2004-03-22 09:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/lowdiscrepancysequences.cpp (1.39.2.1):

	typo

2004-03-22 09:18  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.mak (1.201.2.5):

	updated

2004-03-21 18:34  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/mcsimulation.hpp (1.1.2.3):

	Removed unnecessary inclusion

2004-03-21 17:09  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/: americanpayoffatexpiry.hpp (1.2.2.3),
	americanpayoffathit.hpp (1.4.2.3):

	Typos

2004-03-21 17:07  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Math/linearinterpolation.hpp (1.22.2.4):

	Warning avoided

2004-03-21 17:05  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Math/interpolation.hpp (1.25.2.3):

	todo was done already

2004-03-21 17:05  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/exercise.hpp (1.29.2.4):

	Typos

2004-03-21 17:03  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/pages/overview.docs (1.8.4.21):

	Typos and formatting

2004-03-21 14:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/bilinearinterpolation.hpp (1.18.2.1):

	bug fix

2004-03-20 22:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.nsi (1.93.2.1):

	commented line removed

2004-03-20 22:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/binomialdistribution.hpp (1.4.2.2):

	description improved

2004-03-20 22:41  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/getcovariance.hpp (1.15.2.1):

	more safety checks

2004-03-20 14:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* memo.txt (1.1.2.2):

	updated

2004-03-19 17:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/europeanoption.cpp (1.49.2.5):

	updated

2004-03-19 17:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/exercise.hpp (1.29.2.3):

	softer comment

2004-03-19 17:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/blackformula.hpp (1.11.2.3):

	play on the safe side

2004-03-19 16:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/blackmodel.hpp (1.1.2.2):

	minor change

2004-03-19 11:30  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: diffusionprocess.hpp (1.26.2.1), option.hpp (1.25.2.2):

	documentation in progress

2004-03-19 11:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Docs/pages/overview.docs (1.8.4.15):

	documentation in progress

2004-03-19 09:22  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* test-suite/americanoption.cpp (1.12.2.4):

	typo fixed

2004-03-18 18:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/americanoption.cpp (1.12.2.3):

	Giovanni Barone-Adesi is one person, one last name

2004-03-18 18:14  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Docs/pages/overview.docs (1.8.4.14):

	updating in progress

2004-03-18 17:49  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/overview.docs (1.8.4.12):

	updating in progress

2004-03-18 17:05  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* QuantLib.spec.in (1.2.2.1):

	Fixed RPM dependencies

2004-03-18 15:26  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/license.docs (1.15.2.3):

	updated

2004-03-18 15:22  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/overview.docs (1.8.4.9):

	updating in progress

2004-03-18 15:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/overview.docs (1.8.4.8):

	updating in progress

2004-03-18 15:00  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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),
	ql/functions/mathf.hpp (1.20.2.1), 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 <nando AT ametrano DOT net>

	* Docs/pages/license.docs (1.15.2.2):

	removing non-sense copyright of license wording

2004-03-18 12:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/overview.docs (1.8.4.6):

	updating in progress

2004-03-18 12:14  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/README.txt (1.25.2.1):

	updated

2004-03-18 11:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/overview.docs (1.8.4.5):

	updating in progress

2004-03-18 10:43  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/overview.docs (1.8.4.4):

	updating in progress

2004-03-18 10:34  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/calendar.hpp (1.30.2.2):

	formatting

2004-03-17 18:51  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/overview.docs (1.8.4.3):

	updating in progress

2004-03-17 16:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/Basket/stulzengine.cpp (1.9.2.3):

	redundant code removed

2004-03-17 15:18  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* test-suite/quantlibtestsuite.cpp (1.63.2.4):

	removing generic comments

2004-03-17 12:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Instruments/oneassetoption.hpp (1.6.2.2):

	documenting Borland bug

2004-03-17 12:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/qldefines.hpp (1.66.2.2):

	removing a too generic comment

2004-03-17 12:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* test-suite/factorial.cpp (1.8.2.2):

	no message

2004-03-16 19:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/: europeanoption.cpp (1.49.2.1), quantlibtestsuite.cpp
	(1.63.2.3):

	no message

2004-03-16 19:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/factorial.cpp (1.8.2.1):

	improved error messages

2004-03-16 18:32  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/makefile.mak (1.44.2.1):

	missing file

2004-03-16 15:23  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/quantlibtestsuite.cpp (1.63.2.2):

	jump-diffusion doesn't fail anymore

2004-03-15 19:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/jumpdiffusion.cpp (1.10.2.3):

	doesn't fail anymore

2004-03-15 18:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/blackformula.hpp (1.11.2.1):

	avoiding 0/0

2004-03-15 18:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* test-suite/jumpdiffusion.cpp (1.10.2.1):

	Borland dosn't like divisions by zero

2004-03-15 14:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Instruments/oneassetoption.cpp (1.5.2.2):

	hunting down Borland bugs

2004-03-15 12:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* test-suite/interpolations.cpp (1.10.2.5):

	Borland required higher tolerance

2004-03-15 11:18  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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),
	ql/functions/daycounters.cpp (1.8.2.1), ql/functions/mathf.cpp
	(1.32.2.1), ql/functions/vols.cpp (1.23.2.1),
	test-suite/basketoption.cpp (1.16.2.1):

	Documentation clean-up

2004-03-15 11:16  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* test-suite/quantlibtestsuite.cpp (1.63.2.1):

	Tests reordered for release

2004-03-15 11:16  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* test-suite/interpolations.cpp (1.10.2.4):

	Re-enabled not-a-knot test

2004-03-15 11:15  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Math/cubicspline.hpp (1.43.2.4):

	Added multiple inheritace magic to retrieve coefficients

2004-03-15 11:12  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* test-suite/interpolations.cpp (1.10.2.2):

	typo fixed

2004-03-14 00:36  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/cubicspline.hpp (1.43.2.2):

	typo fixed

2004-03-14 00:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Math/cubicspline.hpp (1.43.2.1):

	bug fix

2004-03-13 23:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Docs/pages/: install.docs (1.8.4.1), overview.docs (1.8.4.1):

	updated

2004-03-12 17:22  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/: Math/cubicspline.hpp (1.41), functions/mathf.hpp (1.20):

	final touches for (cubic) interpolation

2004-03-09 18:51  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/functions/: mathf.cpp (1.32), mathf.hpp (1.19):

	moved to container input

2004-03-09 13:39  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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), functions/mathf.cpp
	(1.31):

	Hidden templatization in 2-D interpolations

2004-03-08 16:45  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Workaround for VC++

2004-03-08 16:27  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.7),
	test-suite/basketoption.cpp (1.16):

	Fixes for g++

2004-03-08 14:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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),
	ql/functions/mathf.cpp (1.30), ql/functions/mathf.hpp (1.18),
	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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Math/bicubicsplineinterpolation.hpp (1.12),
	ql/Math/cubicspline.hpp (1.38), ql/Math/interpolationtraits.hpp
	(1.7), ql/Pricers/fddividendoption.cpp (1.16),
	ql/functions/mathf.cpp (1.29), ql/functions/mathf.hpp (1.17),
	test-suite/interpolations.cpp (1.7):

	Spline boundary condition enumeration introduced

2004-03-03 16:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.92):

	updated

2004-03-03 10:18  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.133):

	updated

2004-03-02 15:23  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* Makefile.am (1.84), Docs/Makefile.am (1.60):

	Doxygen glitch

2004-03-02 15:21  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Pricers/fddividendamericanoption.hpp (1.9):

	Flagged as buggy

2004-03-02 15:20  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/: Math/svd.hpp (1.7),
	PricingEngines/Basket/mcamericanbasketengine.hpp (1.3):

	Flagged as non-buggy

2004-03-02 15:18  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Math/: matrix.cpp (1.23), matrix.hpp (1.25):

	(conditionally) added extra checks

2004-03-01 18:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.221):

	updated

2004-03-01 18:23  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.91):

	updated to NSIS 2.0

2004-03-01 18:19  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* LICENSE.TXT (1.17), QuantLib.nsi (1.90):

	updated to NSIS 2.0

2004-03-01 17:54  Ferdinando Ametrano <nando AT ametrano DOT net>

	* LICENSE.TXT (1.16), QuantLib.nsi (1.89):

	updated to NSIS 2.0

2004-03-01 17:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.88):

	updated to NSIS 2.0

2004-03-01 16:26  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: Math/cubicspline.hpp (1.37), functions/mathf.cpp (1.28),
	functions/mathf.hpp (1.16):

	enabling primitive calculation

2004-03-01 10:34  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	Borland warning avoided

2004-02-29 13:44  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

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

	improved error messages

2004-02-27 18:03  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	last test added.  Monotonicity constraint is OK

2004-02-27 10:45  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Math/cubicspline.hpp (1.34), test-suite/interpolations.cpp
	(1.3):

	Fixes for gcc

2004-02-26 19:12  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 17:00  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/functions/mathf.cpp (1.27):

	catching up with the new spline signature

2004-02-26 16:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: Math/bicubicsplineinterpolation.hpp (1.11),
	Math/interpolationtraits.hpp (1.6), Pricers/fddividendoption.cpp
	(1.15), functions/mathf.hpp (1.15):

	catching up with the new spline signature

2004-02-26 16:55  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	formatting

2004-02-24 13:02  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	no message

2004-02-23 18:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.132):

	updated (to be re-ordered)

2004-02-23 16:49  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* test-suite/: europeanoption.cpp (1.49), jumpdiffusion.cpp (1.10),
	quantlibtestsuite.cpp (1.59):

	comments added

2004-02-23 15:07  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	fixing the test

2004-02-23 15:02  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	extended output

2004-02-23 14:49  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/dataformatters.hpp (1.25):

	ArrayFormatter::toString fix for multi-row output

2004-02-23 13:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/Basket/: makefile.mak (1.2),
	mcamericanbasketengine.cpp (1.5):

	Borland integration

2004-02-23 12:33  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.6):

	small changes

2004-02-16 18:48  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.2):

	Interfering include guards

2004-02-16 14:44  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Math/: generalstatistics.cpp (1.10), generalstatistics.hpp
	(1.10):

	sorting method exposed

2004-02-16 14:21  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/history.hpp (1.19):

	Post-increment broke stateful iterators

2004-02-04 14:11  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	factoring out common code and removing redundant undocumented test
	cases

2004-02-04 13:43  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.218), QuantLib.mak (1.198),
	ql/MonteCarlo/makefile.mak (1.27):

	catching up

2004-02-03 16:28  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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),
	ql/functions/mathf.cpp (1.26), ql/functions/vols.cpp (1.23),
	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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/Basket/.cvsignore (1.1):

	no message

2004-01-30 11:02  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	Basket options now handle dividends too

2004-01-27 17:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/Basket/stulzengine.cpp (1.7):

	working on basket options

2004-01-27 17:00  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	working on basket options more test cases

2004-01-27 17:00  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/Basket/stulzengine.cpp (1.6):

	working on basket options

2004-01-27 16:30  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/Basket/stulzengine.cpp (1.5):

	working on basket options

2004-01-27 15:23  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	working on basket options

2004-01-27 15:03  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	generic fixes

2004-01-27 12:14  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/: Vanilla/makefile.mak (1.7), makefile.mak
	(1.28):

	catching up with the file reordering

2004-01-26 19:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/: calendar.hpp (1.30), daycounter.hpp (1.25),
	FiniteDifferences/mixedscheme.hpp (1.11):

	formatting

2004-01-26 17:04  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.131):

	updated

2004-01-26 16:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/qldefines.hpp (1.64):

	don't know where it is used, anyway

2004-01-26 15:42  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	more tests

2004-01-26 15:22  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/bivariatenormaldistribution.cpp (1.4):

	must have been drunk...

2004-01-26 13:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/: bivariatenormaldistribution.cpp (1.3),
	bivariatenormaldistribution.hpp (1.2):

	must have been drunk...

2004-01-21 17:00  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/MonteCarlo/brownianbridge.hpp (1.14):

	bug fixed

2004-01-20 16:43  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	reactivating removed test

2004-01-20 14:44  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	shorter description

2004-01-20 12:23  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Formatting

2004-01-20 12:22  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Instruments/oneassetstrikedoption.cpp (1.8):

	Check not needed

2004-01-20 12:22  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/instrument.hpp (1.27):

	Try blocks no longer needed

2004-01-15 00:30  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/: digitaloption.cpp (1.13), jumpdiffusion.cpp (1.8):

	warnings avoided

2004-01-15 00:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/Barrier/: mcbarrierengine.hpp (1.2),
	mcbinarybarrierengine.hpp (1.2):

	using Brownian Bridge

2004-01-15 00:23  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/americanpayoffathit.hpp (1.3):

	bug fix

2004-01-14 17:50  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	bug fix and efficiency improvements

2004-01-14 17:28  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/MonteCarlo/pathgenerator.hpp (1.48):

	bug fix

2004-01-14 16:43  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/brownianbridge.hpp (1.13):

	bug fix

2004-01-12 17:32  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/MonteCarlo/pathgenerator.hpp (1.47):

	No need for a Handle

2004-01-12 17:05  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/MonteCarlo/pathgenerator.hpp (1.46):

	How did the test work?

2004-01-12 17:04  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/MonteCarlo/mctraits.hpp (1.9):

	Formatting

2004-01-12 16:59  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* test-suite/europeanoption.cpp (1.45),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.6):

	Formatting

2004-01-09 17:41  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/Vanilla/: americanmcengines.cpp (1.6),
	mcvanillaengine.hpp (1.7):

	using Brownian Bridge

2004-01-09 17:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/pathgenerator.hpp (1.45):

	explit selection of incremental or brownian bridge path
	construction

2004-01-09 17:29  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	working on digitals...

2004-01-09 17:28  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	working on barriers...

2004-01-09 11:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.130):

	updated

2004-01-09 10:53  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/MonteCarlo/pathgenerator.hpp (1.44):

	Brownian bridge bug fix

2004-01-08 19:36  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.129):

	updated

2004-01-08 19:21  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	commenting out the MC test for the time being

2004-01-08 19:20  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.101):

	small changes

2004-01-08 19:07  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.100):

	removed unused variable

2004-01-08 18:14  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/brownianbridge.hpp (1.12):

	bug fix

2004-01-08 13:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/blackformula.hpp (1.10):

	more informative error messages

2004-01-08 10:23  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	small changes

2004-01-08 10:18  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/dataformatters.cpp (1.28):

	11, 12, and 13 were uncorrectly handled

2004-01-05 16:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.3):

	working on jump diffudion

2004-01-05 14:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.49):

	Removed unused argument

2004-01-05 13:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/MonteCarlo/mctypedefs.hpp (1.28):

	working on BrownianBridge

2004-01-05 13:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.4):

	allowing for very short time to maturity

2004-01-05 13:30  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.8):

	Whole calculation does not fail when theta does

2004-01-05 13:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.mak (1.192), QuantLib.dsp (1.212):

	new files added to the VC project

2004-01-05 13:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	fix for Borland compiler

2004-01-05 12:14  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/: core.hpp (1.2), quantlib.hpp (1.144):

	Stochastic process in core header

2004-01-05 12:03  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Instruments/oneassetoption.hpp (1.5):

	Default constructors are, well, used by default...

2004-01-05 10:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

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

	jump diffusion engine test added. As of now it fails

2004-01-05 10:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/: digitaloption.cpp (1.6), digitaloption.hpp (1.4):

	American payoff paid at Expiry tests added

2004-01-05 10:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/Vanilla/: bjerksundstenslandengine.cpp (1.3),
	baroneadesiwhaleyengine.cpp (1.4):

	formatting

2004-01-05 10:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/Vanilla/analyticamericanengine.cpp (1.7):

	American payoff paid at Expiry added

2004-01-05 10:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.5):

	allowing for very short time to maturity

2004-01-05 10:04  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/MonteCarlo/digitapathpricer.cpp (1.2):

	How did this get here?

