  All binomial trees now use
	DiffusionProcess

2003-02-19 17:06  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.41),
	ql/PricingEngines/mcengine.hpp (1.5):

	MC control variate: a step forward

2003-02-19 16:50  Ferdinando Ametrano

	* ql/: TermStructures/compoundforward.cpp (1.21),
	TermStructures/flatforward.hpp (1.22),
	TermStructures/piecewiseflatforward.cpp (1.30),
	TermStructures/ratehelpers.cpp (1.30),
	Utilities/steppingiterator.hpp (1.7),
	Volatilities/blackvariancecurve.hpp (1.10),
	Volatilities/blackvariancesurface.hpp (1.9),
	Volatilities/capflatvolvector.hpp (1.5),
	Volatilities/localconstantvol.hpp (1.8):

	improved error messages

2003-02-19 16:27  Marco Marchioro

	* ql/CashFlows/cashflowvectors.cpp (1.19):

	better error message

2003-02-18 19:12  Ferdinando Ametrano

	* TODO.txt (1.96), Examples/EuropeanOption/EuropeanOption.cpp
	(1.40), ql/MonteCarlo/montecarlomodel.hpp (1.19),
	ql/PricingEngines/mcengine.hpp (1.4):

	pricing engine framework: working towards MC control variation
	technique

2003-02-17 12:02  Ferdinando Ametrano

	* QuantLib.mak (1.116),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.15),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.35),
	Examples/EuropeanOption/EuropeanOption.cpp (1.39),
	Examples/EuropeanOption/EuropeanOption.mak (1.33),
	Examples/Swap/Swap.mak (1.32), ql/Pricers/mceuropean.cpp (1.8),
	ql/PricingEngines/mcengine.hpp (1.2),
	ql/PricingEngines/vanillaengines.hpp (1.11),
	test-suite/testsuite.mak (1.9):

	templatized mcengine

2003-02-17 09:13  Luigi Ballabio

	* ql/PricingEngines/vanillaengines.hpp (1.10):

	Default access for classes is private...

2003-02-17 09:07  Luigi Ballabio

	* test-suite/: capfloor.cpp (1.6), piecewiseflatforward.cpp (1.2),
	termstructures.cpp (1.4):

	Had tests work on Sundays

2003-02-14 18:28  Ferdinando Ametrano

	* QuantLib.dsp (1.123), ql/TermStructures/Makefile.am (1.13):

	first attempt at a Monte Carlo pricing engine

2003-02-14 18:21  Ferdinando Ametrano

	* test-suite/europeanoption.cpp (1.5):

	first attempt at a Monte Carlo pricing engine

2003-02-14 18:16  Ferdinando Ametrano

	* ql/PricingEngines/Makefile.am (1.11),
	ql/PricingEngines/makefile.mak (1.8),
	ql/PricingEngines/mcvanillaengine.cpp (1.2), QuantLib.dsp (1.122),
	QuantLib.mak (1.115),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.14),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.34),
	Examples/EuropeanOption/EuropeanOption.mak (1.32),
	Examples/Swap/Swap.mak (1.31), test-suite/testsuite.mak (1.8):

	first attempt at a Monte Carlo pricing engine

2003-02-14 18:10  Ferdinando Ametrano

	* QuantLib.dsp (1.121), QuantLib.mak (1.114), TODO.txt (1.95),
	Examples/EuropeanOption/EuropeanOption.cpp (1.38), ql/quantlib.hpp
	(1.80), ql/PricingEngines/Makefile.am (1.10),
	ql/PricingEngines/analyticalvanillaengine.cpp (1.1),
	ql/PricingEngines/binomialvanillaengine.cpp (1.1),
	ql/PricingEngines/europeanFDengine.cpp (1.2),
	ql/PricingEngines/europeanMCengine.cpp (1.2),
	ql/PricingEngines/europeananalyticalengine.cpp (1.10),
	ql/PricingEngines/europeanbinomialengine.cpp (1.10),
	ql/PricingEngines/fdvanillaengine.cpp (1.1),
	ql/PricingEngines/makefile.mak (1.7),
	ql/PricingEngines/mcengine.hpp (1.1),
	ql/PricingEngines/mcvanillaengine.cpp (1.1),
	ql/PricingEngines/vanillaengines.hpp (1.9):

	first attempt at a Monte Carlo pricing engine

2003-02-14 17:45  Luigi Ballabio

	* ql/: quantlib.hpp (1.79), CashFlows/Makefile.am (1.9),
	CashFlows/cashflowvectors.cpp (1.18), CashFlows/cashflowvectors.hpp
	(1.14), CashFlows/floatingratecoupon.cpp (1.16),
	CashFlows/floatingratecoupon.hpp (1.23), CashFlows/makefile.mak
	(1.8), CashFlows/parcoupon.cpp (1.1), CashFlows/parcoupon.hpp
	(1.1), CashFlows/shortfloatingcoupon.cpp (1.8),
	CashFlows/shortfloatingcoupon.hpp (1.8), Instruments/swaption.cpp
	(1.26):

	Par coupon named as such (so sue me)

2003-02-14 17:02  Ferdinando Ametrano

	* ql/TermStructures/drifttermstructure.hpp (1.1):

	first draft

2003-02-14 14:36  Ferdinando Ametrano

	* ql/Calendars/stockholm.cpp (1.3):

	Thanks to Mathias Hansson. He wrote "the 6 June is Sweden's
	National Day, but contrary to many beliefs it is not a holiday in
	Sweden.  It has been debated wheter or not this day should be
	declared as a holiday, and I cannot remember what was the last
	word, but according to my calendar it is not. I have double checked
	with Stockholmborsen's (Stockholm stockmarket) webpage and verified
	that they are open on that day"

2003-02-13 17:48  Ferdinando Ametrano

	* QuantLib.dsp (1.120), QuantLib.mak (1.113),
	Examples/EuropeanOption/EuropeanOption.cpp (1.37),
	Examples/EuropeanOption/EuropeanOption.mak (1.31),
	ql/PricingEngines/Makefile.am (1.9),
	ql/PricingEngines/europeanFDengine.cpp (1.1),
	ql/PricingEngines/europeanMCengine.cpp (1.1),
	ql/PricingEngines/europeananalyticalengine.cpp (1.9),
	ql/PricingEngines/makefile.mak (1.6):

	placeholder for FD and MC european engines

2003-02-13 14:24  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.28),
	Examples/EuropeanOption/EuropeanOption.cpp (1.36), ql/cashflow.hpp
	(1.9), ql/handle.hpp (1.12), ql/marketelement.hpp (1.10),
	ql/quantlib.hpp (1.78), ql/relinkablehandle.hpp (1.13),
	ql/CashFlows/Makefile.am (1.8),
	ql/CashFlows/basispointsensitivity.hpp (1.1),
	ql/CashFlows/coupon.hpp (1.12), ql/CashFlows/fixedratecoupon.hpp
	(1.14), ql/CashFlows/floatingratecoupon.hpp (1.22),
	ql/CashFlows/shortfloatingcoupon.hpp (1.7),
	ql/CashFlows/simplecashflow.hpp (1.7), ql/Instruments/capfloor.cpp
	(1.29), ql/Instruments/simpleswap.cpp (1.21),
	ql/Instruments/stock.cpp (1.8), ql/Instruments/swap.cpp (1.16),
	ql/Instruments/swap.hpp (1.12), ql/Instruments/swaption.cpp (1.25),
	ql/Lattices/lattice2d.cpp (1.3), ql/Lattices/lattice2d.hpp (1.3),
	ql/Patterns/Makefile.am (1.9), ql/Patterns/visitor.hpp (1.1),
	ql/Pricers/analyticalcapfloor.cpp (1.16),
	ql/Pricers/analyticalcapfloor.hpp (1.11),
	ql/Pricers/swaptionpricer.cpp (1.6), ql/Pricers/swaptionpricer.hpp
	(1.9), ql/Pricers/treecapfloor.cpp (1.20),
	ql/Pricers/treeswaption.cpp (1.25),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.8),
	ql/PricingEngines/europeanbinomialengine.cpp (1.9),
	ql/PricingEngines/genericengine.hpp (1.7),
	ql/ShortRateModels/calibrationhelper.cpp (1.3),
	ql/ShortRateModels/calibrationhelper.hpp (1.7),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.10),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.3),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.10),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.3),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.7),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.9), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.9),
	ql/TermStructures/affinetermstructure.cpp (1.10),
	ql/TermStructures/flatforward.hpp (1.21),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.11),
	ql/TermStructures/piecewiseflatforward.cpp (1.29),
	ql/TermStructures/quantotermstructure.hpp (1.4),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.12),
	ql/Volatilities/blackconstantvol.hpp (1.7),
	ql/Volatilities/localconstantvol.hpp (1.7),
	test-suite/europeanoption.cpp (1.4), test-suite/instruments.cpp
	(1.2), test-suite/marketelements.cpp (1.2),
	test-suite/termstructures.cpp (1.3):

	Handle conversions throw on failure

2003-02-12 18:55  Ferdinando Ametrano

	* QuantLib.dsp (1.119), QuantLib.mak (1.112), TODO.txt (1.94),
	Examples/EuropeanOption/EuropeanOption.mak (1.30):

	updated

2003-02-12 18:54  Ferdinando Ametrano

	* ql/TermStructures/quantotermstructure.hpp (1.3):

	no message

2003-02-12 18:53  Ferdinando Ametrano

	* ql/Instruments/: forwardvanillaoption.cpp (1.9),
	forwardvanillaoption.hpp (1.7), quantoforwardvanillaoption.cpp
	(1.3), quantoforwardvanillaoption.hpp (1.3),
	quantovanillaoption.cpp (1.10), quantovanillaoption.hpp (1.8):

	removed useless comments.

	btw: coumpound engine of coupounded engines work.  Luigi: thanks
	for the fix!

2003-02-12 16:14  Ferdinando Ametrano

	* ql/diffusionprocess.hpp (1.16):

	dividends added

2003-02-12 16:13  Ferdinando Ametrano

	* ql/PricingEngines/europeanbinomialengine.cpp (1.8):

	bug fixed

2003-02-12 16:12  Ferdinando Ametrano

	* ql/TermStructures/quantotermstructure.hpp (1.2):

	more appropriate variable names

2003-02-12 16:11  Ferdinando Ametrano

	* Docs/pages/lattices.docs (1.4):

	no message

2003-02-11 19:32  Ferdinando Ametrano

	* QuantLib.dsp (1.118), QuantLib.mak (1.111),
	ql/PricingEngines/Makefile.am (1.8),
	ql/PricingEngines/forwardengines.hpp (1.9),
	ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp
	(1.8), ql/PricingEngines/forwardvanillaanalyticengine.cpp (1.8),
	ql/PricingEngines/makefile.mak (1.5),
	ql/PricingEngines/quantovanillaanalyticengine.cpp (1.12):

	pricing engine framework: a step forward.  Basic engines and
	compounded engines do work.  Coumpound engine of coupounded engines
	still need work

2003-02-11 19:25  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.34):

	pricing engine framework: a step forward

2003-02-11 19:11  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.33),
	ql/PricingEngines/forwardengines.hpp (1.8),
	ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp
	(1.7), ql/PricingEngines/forwardvanillaanalyticengine.cpp (1.7),
	ql/PricingEngines/quantoengines.hpp (1.9),
	ql/PricingEngines/quantovanillaanalyticengine.cpp (1.11):

	pricing engine framework: a step forward

2003-02-10 09:53  Ferdinando Ametrano

	* ql/.cvsignore (1.7):

	no message

2003-02-07 19:45  Ferdinando Ametrano

	* QuantLib.mak (1.110),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.13),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.33),
	Examples/EuropeanOption/EuropeanOption.mak (1.29),
	Examples/Swap/Swap.mak (1.30), ql/PricingEngines/quantoengines.hpp
	(1.8), test-suite/testsuite.mak (1.7):

	updated

2003-02-06 19:32  Ferdinando Ametrano

	* .cvsignore (1.5), ql/.cvsignore (1.6), ql/Calendars/.cvsignore
	(1.3), ql/CashFlows/.cvsignore (1.3), ql/DayCounters/.cvsignore
	(1.3), ql/FiniteDifferences/.cvsignore (1.3), ql/Indexes/.cvsignore
	(1.3), ql/Instruments/.cvsignore (1.3), ql/Lattices/.cvsignore
	(1.3), ql/Math/.cvsignore (1.3), ql/MonteCarlo/.cvsignore (1.3),
	ql/Optimization/.cvsignore (1.3), ql/Pricers/.cvsignore (1.3),
	ql/PricingEngines/.cvsignore (1.3), ql/RandomNumbers/.cvsignore
	(1.3), ql/ShortRateModels/.cvsignore (1.3),
	ql/ShortRateModels/CalibrationHelpers/.cvsignore (1.3),
	ql/ShortRateModels/OneFactorModels/.cvsignore (1.3),
	ql/ShortRateModels/TwoFactorModels/.cvsignore (1.3),
	ql/Solvers1D/.cvsignore (1.3), ql/TermStructures/.cvsignore (1.3),
	test-suite/.cvsignore (1.3):

	cvsignore *.obj Borland object files

2003-02-06 19:23  Ferdinando Ametrano

	* QuantLib.mak (1.109),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.12),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.32),
	Examples/Swap/Swap.mak (1.29), test-suite/testsuite.dsp (1.4),
	test-suite/testsuite.mak (1.6):

	test-suite does run successfully under VC++

2003-02-06 19:02  Ferdinando Ametrano

	* QuantLib.dsp (1.117), QuantLib.mak (1.108),
	Examples/EuropeanOption/EuropeanOption.mak (1.28):

	quanto-forward coumpounded engine.  it does not work yet

2003-02-06 18:57  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.32),
	ql/Instruments/Makefile.am (1.13), ql/Instruments/makefile.mak
	(1.14), ql/Instruments/quantoforwardvanillaoption.cpp (1.1),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.1), QuantLib.mak
	(1.107), test-suite/testsuite.mak (1.5):

	quanto-forward coumpounded engine.  it does not work yet

2003-02-06 18:24  Ferdinando Ametrano

	* ql/PricingEngines/quantovanillaanalyticengine.cpp (1.10):

	typo fixed

2003-02-06 18:21  Ferdinando Ametrano

	* ql/grid.cpp (1.2):

	VC++/Borland compliant

2003-02-06 17:54  Luigi Ballabio

	* QuantLib.dsp (1.116), QuantLib.mak (1.106), ql/Makefile.am
	(1.29), ql/grid.cpp (1.1), ql/grid.hpp (1.8), ql/makefile.mak
	(1.21), test-suite/capfloor.cpp (1.5),
	test-suite/europeanoption.cpp (1.3), test-suite/testsuite.dsp
	(1.3):

	De-inlined a couple of page-long methods, shielded test from float
	equality tests

2003-02-06 17:21  Ferdinando Ametrano

	* test-suite/testsuite.mak (1.4):

	test-suite compiles & run with VC++

2003-02-06 15:52  Luigi Ballabio

	* test-suite/: daycounters.cpp (1.2), distributions.cpp (1.2),
	operators.cpp (1.2):

	Modified to work with primitive compilers (such as Visual C++, just
	to name one)

2003-02-06 15:51  Luigi Ballabio

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

	Adapted to new engines

2003-02-06 15:48  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.27),
	Examples/EuropeanOption/EuropeanOption.cpp (1.31),
	ql/relinkablehandle.hpp (1.12),
	ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp
	(1.6), ql/PricingEngines/forwardvanillaanalyticengine.cpp (1.6),
	ql/PricingEngines/quantovanillaanalyticengine.cpp (1.9),
	ql/PricingEngines/vanillaengines.hpp (1.8),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.9),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.9),
	test-suite/capfloor.cpp (1.4):

	Inhibited automatic conversion of Handle<T> to RelinkableHandle<T>

2003-02-06 15:45  Luigi Ballabio

	* ql/PricingEngines/europeananalyticalengine.cpp (1.8):

	HUMONGOUS bug in vega calculation -- sqrt missing in latest commit

2003-02-06 15:43  Luigi Ballabio

	* ql/PricingEngines/: discretizedvanillaoption.cpp (1.7),
	discretizedvanillaoption.hpp (1.7), europeanbinomialengine.cpp
	(1.7):

	Not sure about volTS->referenceDate(). Use riskFreeTS for the time
	being.

2003-02-06 15:40  Luigi Ballabio

	* ql/Instruments/: vanillaoption.cpp (1.11), vanillaoption.hpp
	(1.11):

	Some formatting and a (possibly) more efficient ImpliedVolHelper

2003-02-06 15:38  Luigi Ballabio

	* ql/: config.ansi.hpp (1.14), config.bcc.hpp (1.13),
	config.msvc.hpp (1.24), config.mwcw.hpp (1.13):

	Added user configuration section

2003-02-06 11:34  Ferdinando Ametrano

	* ql/quantlib.hpp (1.76):

	including missing header files

2003-02-06 11:07  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.30),
	ql/exercise.hpp (1.18), ql/Instruments/forwardvanillaoption.cpp
	(1.8), ql/Instruments/forwardvanillaoption.hpp (1.6),
	ql/Instruments/quantovanillaoption.cpp (1.9),
	ql/Instruments/quantovanillaoption.hpp (1.6),
	ql/Instruments/vanillaoption.cpp (1.10),
	ql/Instruments/vanillaoption.hpp (1.10),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.6),
	ql/PricingEngines/discretizedvanillaoption.hpp (1.6),
	ql/PricingEngines/europeananalyticalengine.cpp (1.7),
	ql/PricingEngines/europeanbinomialengine.cpp (1.6),
	ql/PricingEngines/forwardengines.hpp (1.7),
	ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp
	(1.5), ql/PricingEngines/forwardvanillaanalyticengine.cpp (1.5),
	ql/PricingEngines/quantovanillaanalyticengine.cpp (1.8),
	ql/PricingEngines/vanillaengines.hpp (1.7),
	test-suite/testsuite.mak (1.3), TODO.txt (1.93):

	Exercise class adopted in the pricing engine framework

2003-02-06 08:55  Ferdinando Ametrano

	* ql/: quantlib.hpp (1.75), TermStructures/Makefile.am (1.12):

	gcc/borland makefile updated

2003-02-05 19:11  Ferdinando Ametrano

	* TODO.txt (1.92):

	updated version

2003-02-05 18:56  Ferdinando Ametrano

	* QuantLib.dsp (1.115), QuantLib.mak (1.105),
	test-suite/testsuite.mak (1.2):

	updated versions

2003-02-05 18:55  Ferdinando Ametrano

	* Examples/: BermudanSwaption/BermudanSwaption.mak (1.11),
	DiscreteHedging/DiscreteHedging.mak (1.31),
	EuropeanOption/EuropeanOption.cpp (1.29),
	EuropeanOption/EuropeanOption.mak (1.27), Swap/Swap.mak (1.28):

	dividends allowed examples of the new pricing engine framework

2003-02-05 18:54  Ferdinando Ametrano

	* ql/: Instruments/forwardvanillaoption.cpp (1.7),
	Instruments/forwardvanillaoption.hpp (1.5),
	Instruments/quantovanillaoption.cpp (1.8),
	Instruments/quantovanillaoption.hpp (1.5),
	Instruments/vanillaoption.cpp (1.9), Instruments/vanillaoption.hpp
	(1.9), PricingEngines/discretizedvanillaoption.cpp (1.5),
	PricingEngines/discretizedvanillaoption.hpp (1.5),
	PricingEngines/europeananalyticalengine.cpp (1.6),
	PricingEngines/europeanbinomialengine.cpp (1.5),
	PricingEngines/forwardengines.hpp (1.6),
	PricingEngines/forwardperformancevanillaanalyticengine.cpp (1.4),
	PricingEngines/forwardvanillaanalyticengine.cpp (1.4),
	PricingEngines/quantoengines.hpp (1.7),
	PricingEngines/quantovanillaanalyticengine.cpp (1.7),
	PricingEngines/vanillaengines.hpp (1.6):

	engine framework: a step forward.  forward/quanto engines formula
	unverified yet greeks unverified yet.  very beta stage ... but it
	compiles and run and produce correct vanilla values

2003-02-05 18:51  Ferdinando Ametrano

	* ql/Lattices/: bsmlattice.cpp (1.5), bsmlattice.hpp (1.3):

	dividends allowed Sad: is it OK? did I miss anything?

2003-02-05 11:00  Ferdinando Ametrano

	* QuantLib.dsw (1.8), Examples/Swap/Swap.dsp (1.4),
	test-suite/testsuite.dsp (1.2):

	updated info

2003-02-05 10:45  Ferdinando Ametrano

	* ql/Volatilities/: blackconstantvol.hpp (1.6),
	localconstantvol.hpp (1.6):

	reverting back a wrong decision

2003-02-04 19:16  Ferdinando Ametrano

	* ql/TermStructures/quantotermstructure.hpp (1.1):

	added term structure for modelling quanto effect in option pricing

2003-02-04 19:06  Ferdinando Ametrano

	* ql/Volatilities/: blackconstantvol.hpp (1.5),
	localconstantvol.hpp (1.5):

	removed useless reference date

2003-02-04 18:38  Luigi Ballabio

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

	Avoided invalid first date

2003-02-04 18:38  Luigi Ballabio

	* ql/: date.cpp (1.23), date.hpp (1.19):

	proper types for data members

2003-02-04 18:37  Luigi Ballabio

	* ql/: dataformatters.cpp (1.14), dataformatters.hpp (1.11):

	Extended to format long integers

2003-02-04 18:29  Ferdinando Ametrano

	* QuantLib.dsw (1.7), QuantLib.mak (1.104),
	Examples/EuropeanOption/EuropeanOption.mak (1.26),
	Examples/Swap/Swap.mak (1.27), test-suite/testsuite.dsp (1.1),
	test-suite/testsuite.mak (1.1):

	integrating test suite in VC++ first step

2003-02-04 16:19  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.14), ql/argsandresults.hpp (1.9),
	ql/exercise.hpp (1.17), ql/pricingengine.hpp (1.5), ql/solver1d.hpp
	(1.10), ql/FiniteDifferences/finitedifferencemodel.hpp (1.15),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.19),
	ql/Instruments/forwardvanillaoption.cpp (1.6),
	ql/Instruments/forwardvanillaoption.hpp (1.4),
	ql/Instruments/quantovanillaoption.hpp (1.4),
	ql/Instruments/vanillaoption.hpp (1.8), ql/Math/cubicspline.hpp
	(1.17), ql/Math/loglinearinterpolation.hpp (1.13),
	ql/Math/normaldistribution.hpp (1.12), ql/Optimization/method.hpp
	(1.5), ql/Pricers/fddividendeuropeanoption.hpp (1.6),
	ql/Pricers/swaptionpricer.hpp (1.8), ql/Pricers/treecapfloor.hpp
	(1.15), ql/Pricers/treeswaption.hpp (1.18),
	ql/PricingEngines/europeanbinomialengine.cpp (1.4),
	ql/PricingEngines/genericengine.hpp (1.6),
	ql/ShortRateModels/parameter.hpp (1.7),
	ql/TermStructures/compoundforward.cpp (1.20),
	ql/TermStructures/compoundforward.hpp (1.14),
	ql/TermStructures/flatforward.hpp (1.20),
	ql/Volatilities/blackvariancecurve.hpp (1.9):

	purged redundant headers' inclusion

2003-02-04 11:33  Luigi Ballabio

	* Makefile.am (1.76):

	Fixed a few targets

2003-02-03 19:59  Ferdinando Ametrano

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

	dummy addition: removed

2003-02-03 19:58  Ferdinando Ametrano

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

	dummy addition

2003-02-03 16:15  Luigi Ballabio

	* Docs/: Makefile.am (1.53), quantlib.doxy (1.59):

	Workaround no longer needed

2003-02-02 15:40  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.7):

	added a fe paraghaphs.	The overview is not crystal clear, any
	improvement would be welcome

2003-01-31 16:31  Marco Marchioro

	* QuantLib.dsp (1.114), ql/quantlib.hpp (1.74),
	ql/TermStructures/Makefile.am (1.11),
	ql/TermStructures/makefile.mak (1.10),
	ql/TermStructures/zerocurve.cpp (1.1),
	ql/TermStructures/zerocurve.hpp (1.1):

	ZeroCurve: a term structure based on linear interpolation of zero
	yields

2003-01-31 15:31  Ferdinando Ametrano

	* ql/TermStructures/: piecewiseflatforward.cpp (1.25.2.4),
	piecewiseflatforward.hpp (1.23.2.3):

	reverting back to 0.3.1 versions

2003-01-31 13:40  Luigi Ballabio

	* Docs/Makefile.am (1.52):

	Worked around a bug in Doxygen

2003-01-31 08:10  Sadruddin Rejeb

	* ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.8):

	Fixed bug, thanks to Pete Schnettler.

2003-01-30 09:51  Marco Marchioro

	* ql/TermStructures/piecewiseflatforward.cpp (1.25.2.3):

	we save a log

2003-01-30 09:49  Marco Marchioro

	* ql/TermStructures/piecewiseflatforward.hpp (1.23.2.2):

	remark added

2003-01-29 09:48  Luigi Ballabio

	* dev_tools/tgz2zip (1.1):

	Bash script to convert from .tar.gz to .zip

2003-01-28 17:35  Luigi Ballabio

	* ChangeLog.txt (1.29), LICENSE.TXT (1.14), News.txt (1.25),
	QuantLib.nsi (1.77), configure.ac (1.8), Docs/Makefile.am (1.51),
	Docs/quantlib.doxy (1.58), Docs/pages/authors.docs (1.18),
	Docs/pages/coreclasses.docs (1.6), Docs/pages/currencies.docs
	(1.5), Docs/pages/datetime.docs (1.5), Docs/pages/examples.docs
	(1.5), Docs/pages/findiff.docs (1.7), Docs/pages/fixedincome.docs
	(1.8), Docs/pages/history.docs (1.7), Docs/pages/index.docs (1.6),
	Docs/pages/install.docs (1.7), Docs/pages/instruments.docs (1.7),
	Docs/pages/lattices.docs (1.3), Docs/pages/license.docs (1.14),
	Docs/pages/math.docs (1.8), Docs/pages/mcarlo.docs (1.11),
	Docs/pages/overview.docs (1.6), Docs/pages/patterns.docs (1.4),
	Docs/pages/platforms.docs (1.7), Docs/pages/resources.docs (1.5),
	Docs/pages/termstructures.docs (1.4), Docs/pages/usage.docs (1.9),
	Docs/pages/utilities.docs (1.6), Docs/pages/where.docs (1.6),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.26),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.13),
	Examples/EuropeanOption/EuropeanOption.cpp (1.28),
	Examples/Swap/swapvaluation.cpp (1.34), dev_tools/checkin_test.py
	(1.2), dev_tools/releaseprocess.txt (1.13),
	dev_tools/version_number.txt (1.28), ql/argsandresults.hpp (1.8),
	ql/array.hpp (1.12), ql/blackmodel.hpp (1.7), ql/calendar.cpp
	(1.11), ql/calendar.hpp (1.20), ql/capvolstructures.hpp (1.4),
	ql/cashflow.hpp (1.8), ql/config.ansi.hpp (1.12), ql/config.bcc.hpp
	(1.11), ql/config.msvc.hpp (1.22), ql/config.mwcw.hpp (1.11),
	ql/currency.hpp (1.7), ql/dataformatters.cpp (1.13),
	ql/dataformatters.hpp (1.10), ql/dataparsers.cpp (1.4),
	ql/dataparsers.hpp (1.4), ql/date.cpp (1.22), ql/date.hpp (1.18),
	ql/daycounter.hpp (1.17), ql/diffusionprocess.hpp (1.15),
	ql/errors.hpp (1.9), ql/exercise.hpp (1.16),
	ql/expressiontemplates.hpp (1.6), ql/grid.hpp (1.7), ql/handle.hpp
	(1.11), ql/history.hpp (1.12), ql/index.hpp (1.10),
	ql/instrument.hpp (1.12), ql/marketelement.hpp (1.9), ql/null.hpp
	(1.6), ql/numericalmethod.hpp (1.6), ql/option.cpp (1.16),
	ql/option.hpp (1.12), ql/pricingengine.hpp (1.4), ql/qldefines.hpp
	(1.48), ql/quantlib.hpp (1.73), ql/relinkablehandle.hpp (1.11),
	ql/riskstatistics.hpp (1.10), ql/scheduler.cpp (1.10),
	ql/scheduler.hpp (1.9), ql/solver1d.cpp (1.9), ql/solver1d.hpp
	(1.9), ql/swaptionvolstructure.hpp (1.4), ql/termstructure.hpp
	(1.28), ql/types.hpp (1.7), ql/voltermstructure.cpp (1.5),
	ql/voltermstructure.hpp (1.10), ql/Calendars/budapest.cpp (1.2),
	ql/Calendars/budapest.hpp (1.2), ql/Calendars/frankfurt.cpp (1.11),
	ql/Calendars/frankfurt.hpp (1.11), ql/Calendars/helsinki.cpp
	(1.10), ql/Calendars/helsinki.hpp (1.11),
	ql/Calendars/johannesburg.cpp (1.4), ql/Calendars/johannesburg.hpp
	(1.3), ql/Calendars/london.cpp (1.11), ql/Calendars/london.hpp
	(1.11), ql/Calendars/milan.cpp (1.10), ql/Calendars/milan.hpp
	(1.11), ql/Calendars/newyork.cpp (1.10), ql/Calendars/newyork.hpp
	(1.12), ql/Calendars/oslo.cpp (1.2), ql/Calendars/oslo.hpp (1.2),
	ql/Calendars/stockholm.cpp (1.2), ql/Calendars/stockholm.hpp (1.2),
	ql/Calendars/sydney.cpp (1.3), ql/Calendars/sydney.hpp (1.3),
	ql/Calendars/target.cpp (1.11), ql/Calendars/target.hpp (1.12),
	ql/Calendars/tokyo.cpp (1.7), ql/Calendars/tokyo.hpp (1.4),
	ql/Calendars/toronto.cpp (1.3), ql/Calendars/toronto.hpp (1.3),
	ql/Calendars/warsaw.cpp (1.2), ql/Calendars/warsaw.hpp (1.2),
	ql/Calendars/wellington.cpp (1.11), ql/Calendars/wellington.hpp
	(1.11), ql/Calendars/zurich.cpp (1.10), ql/Calendars/zurich.hpp
	(1.11), ql/CashFlows/cashflowvectors.cpp (1.17),
	ql/CashFlows/cashflowvectors.hpp (1.13), ql/CashFlows/coupon.hpp
	(1.11), ql/CashFlows/fixedratecoupon.hpp (1.13),
	ql/CashFlows/floatingratecoupon.cpp (1.15),
	ql/CashFlows/floatingratecoupon.hpp (1.21),
	ql/CashFlows/shortfloatingcoupon.cpp (1.7),
	ql/CashFlows/shortfloatingcoupon.hpp (1.6),
	ql/CashFlows/simplecashflow.hpp (1.6), ql/DayCounters/actual360.hpp
	(1.11), ql/DayCounters/actual365.hpp (1.11),
	ql/DayCounters/actualactual.cpp (1.17),
	ql/DayCounters/actualactual.hpp (1.15),
	ql/DayCounters/thirty360.cpp (1.10), ql/DayCounters/thirty360.hpp
	(1.14), ql/FiniteDifferences/americancondition.hpp (1.5),
	ql/FiniteDifferences/boundarycondition.cpp (1.2),
	ql/FiniteDifferences/boundarycondition.hpp (1.7),
	ql/FiniteDifferences/bsmoperator.cpp (1.10),
	ql/FiniteDifferences/bsmoperator.hpp (1.10),
	ql/FiniteDifferences/cranknicolson.hpp (1.14),
	ql/FiniteDifferences/dminus.hpp (1.9),
	ql/FiniteDifferences/dplus.hpp (1.9),
	ql/FiniteDifferences/dplusdminus.hpp (1.10),
	ql/FiniteDifferences/dzero.hpp (1.9),
	ql/FiniteDifferences/expliciteuler.hpp (1.10),
	ql/FiniteDifferences/fdtypedefs.hpp (1.6),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.14),
	ql/FiniteDifferences/impliciteuler.hpp (1.9),
	ql/FiniteDifferences/mixedscheme.hpp (1.6),
	ql/FiniteDifferences/onefactoroperator.cpp (1.12),
	ql/FiniteDifferences/onefactoroperator.hpp (1.12),
	ql/FiniteDifferences/shoutcondition.hpp (1.5),
	ql/FiniteDifferences/stepcondition.hpp (1.6),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.16),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.18),
	ql/FiniteDifferences/valueatcenter.cpp (1.10),
	ql/FiniteDifferences/valueatcenter.hpp (1.6),
	ql/Indexes/audlibor.hpp (1.6), ql/Indexes/cadlibor.hpp (1.6),
	ql/Indexes/chflibor.hpp (1.4), ql/Indexes/euribor.hpp (1.10),
	ql/Indexes/gbplibor.hpp (1.10), ql/Indexes/jpylibor.hpp (1.5),
	ql/Indexes/usdlibor.hpp (1.10), ql/Indexes/xibor.cpp (1.11),
	ql/Indexes/xibor.hpp (1.14), ql/Indexes/xibormanager.cpp (1.10),
	ql/Indexes/xibormanager.hpp (1.10), ql/Indexes/zarlibor.hpp (1.4),
	ql/Instruments/capfloor.cpp (1.28), ql/Instruments/capfloor.hpp
	(1.30), ql/Instruments/forwardvanillaoption.cpp (1.5),
	ql/Instruments/forwardvanillaoption.hpp (1.3),
	ql/Instruments/quantovanillaoption.cpp (1.7),
	ql/Instruments/quantovanillaoption.hpp (1.3),
	ql/Instruments/simpleswap.cpp (1.20), ql/Instruments/simpleswap.hpp
	(1.24), ql/Instruments/stock.cpp (1.7), ql/Instruments/stock.hpp
	(1.7), ql/Instruments/swap.cpp (1.15), ql/Instruments/swap.hpp
	(1.11), ql/Instruments/swaption.cpp (1.24),
	ql/Instruments/swaption.hpp (1.22),
	ql/Instruments/vanillaoption.cpp (1.8),
	ql/Instruments/vanillaoption.hpp (1.7),
	ql/Lattices/binomialtree.cpp (1.5), ql/Lattices/binomialtree.hpp
	(1.5), ql/Lattices/bsmlattice.cpp (1.4), ql/Lattices/bsmlattice.hpp
	(1.2), ql/Lattices/lattice.cpp (1.3), ql/Lattices/lattice.hpp
	(1.3), ql/Lattices/lattice2d.cpp (1.2), ql/Lattices/lattice2d.hpp
	(1.2), ql/Lattices/tree.hpp (1.16), ql/Lattices/trinomialtree.cpp
	(1.14), ql/Lattices/trinomialtree.hpp (1.7),
	ql/Math/bilinearinterpolation.hpp (1.10),
	ql/Math/chisquaredistribution.cpp (1.4),
	ql/Math/chisquaredistribution.hpp (1.3), ql/Math/cubicspline.hpp
	(1.16), ql/Math/gammadistribution.cpp (1.3),
	ql/Math/gammadistribution.hpp (1.3), ql/Math/interpolation.hpp
	(1.13), ql/Math/interpolation2D.hpp (1.9),
	ql/Math/lexicographicalview.hpp (1.7),
	ql/Math/linearinterpolation.hpp (1.11),
	ql/Math/loglinearinterpolation.hpp (1.12), ql/Math/matrix.cpp
	(1.9), ql/Math/matrix.hpp (1.9),
	ql/Math/multivariateaccumulator.cpp (1.14),
	ql/Math/multivariateaccumulator.hpp (1.12),
	ql/Math/normaldistribution.cpp (1.14),
	ql/Math/normaldistribution.hpp (1.11), ql/Math/riskmeasures.hpp
	(1.8), ql/Math/segmentintegral.hpp (1.14), ql/Math/statistics.cpp
	(1.6), ql/Math/statistics.hpp (1.14),
	ql/Math/symmetriceigenvalues.hpp (1.6),
	ql/Math/symmetricschurdecomposition.cpp (1.7),
	ql/Math/symmetricschurdecomposition.hpp (1.6),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.6),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.5),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.6),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.6),
	ql/MonteCarlo/basketpathpricer.cpp (1.18),
	ql/MonteCarlo/basketpathpricer.hpp (1.12),
	ql/MonteCarlo/cliquetoptionpathpricer.cpp (1.2),
	ql/MonteCarlo/cliquetoptionpathpricer.hpp (1.2),
	ql/MonteCarlo/europeanpathpricer.cpp (1.13),
	ql/MonteCarlo/europeanpathpricer.hpp (1.11),
	ql/MonteCarlo/everestpathpricer.cpp (1.14),
	ql/MonteCarlo/everestpathpricer.hpp (1.12),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.8),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.5),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.9),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.6),
	ql/MonteCarlo/getcovariance.cpp (1.9),
	ql/MonteCarlo/getcovariance.hpp (1.7),
	ql/MonteCarlo/himalayapathpricer.cpp (1.16),
	ql/MonteCarlo/himalayapathpricer.hpp (1.12),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.6),
	ql/MonteCarlo/maxbasketpathpricer.hpp (1.5),
	ql/MonteCarlo/mctypedefs.hpp (1.11),
	ql/MonteCarlo/montecarlomodel.hpp (1.18),
	ql/MonteCarlo/multipath.hpp (1.12),
	ql/MonteCarlo/multipathgenerator.hpp (1.28),
	ql/MonteCarlo/pagodapathpricer.cpp (1.13),
	ql/MonteCarlo/pagodapathpricer.hpp (1.13), ql/MonteCarlo/path.hpp
	(1.10), ql/MonteCarlo/pathgenerator.hpp (1.22),
	ql/MonteCarlo/pathpricer.hpp (1.12),
	ql/MonteCarlo/performanceoptionpathpricer.cpp (1.3),
	ql/MonteCarlo/performanceoptionpathpricer.hpp (1.2),
	ql/MonteCarlo/sample.hpp (1.5), ql/Optimization/armijo.cpp (1.13),
	ql/Optimization/armijo.hpp (1.14),
	ql/Optimization/conjugategradient.cpp (1.14),
	ql/Optimization/conjugategradient.hpp (1.12),
	ql/Optimization/constraint.hpp (1.8),
	ql/Optimization/costfunction.hpp (1.15),
	ql/Optimization/criteria.hpp (1.11),
	ql/Optimization/leastsquare.hpp (1.19),
	ql/Optimization/linesearch.hpp (1.13), ql/Optimization/method.hpp
	(1.4), ql/Optimization/problem.hpp (1.5),
	ql/Optimization/simplex.cpp (1.7), ql/Optimization/simplex.hpp
	(1.9), ql/Optimization/steepestdescent.cpp (1.12),
	ql/Optimization/steepestdescent.hpp (1.14), ql/Patterns/bridge.hpp
	(1.2), ql/Patterns/observable.hpp (1.12),
	ql/Pricers/analyticalcapfloor.cpp (1.15),
	ql/Pricers/analyticalcapfloor.hpp (1.10),
	ql/Pricers/barrieroption.cpp (1.8), ql/Pricers/barrieroption.hpp
	(1.8), ql/Pricers/binaryoption.cpp (1.9),
	ql/Pricers/binaryoption.hpp (1.8), ql/Pricers/blackcapfloor.cpp
	(1.9), ql/Pricers/blackcapfloor.hpp (1.6),
	ql/Pricers/blackswaption.cpp (1.7), ql/Pricers/blackswaption.hpp
	(1.4), ql/Pricers/capfloorpricer.cpp (1.5),
	ql/Pricers/capfloorpricer.hpp (1.6), ql/Pricers/cliquetoption.cpp
	(1.12), ql/Pricers/cliquetoption.hpp (1.10),
	ql/Pricers/continuousgeometricapo.hpp (1.7),
	ql/Pricers/discretegeometricapo.cpp (1.8),
	ql/Pricers/discretegeometricapo.hpp (1.6),
	ql/Pricers/discretegeometricaso.cpp (1.8),
	ql/Pricers/discretegeometricaso.hpp (1.6),
	ql/Pricers/europeanoption.cpp (1.11), ql/Pricers/europeanoption.hpp
	(1.12), ql/Pricers/fdamericanoption.hpp (1.6),
	ql/Pricers/fdbermudanoption.cpp (1.4),
	ql/Pricers/fdbermudanoption.hpp (1.4), ql/Pricers/fdbsmoption.cpp
	(1.7), ql/Pricers/fdbsmoption.hpp (1.8),
	ql/Pricers/fddividendamericanoption.cpp (1.4),
	ql/Pricers/fddividendamericanoption.hpp (1.4),
	ql/Pricers/fddividendeuropeanoption.cpp (1.5),
	ql/Pricers/fddividendeuropeanoption.hpp (1.5),
	ql/Pricers/fddividendoption.cpp (1.6),
	ql/Pricers/fddividendoption.hpp (1.4),
	ql/Pricers/fddividendshoutoption.cpp (1.6),
	ql/Pricers/fddividendshoutoption.hpp (1.6),
	ql/Pricers/fdeuropean.cpp (1.9), ql/Pricers/fdeuropean.hpp (1.8),
	ql/Pricers/fdmultiperiodoption.cpp (1.10),
	ql/Pricers/fdmultiperiodoption.hpp (1.5),
	ql/Pricers/fdshoutoption.hpp (1.5),
	ql/Pricers/fdstepconditionoption.cpp (1.7),
	ql/Pricers/fdstepconditionoption.hpp (1.4),
	ql/Pricers/jamshidianswaption.cpp (1.13),
	ql/Pricers/jamshidianswaption.hpp (1.10), ql/Pricers/mcbasket.cpp
	(1.6), ql/Pricers/mcbasket.hpp (1.6),
	ql/Pricers/mccliquetoption.cpp (1.2),
	ql/Pricers/mccliquetoption.hpp (1.2),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.6),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.6),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.7),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.7),
	ql/Pricers/mceuropean.cpp (1.7), ql/Pricers/mceuropean.hpp (1.9),
	ql/Pricers/mceverest.cpp (1.10), ql/Pricers/mceverest.hpp (1.6),
	ql/Pricers/mchimalaya.cpp (1.9), ql/Pricers/mchimalaya.hpp (1.6),
	ql/Pricers/mcmaxbasket.cpp (1.6), ql/Pricers/mcmaxbasket.hpp (1.5),
	ql/Pricers/mcpagoda.cpp (1.9), ql/Pricers/mcpagoda.hpp (1.7),
	ql/Pricers/mcperformanceoption.cpp (1.2),
	ql/Pricers/mcperformanceoption.hpp (1.2), ql/Pricers/mcpricer.hpp
	(1.17), ql/Pricers/performanceoption.cpp (1.3),
	ql/Pricers/performanceoption.hpp (1.2),
	ql/Pricers/singleassetoption.cpp (1.17),
	ql/Pricers/singleassetoption.hpp (1.17),
	ql/Pricers/swaptionpricer.cpp (1.5), ql/Pricers/swaptionpricer.hpp
	(1.7), ql/Pricers/treecapfloor.cpp (1.19),
	ql/Pricers/treecapfloor.hpp (1.14), ql/Pricers/treeswaption.cpp
	(1.24), ql/Pricers/treeswaption.hpp (1.17),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.4),
	ql/PricingEngines/discretizedvanillaoption.hpp (1.4),
	ql/PricingEngines/europeananalyticalengine.cpp (1.5),
	ql/PricingEngines/europeanbinomialengine.cpp (1.3),
	ql/PricingEngines/forwardengines.hpp (1.5),
	ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp
	(1.3), ql/PricingEngines/forwardvanillaanalyticengine.cpp (1.3),
	ql/PricingEngines/genericengine.hpp (1.5),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.2),
	ql/PricingEngines/quantoengines.hpp (1.6),
	ql/PricingEngines/quantovanillaanalyticengine.cpp (1.6),
	ql/PricingEngines/vanillaengines.hpp (1.5),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.7),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.7),
	ql/RandomNumbers/inversecumgaussianrng.hpp (1.4),
	ql/RandomNumbers/knuthuniformrng.cpp (1.6),
	ql/RandomNumbers/knuthuniformrng.hpp (1.9),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.5),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.6),
	ql/RandomNumbers/randomarraygenerator.hpp (1.11),
	ql/RandomNumbers/rngtypedefs.hpp (1.11),
	ql/ShortRateModels/calibrationhelper.cpp (1.2),
	ql/ShortRateModels/calibrationhelper.hpp (1.6),
	ql/ShortRateModels/model.cpp (1.9), ql/ShortRateModels/model.hpp
	(1.12), ql/ShortRateModels/onefactormodel.cpp (1.7),
	ql/ShortRateModels/onefactormodel.hpp (1.8),
	ql/ShortRateModels/parameter.hpp (1.6),
	ql/ShortRateModels/twofactormodel.cpp (1.4),
	ql/ShortRateModels/twofactormodel.hpp (1.4),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.8),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.2),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.8),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.2),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.6),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.5),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.11),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.8),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.7),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.10), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.8),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.10),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.5),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.5),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.5),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.8),
	ql/Solvers1D/bisection.cpp (1.7), ql/Solvers1D/bisection.hpp (1.7),
	ql/Solvers1D/brent.cpp (1.8), ql/Solvers1D/brent.hpp (1.7),
	ql/Solvers1D/falseposition.cpp (1.7),
	ql/Solvers1D/falseposition.hpp (1.7), ql/Solvers1D/newton.cpp
	(1.7), ql/Solvers1D/newton.hpp (1.7), ql/Solvers1D/newtonsafe.cpp
	(1.8), ql/Solvers1D/newtonsafe.hpp (1.8), ql/Solvers1D/ridder.cpp
	(1.7), ql/Solvers1D/ridder.hpp (1.7), ql/Solvers1D/secant.cpp
	(1.7), ql/Solvers1D/secant.hpp (1.7),
	ql/TermStructures/affinetermstructure.cpp (1.9),
	ql/TermStructures/affinetermstructure.hpp (1.11),
	ql/TermStructures/compoundforward.cpp (1.19),
	ql/TermStructures/compoundforward.hpp (1.13),
	ql/TermStructures/discountcurve.cpp (1.16),
	ql/TermStructures/discountcurve.hpp (1.13),
	ql/TermStructures/flatforward.hpp (1.19),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.10),
	ql/TermStructures/impliedtermstructure.hpp (1.10),
	ql/TermStructures/piecewiseflatforward.cpp (1.27),
	ql/TermStructures/piecewiseflatforward.hpp (1.24),
	ql/TermStructures/ratehelpers.cpp (1.29),
	ql/TermStructures/ratehelpers.hpp (1.25),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.11),
	ql/Utilities/combiningiterator.hpp (1.7),
	ql/Utilities/couplingiterator.hpp (1.6),
	ql/Utilities/filteringiterator.hpp (1.6),
	ql/Utilities/iteratorcategories.hpp (1.6),
	ql/Utilities/processingiterator.hpp (1.6),
	ql/Utilities/steppingiterator.hpp (1.6),
	ql/Volatilities/blackconstantvol.hpp (1.4),
	ql/Volatilities/blackvariancecurve.hpp (1.8),
	ql/Volatilities/blackvariancesurface.hpp (1.8),
	ql/Volatilities/capflatvolvector.hpp (1.4),
	ql/Volatilities/localconstantvol.hpp (1.4),
	ql/Volatilities/localvolcurve.hpp (1.2),
	ql/Volatilities/swaptionvolmatrix.hpp (1.7):