2004-01-05 09:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.2),
	test-suite/jumpdiffusion.hpp (1.2):

	copyright years fixed

2004-01-05 09:55  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	formatting

2004-01-05 09:53  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/americanpayoffathit.hpp (1.2):

	various fixes

2004-01-05 09:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/brownianbridge.hpp (1.11):

	working on BrownianBridge

2004-01-05 09:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/bivariatenormaldistribution.cpp (1.2):

	formatting

2004-01-05 09:46  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	typo fixed

2004-01-05 09:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/stochasticprocess.hpp (1.6):

	working on Merton76

2004-01-05 08:36  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/AmericanOption/AmericanOption.cpp (1.20):

	few more digits

2004-01-02 18:13  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* test-suite/: americanoption.cpp (1.6), asianoptions.cpp (1.8):

	Hmm

2004-01-01 23:58  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	more test cases added

2004-01-01 23:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/digitaloption.hpp (1.3):

	added test for AssetOrNothing payoff with American exercise

2004-01-01 23:50  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/Vanilla/analyticamericanengine.cpp (1.6):

	added American exercise with Payoff at hit analytical formulae

2004-01-01 23:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	small adjustments

2004-01-01 23:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/exercise.hpp (1.29):

	commented out code removed

2003-12-31 21:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/voltermstructure.cpp (1.13):

	more informative error messages + a small fix

2003-12-31 15:45  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	formatting

2003-12-29 21:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Instruments/payoffs.hpp (1.5):

	Gap payoff introduced

2003-12-28 23:28  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/europeanoption.cpp (1.37):

	more tests added, namely greeks of european options with digital
	payoff

2003-12-28 22:34  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	explicit engine declaration added instead of using default
	parameter

2003-12-28 22:29  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.209), QuantLib.mak (1.190):

	updated

2003-12-28 22:23  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.1):

	added Monte Carlo digital engine (formerly MC binary barrier
	engine)

2003-12-28 21:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.1):

	added Bjerksund and Stensland approximation for American option.

2003-12-28 21:56  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/exercise.hpp (1.28):

	polymorphic Exercise

2003-12-26 10:13  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.5):

	added elasticity, thetaPerDay, deltaFoward, and itmProbability

2003-12-26 10:05  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/: europeanoption.cpp (1.35), europeanoption.hpp
	(1.11):

	more value and greek tests

2003-12-26 09:52  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/blackformula.hpp (1.6):

	added elasticity, thetaPerDay, deltaFoward

2003-12-26 09:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/: distributions.cpp (1.11), distributions.hpp (1.5):

	added bivariate cumulative normal distribution test

2003-12-26 09:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

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

	more test added

2003-12-23 01:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/blackformula.hpp (1.5):

	elasticity added

2003-12-22 20:54  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/exercise.cpp (1.7):

	more requirements

2003-12-22 20:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/: europeanoption.cpp (1.31), europeanoption.hpp
	(1.10), quantlibtestsuite.cpp (1.47):

	quicker test

2003-12-22 15:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/: Barrier/binarybarrierengines.hpp (1.2),
	Vanilla/mcvanillaengine.hpp (1.2):

	comments

2003-12-22 15:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: exercise.cpp (1.6), exercise.hpp (1.27):

	introduced intermediate EarlyExercise class

2003-12-22 13:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.96):

	using OptionTypeFormatter

2003-12-22 10:13  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/: binaryoption.cpp (1.18), europeanoption.cpp (1.30),
	old_pricers.cpp (1.28):

	using OptionTypeFormatter

2003-12-22 10:12  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: dataformatters.cpp (1.27), dataformatters.hpp (1.24):

	added OptionTypeFormatter

2003-12-21 12:43  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	introduced one more intermediate level of payoff

2003-12-19 20:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.205), QuantLib.mak (1.186):

	updated

2003-12-19 20:22  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/blackformula.hpp (1.2):

	fixing wrong header gard

2003-12-19 17:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/: asianoptions.cpp (1.1), asianoptions.hpp (1.1):

	discrete averaging geometric asian option test added

2003-12-19 16:51  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.mak (1.185), QuantLib.dsp (1.204):

	updated

2003-12-19 16:51  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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), functions/Makefile.am (1.11),
	functions/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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	BarrierOption now uses Payoff

2003-12-17 15:02  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

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

	Check for null reference dates

2003-12-16 19:01  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Fixed random capitals

2003-12-16 19:01  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Instruments/: barrieroption.cpp (1.12), binaryoption.cpp
	(1.11):

	Compiles with Boost

2003-12-15 16:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	requiring odd n

2003-12-15 11:22  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	typo

2003-12-15 10:36  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Grrr

2003-12-15 10:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	added poisson pdf and cdf tests

2003-12-12 12:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

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

	Convenience typedefs

2003-12-11 18:37  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Optimization/method.hpp (1.11):

	sigh

2003-12-11 11:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Optimization/method.hpp (1.10):

	deprecated typedef removed

2003-12-11 11:10  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/: quantlib.hpp (1.135), Patterns/composite.hpp (1.1):

	Composite pattern

2003-12-10 19:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/matrix.cpp (1.19):

	bug fixes

2003-12-10 18:18  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	round off errors

2003-12-10 17:20  Ferdinando Ametrano <nando AT ametrano DOT net>

	* makefile.mak (1.50):

	target added

2003-12-10 17:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/randomarraygenerator.hpp (1.21),
	test-suite/matrices.cpp (1.7):

	explicit choice of salvaging algorithm

2003-12-10 17:04  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/: cholesky.cpp (1.3), cholesky.hpp (1.3):

	shorter name

2003-12-10 16:58  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/scheduler.cpp (1.19):

	Warning avoided

2003-12-10 15:30  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/quantlib.doxy (1.78):

	Parsing headers only

2003-12-10 15:29  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/: scheduler.cpp (1.18), scheduler.hpp (1.21):

	Added treatment of 'once' frequency

2003-12-10 15:28  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Removed warnings

2003-12-10 15:27  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* quantlib.el (1.3), ql/date.hpp (1.25):

	Added frequency enumeration

2003-12-10 14:23  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* Authors.txt (1.13):

	trying to avoid some spam

2003-12-02 12:35  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/blackmodel.hpp (1.14):

	In-the-money probability

2003-12-01 13:54  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/qldefines.hpp (1.62):

	checking boost version number

2003-11-27 16:57  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* QuantLib.dsp (1.191):

	Removed files for other compilers

2003-11-27 16:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/tgz2zip (1.2):

	user configurations moved to a single place

2003-11-27 16:41  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/userconfig.hpp (1.2):

	Added warning for gcc users

2003-11-27 16:32  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.27):

	Compiles using boost on Visual

2003-11-27 15:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.190):

	user configurations moved to a single place

2003-11-27 15:50  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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), ql/functions/makefile.mak (1.14), test-suite/makefile.mak
	(1.18):

	Borland makefiles ready for boost

2003-11-27 13:20  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	must be equal!

2003-11-27 11:58  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Ouch

2003-11-27 11:46  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/Math/gaussianstatistics.hpp (1.12), test-suite/riskstats.cpp
	(1.28):

	GaussianStatistics<StatsHolder> finally works

2003-11-21 17:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.40):

	older part of the changelog removed

2003-11-21 17:43  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.39):

	older part of the changelog removed

2003-11-21 15:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/: gaussianstatistics.hpp (1.11),
	symmetricschurdecomposition.cpp (1.14):

	nothing relevant

2003-11-21 11:13  Marco Marchioro <marco.marchioro AT statpro.com>

	* Docs/README.txt (1.24):

	info on downloading fancy_header updated

2003-11-20 19:12  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	helper class

2003-11-20 19:04  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/binaryoptionpricer.hpp (1.3.2.1):

	typo fixed

2003-11-20 18:54  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/makefile.mak (1.26):

	Missed in action.  Rest in peace

2003-11-20 18:01  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/makefile.mak (1.35):

	MIA RIP

2003-11-20 17:53  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* QuantLib.spec.in (1.2):

	Added Liguo's mods

2003-11-20 17:53  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Typos and minor stuff

2003-11-20 17:52  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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),
	functions/daycounters.hpp (1.10):

	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 <nando AT ametrano DOT net>

	* ql/: quantlib.hpp (1.131), functions/daycounters.hpp (1.9):

	Functions namespace deprecated but still supported

2003-11-19 11:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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), ql/functions/makefile.mak (1.13), test-suite/makefile.mak
	(1.17):

	trying to improve Borland performances

2003-11-18 19:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Math/symmetricschurdecomposition.cpp (1.11.2.3):

	promemoria comments

2003-11-17 10:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Instruments/swap.hpp (1.20.2.1):

	Warning added for Swap::timeBasket()

2003-11-13 14:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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), ql/functions/vols.cpp
	(1.22), 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 <luigi.ballabio AT statpro.com>

	* 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),
	ql/functions/mathf.cpp (1.25),
	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 <luigi.ballabio AT statpro.com>

	* 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),
	ql/functions/daycounters.cpp (1.8), ql/functions/daycounters.hpp
	(1.8), ql/functions/mathf.cpp (1.24), ql/functions/mathf.hpp
	(1.14), ql/functions/vols.cpp (1.21), ql/functions/vols.hpp (1.9),
	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 <luigi.ballabio AT statpro.com>

	* 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),
	ql/functions/mathf.cpp (1.23), ql/functions/mathf.hpp (1.13),
	ql/functions/vols.cpp (1.20), ql/functions/vols.hpp (1.8),
	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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.184.2.1), QuantLib.mak (1.171.2.1):

	Intel OnTheEdgeRelease Win32 configuration removed

2003-11-07 13:52  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Pricers/fdbsmoption.cpp (1.16):

	Fixes (?) for VC++

2003-11-07 10:15  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* test-suite/Makefile.am (1.18.2.1):

	Win32 files missing from the distribution

2003-11-05 14:49  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/: Makefile.am (1.41), quantlib.hpp (1.120), riskstatistics.hpp
	(1.21), Math/Makefile.am (1.25), Math/riskmeasures.hpp (1.20),
	functions/mathf.cpp (1.22):

	More deprecated stuff goes

2003-11-05 10:22  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/: scheduler.hpp (1.20), Instruments/capfloor.hpp (1.41):

	Removed deprecated typedefs

2003-11-04 18:47  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/MonteCarlo/: europeanpathpricer.cpp (1.21),
	europeanpathpricer.hpp (1.20):

	More excess baggage left behind

2003-11-04 18:31  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/TermStructures/flatforward.hpp (1.27):

	Added default day counter

2003-11-03 18:22  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Contributors.txt (1.21.2.1):

	copyright update

2003-11-03 18:18  Ferdinando Ametrano <nando AT ametrano DOT net>

	* News.txt (1.32.2.1):

	typos fixed

2003-11-03 18:11  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Authors.txt (1.11.2.1), Docs/pages/authors.docs (1.24.2.1):

	copyright update

2003-11-03 18:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* LICENSE.TXT (1.14.10.1):

	copyright update

2003-11-03 17:39  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ChangeLog.txt (1.38):

	updated

2003-11-03 15:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/ShortRateModels/model.hpp (1.20):

	Bug fix

2003-11-03 14:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/scheduler.hpp (1.19):

	removing Borland warnings

2003-11-03 13:58  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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), ql/functions/.cvsignore (1.7),
	test-suite/.cvsignore (1.11):

	Borland obj files ignored

2003-11-03 13:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: scheduler.hpp (1.18), CashFlows/basispointsensitivity.cpp
	(1.3):

	removing Borland warnings

2003-11-03 13:18  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.37):

	updated

2003-11-03 13:00  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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),
	ql/functions/daycounters.cpp (1.7), ql/functions/daycounters.hpp
	(1.7), ql/functions/mathf.cpp (1.21), ql/functions/mathf.hpp
	(1.12), ql/functions/vols.cpp (1.19), ql/functions/vols.hpp (1.7),
	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 <nando AT ametrano DOT net>

	* ql/Optimization/: conjugategradient.hpp (1.14), simplex.hpp
	(1.11):

	typos fixed

2003-10-30 18:07  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Optimization/constraint.hpp (1.12):

	Added composite constraint

2003-10-30 17:02  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* test-suite/: capfloor.cpp (1.13), capfloor.hpp (1.5):

	Testing implied term volatility calculation

2003-10-30 17:02  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Added implied term volatility calculation

2003-10-30 17:01  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.8):

	Header cleanup

2003-10-30 17:00  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Instruments/: vanillaoption.cpp (1.26), vanillaoption.hpp
	(1.25):

	Formatting

2003-10-24 17:33  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Math/: kronrodintegral.hpp (1.3), segmentintegral.hpp (1.19):

	Relaxed constaints on interval boundaries

2003-10-24 17:32  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Contributors.txt (1.21):

	Alphabetic order

2003-10-23 17:58  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

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

	Interface fixes

2003-10-23 16:06  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* QuantLib.dsp (1.182), QuantLib.mak (1.170):

	Files added

2003-10-23 16:06  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/CashFlows/timebasket.hpp (1.2):

	Fixes for Visual C++ (which as usual, is brain-dead)

2003-10-23 15:58  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* TODO.txt (1.120):

	Somewhat updated

2003-10-23 15:41  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/CashFlows/: Makefile.am (1.12), makefile.mak (1.15):

	Files added

2003-10-23 15:40  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/CashFlows/: basispointsensitivity.cpp (1.1),
	basispointsensitivity.hpp (1.9):

	Some refactoring and convenience functions

2003-10-23 15:39  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/CashFlows/: timebasket.cpp (1.1), timebasket.hpp (1.1):

	Leaner and meaner time basket

2003-10-23 15:37  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

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

	Fixed seed

2003-10-20 12:27  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Volatilities/: capflatvolvector.hpp (1.9),
	swaptionvolmatrix.hpp (1.13):

	Fixed non-constness of iterators

2003-10-17 17:53  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* QuantLib.dsp (1.180), QuantLib.mak (1.168):

	removed empty file

2003-10-17 15:07  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/: Makefile.am (1.25), makefile.mak (1.24),
	mcbarrierengine.cpp (1.4):

	removed empty file

2003-10-17 13:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/config.msvc.hpp (1.37):

	New (useless) warning surfaced for some reason

2003-10-15 15:53  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/: .cvsignore (1.10), binaryoption.cpp (1.4),
	europeanoption.cpp (1.15):

	no message

2003-10-15 14:24  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/Volatilities/.cvsignore (1.1):

	no message

2003-10-14 18:08  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.177), QuantLib.mak (1.166):

	added missing file

2003-10-14 15:37  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	MC engines fail with Borland.  Comment added

2003-10-14 15:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/binarypathpricer.cpp (1.4):

	Borland warnings avoided

2003-10-14 15:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/analyticamericanbinaryengine.cpp (1.4),
	test-suite/binaryoption.cpp (1.3):

	Borland warnings avoided

2003-10-14 15:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/binaryengines.hpp (1.4):

	Pricers\binaryoption.* files renamed binaryoptionpricer.* to avoid
	conflict with Instruments\binaryoption.*

2003-10-14 15:12  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* QuantLib.spec (1.2), QuantLib.spec.in (1.1), configure.ac (1.19):

	Configurable spec file

2003-10-13 18:05  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

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

	Mea culpa

2003-10-13 17:27  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Missing include guard

2003-10-13 17:17  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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),
	functions/mathf.cpp (1.20), functions/vols.cpp (1.18):

	Interpolation traits

2003-10-13 13:10  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* test-suite/quantlibtestsuite.cpp (1.37):

	Picky as an old maid, I know

2003-10-09 17:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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), ql/functions/makefile.mak
	(1.12):

	SRCDIR and OBJDIR removed

2003-10-09 16:50  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/makefile.mak (1.15):

	added missing file

2003-10-09 16:23  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.35):

	Applied patch 811713

2003-10-09 16:23  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.81):

	Sync with new arg names

2003-10-09 16:21  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/option.hpp (1.18):

	Allowed initialization with null engine

2003-10-09 16:21  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Instruments/forwardvanillaoption.hpp (1.12):

	Missing base class

2003-10-09 16:15  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.172), QuantLib.mak (1.161):

	added missing file

2003-10-09 16:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/: Makefile.am (1.32), makefile.mak (1.31):

	added missing file

2003-10-09 15:28  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Pricers/blackswaption.cpp (1.10), test-suite/swaption.cpp
	(1.8):

	Fixed exercise time calculation

2003-10-09 10:06  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/termstructure.hpp (1.33):

	Possibly fixed the mistery zeroCoupon method

2003-10-08 16:57  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Pricers/barrieroption.cpp (1.19):

	Fixed buggy theta

2003-10-07 15:53  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Instruments/cliquetoption.hpp (1.2):

	Another VC++ glitch

2003-10-03 14:52  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Instruments/barrieroption.hpp (1.6):

	Patch for VC++ bug

2003-10-03 14:05  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/Makefile.am (1.58):

	Safe dvips call

2003-10-01 15:04  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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),
	ql/functions/.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 <nando AT ametrano DOT net>

	* 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), ql/functions/makefile.mak
	(1.11), 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 <nando AT ametrano DOT net>

	* TODO.txt (1.119):

	no message

2003-09-30 14:29  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/ShortRateModels/CalibrationHelpers/: caphelper.cpp (1.18),
	swaptionhelper.cpp (1.15):

	setupArguments() starts getting useful

2003-09-29 14:27  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Instruments/: capfloor.cpp (1.34), capfloor.hpp (1.35):

	Derived from Instrument directly

2003-09-23 18:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/authors.docs (1.23):

	updated

2003-09-23 18:05  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/instrument.hpp (1.19):

	Fix for VC++

2003-09-23 18:00  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/instrument.hpp (1.17):

	Borland fix

2003-09-23 16:26  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/CashFlows/basispointsensitivity.hpp (1.7):