	Merged changes made on 0.3.1 branch

2003-01-28 14:42  stochastix

	* ql/Calendars/tokyo.cpp (1.6):

	KAWANISHI Tomoya: There is a rule that the day is a legal holiday
	when it is between legal holidays.

2003-01-27 19:17  Luigi Ballabio

	* ql/calendar.hpp (1.19), ql/quantlib.hpp (1.72),
	ql/Calendars/Makefile.am (1.13), ql/Calendars/jointcalendar.cpp
	(1.1), ql/Calendars/jointcalendar.hpp (1.1), ql/Calendars/tokyo.cpp
	(1.5), ql/Calendars/tokyo.hpp (1.3), test-suite/Makefile.am (1.9),
	test-suite/calendars.cpp (1.1), test-suite/calendars.hpp (1.1),
	test-suite/capfloor.cpp (1.3), test-suite/capfloor.hpp (1.2),
	test-suite/quantlibtestsuite.cpp (1.8), test-suite/swap.cpp (1.4),
	test-suite/swaption.cpp (1.2), test-suite/termstructures.cpp (1.2),
	test-suite/termstructures.hpp (1.2):

	Joint calendars and stuff

2003-01-27 17:07  Ferdinando Ametrano

	* News.txt (1.24.10.1), Docs/quantlib.doxy (1.55.2.2),
	Docs/pages/history.docs (1.6.10.3), Docs/pages/usage.docs
	(1.8.2.2):

	finalizing 0.3.1 Windows packages ....

2003-01-27 16:25  Ferdinando Ametrano

	* QuantLib.nsi (1.75.2.2):

	finalizing 0.3.1 Windows packages ....

2003-01-27 10:38  Luigi Ballabio

	* ql/Calendars/tokyo.cpp (1.4):

	Added equinox calculation

2003-01-23 16:46  Luigi Ballabio

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

	Test suite completed

2003-01-10 19:21  stochastix

	* ql/Calendars/london.cpp (1.10.8.2):

	Luigi's modify-copyr.sh approach ;-) was to agressive

2003-01-10 15:38  stochastix

	* ql/: FiniteDifferences/mixedscheme.hpp (1.5), date.cpp (1.21):

	fixed warning with vc7

2003-01-10 15:37  stochastix

	* ql/TermStructures/piecewiseflatforward.cpp (1.26):

	fixed comment

2003-01-09 11:52  Luigi Ballabio

	* dev_tools/update_copyright (1.1):

	Shell script to add copyright years

2003-01-08 16:11  Luigi Ballabio

	* Makefile.am (1.74), configure.ac (1.6), makefile.mak (1.33),
	Examples/Makefile.am (1.17), Examples/makefile.mak (1.12),
	Examples/BermudanSwaption/Makefile.am (1.6),
	Examples/BermudanSwaption/makefile.mak (1.2),
	Examples/DiscreteHedging/Makefile.am (1.13),
	Examples/DiscreteHedging/makefile.mak (1.5),
	Examples/EuropeanOption/Makefile.am (1.7),
	Examples/EuropeanOption/makefile.mak (1.5),
	Examples/Swap/Makefile.am (1.8), Examples/Swap/makefile.mak (1.5),
	test-suite/.cvsignore (1.1), test-suite/CPPUNIT-COPYING (1.1),
	test-suite/Makefile.am (1.1), test-suite/README.txt (1.1),
	test-suite/capfloor.cpp (1.1), test-suite/capfloor.hpp (1.1),
	test-suite/covariance.cpp (1.1), test-suite/covariance.hpp (1.1),
	test-suite/dates.cpp (1.1), test-suite/dates.hpp (1.1),
	test-suite/daycounters.cpp (1.1), test-suite/daycounters.hpp (1.1),
	test-suite/distributions.cpp (1.1), test-suite/distributions.hpp
	(1.1), test-suite/europeanoption.cpp (1.1),
	test-suite/europeanoption.hpp (1.1), test-suite/instruments.cpp
	(1.1), test-suite/instruments.hpp (1.1),
	test-suite/marketelements.cpp (1.1), test-suite/marketelements.hpp
	(1.1), test-suite/operators.cpp (1.1), test-suite/operators.hpp
	(1.1), test-suite/piecewiseflatforward.cpp (1.1),
	test-suite/piecewiseflatforward.hpp (1.1),
	test-suite/qltestlistener.cpp (1.1), test-suite/qltestlistener.hpp
	(1.1), test-suite/quantlibtestsuite.cpp (1.1),
	test-suite/riskstats.cpp (1.1), test-suite/riskstats.hpp (1.1),
	test-suite/utilities.hpp (1.1):

	Begun this test-suite has

2003-01-08 12:00  Marco Marchioro

	* ql/CashFlows/floatingratecoupon.hpp (1.20.10.3):

	One may derive a class from this one

2003-01-08 11:59  Marco Marchioro

	* ql/handle.hpp (1.10.8.2):

	Avoid a possible leak

2003-01-07 10:43  Luigi Ballabio

	* Docs/Makefile.am (1.50.2.1), Docs/pages/authors.docs (1.16.2.1),
	Docs/pages/coreclasses.docs (1.5.26.1), Docs/pages/currencies.docs
	(1.4.26.1), Docs/pages/datetime.docs (1.4.2.1),
	Docs/pages/examples.docs (1.4.2.1), Docs/pages/findiff.docs
	(1.6.2.1), Docs/pages/fixedincome.docs (1.7.2.1),
	Docs/pages/history.docs (1.6.10.1), Docs/pages/index.docs
	(1.5.2.1), Docs/pages/install.docs (1.6.2.1),
	Docs/pages/instruments.docs (1.6.2.1), Docs/pages/lattices.docs
	(1.2.2.1), Docs/pages/license.docs (1.13.2.1), Docs/pages/math.docs
	(1.7.2.1), Docs/pages/mcarlo.docs (1.10.2.1),
	Docs/pages/overview.docs (1.5.2.2), Docs/pages/patterns.docs
	(1.3.28.1), Docs/pages/platforms.docs (1.6.28.1),
	Docs/pages/resources.docs (1.4.10.1),
	Docs/pages/termstructures.docs (1.3.28.1), Docs/pages/usage.docs
	(1.8.2.1), Docs/pages/utilities.docs (1.5.14.1),
	Docs/pages/where.docs (1.5.2.1), dev_tools/checkin_test.py
	(1.1.36.1), ql/TermStructures/forwardspreadedtermstructure.hpp
	(1.9.2.1):

	It is good to automate copyright checks...

2003-01-01 13:29  Ferdinando Ametrano

	* ChangeLog.txt (1.28.2.1):

	updated

2003-01-01 13:25  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.5.2.1), dev_tools/releaseprocess.txt
	(1.12.10.1):

	doc review

2002-12-31 20:02  Ferdinando Ametrano

	* ql/Volatilities/localvolcurve.hpp (1.1.2.3):

	fixed typo

2002-12-31 19:54  Ferdinando Ametrano

	* configure.ac (1.4.2.2), dev_tools/version_number.txt (1.26.10.2):

	updated copyright years fixed version number

2002-12-31 19:40  Ferdinando Ametrano

	* LICENSE.TXT (1.13.22.1),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.25.2.1),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.12.8.1),
	Examples/EuropeanOption/EuropeanOption.cpp (1.27.8.1),
	Examples/Swap/swapvaluation.cpp (1.33.2.1), ql/argsandresults.hpp
	(1.7.8.1), ql/array.hpp (1.11.8.1), ql/blackmodel.hpp (1.6.10.1),
	ql/calendar.cpp (1.10.8.1), ql/calendar.hpp (1.18.8.1),
	ql/capvolstructures.hpp (1.3.10.1), ql/cashflow.hpp (1.7.26.1),
	ql/config.ansi.hpp (1.11.4.1), ql/config.bcc.hpp (1.10.4.1),
	ql/config.msvc.hpp (1.21.4.1), ql/config.mwcw.hpp (1.10.4.1),
	ql/currency.hpp (1.6.4.1), ql/dataformatters.cpp (1.12.4.1),
	ql/dataformatters.hpp (1.9.8.1), ql/dataparsers.cpp (1.3.8.1),
	ql/dataparsers.hpp (1.3.8.1), ql/date.cpp (1.20.10.1), ql/date.hpp
	(1.17.10.1), ql/daycounter.hpp (1.16.8.1), ql/diffusionprocess.hpp
	(1.14.10.1), ql/errors.hpp (1.8.26.1), ql/exercise.hpp (1.15.12.1),
	ql/expressiontemplates.hpp (1.5.26.1), ql/grid.hpp (1.6.8.1),
	ql/handle.hpp (1.10.8.1), ql/history.hpp (1.11.4.1), ql/index.hpp
	(1.9.8.1), ql/instrument.hpp (1.11.8.1), ql/marketelement.hpp
	(1.8.16.1), ql/null.hpp (1.5.26.1), ql/numericalmethod.hpp
	(1.5.8.1), ql/option.cpp (1.15.8.1), ql/option.hpp (1.11.8.1),
	ql/pricingengine.hpp (1.3.8.1), ql/qldefines.hpp (1.45.4.2),
	ql/quantlib.hpp (1.71.2.1), ql/relinkablehandle.hpp (1.10.8.1),
	ql/riskstatistics.hpp (1.9.8.1), ql/scheduler.cpp (1.9.8.1),
	ql/scheduler.hpp (1.8.26.1), ql/solver1d.cpp (1.8.10.1),
	ql/solver1d.hpp (1.8.10.1), ql/swaptionvolstructure.hpp (1.3.10.1),
	ql/termstructure.hpp (1.27.2.1), ql/types.hpp (1.6.26.1),
	ql/voltermstructure.cpp (1.4.2.1), ql/voltermstructure.hpp
	(1.9.2.1), ql/Calendars/budapest.cpp (1.1.6.2),
	ql/Calendars/budapest.hpp (1.1.6.1), ql/Calendars/frankfurt.cpp
	(1.10.8.1), ql/Calendars/frankfurt.hpp (1.10.8.1),
	ql/Calendars/helsinki.cpp (1.9.8.1), ql/Calendars/helsinki.hpp
	(1.10.8.1), ql/Calendars/johannesburg.cpp (1.3.8.1),
	ql/Calendars/johannesburg.hpp (1.2.8.2), ql/Calendars/london.cpp
	(1.10.8.1), ql/Calendars/london.hpp (1.10.8.2),
	ql/Calendars/milan.cpp (1.9.8.1), ql/Calendars/milan.hpp
	(1.10.8.1), ql/Calendars/newyork.cpp (1.9.8.1),
	ql/Calendars/newyork.hpp (1.11.8.1), ql/Calendars/oslo.cpp
	(1.1.6.1), ql/Calendars/oslo.hpp (1.1.6.1),
	ql/Calendars/stockholm.cpp (1.1.6.1), ql/Calendars/stockholm.hpp
	(1.1.6.1), ql/Calendars/sydney.cpp (1.2.8.1),
	ql/Calendars/sydney.hpp (1.2.8.1), ql/Calendars/target.cpp
	(1.10.4.1), ql/Calendars/target.hpp (1.11.4.1),
	ql/Calendars/tokyo.cpp (1.3.8.1), ql/Calendars/tokyo.hpp (1.2.8.1),
	ql/Calendars/toronto.cpp (1.2.8.2), ql/Calendars/toronto.hpp
	(1.2.8.2), ql/Calendars/warsaw.cpp (1.1.6.1),
	ql/Calendars/warsaw.hpp (1.1.6.1), ql/Calendars/wellington.cpp
	(1.10.8.2), ql/Calendars/wellington.hpp (1.10.8.1),
	ql/Calendars/zurich.cpp (1.9.8.1), ql/Calendars/zurich.hpp
	(1.10.8.1), ql/CashFlows/cashflowvectors.cpp (1.16.8.1),
	ql/CashFlows/cashflowvectors.hpp (1.12.14.1),
	ql/CashFlows/coupon.hpp (1.10.10.1),
	ql/CashFlows/fixedratecoupon.hpp (1.12.10.1),
	ql/CashFlows/floatingratecoupon.cpp (1.14.2.1),
	ql/CashFlows/floatingratecoupon.hpp (1.20.10.1),
	ql/CashFlows/shortfloatingcoupon.cpp (1.6.2.1),
	ql/CashFlows/shortfloatingcoupon.hpp (1.5.10.1),
	ql/CashFlows/simplecashflow.hpp (1.5.26.1),
	ql/DayCounters/actual360.hpp (1.10.8.1),
	ql/DayCounters/actual365.hpp (1.10.8.1),
	ql/DayCounters/actualactual.cpp (1.16.8.1),
	ql/DayCounters/actualactual.hpp (1.14.8.1),
	ql/DayCounters/thirty360.cpp (1.9.8.1),
	ql/DayCounters/thirty360.hpp (1.13.8.1),
	ql/FiniteDifferences/americancondition.hpp (1.4.26.1),
	ql/FiniteDifferences/boundarycondition.cpp (1.1.8.1),
	ql/FiniteDifferences/boundarycondition.hpp (1.6.8.1),
	ql/FiniteDifferences/bsmoperator.cpp (1.9.26.1),
	ql/FiniteDifferences/bsmoperator.hpp (1.9.26.1),
	ql/FiniteDifferences/cranknicolson.hpp (1.13.8.1),
	ql/FiniteDifferences/dminus.hpp (1.8.26.1),
	ql/FiniteDifferences/dplus.hpp (1.8.26.1),
	ql/FiniteDifferences/dplusdminus.hpp (1.9.26.1),
	ql/FiniteDifferences/dzero.hpp (1.8.26.1),
	ql/FiniteDifferences/expliciteuler.hpp (1.9.8.1),
	ql/FiniteDifferences/fdtypedefs.hpp (1.5.26.1),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.13.8.1),
	ql/FiniteDifferences/impliciteuler.hpp (1.8.8.1),
	ql/FiniteDifferences/mixedscheme.hpp (1.4.8.1),
	ql/FiniteDifferences/onefactoroperator.cpp (1.11.14.1),
	ql/FiniteDifferences/onefactoroperator.hpp (1.11.14.1),
	ql/FiniteDifferences/shoutcondition.hpp (1.4.26.1),
	ql/FiniteDifferences/stepcondition.hpp (1.5.26.1),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.15.8.1),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.17.8.1),
	ql/FiniteDifferences/valueatcenter.cpp (1.9.26.1),
	ql/FiniteDifferences/valueatcenter.hpp (1.5.26.1),
	ql/Indexes/audlibor.hpp (1.5.8.1), ql/Indexes/cadlibor.hpp
	(1.5.14.1), ql/Indexes/chflibor.hpp (1.3.14.1),
	ql/Indexes/euribor.hpp (1.9.14.1), ql/Indexes/gbplibor.hpp
	(1.9.14.1), ql/Indexes/jpylibor.hpp (1.4.14.1),
	ql/Indexes/usdlibor.hpp (1.9.14.1), ql/Indexes/xibor.cpp
	(1.10.2.1), ql/Indexes/xibor.hpp (1.13.8.1),
	ql/Indexes/xibormanager.cpp (1.9.4.1), ql/Indexes/xibormanager.hpp
	(1.9.4.1), ql/Indexes/zarlibor.hpp (1.3.14.1),
	ql/Instruments/capfloor.cpp (1.27.2.1), ql/Instruments/capfloor.hpp
	(1.29.8.1), ql/Instruments/forwardvanillaoption.cpp (1.4.2.1),
	ql/Instruments/forwardvanillaoption.hpp (1.2.8.1),
	ql/Instruments/quantovanillaoption.cpp (1.6.2.1),
	ql/Instruments/quantovanillaoption.hpp (1.2.8.1),
	ql/Instruments/simpleswap.cpp (1.19.8.1),
	ql/Instruments/simpleswap.hpp (1.23.14.1), ql/Instruments/stock.cpp
	(1.6.16.1), ql/Instruments/stock.hpp (1.6.16.1),
	ql/Instruments/swap.cpp (1.14.2.1), ql/Instruments/swap.hpp
	(1.10.8.1), ql/Instruments/swaption.cpp (1.23.2.1),
	ql/Instruments/swaption.hpp (1.21.8.1),
	ql/Instruments/vanillaoption.cpp (1.7.2.1),
	ql/Instruments/vanillaoption.hpp (1.6.8.1),
	ql/Lattices/binomialtree.cpp (1.4.12.1),
	ql/Lattices/binomialtree.hpp (1.4.12.1), ql/Lattices/bsmlattice.cpp
	(1.3.8.1), ql/Lattices/bsmlattice.hpp (1.1.12.1),
	ql/Lattices/lattice.cpp (1.2.8.1), ql/Lattices/lattice.hpp
	(1.2.10.1), ql/Lattices/lattice2d.cpp (1.1.12.1),
	ql/Lattices/lattice2d.hpp (1.1.12.1), ql/Lattices/tree.hpp
	(1.15.10.1), ql/Lattices/trinomialtree.cpp (1.13.4.1),
	ql/Lattices/trinomialtree.hpp (1.6.12.1),
	ql/Math/bilinearinterpolation.hpp (1.9.10.1),
	ql/Math/chisquaredistribution.cpp (1.3.14.1),
	ql/Math/chisquaredistribution.hpp (1.2.10.1),
	ql/Math/cubicspline.hpp (1.15.8.1), ql/Math/gammadistribution.cpp
	(1.2.14.1), ql/Math/gammadistribution.hpp (1.2.10.1),
	ql/Math/interpolation.hpp (1.12.8.1), ql/Math/interpolation2D.hpp
	(1.8.10.1), ql/Math/lexicographicalview.hpp (1.6.8.1),
	ql/Math/linearinterpolation.hpp (1.10.8.1),
	ql/Math/loglinearinterpolation.hpp (1.11.8.1), ql/Math/matrix.cpp
	(1.8.26.1), ql/Math/matrix.hpp (1.8.26.1),
	ql/Math/multivariateaccumulator.cpp (1.13.8.1),
	ql/Math/multivariateaccumulator.hpp (1.11.24.1),
	ql/Math/normaldistribution.cpp (1.13.8.1),
	ql/Math/normaldistribution.hpp (1.10.10.1),
	ql/Math/riskmeasures.hpp (1.7.10.1), ql/Math/segmentintegral.hpp
	(1.13.8.1), ql/Math/statistics.cpp (1.5.26.1),
	ql/Math/statistics.hpp (1.13.8.1), ql/Math/symmetriceigenvalues.hpp
	(1.5.26.1), ql/Math/symmetricschurdecomposition.cpp (1.6.26.1),
	ql/Math/symmetricschurdecomposition.hpp (1.5.26.1),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.5.26.1),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.4.26.1),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.5.26.1),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.5.10.1),
	ql/MonteCarlo/basketpathpricer.cpp (1.17.14.1),
	ql/MonteCarlo/basketpathpricer.hpp (1.11.26.1),
	ql/MonteCarlo/cliquetoptionpathpricer.cpp (1.1.8.1),
	ql/MonteCarlo/cliquetoptionpathpricer.hpp (1.1.8.1),
	ql/MonteCarlo/europeanpathpricer.cpp (1.12.26.1),
	ql/MonteCarlo/europeanpathpricer.hpp (1.10.26.1),
	ql/MonteCarlo/everestpathpricer.cpp (1.13.26.1),
	ql/MonteCarlo/everestpathpricer.hpp (1.11.26.1),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.7.26.1),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.4.26.1),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.8.26.1),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.5.10.1),
	ql/MonteCarlo/getcovariance.cpp (1.8.26.1),
	ql/MonteCarlo/getcovariance.hpp (1.6.26.1),
	ql/MonteCarlo/himalayapathpricer.cpp (1.15.26.1),
	ql/MonteCarlo/himalayapathpricer.hpp (1.11.8.1),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.5.26.1),
	ql/MonteCarlo/maxbasketpathpricer.hpp (1.4.26.1),
	ql/MonteCarlo/mctypedefs.hpp (1.10.26.1),
	ql/MonteCarlo/montecarlomodel.hpp (1.17.26.1),
	ql/MonteCarlo/multipath.hpp (1.11.10.1),
	ql/MonteCarlo/multipathgenerator.hpp (1.27.8.1),
	ql/MonteCarlo/pagodapathpricer.cpp (1.12.14.1),
	ql/MonteCarlo/pagodapathpricer.hpp (1.12.26.1),
	ql/MonteCarlo/path.hpp (1.9.26.1), ql/MonteCarlo/pathgenerator.hpp
	(1.21.8.1), ql/MonteCarlo/pathpricer.hpp (1.11.16.1),
	ql/MonteCarlo/performanceoptionpathpricer.cpp (1.2.8.1),
	ql/MonteCarlo/performanceoptionpathpricer.hpp (1.1.8.1),
	ql/MonteCarlo/sample.hpp (1.4.26.1), ql/Optimization/armijo.cpp
	(1.12.8.1), ql/Optimization/armijo.hpp (1.13.8.1),
	ql/Optimization/conjugategradient.cpp (1.13.8.1),
	ql/Optimization/conjugategradient.hpp (1.11.8.1),
	ql/Optimization/constraint.hpp (1.7.8.1),
	ql/Optimization/costfunction.hpp (1.14.8.1),
	ql/Optimization/criteria.hpp (1.10.8.1),
	ql/Optimization/leastsquare.hpp (1.18.8.1),
	ql/Optimization/linesearch.hpp (1.12.8.1),
	ql/Optimization/method.hpp (1.3.8.1), ql/Optimization/problem.hpp
	(1.4.8.1), ql/Optimization/simplex.cpp (1.6.8.1),
	ql/Optimization/simplex.hpp (1.8.8.1),
	ql/Optimization/steepestdescent.cpp (1.11.8.1),
	ql/Optimization/steepestdescent.hpp (1.13.8.1),
	ql/Patterns/bridge.hpp (1.1.8.1), ql/Patterns/observable.hpp
	(1.11.8.1), ql/Pricers/analyticalcapfloor.cpp (1.14.8.1),
	ql/Pricers/analyticalcapfloor.hpp (1.9.8.1),
	ql/Pricers/barrieroption.cpp (1.7.26.1),
	ql/Pricers/barrieroption.hpp (1.7.26.1),
	ql/Pricers/binaryoption.cpp (1.8.26.1), ql/Pricers/binaryoption.hpp
	(1.7.26.1), ql/Pricers/blackcapfloor.cpp (1.8.8.1),
	ql/Pricers/blackcapfloor.hpp (1.5.8.1),
	ql/Pricers/blackswaption.cpp (1.6.8.1),
	ql/Pricers/blackswaption.hpp (1.3.8.1),
	ql/Pricers/capfloorpricer.cpp (1.4.8.1),
	ql/Pricers/capfloorpricer.hpp (1.5.8.1),
	ql/Pricers/cliquetoption.cpp (1.11.8.1),
	ql/Pricers/cliquetoption.hpp (1.9.8.1),
	ql/Pricers/continuousgeometricapo.hpp (1.6.4.1),
	ql/Pricers/discretegeometricapo.cpp (1.7.10.1),
	ql/Pricers/discretegeometricapo.hpp (1.5.26.1),
	ql/Pricers/discretegeometricaso.cpp (1.7.10.1),
	ql/Pricers/discretegeometricaso.hpp (1.5.26.1),
	ql/Pricers/europeanoption.cpp (1.10.4.1),
	ql/Pricers/europeanoption.hpp (1.11.4.1),
	ql/Pricers/fdamericanoption.hpp (1.5.8.1),
	ql/Pricers/fdbermudanoption.cpp (1.3.26.1),
	ql/Pricers/fdbermudanoption.hpp (1.3.26.1),
	ql/Pricers/fdbsmoption.cpp (1.6.8.1), ql/Pricers/fdbsmoption.hpp
	(1.7.8.1), ql/Pricers/fddividendamericanoption.cpp (1.3.26.1),
	ql/Pricers/fddividendamericanoption.hpp (1.3.26.1),
	ql/Pricers/fddividendeuropeanoption.cpp (1.4.26.1),
	ql/Pricers/fddividendeuropeanoption.hpp (1.4.26.1),
	ql/Pricers/fddividendoption.cpp (1.5.10.1),
	ql/Pricers/fddividendoption.hpp (1.3.26.1),
	ql/Pricers/fddividendshoutoption.cpp (1.5.26.1),
	ql/Pricers/fddividendshoutoption.hpp (1.5.26.1),
	ql/Pricers/fdeuropean.cpp (1.8.8.1), ql/Pricers/fdeuropean.hpp
	(1.7.8.1), ql/Pricers/fdmultiperiodoption.cpp (1.9.8.1),
	ql/Pricers/fdmultiperiodoption.hpp (1.4.26.1),
	ql/Pricers/fdshoutoption.hpp (1.4.26.1),
	ql/Pricers/fdstepconditionoption.cpp (1.6.8.1),
	ql/Pricers/fdstepconditionoption.hpp (1.3.26.1),
	ql/Pricers/jamshidianswaption.cpp (1.12.8.1),
	ql/Pricers/jamshidianswaption.hpp (1.9.8.1),
	ql/Pricers/mcbasket.cpp (1.5.26.1), ql/Pricers/mcbasket.hpp
	(1.5.26.1), ql/Pricers/mccliquetoption.cpp (1.1.8.1),
	ql/Pricers/mccliquetoption.hpp (1.1.8.1),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.5.26.1),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.5.26.1),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.6.26.1),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.6.26.1),
	ql/Pricers/mceuropean.cpp (1.6.26.1), ql/Pricers/mceuropean.hpp
	(1.8.26.1), ql/Pricers/mceverest.cpp (1.9.26.1),
	ql/Pricers/mceverest.hpp (1.5.26.1), ql/Pricers/mchimalaya.cpp
	(1.8.26.1), ql/Pricers/mchimalaya.hpp (1.5.26.1),
	ql/Pricers/mcmaxbasket.cpp (1.5.26.1), ql/Pricers/mcmaxbasket.hpp
	(1.4.26.1), ql/Pricers/mcpagoda.cpp (1.8.26.1),
	ql/Pricers/mcpagoda.hpp (1.6.26.1),
	ql/Pricers/mcperformanceoption.cpp (1.1.8.1),
	ql/Pricers/mcperformanceoption.hpp (1.1.8.1),
	ql/Pricers/mcpricer.hpp (1.16.26.1),
	ql/Pricers/performanceoption.cpp (1.2.8.1),
	ql/Pricers/performanceoption.hpp (1.1.8.1),
	ql/Pricers/singleassetoption.cpp (1.16.8.1),
	ql/Pricers/singleassetoption.hpp (1.16.8.1),
	ql/Pricers/swaptionpricer.cpp (1.4.8.1),
	ql/Pricers/swaptionpricer.hpp (1.6.8.1),
	ql/Pricers/treecapfloor.cpp (1.18.8.1), ql/Pricers/treecapfloor.hpp
	(1.13.8.1), ql/Pricers/treeswaption.cpp (1.23.8.1),
	ql/Pricers/treeswaption.hpp (1.16.8.1),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.3.8.1),
	ql/PricingEngines/discretizedvanillaoption.hpp (1.3.8.1),
	ql/PricingEngines/europeananalyticalengine.cpp (1.4.8.1),
	ql/PricingEngines/europeanbinomialengine.cpp (1.2.8.1),
	ql/PricingEngines/forwardengines.hpp (1.4.8.1),
	ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp
	(1.2.8.1), ql/PricingEngines/forwardvanillaanalyticengine.cpp
	(1.2.8.1), ql/PricingEngines/genericengine.hpp (1.4.8.1),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.1.8.1),
	ql/PricingEngines/quantoengines.hpp (1.5.8.1),
	ql/PricingEngines/quantovanillaanalyticengine.cpp (1.5.8.1),
	ql/PricingEngines/vanillaengines.hpp (1.4.8.1),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.6.8.1),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.6.8.1),
	ql/RandomNumbers/inversecumgaussianrng.hpp (1.3.8.1),
	ql/RandomNumbers/knuthuniformrng.cpp (1.5.14.1),
	ql/RandomNumbers/knuthuniformrng.hpp (1.8.14.1),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.4.26.1),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.5.26.1),
	ql/RandomNumbers/randomarraygenerator.hpp (1.10.8.1),
	ql/RandomNumbers/rngtypedefs.hpp (1.10.8.1),
	ql/ShortRateModels/calibrationhelper.cpp (1.1.14.1),
	ql/ShortRateModels/calibrationhelper.hpp (1.5.8.1),
	ql/ShortRateModels/model.cpp (1.8.8.1),
	ql/ShortRateModels/model.hpp (1.11.4.1),
	ql/ShortRateModels/onefactormodel.cpp (1.6.8.1),
	ql/ShortRateModels/onefactormodel.hpp (1.7.8.1),
	ql/ShortRateModels/parameter.hpp (1.5.8.1),
	ql/ShortRateModels/twofactormodel.cpp (1.3.8.1),
	ql/ShortRateModels/twofactormodel.hpp (1.3.12.1),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.7.2.1),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.1.14.1),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.7.2.1),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp
	(1.1.14.1), ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp
	(1.5.8.1), ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp
	(1.4.8.1), ql/ShortRateModels/OneFactorModels/coxingersollross.cpp
	(1.10.8.1), ql/ShortRateModels/OneFactorModels/coxingersollross.hpp
	(1.7.12.1),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.6.8.1),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.9.8.1), ql/ShortRateModels/OneFactorModels/hullwhite.cpp
	(1.7.8.1), ql/ShortRateModels/OneFactorModels/hullwhite.hpp
	(1.9.8.1), ql/ShortRateModels/OneFactorModels/vasicek.cpp
	(1.4.8.1), ql/ShortRateModels/OneFactorModels/vasicek.hpp
	(1.4.14.1), ql/ShortRateModels/TwoFactorModels/g2.cpp (1.4.8.1),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.7.8.1),
	ql/Solvers1D/bisection.cpp (1.6.10.1), ql/Solvers1D/bisection.hpp
	(1.6.10.1), ql/Solvers1D/brent.cpp (1.7.10.1),
	ql/Solvers1D/brent.hpp (1.6.10.1), ql/Solvers1D/falseposition.cpp
	(1.6.10.1), ql/Solvers1D/falseposition.hpp (1.6.10.1),
	ql/Solvers1D/newton.cpp (1.6.10.1), ql/Solvers1D/newton.hpp
	(1.6.10.1), ql/Solvers1D/newtonsafe.cpp (1.7.10.1),
	ql/Solvers1D/newtonsafe.hpp (1.7.10.1), ql/Solvers1D/ridder.cpp
	(1.6.10.1), ql/Solvers1D/ridder.hpp (1.6.10.1),
	ql/Solvers1D/secant.cpp (1.6.10.1), ql/Solvers1D/secant.hpp
	(1.6.10.1), ql/TermStructures/affinetermstructure.cpp (1.8.2.1),
	ql/TermStructures/affinetermstructure.hpp (1.10.2.1),
	ql/TermStructures/compoundforward.cpp (1.18.2.1),
	ql/TermStructures/compoundforward.hpp (1.12.2.1),
	ql/TermStructures/discountcurve.cpp (1.15.2.1),
	ql/TermStructures/discountcurve.hpp (1.12.2.1),
	ql/TermStructures/flatforward.hpp (1.18.2.1),
	ql/TermStructures/impliedtermstructure.hpp (1.9.2.1),
	ql/TermStructures/piecewiseflatforward.cpp (1.25.2.1),
	ql/TermStructures/piecewiseflatforward.hpp (1.23.2.1),
	ql/TermStructures/ratehelpers.cpp (1.28.2.1),
	ql/TermStructures/ratehelpers.hpp (1.24.2.1),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.10.2.1),
	ql/Utilities/combiningiterator.hpp (1.6.8.1),
	ql/Utilities/couplingiterator.hpp (1.5.26.1),
	ql/Utilities/filteringiterator.hpp (1.5.8.1),
	ql/Utilities/iteratorcategories.hpp (1.5.26.1),
	ql/Utilities/processingiterator.hpp (1.5.8.1),
	ql/Utilities/steppingiterator.hpp (1.5.8.1),
	ql/Volatilities/blackconstantvol.hpp (1.3.8.1),
	ql/Volatilities/blackvariancecurve.hpp (1.7.8.1),
	ql/Volatilities/blackvariancesurface.hpp (1.7.8.1),
	ql/Volatilities/capflatvolvector.hpp (1.3.2.1),
	ql/Volatilities/localconstantvol.hpp (1.3.2.1),
	ql/Volatilities/localvolcurve.hpp (1.1.2.2),
	ql/Volatilities/swaptionvolmatrix.hpp (1.6.10.1):

	updated copyright years

2002-12-31 19:27  Ferdinando Ametrano

	* QuantLib.nsi (1.75.2.1), Docs/quantlib.doxy (1.55.2.1),
	dev_tools/version_number.txt (1.26.10.1), ql/Calendars/budapest.cpp
	(1.1.6.1), ql/Calendars/johannesburg.hpp (1.2.8.1),
	ql/Calendars/london.hpp (1.10.8.1), ql/Calendars/toronto.cpp
	(1.2.8.1), ql/Calendars/toronto.hpp (1.2.8.1),
	ql/Calendars/wellington.cpp (1.10.8.1),
	ql/Volatilities/localvolcurve.hpp (1.1.2.1):

	updated/fixed calendars fixed bug in localVolCurve fixed version
	number

2002-12-19 18:16  Luigi Ballabio

	* configure.ac (1.5), ql/qldefines.hpp (1.46):

	Updated version

2002-12-19 18:02  Luigi Ballabio

	* configure.ac (1.4.2.1), ql/qldefines.hpp (1.45.4.1):

	Updated version

2002-12-18 13:09  Luigi Ballabio

	* ql/Volatilities/capflatvolvector.hpp (1.3):

	Flat backwards extension to t=0

2002-12-16 12:34  Ferdinando Ametrano

	* ChangeLog.txt (1.27), ChangeLog.txt (1.28):

	updated

2002-12-11 14:26  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.25),
	Examples/Swap/swapvaluation.cpp (1.33), ql/termstructure.hpp
	(1.27), ql/CashFlows/floatingratecoupon.cpp (1.14),
	ql/CashFlows/shortfloatingcoupon.cpp (1.6), ql/Indexes/xibor.cpp
	(1.10), ql/Instruments/capfloor.cpp (1.27),
	ql/Instruments/forwardvanillaoption.cpp (1.4),
	ql/Instruments/quantovanillaoption.cpp (1.6),
	ql/Instruments/swap.cpp (1.12), ql/Instruments/swaption.cpp (1.23),
	ql/Instruments/vanillaoption.cpp (1.7),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.7),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.7),
	ql/TermStructures/affinetermstructure.cpp (1.8),
	ql/TermStructures/affinetermstructure.hpp (1.10),
	ql/TermStructures/compoundforward.cpp (1.18),
	ql/TermStructures/compoundforward.hpp (1.12),
	ql/TermStructures/discountcurve.cpp (1.15),
	ql/TermStructures/discountcurve.hpp (1.12),
	ql/TermStructures/flatforward.hpp (1.18),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.9),
	ql/TermStructures/impliedtermstructure.hpp (1.9),
	ql/TermStructures/piecewiseflatforward.cpp (1.25),
	ql/TermStructures/piecewiseflatforward.hpp (1.23),
	ql/TermStructures/ratehelpers.cpp (1.28),
	ql/TermStructures/ratehelpers.hpp (1.24),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.10):

	Term structure and index fixing cleanup

2002-12-11 09:49  Ferdinando Ametrano

	* Examples/: BermudanSwaption/Makefile.am (1.5),
	DiscreteHedging/Makefile.am (1.12), EuropeanOption/Makefile.am
	(1.6), Swap/Makefile.am (1.7):

	this way it works under cygwin\nhope it doens't break other
	platforms\nfeedback welcome

2002-12-10 11:25  Ferdinando Ametrano

	* QuantLib.nsi (1.75), TODO.txt (1.91):

	no message

2002-12-09 17:51  Ferdinando Ametrano

	* ql/voltermstructure.cpp (1.4):

	typo fixed (how was this compiling before?)

2002-12-09 14:28  Luigi Ballabio

	* QuantLib.dsp (1.112), ql/quantlib.hpp (1.71),
	ql/voltermstructure.cpp (1.3), ql/voltermstructure.hpp (1.9),
	ql/Volatilities/Makefile.am (1.8),
	ql/Volatilities/localconstantvol.hpp (1.3),
	ql/Volatilities/localvariancecurve.hpp (1.3),
	ql/Volatilities/localvolcurve.hpp (1.1):

	Fixed local volatility interface

2002-12-05 10:23  Marco Marchioro

	* ql/voltermstructure.cpp (1.2):

	no message

2002-12-05 10:23  Marco Marchioro

	* QuantLib.dsp (1.111), QuantLib.mak (1.102):

	added file voltermstructure.cpp

2002-12-05 10:22  Marco Marchioro

	* ql/: voltermstructure.cpp (1.1), voltermstructure.hpp (1.8):

	added methods timeDerivative, strikeDerivative, and
	strikeSecondDerivative to BlackVolTermStructure

2002-12-03 11:31  Luigi Ballabio

	* ql/Calendars/: target.cpp (1.10), target.hpp (1.11):

	Minor fixes to TARGET holidays

2002-12-02 15:25  Luigi Ballabio

	* ql/: config.ansi.hpp (1.11), config.bcc.hpp (1.10),
	config.msvc.hpp (1.21), config.mwcw.hpp (1.10),
	ShortRateModels/model.hpp (1.11):

	Oops

2002-11-29 11:21  Marco Marchioro

	* ql/: currency.hpp (1.6), dataformatters.cpp (1.12):

	added new currencies

2002-11-29 09:18  Luigi Ballabio

	* ql/Makefile.am (1.27):

	Oops

2002-11-28 18:24  Luigi Ballabio

	* .cvsignore (1.4), Makefile.am (1.69), acconfig.h (1.9),
	acinclude.m4 (1.5), bootstrap (1.5), configure.ac (1.2),
	configure.in (1.88), darwin.setup (1.5), quantlib-config.in (1.4),
	Examples/Makefile.am (1.16),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.24),
	Examples/BermudanSwaption/Makefile.am (1.4),
	Examples/DiscreteHedging/Makefile.am (1.11),
	Examples/EuropeanOption/Makefile.am (1.5),
	Examples/Swap/Makefile.am (1.6), config/.cvsignore (1.2),
	ql/.cvsignore (1.5), ql/Makefile.am (1.26), ql/history.hpp (1.11),
	ql/qldefines.hpp (1.45), ql/Calendars/Makefile.am (1.12),
	ql/CashFlows/Makefile.am (1.7), ql/DayCounters/Makefile.am (1.6),
	ql/FiniteDifferences/Makefile.am (1.14), ql/Indexes/Makefile.am
	(1.7), ql/Indexes/xibormanager.cpp (1.9),
	ql/Indexes/xibormanager.hpp (1.9), ql/Instruments/Makefile.am
	(1.12), ql/Lattices/Makefile.am (1.8),
	ql/Lattices/trinomialtree.cpp (1.13), ql/Math/Makefile.am (1.9),
	ql/MonteCarlo/Makefile.am (1.18), ql/Optimization/Makefile.am
	(1.6), ql/Patterns/Makefile.am (1.8), ql/Pricers/Makefile.am
	(1.30), ql/Pricers/continuousgeometricapo.hpp (1.6),
	ql/Pricers/europeanoption.cpp (1.10), ql/Pricers/europeanoption.hpp
	(1.11), ql/PricingEngines/Makefile.am (1.7),
	ql/RandomNumbers/Makefile.am (1.5), ql/ShortRateModels/Makefile.am
	(1.2), ql/ShortRateModels/CalibrationHelpers/Makefile.am (1.2),
	ql/ShortRateModels/OneFactorModels/Makefile.am (1.2),
	ql/ShortRateModels/TwoFactorModels/Makefile.am (1.2),
	ql/Solvers1D/Makefile.am (1.5), ql/TermStructures/Makefile.am
	(1.10), ql/Utilities/Makefile.am (1.5), ql/Volatilities/Makefile.am
	(1.7):

	Switched to more recent autotools

2002-11-28 17:42  Luigi Ballabio

	* Makefile.am (1.68.2.2), configure.ac (1.1.2.2),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.23.2.1),
	ql/history.hpp (1.10.6.1), ql/Indexes/xibormanager.cpp (1.8.2.1),
	ql/Indexes/xibormanager.hpp (1.8.2.1),
	ql/Pricers/continuousgeometricapo.hpp (1.4.20.1),
	ql/Pricers/europeanoption.cpp (1.9.2.1),
	ql/Pricers/europeanoption.hpp (1.10.2.1):

	Integrated Darwin and Solaris patches into code

2002-11-28 11:22  Luigi Ballabio

	* darwin.setup (1.4.2.1):

	Patch made unnecessary by recent autoconf

2002-11-27 18:01  Luigi Ballabio

	* .cvsignore (1.3.2.1), Makefile.am (1.68.2.1), acconfig.h
	(1.8.2.1), acinclude.m4 (1.4.4.1), bootstrap (1.4.34.1),
	configure.ac (1.1.2.1), configure.in (1.87.2.1), quantlib-config.in
	(1.3.22.1), Examples/Makefile.am (1.15.8.1),
	Examples/BermudanSwaption/Makefile.am (1.3.2.1),
	Examples/DiscreteHedging/Makefile.am (1.10.2.1),
	Examples/EuropeanOption/Makefile.am (1.4.2.1),
	Examples/Swap/Makefile.am (1.5.2.1), config/.cvsignore (1.1.2.1),
	ql/.cvsignore (1.4.2.1), ql/Makefile.am (1.25.2.1),
	ql/qldefines.hpp (1.44.2.1), ql/Calendars/Makefile.am (1.10.16.1),
	ql/CashFlows/Makefile.am (1.6.18.1), ql/DayCounters/Makefile.am
	(1.5.42.1), ql/FiniteDifferences/Makefile.am (1.13.2.1),
	ql/Indexes/Makefile.am (1.6.16.1), ql/Instruments/Makefile.am
	(1.11.2.1), ql/Lattices/Makefile.am (1.7.6.1),
	ql/Lattices/trinomialtree.cpp (1.11.6.1), ql/Math/Makefile.am
	(1.8.2.1), ql/MonteCarlo/Makefile.am (1.17.2.1),
	ql/Optimization/Makefile.am (1.5.8.1), ql/Patterns/Makefile.am
	(1.7.2.1), ql/Pricers/Makefile.am (1.29.2.1),
	ql/PricingEngines/Makefile.am (1.6.2.1),
	ql/RandomNumbers/Makefile.am (1.4.18.1),
	ql/ShortRateModels/Makefile.am (1.1.8.1),
	ql/ShortRateModels/CalibrationHelpers/Makefile.am (1.1.8.1),
	ql/ShortRateModels/OneFactorModels/Makefile.am (1.1.8.1),
	ql/ShortRateModels/TwoFactorModels/Makefile.am (1.1.8.1),
	ql/Solvers1D/Makefile.am (1.4.44.1), ql/TermStructures/Makefile.am
	(1.9.4.1), ql/Utilities/Makefile.am (1.4.44.1),
	ql/Volatilities/Makefile.am (1.6.2.1):

	Updated autoconfiscation

2002-11-27 13:31  Marco Marchioro

	* ql/Calendars/Makefile.am (1.11), ql/Calendars/budapest.cpp (1.1),
	ql/Calendars/budapest.hpp (1.1), ql/Calendars/makefile.mak (1.10),
	ql/Calendars/oslo.cpp (1.1), ql/Calendars/oslo.hpp (1.1),
	ql/Calendars/stockholm.cpp (1.1), ql/Calendars/stockholm.hpp (1.1),
	ql/Calendars/warsaw.cpp (1.1), ql/Calendars/warsaw.hpp (1.1),
	ql/quantlib.hpp (1.70), QuantLib.dsp (1.110), QuantLib.mak (1.101):

	Added calendars for Budapest, Oslo, Stockholm, and Warsaw

2002-11-23 23:09  Sadruddin Rejeb

	* ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.6):

	Bermudan Swaption problem fixed (part 2)

2002-11-22 15:24  Marco Marchioro

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

	Introduced Format { Long, Short, ISO };

2002-11-21 16:00  Marco Marchioro

	* ql/scheduler.cpp (1.9):

	Removed QL_REQUIRE for "..  holiday and end of month .."

2002-11-21 13:53  Sadruddin Rejeb

	* ql/: Instruments/swaption.cpp (1.22), Instruments/swaption.hpp
	(1.21), Pricers/swaptionpricer.cpp (1.4),
	Pricers/swaptionpricer.hpp (1.6), Pricers/treeswaption.cpp (1.23):

	Fixed bermudan Swaption problem. (must now state limitations in
	doc)

2002-11-20 14:57  Luigi Ballabio

	* ql/TermStructures/discountcurve.hpp (1.11):

	Added default day counter

2002-11-12 12:11  Luigi Ballabio

	* ql/ShortRateModels/: OneFactorModels/extendedcoxingersollross.hpp
	(1.9), OneFactorModels/hullwhite.hpp (1.9), TwoFactorModels/g2.hpp
	(1.7):

	VC++ again

2002-11-12 11:51  Luigi Ballabio

	* ql/: Optimization/constraint.hpp (1.7), ShortRateModels/model.hpp
	(1.10), ShortRateModels/parameter.hpp (1.5),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.10),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp (1.8),
	ShortRateModels/OneFactorModels/hullwhite.hpp (1.8),
	ShortRateModels/TwoFactorModels/g2.hpp (1.6):

	Explicited Bridge pattern

2002-11-12 10:33  Luigi Ballabio

	* ql/calendar.hpp (1.18), ql/daycounter.hpp (1.16), QuantLib.dsp
	(1.109), QuantLib.mak (1.100):

	VC++ again

2002-11-12 09:36  Luigi Ballabio

	* ql/: calendar.hpp (1.17), daycounter.hpp (1.15),
	DayCounters/actual360.hpp (1.10), DayCounters/actual365.hpp (1.10),
	DayCounters/actualactual.cpp (1.16), DayCounters/actualactual.hpp
	(1.14), DayCounters/thirty360.cpp (1.9), DayCounters/thirty360.hpp
	(1.13), TermStructures/ratehelpers.hpp (1.23):

	Explicited Bridge pattern

2002-11-11 16:57  Luigi Ballabio

	* ql/: calendar.cpp (1.10), calendar.hpp (1.16),
	Calendars/frankfurt.cpp (1.10), Calendars/frankfurt.hpp (1.10),
	Calendars/helsinki.cpp (1.9), Calendars/helsinki.hpp (1.10),
	Calendars/johannesburg.cpp (1.3), Calendars/johannesburg.hpp (1.2),
	Calendars/london.cpp (1.10), Calendars/london.hpp (1.10),
	Calendars/milan.cpp (1.9), Calendars/milan.hpp (1.10),
	Calendars/newyork.cpp (1.9), Calendars/newyork.hpp (1.11),
	Calendars/sydney.cpp (1.2), Calendars/sydney.hpp (1.2),
	Calendars/target.cpp (1.9), Calendars/target.hpp (1.10),
	Calendars/tokyo.cpp (1.3), Calendars/tokyo.hpp (1.2),
	Calendars/toronto.cpp (1.2), Calendars/toronto.hpp (1.2),
	Calendars/wellington.cpp (1.10), Calendars/wellington.hpp (1.10),
	Calendars/zurich.cpp (1.9), Calendars/zurich.hpp (1.10),
	Patterns/Makefile.am (1.7), Patterns/bridge.hpp (1.1):

	Explicited Bridge pattern

2002-11-11 14:12  Marco Marchioro

	* ql/Math/normaldistribution.cpp (1.13):

	Some compilers may not know how to print an INF

2002-11-08 10:38  Marco Marchioro

	* ql/Math/normaldistribution.cpp (1.12):

	bug fixed, condition should not be satisfied!

2002-11-07 14:34  Marco Marchioro

	* ql/TermStructures/discountcurve.cpp (1.14):

	relaxed requirement on decreasing discounts

2002-11-07 14:30  Marco Marchioro

	* ql/Math/normaldistribution.cpp (1.11):

	Added check on null input

2002-10-29 15:14  Marco Marchioro

	* ql/TermStructures/discountcurve.cpp (1.13):

	error messages improved

2002-10-29 15:13  Marco Marchioro

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.13):

	added stoppingTimes

2002-10-28 11:02  Luigi Ballabio

	* Examples/: acinclude.m4 (1.2), configure.in (1.4):

	Spring cleaning

2002-10-27 13:55  Luigi Ballabio

	* Examples/EuropeanOption/EuropeanOption.old (1.2):

	no message

2002-10-25 16:58  Luigi Ballabio

	* ql/FiniteDifferences/: boundarycondition.cpp (1.1), Makefile.am
	(1.13):

	Implemented QuEP 2

2002-10-25 16:30  Luigi Ballabio

	* QuantLib.dsp (1.108), QuantLib.mak (1.99),
	ql/FiniteDifferences/boundarycondition.hpp (1.6),
	ql/FiniteDifferences/cranknicolson.hpp (1.13),
	ql/FiniteDifferences/expliciteuler.hpp (1.9),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.12),
	ql/FiniteDifferences/impliciteuler.hpp (1.8),
	ql/FiniteDifferences/makefile.mak (1.8),
	ql/FiniteDifferences/mixedscheme.hpp (1.4),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.15),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.17),
	ql/Pricers/fdbsmoption.cpp (1.6), ql/Pricers/fdbsmoption.hpp (1.7),
	ql/Pricers/fdeuropean.cpp (1.8), ql/Pricers/fdeuropean.hpp (1.7),
	ql/Pricers/fdmultiperiodoption.cpp (1.9),
	ql/Pricers/fdstepconditionoption.cpp (1.6):

	Implemented QuEP 2

2002-10-24 17:46  Enrico Sirola

	* ql/Instruments/vanillaoption.hpp (1.6):

	riskFreeRate_, underlying_, strike_, dividendYield_, volatility_
	moved to protected section

2002-10-23 12:47  Luigi Ballabio

	* solaris.setup (1.2):

	Solaris patches redux

2002-10-22 14:13  Luigi Ballabio

	* Makefile.am (1.68), solaris.setup (1.1):

	Patches for Solaris/gcc

2002-10-22 13:52  Luigi Ballabio

	* ql/: qldefines.hpp (1.44), Indexes/xibormanager.cpp (1.8),
	Pricers/europeanoption.cpp (1.9):

	Patches for Solaris/gcc

2002-10-11 13:20  Luigi Ballabio

	* darwin.setup (1.3),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.23),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.12),
	Examples/EuropeanOption/EuropeanOption.cpp (1.27),
	Examples/Swap/swapvaluation.cpp (1.32), ql/array.hpp (1.11),
	ql/qldefines.hpp (1.43), ql/Indexes/xibormanager.cpp (1.7),
	ql/Indexes/xibormanager.hpp (1.8), ql/Pricers/europeanoption.cpp
	(1.8):

	Misc. fixes for Solaris and Darwin

2002-10-09 13:40  Marco Marchioro

	* ql/grid.hpp (1.6):

	code massaged

2002-10-08 11:35  Luigi Ballabio

	* ql/DayCounters/actualactual.cpp (1.15):

	More tolerant

2002-10-07 14:28  Marco Marchioro

	* ql/config.msvc.hpp (1.20):

	Defined CHOKES_ON_TYPENAME

2002-10-07 14:25  Marco Marchioro

	* ql/qldefines.hpp (1.42):

	Defined CHOKES_ON_TYPENAME

2002-10-03 18:39  Luigi Ballabio

	* ql/Volatilities/blackvariancesurface.hpp (1.7):

	Added (in an hackish way for the time being) the possibility of
	flat extrapolation

2002-10-01 17:24  Marco Marchioro

	* ql/: Lattices/lattice.cpp (1.2), CashFlows/cashflowvectors.cpp
	(1.16), Instruments/swaption.cpp (1.21):

	better error message

2002-09-27 16:53  Luigi Ballabio

	* ql/Optimization/costfunction.hpp (1.14):

	Virtual destructor added

2002-09-27 16:53  Luigi Ballabio

	* ql/Optimization/constraint.hpp (1.6):

	Cosmetic changes

2002-09-26 21:45  Sadruddin Rejeb

	* ql/PricingEngines/Makefile.am (1.6):

	Added missing file

2002-09-26 19:09  Luigi Ballabio

	* ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.5):

	Adjusted start date

2002-09-26 17:26  Ferdinando Ametrano

	* ql/TermStructures/: forwardspreadedtermstructure.hpp (1.8),
	impliedtermstructure.hpp (1.8), zerospreadedtermstructure.hpp
	(1.9):

	fixed documentation links

2002-09-26 16:52  Luigi Ballabio

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

	No conceptual need to pass through a Black vol

2002-09-25 11:25  Marco Marchioro

	* QuantLib.dsp (1.107), QuantLib.mak (1.98),
	ql/Pricers/treecapfloor.cpp (1.18), ql/Pricers/treecapfloor.hpp
	(1.13), ql/Pricers/treeswaption.cpp (1.22),
	ql/Pricers/treeswaption.hpp (1.16),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.1):

	Introduced LatticeShortRateModelEngine. TreeSwaption and
	TreeCapFloor now are derived from it.

2002-09-25 09:07  Marco Marchioro

	* ql/Pricers/: analyticalcapfloor.hpp (1.9), blackcapfloor.hpp
	(1.5), blackswaption.hpp (1.3), capfloorpricer.hpp (1.5),
	jamshidianswaption.hpp (1.9), swaptionpricer.hpp (1.5),
	treecapfloor.cpp (1.17), treecapfloor.hpp (1.12), treeswaption.cpp
	(1.21), treeswaption.hpp (1.15):

	generalized SwaptionPricer and CapFloorPricer to GenericModelEngine

2002-09-25 09:02  Marco Marchioro

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

	Now complies also on VC++

2002-09-24 17:27  Marco Marchioro

	* ql/PricingEngines/genericengine.hpp (1.4):

	generalized SwaptionPricer and CapFloorPricer to GenericModelEngine

2002-09-24 17:26  Marco Marchioro

	* ql/quantlib.hpp (1.69):

	namespace QLPRE = QuantLib::PricingEngines

2002-09-24 17:25  Marco Marchioro

	* ql/Instruments/swaption.cpp (1.20):

	remarks changed

2002-09-24 16:24  Luigi Ballabio

	* ql/: Optimization/armijo.cpp (1.12), Optimization/armijo.hpp
	(1.13), Optimization/conjugategradient.cpp (1.13),
	Optimization/conjugategradient.hpp (1.11),
	Optimization/costfunction.hpp (1.13), Optimization/criteria.hpp
	(1.10), Optimization/leastsquare.hpp (1.18),
	Optimization/linesearch.hpp (1.12), Optimization/method.hpp (1.3),
	Optimization/problem.hpp (1.4), Optimization/simplex.cpp (1.6),
	Optimization/simplex.hpp (1.8), Optimization/steepestdescent.cpp
	(1.11), Optimization/steepestdescent.hpp (1.13),
	ShortRateModels/model.cpp (1.8),
	TermStructures/affinetermstructure.cpp (1.7):

	A look at the optimizers (nothing major)

2002-09-16 17:18  Luigi Ballabio

	* Makefile.am (1.66), configure.in (1.86), darwin.setup (1.2),
	Docs/Makefile.am (1.49), Docs/README.txt (1.19), Docs/bootstrap
	(1.3), Docs/configure.in (1.14), Docs/Examples/Makefile.am (1.3),
	Docs/images/Makefile.am (1.1), Docs/pages/Makefile.am (1.6),
	config/Makefile.am (1.1):

	Cleaned up autoconfiscation

2002-09-16 16:31  Luigi Ballabio

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

	removed gcc3.1 warnings (maybe)

2002-09-14 00:41  Sadruddin Rejeb

	* ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.7):

	Yes, it should.

2002-09-13 18:55  Luigi Ballabio

	* MACOSX.README (1.1), darwin.setup (1.1):

	Patches for compiling under Mac OS X

2002-09-13 12:19  Marco Marchioro

	* ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.6):

	added smart remark

2002-09-13 12:17  Marco Marchioro

	* ql/: numericalmethod.hpp (1.5), Pricers/treeswaption.cpp (1.20),
	Pricers/treeswaption.hpp (1.14):

	looks better this way

2002-09-11 17:38  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.22),
	Examples/EuropeanOption/EuropeanOption.cpp (1.26),
	Examples/Swap/swapvaluation.cpp (1.31), ql/termstructure.hpp
	(1.26), ql/TermStructures/affinetermstructure.cpp (1.6),
	ql/TermStructures/affinetermstructure.hpp (1.9),
	ql/TermStructures/compoundforward.cpp (1.17),
	ql/TermStructures/compoundforward.hpp (1.11),
	ql/TermStructures/discountcurve.cpp (1.12),
	ql/TermStructures/discountcurve.hpp (1.10),
	ql/TermStructures/flatforward.hpp (1.17),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.7),
	ql/TermStructures/impliedtermstructure.hpp (1.7),
	ql/TermStructures/piecewiseflatforward.cpp (1.24),
	ql/TermStructures/piecewiseflatforward.hpp (1.22),
	ql/TermStructures/ratehelpers.cpp (1.27),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.8):

	TermStructure::todaysDate() is back.  The reason will become clear
	as soon as you try to price a bond.

2002-08-06 17:24  Luigi Ballabio

	* Docs/pages/authors.docs (1.15):

	Updated address

2002-08-06 17:10  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.21),
	Examples/Swap/swapvaluation.cpp (1.30),
	ql/TermStructures/ratehelpers.cpp (1.26),
	ql/TermStructures/ratehelpers.hpp (1.22):

	settlementDays removed from rate helpers.  In SwapRateHelpers is
	hard-coded that the fixingDays=2

2002-07-26 18:00  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.25),
	Examples/Swap/swapvaluation.cpp (1.28), ql/termstructure.hpp
	(1.25), ql/TermStructures/affinetermstructure.cpp (1.5),
	ql/TermStructures/affinetermstructure.hpp (1.8),
	ql/TermStructures/compoundforward.cpp (1.16),
	ql/TermStructures/compoundforward.hpp (1.10),
	ql/TermStructures/discountcurve.cpp (1.11),
	ql/TermStructures/discountcurve.hpp (1.9),
	ql/TermStructures/flatforward.hpp (1.16),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.6),
	ql/TermStructures/impliedtermstructure.hpp (1.6),
	ql/TermStructures/piecewiseflatforward.cpp (1.23),
	ql/TermStructures/piecewiseflatforward.hpp (1.21),
	ql/TermStructures/ratehelpers.cpp (1.25),
	ql/TermStructures/ratehelpers.hpp (1.21),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.7):

	removed todaysDate() almost everywhere.  To be removed in rate
	helpers

2002-07-25 13:34  Luigi Ballabio

	* ql/Pricers/: singleassetoption.cpp (1.16), singleassetoption.hpp
	(1.16):

	Added contributed impliedDividendYield

2002-07-25 11:11  Luigi Ballabio

	* ql/Lattices/bsmlattice.cpp (1.3):

	removed warnings

2002-07-24 12:33  Ferdinando Ametrano

	* ql/: makefile.mak (1.19), Calendars/makefile.mak (1.9),
	CashFlows/makefile.mak (1.7), DayCounters/makefile.mak (1.7),
	FiniteDifferences/makefile.mak (1.7), Indexes/makefile.mak (1.6),
	Instruments/makefile.mak (1.13), Lattices/makefile.mak (1.14),
	Math/makefile.mak (1.8), MonteCarlo/makefile.mak (1.12),
	Optimization/makefile.mak (1.6), Pricers/makefile.mak (1.23),
	PricingEngines/makefile.mak (1.4), RandomNumbers/makefile.mak
	(1.6), ShortRateModels/makefile.mak (1.3),
	ShortRateModels/CalibrationHelpers/makefile.mak (1.2),
	ShortRateModels/OneFactorModels/makefile.mak (1.2),
	ShortRateModels/TwoFactorModels/makefile.mak (1.2),
	Solvers1D/makefile.mak (1.6), TermStructures/makefile.mak (1.9):

	'make clean' now removes debug files too

2002-07-24 11:57  Ferdinando Ametrano

	* Examples/BermudanSwaption/.cvsignore (1.3),
	Examples/DiscreteHedging/.cvsignore (1.3),
	Examples/EuropeanOption/.cvsignore (1.3), Examples/Swap/.cvsignore
	(1.3), ql/.cvsignore (1.4), ql/Calendars/.cvsignore (1.2),
	ql/CashFlows/.cvsignore (1.2), ql/DayCounters/.cvsignore (1.2),
	ql/FiniteDifferences/.cvsignore (1.2), ql/Indexes/.cvsignore (1.2),
	ql/Instruments/.cvsignore (1.2), ql/Lattices/.cvsignore (1.2),
	ql/Math/.cvsignore (1.2), ql/MonteCarlo/.cvsignore (1.2),
	ql/Optimization/.cvsignore (1.2), ql/Pricers/.cvsignore (1.2),
	ql/PricingEngines/.cvsignore (1.2), ql/RandomNumbers/.cvsignore
	(1.2), ql/ShortRateModels/.cvsignore (1.2),
	ql/ShortRateModels/CalibrationHelpers/.cvsignore (1.2),
	ql/ShortRateModels/OneFactorModels/.cvsignore (1.2),
	ql/ShortRateModels/TwoFactorModels/.cvsignore (1.2),
	ql/Solvers1D/.cvsignore (1.2), ql/TermStructures/.cvsignore (1.2):

	improved .cvsignore

2002-07-24 11:44  Ferdinando Ametrano

	* .cvsignore (1.3), Examples/BermudanSwaption/.cvsignore (1.2),
	Examples/DiscreteHedging/.cvsignore (1.2),
	Examples/EuropeanOption/.cvsignore (1.2), Examples/Swap/.cvsignore
	(1.2), ql/.cvsignore (1.3), ql/Calendars/.cvsignore (1.1),
	ql/CashFlows/.cvsignore (1.1), ql/DayCounters/.cvsignore (1.1),
	ql/FiniteDifferences/.cvsignore (1.1), ql/Indexes/.cvsignore (1.1),
	ql/Instruments/.cvsignore (1.1), ql/Lattices/.cvsignore (1.1),
	ql/Math/.cvsignore (1.1), ql/MonteCarlo/.cvsignore (1.1),
	ql/Optimization/.cvsignore (1.1), ql/Pricers/.cvsignore (1.1),
	ql/PricingEngines/.cvsignore (1.1), ql/RandomNumbers/.cvsignore
	(1.1), ql/ShortRateModels/.cvsignore (1.1),
	ql/ShortRateModels/CalibrationHelpers/.cvsignore (1.1),
	ql/ShortRateModels/OneFactorModels/.cvsignore (1.1),
	ql/ShortRateModels/TwoFactorModels/.cvsignore (1.1),
	ql/Solvers1D/.cvsignore (1.1), ql/TermStructures/.cvsignore (1.1),
	ql/Volatilities/localvariancecurve.hpp (1.2):

	typo fixed in local vol file .cvsignore added/expanded

2002-07-23 17:32  Ferdinando Ametrano

	* QuantLib.dsp (1.106), ql/quantlib.hpp (1.68),
	ql/Volatilities/blackconstantvol.hpp (1.3),
	ql/Volatilities/localconstantvol.hpp (1.1),
	ql/Volatilities/localvariancecurve.hpp (1.1):

	implementation of Local vol term structures: constant and time
	dependent

2002-07-23 12:39  Ferdinando Ametrano

	* QuantLib.dsp (1.105), QuantLib.mak (1.96),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.10),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.30),
	Examples/EuropeanOption/EuropeanOption.mak (1.25),
	Examples/Swap/Swap.mak (1.26), ql/Volatilities/blackconstantvol.hpp
	(1.2), ql/Volatilities/blackvariancecurve.hpp (1.7):

	existing vol term structures renamed as Black vol term structures.
	Local vol term structures introduced

2002-07-23 12:20  Ferdinando Ametrano

	* ql/: quantlib.hpp (1.67), voltermstructure.hpp (1.7),
	Volatilities/Makefile.am (1.5), Volatilities/blackconstantvol.hpp
	(1.1), Volatilities/blackvariancecurve.hpp (1.6),
	Volatilities/blackvariancesurface.hpp (1.6),
	Volatilities/constantvol.hpp (1.5):

	existing vol term structures renamed as Black vol term structures.
	Local vol term structures introduced

2002-07-23 11:07  Ferdinando Ametrano

	* ChangeLog.txt (1.26), ql/instrument.hpp (1.11), ql/option.cpp
	(1.15), ql/pricingengine.hpp (1.3), ql/Instruments/capfloor.cpp
	(1.26), ql/Instruments/capfloor.hpp (1.29),
	ql/Instruments/forwardvanillaoption.cpp (1.3),
	ql/Instruments/forwardvanillaoption.hpp (1.2),
	ql/Instruments/quantovanillaoption.cpp (1.5),
	ql/Instruments/quantovanillaoption.hpp (1.2),
	ql/Instruments/swaption.cpp (1.19), ql/Instruments/swaption.hpp
	(1.20), ql/Instruments/vanillaoption.cpp (1.6),
	ql/Instruments/vanillaoption.hpp (1.5),
	ql/Optimization/constraint.hpp (1.5),
	ql/Pricers/analyticalcapfloor.cpp (1.14),
	ql/Pricers/blackcapfloor.cpp (1.8), ql/Pricers/blackswaption.cpp
	(1.6), ql/Pricers/capfloorpricer.cpp (1.4),
	ql/Pricers/capfloorpricer.hpp (1.4),
	ql/Pricers/jamshidianswaption.cpp (1.12),
	ql/Pricers/swaptionpricer.cpp (1.3), ql/Pricers/swaptionpricer.hpp
	(1.4), ql/Pricers/treecapfloor.cpp (1.16),
	ql/Pricers/treeswaption.cpp (1.19),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.3),
	ql/PricingEngines/discretizedvanillaoption.hpp (1.3),
	ql/PricingEngines/europeananalyticalengine.cpp (1.4),
	ql/PricingEngines/europeanbinomialengine.cpp (1.2),
	ql/PricingEngines/forwardengines.hpp (1.4),
	ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp
	(1.2), ql/PricingEngines/forwardvanillaanalyticengine.cpp (1.2),
	ql/PricingEngines/genericengine.hpp (1.3),
	ql/PricingEngines/quantoengines.hpp (1.5),
	ql/PricingEngines/quantovanillaanalyticengine.cpp (1.5),
	ql/PricingEngines/vanillaengines.hpp (1.4),
	ql/ShortRateModels/model.cpp (1.7), ql/ShortRateModels/model.hpp
	(1.9), ql/ShortRateModels/onefactormodel.cpp (1.6),
	ql/ShortRateModels/onefactormodel.hpp (1.7),
	ql/ShortRateModels/parameter.hpp (1.4),
	ql/ShortRateModels/twofactormodel.cpp (1.3),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.6),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.4),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.5),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.9),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.6),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.7), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.5),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.7),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.4),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.4),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.5),
	ql/TermStructures/affinetermstructure.hpp (1.7),
	ql/TermStructures/ratehelpers.cpp (1.24):

	parameters renamed arguments (hey, the base class is Arguments,
	isn't it?)

2002-07-16 18:11  Luigi Ballabio

	* ql/: index.hpp (1.9), Indexes/xibor.hpp (1.12):

	Fixed xibor observability

2002-07-12 23:36  stochastix

	* ql/TermStructures/zerospreadedtermstructure.hpp (1.6):

	a call to forward(t,bool) was left from Nando's renaming 2002/06/24

2002-07-12 13:55  stochastix

	* ql/TermStructures/zerospreadedtermstructure.hpp (1.5):

	removed the disappeared calendar() getter

2002-07-11 17:21  Luigi Ballabio

	* Docs/.cvsignore (1.1):

	Some more .cvsignore

2002-07-11 16:52  Luigi Ballabio

	* Examples/BermudanSwaption/.cvsignore (1.1),
	Examples/DiscreteHedging/.cvsignore (1.1),
	Examples/EuropeanOption/.cvsignore (1.1), Examples/Swap/.cvsignore
	(1.1), ql/.cvsignore (1.2):

	Some more cvs ignoring

2002-07-11 16:48  Luigi Ballabio

	* .cvsignore (1.2):

	Ignoring build directory

2002-07-11 16:46  Luigi Ballabio

	* .cvsignore (1.1), ql/.cvsignore (1.1), ql/dataformatters.cpp
	(1.10), ql/dataformatters.hpp (1.8),
	ql/Instruments/vanillaoption.cpp (1.5),
	ql/Pricers/cliquetoption.cpp (1.11),
	ql/TermStructures/affinetermstructure.cpp (1.4),
	ql/TermStructures/compoundforward.cpp (1.15),
	ql/TermStructures/piecewiseflatforward.cpp (1.22):

	Removed warnings

2002-07-10 14:42  Enrico Sirola

	* ql/TermStructures/affinetermstructure.hpp (1.6):

	AffineTermstructure:	* Time maxTime() removed

2002-07-08 09:51  andrelouw

	* ql/Math/: interpolation.hpp (1.12), loglinearinterpolation.hpp
	(1.9):

	Compile warnings fixed.