	Couldn't read it with real tabs

2003-09-19 15:06  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/CashFlows/indexcashflowvectors.hpp (1.8):

	Added overload taking a Schedule and deprecated the old one

2003-09-19 11:18  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/: Instruments/simpleswap.cpp (1.27),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.15):

	Using the main FixedRateCouponVector

2003-09-18 18:10  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Instruments/: simpleswap.cpp (1.26), simpleswap.hpp (1.29):

	Using the new Schedule class

2003-09-18 18:07  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/: scheduler.cpp (1.15), scheduler.hpp (1.15):

	Unreadable with real tabs

2003-09-16 11:27  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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), ql/functions/makefile.mak
	(1.10), test-suite/makefile.mak (1.12):

	Borland *.obj in build/Borland dir

2003-09-09 17:20  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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), functions/.cvsignore (1.5),
	functions/makefile.mak (1.9):

	Borland *.obj in build/Borland dir

2003-09-09 15:15  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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), ql/functions/makefile.mak
	(1.8), Examples/makefile.mak (1.19), makefile.mak (1.46):

	Borland SAFE define propagated

2003-09-08 19:02  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/makefile.mak (1.10):

	Borland *.obj in build/Borland dir

2003-09-08 18:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* test-suite/makefile.mak (1.9):

	Borland *.obj in build/Borland dir

2003-09-08 16:28  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Math/makefile.mak (1.17):

	added missing file

2003-09-02 13:03  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.118):

	updated

2003-09-02 13:03  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/quantlib.css (1.9):

	in synch with the web-site version of the file

2003-09-01 16:27  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Makefile.am (1.81), QuantLib.spec (1.1):

	Added spec file for rpm

2003-09-01 16:21  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Docs/: quantlibfooter.html (1.13.8.1), quantlibfooteronline.html
	(1.5.8.1):

	small fixes

2003-09-01 14:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* test-suite/Makefile.am (1.14.8.4):

	small fixes

2003-09-01 09:49  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.82.2.2), Docs/quantlib.doxy (1.69.2.3):

	small fixes

2003-09-01 09:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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),
	ql/functions/mathf.cpp (1.19), 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 <luigi.ballabio AT statpro.com>

	* ql/: Optimization/criteria.hpp (1.13), ShortRateModels/model.hpp
	(1.17):

	Pruned unneeded code

2003-08-21 17:37  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/payoff.hpp (1.6.2.1):

	typo fixed

2003-08-18 16:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/grid.hpp (1.17.2.2):

	pruned redundant header inclusions

2003-08-17 15:37  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Docs/pages/examples.docs (1.5.8.1):

	American option example added to documentation

2003-07-31 16:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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),
	functions/mathf.cpp (1.18.8.1):

	pruned redundant header inclusions

2003-07-29 17:56  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Instruments/capfloor.cpp (1.31.8.3):

	Don't be timid :)

2003-07-29 12:30  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Instruments/: capfloor.cpp (1.31.8.1), capfloor.hpp
	(1.32.8.1):

	Inspectors added

2003-07-27 13:32  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/scheduler.hpp (1.13.2.1):

	false is a bool, 0 is not

2003-07-25 19:10  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Examples/AmericanOption/AmericanOption.cpp (1.2.2.1):

	Less samples and more time steps

2003-07-25 19:10  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/option.cpp (1.19.8.1):

	Check for null engine

2003-07-25 19:09  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/discretizedvanillaoption.cpp (1.20.2.1):

	Fixed American options on binomial trees

2003-07-25 15:17  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Math/loglinearinterpolation.hpp (1.16.2.1):

	Removed warning

2003-07-25 15:06  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/: americanmcengines.cpp (1.3.2.2),
	americanmcengines.hpp (1.2.2.1):

	Minor fixes

2003-07-25 14:56  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/Makefile.am (1.18.2.1):

	Fixed list of sources

2003-07-25 14:55  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/americanmcengines.cpp (1.3.2.1):

	Missing cr at end of file

2003-07-25 14:54  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* News.txt (1.27.2.1):

	Miscellanea is last

2003-07-25 13:04  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.79):

	Bypassed mysterious problem with VC++

2003-07-25 11:00  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.81):

	AmericanOption example added

2003-07-25 10:59  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/: CashFlows/basispointsensitivity.hpp (1.5), Math/svd.cpp
	(1.2):

	few more Borland warnings avoided

2003-07-25 10:29  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Contributors.txt (1.20), Docs/pages/authors.docs (1.20):

	David Schwartz's fixes for VC7

2003-07-25 10:19  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* QuantLib.dsw (1.10), Examples/AmericanOption/.cvsignore (1.1):

	Added project to workspace

2003-07-24 18:48  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* configure.ac (1.15):

	Some more catching up with Neil

2003-07-24 18:32  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Lattices/lattice.cpp (1.10):

	Better error message and less work if not needed

2003-07-24 18:28  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/dataformatters.hpp (1.20):

	Non case-sensitive operating systems should be taken out and
	shot...

2003-07-24 18:25  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* News.txt (1.27):

	Miscellaneous orthography :)

2003-07-24 17:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/: Makefile.am (1.20), makefile.mak (1.17):

	catching up with Neil's commit

2003-07-24 17:39  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <marco.marchioro AT statpro.com>

	* ql/FiniteDifferences/: tridiagonaloperator.cpp (1.21),
	tridiagonaloperator.hpp (1.25):

	Diagonals renamed. Added inspectors for diagonals.

2003-07-24 14:07  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.20):

	added access to evolver

2003-07-24 12:12  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* .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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/solver1d.hpp (1.14):

	Using new pattern

2003-07-23 18:17  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.117), ql/Volatilities/localvolsurface.hpp (1.9):

	updated

2003-07-22 18:06  Marco Marchioro <marco.marchioro AT statpro.com>

	* QuantLib.dsp (1.162):

	fdvanillaengine.cpp was useless

2003-07-22 18:05  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/payoff.hpp (1.5):

	SupersharePayoff is now a PlainPayoff

2003-07-22 18:04  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/: TermStructures/discountcurve.hpp (1.17), dataparsers.hpp
	(1.8):

	 fixed warning problem

2003-07-22 18:03  Marco Marchioro <marco.marchioro AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

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

	Added first and second derivatives to CubicSpline

2003-07-22 18:00  Marco Marchioro <marco.marchioro AT statpro.com>

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

	payoff is part of the vanilla arguments

2003-07-22 17:59  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/FiniteDifferences/: americancondition.hpp (1.12),
	shoutcondition.hpp (1.12):

	payoff is part of the arguments

2003-07-22 17:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/discretizedvanillaoption.cpp (1.18):

	Bitwise and between booleans?

2003-07-17 11:10  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* QuantLib.dsp (1.161), QuantLib.mak (1.151):

	Abstracted discretized option

2003-07-17 10:51  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/config.msvc.hpp (1.33):

	Redundant define

2003-07-16 17:08  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/MonteCarlo/pathgenerator.hpp (1.38):

	Bug fix

2003-07-15 16:36  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Pricers/blackcapfloor.cpp (1.12):

	Fixed test failing on Visual C++

2003-07-14 18:48  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/: pricingengine.hpp (1.9), PricingEngines/genericengine.hpp
	(1.11):

	logical constness of arguments() enforced

2003-07-14 18:23  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <enrico.sirola AT statpro.com>>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/README.txt (1.22):

	Link fixed

2003-07-08 09:20  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.19):

	Added a new constructor

2003-07-08 09:15  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/Math/linearinterpolation.hpp (1.15):

	Modified in order to compile on Borland C++

2003-07-08 09:14  Marco Marchioro <marco.marchioro AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/quantlibheader.tex (1.17):

	Fixed indexes

2003-06-25 16:00  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Patterns/lazyobject.hpp (1.4):

	Documentation added

2003-06-25 08:57  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/termstructure.hpp (1.31):

	Diamond inheritance fixed

2003-06-25 08:53  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/termstructure.hpp (1.30.4.1):

	Diamond inheritance fixed

2003-06-17 15:48  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/date.cpp (1.26):

	space required for a nice formatting

2003-06-11 16:06  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <mario.aleppo AT statpro.com>

	* ql/Lattices/lattice.hpp (1.6):

	Tree properties become public

2003-06-04 14:47  Marco Marchioro <marco.marchioro AT statpro.com>

	* QuantLib.dsp (1.159):

	Added configuration "QuantLib - Win32 Intel OnTheEdgeRelease"

2003-05-30 11:51  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Math/incrementalstatistics.cpp (1.5):

	Apparently an issue with gcc 3.3 and QL_MIN_DOUBLE

2003-05-28 09:53  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Instruments/vanillaoption.cpp (1.19):

	Ensured engine initialization before calling impliedVolatility()

2003-05-20 11:50  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* makefile.mak (1.43):

	No CppUnit, No test suite

2003-05-16 18:16  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/MonteCarlo/montecarlomodel.hpp (1.25):

	Fixed Borland compilation thing

2003-05-16 17:46  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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),
	ql/functions/Makefile.am (1.10), ql/functions/daycounters.cpp
	(1.6), ql/functions/daycounters.hpp (1.6),
	ql/functions/makefile.mak (1.7), ql/functions/mathf.cpp (1.18),
	ql/functions/mathf.hpp (1.11), ql/functions/vols.cpp (1.17),
	ql/functions/vols.hpp (1.6), 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.156):

	adding new file

2003-05-09 13:22  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* test-suite/.cvsignore (1.7):

	I want to see them, thank you

2003-05-07 16:04  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/MonteCarlo/path.hpp (1.14):

	Fixed default constructor

2003-05-06 18:53  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

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

	missing file

2003-05-06 12:04  Enrico Sirola <enrico.sirola AT statpro.com>>

	* acinclude.m4 (1.7):

	QL_CHECK_FUNC fixed

2003-05-05 11:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/: makefile.mak (1.27), RandomNumbers/makefile.mak (1.14):

	no message

2003-05-05 09:20  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	more discrepancy data (final)

2003-05-02 13:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/RandomNumbers/primitivepolynomials.c (1.5):

	drop in replacement files

2003-05-02 11:11  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	more discrepancy data

2003-04-30 17:14  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/sobolrsg.cpp (1.15):

	no message

2003-04-30 17:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/primitivepolynomials.c (1.4):

	drop in replacement files

2003-04-30 16:49  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.115):

	no message

2003-04-30 16:45  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	more data

2003-04-30 16:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/primitivepolynomials.c (1.3):

	drop in replacement files

2003-04-30 16:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/primitivepolynomials.h (1.3):

	drop in replacement files

2003-04-30 11:36  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/dataformatters.cpp (1.20):

	added power of two formatting

2003-04-30 10:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: dataformatters.hpp (1.16), dataformatters.cpp (1.19):

	added power of two formatting

2003-04-29 18:06  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	no message

2003-04-29 17:41  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/sobolrsg.cpp (1.13):

	no message

2003-04-29 15:27  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	using exponential formatting

2003-04-29 14:46  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	usual QL_POW stuff

2003-04-29 14:45  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* test-suite/Makefile.am (1.14):

	Fixed previous fix

2003-04-29 14:45  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/: dataformatters.cpp (1.18), dataformatters.hpp (1.15):

	Format double in exp. notation

2003-04-28 18:37  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.114):

	updated

2003-04-28 18:29  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* test-suite/: testsuite.dsp (1.13), testsuite.mak (1.19):

	updated

2003-04-28 12:49  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	bug fix

2003-04-28 11:55  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/: discrepancystatistics.hpp (1.6), sequencestatistics.hpp
	(1.17):

	bug fix

2003-04-24 19:26  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	collecting more data

2003-04-24 19:04  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	regret and associated measures + tests

2003-04-24 18:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	collecting more data

2003-04-24 15:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/: sobolrsg.hpp (1.8), sobolrsg.cpp (1.12):

	removed useless data member

2003-04-24 13:24  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	more test

2003-04-24 13:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ChangeLog.txt (1.32):

	updated

2003-04-22 16:54  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ChangeLog.txt (1.28.2.2):

	updated

2003-04-22 16:37  Ferdinando Ametrano <nando AT ametrano DOT net>

	* .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),
	ql/functions/.cvsignore (1.4):

	cvs ignore: Makefile.in

2003-04-22 15:00  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.112):

	updated

2003-04-19 12:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.31):

	catching up

2003-04-18 18:05  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	added covariance/correlation tests

2003-04-18 12:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

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

	I figured LDSs are no longer alpha :)

2003-04-18 09:14  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	grammar again :)

2003-04-17 18:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

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

	Replacements are hard to get right

2003-04-17 13:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.mak (1.146), QuantLib.dsp (1.152):

	VC++ catching up with disposable

2003-04-17 12:58  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	bug fix

2003-04-17 12:54  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.73):

	cleanup

2003-04-17 10:34  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* test-suite/stats.hpp (1.7):

	Reverted indiscriminated grep

2003-04-17 09:52  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/riskstatistics.hpp (1.17):

	Compiles with gcc

2003-04-17 09:51  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* test-suite/: lowdiscrepancysequences.cpp (1.17), riskstats.cpp
	(1.15), stats.hpp (1.6):

	Warnings and grammar

2003-04-17 09:49  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Math/: riskmeasures.hpp (1.15), sequencestatistics.hpp (1.13):

	Compiles with gcc

2003-04-16 18:28  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	Statistics renamed GaussianStatistics and replaced by the former
	HStatistics

2003-04-15 17:25  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	Statistics renamed GaussianStatistics and replaced by the former
	HStatistics

2003-04-15 17:19  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

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

	Warnings

2003-04-15 10:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Math/hstatistics.cpp (1.6):

	HStatistics will not inherit from Statistic (Part II)

2003-04-15 10:11  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	How many times again?

2003-04-15 10:09  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/README.txt (1.20):

	Doxygen 1.3 released

2003-04-15 08:42  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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),
	ql/functions/daycounters.cpp (1.5), ql/functions/daycounters.hpp
	(1.5), ql/functions/mathf.cpp (1.17), ql/functions/mathf.hpp
	(1.10), ql/functions/vols.cpp (1.16), ql/functions/vols.hpp (1.5):

	Doxygen 1.3 released

2003-04-14 18:51  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Math/: statistics.hpp (1.19), statistics.cpp (1.10):

	code formatting

2003-04-14 16:25  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	nothing relevant

2003-04-14 14:15  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Calendars/newyork.cpp (1.11):

	Veterans day not holiday

2003-04-14 13:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <sad AT quantlib.org>

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

	Fixed gcc compilation issue

2003-04-13 09:56  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/normaldistribution.hpp (1.20):

	code formatting

2003-04-13 09:55  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* makefile.mak (1.39):

	fixed

2003-04-12 19:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	added (incomplete and reduced) discrepancy test

2003-04-12 19:29  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	forgotten, but not lost

2003-04-12 19:28  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/RandomNumbers/makefile.mak (1.13):

	make it work with -DDEBUG

2003-04-11 11:34  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/makefile.mak (1.12):

	grammar rules: back to Statistics, with the final s

2003-04-10 18:19  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/riskstatistics.hpp (1.13):

	typo fixed

2003-04-10 13:41  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/MonteCarlo/mctypedefs.hpp (1.16):

	Statistics renamed Statistic

2003-04-10 10:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/: sequencestatistic.hpp (1.1), sequencestatistics.hpp
	(1.4):

	SequenceStatistics renamed SequenceStatistic

2003-04-10 10:05  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Docs/Examples/history_iterators.cpp (1.7):

	Statistics renamed Statistic

2003-04-10 10:03  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/sobolrsg.cpp (1.9):

	added switches for unit initialization (for study and test only)

2003-04-10 10:01  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/riskstatistics.hpp (1.11):

	deprecated

2003-04-10 09:54  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/: DiscreteHedging/DiscreteHedging.cpp (1.20),
	EuropeanOption/EuropeanOption.cpp (1.68):

	Statistics renamed Statistic

2003-04-09 14:58  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

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

	HOW could this template method compile?

2003-04-08 15:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

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

	There was a reason...

2003-04-08 09:57  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/: dataformatters.cpp (1.15), dataformatters.hpp (1.12):

	Ordinal numerals

2003-04-07 18:40  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	bug-fix

2003-04-07 17:37  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	faster test

2003-04-07 17:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/sobolrsg.cpp (1.7):

	bug-fix (and more comments)

2003-04-07 16:49  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* test-suite/: lowdiscrepancysequences.cpp (1.2),
	lowdiscrepancysequences.hpp (1.2), quantlibtestsuite.cpp (1.16):

	simple test added

2003-04-07 12:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/sobolrsg.cpp (1.4):

	bug fix

2003-04-07 11:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	added Sobol Random Sequence Generator. Untested yet

2003-04-06 02:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/RandomNumbers/: haltonrsg.hpp (1.4), mt19937uniformrng.hpp
	(1.5):

	code formatting

2003-04-04 19:22  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/BermudanSwaption/: BermudanSwaption.dsp (1.5),
	BermudanSwaption.mak (1.20):

	added primitive polynomial modulo 2

2003-04-04 19:05  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	typo fixed

2003-04-04 18:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.19):

	working on payoff classes removed default argument from binary
	option

2003-04-02 09:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <sad AT quantlib.org>

	* UFILE (1.2):

	Updated e-mail address (bis)

2003-03-28 18:09  Sadruddin Rejeb <sad AT quantlib.org>

	* Authors.txt (1.10):

	Updated e-mail address (yes, I'm alive... I'll be back soon!)