2002-07-02 17:52  Luigi Ballabio

	* ql/RandomNumbers/randomarraygenerator.hpp (1.10):

	Fixed never-instantiated bug

2002-06-28 14:22  Luigi Ballabio

	* ql/Math/loglinearinterpolation.hpp (1.8):

	Removed warning

2002-06-27 19:06  Luigi Ballabio

	* ql/TermStructures/forwardspreadedtermstructure.hpp (1.5):

	bug fix

2002-06-26 10:00  Luigi Ballabio

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

	Statistics more tolerant

2002-06-25 18:45  Ferdinando Ametrano

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

	re-written in term of underlying linear interpolation Includes a
	safety check that y(x)>0.0, in order to perform LOG(y(x))

2002-06-25 18:35  Ferdinando Ametrano

	* ql/termstructure.hpp (1.24):

	division by zero bug fixed

2002-06-24 18:16  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.19),
	Examples/EuropeanOption/EuropeanOption.cpp (1.24),
	Examples/Swap/swapvaluation.cpp (1.27),
	ql/TermStructures/flatforward.hpp (1.15):

	1) currency_ data member and currency() method removed 2) minTime()
	and minDate() removed, assuming that the minimum time is    always
	t=0.0 at the settlementDate, where discount = 1.0 3) daycounter
	moved to the last position in the constructors' parameters list,
	so to allow for a default value 4) forward(const Date&, bool) and
	forward(Time, bool) renamed    instantaneousForward to avoid
	confusion with forward(Time, Time, bool)    and forward (Date,
	Date, bool) 5) added default implementation of maxTime() in base
	class

2002-06-24 17:48  Ferdinando Ametrano

	* QuantLib.dsp (1.104), QuantLib.mak (1.95),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.18),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.9),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.29),
	Examples/EuropeanOption/EuropeanOption.cpp (1.23),
	Examples/EuropeanOption/EuropeanOption.mak (1.24),
	Examples/Swap/Swap.mak (1.25), ql/termstructure.hpp (1.23),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.5),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.6), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.4),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.6),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.3),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.4),
	ql/TermStructures/affinetermstructure.cpp (1.3),
	ql/TermStructures/affinetermstructure.hpp (1.5),
	ql/TermStructures/compoundforward.cpp (1.14),
	ql/TermStructures/compoundforward.hpp (1.9),
	ql/TermStructures/discountcurve.cpp (1.10),
	ql/TermStructures/discountcurve.hpp (1.8),
	ql/TermStructures/flatforward.hpp (1.14),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.4),
	ql/TermStructures/impliedtermstructure.hpp (1.5),
	ql/TermStructures/piecewiseflatforward.cpp (1.21),
	ql/TermStructures/piecewiseflatforward.hpp (1.20),
	ql/TermStructures/ratehelpers.cpp (1.23),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.4),
	ql/Volatilities/blackvariancecurve.hpp (1.5):

	1) currency_ data member and currency() method removed 2) minTime()
	and minDate() removed, assuming that the minimum time is    always
	t=0.0 at the settlementDate, where discount = 1.0 3) daycounter
	moved to the last position in the constructors' parameters list,
	so to allow for a default value 4) forward(const Date&, bool) and
	forward(Time, bool) renamed    instantaneousForward to avoid
	confusion with forward(Time, Time, bool)    and forward (Date,
	Date, bool) 5) added default implementation of maxTime() in base
	class

2002-06-24 14:01  Luigi Ballabio

	* ql/config.msvc.hpp (1.19):

	Added check for STLPort

2002-06-24 11:59  Luigi Ballabio

	* ql/Volatilities/constantvol.hpp (1.4):

	Removed warning

2002-06-24 11:58  Luigi Ballabio

	* ql/PricingEngines/Makefile.am (1.5):

	fixed file list

2002-06-24 11:57  Luigi Ballabio

	* Examples/: BermudanSwaption/Makefile.am (1.3),
	DiscreteHedging/Makefile.am (1.10), EuropeanOption/Makefile.am
	(1.4), Swap/Makefile.am (1.5):

	Take gcc flags from environment

2002-06-23 16:52  Ferdinando Ametrano

	* ql/: Volatilities/blackvariancecurve.hpp (1.4),
	Volatilities/blackvariancesurface.hpp (1.5),
	Volatilities/constantvol.hpp (1.3), voltermstructure.hpp (1.6):

	minDate() removed

2002-06-22 19:55  Ferdinando Ametrano

	* ql/voltermstructure.hpp (1.5):

	minTime() removed.  Hey, minTime is t==0 !!!

2002-06-22 19:52  Ferdinando Ametrano

	* ql/TermStructures/: discountcurve.cpp (1.9), discountcurve.hpp
	(1.7):

	bugs fixed: 1) as soon as discounts went out of scope the
	interpolation object was left with a dangling pointer.	Fixed using
	discounts_ 2) as soon as dates went out of scope dates_ became a
	dangling pointer.  Fixed copying dates into dates_

2002-06-22 19:31  Ferdinando Ametrano

	* ql/Volatilities/: blackvariancecurve.hpp (1.3),
	blackvariancesurface.hpp (1.4), constantvol.hpp (1.2):

	dayCounter is now the last parameter (with a default value)

2002-06-18 19:52  Ferdinando Ametrano

	* ql/PricingEngines/Makefile.am (1.4),
	ql/PricingEngines/forwardengines.hpp (1.3),
	ql/PricingEngines/forwardperformancevanillaanalyticengine.cpp
	(1.1), ql/PricingEngines/forwardvanillaanalyticengine.cpp (1.1),
	ql/PricingEngines/makefile.mak (1.3),
	ql/PricingEngines/quantoengines.hpp (1.4),
	ql/PricingEngines/quantovanillaanalyticengine.cpp (1.4),
	QuantLib.dsp (1.103), QuantLib.mak (1.94):

	added forward e (forward) performance engines

2002-06-17 11:30  Ferdinando Ametrano

	* ql/quantlib.hpp (1.66):

	added missing file

2002-06-17 11:27  Ferdinando Ametrano

	* ql/Volatilities/Makefile.am (1.4),
	ql/Volatilities/constantvol.hpp (1.1), QuantLib.dsp (1.102),
	QuantLib.mak (1.93):

	added missing file

2002-06-17 11:23  Marco Marchioro

	* ql/: quantlib.hpp (1.65), Volatilities/blackvariancesurface.hpp
	(1.3):

	Little fixes in order to compile

2002-06-16 11:32  Ferdinando Ametrano

	* ql/Volatilities/: blackvariancecurve.hpp (1.2),
	blackvariancesurface.hpp (1.2):

	minTime and maxTime are implemented in the base class underlying
	data member removed

2002-06-16 11:31  Ferdinando Ametrano

	* ql/voltermstructure.hpp (1.4):

	minTime and maxTime are implemented in the base class

2002-06-16 11:29  Ferdinando Ametrano

	* ql/PricingEngines/quantovanillaanalyticengine.cpp (1.3):

	it does work!

2002-06-15 03:30  Ferdinando Ametrano

	* QuantLib.dsp (1.101), QuantLib.mak (1.92), ql/quantlib.hpp
	(1.64), ql/voltermstructure.hpp (1.3), ql/Volatilities/Makefile.am
	(1.3), ql/Volatilities/blackvariancecurve.hpp (1.1),
	ql/Volatilities/blackvariancesurface.hpp (1.1),
	ql/Volatilities/interpolatedblackvol.hpp (1.6):

	vol term structure is working

2002-06-12 14:24  Luigi Ballabio

	* ql/Indexes/: xibor.cpp (1.9), xibor.hpp (1.11):

	added frequency() method

2002-06-12 01:19  Sadruddin Rejeb

	* ql/: Indexes/audlibor.hpp (1.5), Math/lexicographicalview.hpp
	(1.6), MonteCarlo/multipathgenerator.hpp (1.27),
	MonteCarlo/pathgenerator.hpp (1.21),
	RandomNumbers/boxmullergaussianrng.hpp (1.6),
	RandomNumbers/centrallimitgaussianrng.hpp (1.6),
	RandomNumbers/inversecumgaussianrng.hpp (1.3),
	RandomNumbers/randomarraygenerator.hpp (1.9),
	Utilities/combiningiterator.hpp (1.6),
	Utilities/processingiterator.hpp (1.5):

	fixed g++ 3.1 warnings (implicit typename), SIBOR fix

2002-06-11 16:54  Ferdinando Ametrano

	* ql/Volatilities/interpolatedblackvol.hpp (1.5):

	1) pushing further the engine framework. It doesn't work yet 2)
	introducing Black vol surface. It doesn't work yet

	but at least it compiles .. and 1) even run !-)

2002-06-11 15:32  Ferdinando Ametrano

	* Examples/makefile.mak (1.11), ql/option.cpp (1.14),
	ql/voltermstructure.hpp (1.2),
	ql/Instruments/quantovanillaoption.cpp (1.4),
	ql/Instruments/vanillaoption.cpp (1.4),
	ql/Instruments/vanillaoption.hpp (1.4),
	ql/PricingEngines/europeananalyticalengine.cpp (1.3),
	ql/Volatilities/interpolatedblackvol.hpp (1.4):

	1) pushing further the engine framework. It doesn't work yet 2)
	introducing Black vol surface. It doesn't work yet

2002-06-11 11:43  Luigi Ballabio

	* configure.in (1.85), ql/Makefile.am (1.25),
	ql/Instruments/forwardvanillaoption.cpp (1.2),
	ql/Instruments/quantovanillaoption.cpp (1.3),
	ql/Pricers/Makefile.am (1.29), ql/PricingEngines/Makefile.am (1.3):

	How on earth could Borland compile _that_?

2002-06-11 10:18  andrelouw

	* ql/Instruments/swap.hpp (1.10):

	Removed convenience to link to termStructure

2002-06-11 10:14  Ferdinando Ametrano

	* ql/Volatilities/interpolatedblackvol.hpp (1.3):

	1) pushing further the engine framework. It doesn't work yet 2)
	introducing Black vol surface. It doesn't work yet

2002-06-10 22:59  Sadruddin Rejeb

	* ql/: calendar.hpp (1.15), dataparsers.cpp (1.3), dataparsers.hpp
	(1.3), Instruments/swap.hpp (1.9), Math/cubicspline.hpp (1.15),
	Math/linearinterpolation.hpp (1.10),
	Math/loglinearinterpolation.hpp (1.6),
	PricingEngines/discretizedvanillaoption.cpp (1.2),
	TermStructures/compoundforward.cpp (1.13),
	TermStructures/compoundforward.hpp (1.8),
	Utilities/filteringiterator.hpp (1.5),
	Utilities/steppingiterator.hpp (1.5):

	gcc 3.1 compilation warnings, indentation fixes.

2002-06-10 19:34  Ferdinando Ametrano

	* QuantLib.dsp (1.100), QuantLib.mak (1.91),
	Examples/EuropeanOption/EuropeanOption.cpp (1.22):

	1) pushing further the engine framework. It doesn't work yet 2)
	introducing Black vol surface. It doesn't work yet

2002-06-10 19:28  Ferdinando Ametrano

	* ql/: PricingEngines/europeananalyticalengine.cpp (1.2),
	PricingEngines/forwardengines.hpp (1.2),
	PricingEngines/quantoengines.hpp (1.3),
	PricingEngines/quantovanillaanalyticengine.cpp (1.2),
	PricingEngines/vanillaengines.hpp (1.3),
	Volatilities/interpolatedblackvol.hpp (1.2),
	Instruments/quantovanillaoption.cpp (1.2),
	Instruments/vanillaoption.cpp (1.3), option.cpp (1.13):

	1) pushing further the engine framework. It doesn't work yet 2)
	introducing Black vol surface. It doesn't work yet

2002-06-09 22:25  Ferdinando Ametrano

	* QuantLib.dsp (1.99), QuantLib.mak (1.90),
	Examples/EuropeanOption/EuropeanOption.cpp (1.21), ql/Makefile.am
	(1.24), ql/quantlib.hpp (1.63), ql/voltermstructure.hpp (1.1),
	ql/Instruments/Makefile.am (1.11),
	ql/Instruments/forwardvanillaoption.cpp (1.1),
	ql/Instruments/forwardvanillaoption.hpp (1.1),
	ql/Instruments/makefile.mak (1.12), ql/Instruments/quantooption.cpp
	(1.2), ql/Instruments/quantooption.hpp (1.2),
	ql/Instruments/quantovanillaoption.cpp (1.1),
	ql/Instruments/quantovanillaoption.hpp (1.1),
	ql/Instruments/vanillaoption.hpp (1.3),
	ql/PricingEngines/Makefile.am (1.2),
	ql/PricingEngines/discretizedvanillaoption.hpp (1.2),
	ql/PricingEngines/forwardengines.hpp (1.1),
	ql/PricingEngines/genericengine.hpp (1.2),
	ql/PricingEngines/makefile.mak (1.2),
	ql/PricingEngines/quantoengines.hpp (1.2),
	ql/PricingEngines/quantoeuropeananalyticalengine.cpp (1.2),
	ql/PricingEngines/quantovanillaanalyticengine.cpp (1.1),
	ql/PricingEngines/vanillaengines.hpp (1.2),
	ql/Volatilities/interpolatedblackvol.hpp (1.1):

	1) pushing further the engine framework. It doesn't work yet 2)
	introducing Black vol surface. It doesn't work yet

2002-06-07 19:26  Ferdinando Ametrano

	* QuantLib.dsp (1.98), QuantLib.mak (1.89), QuantLib.nsi (1.74),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.8),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.28),
	Examples/EuropeanOption/EuropeanOption.cpp (1.20),
	Examples/EuropeanOption/EuropeanOption.mak (1.23),
	Examples/Swap/Swap.mak (1.24), ql/Makefile.am (1.23),
	ql/argsandresults.hpp (1.7), ql/makefile.mak (1.18), ql/option.cpp
	(1.12), ql/pricingengine.hpp (1.2), ql/quantlib.hpp (1.62),
	ql/Instruments/Makefile.am (1.10), ql/Instruments/makefile.mak
	(1.11), ql/Instruments/quantooption.cpp (1.1),
	ql/Instruments/quantooption.hpp (1.1),
	ql/Instruments/vanillaoption.cpp (1.2),
	ql/Instruments/vanillaoption.hpp (1.2), ql/Pricers/Makefile.am
	(1.28), ql/Pricers/binomialvanillaengine.cpp (1.2),
	ql/Pricers/binomialvanillaengine.hpp (1.2),
	ql/Pricers/europeanengine.cpp (1.7), ql/Pricers/europeanengine.hpp
	(1.7), ql/Pricers/makefile.mak (1.22),
	ql/Pricers/vanillaoptionengine.cpp (1.2),
	ql/Pricers/vanillaoptionengine.hpp (1.2),
	ql/PricingEngines/Makefile.am (1.1),
	ql/PricingEngines/discretizedvanillaoption.cpp (1.1),
	ql/PricingEngines/discretizedvanillaoption.hpp (1.1),
	ql/PricingEngines/europeananalyticalengine.cpp (1.1),
	ql/PricingEngines/europeanbinomialengine.cpp (1.1),
	ql/PricingEngines/genericengine.hpp (1.1),
	ql/PricingEngines/makefile.mak (1.1),
	ql/PricingEngines/quantoengines.hpp (1.1),
	ql/PricingEngines/quantoeuropeananalyticalengine.cpp (1.1),
	ql/PricingEngines/vanillaengines.hpp (1.1):

	Princing_Engine_framework refactoring in progress ....

2002-06-02 15:46  Ferdinando Ametrano

	* ql/: Instruments/plainoption.cpp (1.13),
	Instruments/plainoption.hpp (1.15), Instruments/vanillaoption.cpp
	(1.1), Instruments/vanillaoption.hpp (1.1),
	Pricers/binomialplainoption.cpp (1.4),
	Pricers/binomialplainoption.hpp (1.3):

	1) OptionPricingEngine renamed PricingEngine: it will be used not
	only for     options 2) PlainOption renamed VanillaOption 3)
	Instruments::PlainOptionParameters renamed
	Pricers::VanillaOptionParameters and
	Instruments::PlainOptionResults     renamed
	Pricers::VanillaOptionResults: I see them connected to the
	engine more than to the instrument 4) BinomialVanillaOption renamed
	BinomialVanillaEngine: it's an engine, not     an instrument 5) new
	files for PricingEngine, VanillaOptionEngine, and
	BinomialVanillaEngine

2002-06-02 01:32  Ferdinando Ametrano

	* QuantLib.dsp (1.97), QuantLib.mak (1.88):

	updated

2002-06-02 01:27  Ferdinando Ametrano

	* Examples/EuropeanOption/EuropeanOption.cpp (1.19):

	added analytic pricing engine

2002-06-02 01:06  Ferdinando Ametrano

	* QuantLib.dsp (1.96), QuantLib.mak (1.87), TODO.txt (1.90),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.17),
	Examples/EuropeanOption/EuropeanOption.cpp (1.18), ql/Makefile.am
	(1.22), ql/argsandresults.hpp (1.6), ql/option.cpp (1.11),
	ql/option.hpp (1.11), ql/pricingengine.hpp (1.1), ql/quantlib.hpp
	(1.61), ql/Instruments/Makefile.am (1.9),
	ql/Instruments/capfloor.hpp (1.28), ql/Instruments/makefile.mak
	(1.10), ql/Instruments/plainoption.cpp (1.12),
	ql/Instruments/plainoption.hpp (1.14), ql/Instruments/swaption.cpp
	(1.18), ql/Instruments/swaption.hpp (1.19), ql/Pricers/Makefile.am
	(1.27), ql/Pricers/binomialplainoption.cpp (1.3),
	ql/Pricers/binomialplainoption.hpp (1.2),
	ql/Pricers/binomialvanillaengine.cpp (1.1),
	ql/Pricers/binomialvanillaengine.hpp (1.1),
	ql/Pricers/capfloorpricer.hpp (1.3), ql/Pricers/europeanengine.hpp
	(1.6), ql/Pricers/makefile.mak (1.21),
	ql/Pricers/swaptionpricer.hpp (1.3),
	ql/Pricers/vanillaoptionengine.cpp (1.1),
	ql/Pricers/vanillaoptionengine.hpp (1.1),
	ql/ShortRateModels/calibrationhelper.hpp (1.5),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.5),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.3):

	1) OptionPricingEngine renamed PricingEngine: it will be used not
	only for     options 2) PlainOption renamed VanillaOption 3)
	Instruments::PlainOptionParameters renamed
	Pricers::VanillaOptionParameters and
	Instruments::PlainOptionResults     renamed
	Pricers::VanillaOptionResults: I see them connected to the
	engine more than to the instrument 4) BinomialVanillaOption renamed
	BinomialVanillaEngine: it's an engine, not     an instrument 5) new
	files for PricingEngine, VanillaOptionEngine, and
	BinomialVanillaEngine

2002-06-01 23:44  Ferdinando Ametrano

	* ql/Pricers/fdbsmoption.hpp (1.6):

	unnecessary strong constraints relaxed

2002-06-01 16:10  Ferdinando Ametrano

	* ql/: MonteCarlo/performanceoptionpathpricer.cpp (1.2),
	Pricers/performanceoption.cpp (1.2):

	bug fixed (missing moneyness factor)

2002-05-31 12:44  Luigi Ballabio

	* Makefile.am (1.65):

	Added 'tags' target to Makefile

2002-05-31 12:44  Luigi Ballabio

	* ql/: handle.hpp (1.10), relinkablehandle.hpp (1.10),
	Patterns/observable.hpp (1.11):

	Added Handle::operator==

2002-05-31 12:43  Luigi Ballabio

	* ql/TermStructures/impliedtermstructure.hpp (1.4):

	Removed requirements from constructor

2002-05-24 10:57  andrelouw

	* ql/TermStructures/piecewiseflatforward.cpp (1.20):

	Bug: During discount guessing, if the first instruments given are
	FRA's, without any prior Deposits supplied, there is no
	referenceNode yet (referenceNode() returns 0).	Result: This
	results in a out-of-range exception on discounts_[n-1] ->n being 0!
	Fix: Return 1.0 as discount.

2002-05-24 10:49  andrelouw

	* ql/Instruments/swap.hpp (1.8):

	Added convenience method to link termStructure.

2002-05-24 10:12  Luigi Ballabio

	* ql/TermStructures/flatforward.hpp (1.13):

	FlatForward optionally takes a MarketElement

2002-05-19 22:15  Ferdinando Ametrano

	* ql/: MonteCarlo/Makefile.am (1.17), MonteCarlo/makefile.mak
	(1.11), Pricers/Makefile.am (1.26), Pricers/makefile.mak (1.20):

	added performance option (analytical and Monte Carlo) Added cliquet
	with Monte Carlo.  The last time I use the old option framework, I
	swore ;-)

2002-05-19 17:00  Ferdinando Ametrano

	* ql/Pricers/: cliquetoption.cpp (1.10), cliquetoption.hpp (1.9):

	extended to time dependant parameters

2002-05-19 16:19  Ferdinando Ametrano

	* QuantLib.dsp (1.95), QuantLib.mak (1.86),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.7),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.27),
	Examples/EuropeanOption/EuropeanOption.mak (1.22),
	Examples/Swap/Swap.mak (1.23), ql/quantlib.hpp (1.60),
	ql/MonteCarlo/cliquetoptionpathpricer.cpp (1.1),
	ql/MonteCarlo/cliquetoptionpathpricer.hpp (1.1),
	ql/MonteCarlo/performanceoptionpathpricer.cpp (1.1),
	ql/MonteCarlo/performanceoptionpathpricer.hpp (1.1),
	ql/Pricers/mccliquetoption.cpp (1.1),
	ql/Pricers/mccliquetoption.hpp (1.1),
	ql/Pricers/mcperformanceoption.cpp (1.1),
	ql/Pricers/mcperformanceoption.hpp (1.1),
	ql/Pricers/performanceoption.cpp (1.1),
	ql/Pricers/performanceoption.hpp (1.1):

	added performance option (analytical and Monte Carlo) Added cliquet
	with Monte Carlo.  The last time I use the old option framework, I
	swore ;-)

2002-05-19 16:03  Ferdinando Ametrano

	* ql/Pricers/: cliquetoption.cpp (1.9), cliquetoption.hpp (1.8):

	fixed humongous bugs in value and greeks Added dividendRho and
	moneyness

2002-05-19 15:24  Ferdinando Ametrano

	* ql/Pricers/europeanoption.hpp (1.10):

	beta method goes public

2002-05-19 15:21  Ferdinando Ametrano

	* ql/Instruments/plainoption.hpp (1.13):

	more detailed comment

2002-05-16 16:41  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.20):

	added quick and dirty constructor for deterministic non-constant
	parameters

2002-05-16 16:15  Luigi Ballabio

	* acconfig.h (1.8), configure.in (1.84), ql/config.ansi.hpp (1.10),
	ql/config.bcc.hpp (1.9), ql/config.msvc.hpp (1.18),
	ql/config.mwcw.hpp (1.9), ql/dataparsers.cpp (1.2),
	ql/dataparsers.hpp (1.2), ql/FiniteDifferences/mixedscheme.hpp
	(1.3), ql/Math/loglinearinterpolation.hpp (1.5),
	ql/Math/multivariateaccumulator.cpp (1.13),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.4):

	Added some macros

2002-05-13 18:39  Ferdinando Ametrano

	* Docs/pages/mcarlo.docs (1.9), ql/riskstatistics.hpp (1.9),
	ql/RandomNumbers/rngtypedefs.hpp (1.10):

	style enforced

2002-05-13 14:35  Luigi Ballabio

	* configure.in (1.83):

	Allow passing CXXFLAGS

2002-05-12 20:59  Ferdinando Ametrano

	* TODO.txt (1.89), ql/Pricers/fdamericanoption.hpp (1.5),
	ql/Pricers/fdbsmoption.cpp (1.5), ql/Pricers/fdbsmoption.hpp (1.5),
	ql/Pricers/fdeuropean.cpp (1.7), ql/Pricers/fdmultiperiodoption.cpp
	(1.8), ql/Pricers/fdstepconditionoption.cpp (1.5),
	ql/Pricers/singleassetoption.cpp (1.15),
	ql/Pricers/singleassetoption.hpp (1.15):

	fixed bug in greek re-calculation.  Theta is now provided by
	SingleAssetOption

2002-05-12 03:27  Ferdinando Ametrano

	* TODO.txt (1.88), Examples/BermudanSwaption/BermudanSwaption.mak
	(1.6), Examples/DiscreteHedging/DiscreteHedging.mak (1.26),
	Examples/EuropeanOption/EuropeanOption.mak (1.21),
	Examples/Swap/Swap.mak (1.22):

	updated

2002-05-12 03:11  Ferdinando Ametrano

	* ql/Pricers/: fdeuropean.cpp (1.6), fdmultiperiodoption.cpp (1.7),
	fdstepconditionoption.cpp (1.4):

	fixed bug in theta calculation.  Theta is now computed using
	Black-Scholes equation.  Still to do: clean up FdMultiPeriodOption

2002-05-12 02:41  Ferdinando Ametrano

	* ql/Pricers/fdeuropean.hpp (1.6):

	style enforced

2002-05-12 02:39  Ferdinando Ametrano

	* ql/Pricers/singleassetoption.cpp (1.14):

	fixed bug in rho and dividendRho when the rate=0.0

2002-05-12 02:37  Ferdinando Ametrano

	* QuantLib.dsp (1.94), QuantLib.mak (1.85):

	Visual C++ catching up

2002-05-12 02:36  Ferdinando Ametrano

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

	Visul C++ fix

2002-05-12 02:35  Ferdinando Ametrano

	* Docs/pages/mcarlo.docs (1.8):

	typo fixed

2002-05-10 15:13  Luigi Ballabio

	* TODO.txt (1.87), ql/Math/Makefile.am (1.8), ql/Math/makefile.mak
	(1.7), ql/Math/segmentintegral.cpp (1.9),
	ql/Math/segmentintegral.hpp (1.12):

	Fixed SegmentIntegral

2002-05-09 11:34  Marco Marchioro

	* ql/MonteCarlo/himalayapathpricer.hpp (1.11):

	typo

2002-05-06 14:28  Luigi Ballabio

	* ql/Makefile.am (1.21):

	Removed obsolete file from dist list

2002-05-06 12:17  Luigi Ballabio

	* ql/TermStructures/discountcurve.cpp (1.8):

	Removed gcc warning

2002-05-06 10:26  andrelouw

	* ql/TermStructures/compoundforward.cpp (1.12):

	Changed vector.at() to use operator[] instead.

2002-05-05 02:11  Ferdinando Ametrano

	* Contributors.txt (1.18), History.txt (1.16), News.txt (1.24),
	QuantLib.dsp (1.93), QuantLib.mak (1.84), QuantLib.nsi (1.73),
	configure.in (1.82), Docs/configure.in (1.13), Docs/quantlib.doxy
	(1.54), Docs/pages/authors.docs (1.14), Docs/pages/history.docs
	(1.6), Docs/pages/resources.docs (1.4),
	dev_tools/releaseprocess.txt (1.12), ql/blackmodel.hpp (1.6),
	ql/capvolstructures.hpp (1.3), ql/dataformatters.hpp (1.7),
	ql/date.cpp (1.20), ql/diffusionprocess.hpp (1.14), ql/grid.hpp
	(1.5), ql/instrument.hpp (1.10), ql/makefile.mak (1.17),
	ql/numericalmethod.hpp (1.4), ql/option.hpp (1.10),
	ql/qldefines.hpp (1.41), ql/quantlib.hpp (1.59),
	ql/relinkablehandle.hpp (1.9), ql/swaptionvolstructure.hpp (1.3),
	ql/termstructure.hpp (1.22), ql/CashFlows/cashflowvectors.cpp
	(1.15), ql/FiniteDifferences/tridiagonaloperator.cpp (1.14),
	ql/Indexes/xibormanager.hpp (1.7), ql/Instruments/capfloor.hpp
	(1.27), ql/Lattices/lattice.hpp (1.2), ql/Lattices/tree.hpp (1.15),
	ql/Math/bilinearinterpolation.hpp (1.9),
	ql/Math/chisquaredistribution.hpp (1.2),
	ql/Math/gammadistribution.hpp (1.2),
	ql/Math/linearinterpolation.hpp (1.9),
	ql/Math/normaldistribution.cpp (1.10), ql/Math/riskmeasures.hpp
	(1.7), ql/Math/segmentintegral.hpp (1.11), ql/Math/statistics.hpp
	(1.12), ql/MonteCarlo/multipath.hpp (1.11),
	ql/Optimization/costfunction.hpp (1.12),
	ql/Optimization/problem.hpp (1.3), ql/Patterns/observable.hpp
	(1.10), ql/Pricers/discretegeometricapo.cpp (1.7),
	ql/Pricers/discretegeometricaso.cpp (1.7),
	ql/Pricers/fdmultiperiodoption.cpp (1.6),
	ql/Pricers/treecapfloor.hpp (1.11), ql/Pricers/treeswaption.hpp
	(1.13), ql/ShortRateModels/calibrationhelper.hpp (1.4),
	ql/ShortRateModels/model.hpp (1.8),
	ql/ShortRateModels/onefactormodel.hpp (1.6),
	ql/ShortRateModels/parameter.hpp (1.3),
	ql/TermStructures/affinetermstructure.hpp (1.4):

	R000300f0-branch-merge1 merged into trunk

2002-05-05 00:55  Ferdinando Ametrano

	* News.txt (1.23), Readme.txt (1.17), dev_tools/releaseprocess.txt
	(1.11):

	updated

2002-05-05 00:47  Ferdinando Ametrano

	* QuantLib.nsi (1.71.2.3), dev_tools/releaseprocess.txt (1.9.18.4):

	added missing BermudanSwaption example fixed distributed
	documentation

2002-05-03 11:07  andrelouw

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.16),
	Examples/Swap/swapvaluation.cpp (1.26),
	ql/TermStructures/ratehelpers.cpp (1.22),
	ql/TermStructures/ratehelpers.hpp (1.20):

	Modified SwapRateHelper to accept TimeUnit when constructing.
	Modified existing examples to use new constructors.

2002-05-03 10:59  andrelouw

	* ql/: Makefile.am (1.20), dataparsers.cpp (1.1), dataparsers.hpp
	(1.1), date.cpp (1.19):

	Added preliminary parsing of input data.  Handles basic English
	parsing of Period-strings.  Still needs to incorporate locale
	dependant parsing.

2002-05-02 10:57  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.9.18.3):

	updated

2002-05-02 10:50  Ferdinando Ametrano

	* QuantLib.mak (1.80.2.1), Docs/pages/mcarlo.docs (1.5.18.3),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.4.2.1),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.24.2.1),
	Examples/EuropeanOption/EuropeanOption.mak (1.19.2.1),
	Examples/Swap/Swap.mak (1.20.4.1), dev_tools/releaseprocess.txt
	(1.9.18.2):

	updated

2002-05-02 10:29  Ferdinando Ametrano

	* Docs/pages/mcarlo.docs (1.7):

	typo fixed

2002-05-02 10:25  Ferdinando Ametrano

	* Docs/pages/mcarlo.docs (1.5.18.2):

	typo fixed

2002-05-02 10:21  Ferdinando Ametrano

	* ql/: blackmodel.hpp (1.5.4.1), capvolstructures.hpp (1.2.4.1),
	dataformatters.hpp (1.6.4.1), date.cpp (1.16.4.1),
	diffusionprocess.hpp (1.13.2.1), grid.hpp (1.4.4.1), instrument.hpp
	(1.9.14.1), numericalmethod.hpp (1.3.2.1), option.hpp (1.9.14.1),
	relinkablehandle.hpp (1.8.6.1), swaptionvolstructure.hpp (1.2.4.1),
	CashFlows/cashflowvectors.cpp (1.13.4.1),
	FiniteDifferences/tridiagonaloperator.cpp (1.13.12.1),
	Indexes/xibormanager.hpp (1.6.12.1), Instruments/capfloor.hpp
	(1.26.4.1), Lattices/lattice.hpp (1.1.2.1), Lattices/tree.hpp
	(1.14.2.1), Math/bilinearinterpolation.hpp (1.7.4.1),
	Math/chisquaredistribution.hpp (1.1.4.1),
	Math/gammadistribution.hpp (1.1.4.1), Math/linearinterpolation.hpp
	(1.7.4.1), Math/riskmeasures.hpp (1.5.16.1),
	Math/segmentintegral.hpp (1.10.16.1), Math/statistics.hpp
	(1.11.16.1), MonteCarlo/multipath.hpp (1.10.16.1),
	Optimization/costfunction.hpp (1.11.4.1), Optimization/problem.hpp
	(1.2.4.1), Patterns/observable.hpp (1.9.4.1),
	Pricers/discretegeometricapo.cpp (1.6.16.1),
	Pricers/discretegeometricaso.cpp (1.6.16.1),
	Pricers/treecapfloor.hpp (1.10.2.1), Pricers/treeswaption.hpp
	(1.12.2.1), ShortRateModels/calibrationhelper.hpp (1.3.4.1),
	ShortRateModels/model.hpp (1.7.2.1),
	ShortRateModels/onefactormodel.hpp (1.5.2.1),
	ShortRateModels/parameter.hpp (1.2.4.1),
	TermStructures/affinetermstructure.hpp (1.2.2.1):

	pruned redundant inclusions

2002-05-02 09:48  Ferdinando Ametrano

	* Docs/pages/history.docs (1.5.16.2):

	updated

2002-05-02 09:44  Ferdinando Ametrano

	* News.txt (1.22.4.1):

	updated

2002-05-02 00:04  Ferdinando Ametrano

	* Docs/pages/mcarlo.docs (1.5.18.1), ql/Math/normaldistribution.cpp
	(1.8.2.1), ql/Math/normaldistribution.hpp (1.9.2.1),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.4.16.1),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.4.16.1),
	Docs/pages/mcarlo.docs (1.6), ql/Math/normaldistribution.cpp (1.9),
	ql/Math/normaldistribution.hpp (1.10),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.5),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.5):

	typos fixed

2002-05-01 23:58  Ferdinando Ametrano

	* TODO.txt (1.86):

	updated

2002-04-30 19:27  Ferdinando Ametrano

	* Docs/pages/history.docs (1.5.16.1), dev_tools/releaseprocess.txt
	(1.9.18.1):

	history updated

2002-04-30 19:23  Ferdinando Ametrano

	* History.txt (1.15.22.1):

	release date added

2002-04-30 19:20  Ferdinando Ametrano

	* ChangeLog.txt (1.25.2.1):

	updated

2002-04-30 13:48  andrelouw

	* ql/TermStructures/: compoundforward.cpp (1.11),
	compoundforward.hpp (1.7):

	Some -pedantic/good practice refactoring

2002-04-30 10:36  Luigi Ballabio

	* ql/TermStructures/compoundforward.cpp (1.10):

	Quick fix to compile under VC++

2002-04-30 09:34  Ferdinando Ametrano

	* Contributors.txt (1.17.4.1), Docs/pages/authors.docs (1.13.4.1),
	ql/Calendars/london.cpp (1.8.16.1), ql/Calendars/london.cpp (1.9):

	UK bank holidays fix.  Thanks to Jon Davidson

2002-04-30 08:39  andrelouw

	* ql/TermStructures/: compoundforward.cpp (1.9),
	compoundforward.hpp (1.6):

	Changed to inherit fm DiscountStructure - use top level
	zeroYieldImpl and forwardImpl.	Fix potential problem with
	improperly initialized iterators.

2002-04-30 08:34  andrelouw

	* ql/date.hpp (1.17):

	Period(std::string&) changed to explicit.

2002-04-29 17:27  Mario Aleppo

	* ql/CashFlows/cashflowvectors.cpp (1.14):

	The payment date could be after the end of the accrual period

2002-04-29 17:23  andrelouw

	* ql/TermStructures/discountcurve.cpp (1.7):

	Additional error specification.

2002-04-29 17:16  Mario Aleppo

	* ql/CashFlows/: shortfloatingcoupon.hpp (1.5), coupon.hpp (1.10),
	fixedratecoupon.hpp (1.12), floatingratecoupon.cpp (1.13),
	floatingratecoupon.hpp (1.20), shortfloatingcoupon.cpp (1.5):

	The payment date could be after the end of the accrual period

2002-04-26 17:23  Ferdinando Ametrano

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

	formatting

2002-04-26 16:45  Ferdinando Ametrano

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

	warning avoided

2002-04-26 16:40  Ferdinando Ametrano

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

	warning avoided

2002-04-26 16:03  Ferdinando Ametrano

	* ql/: Math/bilinearinterpolation.hpp (1.8), Math/cubicspline.hpp
	(1.14), Math/interpolation.hpp (1.9), Math/interpolation2D.hpp
	(1.8), Math/linearinterpolation.hpp (1.8),
	Math/loglinearinterpolation.hpp (1.4), Pricers/fddividendoption.cpp
	(1.5), TermStructures/compoundforward.cpp (1.8),
	TermStructures/discountcurve.cpp (1.6),
	Volatilities/capflatvolvector.hpp (1.2),
	Volatilities/swaptionvolmatrix.hpp (1.6):

	moved allowExtrapolation from constructors to () operators

2002-04-25 20:28  Ferdinando Ametrano

	* ql/termstructure.hpp (1.19.6.1):

	bug fixed

2002-04-25 20:22  Ferdinando Ametrano

	* QuantLib.mak (1.83), TODO.txt (1.85),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.15),
	Examples/EuropeanOption/EuropeanOption.cpp (1.17),
	Examples/Swap/swapvaluation.cpp (1.25), ql/termstructure.hpp
	(1.21), ql/TermStructures/affinetermstructure.cpp (1.2),
	ql/TermStructures/affinetermstructure.hpp (1.3),
	ql/TermStructures/discountcurve.cpp (1.5),
	ql/TermStructures/discountcurve.hpp (1.6),
	ql/TermStructures/flatforward.hpp (1.12),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.3),
	ql/TermStructures/impliedtermstructure.hpp (1.3),
	ql/TermStructures/piecewiseflatforward.cpp (1.19),
	ql/TermStructures/piecewiseflatforward.hpp (1.19),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.3):

	{calendar, settlementDays} replaced by settlementDate refactoring
	of DiscountCurve constructor

2002-04-24 20:03  Ferdinando Ametrano

	* ql/TermStructures/: forwardspreadedtermstructure.hpp (1.2),
	impliedtermstructure.hpp (1.2), zerospreadedtermstructure.hpp
	(1.2):

	ImpliedTermStructure, ZeroSpreadedTermStructure,
	ForwardSpreadedTermStructure moved under QuantLib::TermStructures
	namespace

2002-04-24 18:02  Ferdinando Ametrano

	* ql/TermStructures/: discountcurve.cpp (1.4), discountcurve.hpp
	(1.5), piecewiseflatforward.hpp (1.18):

	- added 2 new methodsto DiscountCurve:		  const
	std::vector<Date>& dates() const;	     const
	std::vector<Time>& times() const; - required sorted dates and
	decreasing discount factors in the constructor of   DiscountCurve -
	added documentation

2002-04-24 17:13  Ferdinando Ametrano

	* QuantLib.dsp (1.92), TODO.txt (1.84),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.5),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.25),
	Examples/EuropeanOption/EuropeanOption.mak (1.20),
	Examples/Swap/Swap.mak (1.21), ql/quantlib.hpp (1.58),
	ql/termstructure.hpp (1.20), ql/TermStructures/Makefile.am (1.9),
	ql/TermStructures/discountcurve.cpp (1.3),
	ql/TermStructures/discountcurve.hpp (1.4),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.1),
	ql/TermStructures/impliedtermstructure.hpp (1.1),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.1):

	- moved ImpliedTermStructure, ZeroSpreadedTermStructure,
	ForwardSpreadedTermStructure out of termstructure.hpp into their
	own files.  - added discrete time forward methods to TermStructure:
	  //! discrete forward rate between two dates	Rate forward(const
	Date&, const Date&, bool extrapolate = false) const;   //! discrete
	forward rate between two times	 Rate forward(Time, Time, bool
	extrapolate = false) const; - removed forwardImpl and zeroYieldImpl
	from DiscountCurve.    Now DiscountCurve uses these methods as
	inherited by DiscountStructure	- improved documentation

2002-04-23 18:06  Ferdinando Ametrano

	* QuantLib.mak (1.82), QuantLib.dsp (1.91):

	config.decc.hpp removed

2002-04-23 12:09  Luigi Ballabio

	* ql/TermStructures/: compoundforward.cpp (1.7),
	compoundforward.hpp (1.5):

	Removed a few unnecessary consts and forward variable declarations

2002-04-23 11:42  Luigi Ballabio

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

	Assigned copyright to Andre

2002-04-23 07:18  andrelouw

	* ql/TermStructures/compoundforward.cpp (1.6):

	Fixed up some logic to check that bootstrapping from at least
	compounding.

2002-04-22 19:04  Luigi Ballabio

	* ql/: config.ansi.hpp (1.9), config.bcc.hpp (1.8), config.decc.hpp
	(1.8), config.msvc.hpp (1.17), config.mwcw.hpp (1.8):

	More autoconfiscated time functions and types

2002-04-22 18:56  Luigi Ballabio

	* acconfig.h (1.7), acinclude.m4 (1.4), configure.in (1.81),
	ql/date.cpp (1.18), ql/date.hpp (1.16):

	More autoconfiscated time functions and types

2002-04-22 18:29  andrelouw

	* ql/TermStructures/compoundforward.cpp (1.5):

	Changed if (Size a >= 0) to (currCnt == 0) to satisfy Borland.

2002-04-22 16:31  Luigi Ballabio

	* ql/: solver1d.cpp (1.8), solver1d.hpp (1.8),
	Pricers/jamshidianswaption.cpp (1.11),
	Pricers/singleassetoption.cpp (1.13), Solvers1D/bisection.cpp
	(1.6), Solvers1D/bisection.hpp (1.6), Solvers1D/brent.cpp (1.7),
	Solvers1D/brent.hpp (1.6), Solvers1D/falseposition.cpp (1.6),
	Solvers1D/falseposition.hpp (1.6), Solvers1D/newton.cpp (1.6),
	Solvers1D/newton.hpp (1.6), Solvers1D/newtonsafe.cpp (1.7),
	Solvers1D/newtonsafe.hpp (1.7), Solvers1D/ridder.cpp (1.6),
	Solvers1D/ridder.hpp (1.6), Solvers1D/secant.cpp (1.6),
	Solvers1D/secant.hpp (1.6):

	Renamed Solver1D::lowBound and hiBound

2002-04-22 15:46  andrelouw

	* ql/TermStructures/: compoundforward.cpp (1.4),
	compoundforward.hpp (1.4), discountcurve.cpp (1.2),
	discountcurve.hpp (1.3):

	Mod to licensing comment (copyright).

2002-04-22 14:38  Ferdinando Ametrano

	* ql/: Math/loglinearinterpolation.hpp (1.2),
	TermStructures/compoundforward.hpp (1.3),
	TermStructures/discountcurve.hpp (1.2):

	catching up with Andre's commit

2002-04-22 14:27  Ferdinando Ametrano

	* QuantLib.mak (1.81), ql/TermStructures/Makefile.am (1.8),
	ql/TermStructures/compoundforward.cpp (1.3),
	ql/TermStructures/makefile.mak (1.8), ql/Math/Makefile.am (1.7):

	catching up with Andre's commit

2002-04-22 14:25  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.10):

	added gotcha

2002-04-22 13:10  andrelouw

	* ql/TermStructures/: compoundforward.cpp (1.2),
	compoundforward.hpp (1.2):

	Added standard QuantLib licensing comment.

2002-04-22 12:53  Marco Marchioro

	* ql/Pricers/fdmultiperiodoption.cpp (1.5.16.1):

	bug fixed

2002-04-22 12:30  andrelouw

	* QuantLib.dsp (1.90):

	Added LogLinearInterpolation, DiscountCurve TermStructure and
	CompoundForward TermStructure

2002-04-22 12:23  andrelouw

	* ql/: quantlib.hpp (1.57), Math/loglinearinterpolation.hpp (1.1),
	TermStructures/Makefile.am (1.7),
	TermStructures/compoundforward.cpp (1.1),
	TermStructures/compoundforward.hpp (1.1),
	TermStructures/discountcurve.cpp (1.1),
	TermStructures/discountcurve.hpp (1.1):

	Add DiscountCurve TermStructure, CompoundForward TermStructure,
	LogLinear interpolation.

2002-04-22 12:20  andrelouw

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

	Advance calendar using a Period instance.

2002-04-22 12:18  andrelouw

	* ql/: date.cpp (1.17), date.hpp (1.15):

	Added populating Period from std::string.  String built up from 2
	parts, number and identifier. Identifier being one of 'D' for
	Days,'W' for Weeks,'M' for Months,'Y' for Years. Number being the
	amount of the units. E.g "1D" being 1 Days, "6M" being 6 Months
	etc...

2002-04-22 09:39  Ferdinando Ametrano

	* Docs/pages/resources.docs (1.3.18.1):

	typo fixed

2002-04-21 23:20  Ferdinando Ametrano

	* QuantLib.nsi (1.71.2.2), configure.in (1.79.2.2),
	Docs/configure.in (1.11.2.2), Docs/quantlib.doxy (1.52.2.2),
	dev_tools/version_number.txt (1.25.2.2), ql/qldefines.hpp
	(1.39.2.2):

	version number up

2002-04-21 22:36  Ferdinando Ametrano

	* QuantLib.nsi (1.71.2.1), configure.in (1.79.2.1),
	Docs/configure.in (1.11.2.1), Docs/quantlib.doxy (1.52.2.1),
	dev_tools/version_number.txt (1.25.2.1), ql/qldefines.hpp
	(1.39.2.1):

	version number up

2002-04-21 22:26  Ferdinando Ametrano

	* QuantLib.nsi (1.72), configure.in (1.80), Docs/configure.in
	(1.12), Docs/quantlib.doxy (1.53), dev_tools/version_number.txt
	(1.26), ql/qldefines.hpp (1.40):

	version number up

2002-04-21 21:35  Ferdinando Ametrano

	* ChangeLog.txt (1.25):

	updated

2002-04-19 03:35  Sadruddin Rejeb

	* Docs/: Makefile.am (1.48), makefile.mak (1.31),
	quantlibheader.html (1.14), userman.tex (1.5), pages/Makefile.am
	(1.5), pages/fixedincome.docs (1.6), pages/lattices.docs (1.1):

	Adding a page for lattice methods.

2002-04-18 12:45  Luigi Ballabio

	* ql/history.hpp (1.10):

	Added null History::Entry

2002-04-18 12:41  Luigi Ballabio

	* ql/: config.msvc.hpp (1.16), qldefines.hpp (1.39):

	Visual C++ .Net hack

2002-04-18 12:27  Luigi Ballabio

	* ql/: config.msvc.hpp (1.15), qldefines.hpp (1.38):

	Visual C++ .Net hack

2002-04-17 00:07  Ferdinando Ametrano

	* ql/Math/: normaldistribution.cpp (1.8), normaldistribution.hpp
	(1.9):

	fixed bug in Moro's Inverse Cumulative Normal Distribution.  Now it
	is the default InvCumNormDist

2002-04-17 00:05  Ferdinando Ametrano

	* ChangeLog.txt (1.24):

	updated

2002-04-16 11:20  andrelouw

	* TODO.txt (1.83):

	test commit to see what kind of problem Andre is having

2002-04-15 11:59  Sadruddin Rejeb

	* ql/diffusionprocess.hpp (1.13):

	Fixed BSM process

2002-04-15 09:45  Ferdinando Ametrano

	* ql/Lattices/bsmlattice.cpp (1.2):

	fixed CRR and JR inversion

2002-04-15 09:27  Ferdinando Ametrano

	* QuantLib.dsp (1.89), QuantLib.dsw (1.6), QuantLib.mak (1.80),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.4),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.24),
	Examples/EuropeanOption/EuropeanOption.mak (1.19),
	ql/Pricers/binomialplainoption.cpp (1.2):

	MS VC++ catching up

2002-04-15 06:31  Sadruddin Rejeb

	* ql/: Lattices/makefile.mak (1.13), Pricers/makefile.mak (1.19):

	Update makefile.mak files.

2002-04-15 06:06  Sadruddin Rejeb

	* Examples/EuropeanOption/EuropeanOption.cpp (1.16):

	Added binomial method pricing (JR & CRR).

2002-04-15 06:04  Sadruddin Rejeb

	* ql/: diffusionprocess.hpp (1.12), exercise.hpp (1.15),
	numericalmethod.hpp (1.3), quantlib.hpp (1.56),
	Instruments/swaption.cpp (1.17), Lattices/Makefile.am (1.7),
	Lattices/binomialtree.cpp (1.4), Lattices/binomialtree.hpp (1.4),
	Lattices/bsmlattice.cpp (1.1), Lattices/bsmlattice.hpp (1.1),
	Lattices/column.hpp (1.3), Lattices/lattice.cpp (1.1),
	Lattices/lattice.hpp (1.1), Lattices/lattice2d.cpp (1.1),
	Lattices/lattice2d.hpp (1.1), Lattices/tree.cpp (1.14),
	Lattices/tree.hpp (1.14), Lattices/trinomialtree.cpp (1.11),
	Lattices/trinomialtree.hpp (1.6), Lattices/twodimensionaltree.cpp
	(1.2), Lattices/twodimensionaltree.hpp (1.2), Pricers/Makefile.am
	(1.25), Pricers/binomialplainoption.cpp (1.1),
	Pricers/binomialplainoption.hpp (1.1), Pricers/capfloorpricer.cpp
	(1.3), Pricers/capfloorpricer.hpp (1.2), Pricers/swaptionpricer.cpp
	(1.2), Pricers/swaptionpricer.hpp (1.2), Pricers/treecapfloor.cpp
	(1.15), Pricers/treecapfloor.hpp (1.10), Pricers/treeswaption.cpp
	(1.18), Pricers/treeswaption.hpp (1.12), ShortRateModels/model.hpp
	(1.7), ShortRateModels/onefactormodel.cpp (1.5),
	ShortRateModels/onefactormodel.hpp (1.5),
	ShortRateModels/twofactormodel.cpp (1.2),
	ShortRateModels/twofactormodel.hpp (1.3),
	ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.2),
	ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.4),
	ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.3),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.8),
	ShortRateModels/OneFactorModels/coxingersollross.hpp (1.7),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp (1.4),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp (1.5),
	ShortRateModels/OneFactorModels/hullwhite.cpp (1.3),
	ShortRateModels/OneFactorModels/hullwhite.hpp (1.5),
	TermStructures/affinetermstructure.hpp (1.2):

	Refactoring of lattice framework binomial pricer for european
	stock-options (example) Documentation enhancement

2002-04-13 14:09  Luigi Ballabio

	* ql/config.msvc.hpp (1.14):

	More .Net

2002-04-12 22:05  Luigi Ballabio

	* ql/config.msvc.hpp (1.13):

	Tentative fix for VC++.Net

2002-04-12 14:47  Luigi Ballabio

	* ql/Calendars/johannesburg.cpp (1.2):

	Taking Saturday off

2002-04-11 13:40  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.9.16.1):

	warning added

2002-04-10 11:52  Ferdinando Ametrano

	* QuantLib.nsi (1.71), configure.in (1.79), Docs/configure.in
	(1.11), Docs/quantlib.doxy (1.52), dev_tools/version_number.txt
	(1.25), ql/qldefines.hpp (1.37):

	version number up

2002-04-09 12:48  Ferdinando Ametrano

	* makefile.mak (1.32), ql/Math/normaldistribution.cpp (1.7),
	ql/Math/normaldistribution.hpp (1.8):

	Moro is not the default Inverse Cumulative normal distribution
	anymore

2002-04-09 11:16  Ferdinando Ametrano

	* ChangeLog.txt (1.23):

	updated

2002-04-09 09:36  Ferdinando Ametrano

	* Docs/pages/authors.docs (1.13):

	updated Dirk status

2002-04-08 11:00  Sadruddin Rejeb

	* ql/Math/chisquaredistribution.cpp (1.3):

	Fixed warning.

2002-04-08 10:14  Ferdinando Ametrano

	* ChangeLog.txt (1.22):

	updated

2002-04-08 09:47  Ferdinando Ametrano

	* ChangeLog.txt (1.21):

	updated

2002-04-08 09:35  Ferdinando Ametrano

	* ql/: Math/normaldistribution.cpp (1.6),
	Math/normaldistribution.hpp (1.7),
	RandomNumbers/inversecumgaussianrng.hpp (1.2),
	RandomNumbers/rngtypedefs.hpp (1.9):

	added Moro's inverse cumulative normal distribution approximation

2002-04-04 11:53  Luigi Ballabio

	* ql/: config.msvc.hpp (1.12), qldefines.hpp (1.36),
	CashFlows/floatingratecoupon.hpp (1.19), Indexes/audlibor.hpp
	(1.4), Indexes/cadlibor.hpp (1.5), Indexes/chflibor.hpp (1.3),
	Indexes/euribor.hpp (1.9), Indexes/gbplibor.hpp (1.9),
	Indexes/jpylibor.hpp (1.4), Indexes/usdlibor.hpp (1.9),
	Indexes/xibor.cpp (1.8), Indexes/xibor.hpp (1.10),
	Indexes/zarlibor.hpp (1.3),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.4),
	TermStructures/ratehelpers.cpp (1.21):

	Added optional day count to libor indexes

2002-04-03 13:15  Ferdinando Ametrano

	* QuantLib.dsp (1.88), QuantLib.mak (1.79),
	ql/TermStructures/makefile.mak (1.7):

	MS VS and Borland: added missing files

2002-04-03 12:40  Luigi Ballabio

	* ql/RandomNumbers/: knuthuniformrng.cpp (1.5), knuthuniformrng.hpp
	(1.8):

	Added sentinel at 100

2002-04-03 11:07  Luigi Ballabio

	* ql/Indexes/xibor.hpp (1.9):

	missing inline added

2002-04-03 08:59  Ferdinando Ametrano

	* Examples/Swap/Makefile.am (1.4):

	lowered optimization level in order to compile it under cygwin/gcc

2002-04-03 01:35  Sadruddin Rejeb

	* ql/: grid.hpp (1.4), Instruments/swaption.cpp (1.16),
	Instruments/swaption.hpp (1.18), Math/chisquaredistribution.cpp
	(1.2), Optimization/armijo.hpp (1.12), Optimization/constraint.hpp
	(1.4), Optimization/leastsquare.hpp (1.17),
	Optimization/linesearch.hpp (1.11), Optimization/method.hpp (1.2),
	Optimization/problem.hpp (1.2), Optimization/simplex.hpp (1.7),
	Optimization/steepestdescent.hpp (1.12),
	Pricers/analyticalcapfloor.cpp (1.13), Pricers/capfloorpricer.cpp
	(1.2), ShortRateModels/calibrationhelper.hpp (1.3),
	ShortRateModels/model.cpp (1.6), ShortRateModels/model.hpp (1.6),
	ShortRateModels/onefactormodel.hpp (1.4),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.7),
	ShortRateModels/OneFactorModels/coxingersollross.hpp (1.6),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp (1.3),
	ShortRateModels/OneFactorModels/vasicek.cpp (1.3),
	ShortRateModels/OneFactorModels/vasicek.hpp (1.4),
	ShortRateModels/TwoFactorModels/g2.hpp (1.3),
	TermStructures/Makefile.am (1.6),
	TermStructures/affinetermstructure.cpp (1.1),
	TermStructures/affinetermstructure.hpp (1.1):

	Bugfixes, plus new TermStructure class based on affine model.

2002-04-02 18:24  Luigi Ballabio

	* ql/: CashFlows/cashflowvectors.cpp (1.13),
	CashFlows/cashflowvectors.hpp (1.12), CashFlows/coupon.hpp (1.9),
	CashFlows/fixedratecoupon.hpp (1.11),
	CashFlows/floatingratecoupon.cpp (1.12),
	CashFlows/floatingratecoupon.hpp (1.18),
	CashFlows/shortfloatingcoupon.cpp (1.4),
	CashFlows/shortfloatingcoupon.hpp (1.4), Indexes/audlibor.hpp
	(1.3), Indexes/cadlibor.hpp (1.4), Indexes/chflibor.hpp (1.2),
	Indexes/euribor.hpp (1.8), Indexes/gbplibor.hpp (1.8),
	Indexes/jpylibor.hpp (1.3), Indexes/usdlibor.hpp (1.8),
	Indexes/xibor.cpp (1.7), Indexes/xibor.hpp (1.8),
	Indexes/zarlibor.hpp (1.2), Instruments/simpleswap.cpp (1.18),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.3),
	TermStructures/ratehelpers.cpp (1.20):

	Removed some redundancy from Xibor/FloatingCoupon/TermStructure
	interaction

2002-03-31 23:08  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.14):

	formatting, fixing typos and requesting comments

2002-03-31 23:02  Ferdinando Ametrano

	* ql/: exercise.hpp (1.14), grid.hpp (1.3), riskstatistics.hpp
	(1.8), Lattices/tree.hpp (1.13):

	formatting, fixing typos and requesting comments

2002-03-28 18:06  Ferdinando Ametrano

	* Examples/Swap/: Swap.dsp (1.3), Swap.mak (1.20):

	added browsing info to MS VC projects

2002-03-28 13:20  Ferdinando Ametrano

	* QuantLib.mak (1.78),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.13),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.3),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.23),
	Examples/EuropeanOption/EuropeanOption.mak (1.18),
	Examples/Swap/Swap.mak (1.19):

	updating MS VC makefiles

2002-03-28 11:25  Sadruddin Rejeb

	* configure.in (1.78):

	No comment.

2002-03-28 11:09  Sadruddin Rejeb

	* configure.in (1.77),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.12),
	ql/Optimization/armijo.cpp (1.11),
	ql/ShortRateModels/onefactormodel.cpp (1.4),
	ql/ShortRateModels/onefactormodel.hpp (1.3),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.6),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.5),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.2),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.4), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.2),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.4),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.2),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.3),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.2):

	Solved X-File 365478: missing inline method implementations (CIR)
	are back.  A few fixes and clean-ups.

2002-03-28 10:18  Luigi Ballabio

	* ql/CashFlows/cashflowvectors.hpp (1.11):

	VC++ couldn't digest the default argument

2002-03-28 09:26  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.11),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.3):

	commented out methods without implementation 1)
	ShortRateModels::ExtendedCoxIngersollRoss::generateParameters() 2)
	ShortRateModels::ExtendedCoxIngersollRoss::dynamics()

2002-03-28 00:35  Sadruddin Rejeb

	* Docs/pages/fixedincome.docs (1.5), ql/blackmodel.hpp (1.5),
	ql/diffusionprocess.hpp (1.11), ql/exercise.hpp (1.13),
	ql/Instruments/capfloor.hpp (1.26), ql/Instruments/swaption.hpp
	(1.17), ql/Lattices/column.hpp (1.2), ql/Lattices/tree.hpp (1.12),
	ql/Lattices/trinomialtree.hpp (1.5), ql/Optimization/constraint.hpp
	(1.3), ql/ShortRateModels/calibrationhelper.hpp (1.2),
	ql/ShortRateModels/model.cpp (1.5), ql/ShortRateModels/model.hpp
	(1.5), ql/ShortRateModels/onefactormodel.cpp (1.3),
	ql/ShortRateModels/onefactormodel.hpp (1.2),
	ql/ShortRateModels/parameter.hpp (1.2),
	ql/ShortRateModels/twofactormodel.hpp (1.2),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.2),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.4),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.2), ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.3),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.2):

	Updated documentation (1st pass)

2002-03-27 18:10  Luigi Ballabio

	* ql/: CashFlows/cashflowvectors.cpp (1.12),
	CashFlows/cashflowvectors.hpp (1.10),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.2):

	Made cash flow vector builders into functions

2002-03-27 12:31  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.24):

	rates formatted with 4 digits

2002-03-27 12:26  Ferdinando Ametrano

	* ql/TermStructures/ratehelpers.cpp (1.19):

	switched to fairRate()

2002-03-27 11:45  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.10),
	Examples/Swap/swapvaluation.cpp (1.23),
	ql/Instruments/simpleswap.hpp (1.23):

	added fairSpread() to simpleSwap

2002-03-27 10:55  Ferdinando Ametrano

	* Examples/: BermudanSwaption/BermudanSwaption.cpp (1.9),
	Swap/swapvaluation.cpp (1.22):

	switched to fairRate()

2002-03-27 10:54  Ferdinando Ametrano

	* ql/Instruments/simpleswap.hpp (1.22):

	moved spread)( under inspectors, since it is an inspector method
	and it does not provide a result

2002-03-27 10:48  Sadruddin Rejeb

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.8):

	ITM swaption value is now higher than an ATM one.

2002-03-27 10:25  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.7):

	fixed ATM swaption so that it is really ATM added ITM swaption:
	there is a problem here

2002-03-27 10:03  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.6):

	added HW numerical calibration

2002-03-26 15:24  Ferdinando Ametrano

	* makefile.mak (1.31):

	check and inst targets dependent on the primary target (quantlib)

2002-03-26 11:05  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.5),
	ql/array.hpp (1.10), ql/dataformatters.cpp (1.9),
	ql/dataformatters.hpp (1.6), ql/date.cpp (1.16), ql/date.hpp
	(1.14):

	Added ArrayFormatter and moved a couple of operator<<

2002-03-26 11:04  Luigi Ballabio

	* ql/Optimization/: conjugategradient.cpp (1.12), costfunction.hpp
	(1.11):

	Removed output

2002-03-26 10:32  Luigi Ballabio

	* ql/: calendar.cpp (1.8), dataformatters.cpp (1.8), date.cpp
	(1.15), date.hpp (1.13), option.cpp (1.10), solver1d.cpp (1.7),
	Pricers/europeanengine.cpp (1.6),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.5):

	The hunt for global variables

2002-03-26 10:06  Luigi Ballabio

	* ql/MonteCarlo/pagodapathpricer.cpp (1.12):

	Leftover #include removed

2002-03-25 19:45  Ferdinando Ametrano

	* ChangeLog.txt (1.20):

	updated

2002-03-25 19:18  Ferdinando Ametrano

	* QuantLib.nsi (1.70):

	Borland and MS VC++ catching up with the latest commit

2002-03-25 18:00  Ferdinando Ametrano

	* QuantLib.dsp (1.87), QuantLib.mak (1.77):

	now compiles with MS VC++

2002-03-25 16:38  Ferdinando Ametrano

	* ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.3):

	ConxIngersollRoss::Dynamics public

2002-03-25 15:10  Sadruddin Rejeb

	* ql/ShortRateModels/: model.cpp (1.4),
	OneFactorModels/blackkarasinski.cpp (1.3):

	Bugfix. BermudanSwaption should run now...

2002-03-25 14:47  Ferdinando Ametrano

	* ql/ShortRateModels/OneFactorModels/: coxingersollross.cpp (1.3),
	coxingersollross.cpp (1.4):

	MS VC small fix

2002-03-25 13:00  Luigi Ballabio

	* ql/: blackmodel.hpp (1.4), Pricers/blackcapfloor.cpp (1.7),
	Pricers/blackswaption.cpp (1.5):

	Refixed BlackModel::formula the other way around

2002-03-25 12:52  Luigi Ballabio

	* makefile.mak (1.30), ql/blackmodel.hpp (1.3):

	Fixed BlackModel::formula

2002-03-25 11:41  Sadruddin Rejeb

	* ql/: Lattices/trinomialtree.cpp (1.10), ShortRateModels/model.cpp
	(1.3), ShortRateModels/onefactormodel.cpp (1.2),
	ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.2),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.2),
	ShortRateModels/OneFactorModels/coxingersollross.hpp (1.2):

	Removed warnings and verbose.

2002-03-25 11:10  Luigi Ballabio

	* ql/: blackmodel.hpp (1.2), makefile.mak (1.16),
	Math/gammadistribution.cpp (1.2), Math/makefile.mak (1.6),
	Pricers/makefile.mak (1.18), ShortRateModels/model.hpp (1.4),
	ShortRateModels/OneFactorModels/hullwhite.hpp (1.2):

	Compiles and links under bcc

2002-03-25 10:12  Ferdinando Ametrano

	* QuantLib.mak (1.76), Examples/makefile.mak (1.10),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.4):

	Borland and MS VC++ catching up with the latest commit Welcome back
	Sad

2002-03-25 10:01  Ferdinando Ametrano

	* QuantLib.dsp (1.86), QuantLib.mak (1.75), makefile.mak (1.29),
	Examples/Examples.dsw (1.5),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.2),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.22),
	Examples/EuropeanOption/EuropeanOption.mak (1.17),
	Examples/Swap/Swap.mak (1.18), ql/makefile.mak (1.15),
	ql/Lattices/makefile.mak (1.12), ql/ShortRateModels/model.hpp
	(1.3), ql/ShortRateModels/TwoFactorModels/g2.cpp (1.2):

	Borland and MS VC++ catching up with the latest commit Welcome back
	Sad

2002-03-25 09:45  Sadruddin Rejeb

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

	small fix

2002-03-25 09:38  Sadruddin Rejeb

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.2),
	ql/ShortRateModels/model.cpp (1.2), ql/ShortRateModels/model.hpp
	(1.2):

	Small fix

2002-03-25 09:10  Sadruddin Rejeb

	* ql/: makefile.mak (1.14), Lattices/makefile.mak (1.11),
	Pricers/makefile.mak (1.17), ShortRateModels/makefile.mak (1.2):

	Updated makefile.mak files

2002-03-25 08:22  Sadruddin Rejeb

	* ql/Lattices/: Makefile.am (1.6), twodimensionaltree.cpp (1.1),
	twodimensionaltree.hpp (1.1):

	Added missing files

2002-03-25 01:09  Sadruddin Rejeb

	* ql/Math/: chisquaredistribution.cpp (1.1),
	chisquaredistribution.hpp (1.1), gammadistribution.cpp (1.1),
	gammadistribution.hpp (1.1):

	Added non-central chi-square distribution function.

2002-03-25 00:59  Sadruddin Rejeb

	* configure.in (1.76), Docs/pages/fixedincome.docs (1.4),
	Docs/pages/instruments.docs (1.5), Docs/pages/math.docs (1.6),
	Examples/Makefile.am (1.15), Examples/makefile.mak (1.9),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.1),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.1),
	Examples/BermudanSwaption/BermudanSwaption.mak (1.1),
	Examples/BermudanSwaption/Makefile.am (1.1),
	Examples/BermudanSwaption/ReadMe.txt (1.1),
	Examples/BermudanSwaption/makefile.mak (1.1):

	Added Bermudan Swaption example and updated docs

2002-03-25 00:53  Sadruddin Rejeb

	* ql/: Makefile.am (1.19), blackmodel.hpp (1.1),
	diffusionprocess.hpp (1.10), exercise.hpp (1.12), grid.hpp (1.2),
	makefile.mak (1.13), numericalmethod.hpp (1.2), quantlib.hpp
	(1.55), FiniteDifferences/onefactoroperator.cpp (1.11),
	FiniteDifferences/onefactoroperator.hpp (1.11),
	Instruments/capfloor.cpp (1.25), Instruments/capfloor.hpp (1.25),
	Instruments/swaption.cpp (1.15), Instruments/swaption.hpp (1.16),
	Lattices/Makefile.am (1.5), Lattices/binomialtree.cpp (1.3),
	Lattices/binomialtree.hpp (1.3), Lattices/column.hpp (1.1),
	Lattices/makefile.mak (1.10), Lattices/node.hpp (1.11),
	Lattices/tree.cpp (1.13), Lattices/tree.hpp (1.11),
	Lattices/trinomialtree.cpp (1.9), Lattices/trinomialtree.hpp (1.4),
	Math/Makefile.am (1.6), Optimization/Makefile.am (1.5),
	Optimization/armijo.cpp (1.10), Optimization/armijo.hpp (1.11),
	Optimization/conjugategradient.cpp (1.11),
	Optimization/conjugategradient.hpp (1.10),
	Optimization/constraint.hpp (1.2), Optimization/criteria.hpp (1.9),
	Optimization/leastsquare.hpp (1.16), Optimization/linesearch.hpp
	(1.10), Optimization/method.hpp (1.1), Optimization/optimizer.hpp
	(1.12), Optimization/problem.hpp (1.1), Optimization/simplex.cpp
	(1.5), Optimization/simplex.hpp (1.6),
	Optimization/steepestdescent.cpp (1.10),
	Optimization/steepestdescent.hpp (1.11), Pricers/Makefile.am
	(1.24), Pricers/analyticalcapfloor.hpp (1.8),
	Pricers/blackcapfloor.cpp (1.6), Pricers/blackcapfloor.hpp (1.4),
	Pricers/blackswaption.cpp (1.4), Pricers/blackswaption.hpp (1.2),
	Pricers/capfloorpricer.cpp (1.1), Pricers/capfloorpricer.hpp (1.1),
	Pricers/jamshidianswaption.cpp (1.10),
	Pricers/jamshidianswaption.hpp (1.8), Pricers/swaptionpricer.cpp
	(1.1), Pricers/swaptionpricer.hpp (1.1), Pricers/treecapfloor.cpp
	(1.14), Pricers/treecapfloor.hpp (1.9), Pricers/treeswaption.cpp
	(1.17), Pricers/treeswaption.hpp (1.11),
	ShortRateModels/Makefile.am (1.1),
	ShortRateModels/calibrationhelper.cpp (1.1),
	ShortRateModels/calibrationhelper.hpp (1.1),
	ShortRateModels/makefile.mak (1.1), ShortRateModels/model.cpp
	(1.1), ShortRateModels/model.hpp (1.1),
	ShortRateModels/onefactormodel.cpp (1.1),
	ShortRateModels/onefactormodel.hpp (1.1),
	ShortRateModels/parameter.hpp (1.1),
	ShortRateModels/twofactormodel.cpp (1.1),
	ShortRateModels/twofactormodel.hpp (1.1),
	ShortRateModels/CalibrationHelpers/Makefile.am (1.1),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.1),
	ShortRateModels/CalibrationHelpers/caphelper.hpp (1.1),
	ShortRateModels/CalibrationHelpers/makefile.mak (1.1),
	ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.1),
	ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.1),
	ShortRateModels/OneFactorModels/Makefile.am (1.1),
	ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.1),
	ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.1),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.1),
	ShortRateModels/OneFactorModels/coxingersollross.hpp (1.1),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp (1.1),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp (1.1),
	ShortRateModels/OneFactorModels/hullwhite.cpp (1.1),
	ShortRateModels/OneFactorModels/hullwhite.hpp (1.1),
	ShortRateModels/OneFactorModels/makefile.mak (1.1),
	ShortRateModels/OneFactorModels/vasicek.cpp (1.1),
	ShortRateModels/OneFactorModels/vasicek.hpp (1.1),
	ShortRateModels/TwoFactorModels/Makefile.am (1.1),
	ShortRateModels/TwoFactorModels/g2.cpp (1.1),
	ShortRateModels/TwoFactorModels/g2.hpp (1.1),
	ShortRateModels/TwoFactorModels/makefile.mak (1.1):

	In brief, restructured lattice implementation, renamed
	InterestRateModelling to ShortRateModels, moved pricing stuff for
	Swaption and CapFloor to Pricers/, removed Optimization prefix in a
	few optimization classes (the namespace is sufficient, no?) and a
	few fixes here and there.

2002-03-23 22:01  Ferdinando Ametrano

	* ChangeLog.txt (1.19):

	updated

2002-03-22 17:29  Luigi Ballabio

	* Examples/Swap/swapvaluation.cpp (1.21):

	Fixed errors in cutting and pasting :)

2002-03-21 18:03  Ferdinando Ametrano

	* ql/: makefile.mak (1.12), Calendars/makefile.mak (1.8),
	CashFlows/makefile.mak (1.6), DayCounters/makefile.mak (1.6),
	FiniteDifferences/makefile.mak (1.6), Indexes/makefile.mak (1.5),
	Instruments/makefile.mak (1.9), Lattices/makefile.mak (1.9),
	Math/makefile.mak (1.5), MonteCarlo/makefile.mak (1.10),
	Optimization/makefile.mak (1.5), Pricers/makefile.mak (1.16),
	RandomNumbers/makefile.mak (1.5), Solvers1D/makefile.mak (1.5),
	TermStructures/makefile.mak (1.6):

	improved parametrization of debug trailing identifier in Borland
	makefiles

2002-03-21 16:35  Ferdinando Ametrano

	* dev_tools/newdeveloperintro.txt (1.5):

	updated

2002-03-21 15:48  Ferdinando Ametrano

	* QuantLib.nsi (1.69), Examples/DiscreteHedging/DiscreteHedging.mak
	(1.21), Examples/EuropeanOption/EuropeanOption.mak (1.16),
	Examples/Swap/Swap.mak (1.17):

	removed project dependencies: they make makefile not portable

2002-03-21 09:10  Ferdinando Ametrano

	* TODO.txt (1.82):

	updated

2002-03-20 17:36  Ferdinando Ametrano

	* ql/: makefile.mak (1.11), Calendars/makefile.mak (1.7),
	CashFlows/makefile.mak (1.5), DayCounters/makefile.mak (1.5),
	FiniteDifferences/makefile.mak (1.5), Indexes/makefile.mak (1.4),
	Instruments/makefile.mak (1.8), Lattices/makefile.mak (1.8),
	Math/makefile.mak (1.4), MonteCarlo/makefile.mak (1.9),
	Optimization/makefile.mak (1.4), Pricers/makefile.mak (1.15),
	RandomNumbers/makefile.mak (1.4), Solvers1D/makefile.mak (1.4),
	TermStructures/makefile.mak (1.5):

	removed useless BCC_LIBS from Borland makefile(s)

2002-03-20 10:23  Ferdinando Ametrano

	* Contributors.txt (1.17), Docs/pages/authors.docs (1.12),
	ql/DayCounters/actualactual.cpp (1.14):

	bug fixed in ActualActual::ActActAFBImpl::yearFraction thanks to
	James Battle

2002-03-19 18:12  Luigi Ballabio

	* Docs/Makefile.am (1.47):

	Increased memory for LaTeX runs

2002-03-19 18:10  Luigi Ballabio

	* ql/Pricers/: blackcapfloor.cpp (1.5), blackcapfloor.hpp (1.3):

	Factored out a bit of code

2002-03-19 16:31  Ferdinando Ametrano

	* ql/: quantlib.hpp (1.54), RandomNumbers/rngtypedefs.hpp (1.8):

	sobol reference removed

2002-03-19 12:32  Luigi Ballabio

	* Docs/pages/authors.docs (1.11):

	Obfuscated mail addresses in html output

2002-03-19 09:24  Ferdinando Ametrano

	* QuantLib.mak (1.74), Examples/DiscreteHedging/DiscreteHedging.mak
	(1.20), Examples/EuropeanOption/EuropeanOption.mak (1.15),
	Examples/Swap/Swap.mak (1.16):

	updated

2002-03-18 10:46  Mario Aleppo

	* ql/DayCounters/actualactual.cpp (1.13):

	Better error message

2002-03-15 15:16  Luigi Ballabio

	* ql/: Instruments/capfloor.cpp (1.24), Instruments/capfloor.hpp
	(1.24), Pricers/blackcapfloor.cpp (1.4):

	Added treatment of expired and started caplets/floorlets

2002-03-15 10:46  Luigi Ballabio

	* ql/: capvolstructures.hpp (1.2), swaptionvolstructure.hpp (1.2):

	inline missing

2002-03-15 09:23  Ferdinando Ametrano

	* QuantLib.dsp (1.85), Examples/DiscreteHedging/DiscreteHedging.mak
	(1.19), Examples/EuropeanOption/EuropeanOption.mak (1.14),
	Examples/Swap/Swap.mak (1.15):

	MS VC++ project updated

2002-03-15 09:04  Ferdinando Ametrano

	* Docs/pages/usage.docs (1.7):

	typo fixed

2002-03-14 18:39  Luigi Ballabio

	* ql/: Makefile.am (1.18), capvolstructures.hpp (1.1),
	forwardvolsurface.hpp (1.6), quantlib.hpp (1.53),
	swaptionvolstructure.hpp (1.1), swaptionvolsurface.hpp (1.12),
	Volatilities/Makefile.am (1.2), Volatilities/capflatvolvector.hpp
	(1.1), Volatilities/swaptionvolmatrix.hpp (1.5):

	Reorganized vol structures

2002-03-14 16:51  Mario Aleppo

	* ql/Math/multivariateaccumulator.cpp (1.12):

	Bug fixed

2002-03-14 15:08  Luigi Ballabio

	* ql/: CashFlows/coupon.hpp (1.8), Instruments/capfloor.cpp (1.23),
	Instruments/capfloor.hpp (1.23), Pricers/blackcapfloor.cpp (1.3),
	Pricers/blackcapfloor.hpp (1.2):

	Fine-tuned Black cap/floor

2002-03-14 09:49  Ferdinando Ametrano

	* ChangeLog.txt (1.18):

	updated

2002-03-13 16:40  Luigi Ballabio

	* ql/: Instruments/simpleswap.cpp (1.17),
	Instruments/simpleswap.hpp (1.21), Instruments/swaption.cpp (1.14),
	Instruments/swaption.hpp (1.15), Pricers/blackswaption.cpp (1.3),
	Pricers/europeanengine.cpp (1.5):

	Fine tuning of Black swaption

2002-03-12 11:55  Ferdinando Ametrano

	* ql/: Math/bilinearinterpolation.hpp (1.7), Math/cubicspline.hpp
	(1.13), Math/interpolation.hpp (1.8), Math/interpolation2D.hpp
	(1.7), Math/linearinterpolation.hpp (1.7),
	Pricers/fddividendoption.cpp (1.4),
	Volatilities/swaptionvolmatrix.hpp (1.4):

	added allowExtrapolation parameter to interpolaton classes, it has
	no default value yet

	In swaptionvolmatrix it is hard-coded to false: is it OK Luigi? In
	fddividendoption it is hard-coded to true: is it OK Marco?