2003-03-28 11:20  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	not using deprecated class anymore

2003-03-27 11:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/functions/: mathf.cpp (1.16), mathf.hpp (1.9):

	Mersenne Twister related functions

2003-03-25 01:00  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/mccliquetoption.hpp (1.5):

	no message

2003-03-25 00:14  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	code formatting

2003-03-25 00:11  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

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

	Removed warning with gcc

2003-03-24 16:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.106):

	updated

2003-03-24 16:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/Faure2.bas (1.1):

	need to be converted in C++

2003-03-24 16:39  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/: matrix.cpp (1.11), symmetricschurdecomposition.cpp
	(1.8), symmetricschurdecomposition.hpp (1.8):

	const-ness fixes

2003-03-24 16:30  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	avoid copying results

2003-03-24 11:52  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/multipathgenerator.hpp (1.31):

	code formatting

2003-03-24 00:39  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/MonteCarlo/pathgenerator.hpp (1.34):

	Template argument name fixed

2003-03-23 16:15  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	working on cliquet and MC framework

2003-03-23 16:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/brownianbridge.hpp (1.6):

	avoid warning

2003-03-23 16:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/: cliquetoptionpathpricer.cpp (1.8),
	cliquetoptionpathpricer.hpp (1.6):

	working on cliquet

2003-03-23 16:05  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/montecarlomodel.hpp (1.20):

	in the new framework antithetic variate is handled by
	MonteCarloModel

2003-03-23 16:03  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/: cliquetengines.hpp (1.6), mcengine.hpp
	(1.18):

	working on cliquet and MC framework

2003-03-23 15:57  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	bug fix

2003-03-22 21:58  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/MonteCarlo/: path.hpp (1.12), pathgenerator.hpp (1.32):

	using TimeGrid instead of std::vector<Time>

2003-03-22 21:51  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/grid.hpp (1.13):

	bug fix and interface extension

2003-03-22 21:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/config.msvc.hpp (1.29):

	relaxing conditions enforced on end user

2003-03-22 18:50  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/mctypedefs.hpp (1.15):

	code formatting

2003-03-22 18:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/: performanceoptionpathpricer.hpp (1.4), sample.hpp
	(1.7):

	code formatting

2003-03-22 17:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/: randomsequencegenerator.hpp (1.3),
	haltonrsg.hpp (1.3), inversecumgaussianrsg.hpp (1.3):

	added lastSequence

2003-03-22 17:21  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/MonteCarlo/: cliquetoptionpathpricer.cpp (1.6),
	cliquetoptionpathpricer.hpp (1.5):

	working on cliquet

2003-03-20 17:05  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	clean up

2003-03-20 16:11  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/: brownianbridge.hpp (1.4), path.hpp (1.11),
	pathgenerator.hpp (1.31):

	BrownianBridge QuantLibfied

2003-03-20 12:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/brownianbridge.hpp (1.3):

	BrownianBridge QuantLibfied

2003-03-20 12:15  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/MonteCarlo/: brownianbridge.cpp (1.2), brownianbridge.hpp
	(1.2):

	BrownianBridge QuantLibfied

2003-03-20 10:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.30):

	extending and refactoring TimeGrid

2003-03-20 10:30  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: diffusionprocess.hpp (1.21), diffusionprocess.cpp (1.3):

	temporary patch

2003-03-20 10:28  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: grid.cpp (1.5), grid.hpp (1.11):

	extending and refactoring

2003-03-20 10:27  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	added RandomSequenceGenerator(Size dimensionality, long seed = 0)

2003-03-20 10:23  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: functions/mathf.cpp (1.15), RandomNumbers/haltonrsg.cpp
	(1.2), RandomNumbers/haltonrsg.hpp (1.2):

	static version to avoid multiple prime calculation

2003-03-20 10:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/pathgenerator.hpp (1.29):

	avoiding a copy

2003-03-20 09:37  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/: primenumbers.cpp (1.5), primenumbers.hpp (1.4):

	static version to avoid multiple prime calculation

2003-03-19 18:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/MonteCarlo/: cliquetoptionpathpricer.cpp (1.5),
	cliquetoptionpathpricer.hpp (1.4):

	working on cliquet

2003-03-19 17:56  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/cliquetengines.hpp (1.4):

	working on cliquet

2003-03-19 16:10  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/: cliquetengines.hpp (1.3), mcengine.hpp
	(1.16):

	using new Path framework

2003-03-19 15:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/RandomNumbers/mt19935uniformrng.cpp (1.2):

	removed useless dummy empty file

2003-03-19 12:22  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	extended test

2003-03-18 18:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/rngtypedefs.hpp (1.16):

	more typedef-ed generators

2003-03-18 17:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/mt19937uniformrng.hpp (1.2):

	Mersenne Twister test

2003-03-18 17:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/RandomNumbers/: lecuyeruniformrng.cpp (1.6),
	lecuyeruniformrng.hpp (1.7):

	comments added

2003-03-18 11:23  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.56),
	ql/PricingEngines/mcengine.hpp (1.15):

	Redundant naming

2003-03-18 10:39  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.55),
	ql/PricingEngines/mcengine.hpp (1.14):

	fix

2003-03-18 10:22  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/cliquetengines.hpp (1.2):

	missing inline

2003-03-17 21:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/: cliquetengines.hpp (1.1), mcengine.hpp
	(1.13):

	working on MC cliquet option

2003-03-17 20:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/RandomNumbers/rngtypedefs.hpp (1.14):

	comments

2003-03-17 18:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/quantlib.hpp (1.90):

	reordered

2003-03-17 18:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* makefile.mak (1.35):

	not silent anymore (not here at least)

2003-03-17 16:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/makefile.mak (1.13):

	not silent anymore (not here at least)

2003-03-17 16:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/EuropeanOption/makefile.mak (1.7):

	reverting wrong changes

2003-03-17 16:35  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	added primeNumber function

2003-03-17 16:35  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	removed redundant method

2003-03-17 13:39  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Math/primenumbers.cpp (1.4):

	improved

2003-03-17 12:49  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/: primenumbers.cpp (1.3), primenumbers.hpp (1.2):

	improved

2003-03-17 12:29  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/randomarraygenerator.hpp (1.12):

	deprecated

2003-03-17 12:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/randomsequencegenerator.cpp (1.2):

	added by error, now removed

2003-03-17 12:26  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.131):

	added error function

2003-03-16 02:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	old bug fixed

2003-03-15 23:58  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	old bug fixed

2003-03-15 22:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: config.bcc.hpp (1.15), config.msvc.hpp (1.27):

	added missing DEFINEs

2003-03-15 22:41  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/normaldistribution.hpp (1.15):

	backward compatibility

2003-03-15 21:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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),
	ql/functions/mathf.cpp (1.13), 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/: grid.cpp (1.3), grid.hpp (1.9):

	mandatory times indexed for easier rollback/simulation

2003-03-14 18:36  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Volatilities/localvolsurface.hpp (1.6):

	richer error messages

2003-03-14 10:30  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.30):

	updated

2003-03-14 00:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.104):

	updated

2003-03-13 18:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Volatilities/blackvariancesurface.hpp (1.14):

	handle t=0.0

2003-03-13 16:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Volatilities/blackvariancesurface.hpp (1.13):

	bug fixed Interpolation should check for sorted x/y arrays anyway

2003-03-13 16:50  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Volatilities/localvolsurface.hpp (1.5):

	handle t==0.0

2003-03-12 19:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.103):

	updated

2003-03-11 17:06  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	code formatting

2003-03-11 11:11  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	comment fixed

2003-03-11 11:06  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Visual again

2003-03-10 19:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.129), QuantLib.mak (1.123):

	added BicubicSplineInterpolation

2003-03-10 19:19  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.102):

	updated

2003-03-10 19:18  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	quick patch for extrapolation.	Should be revised

2003-03-10 19:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/MonteCarlo/pathgenerator.hpp (1.24):

	to handle local volatility we need the real asset level

2003-03-10 19:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: Math/bicubicsplineinterpolation.hpp (1.1),
	Math/bilinearinterpolation.hpp (1.11), Math/Makefile.am (1.10),
	quantlib.hpp (1.85), functions/mathf.cpp (1.12):

	added BicubicSplineInterpolation

2003-03-10 19:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Math/cubicspline.hpp (1.18):

	checked also in release mode

2003-03-10 11:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Volatilities/: blackvariancecurve.hpp (1.13),
	blackconstantvol.hpp (1.11):

	more efficient null strike/time derivatives

2003-03-09 23:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.128), QuantLib.mak (1.122), TODO.txt (1.101):

	updated

2003-03-09 23:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Volatilities/localvolsurface.hpp (1.3):

	local vol surface added. Few fixes

2003-03-09 23:43  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/functions/vols.cpp (1.15):

	enumeration tags changed

2003-03-09 23:43  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	bug fix and enumeration tags changed

2003-03-09 23:30  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.48):

	added local volatility

2003-03-08 21:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/voltermstructure.cpp (1.7):

	central differencing, handle t=0.0 case

2003-03-08 21:15  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	comments and braces added

2003-03-08 21:14  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	added local volatility

2003-03-07 17:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Lattices/binomialtree.cpp (1.11):

	Fix for gcc

2003-03-06 19:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/: Volatilities/blackvariancesurface.hpp (1.10),
	voltermstructure.cpp (1.6):

	code formatting

2003-03-06 18:12  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.100):

	added QuantLib afternoon conclusion

2003-03-06 16:56  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.46):

	using new path generator for the new mcpricingengine

2003-03-06 15:41  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/mcengine.hpp (1.7):

	using new path generator

2003-03-06 15:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.99):

	updated

2003-03-05 16:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Volatilities/blackconstantvol.hpp (1.8):

	code formatting

2003-03-05 16:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/TermStructures/drifttermstructure.hpp (1.2):

	typo fixed

2003-03-05 16:20  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/analyticalvanillaengine.cpp (1.4):

	it does handle t==0.0 and sigma==0.0

2003-03-05 16:18  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/makefile.mak (1.23):

	library gets larger

2003-03-03 19:58  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/: Volatilities/Makefile.am (1.9),
	Volatilities/impliedvoltermstructure.hpp (1.3), quantlib.hpp
	(1.83):

	added impliedvoltermstructure

2003-03-03 19:55  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/TermStructures/quantotermstructure.hpp (1.5):

	fixed underlying levels at constructor

2003-03-03 19:51  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/: forwardengines.hpp (1.11), quantoengines.hpp
	(1.11):

	greeks fixed

2003-03-03 19:50  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: argsandresults.hpp (1.10),
	PricingEngines/analyticalvanillaengine.cpp (1.3):

	added stikeSensitivity to the Greeks

2003-03-02 19:20  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.125):

	added exercise.cpp file

2003-02-28 19:13  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/: fddividendshoutoption.cpp (1.7),
	fdmultiperiodoption.cpp (1.11):

	Renamed initialValues_ to a more explicative intrinsicValues_

2003-02-28 19:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/: fdbsmoption.hpp (1.9), fdbermudanoption.cpp (1.5):

	Renamed initialValues_ to a more explicative intrinsicValues_

2003-02-28 19:05  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/fdamericanoption.hpp (1.7):

	code formatting

2003-02-28 19:04  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Pricers/fdstepconditionoption.hpp (1.5):

	code formatting

2003-02-28 19:00  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.14):

	ExercisePayoff moved into exercise.xpp file

2003-02-28 18:59  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	added Tian binomial tree

2003-02-28 18:53  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.16):

	formatting

2003-02-28 18:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* test-suite/: europeanoption.hpp (1.5), europeanoption.cpp (1.8):

	added Tian binomial tree

2003-02-28 14:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/exercise.hpp (1.20):

	ExercisePayoff moved into exercise.hpp file

2003-02-28 14:50  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/: singleassetoption.cpp (1.18), singleassetoption.hpp
	(1.18):

	ExercisePayoff moved into exercise.hpp file

2003-02-28 14:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Lattices/: binomialtree.cpp (1.10), binomialtree.hpp (1.8):

	added Tian binomial tree

2003-02-28 14:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/: binomialvanillaengine.cpp (1.4),
	vanillaengines.hpp (1.13):

	added Tian binomial tree

2003-02-28 14:34  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/discretizedvanillaoption.cpp (1.11):

	removed useless Array replaced with a double

2003-02-28 14:33  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	added all exercise dates

2003-02-25 11:23  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Test for frozen instrument

2003-02-24 15:50  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

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

	Short coupons throw only when actually asked for their value

2003-02-24 14:20  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/CashFlows/: inarrearindexedcoupon.hpp (1.3),
	upfrontindexedcoupon.hpp (1.3):

	Added specialized visitability

2003-02-24 14:09  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Fixing of the coupon should include spread

2003-02-24 01:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.124), QuantLib.mak (1.119), ql/quantlib.hpp
	(1.81):

	added new files

2003-02-23 15:53  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/CashFlows/Makefile.am (1.10):

	added new files

2003-02-23 15:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Pricers/fdbsmoption.cpp (1.8):

	more compact coding

2003-02-20 22:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Lattices/: binomialtree.cpp (1.7), binomialtree.cpp (1.8):

	check for negative probabilities

2003-02-20 18:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.mak (1.117), test-suite/testsuite.mak (1.10):

	updated

2003-02-20 17:04  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/branching_and_merging.txt (1.2):

	typos fixed

2003-02-20 14:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <marco.marchioro AT statpro.com>

	* ql/CashFlows/cashflowvectors.cpp (1.19):

	better error message

2003-02-18 19:12  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/vanillaengines.hpp (1.10):

	Default access for classes is private...

2003-02-17 09:07  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	first attempt at a Monte Carlo pricing engine

2003-02-14 18:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/TermStructures/drifttermstructure.hpp (1.1):

	first draft

2003-02-14 14:36  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/TermStructures/quantotermstructure.hpp (1.3):

	no message

2003-02-12 18:53  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/diffusionprocess.hpp (1.16):

	dividends added

2003-02-12 16:13  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/PricingEngines/europeanbinomialengine.cpp (1.8):

	bug fixed

2003-02-12 16:12  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/TermStructures/quantotermstructure.hpp (1.2):

	more appropriate variable names

2003-02-12 16:11  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/lattices.docs (1.4):

	no message

2003-02-11 19:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.34):

	pricing engine framework: a step forward

2003-02-11 19:11  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/.cvsignore (1.7):

	no message

2003-02-07 19:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* .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),
	ql/functions/.cvsignore (1.3), test-suite/.cvsignore (1.3):

	cvsignore *.obj Borland object files

2003-02-06 19:23  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/PricingEngines/quantovanillaanalyticengine.cpp (1.10):

	typo fixed

2003-02-06 18:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/grid.cpp (1.2):

	VC++/Borland compliant

2003-02-06 17:54  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* test-suite/testsuite.mak (1.4):

	test-suite compiles & run with VC++

2003-02-06 15:52  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

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

	Adapted to new engines

2003-02-06 15:48  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/europeananalyticalengine.cpp (1.8):

	HUMONGOUS bug in vega calculation -- sqrt missing in latest commit

2003-02-06 15:43  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/quantlib.hpp (1.76):

	including missing header files

2003-02-06 11:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/: quantlib.hpp (1.75), TermStructures/Makefile.am (1.12):

	gcc/borland makefile updated

2003-02-05 19:11  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.92):

	updated version

2003-02-05 18:56  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.115), QuantLib.mak (1.105),
	test-suite/testsuite.mak (1.2):

	updated versions

2003-02-05 18:55  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Volatilities/: blackconstantvol.hpp (1.6),
	localconstantvol.hpp (1.6):

	reverting back a wrong decision

2003-02-04 19:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/TermStructures/quantotermstructure.hpp (1.1):

	added term structure for modelling quanto effect in option pricing

2003-02-04 19:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Volatilities/: blackconstantvol.hpp (1.5),
	localconstantvol.hpp (1.5):

	removed useless reference date

2003-02-04 18:38  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Avoided invalid first date

2003-02-04 18:38  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/: date.cpp (1.23), date.hpp (1.19):

	proper types for data members

2003-02-04 18:37  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/: dataformatters.cpp (1.14), dataformatters.hpp (1.11):

	Extended to format long integers

2003-02-04 18:29  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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),
	ql/functions/mathf.cpp (1.11), ql/functions/vols.cpp (1.14),
	ql/functions/vols.hpp (1.4):

	purged redundant headers' inclusion

2003-02-04 11:33  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Makefile.am (1.76):

	Fixed a few targets

2003-02-03 19:59  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	dummy addition: removed

2003-02-03 19:58  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	dummy addition

2003-02-03 16:15  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/: Makefile.am (1.53), quantlib.doxy (1.59):

	Workaround no longer needed

2003-02-02 15:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <marco.marchioro AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/Makefile.am (1.52):

	Worked around a bug in Doxygen

2003-01-31 08:10  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.8):

	Fixed bug, thanks to Pete Schnettler.

2003-01-30 09:51  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/TermStructures/piecewiseflatforward.cpp (1.25.2.3):

	we save a log

2003-01-30 09:49  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/TermStructures/piecewiseflatforward.hpp (1.23.2.2):

	remark added

2003-01-29 09:48  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* dev_tools/tgz2zip (1.1):

	Bash script to convert from .tar.gz to .zip

2003-01-28 17:35  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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),
	ql/functions/daycounters.cpp (1.4), ql/functions/daycounters.hpp
	(1.4), ql/functions/mathf.cpp (1.10), ql/functions/mathf.hpp (1.7),
	ql/functions/vols.cpp (1.13), ql/functions/vols.hpp (1.3):

	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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.nsi (1.75.2.2):

	finalizing 0.3.1 Windows packages ....

2003-01-27 10:38  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Added equinox calculation

2003-01-23 16:46  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* dev_tools/update_copyright (1.1):

	Shell script to add copyright years

2003-01-08 16:11  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* ql/CashFlows/floatingratecoupon.hpp (1.20.10.3):

	One may derive a class from this one

2003-01-08 11:59  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/handle.hpp (1.10.8.2):

	Avoid a possible leak

2003-01-07 10:43  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ChangeLog.txt (1.28.2.1):

	updated

2003-01-01 13:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Volatilities/localvolcurve.hpp (1.1.2.3):

	fixed typo

2002-12-31 19:54  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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),
	ql/functions/daycounters.cpp (1.3.22.1),
	ql/functions/daycounters.hpp (1.3.22.1), ql/functions/mathf.cpp
	(1.9.10.1), ql/functions/mathf.hpp (1.6.10.1),
	ql/functions/vols.cpp (1.12.2.1), ql/functions/vols.hpp (1.2.8.1):

	updated copyright years

2002-12-31 19:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* configure.ac (1.5), ql/qldefines.hpp (1.46):

	Updated version

2002-12-19 18:02  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* configure.ac (1.4.2.1), ql/qldefines.hpp (1.45.4.1):

	Updated version

2002-12-18 13:09  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Volatilities/capflatvolvector.hpp (1.3):

	Flat backwards extension to t=0

2002-12-16 12:34  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.27), ChangeLog.txt (1.28):

	updated

2002-12-11 14:26  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.nsi (1.75), TODO.txt (1.91):

	no message

2002-12-09 17:51  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/voltermstructure.cpp (1.4):

	typo fixed (how was this compiling before?)

2002-12-09 14:28  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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), ql/functions/vols.cpp
	(1.12):

	Fixed local volatility interface

2002-12-05 10:23  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/voltermstructure.cpp (1.2):

	no message

2002-12-05 10:23  Marco Marchioro <marco.marchioro AT statpro.com>

	* QuantLib.dsp (1.111), QuantLib.mak (1.102):

	added file voltermstructure.cpp

2002-12-05 10:22  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/: voltermstructure.cpp (1.1), voltermstructure.hpp (1.8):

	added methods timeDerivative, strikeDerivative, and
	strikeSecondDerivative to BlackVolTermStructure

2002-12-03 11:31  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Calendars/: target.cpp (1.10), target.hpp (1.11):

	Minor fixes to TARGET holidays

2002-12-02 15:25  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* ql/: currency.hpp (1.6), dataformatters.cpp (1.12):

	added new currencies

2002-11-29 09:18  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Makefile.am (1.27):

	Oops

2002-11-28 18:24  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* .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), ql/functions/Makefile.am (1.9):

	Switched to more recent autotools

2002-11-28 17:42  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* darwin.setup (1.4.2.1):

	Patch made unnecessary by recent autoconf

2002-11-27 18:01  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* .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), ql/functions/Makefile.am
	(1.8.2.1):

	Updated autoconfiscation

2002-11-27 13:31  Marco Marchioro <marco.marchioro AT statpro.com>

	* 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 <sad AT quantlib.org>

	* ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.6):

	Bermudan Swaption problem fixed (part 2)

2002-11-22 15:24  Marco Marchioro <marco.marchioro AT statpro.com>

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

	Introduced Format { Long, Short, ISO };

2002-11-21 16:00  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/scheduler.cpp (1.9):

	Removed QL_REQUIRE for "..  holiday and end of month .."

2002-11-21 13:53  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/TermStructures/discountcurve.hpp (1.11):

	Added default day counter

2002-11-12 12:11  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* ql/Math/normaldistribution.cpp (1.13):

	Some compilers may not know how to print an INF

2002-11-08 10:38  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/Math/normaldistribution.cpp (1.12):

	bug fixed, condition should not be satisfied!

2002-11-07 14:34  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/TermStructures/discountcurve.cpp (1.14):

	relaxed requirement on decreasing discounts

2002-11-07 14:30  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/Math/normaldistribution.cpp (1.11):

	Added check on null input

2002-10-29 15:14  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/TermStructures/discountcurve.cpp (1.13):

	error messages improved

2002-10-29 15:13  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.13):

	added stoppingTimes

2002-10-28 11:02  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Examples/: acinclude.m4 (1.2), configure.in (1.4):

	Spring cleaning

2002-10-27 13:55  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Examples/EuropeanOption/EuropeanOption.old (1.2):

	no message

2002-10-25 16:58  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/FiniteDifferences/: boundarycondition.cpp (1.1), Makefile.am
	(1.13):

	Implemented QuEP 2

2002-10-25 16:30  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <enrico.sirola AT statpro.com>>

	* ql/Instruments/vanillaoption.hpp (1.6):

	riskFreeRate_, underlying_, strike_, dividendYield_, volatility_
	moved to protected section

2002-10-23 12:47  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* solaris.setup (1.2):

	Solaris patches redux

2002-10-22 14:13  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Makefile.am (1.68), solaris.setup (1.1):

	Patches for Solaris/gcc

2002-10-22 13:52  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* ql/grid.hpp (1.6):

	code massaged

2002-10-08 11:35  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/DayCounters/actualactual.cpp (1.15):

	More tolerant

2002-10-07 14:28  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/config.msvc.hpp (1.20):

	Defined CHOKES_ON_TYPENAME

2002-10-07 14:25  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/qldefines.hpp (1.42):

	Defined CHOKES_ON_TYPENAME

2002-10-03 18:39  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Optimization/costfunction.hpp (1.14):

	Virtual destructor added

2002-09-27 16:53  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Optimization/constraint.hpp (1.6):

	Cosmetic changes

2002-09-26 21:45  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/PricingEngines/Makefile.am (1.6):

	Added missing file

2002-09-26 19:09  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.5):

	Adjusted start date

2002-09-26 17:26  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/TermStructures/: forwardspreadedtermstructure.hpp (1.8),
	impliedtermstructure.hpp (1.8), zerospreadedtermstructure.hpp
	(1.9):

	fixed documentation links

2002-09-26 16:52  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	No conceptual need to pass through a Black vol

2002-09-25 11:25  Marco Marchioro <marco.marchioro AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

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

	Now complies also on VC++

2002-09-24 17:27  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/PricingEngines/genericengine.hpp (1.4):

	generalized SwaptionPricer and CapFloorPricer to GenericModelEngine

2002-09-24 17:26  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/quantlib.hpp (1.69):

	namespace QLPRE = QuantLib::PricingEngines

2002-09-24 17:25  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/Instruments/swaption.cpp (1.20):

	remarks changed

2002-09-24 16:24  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

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

	removed gcc3.1 warnings (maybe)

2002-09-14 00:41  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.7):

	Yes, it should.

2002-09-13 18:55  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* MACOSX.README (1.1), darwin.setup (1.1):

	Patches for compiling under Mac OS X

2002-09-13 12:19  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.6):

	added smart remark

2002-09-13 12:17  Marco Marchioro <marco.marchioro AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/pages/authors.docs (1.15):

	Updated address

2002-08-06 17:10  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Pricers/: singleassetoption.cpp (1.16), singleassetoption.hpp
	(1.16):

	Added contributed impliedDividendYield

2002-07-25 11:11  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Lattices/bsmlattice.cpp (1.3):

	removed warnings

2002-07-24 12:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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),
	functions/makefile.mak (1.6):

	'make clean' now removes debug files too

2002-07-24 11:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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),
	ql/functions/.cvsignore (1.2):

	improved .cvsignore

2002-07-24 11:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* .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),
	ql/functions/.cvsignore (1.1):

	typo fixed in local vol file .cvsignore added/expanded

2002-07-23 17:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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), ql/functions/vols.cpp
	(1.10):

	implementation of Local vol term structures: constant and time
	dependent

2002-07-23 12:39  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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), functions/vols.cpp (1.9):

	existing vol term structures renamed as Black vol term structures.
	Local vol term structures introduced

2002-07-23 11:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/.cvsignore (1.1):

	Some more .cvsignore

2002-07-11 16:52  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* .cvsignore (1.2):

	Ignoring build directory

2002-07-11 16:46  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* .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 <enrico.sirola AT statpro.com>>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/RandomNumbers/randomarraygenerator.hpp (1.10):

	Fixed never-instantiated bug

2002-06-28 14:22  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Math/loglinearinterpolation.hpp (1.8):

	Removed warning

2002-06-27 19:06  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/TermStructures/forwardspreadedtermstructure.hpp (1.5):

	bug fix

2002-06-26 10:00  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Statistics more tolerant

2002-06-25 18:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/termstructure.hpp (1.24):

	division by zero bug fixed

2002-06-24 18:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/config.msvc.hpp (1.19):

	Added check for STLPort

2002-06-24 11:59  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Volatilities/constantvol.hpp (1.4):

	Removed warning

2002-06-24 11:58  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/PricingEngines/Makefile.am (1.5):

	fixed file list

2002-06-24 11:57  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/voltermstructure.hpp (1.5):

	minTime() removed.  Hey, minTime is t==0 !!!

2002-06-22 19:52  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 19:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/functions/vols.cpp (1.8):

	dayCounter is now the last parameter (with a default value)

2002-06-22 19:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/quantlib.hpp (1.66):

	added missing file

2002-06-17 11:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Volatilities/Makefile.am (1.4),
	ql/Volatilities/constantvol.hpp (1.1), ql/functions/vols.cpp (1.7),
	QuantLib.dsp (1.102), QuantLib.mak (1.93):

	added missing file

2002-06-17 11:23  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/: quantlib.hpp (1.65), Volatilities/blackvariancesurface.hpp
	(1.3), functions/vols.cpp (1.6):

	Little fixes in order to compile

2002-06-16 11:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/voltermstructure.hpp (1.4):

	minTime and maxTime are implemented in the base class

2002-06-16 11:29  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	it does work!

2002-06-15 03:30  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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),
	ql/functions/vols.cpp (1.5), ql/functions/vols.hpp (1.2),
	ql/functions/Makefile.am (1.7):

	vol term structure is working

2002-06-12 14:24  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Indexes/: xibor.cpp (1.9), xibor.hpp (1.11):

	added frequency() method

2002-06-12 01:19  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

	* ql/: Volatilities/interpolatedblackvol.hpp (1.5),
	functions/vols.cpp (1.4):

	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 <nando AT ametrano DOT net>

	* 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),
	ql/functions/vols.cpp (1.3):

	1) pushing further the engine framework. It doesn't work yet 2)
	introducing Black vol surface. It doesn't work yet

2002-06-11 11:43  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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),
	ql/functions/Makefile.am (1.6):

	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 <nando AT ametrano DOT net>

	* ql/: Volatilities/interpolatedblackvol.hpp (1.3),
	functions/vols.cpp (1.2):

	1) pushing further the engine framework. It doesn't work yet 2)
	introducing Black vol surface. It doesn't work yet

2002-06-10 22:59  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.100), QuantLib.mak (1.91),
	Examples/EuropeanOption/EuropeanOption.cpp (1.22),
	ql/functions/Makefile.am (1.5), ql/functions/makefile.mak (1.5),
	ql/functions/vols.cpp (1.1), ql/functions/vols.hpp (1.1):

	1) pushing further the engine framework. It doesn't work yet 2)
	introducing Black vol surface. It doesn't work yet

2002-06-10 19:28  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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

2002-06-10 19:26  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/functions/Makefile.am (1.4):

	removed reference to non-existant files

2002-06-09 22:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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),
	ql/functions/Makefile.am (1.3):

	1) pushing further the engine framework. It doesn't work yet 2)
	introducing Black vol surface. It doesn't work yet

2002-06-07 19:26  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.97), QuantLib.mak (1.88):

	updated

2002-06-02 01:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.19):

	added analytic pricing engine

2002-06-02 01:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Pricers/fdbsmoption.hpp (1.6):

	unnecessary strong constraints relaxed

2002-06-01 16:10  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: MonteCarlo/performanceoptionpathpricer.cpp (1.2),
	Pricers/performanceoption.cpp (1.2):

	bug fixed (missing moneyness factor)

2002-05-31 12:44  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Makefile.am (1.65):

	Added 'tags' target to Makefile

2002-05-31 12:44  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/: handle.hpp (1.10), relinkablehandle.hpp (1.10),
	Patterns/observable.hpp (1.11):

	Added Handle::operator==

2002-05-31 12:43  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/TermStructures/flatforward.hpp (1.13):

	FlatForward optionally takes a MarketElement

2002-05-19 22:15  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Pricers/: cliquetoption.cpp (1.10), cliquetoption.hpp (1.9):

	extended to time dependant parameters

2002-05-19 16:19  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Pricers/europeanoption.hpp (1.10):

	beta method goes public

2002-05-19 15:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Instruments/plainoption.hpp (1.13):

	more detailed comment

2002-05-16 16:41  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/pathgenerator.hpp (1.20):

	added quick and dirty constructor for deterministic non-constant
	parameters

2002-05-16 16:15  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* configure.in (1.83):

	Allow passing CXXFLAGS

2002-05-12 20:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Pricers/fdeuropean.hpp (1.6):

	style enforced

2002-05-12 02:39  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/singleassetoption.cpp (1.14):

	fixed bug in rho and dividendRho when the rate=0.0

2002-05-12 02:37  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.94), QuantLib.mak (1.85):

	Visual C++ catching up

2002-05-12 02:36  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	Visul C++ fix

2002-05-12 02:35  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	typo fixed

2002-05-10 15:13  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* ql/MonteCarlo/himalayapathpricer.hpp (1.11):

	typo

2002-05-06 14:28  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Makefile.am (1.21):

	Removed obsolete file from dist list

2002-05-06 12:17  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* News.txt (1.23), Readme.txt (1.17), dev_tools/releaseprocess.txt
	(1.11):

	updated

2002-05-05 00:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* dev_tools/releaseprocess.txt (1.9.18.3):

	updated

2002-05-02 10:50  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Docs/pages/mcarlo.docs (1.7):

	typo fixed

2002-05-02 10:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/mcarlo.docs (1.5.18.2):

	typo fixed

2002-05-02 10:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Docs/pages/history.docs (1.5.16.2):

	updated

2002-05-02 09:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* News.txt (1.22.4.1):

	updated

2002-05-02 00:04  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.86):

	updated

2002-04-30 19:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* History.txt (1.15.22.1):

	release date added

2002-04-30 19:20  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/TermStructures/compoundforward.cpp (1.10):

	Quick fix to compile under VC++

2002-04-30 09:34  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <mario.aleppo AT statpro.com>

	* 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 <mario.aleppo AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/: Math/riskmeasures.hpp (1.6), functions/mathf.cpp (1.9),
	functions/mathf.hpp (1.6):

	formatting

2002-04-26 16:45  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	warning avoided

2002-04-26 16:40  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	warning avoided

2002-04-26 16:03  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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), functions/mathf.cpp
	(1.8):

	moved allowExtrapolation from constructors to () operators

2002-04-25 20:28  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/termstructure.hpp (1.19.6.1):

	bug fixed

2002-04-25 20:22  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.mak (1.82), QuantLib.dsp (1.91):

	config.decc.hpp removed

2002-04-23 12:09  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <marco.marchioro AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Docs/pages/resources.docs (1.3.18.1):

	typo fixed

2002-04-21 23:20  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ChangeLog.txt (1.25):

	updated

2002-04-19 03:35  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/history.hpp (1.10):

	Added null History::Entry

2002-04-18 12:41  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/: config.msvc.hpp (1.16), qldefines.hpp (1.39):

	Visual C++ .Net hack

2002-04-18 12:27  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/: config.msvc.hpp (1.15), qldefines.hpp (1.38):

	Visual C++ .Net hack

2002-04-17 00:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ChangeLog.txt (1.24):

	updated

2002-04-16 22:50  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/functions/: mathf.cpp (1.7), mathf.hpp (1.5):

	normal distribution exported as functions

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 <sad AT quantlib.org>

	* ql/diffusionprocess.hpp (1.13):

	Fixed BSM process

2002-04-15 09:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Lattices/bsmlattice.cpp (1.2):

	fixed CRR and JR inversion

2002-04-15 09:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <sad AT quantlib.org>

	* ql/: Lattices/makefile.mak (1.13), Pricers/makefile.mak (1.19):

	Update makefile.mak files.