2002-03-11 15:07  Luigi Ballabio

	* ql/: date.cpp (1.14), date.hpp (1.12), swaptionvolsurface.hpp
	(1.11), Volatilities/swaptionvolmatrix.hpp (1.3):

	Swaption vol matrix defined in terms of Period

2002-03-11 10:27  Ferdinando Ametrano

	* Contributors.txt (1.16), Docs/pages/authors.docs (1.10),
	ql/MonteCarlo/basketpathpricer.cpp (1.17):

	Basket Option bug fixing thanks to Toyin Akin

2002-03-11 10:18  Ferdinando Ametrano

	* QuantLib.nsi (1.68):

	added missing folders

2002-03-08 15:21  Luigi Ballabio

	* ql/: swaptionvolsurface.hpp (1.10),
	Volatilities/swaptionvolmatrix.hpp (1.2):

	Using day counter in Swaption volatility surface

2002-03-07 18:04  Sadruddin Rejeb

	* ql/Instruments/: capfloor.cpp (1.22), capfloor.hpp (1.22):

	Removed requirement of FloatingRateCouponVector

2002-03-07 16:28  Sadruddin Rejeb

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

	Simplification of SimpleSwap

2002-03-07 15:06  Luigi Ballabio

	* 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/TermStructures/ratehelpers.cpp (1.18):

	SimpleSwap made a bit simpler

2002-03-06 18:58  Ferdinando Ametrano

	* QuantLib.dsp (1.84), QuantLib.mak (1.73):

	added volatility files

2002-03-06 18:38  Ferdinando Ametrano

	* ql/Math/: bilinearinterpolation.hpp (1.6), interpolation2D.hpp
	(1.6):

	working on bilinear interpolation

2002-03-06 17:47  Luigi Ballabio

	* 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 16:19  Ferdinando Ametrano

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

	added missing files

2002-03-06 15:59  Ferdinando Ametrano

	* ql/Patterns/observable.hpp (1.9):

	MS VC++ fix

2002-03-06 12:53  Luigi Ballabio

	* ql/Instruments/: capfloor.hpp (1.21), swaption.hpp (1.13):

	Removed a couple of unnecessary destructors (~Observer will take
	care of unregistering)

2002-03-06 12:44  Sadruddin Rejeb

	* ql/Pricers/: analyticalcapfloor.cpp (1.12), blackcapfloor.cpp
	(1.2):

	Added collar type to CapFloor.

2002-03-06 12:41  Luigi Ballabio

	* ql/Math/: bilinearinterpolation.hpp (1.5), interpolation2D.hpp
	(1.5):

	Fixed bilinear interpolation

2002-03-06 12:10  Sadruddin Rejeb

	* ql/Instruments/: capfloor.cpp (1.21), capfloor.hpp (1.20):

	Fixed bug and added Collar instrument.

2002-03-06 09:34  Sadruddin Rejeb

	* News.txt (1.22):

	Corrected news items.

2002-03-06 08:33  Sadruddin Rejeb

	* ql/Pricers/makefile.mak (1.14):

	Added missing files to makefiles

2002-03-06 08:16  Sadruddin Rejeb

	* ql/: 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), 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 18:47  Ferdinando Ametrano

	* News.txt (1.21):

	updated

2002-03-05 18:32  Ferdinando Ametrano

	* ChangeLog.txt (1.17):

	updated

2002-03-05 18:30  Ferdinando Ametrano

	* QuantLib.nsi (1.67), 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 17:58  Luigi Ballabio

	* 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),
	MonteCarlo/pathpricer.hpp (1.11), Patterns/observable.hpp (1.8),
	TermStructures/piecewiseflatforward.cpp (1.18),
	TermStructures/piecewiseflatforward.hpp (1.17),
	TermStructures/ratehelpers.cpp (1.17),
	TermStructures/ratehelpers.hpp (1.19):

	Implemented QuEP 8 and 10

2002-03-05 17:55  Ferdinando Ametrano

	* QuantLib.nsi (1.66), 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 17:11  Ferdinando Ametrano

	* ChangeLog.txt (1.16):

	updated

2002-03-05 16:59  Ferdinando Ametrano

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

	working on bilinear interpolation

2002-03-05 16:36  Ferdinando Ametrano

	* ql/Math/interpolation2D.hpp (1.4):

	working on bilinear interpolation

2002-03-05 13:30  Sadruddin Rejeb

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

	QL_FLOORification continued...

2002-03-05 13:29  Sadruddin Rejeb

	* 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 12:52  Sadruddin Rejeb

	* ql/Math/interpolation2D.hpp (1.3):

	Fixed compilation with "g++ -pedantic"

2002-03-05 12:31  Sadruddin Rejeb

	* ql/Lattices/trinomialtree.cpp (1.6):

	will this make it work under VC++?

2002-03-05 09:24  Ferdinando Ametrano

	* ql/Lattices/trinomialtree.cpp (1.5), ql/Optimization/makefile.mak
	(1.3), QuantLib.dsp (1.82), 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 03:19  Sadruddin Rejeb

	* ql/Lattices/Makefile.am (1.4):

	Added missing included file

2002-03-05 02:39  Sadruddin Rejeb

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

	replaced fixedincome.docs

2002-03-05 02:37  Sadruddin Rejeb

	* Docs/pages/fixedincome.docs (1.2):

	removed (for a few minutes) fixedincome.docs

2002-03-05 02:31  Sadruddin Rejeb

	* Docs/pages/optimization.docs (1.2):

	removed optimization page (should be included in Math, like
	Sovers1D, no?)

2002-03-05 02:14  Sadruddin Rejeb

	* 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 02:10  Sadruddin Rejeb

	* 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), 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 18:24  Luigi Ballabio

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

	Fixed comment

2002-03-04 18:24  Luigi Ballabio

	* ql/swaptionvolsurface.hpp (1.7):

	Spread as market element

2002-03-01 18:10  Ferdinando Ametrano

	* 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 17:48  Ferdinando Ametrano

	* 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 17:08  Luigi Ballabio

	* 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 16:18  Ferdinando Ametrano

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

	added bilinear interpolation (not working yet)

2002-03-01 15:17  Ferdinando Ametrano

	* QuantLib.dsp (1.81), 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):

	added bilinear interpolation (not working yet)

2002-03-01 15:13  Ferdinando Ametrano

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

	improved comment

2002-03-01 15:12  Ferdinando Ametrano

	* dev_tools/newdeveloperintro.txt (1.4):

	improved

2002-02-27 09:16  Luigi Ballabio

	* ql/Utilities/combiningiterator.hpp (1.5):

	Added missing 'typename'

2002-02-26 15:09  Ferdinando Ametrano

	* dev_tools/firewall.txt (1.1):

	a note about the firewall settings to access quantlib at sf.net

2002-02-26 13:15  Ferdinando Ametrano

	* ql/FiniteDifferences/: mixedscheme.hpp (1.2),
	tridiagonaloperator.cpp (1.13):

	Successive Over Relaxation does work! Not used yet, we need to
	refactor our free boundary condition framework

2002-02-26 11:30  Marco Marchioro

	* ql/: 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 11:30  Marco Marchioro

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

	daycount revised

2002-02-26 10:11  Ferdinando Ametrano

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

	2 warnings added

2002-02-25 11:17  Matteo Gallivanoni

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

	missing entry

2002-02-22 17:50  Ferdinando Ametrano

	* dev_tools/newdeveloperintro.txt (1.3):

	more readable

2002-02-22 17:37  Ferdinando Ametrano

	* 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 16:21  Sadruddin Rejeb

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

	Fixed typo

2002-02-21 18:27  Ferdinando Ametrano

	* QuantLib.dsp (1.79), QuantLib.mak (1.69), ql/quantlib.hpp (1.48),
	ql/Lattices/makefile.mak (1.7):

	catching up with Sad commit, but it doesn't work with VC++ yet.
	Where is ParameterImplementation ?

2002-02-21 18:02  Sadruddin Rejeb

	* ql/asset.hpp (1.10):

	Small fix.

2002-02-21 17:22  Sadruddin Rejeb

	* ql/Lattices/: binomialtree.cpp (1.1), binomialtree.hpp (1.1):

	Added BinomialTree class (still incomplete)

2002-02-21 17:11  Sadruddin Rejeb

	* ql/: Makefile.am (1.15), 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), 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 10:57  Ferdinando Ametrano

	* ql/daycounter.hpp (1.14):

	DayCount enumeration removed

2002-02-20 14:54  Ferdinando Ametrano

	* dev_tools/newdeveloperintro.txt (1.2):

	typo fixed

2002-02-19 11:39  Luigi Ballabio

	* Docs/Makefile.am (1.45):

	Switched to Doxygen 1.2.14 (fixes PDF cropping problem)

2002-02-19 11:34  Luigi Ballabio

	* Docs/: README.txt (1.18), makefile.mak (1.29), quantlib.doxy
	(1.47):

	Switched to Doxygen 1.2.14 (fixes PDF cropping problem)

2002-02-19 11:33  Luigi Ballabio

	* ql/Indexes/: xibormanager.cpp (1.6), xibormanager.hpp (1.6):

	Added method to return tags

2002-02-18 15:33  Ferdinando Ametrano

	* 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 15:29  Ferdinando Ametrano

	* ql/Calendars/tokyo.cpp (1.2):

	borland warning removed

2002-02-18 15:26  Ferdinando Ametrano

	* ql/daycounter.hpp (1.13):

	added dayConters enumeration

2002-02-18 15:25  Ferdinando Ametrano

	* ql/DayCounters/actualactual.hpp (1.13):

	changed name string for output

2002-02-18 15:24  Ferdinando Ametrano

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

	more comments

2002-02-15 19:06  Sadruddin Rejeb

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

	Sorted files...

2002-02-15 19:03  Sadruddin Rejeb

	* ql/Calendars/Makefile.am (1.9):

	(Re)fixed compilation problem under Linux.

2002-02-15 17:41  Marco Marchioro

	* QuantLib.dsp (1.77), 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 17:31  Sadruddin Rejeb

	* ql/Calendars/Makefile.am (1.7):

	fixed compiling problem on linux

2002-02-15 16:05  Marco Marchioro

	* ql/Calendars/Makefile.am (1.6), ql/Calendars/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 16:04  Marco Marchioro

	* 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 20:44  Ferdinando Ametrano

	* 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 19:18  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.20):

	version number up

2002-02-11 18:42  Marco Marchioro

	* ChangeLog.txt (1.15), QuantLib.nsi (1.63), 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 11:08  Mario Aleppo

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

	Bug fixed

2002-02-11 11:08  Mario Aleppo

	* ql/Lattices/timegrid.hpp (1.11):

	MS VC++ catching up with Sad's commit

2002-02-08 20:33  Ferdinando Ametrano

	* ql/Lattices/makefile.mak (1.6):

	Borland command line compiler catching up with Sad's commit

2002-02-08 20:26  Ferdinando Ametrano

	* ql/Optimization/: conjugategradient.cpp (1.10),
	steepestdescent.cpp (1.9):

	Borland command line compiler catching up with Sad's commit

2002-02-08 20:14  Ferdinando Ametrano

	* ql/Optimization/makefile.mak (1.2):

	Borland command line compiler catching up with Sad's commit

2002-02-08 20:10  Ferdinando Ametrano

	* QuantLib.dsp (1.75), 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 17:39  Enrico Sirola

	* ql/Optimization/: powell.cpp (1.2), simplex.hpp (1.2):

	#include <vector> added

2002-02-08 15:48  Sadruddin Rejeb

	* ql/: quantlib.hpp (1.43), CashFlows/floatingratecoupon.hpp
	(1.15), Instruments/capfloor.cpp (1.16), Instruments/capfloor.hpp
	(1.16), Instruments/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 15:46  Sadruddin Rejeb

	* ql/Optimization/: Makefile.am (1.3), armijo.cpp (1.9), armijo.hpp
	(1.10), conjugategradient.cpp (1.9), conjugategradient.hpp (1.9),
	constraint.hpp (1.1), costfunction.hpp (1.8), criteria.hpp (1.8),
	leastsquare.hpp (1.14), linesearch.hpp (1.9), 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 15:41  Sadruddin Rejeb

	* 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 15:37  Sadruddin Rejeb

	* 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 05:46  Sadruddin Rejeb

	* 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 17:23  Marco Marchioro

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

	Improved error message

2002-02-01 17:23  Marco Marchioro

	* ql/DayCounters/actualactual.cpp (1.12):

	Added case not handled by algorithm

2002-02-01 14:40  Luigi Ballabio

	* ql/DayCounters/actualactual.cpp (1.11):

	Somewhat improved error message

2002-01-31 23:15  Ferdinando Ametrano

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

	typo fixed

2002-01-31 11:54  Luigi Ballabio

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

	Added accruedAmount() to coupons

2002-01-31 03:14  Ferdinando Ametrano

	* 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 15:55  Luigi Ballabio

	* 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 12:56  Luigi Ballabio

	* ql/Instruments/plainoption.cpp (1.9):

	More strict validation

2002-01-29 17:39  Ferdinando Ametrano

	* 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 13:09  Luigi Ballabio

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

	Added partially disabled short floating coupon

2002-01-28 12:44  Luigi Ballabio

	* QuantLib.dsp (1.73), ql/quantlib.hpp (1.40),
	ql/RandomNumbers/Makefile.am (1.4),
	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 10:48  Luigi Ballabio

	* ql/TermStructures/: piecewiseflatforward.cpp (1.17),
	piecewiseflatforward.hpp (1.16):

	Added dates() and times() to PiecewiseFlatForward

2002-01-21 15:40  Ferdinando Ametrano

	* Docs/configure.in (1.4), dev_tools/version_number.txt (1.18):

	version number up to a5

2002-01-21 13:20  Luigi Ballabio

	* Docs/Makefile.am (1.43):

	Increased TeX settings

2002-01-17 13:35  Luigi Ballabio

	* Docs/Makefile.am (1.42):

	Increased buffer size

2002-01-17 13:09  Mario Aleppo

	* ql/Math/: multivariateaccumulator.hpp (1.11),
	multivariateaccumulator.cpp (1.11):

	Added Correlation Matrix method

2002-01-16 17:23  Ferdinando Ametrano

	* 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 17:05  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.16):

	updated

2002-01-16 16:51  Ferdinando Ametrano

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

	new license and copyright notice Nicolas copyright

2002-01-16 16:48  Ferdinando Ametrano

	* Docs/pages/usage.docs (1.6), ql/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/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 16:38  Ferdinando Ametrano

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

	docs typo fixed

2002-01-16 15:43  Ferdinando Ametrano

	* ql/argsandresults.hpp (1.5), ql/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 15:40  Ferdinando Ametrano

	* 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/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 15:38  Luigi Ballabio

	* 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 13:26  Sadruddin Rejeb

	* ql/option.cpp (1.7):

	added setupEngine in setPricingEngine (can be useful)

2002-01-16 12:32  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.15):

	added trailing -cvs to version identifier

2002-01-16 12:07  Ferdinando Ametrano

	* QuantLib.nsi (1.60), configure.in (1.66), Docs/quantlib.doxy
	(1.44):

	added tariling -cvs to version identifier

2002-01-16 11:16  Ferdinando Ametrano

	* ChangeLog.txt (1.13):

	updated

2002-01-15 17:33  Ferdinando Ametrano

	* ql/makefile.mak (1.9):

	Borland C++: page size up to 512 in DEBUG mode

2002-01-15 15:14  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.14):

	updated

2002-01-15 15:09  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.13):

	updated

2002-01-15 13:49  Ferdinando Ametrano

	* QuantLib.dsp (1.72), QuantLib.mak (1.61):

	changed MS VC++ PDB settings

2002-01-15 13:17  Ferdinando Ametrano

	* 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 12:27  Luigi Ballabio

	* 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 12:22  Ferdinando Ametrano

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

	new license and copyright notice

2002-01-15 11:41  Marco Marchioro

	* QuantLib.dsp (1.70), 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 10:04  Ferdinando Ametrano

	* Docs/makefile.mak (1.26):

	workaround for dot bug

2002-01-14 15:47  Ferdinando Ametrano

	* Docs/README.txt (1.15):

	typo fixed

2002-01-14 12:51  Ferdinando Ametrano

	* QuantLib.nsi (1.59):

	updated to NSIS 1.93

2002-01-13 14:21  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.18):

	QL_FABS() used instead of abs()

2002-01-11 17:01  Ferdinando Ametrano

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

	fixed Borland compilation

2002-01-11 16:42  Matteo Gallivanoni

	* 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), 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 15:50  Ferdinando Ametrano

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

	cleaning up documentation

2002-01-11 15:41  Ferdinando Ametrano

	* Docs/pages/license.docs (1.9):

	wrong links removed

2002-01-11 15:25  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.12):

	version number up to 0.3.0a4

2002-01-11 13:21  Ferdinando Ametrano

	* QuantLib.nsi (1.58), 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 11:39  Ferdinando Ametrano

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

	new copyright and license agreement

2002-01-11 11:26  Ferdinando Ametrano

	* Readme.txt (1.15):

	new copyright and license agreement

2002-01-11 10:27  Ferdinando Ametrano

	* LICENSE.TXT (1.9), Docs/pages/license.docs (1.7):

	new copyright and license agreement

2002-01-10 17:22  Ferdinando Ametrano

	* ChangeLog.txt (1.12):

	updated

2002-01-10 17:06  Ferdinando Ametrano

	* Docs/pages/coreclasses.docs (1.4):

	wrong links removed

2002-01-10 17:05  Ferdinando Ametrano

	* Docs/pages/license.docs (1.6):

	new copyright and license agreement

2002-01-10 17:02  Ferdinando Ametrano

	* Docs/pages/usage.docs (1.4):

	wrong links removed

2002-01-10 15:56  Ferdinando Ametrano

	* Authors.txt (1.9), Contributors.txt (1.15),
	Docs/pages/authors.docs (1.8):

	new copyright and license agreement

2002-01-10 15:55  Sadruddin Rejeb

	* ql/: exercise.hpp (1.7), FiniteDifferences/onefactoroperator.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),
	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 15:48  Ferdinando Ametrano

	* LICENSE.TXT (1.8), Examples/DiscreteHedging/DiscreteHedging.cpp
	(1.10), Examples/EuropeanOption/EuropeanOption.cpp (1.14):

	new copyright and license agreement

2002-01-10 15:16  Ferdinando Ametrano

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

	new copyright and license agreement

2002-01-10 15:08  Ferdinando Ametrano

	* QuantLib.mak (1.58):

	updated

2002-01-10 12:40  Ferdinando Ametrano

	* ql/array.hpp (1.7):

	typo/bug fixed

2002-01-10 11:58  Ferdinando Ametrano

	* ql/Pricers/treecapfloor.cpp (1.5):

	gcc warning avoided

2002-01-10 11:15  Luigi Ballabio

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

	Added exp() guard for alpha

2002-01-09 14:36  Ferdinando Ametrano

	* TODO.txt (1.78):

	updated

2002-01-09 14:21  Ferdinando Ametrano

	* Docs/pages/utilities.docs (1.4):

	added iterators sketched documentation

2002-01-09 13:47  Ferdinando Ametrano

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

	documentation clean up

2002-01-09 13:14  Ferdinando Ametrano

	* QuantLib.nsi (1.57):

	Added TwoFactorModel dir

2002-01-09 12:16  Ferdinando Ametrano

	* LICENSE.TXT (1.7), Examples/DiscreteHedging/DiscreteHedging.cpp
	(1.9), Examples/EuropeanOption/EuropeanOption.cpp (1.13):

	new copyright and license agreement

2002-01-09 09:05  Luigi Ballabio

	* ql/: asset.hpp (1.4), 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 19:34  Adolfo Benin

	* ql/: constraint.hpp (1.10), exercise.hpp (1.6), minimizer.hpp
	(1.10), FiniteDifferences/onefactoroperator.cpp (1.5),
	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 18:42  Ferdinando Ametrano

	* 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), 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 18:32  Ferdinando Ametrano

	* 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 18:29  Ferdinando Ametrano

	* 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 18:27  Ferdinando Ametrano

	* ChangeLog.txt (1.11):

	updated

2002-01-08 18:23  Ferdinando Ametrano

	* 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 17:53  Luigi Ballabio

	* 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 17:51  Matteo Gallivanoni

	* dev_tools/modify-copyr.sh (1.1):

	script for updating copyright notice

2002-01-08 17:38  Sadruddin Rejeb

	* ql/: exercise.hpp (1.4), Instruments/swaption.cpp (1.3),
	Instruments/swaption.hpp (1.2), Pricers/treeswaption.cpp (1.8):

	Refactoring of the Exercise class

2002-01-08 17:04  Ferdinando Ametrano

	* QuantLib.dsp (1.69), QuantLib.mak (1.57):

	MS VC++ and Borland fixes.  Added few missing files

2002-01-08 16:41  Ferdinando Ametrano

	* TODO.txt (1.76):

	updated

2002-01-08 16:37  Ferdinando Ametrano

	* TODO.txt (1.75):

	updated

2002-01-08 16:15  Sadruddin Rejeb

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

	Small fix

2002-01-08 15:51  Sadruddin Rejeb

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

	small fix

2002-01-08 15:45  Ferdinando Ametrano

	* 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 15:28  Sadruddin Rejeb

	* ql/quantlib.hpp (1.35):

	Added missing file

2002-01-08 13:59  Sadruddin Rejeb

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

	Small fixes

2002-01-08 13:57  Sadruddin Rejeb

	* 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 13:49  Sadruddin Rejeb

	* ql/Optimization/: armijo.cpp (1.4), armijo.hpp (1.5),
	conjugategradient.cpp (1.4), conjugategradient.hpp (1.4),
	costfunction.hpp (1.3), criteria.hpp (1.3), leastsquare.hpp (1.9),
	linesearch.hpp (1.4), optimizer.hpp (1.4), steepestdescent.cpp
	(1.3), steepestdescent.hpp (1.4):

	Clean-up: changed indentation and removed some unused methods

2002-01-08 12:03  Ferdinando Ametrano

	* Docs/pages/: authors.docs (1.5), 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 11:55  Ferdinando Ametrano

	* Docs/pages/: authors.docs (1.4), license.docs (1.2):

	incorporating Richard M. Stallman feedback

2002-01-08 11:41  Ferdinando Ametrano

	* Authors.txt (1.8), LICENSE.TXT (1.6):

	incorporating Richard M. Stallman feedback

2002-01-08 11:12  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.10):

	adopting an approach similar to QuantLib-Python

2002-01-08 11:00  Ferdinando Ametrano

	* configure.in (1.63):

	fixed wrong version number

2002-01-07 18:46  Ferdinando Ametrano

	* QuantLib.mak (1.56):

	update

2002-01-07 12:48  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.9):

	more expressive

2002-01-07 10:30  Ferdinando Ametrano

	* LICENSE.TXT (1.5):

	incorporating Richard M. Stallman feedback

2002-01-04 21:40  Ferdinando Ametrano

	* LICENSE.TXT (1.4):

	few fixes

2002-01-04 20:14  Ferdinando Ametrano

	* LICENSE.TXT (1.3):

	typos fixed

2002-01-04 18:22  Luigi Ballabio

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

	Fixed sprintf check in configure

2002-01-04 17:30  Luigi Ballabio

	* 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/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 22:03  Ferdinando Ametrano

	* dev_tools/newdeveloperintro.txt (1.1):

	added developer intro file

2001-12-28 13:31  Luigi Ballabio

	* configure.in (1.60):

	Removed reference to ./test/

2001-12-28 11:29  Luigi Ballabio

	* 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 11:28  Luigi Ballabio

	* ql/relinkablehandle.hpp (1.5):

	Added lockable assignment operator

2001-12-20 15:53  Luigi Ballabio

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

	typo fixed

2001-12-20 11:19  Enrico Sirola

	* 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 10:53  Marco Marchioro

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

	some beautifications

2001-12-20 10:52  Marco Marchioro

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

	improved error message

2001-12-19 15:10  Ferdinando Ametrano

	* QuantLib.dsp (1.68), QuantLib.mak (1.55):

	MS VC++ and Borland catching up with Sad's commit

2001-12-19 14:35  Ferdinando Ametrano

	* QuantLib.nsi (1.56), ql/constraint.hpp (1.5), ql/exercise.hpp
	(1.2), ql/quantlib.hpp (1.33), ql/Lattices/makefile.mak (1.4),
	ql/Optimization/armijo.cpp (1.3),
	ql/Optimization/conjugategradient.cpp (1.3),
	ql/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 13:32  Ferdinando Ametrano

	* ql/: makefile.mak (1.7), Instruments/makefile.mak (1.6),
	Lattices/makefile.mak (1.3), Pricers/makefile.mak (1.13):

	MS VC++ and Borland catching up with Sad's commit

2001-12-19 13:19  Sadruddin Rejeb

	* ql/Lattices/makefile.mak (1.2):

	Removed makefile.mak (Nando will take care of it)

2001-12-19 13:08  Sadruddin Rejeb

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

	Added makefile.mak

2001-12-19 13:04  Sadruddin Rejeb

	* configure.in (1.58):

	added Lattices/ directory

2001-12-19 13:00  Sadruddin Rejeb

	* ql/FiniteDifferences/swaptioncondition.hpp (1.2):

	remove SwaptionCondition (until IR modelling framework stabilizes)

2001-12-19 12:58  Sadruddin Rejeb

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

	Interest rate modelling refactoring

2001-12-19 12:53  Sadruddin Rejeb

	* 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 12:49  Sadruddin Rejeb

	* 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 12:47  Sadruddin Rejeb

	* 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 12:46  Sadruddin Rejeb

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

	updated

2001-12-19 12:45  Sadruddin Rejeb

	* ql/: Makefile.am (1.10), 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 12:34  Ferdinando Ametrano

	* News.txt (1.18):

	typo fixed

2001-12-19 12:11  Ferdinando Ametrano

	* News.txt (1.17):

	updated

2001-12-19 11:59  Ferdinando Ametrano

	* ChangeLog.txt (1.10):

	updated

2001-12-18 17:26  Ferdinando Ametrano

	* TODO.txt (1.73):

	updated

2001-12-18 13:02  Ferdinando Ametrano

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

	updated

2001-12-18 13:00  Marco Marchioro

	* ql/termstructure.hpp (1.14):

	Fixed forward-spreaded term structure

2001-12-18 12:58  Ferdinando Ametrano

	* ql/: constraint.hpp (1.3), Instruments/capfloor.cpp (1.6),
	Instruments/capfloor.hpp (1.6), Optimization/leastsquare.hpp (1.7),
	Pricers/fdeuropeanswaption.cpp (1.5),
	Pricers/fdeuropeanswaption.hpp (1.5):

	'unsigned int' replaced by size_t

2001-12-18 12:48  Ferdinando Ametrano

	* ql/: quantlib.hpp (1.30), FiniteDifferences/Makefile.am (1.10),
	FiniteDifferences/americancondition.hpp (1.1),
	FiniteDifferences/shoutcondition.hpp (1.1),
	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 17:55  Luigi Ballabio

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

	Unincluded iostream

2001-12-17 17:27  Ferdinando Ametrano

	* 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 17:10  Ferdinando Ametrano

	* QuantLib.dsp (1.66), QuantLib.mak (1.53):

	Finite Difference pricers now start with 'Fd' letters

2001-12-17 17:01  Ferdinando Ametrano

	* 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 15:43  Ferdinando Ametrano

	* 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 15:39  Marco Marchioro

	* ql/termstructure.hpp (1.13):

	small bug fixed

2001-12-17 13:38  Marco Marchioro

	* ql/termstructure.hpp (1.12):

	introduced ForwardSpreadedTermStructure

2001-12-14 16:51  Ferdinando Ametrano

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

	added downsideVariance

2001-12-14 14:44  Ferdinando Ametrano

	* TODO.txt (1.72):

	updated

2001-12-14 11:04  Marco Marchioro

	* ql/TermStructures/piecewiseflatforward.hpp (1.13):

	default accuracy set to 1e-12

2001-12-14 10:52  Ferdinando Ametrano

	* News.txt (1.15):

	added "-cvs-debug" to version string ifdef QL_DEBUG

2001-12-14 10:49  Ferdinando Ametrano

	* ql/qldefines.hpp (1.25):

	added "-cvs-debug" to version string ifdef QL_DEBUG

2001-12-13 19:51  Ferdinando Ametrano

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

	typo fixed

2001-12-13 19:45  Ferdinando Ametrano

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

	typo fixed

2001-12-13 19:44  Ferdinando Ametrano

	* TODO.txt (1.71):

	updated

2001-12-13 19:37  Ferdinando Ametrano

	* News.txt (1.14):

	updated

2001-12-13 19:33  Ferdinando Ametrano

	* ChangeLog.txt (1.9):

	updated

2001-12-13 19:24  Ferdinando Ametrano

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

	updated

2001-12-13 18:46  Ferdinando Ametrano

	* 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 18:19  Ferdinando Ametrano

	* ql/MonteCarlo/: multipathgenerator.hpp (1.19), pathgenerator.hpp
	(1.15):

	Path and MultiPath are now time-aware

2001-12-13 17:58  Marco Marchioro

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

	accuracy is now given as input

2001-12-13 17:30  Marco Marchioro

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

	typo in comment

2001-12-13 17:29  Marco Marchioro

	* ql/solver1d.cpp (1.4):

	error message beautified

2001-12-13 17:14  Sadruddin Rejeb

	* ql/Pricers/mcpricer.hpp (1.12):

	Added forgotten header

2001-12-13 16:46  Sadruddin Rejeb

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

	Fixed typo

2001-12-13 16:46  Enrico Sirola

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

	kustosis() and skewness() should handle the case of stddev == 0
	and/or variance == 0 too now.

2001-12-13 15:43  Mario Aleppo

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

	bug fixed

2001-12-13 14:59  Ferdinando Ametrano

	* ql/: qldefines.hpp (1.24), Pricers/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 13:47  Ferdinando Ametrano

	* 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 19:46  Ferdinando Ametrano

	* 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 19:18  Ferdinando Ametrano

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

	style enforced

2001-12-12 19:09  Ferdinando Ametrano

	* News.txt (1.11):

	Path and MultiPath are now time-aware

2001-12-12 11:13  Ferdinando Ametrano

	* ChangeLog.txt (1.8):

	updated

2001-12-12 10:58  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.9):

	updated

2001-12-11 17:12  Luigi Ballabio

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

	Nicolas' cubic spline replaced the NR one

2001-12-11 10:24  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.8), ql/config.msvc.hpp (1.4),
	ql/qldefines.hpp (1.23):

	version number fixed enforced MS VC compilation parameters

2001-12-06 16:13  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.7):

	version number policy

2001-12-06 15:49  Ferdinando Ametrano

	* ql/qldefines.hpp (1.22):

	comment added

2001-12-06 15:04  Ferdinando Ametrano

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

	fixed Ruby version number

2001-12-05 16:41  Ferdinando Ametrano

	* 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 16:34  Ferdinando Ametrano

	* 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 16:13  Ferdinando Ametrano

	* ChangeLog.txt (1.7), History.txt (1.15), News.txt (1.10):

	before branching out 0.3.1a1

2001-12-05 15:45  Ferdinando Ametrano

	* Authors.txt (1.7), Contributors.txt (1.14),
	Docs/pages/authors.docs (1.3), ql/Pricers/couponbondoption.hpp
	(1.5):

	style and overdue fixes

2001-12-05 10:54  Ferdinando Ametrano

	* ChangeLog.txt (1.6):

	updated

2001-12-04 17:32  Ferdinando Ametrano

	* Docs/pages/mcarlo.docs (1.3), Docs/pages/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 16:06  Ferdinando Ametrano

	* ql/: minimizer.hpp (1.7), FiniteDifferences/onefactoroperator.hpp
	(1.3), Instruments/capfloor.hpp (1.5),
	Instruments/europeanswaption.hpp (1.5), MonteCarlo/mctypedefs.hpp
	(1.7), Optimization/armijo.hpp (1.4),
	Optimization/conjugategradient.hpp (1.3),
	Optimization/leastsquare.hpp (1.6), Optimization/linesearch.hpp
	(1.3), Optimization/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 15:00  Ferdinando Ametrano

	* Docs/Makefile.am (1.40):

	fixing bug in doc generation

2001-12-03 19:36  Ferdinando Ametrano

	* dev_tools/: downloadrelease.py (1.3), releaseprocess.txt (1.6),
	releaseprocess.txt (1.7):

	0.2.1 release final touch

2001-12-03 16:55  Ferdinando Ametrano

	* 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 16:38  Ferdinando Ametrano

	* Docs/pages/platforms.docs (1.2), ql/Optimization/leastsquare.hpp
	(1.5):

	trying to compile on Win32

2001-12-03 16:14  Ferdinando Ametrano

	* 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 15:59  Luigi Ballabio

	* 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/Pricers/fdeuropeanswaption.cpp (1.3), ql/Pricers/makefile.mak
	(1.10):

	Handle can be assigned to Handles to compatible types

2001-12-03 15:27  Matteo Gallivanoni

	* dev_tools/downloadrelease.py (1.2):

	I will never use tab again - I promise!

2001-12-03 15:17  Ferdinando Ametrano

	* dev_tools/downloadrelease.py (1.1):

	dev utility

2001-12-03 13:05  Sadruddin Rejeb

	* ql/Pricers/Makefile.am (1.17):

	added missing file

2001-12-03 13:05  Sadruddin Rejeb

	* ql/Pricers/swaptioncondition.hpp (1.2):

	Added missing file

2001-12-03 12:38  Ferdinando Ametrano

	* QuantLib.nsi (1.53):

	moved things around

2001-12-03 12:22  Sadruddin Rejeb

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

	Fixed typo

2001-12-03 11:51  Sadruddin Rejeb

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

	added missing files

2001-12-03 11:38  Ferdinando Ametrano

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

	added missing file

2001-12-03 11:31  Ferdinando Ametrano

	* ql/Optimization/Makefile.am (1.2):

	added missing file

2001-12-03 10:55  Sadruddin Rejeb

	* ql/: 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), 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 10:24  Ferdinando Ametrano

	* Docs/pages/platforms.docs (1.1.2.2):

	few doc fixings

2001-12-01 21:42  Ferdinando Ametrano

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

	few doc fixings

2001-12-01 21:27  Ferdinando Ametrano

	* 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 16:49  Luigi Ballabio

	* 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/Optimization/leastsquare.hpp (1.2),
	ql/Pricers/couponbondoption.hpp (1.3):

	Compiles under VC++

2001-11-30 16:08  Luigi Ballabio

	* ql/: makefile.mak (1.6), Calendars/makefile.mak (1.4),
	CashFlows/makefile.mak (1.3), DayCounters/makefile.mak (1.4),
	FiniteDifferences/makefile.mak (1.4), Indexes/makefile.mak (1.3),
	Instruments/europeanswaption.hpp (1.3), Instruments/makefile.mak
	(1.5), Math/makefile.mak (1.3), MonteCarlo/makefile.mak (1.8),
	Pricers/makefile.mak (1.9), RandomNumbers/makefile.mak (1.3),
	Solvers1D/makefile.mak (1.3), TermStructures/makefile.mak (1.4):

	Compiles under Borland C++

2001-11-30 13:57  Sadruddin Rejeb

	* ql/Makefile.am (1.9):

	Adding interest rate modelling framework

2001-11-30 13:12  Ferdinando Ametrano

	* QuantLib.dsp (1.62), 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 12:59  Sadruddin Rejeb

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

	small fix

2001-11-30 12:58  Sadruddin Rejeb

	* ql/Pricers/: Makefile.am (1.15), couponbondoption.cpp (1.2),
	couponbondoption.hpp (1.2):

	Adding interest rate modelling framework

2001-11-30 12:47  Sadruddin Rejeb

	* ql/constraint.hpp (1.2):

	Adding interest rate modelling framework

2001-11-30 12:44  Sadruddin Rejeb

	* 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 12:38  Sadruddin Rejeb

	* 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 11:44  Sadruddin Rejeb

	* 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 11:38  Sadruddin Rejeb

	* ql/: Instruments/Makefile.am (1.6), FiniteDifferences/Makefile.am
	(1.9):

	Adding interest rate modelling framework

2001-11-30 11:25  Sadruddin Rejeb

	* ql/: 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 10:36  Ferdinando Ametrano

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

	typos fixed

2001-11-29 21:16  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.4):

	0.2.1 release final touch

2001-11-29 19:06  Ferdinando Ametrano

	* ChangeLog.txt (1.5), 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 18:22  Ferdinando Ametrano

	* 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 13:32  Ferdinando Ametrano

	* 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 16:21  Luigi Ballabio

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

	Documentation updated

2001-11-28 11:00  Luigi Ballabio

	* ql/marketelement.hpp (1.2.18.3):

	typo fixed

2001-11-27 23:38  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.1.2.5):

	added history.docs

2001-11-27 23:38  Ferdinando Ametrano

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

	updated

2001-11-27 11:26  Marco Marchioro

	* ql/TermStructures/ratehelpers.hpp (1.12):

	attributes are now protected to be accesible from derived classes

2001-11-27 11:25  Marco Marchioro

	* ql/marketelement.hpp (1.4):

	Minor changes

2001-11-27 11:19  Luigi Ballabio

	* ql/marketelement.hpp (1.3):

	Exported derived and composite market element

2001-11-27 09:13  Luigi Ballabio

	* ql/marketelement.hpp (1.2.18.2):

	bug fixed

2001-11-26 20:31  Ferdinando Ametrano

	* 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 19:42  Ferdinando Ametrano

	* QuantLib.dsp (1.59.2.1), QuantLib.mak (1.45.2.1):

	PathPricer and MultiPathPricer merged into PathPricer

2001-11-26 19:09  Ferdinando Ametrano

	* News.txt (1.7.16.4), ql/MonteCarlo/basketpathpricer.cpp
	(1.11.6.5):

	PathPricer and MultiPathPricer merged into PathPricer

2001-11-26 18:54  Ferdinando Ametrano

	* 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

2001-11-24 01:35  Ferdinando Ametrano

	* 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 01:31  Ferdinando Ametrano

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

	removing deprecated classes

2001-11-24 01:24  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.1.2.4):

	release 0.2.1 final touches

2001-11-24 00:21  Ferdinando Ametrano

	* 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 19:59  Ferdinando Ametrano

	* 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 19:19  Ferdinando Ametrano

	* 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 17:48  Ferdinando Ametrano

	* TODO.txt (1.64.2.4):

	final touch

2001-11-23 17:42  Ferdinando Ametrano

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

	final touch

2001-11-23 17:34  Ferdinando Ametrano

	* 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 13:03  Ferdinando Ametrano

	* 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 12:45  Luigi Ballabio

	* 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 20:28  Ferdinando Ametrano

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

	Borland warnings avoided

2001-11-20 20:21  Ferdinando Ametrano

	* 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 20:18  Ferdinando Ametrano

	* 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 20:13  Ferdinando Ametrano

	* 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 19:27  Ferdinando Ametrano

	* 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 19:21  Ferdinando Ametrano

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

	updated

2001-11-20 17:17  Ferdinando Ametrano

	* 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 16:54  Ferdinando Ametrano

	* ChangeLog.txt (1.4):

	updated

2001-11-20 16:43  Ferdinando Ametrano

	* 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 16:27  Ferdinando Ametrano

	* ql/Pricers/: mcbasket.hpp (1.2), multiperiodoption.hpp (1.8):

	pruned redundant header inclusion

2001-11-20 16:18  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.1):

	no message

2001-11-20 16:15  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.3):

	updated

2001-11-20 14:58  Ferdinando Ametrano

	* QuantLib.nsi (1.48), 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 13:09  Ferdinando Ametrano

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

	average strike now working.

2001-11-20 11:41  Ferdinando Ametrano

	* makefile.mak (1.26):

	install directive is now inst

2001-11-19 19:20  Ferdinando Ametrano

	* ql/Pricers/mcpricer.hpp (1.7):

	average strike now working.  still to be improved

2001-11-19 19:13  Ferdinando Ametrano

	* ql/quantlib.hpp (1.24), 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 19:03  Ferdinando Ametrano

	* 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 18:47  Ferdinando Ametrano

	* 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 18:27  Luigi Ballabio

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

	fixed documentation

2001-11-15 17:36  Luigi Ballabio

	* Makefile.am (1.63), Docs/Makefile.am (1.38), Docs/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 17:35  Luigi Ballabio

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

	added cast

2001-11-15 17:34  Luigi Ballabio

	* ql/Math/: multivariateaccumulator.cpp (1.4),
	multivariateaccumulator.hpp (1.5):

	reindented file and added check on sample number

2001-11-15 17:33  Luigi Ballabio

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

	reindented file

2001-11-15 17:32  Luigi Ballabio

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

	Fixed test

2001-11-15 12:55  Luigi Ballabio

	* Makefile.am (1.62), 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 09:47  Luigi Ballabio

	* ql/: quantlib.hpp (1.22), Math/cubicspline.hpp (1.4),
	MonteCarlo/Makefile.am (1.13), MonteCarlo/montecarlomodel.hpp
	(1.13), MonteCarlo/multipathgenerator.hpp (1.14),
	MonteCarlo/pathgenerator.hpp (1.11), MonteCarlo/sample.hpp (1.1),
	RandomNumbers/boxmullergaussianrng.hpp (1.2),
	RandomNumbers/centrallimitgaussianrng.hpp (1.2),
	RandomNumbers/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 10:32  Ferdinando Ametrano

	* dev_tools/backupcvstree.py (1.1):

	added few developers' tools

2001-11-14 10:03  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.2):

	version number up to 0.2.1a5

2001-11-14 09:46  Ferdinando Ametrano

	* dev_tools/: branching_and_merging.txt (1.1), checkin_test.py
	(1.1), version_number.txt (1.1):

	added few developers' tools

2001-11-14 09:40  Ferdinando Ametrano

	* QuantLib.nsi (1.47):

	version number up to 0.2.1a5

2001-11-14 09:33  Ferdinando Ametrano

	* configure.in (1.51):

	version number up to 0.2.1a5

2001-11-13 16:47  Ferdinando Ametrano

	* ql/qldefines.hpp (1.13):

	version number up to 0.2.1a5

2001-11-13 12:41  Ferdinando Ametrano

	* Authors.txt (1.6), Contributors.txt (1.13), Docs/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 11:53  Ferdinando Ametrano

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

	comments updated

2001-11-13 11:51  Ferdinando Ametrano

	* 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 18:31  Ferdinando Ametrano

	* makefile.mak (1.25.12.1):

	Win32 support

2001-11-12 18:17  Ferdinando Ametrano

	* ql/onefactormodel.cpp (1.1.2.3):

	assert replaced by QL_REQUIRE

2001-11-12 17:57  Ferdinando Ametrano

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

	Win32 support

2001-11-12 17:55  Sadruddin Rejeb

	* ql/constraint.hpp (1.1.2.1):

	update

2001-11-12 17:22  Sadruddin Rejeb

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

	added test file

2001-11-12 17:22  Sadruddin Rejeb

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

	update

2001-11-12 17:21  Ferdinando Ametrano

	* 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 17:00  Sadruddin Rejeb

	* 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 16:54  Sadruddin Rejeb

	* 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 16:51  Sadruddin Rejeb

	* 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 16:46  Sadruddin Rejeb

	* 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 16:42  Sadruddin Rejeb

	* 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 16:37  Sadruddin Rejeb

	* ql/Calendars/: westerncalendar.cpp (1.3.10.1),
	westerncalendar.hpp (1.3.10.1):

	update

2001-11-12 16:33  Sadruddin Rejeb

	* 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 16:26  Sadruddin Rejeb

	* 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 16:22  Sadruddin Rejeb

	* configure.in (1.45.2.2):

	update

2001-11-12 16:20  Sadruddin Rejeb

	* ql/Makefile.am (1.7.2.2):

	updatge

2001-11-12 15:37  Sadruddin Rejeb

	* 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

2001-11-09 18:08  Ferdinando Ametrano

	* 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 17:09  Ferdinando Ametrano

	* 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 16:35  Ferdinando Ametrano

	* 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 16:05  Ferdinando Ametrano

	* 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 15:30  Ferdinando Ametrano

	* 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 18:35  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.14):

	improved and extended

2001-11-08 17:12  Luigi Ballabio

	* ql/TermStructures/: ratehelpers.cpp (1.12), ratehelpers.hpp
	(1.10):

	Allowed passing a quote to RateHelpers as double

2001-11-08 16:28  Ferdinando Ametrano

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

	samples() method of statistical classes now returns size_t instead
	of double

2001-11-08 16:19  Ferdinando Ametrano

	* ql/: 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 15:55  Luigi Ballabio

	* ql/CashFlows/floatingratecoupon.cpp (1.7):

	Line wraps

2001-11-08 15:20  Ferdinando Ametrano

	* ql/CashFlows/floatingratecoupon.hpp (1.9):

	private member reordered to avoid gcc warning

2001-11-08 13:26  Ferdinando Ametrano

	* 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 11:07  Luigi Ballabio

	* man/Makefile.am (1.2):

	Added files to dist even though I don't know why they weren't
	already

2001-11-08 10:27  Ferdinando Ametrano

	* TODO.txt (1.54), Examples/Swap/swapvaluation.cpp (1.13):

	updating

2001-11-07 16:11  Luigi Ballabio

	* 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 15:43  Marco Marchioro

	* 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 14:00  Luigi Ballabio

	* 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 13:48  Marco Marchioro

	* 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 13:47  Marco Marchioro

	* 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 13:46  Marco Marchioro

	* ql/: calendar.hpp (1.9), daycounter.hpp (1.8):

	Now compiles on VS

2001-11-07 11:49  Luigi Ballabio

	* QuantLib.dsp (1.57), Examples/Swap/swapvaluation.cpp (1.11),
	ql/calendar.cpp (1.4), ql/calendar.hpp (1.8), ql/daycounter.hpp
	(1.7), ql/quantlib.hpp (1.19), ql/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 01:48  Ferdinando Ametrano

	* 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 18:31  Ferdinando Ametrano

	* ql/date.cpp (1.9):

	error messages improved

2001-11-06 16:21  Ferdinando Ametrano

	* 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 14:46  Ferdinando Ametrano

	* QuantLib.nsi (1.46):

	added Section Divider

2001-11-06 12:54  Ferdinando Ametrano

	* 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 12:21  Ferdinando Ametrano

	* 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 17:59  Ferdinando Ametrano

	* TODO.txt (1.51), ql/TermStructures/ratehelpers.hpp (1.6):

	style enforced

2001-11-05 16:14  Ferdinando Ametrano

	* 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 15:54  Ferdinando Ametrano

	* 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 14:59  Luigi Ballabio

	* ql/Pricers/europeanoption.hpp (1.5):

	Temporarily removed the deprecation of EuropeanOption

2001-11-05 14:50  Ferdinando Ametrano

	* 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 12:46  Ferdinando Ametrano

	* ql/MonteCarlo/montecarlomodel.hpp (1.11):

	added #include <ql/handle>

2001-11-05 12:44  Ferdinando Ametrano

	* ql/Pricers/singleassetoption.hpp (1.5):

	style enforced

2001-11-05 11:09  Ferdinando Ametrano

	* 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 09:45  Ferdinando Ametrano

	* configure.in (1.49):

	reverting back Sad commit

2001-11-05 09:39  Ferdinando Ametrano

	* configure.in (1.48):

	reverting back Sad commit

2001-11-05 09:32  Ferdinando Ametrano

	* configure.in (1.47):

	reverting back Sad commit

2001-11-02 17:33  Sadruddin Rejeb

	* configure.in (1.45.2.1):

	Fix

2001-11-02 17:30  Sadruddin Rejeb

	* 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 10:35  Luigi Ballabio

	* ql/qldefines.hpp (1.10):

	Removed unnecessary casts

2001-11-02 09:17  Ferdinando Ametrano

	* QuantLib.nsi (1.45):

	random number generators moved under RandomNumbers folder and
	namespace

2001-11-02 09:04  Ferdinando Ametrano

	* QuantLib.nsi (1.44):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-31 14:18  Luigi Ballabio

	* ql/qldefines.hpp (1.9):

	Fix for Visual C++

2001-10-30 16:09  Ferdinando Ametrano

	* QuantLib.dsp (1.55), QuantLib.mak (1.42):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-30 16:04  Ferdinando Ametrano

	* 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 15:38  Ferdinando Ametrano

	* configure.in (1.45):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-30 15:29  Ferdinando Ametrano

	* ql/RandomNumbers/Makefile.am (1.3):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-30 15:01  Ferdinando Ametrano

	* QuantLib.dsp (1.54), 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 12:49  Ferdinando Ametrano

	* 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 11:41  Ferdinando Ametrano

	* QuantLib.dsp (1.52), QuantLib.mak (1.39):

	merged mcmultipricer and mcpricer

2001-10-30 11:32  Ferdinando Ametrano

	* QuantLib.dsp (1.51), ql/quantlib.hpp (1.14),
	ql/Pricers/Makefile.am (1.7), ql/Pricers/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 11:51  Ferdinando Ametrano

	* QuantLib.dsp (1.50):

	ms vc++ project catching up with non-existant files

2001-10-25 18:39  Ferdinando Ametrano

	* ql/MonteCarlo/montecarlomodel.hpp (1.9):

	removing controlvariate specific class, since control variation
	technique is now handled by the general MC model

2001-10-25 17:57  Ferdinando Ametrano

	* ql/: quantlib.hpp (1.13), 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 17:39  Ferdinando Ametrano

	* 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 17:30  Ferdinando Ametrano

	* 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 17:00  Ferdinando Ametrano

	* 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 13:33  Ferdinando Ametrano

	* QuantLib.nsi (1.43):

	updated for NSIS 1.60

2001-10-25 10:59  Ferdinando Ametrano

	* bootstrap (1.4), ql/Math/segmentintegral.cpp (1.3),
	ql/Math/segmentintegral.hpp (1.5):

	long -> unsigned int

2001-10-23 18:20  Luigi Ballabio

	* ql/history.hpp (1.4):

	Changed iterator behavior in Python module

2001-10-23 17:20  Ferdinando Ametrano

	* QuantLib.mak (1.37):

	updating

2001-10-23 16:30  Ferdinando Ametrano

	* QuantLib.dsp (1.48):

	MS VC++ project updated

2001-10-23 12:56  Ferdinando Ametrano

	* Docs/README.txt (1.13):

	added doxygen version

2001-10-23 10:42  Luigi Ballabio

	* Docs/quantlib.css (1.8):

	Fixed margins for group headers

2001-10-23 09:18  Ferdinando Ametrano

	* ql/MonteCarlo/everestpathpricer.cpp (1.8):

	in order to avoid warning

2001-10-22 19:09  Ferdinando Ametrano

	* TODO.txt (1.46):

	updating

2001-10-22 19:08  Ferdinando Ametrano

	* 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 18:51  Ferdinando Ametrano

	* ql/MonteCarlo/Makefile.am (1.9):

	introducing control variate MC model

2001-10-22 18:45  Ferdinando Ametrano

	* ql/MonteCarlo/: mccontrolvariatepricer.hpp (1.1),
	montecarlocontrolvariatemodel.hpp (1.1):

	introducing control variate MC model

2001-10-22 18:24  Ferdinando Ametrano

	* 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 17:06  Matteo Gallivanoni

	* ql/: index.hpp (1.3), option.hpp (1.3),
	CashFlows/cashflowvectors.hpp (1.4),
	CashFlows/floatingratecoupon.hpp (1.7),
	FiniteDifferences/fdtypedefs.hpp (1.2),
	FiniteDifferences/tridiagonaloperator.cpp (1.6),
	Math/segmentintegral.hpp (1.4),
	MonteCarlo/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 16:35  Ferdinando Ametrano

	* 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 15:34  Ferdinando Ametrano

	* TODO.txt (1.45):

	updating

2001-10-22 15:09  Ferdinando Ametrano

	* Docs/findiff.docs (1.6):

	typos fixed

2001-10-22 13:21  Luigi Ballabio

	* ql/FiniteDifferences/: backwardeuler.hpp (1.7), cranknicolson.hpp
	(1.6):

	Setting the right time in evolvers

2001-10-22 12:58  Ferdinando Ametrano

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.10):

	MS VC++ fix

2001-10-22 12:18  Luigi Ballabio

	* 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 10:55  Ferdinando Ametrano

	* 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 18:39  Ferdinando Ametrano

	* QuantLib.dsp (1.47):

	MS VC++ project catching up with removed files

2001-10-19 18:25  Ferdinando Ametrano

	* ql/MonteCarlo/montecarlomodel.hpp (1.7):

	warning avoided

2001-10-19 17:54  Ferdinando Ametrano

	* TODO.txt (1.44), ql/Pricers/geometricasianoption.hpp (1.5):

	GeometricAsianOption: bug fixed

2001-10-19 17:03  Ferdinando Ametrano

	* 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 15:08  Luigi Ballabio

	* 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 13:53  Ferdinando Ametrano

	* 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 13:40  Ferdinando Ametrano

	* 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 18:50  Luigi Ballabio

	* Examples/Swap/swapvaluation.cpp (1.8), ql/instrument.hpp (1.3),
	ql/TermStructures/piecewiseflatforward.cpp (1.6),
	ql/TermStructures/piecewiseflatforward.hpp (1.9),
	ql/TermStructures/ratehelpers.cpp (1.5),
	ql/TermStructures/ratehelpers.hpp (1.3):

	PiecewiseFlatForward now observer of rates passed as MarketElements

2001-10-18 18:25  Ferdinando Ametrano

	* ql/: MonteCarlo/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 12:47  Luigi Ballabio

	* 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 12:36  Ferdinando Ametrano

	* ql/MonteCarlo/multipathgenerator.hpp (1.9):

	antithetic variance reduction technique STEP 5 Introducing
	antithetic approach to multi asset option general cleaning of
	multiasset MC interface

2001-10-18 12:02  Ferdinando Ametrano

	* QuantLib.dsp (1.45), 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 15:11  Ferdinando Ametrano

	* 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 15:09  Luigi Ballabio

	* ql/: termstructure.hpp (1.6), MonteCarlo/multipathgenerator.hpp
	(1.7), TermStructures/flatforward.hpp (1.6),
	TermStructures/piecewiseflatforward.hpp (1.7):

	Fixed TermStructure methods for gcc---will they work on Win?

2001-10-17 13:21  Luigi Ballabio

	* ql/: makefile.mak (1.4), termstructure.hpp (1.5),
	Calendars/makefile.mak (1.2), CashFlows/makefile.mak (1.2),
	DayCounters/actualactual.cpp (1.4), DayCounters/makefile.mak (1.3),
	FiniteDifferences/makefile.mak (1.2), Indexes/makefile.mak (1.2),
	Instruments/makefile.mak (1.3), Math/makefile.mak (1.2),
	MonteCarlo/makefile.mak (1.3), Pricers/makefile.mak (1.4),
	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 10:52  Ferdinando Ametrano

	* ql/MonteCarlo/multipathgenerator.hpp (1.6):

	warning removal

2001-10-16 18:40  Ferdinando Ametrano

	* 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 18:39  Ferdinando Ametrano

	* ql/MonteCarlo/everestpathpricer.cpp (1.4):

	nothing relevant

2001-10-16 17:29  Ferdinando Ametrano

	* TODO.txt (1.40):

	updated

2001-10-16 17:22  Ferdinando Ametrano

	* 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 16:51  Ferdinando Ametrano

	* 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 16:39  Ferdinando Ametrano

	* ql/MonteCarlo/: singleassetpathpricer.cpp (1.1),
	singleassetpathpricer.hpp (1.1):

	antithetic variance reduction technique STEP 2

2001-10-16 13:12  Ferdinando Ametrano

	* 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 13:08  Luigi Ballabio

	* 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 12:05  Ferdinando Ametrano

	* 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 11:10  Ferdinando Ametrano

	* Docs/usage.docs (1.5):

	added info on "Win32 OnTheEdgeRelease" and  "Win32 OnTheEdgeDebug"
	MS VC++ configurations

2001-10-15 17:00  Luigi Ballabio

	* 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 16:27  Ferdinando Ametrano

	* 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 19:42  Ferdinando Ametrano

	* QuantLib.dsp (1.42), QuantLib.mak (1.33):

	introduced antithetic variance reduction technique

2001-10-12 19:17  Ferdinando Ametrano

	* 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 16:16  Ferdinando Ametrano

	* TODO.txt (1.37):

	updated

2001-10-12 15:29  Ferdinando Ametrano

	* 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 11:42  Ferdinando Ametrano

	* QuantLib.nsi (1.41):

	added splash screen

2001-10-12 11:23  Ferdinando Ametrano

	* QuantLib.dsp (1.41), QuantLib.mak (1.32):

	MSVC++ problem fixed

2001-10-12 11:08  Ferdinando Ametrano

	* ql/Pricers/makefile.mak (1.3):

	Borland problem fixed

2001-10-11 17:49  Luigi Ballabio

	* Docs/Makefile.am (1.34), ql/argsandresults.hpp (1.2),
	ql/option.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 16:19  Ferdinando Ametrano

	* QuantLib.nsi (1.40):

	nothing relevant

2001-10-10 11:18  Ferdinando Ametrano

	* ql/makefile.mak (1.3):

	fixed Borland problem

2001-10-09 18:25  Luigi Ballabio

	* ql/: Makefile.am (1.6), argsandresults.hpp (1.1), date.cpp (1.7),
	handle.hpp (1.3), makefile.mak (1.2), option.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 11:17  Sadruddin Rejeb

	* ql/: termstructure.hpp (1.4), TermStructures/flatforward.hpp
	(1.4), TermStructures/piecewiseflatforward.hpp (1.5):

	Removed duplicate methods...

2001-10-09 10:56  Sadruddin Rejeb

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.6):

	Fixed doxygen warning

2001-10-09 10:51  Sadruddin Rejeb

	* ql/: termstructure.hpp (1.3), TermStructures/flatforward.hpp
	(1.3), TermStructures/piecewiseflatforward.cpp (1.3),
	TermStructures/piecewiseflatforward.hpp (1.4):

	Added some useful methods to term structure classes

2001-10-08 16:43  Sadruddin Rejeb

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.5):

	Samll fix

2001-10-08 16:18  Sadruddin Rejeb

	* ql/FiniteDifferences/: 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 12:46  Luigi Ballabio

	* Docs/quantlib.doxy (1.34):

	Upgraded to Doxygen 1.2.11.1

2001-10-08 12:22  Luigi Ballabio

	* Docs/Makefile.am (1.33):

	Fixed eps files

2001-10-05 18:16  Ferdinando Ametrano

	* ChangeLog.txt (1.3):

	updated

2001-10-05 15:03  Luigi Ballabio

	* Docs/Makefile.am (1.32):

	Manually fixed bounding box problem for pdf figures

2001-10-05 13:17  Ferdinando Ametrano

	* QuantLib.nsi (1.39), configure.in (1.43), Docs/quantlib.doxy
	(1.33), ql/qldefines.hpp (1.8):

	version number up to 0.2.1a4

2001-10-05 13:08  Ferdinando Ametrano

	* QuantLib.nsi (1.38), configure.in (1.42), Docs/quantlib.doxy
	(1.32), ql/qldefines.hpp (1.7):

	version number up to 0.2.1a3

2001-10-05 12:28  Luigi Ballabio

	* Docs/quantlibheader.tex (1.8), ql/calendar.hpp (1.5),
	ql/daycounter.hpp (1.4):

	More documentation glitches

2001-10-05 12:02  Ferdinando Ametrano

	* ql/date.cpp (1.6):

	fix for borland compiler

2001-10-05 11:09  Luigi Ballabio

	* Docs/examples.docs (1.4), Docs/quantlib.doxy (1.31),
	ql/config.ansi.hpp (1.3):

	Documentation glitches

2001-10-04 12:12  Sadruddin Rejeb

	* ql/date.hpp (1.6):

	Fixed documentation problem for new operator

2001-10-04 11:34  Sadruddin Rejeb

	* ql/: date.cpp (1.5), date.hpp (1.5):

	Added a printing (<<) operator to Date

2001-10-04 10:26  Luigi Ballabio

	* Examples/Swap/swapvaluation.cpp (1.4), ql/quantlib.hpp (1.8),
	ql/CashFlows/Makefile.am (1.5), ql/CashFlows/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 18:51  Sadruddin Rejeb

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

	Added comment about nominal and fixed rate input.

2001-10-03 17:57  Ferdinando Ametrano

	* UFILE (1.1):

	developer's data

2001-10-03 15:11  Ferdinando Ametrano

	* 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 12:42  Ferdinando Ametrano

	* ql/qldefines.hpp (1.5):

	added QL_VERSION and QL_HEX_VERSION

2001-10-03 12:05  Luigi Ballabio

	* Docs/Makefile.am (1.31), ql/history.hpp (1.3):

	Worked around VC++ problems in History constructor

2001-10-03 12:01  Ferdinando Ametrano

	* ql/qldefines.hpp (1.4):

	added QL_VERSION and QL_HEX_VERSION

2001-10-03 11:56  Ferdinando Ametrano

	* ql/qldefines.hpp (1.3):

	added QL_VERSION and QL_EXVERSION

2001-10-02 17:47  Ferdinando Ametrano

	* ql/: calendar.hpp (1.4), Calendars/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 17:41  Luigi Ballabio

	* 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 17:41  Luigi Ballabio

	* ql/FiniteDifferences/tridiagonaloperator.cpp (1.3):

	Boundary condition bug fixed

2001-10-02 16:06  Ferdinando Ametrano

	* Docs/examples.docs (1.3), Docs/quantlib.doxy (1.29),
	Examples/Swap/swapvaluation.cpp (1.3):

	added term_structure+swap example

2001-10-02 12:31  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.2):

	second version

2001-10-02 11:29  Luigi Ballabio

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

	Comments added

2001-10-02 10:41  Luigi Ballabio

	* ql/: calendar.hpp (1.3), daycounter.hpp (1.3), quantlib.hpp
	(1.7), Calendars/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 18:27  Sadruddin Rejeb

	* configure.in (1.40):

	Added Swap example related lines

2001-10-01 18:08  Ferdinando Ametrano

	* QuantLib.dsw (1.4), QuantLib.nsi (1.36):

	added term_structure+swap example

2001-10-01 18:06  Ferdinando Ametrano

	* ql/TermStructures/piecewiseflatforward.hpp (1.3):

	style enforced

2001-10-01 18:02  Ferdinando Ametrano

	* Examples/: 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 12:31  Ferdinando Ametrano

	* 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 14:45  Luigi Ballabio

	* ql/errors.hpp (1.4):

	used do-while-false idiom in QL_REQUIRE-like macros

2001-09-25 16:20  Ferdinando Ametrano

	* TODO.txt (1.34):

	updated

2001-09-21 15:34  Ferdinando Ametrano

	* Docs/README.txt (1.12):

	updated

2001-09-20 12:10  Ferdinando Ametrano

	* Readme.txt (1.14):

	typo fixed

2001-09-20 08:41  Marco Marchioro

	* ql/Pricers/barrieroption.hpp (1.3):

	no message

2001-09-19 09:38  Marco Marchioro

	* QuantLib.dsp (1.40), QuantLib.mak (1.31):

	Updated

2001-09-18 15:46  Ferdinando Ametrano

	* Makefile.am (1.59), News.txt (1.7), QuantLib.nsi (1.35),
	Readme.txt (1.13), Docs/Makefile.am (1.30), Docs/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 15:16  Luigi Ballabio

	* Docs/quantlib.doxy (1.28):

	Advanced version number

2001-09-18 14:48  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.3.2.2):

	removed useless comments

2001-09-18 11:24  Ferdinando Ametrano

	* QuantLib.nsi (1.34.2.1):

	small change

2001-09-18 11:19  Ferdinando Ametrano

	* Examples/DiscreteHedging/ReadMe.txt (1.1.2.1):

	80 columns enforced

2001-09-18 11:13  Ferdinando Ametrano

	* Docs/examples.docs (1.1.2.1):

	updated comment

2001-09-17 20:24  Ferdinando Ametrano

	* Readme.txt (1.12.2.1):

	link updated

2001-09-17 19:42  Ferdinando Ametrano

	* News.txt (1.6.2.2):

	typo fixed

2001-09-17 17:23  Ferdinando Ametrano

	* Docs/quantlib.css (1.6.2.3):

	comment removed

2001-09-17 17:06  Luigi Ballabio

	* Docs/mcarlo.docs (1.3.2.1):

	Added some

2001-09-17 17:02  Luigi Ballabio

	* Docs/quantlib.css (1.6.2.2):

	Color corrected

2001-09-17 16:24  Ferdinando Ametrano

	* Docs/coreclasses.docs (1.1.2.2):

	core.docs renamed coreclasses.docs

2001-09-17 15:47  Ferdinando Ametrano

	* 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 15:45  Ferdinando Ametrano

	* Docs/coreclasses.docs (1.1.2.1):

	core.docs renamed coreclesse.docs

2001-09-17 12:28  Ferdinando Ametrano

	* TODO.txt (1.33):

	updated

2001-09-17 12:24  Ferdinando Ametrano

	* Docs/: makefile.mak (1.22.2.1), quantlib.css (1.6.2.1):

	documentation fix

2001-09-17 11:46  Ferdinando Ametrano

	* 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 18:24  Luigi Ballabio

	* 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 18:08  Ferdinando Ametrano

	* Makefile.am (1.58.2.1):

	fixed documentation procedure

2001-09-14 18:05  Ferdinando Ametrano

	* News.txt (1.6.2.1):

	typos

2001-09-14 17:04  Luigi Ballabio

	* TODO.txt (1.31):

	Checked off a few items

2001-09-14 17:01  Luigi Ballabio

	* ql/: quantlib.hpp (1.5), DayCounters/Makefile.am (1.5),
	DayCounters/actualactual.cpp (1.3), DayCounters/actualactual.hpp
	(1.4), DayCounters/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 14:50  Ferdinando Ametrano

	* Docs/bootstrap (1.1.2.1):

	fixed documentation procedure

2001-09-14 14:29  Ferdinando Ametrano

	* Docs/configure.in (1.1.2.1):

	upgrade version number to 0.2.0

2001-09-14 13:01  Luigi Ballabio

	* 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 10:38  Luigi Ballabio

	* 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 18:15  Sadruddin Rejeb

	* Docs/platforms.docs (1.4):

	Updated after new tests.

2001-09-13 17:52  Ferdinando Ametrano

	* bootstrap (1.3):

	useless comments removed

2001-09-13 17:34  Ferdinando Ametrano

	* TODO.txt (1.30):

	updated

2001-09-13 16:59  Luigi Ballabio

	* Docs/quantlib.css (1.6):

	differentiated color

2001-09-13 16:44  Luigi Ballabio

	* ql/: quantlib.hpp (1.4), FiniteDifferences/Makefile.am (1.5),
	FiniteDifferences/fdtypedefs.hpp (1.1),
	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 16:17  Sadruddin Rejeb

	* bootstrap (1.2):

	updated auto-tools version

2001-09-13 15:45  Sadruddin Rejeb

	* Makefile.am (1.58):

	Added quantlib.m4 to the list of distributed files

2001-09-13 14:14  Luigi Ballabio

	* Docs/findiff.docs (1.3),
	ql/FiniteDifferences/boundarycondition.hpp (1.2), Docs/findiff.docs
	(1.4):

	Docs updated

2001-09-13 13:49  Luigi Ballabio

	* 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 12:54  Sadruddin Rejeb

	* configure.in (1.39):

	Wall is there again, but only if g++ is the selected compiler

2001-09-13 11:07  Sadruddin Rejeb

	* configure.in (1.38):

	removed -Wall from CXXFLAGS. Was breaking Solaris build

2001-09-13 10:47  Sadruddin Rejeb

	* ql/MonteCarlo/europeanpathpricer.cpp (1.4):

	Fix to remove warning (comparison between signed and unsigned).

2001-09-13 10:32  Luigi Ballabio

	* History.txt (1.12), News.txt (1.6), TODO.txt (1.28),
	ql/Math/segmentintegral.hpp (1.2):

	Preparing for release

2001-09-12 18:14  Luigi Ballabio

	* Docs/: Makefile.am (1.28), mcarlo.docs (1.3):

	Fixing doc generation

2001-09-12 17:54  Luigi Ballabio

	* 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 17:11  Ferdinando Ametrano

	* TODO.txt (1.27), Docs/makefile.mak (1.20):

	online and offline documentation

2001-09-12 16:35  Ferdinando Ametrano

	* TODO.txt (1.26):

	updated

2001-09-12 16:35  Ferdinando Ametrano

	* Docs/quantlib.css (1.5):

	valid CSS

2001-09-12 13:28  Sadruddin Rejeb

	* Makefile.am (1.57):

	Deleted the config/ dist-hook lines. Wasn't necessary

2001-09-12 13:16  Sadruddin Rejeb

	* Makefile.am (1.56):

	modified Makefile.am (dist-hook) cos' automake does not package
	files in config/

2001-09-12 12:54  Luigi Ballabio

	* Docs/makefile.mak (1.19):

	Fixing doc generation

2001-09-12 12:48  Luigi Ballabio

	* Docs/Makefile.am (1.26):

	Fixing doc generation

2001-09-12 12:02  Luigi Ballabio

	* makefile.mak (1.25), Docs/makefile.mak (1.18):

	Fixed docs generation

2001-09-12 11:56  Luigi Ballabio

	* Docs/: Makefile.am (1.25), quantlib.doxy (1.26):

	Fixing doc generation

2001-09-12 11:28  Luigi Ballabio

	* Makefile.am (1.55), makefile.mak (1.24), Docs/Makefile.am (1.24),
	Docs/makefile.mak (1.17), Docs/quantlib.doxy (1.25),
	Docs/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 10:44  Sadruddin Rejeb

	* ql/MonteCarlo/: generalmontecarlo.hpp (1.3), mcoptionsample.hpp
	(1.3):

	delete obsolete classes GeneralMonteCarlo and MCOptionSample

2001-09-12 10:34  Sadruddin Rejeb

	* 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 18:26  Ferdinando Ametrano

	* TODO.txt (1.25):

	updated

2001-09-11 18:18  Ferdinando Ametrano

	* Docs/quantlib.css (1.4):

	color changed (Luigi: I don't know if it is what we choosed
	together)

2001-09-11 17:45  Luigi Ballabio

	* ql/Pricers/: 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 17:38  Ferdinando Ametrano

	* Makefile.am (1.54):

	added doxygen files

2001-09-11 17:38  Ferdinando Ametrano

	* Docs/: quantlib.css (1.3), quantlibheader.html (1.6):

	updated

2001-09-11 17:26  Luigi Ballabio

	* Docs/Makefile.am (1.23), 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 16:47  Sadruddin Rejeb

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

	Monte carlo updates fix

2001-09-11 16:15  Marco Marchioro

	* ql/MonteCarlo/: montecarlomodel.hpp (1.4), multipathpricer.hpp
	(1.3), pathpricer.hpp (1.4):

	Fixing here and there after Monte Carlo changes

2001-09-11 15:35  Ferdinando Ametrano

	* Docs/: quantlib.css (1.2), quantlib.doxy (1.24):

	quantlib.css is used instead of default doxygen.css because of
	browser problems with doxygen.css

2001-09-11 15:22  Sadruddin Rejeb

	* ql/: MonteCarlo/Makefile.am (1.6),
	MonteCarlo/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 13:08  Ferdinando Ametrano

	* 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 13:00  Sadruddin Rejeb

	* 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 12:17  Sadruddin Rejeb

	* configure.in (1.37):

	Removed duplicate output file lines. (Why did they exist in the 1st
	place?)