2002-04-15 06:06  Sadruddin Rejeb <sad AT quantlib.org>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.16):

	Added binomial method pricing (JR & CRR).

2002-04-15 06:04  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/config.msvc.hpp (1.14):

	More .Net

2002-04-12 22:05  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/config.msvc.hpp (1.13):

	Tentative fix for VC++.Net

2002-04-12 14:47  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Calendars/johannesburg.cpp (1.2):

	Taking Saturday off

2002-04-11 13:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/releaseprocess.txt (1.9.16.1):

	warning added

2002-04-10 11:52  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ChangeLog.txt (1.23):

	updated

2002-04-09 09:36  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/authors.docs (1.13):

	updated Dirk status

2002-04-08 11:00  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/Math/chisquaredistribution.cpp (1.3):

	Fixed warning.

2002-04-08 10:14  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.22):

	updated

2002-04-08 09:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.21):

	updated

2002-04-08 09:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/RandomNumbers/: knuthuniformrng.cpp (1.5), knuthuniformrng.hpp
	(1.8):

	Added sentinel at 100

2002-04-03 11:07  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Indexes/xibor.hpp (1.9):

	missing inline added

2002-04-03 08:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/Swap/Makefile.am (1.4):

	lowered optimization level in order to compile it under cygwin/gcc

2002-04-03 01:35  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.14):

	formatting, fixing typos and requesting comments

2002-03-31 23:02  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Examples/Swap/: Swap.dsp (1.3), Swap.mak (1.20):

	added browsing info to MS VC projects

2002-03-28 13:20  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <sad AT quantlib.org>

	* configure.in (1.78):

	No comment.

2002-03-28 11:09  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/CashFlows/cashflowvectors.hpp (1.11):

	VC++ couldn't digest the default argument

2002-03-28 09:26  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <sad AT quantlib.org>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Examples/Swap/swapvaluation.cpp (1.24):

	rates formatted with 4 digits

2002-03-27 12:26  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/TermStructures/ratehelpers.cpp (1.19):

	switched to fairRate()

2002-03-27 11:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Examples/: BermudanSwaption/BermudanSwaption.cpp (1.9),
	Swap/swapvaluation.cpp (1.22):

	switched to fairRate()

2002-03-27 10:54  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <sad AT quantlib.org>

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.8):

	ITM swaption value is now higher than an ATM one.

2002-03-27 10:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.6):

	added HW numerical calibration

2002-03-26 15:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* makefile.mak (1.31):

	check and inst targets dependent on the primary target (quantlib)

2002-03-26 11:05  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Optimization/: conjugategradient.cpp (1.12), costfunction.hpp
	(1.11):

	Removed output

2002-03-26 10:32  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/MonteCarlo/pagodapathpricer.cpp (1.12):

	Leftover #include removed

2002-03-25 19:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.20):

	updated

2002-03-25 19:18  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.70):

	Borland and MS VC++ catching up with the latest commit

2002-03-25 18:00  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.87), QuantLib.mak (1.77):

	now compiles with MS VC++

2002-03-25 16:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.3):

	ConxIngersollRoss::Dynamics public

2002-03-25 15:10  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/ShortRateModels/: model.cpp (1.4),
	OneFactorModels/blackkarasinski.cpp (1.3):

	Bugfix. BermudanSwaption should run now...

2002-03-25 14:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/ShortRateModels/OneFactorModels/: coxingersollross.cpp (1.3),
	coxingersollross.cpp (1.4):

	MS VC small fix

2002-03-25 13:00  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* makefile.mak (1.30), ql/blackmodel.hpp (1.3):

	Fixed BlackModel::formula

2002-03-25 11:41  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <sad AT quantlib.org>

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

	small fix

2002-03-25 09:38  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* ql/Lattices/: Makefile.am (1.6), twodimensionaltree.cpp (1.1),
	twodimensionaltree.hpp (1.1):

	Added missing files

2002-03-25 01:09  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

	* ChangeLog.txt (1.19):

	updated

2002-03-22 17:29  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Examples/Swap/swapvaluation.cpp (1.21):

	Fixed errors in cutting and pasting :)

2002-03-21 18:03  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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), functions/makefile.mak (1.4):

	improved parametrization of debug trailing identifier in Borland
	makefiles

2002-03-21 16:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/newdeveloperintro.txt (1.5):

	updated

2002-03-21 15:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.82):

	updated

2002-03-20 17:36  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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), functions/makefile.mak (1.3):

	removed useless BCC_LIBS from Borland makefile(s)

2002-03-20 10:23  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/Makefile.am (1.47):

	Increased memory for LaTeX runs

2002-03-19 18:10  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Pricers/: blackcapfloor.cpp (1.5), blackcapfloor.hpp (1.3):

	Factored out a bit of code

2002-03-19 16:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: quantlib.hpp (1.54), RandomNumbers/rngtypedefs.hpp (1.8):

	sobol reference removed

2002-03-19 12:32  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/pages/authors.docs (1.11):

	Obfuscated mail addresses in html output

2002-03-19 09:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <mario.aleppo AT statpro.com>

	* ql/DayCounters/actualactual.cpp (1.13):

	Better error message

2002-03-15 15:16  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/: capvolstructures.hpp (1.2), swaptionvolstructure.hpp (1.2):

	inline missing

2002-03-15 09:23  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Docs/pages/usage.docs (1.7):

	typo fixed

2002-03-14 18:39  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <mario.aleppo AT statpro.com>

	* ql/Math/multivariateaccumulator.cpp (1.12):

	Bug fixed

2002-03-14 15:08  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ChangeLog.txt (1.18):

	updated

2002-03-13 16:40  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/: Math/bilinearinterpolation.hpp (1.7), Math/cubicspline.hpp
	(1.13), Math/interpolation.hpp (1.8), Math/interpolation2D.hpp
	(1.7), Math/linearinterpolation.hpp (1.7),
	Pricers/fddividendoption.cpp (1.4),
	Volatilities/swaptionvolmatrix.hpp (1.4), functions/mathf.cpp
	(1.6):

	added allowExtrapolation parameter to interpolaton classes, it has
	no default value yet

	In swaptionvolmatrix it is hard-coded to false: is it OK Luigi? In
	fddividendoption it is hard-coded to true: is it OK Marco?

2002-03-11 15:07  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Contributors.txt (1.16), Docs/pages/authors.docs (1.10),
	ql/MonteCarlo/basketpathpricer.cpp (1.17):

	Basket Option bug fixing thanks to Toyin Akin

2002-03-11 10:18  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.68):

	added missing folders

2002-03-08 15:21  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/: swaptionvolsurface.hpp (1.10),
	Volatilities/swaptionvolmatrix.hpp (1.2):

	Using day counter in Swaption volatility surface

2002-03-07 18:04  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/Instruments/: capfloor.cpp (1.22), capfloor.hpp (1.22):

	Removed requirement of FloatingRateCouponVector

2002-03-07 16:28  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.84), QuantLib.mak (1.73):

	added volatility files

2002-03-06 18:38  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	working on bilinear interpolation

2002-03-06 17:47  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

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

	added missing files

2002-03-06 15:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Patterns/observable.hpp (1.9):

	MS VC++ fix

2002-03-06 12:53  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <sad AT quantlib.org>

	* ql/Pricers/: analyticalcapfloor.cpp (1.12), blackcapfloor.cpp
	(1.2):

	Added collar type to CapFloor.

2002-03-06 12:41  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Fixed bilinear interpolation

2002-03-06 12:10  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/Instruments/: capfloor.cpp (1.21), capfloor.hpp (1.20):

	Fixed bug and added Collar instrument.

2002-03-06 09:34  Sadruddin Rejeb <sad AT quantlib.org>

	* News.txt (1.22):

	Corrected news items.

2002-03-06 08:33  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/Pricers/makefile.mak (1.14):

	Added missing files to makefiles

2002-03-06 08:16  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

	* News.txt (1.21):

	updated

2002-03-05 18:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.17):

	updated

2002-03-05 18:30  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	version number up to b1

2002-03-05 17:58  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

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

	version number up to a9

2002-03-05 17:11  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.16):

	updated

2002-03-05 16:59  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	working on bilinear interpolation

2002-03-05 16:36  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	working on bilinear interpolation

2002-03-05 13:30  Sadruddin Rejeb <sad AT quantlib.org>

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

	QL_FLOORification continued...

2002-03-05 13:29  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* ql/: Math/interpolation2D.hpp (1.3), functions/mathf.cpp (1.2):

	Fixed compilation with "g++ -pedantic"

2002-03-05 12:31  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/Lattices/trinomialtree.cpp (1.6):

	will this make it work under VC++?

2002-03-05 09:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Lattices/trinomialtree.cpp (1.5), ql/Optimization/makefile.mak
	(1.3), QuantLib.dsp (1.82), QuantLib.mak (1.71):

	MS VC++ and Borland compiler catching up with latest commit There's
	still a problem with MS VC++: trinomialtree.cpp
	D:\Extra\QuantLib\ql\Lattices\trinomialtree.cpp(56) : error C2039:
	'floor' : is not a member of 'std'

	anyone?

2002-03-05 03:19  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/Lattices/Makefile.am (1.4):

	Added missing included file

2002-03-05 02:39  Sadruddin Rejeb <sad AT quantlib.org>

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

	replaced fixedincome.docs

2002-03-05 02:37  Sadruddin Rejeb <sad AT quantlib.org>

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

	removed (for a few minutes) fixedincome.docs

2002-03-05 02:31  Sadruddin Rejeb <sad AT quantlib.org>

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

	removed optimization page (should be included in Math, like
	Sovers1D, no?)

2002-03-05 02:14  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <luigi.ballabio AT statpro.com>

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

	Fixed comment

2002-03-04 18:24  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/swaptionvolsurface.hpp (1.7):

	Spread as market element

2002-03-01 18:10  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.65), configure.in (1.71), Docs/configure.in
	(1.8), Docs/quantlib.doxy (1.49), dev_tools/version_number.txt
	(1.22), ql/qldefines.hpp (1.33):

	version number up to a8 branch a7 created

2002-03-01 17:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.64), configure.in (1.70), Docs/configure.in
	(1.7), Docs/quantlib.doxy (1.48), ql/qldefines.hpp (1.32),
	dev_tools/version_number.txt (1.21):

	version number up to a7 I screwed up a6 branch

2002-03-01 17:08  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

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

	added bilinear interpolation (not working yet)

2002-03-01 15:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.81), QuantLib.mak (1.70), ql/quantlib.hpp (1.49),
	ql/Math/Makefile.am (1.5), ql/Math/bilinearinterpolation.hpp (1.1),
	ql/Math/interpolation2D.hpp (1.1), ql/functions/Makefile.am (1.2),
	ql/functions/makefile.mak (1.2), ql/functions/mathf.cpp (1.1),
	ql/functions/mathf.hpp (1.1):

	added bilinear interpolation (not working yet)

2002-03-01 15:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/functions/: daycounters.cpp (1.3), daycounters.hpp (1.3):

	4 dates because of one Act/Act method

2002-03-01 15:13  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	improved comment

2002-03-01 15:12  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/newdeveloperintro.txt (1.4):

	improved

2002-02-27 09:16  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Utilities/combiningiterator.hpp (1.5):

	Added missing 'typename'

2002-02-26 15:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/FiniteDifferences/: mixedscheme.hpp (1.2),
	tridiagonaloperator.cpp (1.13):

	Successive Over Relaxation does work! Not used yet, we need to
	refactor our free boundary condition framework

2002-02-26 11:30  Marco Marchioro <marco.marchioro AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

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

	daycount revised

2002-02-26 10:11  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	2 warnings added

2002-02-25 11:17  Matteo Gallivanoni <matteo.gallivanoni AT statpro.com>

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

	missing entry

2002-02-22 17:50  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/newdeveloperintro.txt (1.3):

	more readable

2002-02-22 17:37  Ferdinando Ametrano <nando AT ametrano DOT net>

	* News.txt (1.20), QuantLib.dsp (1.80),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.18),
	Examples/EuropeanOption/EuropeanOption.mak (1.13),
	Examples/Swap/Swap.mak (1.14),
	ql/FiniteDifferences/cranknicolson.hpp (1.12),
	ql/FiniteDifferences/expliciteuler.hpp (1.8),
	ql/FiniteDifferences/impliciteuler.hpp (1.7),
	ql/FiniteDifferences/mixedscheme.hpp (1.1),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.12),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.16):

	added mixed (implicit/explicit) scheme, from which Crank-Nicolson,
	ImplicitEuler and ExplicitEuler are now derived Now if only I could
	make SOR to work!

2002-02-22 16:21  Sadruddin Rejeb <sad AT quantlib.org>

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

	Fixed typo

2002-02-21 18:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <sad AT quantlib.org>

	* ql/asset.hpp (1.10):

	Small fix.

2002-02-21 17:22  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/Lattices/: binomialtree.cpp (1.1), binomialtree.hpp (1.1):

	Added BinomialTree class (still incomplete)

2002-02-21 17:11  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

	* ql/daycounter.hpp (1.14):

	DayCount enumeration removed

2002-02-21 10:56  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	style changed so that function:= method(class, parameters)

2002-02-20 14:54  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/newdeveloperintro.txt (1.2):

	typo fixed

2002-02-19 11:39  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/Makefile.am (1.45):

	Switched to Doxygen 1.2.14 (fixes PDF cropping problem)

2002-02-19 11:34  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Indexes/: xibormanager.cpp (1.6), xibormanager.hpp (1.6):

	Added method to return tags

2002-02-18 15:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/functions/: Makefile.am (1.1), daycounters.cpp (1.1),
	daycounters.hpp (1.1), makefile.mak (1.1):

	added functions folder and namespace.  For QuantLib-Excel and any
	other function-like interface to QuantLib

2002-02-18 15:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.78), QuantLib.mak (1.68), configure.in (1.69),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.17),
	Examples/EuropeanOption/EuropeanOption.mak (1.12),
	Examples/Swap/Swap.mak (1.13), ql/Makefile.am (1.14),
	ql/makefile.mak (1.10), ql/quantlib.hpp (1.46):

	added functions folder and namespace.  For QuantLib-Excel and any
	other function-like interface to QuantLib

2002-02-18 15:29  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Calendars/tokyo.cpp (1.2):

	borland warning removed

2002-02-18 15:26  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/daycounter.hpp (1.13):

	added dayConters enumeration

2002-02-18 15:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/DayCounters/actualactual.hpp (1.13):

	changed name string for output

2002-02-18 15:24  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	more comments

2002-02-15 19:06  Sadruddin Rejeb <sad AT quantlib.org>

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

	Sorted files...

2002-02-15 19:03  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/Calendars/Makefile.am (1.9):

	(Re)fixed compilation problem under Linux.