2001-09-11 11:16  Ferdinando Ametrano

	* QuantLib.nsi (1.34), TODO.txt (1.24):

	updated

2001-09-10 14:17  Luigi Ballabio

	* Docs/: quantlibfooter.html (1.5), quantlibheader.html (1.4),
	quantlib.css (1.1):

	HTML Layout revamped

2001-09-10 12:24  Luigi Ballabio

	* Docs/quantlib.doxy (1.22), Docs/quantlibfooter.html (1.4),
	Docs/quantlibheader.html (1.3), 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 12:08  Sadruddin Rejeb

	* 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 11:14  Sadruddin Rejeb

	* configure.in (1.35), Examples/acinclude.m4 (1.1),
	Examples/configure.in (1.1):

	Enable examples to build autonomously

2001-09-07 10:45  Sadruddin Rejeb

	* quantlib-config.in (1.2):

	Small fix (CFLAGS cleanup)

2001-09-07 10:43  Sadruddin Rejeb

	* Makefile.am (1.53):

	Added lines related to the quantlib.m4 file

2001-09-07 10:42  Sadruddin Rejeb

	* config/readme.txt (1.1):

	Dummy file ensuring that config/ is checked out

2001-09-07 10:35  Sadruddin Rejeb

	* quantlib.m4 (1.1):

	aclocal m4 file for QuantLib

2001-09-06 12:27  Sadruddin Rejeb

	* Makefile.am (1.52), quantlib-config.in (1.1):

	Added quantlib-config script

2001-09-05 16:52  Luigi Ballabio

	* ql/MonteCarlo/randomarraygenerator.hpp (1.3):

	readdition

2001-09-05 16:51  Luigi Ballabio

	* ql/MonteCarlo/randomarraygenerator.hpp (1.2):

	dummy removal

2001-09-05 13:28  Ferdinando Ametrano

	* QuantLib.nsi (1.33), Readme.txt (1.12):

	small tweaks

2001-09-05 12:40  Sadruddin Rejeb

	* configure.in (1.34):

	Added a line to produce intermediate scripts in config/

2001-09-05 12:11  Sadruddin Rejeb

	* Makefile.am (1.51):

	Removed documentation-related steps

2001-09-05 11:49  Sadruddin Rejeb

	* configure.in (1.33):

	Removed documentation-related configuration steps (e.g. doxygen)

2001-09-05 11:48  Sadruddin Rejeb

	* Docs/configure.in (1.1):

	Separated documentation from main configure process

2001-09-05 10:57  Marco Marchioro

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.2):

	Added setTime method for tridiagonal operator

2001-09-04 17:15  Luigi Ballabio

	* Docs/Makefile.am (1.22), Docs/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 16:31  Ferdinando Ametrano

	* 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 15:35  Ferdinando Ametrano

	* News.txt (1.5):

	first draft of the 0.2 News

2001-09-04 15:21  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.mak (1.1):

	it was missing

2001-09-04 14:57  Enrico Sirola

	* ChangeLog.txt (1.2):

	file updated

2001-09-04 14:56  Sadruddin Rejeb

	* Makefile.am (1.49):

	small fix (updateproject.sh => bootstrap)

2001-09-04 14:54  Enrico Sirola

	* ql/: Makefile.am (1.4), Calendars/Makefile.am (1.4),
	CashFlows/Makefile.am (1.4), DayCounters/Makefile.am (1.4),
	FiniteDifferences/Makefile.am (1.4), Indexes/Makefile.am (1.4),
	Instruments/Makefile.am (1.4), Math/Makefile.am (1.4),
	MonteCarlo/Makefile.am (1.4), Patterns/Makefile.am (1.4),
	Pricers/Makefile.am (1.4), Solvers1D/Makefile.am (1.4),
	TermStructures/Makefile.am (1.4), Utilities/Makefile.am (1.4):

	installation path for header files fixed

2001-09-04 12:45  Ferdinando Ametrano

	* 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 12:28  Ferdinando Ametrano

	* QuantLib.nsi (1.31), Readme.txt (1.11), TODO.txt (1.21),
	Docs/where.docs (1.2):

	improved documentation

2001-09-04 11:30  Ferdinando Ametrano

	* ql/: Makefile.am (1.3), Calendars/Makefile.am (1.3),
	CashFlows/Makefile.am (1.3), DayCounters/Makefile.am (1.3),
	FiniteDifferences/Makefile.am (1.3),
	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 10:47  Sadruddin Rejeb

	* Examples/Makefile.am (1.12), Examples/DiscreteHedging/Makefile.am
	(1.4), ql/Makefile.am (1.2), ql/Calendars/Makefile.am (1.2),
	ql/CashFlows/Makefile.am (1.2), ql/DayCounters/Makefile.am (1.2),
	ql/FiniteDifferences/Makefile.am (1.2), ql/Indexes/Makefile.am
	(1.2), ql/Instruments/Makefile.am (1.2), ql/Math/Makefile.am (1.2),
	ql/MonteCarlo/Makefile.am (1.2), ql/Patterns/Makefile.am (1.2),
	ql/Pricers/Makefile.am (1.2), ql/Solvers1D/Makefile.am (1.2),
	ql/TermStructures/Makefile.am (1.2), ql/Utilities/Makefile.am
	(1.2):

	Small fix enabling QuantLib to build from a build/ directory

2001-09-04 09:47  Ferdinando Ametrano

	* QuantLib.nsi (1.30):

	2 bugs fixed

2001-09-03 20:17  Ferdinando Ametrano

	* TODO.txt (1.20):

	updated

2001-09-03 20:06  Ferdinando Ametrano

	* Contributors.txt (1.12):

	added Sad

2001-09-03 19:44  Ferdinando Ametrano

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

	removed todo item (it has been done)

2001-09-03 19:36  Ferdinando Ametrano

	* Docs/: index.docs (1.2), install.docs (1.2), platforms.docs
	(1.3), usage.docs (1.3):

	updated

2001-09-03 18:34  Sadruddin Rejeb

	* ql/Pricers/dividendoption.cpp (1.2):

	gcc-3.0.1 fix (Array::iterator --> std-vector::iterator)

2001-09-03 18:33  Sadruddin Rejeb

	* ql/errors.hpp (1.2):

	gcc-3.0.1 fix (added destructor)

2001-09-03 17:29  Ferdinando Ametrano

	* QuantLib.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 17:17  Ferdinando Ametrano

	* QuantLib.nsi (1.29), Examples/DiscreteHedging/Makefile.am (1.2):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 17:02  Ferdinando Ametrano

	* configure.in (1.32), Examples/Makefile.am (1.11), Makefile.am
	(1.48):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 16:46  Ferdinando Ametrano

	* QuantLib.dsw (1.3), Examples/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 16:33  Ferdinando Ametrano

	* QuantLib.nsi (1.28):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 16:08  Ferdinando Ametrano

	* ql/TermStructures/: Makefile.am (1.1), flatforward.hpp (1.1),
	makefile.mak (1.1), 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 16:02  Ferdinando Ametrano

	* 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 15:59  Ferdinando Ametrano

	* ql/: Indexes/Makefile.am (1.1), Indexes/euribor.hpp (1.1),
	Indexes/gbplibor.hpp (1.1), Indexes/makefile.mak (1.1),
	Indexes/usdlibor.hpp (1.1), Indexes/xibor.cpp (1.1),
	Indexes/xibor.hpp (1.1), 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 15:55  Ferdinando Ametrano

	* 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 15:51  Ferdinando Ametrano

	* 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 15:47  Ferdinando Ametrano

	* 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 12:50  Enrico Sirola

	* Makefile.am (1.46), bootstrap (1.1), updateproject.sh (1.4):

	bootstrap script name changed from updateproject.sh to bootstrap

2001-09-03 12:34  Sadruddin Rejeb

	* TODO.txt (1.18):

	gcc-3.0 -> gcc-3.0.1

2001-09-03 10:05  Ferdinando Ametrano

	* Docs/images/QL-largish.bmp (1.1):

	added for Win32 installer splash screen

2001-09-03 10:01  Ferdinando Ametrano

	* QuantLib.nsi (1.27):

	new version

2001-09-03 10:01  Ferdinando Ametrano

	* TODO.txt (1.17):

	updated

2001-09-03 10:00  Ferdinando Ametrano

	* updateproject.sh (1.3):

	comments added

2001-09-03 09:58  Ferdinando Ametrano

	* configure.in (1.31), News.txt (1.3):

	version update to 0.2

2001-09-03 09:54  Ferdinando Ametrano

	* Docs/: quantlib.doxy (1.20), usage.docs (1.2):

	improved

2001-09-03 09:53  Ferdinando Ametrano

	* Docs/Examples/: custom_operator.cpp (1.4), history_iterators.cpp
	(1.5):

	copyright notice removed

2001-08-31 17:20  Ferdinando Ametrano

	* QuantLib.nsi (1.26):

	added dep files to the installer

2001-08-31 16:47  Ferdinando Ametrano

	* QuantLib.nsi (1.25):

	full install is now the first option

2001-08-31 15:17  Ferdinando Ametrano

	* QuantLib.dep (1.3), QuantLib.mak (1.27):

	updated

2001-08-30 19:52  Enrico Sirola

	* configure.in (1.30):

	test on time.h added

2001-08-30 19:33  Ferdinando Ametrano

	* configure.in (1.29):

	clock substitued by time

2001-08-30 19:03  Ferdinando Ametrano

	* acconfig.h (1.4):

	clock substitued by time

2001-08-30 12:38  Ferdinando Ametrano

	* QuantLib.dep (1.2), QuantLib.dsp (1.37), QuantLib.mak (1.26):

	little changes

2001-08-29 21:08  Ferdinando Ametrano

	* QuantLib.dsp (1.36), QuantLib.mak (1.25):

	added 2 more ActualActual day count convention not finished yet

2001-08-29 11:17  Ferdinando Ametrano

	* Makefile.am (1.45), Examples/Makefile.am (1.9):

	updated EXTRA_DIST files

2001-08-29 11:16  Ferdinando Ametrano

	* QuantLib.dsp (1.35), QuantLib.mak (1.24):

	changed OnTheEdge output dirs

2001-08-29 11:15  Ferdinando Ametrano

	* QuantLib.nsi (1.24):

	added dep files to avoid annoying warning

2001-08-29 11:10  Ferdinando Ametrano

	* QuantLib.dep (1.1):

	added dep files to avoid annoying warning

2001-08-28 19:23  Ferdinando Ametrano

	* QuantLib.dsp (1.34), QuantLib.mak (1.23):

	unsigned int instead of int

2001-08-28 16:46  Enrico Sirola

	* 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 14:42  Enrico Sirola

	* configure (1.1):

	this file has been added in order to compile easily using cygwin
	tools

2001-08-28 14:34  Ferdinando Ametrano

	* TODO.txt (1.16):

	updated

2001-08-27 17:27  Ferdinando Ametrano

	* Makefile.am (1.41), Makefile.am (1.42):

	typo fixed

2001-08-27 15:16  Ferdinando Ametrano

	* QuantLib.nsi (1.23):

	typos fixed

2001-08-27 14:43  Ferdinando Ametrano

	* QuantLib.nsi (1.22):

	2 Win32 binaries installer: full and light

2001-08-27 13:56  Ferdinando Ametrano

	* Docs/Makefile.am (1.20):

	improved installer

2001-08-27 13:23  Ferdinando Ametrano

	* QuantLib.nsi (1.21), TODO.txt (1.15), Docs/QuantLib-docs.nsi
	(1.6):

	improved installer

2001-08-23 17:13  Ferdinando Ametrano

	* QuantLib.nsi (1.20), Docs/QuantLib-docs.nsi (1.5):

	improving ....

2001-08-23 16:58  Luigi Ballabio

	* Docs/makefile.mak (1.13):

	Doc fixes

2001-08-23 16:39  Ferdinando Ametrano

	* QuantLib.dsp (1.33), QuantLib.mak (1.22), QuantLib.nsi (1.19),
	Readme.txt (1.10), Docs/QuantLib-docs.nsi (1.4):

	miscellanea

2001-08-23 15:28  Ferdinando Ametrano

	* QuantLib.dsw (1.2):

	Example dsp added

2001-08-23 15:07  Ferdinando Ametrano

	* Makefile.am (1.40):

	bug fixed

2001-08-23 15:04  Ferdinando Ametrano

	* Makefile.am (1.39):

	typo fixed

2001-08-23 15:04  Ferdinando Ametrano

	* Docs/QuantLib-docs.nsi (1.3):

	added link to index.html

2001-08-23 14:59  Ferdinando Ametrano

	* Makefile.am (1.38), Docs/QuantLib-docs.nsi (1.2),
	Examples/Makefile.am (1.7):

	makedist now distributes examples

2001-08-23 14:42  Ferdinando Ametrano

	* Examples/Makefile.am (1.6):

	makedist now distributes examples

2001-08-23 13:24  Ferdinando Ametrano

	* QuantLib.nsi (1.18), Examples/makefile.mak (1.2):

	try/catch in examples

2001-08-23 13:21  Ferdinando Ametrano

	* Docs/: QuantLib-docs.nsi (1.1), Makefile.am (1.19):

	Win32 documentation installer

2001-08-23 12:16  Ferdinando Ametrano

	* QuantLib.nsi (1.17), Examples/Examples.dsw (1.1):

	Examples have been added to Win32 binary installer

2001-08-23 11:41  Ferdinando Ametrano

	* makefile.mak (1.22):

	improved Borland examples makefiles

2001-08-23 11:40  Ferdinando Ametrano

	* Docs/platforms.docs (1.2):

	added 2 platforms

2001-08-23 10:42  Luigi Ballabio

	* 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 20:16  Ferdinando Ametrano

	* TODO.txt (1.13), TODO.txt (1.14):

	update

2001-08-22 19:57  Ferdinando Ametrano

	* QuantLib.mak (1.21), makefile.mak (1.21), Examples/makefile.mak
	(1.1):

	Examples compiles under borland added borland makefile

2001-08-22 19:54  Luigi Ballabio

	* 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 17:28  Ferdinando Ametrano

	* QuantLib.dsp (1.32), QuantLib.mak (1.20):

	added AntitheticPathGenerator

2001-08-21 16:21  Ferdinando Ametrano

	* TODO.txt (1.11):

	removed default constructors and useless isInitialized_ private
	member

	[also enabled MS Visual C++ profiling]

2001-08-13 17:06  Ferdinando Ametrano

	* TODO.txt (1.10):

	added dividendRho method

2001-08-08 17:47  Marco Marchioro

	* QuantLib.dsp (1.31), QuantLib.mak (1.19):

	Class SegmentIntegral computes the integral of a function over an
	interval

2001-08-07 19:33  Ferdinando Ametrano

	* 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 13:25  Matteo Gallivanoni

	* Docs/Examples/: custom_operator.cpp (1.3), history_iterators.cpp
	(1.4):

	copyright header maintenance

2001-08-06 17:43  Ferdinando Ametrano

	* QuantLib.dsp (1.29), QuantLib.mak (1.17):

	BSMOption now is SingleAssetOption BSMEuropeanOption now is
	EuropeanOption

2001-07-27 10:17  Ferdinando Ametrano

	* TODO.txt (1.8):

	updated

2001-07-26 19:15  Ferdinando Ametrano

	* TODO.txt (1.7):

	updated

2001-07-26 15:55  Ferdinando Ametrano

	* TODO.txt (1.6):

	updated

2001-07-26 13:09  Ferdinando Ametrano

	* TODO.txt (1.5):

	updated

2001-07-26 10:27  Ferdinando Ametrano

	* Docs/Makefile.am (1.16):

	wrong path bug fixed

2001-07-25 17:47  Matteo Gallivanoni

	* Docs/Examples/: custom_operator.cpp (1.2), history_iterators.cpp
	(1.3):

	Change from quantlib.sourceforge.net to quantlib.org

2001-07-25 12:47  Ferdinando Ametrano

	* QuantLib.dsp (1.28), QuantLib.mak (1.16):

	generate browse info

2001-07-25 09:42  Ferdinando Ametrano

	* Makefile.am (1.36):

	updated

2001-07-25 09:36  Ferdinando Ametrano

	* Makefile.am (1.35):

	updated

2001-07-24 19:08  Ferdinando Ametrano

	* TODO.txt (1.4):

	Borland/linux port of the examples

2001-07-24 18:59  Ferdinando Ametrano

	* 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 18:58  Ferdinando Ametrano

	* TODO.txt (1.3):

	RPM package added

2001-07-24 17:04  Ferdinando Ametrano

	* History.txt (1.10):

	quantlib.org replaced quantlib.sourceforge.net

2001-07-23 10:30  Luigi Ballabio

	* Docs/Makefile.am (1.14):

	Fixed indentation

2001-07-19 18:40  Luigi Ballabio

	* Makefile.am (1.33), Docs/Makefile.am (1.13), Docs/makefile.mak
	(1.10), Docs/quantlibfooter.html (1.2):

	Improved docs a bit

2001-07-19 17:21  Ferdinando Ametrano

	* QuantLib.mak (1.15):

	updated

2001-07-19 16:27  Matteo Gallivanoni

	* configure.in (1.26):

	warnings purged

2001-07-19 13:00  Ferdinando Ametrano

	* TODO.txt (1.2):

	updated

2001-07-19 12:29  Ferdinando Ametrano

	* Authors.txt (1.5), Contributors.txt (1.11):

	updated

2001-07-18 19:32  Ferdinando Ametrano

	* Authors.txt (1.4), Contributors.txt (1.10):

	updating

2001-07-18 19:30  Ferdinando Ametrano

	* Makefile.am (1.32), TODO.txt (1.1):

	to do list

2001-07-17 10:42  Ferdinando Ametrano

	* README-win.txt (1.4):

	added Visual Studio suggestions

2001-07-17 10:37  Ferdinando Ametrano

	* Readme.txt (1.8):

	added configuration/compiler list

2001-07-16 18:11  Ferdinando Ametrano

	* updateproject.sh (1.2):

	reordered

2001-07-16 17:20  Marco Marchioro

	* QuantLib.dsp (1.27), QuantLib.mak (1.14):

	cashflow.hpp added

2001-07-15 10:34  Ferdinando Ametrano

	* Authors.txt (1.3), Contributors.txt (1.9), Examples/README.txt
	(1.2):

	feedback to Maxim's example

2001-07-11 18:43  Adolfo Benin

	* Docs/README.txt (1.10):

	added a note about MikTek on Win32

2001-07-11 11:44  Ferdinando Ametrano

	* QuantLib.nsi (1.16):

	install executable sets environment variable QL_DIR

2001-07-09 18:29  Luigi Ballabio

	* Docs/Examples/: custom_operator.cpp (1.1), history_iterators.cpp
	(1.2):

	Some documentation and market element

2001-07-06 11:02  Ferdinando Ametrano

	* Contributors.txt (1.8):

	updated Maxim data

2001-07-05 17:57  Luigi Ballabio

	* QuantLib.dsp (1.26):

	Collected typedefs in a single file

2001-07-05 15:51  Ferdinando Ametrano

	* Contributors.txt (1.7):

	Maxim "Ronin" contribution on efficiency and style

2001-07-03 15:24  Luigi Ballabio

	* QuantLib.dsp (1.25), QuantLib.mak (1.13):

	Added Knuth random generator after doubts were casted on the NR one

2001-06-27 15:08  Ferdinando Ametrano

	* QuantLib.dsp (1.24), QuantLib.mak (1.12):

	added 2 new configurations for custom builds an explainatory README
	will follow

2001-06-27 14:18  Luigi Ballabio

	* Docs/quantlib.doxy (1.17):

	Sources are back in the html docs

2001-06-26 18:32  Ferdinando Ametrano

	* QuantLib.dsp (1.23), QuantLib.mak (1.11):

	added 2 new configurations for custom builds an explainatory README
	will follow

2001-06-26 15:27  Ferdinando Ametrano

	* QuantLib.dsp (1.22), QuantLib.mak (1.10):

	added 2 new configurations for custom builds an explainatory README
	will follow

2001-06-26 11:20  Marco Marchioro

	* QuantLib.dsp (1.21), QuantLib.mak (1.9):

	Method set price added to class stock

2001-06-25 13:28  Enrico Sirola

	* Examples/Makefile.am (1.5):

	dist target fixed

2001-06-25 13:22  Enrico Sirola

	* Makefile.am (1.31), Docs/Makefile.am (1.12),
	Docs/Examples/Makefile.am (1.2):

	dist target fixed

2001-06-25 12:04  Ferdinando Ametrano

	* History.txt (1.9), Docs/Makefile.am (1.11):

	R019-branch-merge5 merged into trunk

2001-06-22 18:38  Luigi Ballabio

	* Docs/quantlib.doxy (1.16):

	Improved documentation

2001-06-22 16:54  Ferdinando Ametrano

	* Examples/Makefile.am (1.4), Examples/README.txt (1.1),
	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 12:24  Ferdinando Ametrano

	* QuantLib.dsp (1.20), QuantLib.mak (1.8):

	file list updated

2001-06-15 15:57  Ferdinando Ametrano

	* Docs/: Makefile.am (1.6.2.1), makefile.mak (1.7.2.1):

	updated to doxygen 1.2.8.1

2001-06-15 15:52  Luigi Ballabio

	* Docs/quantlib.doxy (1.14):

	Reworked indexes

2001-06-15 11:52  Ferdinando Ametrano

	* 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 18:33  Marco Marchioro

	* QuantLib.dsp (1.19), QuantLib.mak (1.7):

	VS-projects updated

2001-06-11 11:09  Luigi Ballabio

	* 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 11:14  Ferdinando Ametrano

	* QuantLib.dsp (1.18), QuantLib.mak (1.6):

	removed useless include dir Include/Pricers

2001-06-07 11:54  Luigi Ballabio

	* Docs/quantlib.doxy (1.9.2.2):

	Added deprecated classes in documentation

2001-06-05 16:36  Ferdinando Ametrano

	* History.txt (1.3.2.3):

	updated

2001-06-05 14:45  Ferdinando Ametrano

	* History.txt (1.8), QuantLib.nsi (1.15):

	R019-branch-merge4 merged into trunk

2001-06-05 12:56  Luigi Ballabio

	* Makefile.am (1.30):

	Added docs-clean target

2001-06-05 12:53  Luigi Ballabio

	* Docs/Makefile.am (1.9):

	tab fixed

2001-06-05 11:35  Luigi Ballabio

	* Docs/: Makefile.am (1.8), makefile.mak (1.9), quantlib.doxy
	(1.12), quantlib.linux.doxy (1.1), quantlib.win32.doxy (1.1):

	Updated docs to use Doxygen 1.2.8

2001-06-04 15:17  Marco Marchioro

	* QuantLib.dsp (1.17), QuantLib.mak (1.5):

	ParCoupon added to project

2001-06-01 18:50  Luigi Ballabio

	* Docs/quantlib.doxy (1.11):

	Term structure on deposits and swaps

2001-05-31 16:48  Luigi Ballabio

	* QuantLib.dsp (1.16):

	Worked around Visual C++ deficiencies

2001-05-31 12:10  Luigi Ballabio

	* configure.in (1.25):

	Added new dirs in configure.in

2001-05-31 11:00  Luigi Ballabio

	* QuantLib.nsi (1.14):

	Cash flows, scheduler, and generic swap added - the latter should
	be specialized and tested

2001-05-30 17:22  Ferdinando Ametrano

	* History.txt (1.7):

	added release date

2001-05-30 16:50  Ferdinando Ametrano

	* QuantLib.nsi (1.13):

	debug libraries removed from installer

2001-05-28 21:29  Ferdinando Ametrano

	* QuantLib.nsi (1.10.2.1):

	removed docs from binary installer

2001-05-28 21:25  Ferdinando Ametrano

	* QuantLib.nsi (1.12):

	removed docs from binary installer

2001-05-28 16:57  Luigi Ballabio

	* Makefile.am (1.29):

	Removed files removed from distribution list also

2001-05-28 16:11  Ferdinando Ametrano

	* History.txt (1.3.2.2):

	typos fixed (actually reverting back)

2001-05-28 16:08  Ferdinando Ametrano

	* History.txt (1.3.2.1):

	added history of release 0.1.9

2001-05-28 16:06  Ferdinando Ametrano

	* History.txt (1.6):

	typos fixed

2001-05-28 15:17  Ferdinando Ametrano

	* makefile.mak (1.20):

	I'm confused, but it seems like we don't need to mkdir

2001-05-28 15:09  Ferdinando Ametrano

	* QuantLib.dsp (1.15), QuantLib.mak (1.4), makefile.mak (1.19):

	R019-branch-merge3 merged into trunk

2001-05-28 14:57  Ferdinando Ametrano

	* QuantLib.dsp (1.13.2.2), QuantLib.mak (1.3.2.1), makefile.mak
	(1.15.2.2):

	VarTool renamed RiskMeasures

2001-05-28 14:44  Ferdinando Ametrano

	* QuantLib.dsp (1.13.2.1), makefile.mak (1.15.2.1):

	VarTool renamed RiskMeasures

2001-05-25 18:33  Ferdinando Ametrano

	* makefile.mak (1.18):

	improved install directive

2001-05-25 18:01  Ferdinando Ametrano

	* configure.in (1.24):

	R019-branch-merge2 merged into trunk

2001-05-25 17:58  Ferdinando Ametrano

	* configure.in (1.23), Docs/quantlib.doxy (1.10):

	R019-branch-merge2 merged into trunk

2001-05-25 17:13  Ferdinando Ametrano

	* configure.in (1.21.2.1), Docs/quantlib.doxy (1.9.2.1):

	release version updated to 0.1.9

2001-05-25 15:49  Ferdinando Ametrano

	* History.txt (1.5):

	fixed few typos

2001-05-25 12:14  Luigi Ballabio

	* 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 18:06  Ferdinando Ametrano

	* makefile.mak (1.17):

	commented out QL_DIR requirement

2001-05-24 15:34  Ferdinando Ametrano

	* ChangeLog.txt (1.1), ChangeLogShort.txt (1.1):

	changelog added.  Manual update for the time being

2001-05-24 14:52  Ferdinando Ametrano

	* Makefile.am (1.28), makefile.mak (1.16), Docs/Makefile.am (1.7),
	Docs/makefile.mak (1.8), Examples/Makefile.am (1.3):

	smoothing #include xx.hpp

2001-05-24 13:15  Luigi Ballabio

	* QuantLib.dsp (1.14), QuantLib.nsi (1.11), configure.in (1.22):

	Stripped conventions from Currencies

2001-05-23 15:06  Ferdinando Ametrano

	* QuantLib.dsp (1.13), QuantLib.mak (1.3):

	just to be sure ... the latest version

2001-05-23 11:23  Marco Marchioro

	* QuantLib.dsp (1.12):

	included solver1d.hpp

2001-05-22 16:43  Ferdinando Ametrano

	* QuantLib.nsi (1.10):

	comment added

2001-05-22 15:43  Ferdinando Ametrano

	* QuantLib.nsi (1.9):

	80 columns enforced

2001-05-22 10:34  Ferdinando Ametrano

	* QuantLib.mak (1.2):

	Visual Studio command line make file updated

2001-05-21 15:12  Ferdinando Ametrano

	* QuantLib.nsi (1.8):

	upgraded to NSIS 1.41

2001-05-21 13:16  Luigi Ballabio

	* Makefile.am (1.27), configure.in (1.21):

	SWIG folder removed

2001-05-21 13:11  Luigi Ballabio

	* Makefile.am (1.26), configure.in (1.20):

	Ruby extension removed

2001-05-21 13:06  Luigi Ballabio

	* Makefile.am (1.25), configure.in (1.19), makefile.mak (1.15):

	Python extension removed

2001-05-18 10:21  Marco Marchioro

	* QuantLib.dsp (1.11):

	USD-Libor index added

2001-05-17 16:23  Luigi Ballabio

	* QuantLib.dsp (1.10):

	Removed phony currencies before adding methods to interface

2001-05-16 18:55  Ferdinando Ametrano

	* Docs/README.txt (1.9):

	improved doc

2001-05-16 12:25  Marco Marchioro

	* QuantLib.dsp (1.9):

	Updated for indexes

2001-05-16 11:57  Luigi Ballabio

	* configure.in (1.18), makefile.mak (1.14):

	Added indexes and piecewise flat forward curve

2001-05-16 10:35  Ferdinando Ametrano

	* makefile.mak (1.13):

	reverted "make python" to old style, not ready for distutils with
	borland compiler

2001-05-15 18:10  Ferdinando Ametrano

	* makefile.mak (1.12):

	updated all PyWrap depencencies to PyQuantLibWrap

2001-05-11 09:29  Ferdinando Ametrano

	* QuantLib.nsi (1.7):

	added CVS tag.	Swig files are back (for a while)

2001-05-09 13:06  Ferdinando Ametrano

	* README-win.txt (1.2), Readme.txt (1.6):

	A few comments modified/removed

2001-05-09 11:22  Ferdinando Ametrano

	* QuantLib.nsi (1.6):

	removed SWIG and *.cpp files from the binaries' installer

2001-05-02 14:44  Luigi Ballabio

	* Docs/quantlib.doxy (1.9):

	Set SHORT_NAMES to YES

2001-05-02 11:30  Luigi Ballabio

	* Docs/quantlib.doxy (1.8):

	Updated for Doxygen 1.2.7

2001-04-30 17:45  Luigi Ballabio

	* Docs/makefile.mak (1.7):

	make clean in Docs also deletes man

2001-04-26 13:20  Luigi Ballabio

	* Makefile.am (1.24):

	python-test uses Distutils under linux

2001-04-24 18:02  Ferdinando Ametrano

	* QuantLib.nsi (1.5):

	smoothing ...

2001-04-24 17:01  Ferdinando Ametrano

	* makefile.mak (1.11):

	fixed makefiles

2001-04-24 16:55  Ferdinando Ametrano

	* makefile.mak (1.10):

	fixed makefiles

2001-04-24 15:51  Luigi Ballabio

	* makefile.mak (1.9):

	Hopefully fixed install

2001-04-24 11:11  Luigi Ballabio

	* makefile.mak (1.8):

	Fixed message for missing environment variable

2001-04-23 09:33  Ferdinando Ametrano

	* makefile.mak (1.7):

	install directive now first purges the files already installed

2001-04-20 18:06  Ferdinando Ametrano

	* makefile.mak (1.6):

	make install for the library

2001-04-20 12:52  Ferdinando Ametrano

	* 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 17:46  Ferdinando Ametrano

	* QuantLib.nsi (1.4):

	fixed pdf documentation

2001-04-19 14:07  Ferdinando Ametrano

	* QuantLib.nsi (1.3):

	smoothing ...

2001-04-19 09:40  Ferdinando Ametrano

	* Makefile.am (1.23), Docs/Makefile.am (1.6), Examples/Makefile.am
	(1.2):

	added CVS tags

2001-04-18 15:38  Ferdinando Ametrano

	* Makefile.am (1.22):

	QuantLib.nsi was missing from distribution

2001-04-18 11:17  Ferdinando Ametrano

	* configure.in (1.17):

	smoothing ...

2001-04-17 18:08  Ferdinando Ametrano

	* Docs/Makefile.am (1.5):

	typo fixed

2001-04-17 17:43  Ferdinando Ametrano

	* Makefile.am (1.21), Docs/quantlib.doxy (1.6):

	smoothing ...

2001-04-17 17:27  Ferdinando Ametrano

	* Docs/: footer.html (1.4), quantlibfooter.html (1.1):

	footer.html replaced by quantlibfooter.html

2001-04-17 16:45  Enrico Sirola

	* Makefile.am (1.20):

	typo fixed

2001-04-17 16:40  Ferdinando Ametrano

	* QuantLib.nsi (1.2):

	no message

2001-04-17 16:31  Ferdinando Ametrano

	* QuantLib.nsi (1.1):

	Null Soft installer script

2001-04-17 16:01  Enrico Sirola

	* Makefile.am (1.19):

	dist target updated

2001-04-17 15:15  Enrico Sirola

	* Makefile.am (1.18):

	trailing \ removed

2001-04-17 14:59  Ferdinando Ametrano

	* Makefile.am (1.17):

	added few Win32 files to Unix make dist directive

2001-04-13 15:06  Ferdinando Ametrano

	* makefile.mak (1.5):

	now python directive does not depend on general make directive

2001-04-13 14:23  Ferdinando Ametrano

	* QuantLib.dsw (1.1), QuantLib.mak (1.1):

	added QuantLib Visual Studio makefile

2001-04-13 10:42  Ferdinando Ametrano

	* QuantLib.dsp (1.7), makefile.mak (1.4):

	new homes for Win32 libs

2001-04-11 19:03  Luigi Ballabio

	* QuantLib.dsp (1.6):

	Python VC++ project fixed and moved to Python dir

2001-04-10 16:51  Luigi Ballabio

	* Docs/quantlib.doxy (1.5), Examples/history_iterators.cpp (1.5):

	Added Microsoft Help format to Doxygen output

2001-04-10 16:35  Luigi Ballabio

	* Docs/quantlib.doxy (1.4):

	Fixed include paths

2001-04-09 17:51  Luigi Ballabio

	* configure.in (1.16):

	Compiling again under Linux

2001-04-06 20:46  Ferdinando Ametrano

	* 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 18:19  Luigi Ballabio

	* 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 15:33  Ferdinando Ametrano

	* QuantLib.dsp (1.5):

	small fixes

2001-04-04 15:32  Enrico Sirola

	* configure.in (1.14):

	tons of typos fixed

2001-04-04 14:55  Ferdinando Ametrano

	* configure.in (1.13):

	Headers policy: linux conf catching up

2001-04-04 14:13  Ferdinando Ametrano

	* 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 13:07  Ferdinando Ametrano

	* 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 11:21  Luigi Ballabio

	* Makefile.am (1.15), QuantLib.prj (1.1), QuantLib.prj.exp (1.1),
	README-mac.txt (1.1):

	Removed Mac folder

2001-03-30 17:45  Luigi Ballabio

	* Makefile.am (1.14), configure.in (1.12):

	Still working on make dist (and added IntVector and DoubleVector to
	Ruby module)

2001-03-30 12:14  Luigi Ballabio

	* Makefile.am (1.13), QuantLib.dsp (1.1), README-win.txt (1.1):

	Emptied Win directory

2001-03-29 12:03  Luigi Ballabio

	* makefile.mak (1.3):

	Moved bcc makefile from Win to Sources

2001-03-28 15:33  Luigi Ballabio

	* Makefile.am (1.12), configure.in (1.11):

	Generated distribution almost complete (and added random generators
	to Ruby module)

2001-03-28 15:08  Ferdinando Ametrano

	* Docs/README.txt (1.8):

	better numbering

2001-03-27 19:39  Luigi Ballabio

	* Makefile.am (1.11), 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 18:07  Luigi Ballabio

	* makefile.mak (1.2), Docs/makefile.mak (1.5):

	Moved docs make targets to makefile in Docs dir - added docs-*
	target in global makefile

2001-03-26 14:41  Luigi Ballabio

	* Makefile.am (1.10), 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 17:03  Luigi Ballabio

	* makefile.mak (1.1):

	Added makefile for Borland C++ at root level

2001-03-23 16:01  Luigi Ballabio

	* Makefile.am (1.9), 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 17:51  Luigi Ballabio

	* Docs/footer.html (1.3):

	Aligned under Netscape, Explorer and Opera

2001-03-15 17:07  Ferdinando Ametrano

	* 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 16:45  Ferdinando Ametrano

	* 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 16:20  Luigi Ballabio

	* 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 17:17  Enrico Sirola

	* Makefile.am (1.7), configure.in (1.7), Docs/Makefile.am (1.1):

	doxygen support added

2001-03-02 15:27  Enrico Sirola

	* Makefile.am (1.6):

	typo fixed

2001-03-02 09:36  Enrico Sirola

	* 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 19:22  Luigi Ballabio

	* configure.in (1.6):

	Replaced std::domain_error with QuantLib::IndexError

2001-02-22 16:22  Luigi Ballabio

	* Makefile.am (1.5), configure.in (1.5):

	Added test target to makefile

2001-02-19 15:00  Luigi Ballabio

	* Docs/: offline.doxy (1.8), online.doxy (1.7):

	Corrected documentation

2001-02-15 18:36  Luigi Ballabio

	* acconfig.h (1.3), acinclude.m4 (1.2), configure.in (1.4):

	Added checks for iterator and iterator_traits

2001-02-09 20:45  Luigi Ballabio

	* acconfig.h (1.2), configure.in (1.3):

	Updated configuration macros

2001-02-09 20:25  Luigi Ballabio

	* Docs/: offline.doxy (1.7), online.doxy (1.6):

	Reworked macro documentation

2001-02-08 18:05  Luigi Ballabio

	* Docs/offline.doxy (1.6):

	Switched EXTRACT ALL off

2001-02-05 15:49  Enrico Sirola

	* Makefile.am (1.4):

	added some files to Makefile.am files

2001-02-05 11:48  Luigi Ballabio

	* Docs/: offline.doxy (1.5), online.doxy (1.5):

	Updated for Doxygen 1.2.5

2001-01-23 12:08  Luigi Ballabio

	* Contributors.txt (1.5):

	Renamed iterators in Include\Utilities and related files

2001-01-17 19:20  Enrico Sirola

	* Makefile.am (1.3), 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 17:22  Enrico Sirola

	* Makefile.am (1.2):

	Examples/history_iterators.cpp added to EXTRA_DIST

2001-01-10 12:21  Luigi Ballabio

	* Docs/offline.doxy (1.4), Docs/online.doxy (1.4),
	Examples/history_iterators.cpp (1.1):

	Added Examples folder

2001-01-10 11:03  Ferdinando Ametrano

	* Contributors.txt (1.4):

	removed addresses (added without asking)

2001-01-10 10:57  Ferdinando Ametrano

	* Contributors.txt (1.3):

	added email address

2001-01-09 19:31  Enrico Sirola

	* Makefile.am (1.1), 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 21:07  Ferdinando Ametrano

	* Docs/README.txt (1.5):

	better readme (still to improve)

2000-12-27 18:18  Luigi Ballabio

	* Contributors.txt (1.2):

	Changes for compiling under Linux and Alpha Linux

2000-12-20 19:02  Ferdinando Ametrano

	* Docs/README.txt (1.4):

	no message

2000-12-19 15:52  Enrico Sirola

	* History.txt (1.2):

	dumb commit (test)

2000-12-14 14:25  Luigi Ballabio

	* Docs/: offline.doxy (1.3), online.doxy (1.3):

	Excluded quantlib.h (humongous dependency graph)

2000-12-14 13:32  Luigi Ballabio

	* Docs/: offline.doxy (1.2), online.doxy (1.2):

	Added CVS tags in Doxygen file documentation blocks

2000-12-12 18:35  Ferdinando Ametrano

	* Docs/onlinefooter.html (1.2):

	new footer

2000-12-12 12:22  Luigi Ballabio

	* Docs/: offline.doxy (1.1), online.doxy (1.1), onlinefooter.html
	(1.1):

	Diversified online and offline footer

2000-12-12 12:21  Luigi Ballabio

	* Docs/doxygen.cfg (1.16):

	Renamed

2000-12-11 12:00  Luigi Ballabio

	* Docs/doxygen.cfg (1.15):

	Expression templates now work under Borland C++ 5.5

2000-12-05 16:40  Luigi Ballabio

	* Docs/doxygen.cfg (1.14):

	Updated for Doxygen 1.2.3-20001203

2000-11-27 18:07  Luigi Ballabio

	* Docs/doxygen.cfg (1.13):

	added GENERATE_TREEVIEW for the latest Doxygen release

2000-11-22 09:59  Ferdinando Ametrano

	* Readme.txt (1.5):

	little changes

2000-11-22 09:36  Marco Marchioro

	* Readme.txt (1.4):

	Minor changes in README file

2000-11-21 17:43  Ferdinando Ametrano

	* Docs/README.txt (1.3):

	rephrased Luigi: ma i link che ho messo sono attendibili ?

2000-11-21 17:36  Luigi Ballabio

	* Docs/README.txt (1.2):

	no message

2000-11-21 16:55  Ferdinando Ametrano

	* Readme.txt (1.3):

	prova

2000-11-21 16:55  Ferdinando Ametrano

	* Readme.txt (1.2), Docs/README.txt (1.1):

	added a few READMEs Luigi e Marco: CONTROLLATELI !!!!

2000-11-20 13:41  Ferdinando Ametrano

	* Authors.txt (1.1), Contributors.txt (1.1), History.txt (1.1),
	News.txt (1.1):

	no message

2000-11-17 13:39  Luigi Ballabio

	* Docs/doxygen.cfg (1.12):

	EXTRACT_ALL set to true

2000-11-17 10:49  Luigi Ballabio

	* Docs/doxygen.cfg (1.11):

	hidden undocumented classes

2000-11-16 18:51  Luigi Ballabio

	* Docs/doxygen.cfg (1.10):

	no more global include files

2000-11-13 16:29  Luigi Ballabio

	* Docs/doxygen.cfg (1.9):

	(Re)added

2000-11-13 16:26  Luigi Ballabio

	* Docs/: doxygen.cfg (1.8), makefile.mak (1.4):

	no message

2000-11-10 17:54  Luigi Ballabio

	* Docs/doxygen.cfg (1.7):

	no message

2000-11-09 19:21  Luigi Ballabio

	* Docs/doxygen.cfg (1.6):

	Fixed american theta Renamed Function to ObjectiveFunction

2000-11-06 19:11  Luigi Ballabio

	* Docs/doxygen.cfg (1.5):

	Documentation added A few files moved

2000-11-03 19:15  Luigi Ballabio

	* Docs/: doxygen.cfg (1.4), makefile.mak (1.3):

	no message

2000-11-03 12:47  Luigi Ballabio

	* Docs/: doxygen.cfg (1.3), makefile.mak (1.2):

	no message

2000-11-03 10:47  Luigi Ballabio

	* Docs/doxygen.cfg (1.2):

	Changed a few switches from test to production values

2000-10-31 19:33  Luigi Ballabio

	* Docs/makefile.mak (1.1):

	Added Borland makefile for documentation

2000-10-31 19:32  Luigi Ballabio

	* Docs/doxygen.cfg (1.1):

	Added Doxygen configuration file

2000-10-20 18:43  Ferdinando Ametrano

	* Readme.txt (1.1):

	to be improved

2000-10-20 10:43  Luigi Ballabio

	* 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 10:37  Luigi Ballabio

	* LICENSE.TXT (1.1):

	License file

2000-10-20 10:11  Luigi Ballabio

	* 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

2000-10-20 10:11  Luigi Ballabio

	* 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