2002-02-15 17:41  Marco Marchioro <marco.marchioro AT statpro.com>

	* 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 <sad AT quantlib.org>

	* ql/Calendars/Makefile.am (1.7):

	fixed compiling problem on linux

2002-02-15 16:05  Marco Marchioro <marco.marchioro AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* 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 <nando AT ametrano DOT net>

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

	copyright revisited

2002-02-11 19:18  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/version_number.txt (1.20):

	version number up

2002-02-11 18:42  Marco Marchioro <marco.marchioro AT statpro.com>

	* 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 <mario.aleppo AT statpro.com>

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

	Bug fixed

2002-02-11 11:08  Mario Aleppo <mario.aleppo AT statpro.com>

	* ql/Lattices/timegrid.hpp (1.11):

	MS VC++ catching up with Sad's commit

2002-02-08 20:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Lattices/makefile.mak (1.6):

	Borland command line compiler catching up with Sad's commit

2002-02-08 20:26  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/Optimization/makefile.mak (1.2):

	Borland command line compiler catching up with Sad's commit

2002-02-08 20:10  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.75), QuantLib.mak (1.65),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.16),
	Examples/EuropeanOption/EuropeanOption.mak (1.11),
	Examples/Swap/Swap.mak (1.12), ql/Optimization/costfunction.hpp
	(1.9), ql/Optimization/powell.cpp (1.3),
	ql/Optimization/simplex.cpp (1.2),
	ql/Optimization/simulatedannealing.cpp (1.2):

	MS VC++ catching up with Sad's commit

2002-02-08 17:39  Enrico Sirola <enrico.sirola AT statpro.com>>

	* ql/Optimization/: powell.cpp (1.2), simplex.hpp (1.2):

	#include <vector> added

2002-02-08 15:48  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <marco.marchioro AT statpro.com>

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

	Improved error message

2002-02-01 17:23  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/DayCounters/actualactual.cpp (1.12):

	Added case not handled by algorithm

2002-02-01 14:40  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/DayCounters/actualactual.cpp (1.11):

	Somewhat improved error message

2002-01-31 23:15  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	typo fixed

2002-01-31 11:54  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

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

	updated

2002-01-30 15:55  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/Instruments/plainoption.cpp (1.9):

	More strict validation

2002-01-29 17:39  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	updated

2002-01-28 13:09  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/TermStructures/: piecewiseflatforward.cpp (1.17),
	piecewiseflatforward.hpp (1.16):

	Added dates() and times() to PiecewiseFlatForward

2002-01-21 15:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/configure.in (1.4), dev_tools/version_number.txt (1.18):

	version number up to a5

2002-01-21 13:20  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/Makefile.am (1.43):

	Increased TeX settings

2002-01-17 13:35  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/Makefile.am (1.42):

	Increased buffer size

2002-01-17 13:09  Mario Aleppo <mario.aleppo AT statpro.com>

	* ql/Math/: multivariateaccumulator.hpp (1.11),
	multivariateaccumulator.cpp (1.11):

	Added Correlation Matrix method

2002-01-16 17:23  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	version number up to a5

2002-01-16 17:05  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/version_number.txt (1.16):

	updated

2002-01-16 16:51  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	new license and copyright notice Nicolas copyright

2002-01-16 16:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/usage.docs (1.6), ql/asset.hpp (1.7),
	ql/constraint.hpp (1.12), ql/diffusionprocess.hpp (1.5),
	ql/exercise.hpp (1.9), ql/minimizer.hpp (1.12),
	ql/FiniteDifferences/onefactoroperator.cpp (1.8),
	ql/FiniteDifferences/onefactoroperator.hpp (1.8),
	ql/Instruments/capfloor.cpp (1.14), ql/Instruments/capfloor.hpp
	(1.14), ql/Instruments/swaption.cpp (1.7),
	ql/Instruments/swaption.hpp (1.7), ql/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 <nando AT ametrano DOT net>

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

	docs typo fixed

2002-01-16 15:43  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	new license and copyright notice

2002-01-16 15:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.11),
	Examples/EuropeanOption/EuropeanOption.cpp (1.15),
	Examples/Swap/swapvaluation.cpp (1.19),
	ql/Utilities/combiningiterator.hpp (1.4),
	ql/Utilities/couplingiterator.hpp (1.5),
	ql/Utilities/filteringiterator.hpp (1.4),
	ql/Utilities/iteratorcategories.hpp (1.5),
	ql/Utilities/processingiterator.hpp (1.4),
	ql/Utilities/steppingiterator.hpp (1.4),
	ql/TermStructures/flatforward.hpp (1.11),
	ql/TermStructures/piecewiseflatforward.cpp (1.16),
	ql/TermStructures/piecewiseflatforward.hpp (1.15),
	ql/TermStructures/ratehelpers.cpp (1.16),
	ql/TermStructures/ratehelpers.hpp (1.18),
	ql/Solvers1D/bisection.cpp (1.5), ql/Solvers1D/bisection.hpp (1.5),
	ql/Solvers1D/brent.cpp (1.6), ql/Solvers1D/brent.hpp (1.5),
	ql/Solvers1D/falseposition.cpp (1.5),
	ql/Solvers1D/falseposition.hpp (1.5), ql/Solvers1D/newton.cpp
	(1.5), ql/Solvers1D/newton.hpp (1.5), ql/Solvers1D/newtonsafe.cpp
	(1.6), ql/Solvers1D/newtonsafe.hpp (1.6), ql/Solvers1D/ridder.cpp
	(1.5), ql/Solvers1D/ridder.hpp (1.5), ql/Solvers1D/secant.cpp
	(1.5), ql/Solvers1D/secant.hpp (1.5),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.5),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.5),
	ql/RandomNumbers/inversecumulativegaussianrng.hpp (1.5),
	ql/RandomNumbers/knuthuniformrng.cpp (1.4),
	ql/RandomNumbers/knuthuniformrng.hpp (1.7),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.4),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.5),
	ql/RandomNumbers/randomarraygenerator.hpp (1.8),
	ql/RandomNumbers/rngtypedefs.hpp (1.7),
	ql/Pricers/analyticalcapfloor.cpp (1.5),
	ql/Pricers/analyticalcapfloor.hpp (1.4),
	ql/Pricers/barrieroption.cpp (1.7), ql/Pricers/barrieroption.hpp
	(1.7), ql/Pricers/binaryoption.cpp (1.8),
	ql/Pricers/binaryoption.hpp (1.7), ql/Pricers/cliquetoption.cpp
	(1.8), ql/Pricers/cliquetoption.hpp (1.7),
	ql/Pricers/continuousgeometricapo.hpp (1.4),
	ql/Pricers/discretegeometricapo.cpp (1.6),
	ql/Pricers/discretegeometricapo.hpp (1.5),
	ql/Pricers/discretegeometricaso.cpp (1.6),
	ql/Pricers/discretegeometricaso.hpp (1.5),
	ql/Pricers/europeanengine.cpp (1.4), ql/Pricers/europeanengine.hpp
	(1.5), ql/Pricers/europeanoption.cpp (1.7),
	ql/Pricers/europeanoption.hpp (1.9),
	ql/Pricers/fdamericanoption.hpp (1.4),
	ql/Pricers/fdbermudanoption.cpp (1.3),
	ql/Pricers/fdbermudanoption.hpp (1.3), ql/Pricers/fdbsmoption.cpp
	(1.4), ql/Pricers/fdbsmoption.hpp (1.4),
	ql/Pricers/fddividendamericanoption.cpp (1.3),
	ql/Pricers/fddividendamericanoption.hpp (1.3),
	ql/Pricers/fddividendeuropeanoption.cpp (1.4),
	ql/Pricers/fddividendeuropeanoption.hpp (1.4),
	ql/Pricers/fddividendoption.cpp (1.3),
	ql/Pricers/fddividendoption.hpp (1.3),
	ql/Pricers/fddividendshoutoption.cpp (1.5),
	ql/Pricers/fddividendshoutoption.hpp (1.5),
	ql/Pricers/fdeuropean.cpp (1.5), ql/Pricers/fdeuropean.hpp (1.5),
	ql/Pricers/fdmultiperiodoption.cpp (1.5),
	ql/Pricers/fdmultiperiodoption.hpp (1.4),
	ql/Pricers/fdshoutoption.hpp (1.4),
	ql/Pricers/fdstepconditionoption.cpp (1.3),
	ql/Pricers/fdstepconditionoption.hpp (1.3),
	ql/Pricers/jamshidianswaption.cpp (1.5),
	ql/Pricers/jamshidianswaption.hpp (1.4), ql/Pricers/mcbasket.cpp
	(1.5), ql/Pricers/mcbasket.hpp (1.5),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.5),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.5),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.6),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.6),
	ql/Pricers/mceuropean.cpp (1.6), ql/Pricers/mceuropean.hpp (1.8),
	ql/Pricers/mceverest.cpp (1.9), ql/Pricers/mceverest.hpp (1.5),
	ql/Pricers/mchimalaya.cpp (1.8), ql/Pricers/mchimalaya.hpp (1.5),
	ql/Pricers/mcmaxbasket.cpp (1.5), ql/Pricers/mcmaxbasket.hpp (1.4),
	ql/Pricers/mcpagoda.cpp (1.8), ql/Pricers/mcpagoda.hpp (1.6),
	ql/Pricers/mcpricer.hpp (1.16), ql/Pricers/singleassetoption.cpp
	(1.12), ql/Pricers/singleassetoption.hpp (1.13),
	ql/Pricers/treecapfloor.cpp (1.7), ql/Pricers/treecapfloor.hpp
	(1.5), ql/Pricers/treeswaption.cpp (1.11),
	ql/Pricers/treeswaption.hpp (1.7), ql/Patterns/observable.hpp
	(1.7), ql/Optimization/armijo.cpp (1.7), ql/Optimization/armijo.hpp
	(1.8), ql/Optimization/conjugategradient.cpp (1.7),
	ql/Optimization/conjugategradient.hpp (1.7),
	ql/Optimization/costfunction.hpp (1.6),
	ql/Optimization/criteria.hpp (1.6), ql/Optimization/leastsquare.hpp
	(1.12), ql/Optimization/linesearch.hpp (1.7),
	ql/Optimization/optimizer.hpp (1.7),
	ql/Optimization/steepestdescent.cpp (1.6),
	ql/Optimization/steepestdescent.hpp (1.7),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.5),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.4),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.5),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.4),
	ql/MonteCarlo/basketpathpricer.cpp (1.16),
	ql/MonteCarlo/basketpathpricer.hpp (1.11),
	ql/MonteCarlo/europeanpathpricer.cpp (1.12),
	ql/MonteCarlo/europeanpathpricer.hpp (1.10),
	ql/MonteCarlo/everestpathpricer.cpp (1.13),
	ql/MonteCarlo/everestpathpricer.hpp (1.11),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.7),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.4),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.8),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.4),
	ql/MonteCarlo/getcovariance.cpp (1.8),
	ql/MonteCarlo/getcovariance.hpp (1.6),
	ql/MonteCarlo/himalayapathpricer.cpp (1.15),
	ql/MonteCarlo/himalayapathpricer.hpp (1.10),
	ql/MonteCarlo/maxbasketpathpricer.cpp (1.5),
	ql/MonteCarlo/maxbasketpathpricer.hpp (1.4),
	ql/MonteCarlo/mctypedefs.hpp (1.10),
	ql/MonteCarlo/montecarlomodel.hpp (1.17),
	ql/MonteCarlo/multipath.hpp (1.10),
	ql/MonteCarlo/multipathgenerator.hpp (1.26),
	ql/MonteCarlo/pagodapathpricer.cpp (1.11),
	ql/MonteCarlo/pagodapathpricer.hpp (1.12), ql/MonteCarlo/path.hpp
	(1.9), ql/MonteCarlo/pathgenerator.hpp (1.19),
	ql/MonteCarlo/pathpricer.hpp (1.10), ql/MonteCarlo/sample.hpp
	(1.4), ql/Math/cubicspline.hpp (1.10), ql/Math/interpolation.hpp
	(1.5), ql/Math/lexicographicalview.hpp (1.5),
	ql/Math/linearinterpolation.hpp (1.5), ql/Math/matrix.cpp (1.8),
	ql/Math/matrix.hpp (1.8), ql/Math/multivariateaccumulator.cpp
	(1.10), ql/Math/multivariateaccumulator.hpp (1.10),
	ql/Math/normaldistribution.cpp (1.5),
	ql/Math/normaldistribution.hpp (1.6), ql/Math/riskmeasures.hpp
	(1.5), ql/Math/segmentintegral.cpp (1.8),
	ql/Math/segmentintegral.hpp (1.10), ql/Math/statistics.cpp (1.5),
	ql/Math/statistics.hpp (1.11), ql/Math/symmetriceigenvalues.hpp
	(1.5), ql/Math/symmetricschurdecomposition.cpp (1.6),
	ql/Math/symmetricschurdecomposition.hpp (1.5), ql/Lattices/node.hpp
	(1.7), ql/Lattices/timegrid.hpp (1.6), ql/Lattices/tree.cpp (1.7),
	ql/Lattices/tree.hpp (1.6), ql/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 <luigi.ballabio AT statpro.com>

	* 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 <sad AT quantlib.org>

	* ql/option.cpp (1.7):

	added setupEngine in setPricingEngine (can be useful)

2002-01-16 12:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/version_number.txt (1.15):

	added trailing -cvs to version identifier

2002-01-16 12:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ChangeLog.txt (1.13):

	updated

2002-01-15 17:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/makefile.mak (1.9):

	Borland C++: page size up to 512 in DEBUG mode

2002-01-15 15:14  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/version_number.txt (1.14):

	updated

2002-01-15 15:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/version_number.txt (1.13):

	updated

2002-01-15 13:49  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.72), QuantLib.mak (1.61):

	changed MS VC++ PDB settings

2002-01-15 13:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.71), QuantLib.mak (1.60), makefile.mak (1.28),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.13),
	Examples/EuropeanOption/EuropeanOption.mak (1.8),
	Examples/Swap/Swap.mak (1.9):

	changed MS VC++ PDB settings

2002-01-15 12:27  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

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

	new license and copyright notice

2002-01-15 11:41  Marco Marchioro <marco.marchioro AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Docs/makefile.mak (1.26):

	workaround for dot bug

2002-01-14 15:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/README.txt (1.15):

	typo fixed

2002-01-14 12:51  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.59):

	updated to NSIS 1.93

2002-01-13 14:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/Swap/swapvaluation.cpp (1.18):

	QL_FABS() used instead of abs()

2002-01-11 17:01  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	fixed Borland compilation

2002-01-11 16:42  Matteo Gallivanoni <matteo.gallivanoni AT statpro.com>

	* 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 <nando AT ametrano DOT net>

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

	cleaning up documentation

2002-01-11 15:41  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/license.docs (1.9):

	wrong links removed

2002-01-11 15:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/version_number.txt (1.12):

	version number up to 0.3.0a4

2002-01-11 13:21  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	version number up to 0.3.0a4

2002-01-11 11:39  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Readme.txt (1.15):

	new copyright and license agreement

2002-01-11 10:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* LICENSE.TXT (1.9), Docs/pages/license.docs (1.7):

	new copyright and license agreement

2002-01-10 17:22  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.12):

	updated

2002-01-10 17:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/coreclasses.docs (1.4):

	wrong links removed

2002-01-10 17:05  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/license.docs (1.6):

	new copyright and license agreement

2002-01-10 17:02  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/usage.docs (1.4):

	wrong links removed

2002-01-10 15:56  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

	* LICENSE.TXT (1.8), Examples/DiscreteHedging/DiscreteHedging.cpp
	(1.10), Examples/EuropeanOption/EuropeanOption.cpp (1.14):

	new copyright and license agreement

2002-01-10 15:16  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	new copyright and license agreement

2002-01-10 15:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.mak (1.58):

	updated

2002-01-10 12:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/array.hpp (1.7):

	typo/bug fixed

2002-01-10 11:58  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/treecapfloor.cpp (1.5):

	gcc warning avoided

2002-01-10 11:15  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Added exp() guard for alpha

2002-01-09 14:36  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.78):

	updated

2002-01-09 14:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/utilities.docs (1.4):

	added iterators sketched documentation

2002-01-09 13:47  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	documentation clean up

2002-01-09 13:14  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.57):

	Added TwoFactorModel dir

2002-01-09 12:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* LICENSE.TXT (1.7), Examples/DiscreteHedging/DiscreteHedging.cpp
	(1.9), Examples/EuropeanOption/EuropeanOption.cpp (1.13):

	new copyright and license agreement

2002-01-09 09:05  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/: config.ansi.hpp (1.6), config.bcc.hpp (1.5), config.decc.hpp
	(1.5), config.msvc.hpp (1.7), config.mwcw.hpp (1.5), constraint.hpp
	(1.8), exercise.hpp (1.5), expressiontemplates.hpp (1.4),
	forwardvolsurface.hpp (1.4), handle.hpp (1.6), history.hpp (1.8),
	index.hpp (1.7), instrument.hpp (1.7), marketelement.hpp (1.6),
	minimizer.hpp (1.8), null.hpp (1.4), option.cpp (1.6), option.hpp
	(1.7), qldefines.hpp (1.27), quantlib.hpp (1.37),
	relinkablehandle.hpp (1.6), riskstatistics.hpp (1.6), scheduler.cpp
	(1.7), scheduler.hpp (1.7), solver1d.cpp (1.5), solver1d.hpp (1.6),
	swaptionvolsurface.hpp (1.4), termstructure.hpp (1.16), types.hpp
	(1.5), 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 <nando AT ametrano DOT net>

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

	new copyright and license agreement

2002-01-08 18:29  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	new copyright and license agreement

2002-01-08 18:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.11):

	updated

2002-01-08 18:23  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	new copyright and license agreement

2002-01-08 17:53  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <matteo.gallivanoni AT statpro.com>

	* dev_tools/modify-copyr.sh (1.1):

	script for updating copyright notice

2002-01-08 17:38  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.69), QuantLib.mak (1.57):

	MS VC++ and Borland fixes.  Added few missing files

2002-01-08 16:41  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.76):

	updated

2002-01-08 16:37  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.75):

	updated

2002-01-08 16:15  Sadruddin Rejeb <sad AT quantlib.org>

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

	Small fix

2002-01-08 15:51  Sadruddin Rejeb <sad AT quantlib.org>

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

	small fix

2002-01-08 15:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.74), ql/quantlib.hpp (1.36),
	ql/Calendars/frankfurt.cpp (1.7), ql/Instruments/swaption.cpp
	(1.2), ql/Pricers/treecapfloor.cpp (1.2),
	ql/Pricers/treeswaption.cpp (1.5):

	MS VC++ and Borland fixes.  Added few missing files

2002-01-08 15:28  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/quantlib.hpp (1.35):

	Added missing file

2002-01-08 13:59  Sadruddin Rejeb <sad AT quantlib.org>

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

	Small fixes

2002-01-08 13:57  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

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

	new copyright and license agreement

2002-01-08 11:55  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/: authors.docs (1.4), license.docs (1.2):

	incorporating Richard M. Stallman feedback

2002-01-08 11:41  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Authors.txt (1.8), LICENSE.TXT (1.6):

	incorporating Richard M. Stallman feedback

2002-01-08 11:12  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/version_number.txt (1.10):

	adopting an approach similar to QuantLib-Python

2002-01-08 11:00  Ferdinando Ametrano <nando AT ametrano DOT net>

	* configure.in (1.63):

	fixed wrong version number

2002-01-07 18:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.mak (1.56):

	update

2002-01-07 12:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/version_number.txt (1.9):

	more expressive

2002-01-07 10:30  Ferdinando Ametrano <nando AT ametrano DOT net>

	* LICENSE.TXT (1.5):

	incorporating Richard M. Stallman feedback

2002-01-04 21:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* LICENSE.TXT (1.4):

	few fixes

2002-01-04 20:14  Ferdinando Ametrano <nando AT ametrano DOT net>

	* LICENSE.TXT (1.3):

	typos fixed

2002-01-04 18:22  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Fixed sprintf check in configure

2002-01-04 17:30  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* dev_tools/newdeveloperintro.txt (1.1):

	added developer intro file

2001-12-28 13:31  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* configure.in (1.60):

	Removed reference to ./test/

2001-12-28 11:29  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/relinkablehandle.hpp (1.5):

	Added lockable assignment operator

2001-12-20 15:53  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	typo fixed

2001-12-20 11:19  Enrico Sirola <enrico.sirola AT statpro.com>>

	* 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 <marco.marchioro AT statpro.com>

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

	some beautifications

2001-12-20 10:52  Marco Marchioro <marco.marchioro AT statpro.com>

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

	improved error message

2001-12-19 15:10  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <sad AT quantlib.org>

	* ql/Lattices/makefile.mak (1.2):

	Removed makefile.mak (Nando will take care of it)

2001-12-19 13:08  Sadruddin Rejeb <sad AT quantlib.org>

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

	Added makefile.mak

2001-12-19 13:04  Sadruddin Rejeb <sad AT quantlib.org>

	* configure.in (1.58):

	added Lattices/ directory

2001-12-19 13:00  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/FiniteDifferences/swaptioncondition.hpp (1.2):

	remove SwaptionCondition (until IR modelling framework stabilizes)

2001-12-19 12:58  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

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

	updated

2001-12-19 12:45  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

	* News.txt (1.18):

	typo fixed

2001-12-19 12:11  Ferdinando Ametrano <nando AT ametrano DOT net>

	* News.txt (1.17):

	updated

2001-12-19 11:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.10):

	updated

2001-12-18 17:26  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.73):

	updated

2001-12-18 13:02  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	updated

2001-12-18 13:00  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/termstructure.hpp (1.14):

	Fixed forward-spreaded term structure

2001-12-18 12:58  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	Finite Difference exercise conditions are now in the
	FiniteDifferences folder/namespace

	Also added a couple of missing header files to quantlib.hpp

2001-12-17 17:55  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Unincluded iostream

2001-12-17 17:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.10),
	ql/Pricers/fddividendshoutoption.cpp (1.2),
	ql/Pricers/fddividendshoutoption.hpp (1.2),
	ql/Pricers/fdeuropean.cpp (1.2), ql/Pricers/fdeuropean.hpp (1.2):

	Finite Difference pricers now start with 'Fd' letters

2001-12-17 17:10  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.66), QuantLib.mak (1.53):

	Finite Difference pricers now start with 'Fd' letters

2001-12-17 17:01  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	Finite Difference pricers now start with 'Fd' letters

2001-12-17 15:43  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	BSMNumericalOption became BsmFdOption

2001-12-17 15:39  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/termstructure.hpp (1.13):

	small bug fixed

2001-12-17 13:38  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/termstructure.hpp (1.12):

	introduced ForwardSpreadedTermStructure

2001-12-14 16:51  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	added downsideVariance

2001-12-14 14:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.72):

	updated

2001-12-14 11:04  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/TermStructures/piecewiseflatforward.hpp (1.13):

	default accuracy set to 1e-12

2001-12-14 10:52  Ferdinando Ametrano <nando AT ametrano DOT net>

	* News.txt (1.15):

	added "-cvs-debug" to version string ifdef QL_DEBUG

2001-12-14 10:49  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/qldefines.hpp (1.25):

	added "-cvs-debug" to version string ifdef QL_DEBUG

2001-12-13 19:51  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	typo fixed

2001-12-13 19:45  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	typo fixed

2001-12-13 19:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.71):

	updated

2001-12-13 19:37  Ferdinando Ametrano <nando AT ametrano DOT net>

	* News.txt (1.14):

	updated

2001-12-13 19:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.9):

	updated

2001-12-13 19:24  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	updated

2001-12-13 18:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: MonteCarlo/multipathgenerator.hpp (1.20),
	MonteCarlo/pathgenerator.hpp (1.16),
	RandomNumbers/randomarraygenerator.hpp (1.5):

	Path and MultiPath are now time-aware

2001-12-13 18:19  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/: multipathgenerator.hpp (1.19), pathgenerator.hpp
	(1.15):

	Path and MultiPath are now time-aware

2001-12-13 17:58  Marco Marchioro <marco.marchioro AT statpro.com>

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

	accuracy is now given as input

2001-12-13 17:30  Marco Marchioro <marco.marchioro AT statpro.com>

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

	typo in comment

2001-12-13 17:29  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/solver1d.cpp (1.4):

	error message beautified

2001-12-13 17:14  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/Pricers/mcpricer.hpp (1.12):

	Added forgotten header

2001-12-13 16:46  Sadruddin Rejeb <sad AT quantlib.org>

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

	Fixed typo

2001-12-13 16:46  Enrico Sirola <enrico.sirola AT statpro.com>>

	* 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 <mario.aleppo AT statpro.com>

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

	bug fixed

2001-12-13 14:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: qldefines.hpp (1.24), Pricers/mcbasket.cpp (1.3),
	Pricers/mceverest.cpp (1.6), Pricers/mchimalaya.cpp (1.5),
	Pricers/mcmaxbasket.cpp (1.3), Pricers/mcpagoda.cpp (1.5):

	added "- debug" to version string ifdef QL_DEBUG

2001-12-13 13:47  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	improved convergence in MCPricer

2001-12-12 19:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.8),
	ql/MonteCarlo/multipathgenerator.hpp (1.16), ql/MonteCarlo/path.hpp
	(1.6), ql/MonteCarlo/pathgenerator.hpp (1.14),
	ql/Pricers/mcpricer.hpp (1.10):

	Path and MultiPath are now time-aware improved convergence in
	MCPricer

2001-12-12 19:18  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	style enforced

2001-12-12 19:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* News.txt (1.11):

	Path and MultiPath are now time-aware

2001-12-12 11:13  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.8):

	updated

2001-12-12 10:58  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/releaseprocess.txt (1.9):

	updated

2001-12-11 17:12  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Nicolas' cubic spline replaced the NR one

2001-12-11 10:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/version_number.txt (1.8), ql/config.msvc.hpp (1.4),
	ql/qldefines.hpp (1.23):

	version number fixed enforced MS VC compilation parameters

2001-12-06 16:13  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/version_number.txt (1.7):

	version number policy

2001-12-06 15:49  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/qldefines.hpp (1.22):

	comment added

2001-12-06 15:04  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	fixed Ruby version number

2001-12-05 16:41  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	after branching out 0.3.1a2

2001-12-05 16:34  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	before branching out 0.3.1a2

2001-12-05 16:13  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ChangeLog.txt (1.6):

	updated

2001-12-04 17:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/mcarlo.docs (1.3), Docs/pages/platforms.docs (1.3),
	Docs/pages/where.docs (1.2), ql/FiniteDifferences/expliciteuler.hpp
	(1.4), ql/TermStructures/ratehelpers.hpp (1.14):

	R000201-branch-merge2 merged into trunk

2001-12-04 16:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Docs/Makefile.am (1.40):

	fixing bug in doc generation

2001-12-03 19:36  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	trying to compile on Win32

2001-12-03 16:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/platforms.docs (1.2), ql/Optimization/leastsquare.hpp
	(1.5):

	trying to compile on Win32

2001-12-03 16:14  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	added missing files

2001-12-03 15:59  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <matteo.gallivanoni AT statpro.com>

	* dev_tools/downloadrelease.py (1.2):

	I will never use tab again - I promise!

2001-12-03 15:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/downloadrelease.py (1.1):

	dev utility

2001-12-03 13:05  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/Pricers/Makefile.am (1.17):

	added missing file

2001-12-03 13:05  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/Pricers/swaptioncondition.hpp (1.2):

	Added missing file

2001-12-03 12:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.53):

	moved things around

2001-12-03 12:22  Sadruddin Rejeb <sad AT quantlib.org>

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

	Fixed typo

2001-12-03 11:51  Sadruddin Rejeb <sad AT quantlib.org>

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

	added missing files

2001-12-03 11:38  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	added missing file

2001-12-03 11:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Optimization/Makefile.am (1.2):

	added missing file

2001-12-03 10:55  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

	* Docs/pages/platforms.docs (1.1.2.2):

	few doc fixings

2001-12-01 21:42  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	few doc fixings

2001-12-01 21:27  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	few doc fixings

2001-11-30 16:49  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <sad AT quantlib.org>

	* ql/Makefile.am (1.9):

	Adding interest rate modelling framework

2001-11-30 13:12  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.62), QuantLib.mak (1.48),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.10),
	Examples/EuropeanOption/EuropeanOption.mak (1.5),
	Examples/Swap/Swap.mak (1.6), ql/FiniteDifferences/makefile.mak
	(1.3), ql/Instruments/makefile.mak (1.4):

	first attempt to include Sad's stuff in VC++ and Borland

2001-11-30 12:59  Sadruddin Rejeb <sad AT quantlib.org>

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

	small fix

2001-11-30 12:58  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* ql/constraint.hpp (1.2):

	Adding interest rate modelling framework

2001-11-30 12:44  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* ql/: Instruments/Makefile.am (1.6), FiniteDifferences/Makefile.am
	(1.9):

	Adding interest rate modelling framework

2001-11-30 11:25  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

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

	typos fixed

2001-11-29 21:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/releaseprocess.txt (1.4):

	0.2.1 release final touch

2001-11-29 19:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.5), QuantLib.mak (1.47),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.9),
	Examples/EuropeanOption/EuropeanOption.mak (1.4),
	Examples/Swap/Swap.mak (1.5):

	R000201-branch-merge1 merged into trunk

2001-11-29 18:22  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	R000201-branch-merge1 merged into trunk

2001-11-29 13:32  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	0.2.1 release final touch

2001-11-28 16:21  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Documentation updated

2001-11-28 11:00  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/marketelement.hpp (1.2.18.3):

	typo fixed

2001-11-27 23:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/releaseprocess.txt (1.1.2.5):

	added history.docs

2001-11-27 23:38  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	updated

2001-11-27 11:26  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/TermStructures/ratehelpers.hpp (1.12):

	attributes are now protected to be accesible from derived classes

2001-11-27 11:25  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/marketelement.hpp (1.4):

	Minor changes

2001-11-27 11:19  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/marketelement.hpp (1.3):

	Exported derived and composite market element

2001-11-27 09:13  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/marketelement.hpp (1.2.18.2):

	bug fixed

2001-11-26 20:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.mak (1.45.2.2),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.7.2.1),
	Examples/EuropeanOption/EuropeanOption.mak (1.2.4.1),
	Examples/Swap/Swap.mak (1.3.4.1):

	PathPricer and MultiPathPricer merged into PathPricer

2001-11-26 19:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

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

	PathPricer and MultiPathPricer merged into PathPricer

2001-11-24 01:35  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	removing deprecated classes

2001-11-24 01:31  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	removing deprecated classes

2001-11-24 01:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/releaseprocess.txt (1.1.2.4):

	release 0.2.1 final touches

2001-11-24 00:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.4.2.1), History.txt (1.12.18.2),
	dev_tools/releaseprocess.txt (1.1.2.3):

	release 0.2.1 final touches

2001-11-23 19:59  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	more MC documentation

2001-11-23 19:19  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/pages/mcarlo.docs (1.1.2.1), Docs/pages/pricers.docs
	(1.1.2.1), ql/MonteCarlo/basketpathpricer.cpp (1.11.6.3),
	ql/MonteCarlo/everestpathpricer.cpp (1.9.6.3),
	ql/MonteCarlo/himalayapathpricer.cpp (1.11.6.3),
	ql/MonteCarlo/multipathpricer.hpp (1.4.8.2),
	ql/MonteCarlo/pagodapathpricer.cpp (1.7.6.3):

	added MC documentation removed useless MultiPathPricer defaul
	constructor

2001-11-23 17:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.64.2.4):

	final touch

2001-11-23 17:42  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	final touch

2001-11-23 17:34  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	added documentation

2001-11-23 13:03  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	warning removal

2001-11-23 12:45  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

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

	Borland warnings avoided

2001-11-20 20:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/version_number.txt (1.3.2.1):

	version number up to 0.3.0a1 (trunk) and 0.2.1 (branch)

2001-11-20 20:18  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	#include "ql/*.hpp" turned into #include <ql/*.hpp>

2001-11-20 20:13  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	#include "ql/*.hpp" turned into #include <ql/*.hpp>

2001-11-20 19:27  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	updated

2001-11-20 19:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.nsi (1.50), configure.in (1.54), Docs/quantlib.doxy
	(1.40), ql/qldefines.hpp (1.16):

	version number up to 0.3.0a1

2001-11-20 16:54  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.4):

	updated

2001-11-20 16:43  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.49), configure.in (1.53), Docs/quantlib.doxy
	(1.39), ql/qldefines.hpp (1.15),
	ql/Math/multivariateaccumulator.cpp (1.6),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.3),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.4),
	ql/Pricers/discretegeometricapo.hpp (1.2),
	ql/Pricers/discretegeometricaso.hpp (1.2),
	ql/Pricers/singleassetoption.hpp (1.9):

	version number up to 0.2.1 (I'm going to branch out) tabs removed
	gcc warnings purged

2001-11-20 16:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/: mcbasket.hpp (1.2), multiperiodoption.hpp (1.8):

	pruned redundant header inclusion

2001-11-20 16:18  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/releaseprocess.txt (1.1):

	no message

2001-11-20 16:15  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/version_number.txt (1.3):

	updated

2001-11-20 14:58  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.48), configure.in (1.52), Docs/quantlib.doxy
	(1.38), ql/qldefines.hpp (1.14):

	version number up to 0.2.1a6 (overdue)

2001-11-20 13:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* makefile.mak (1.26):

	install directive is now inst

2001-11-19 19:20  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/mcpricer.hpp (1.7):

	average strike now working.  still to be improved

2001-11-19 19:13  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/quantlib.hpp (1.24), ql/MonteCarlo/geometricasopathpricer.cpp
	(1.2), ql/Pricers/discretegeometricapo.cpp (1.2),
	ql/Pricers/discretegeometricaso.cpp (1.2),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.2),
	ql/Pricers/mcpricer.hpp (1.6), ql/RandomNumbers/rngtypedefs.hpp
	(1.3), TODO.txt (1.63):

	average strike now working.  still to be improved

2001-11-15 19:03  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.62), ql/Pricers/Makefile.am (1.10),
	ql/Pricers/Makefile.am (1.11):

	asian option refactoring discrete geometric ASO does not work yet

2001-11-15 18:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.59), QuantLib.mak (1.45), TODO.txt (1.61),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.7), ql/quantlib.hpp
	(1.23), ql/Math/multivariateaccumulator.cpp (1.5),
	ql/Math/multivariateaccumulator.hpp (1.6),
	ql/MonteCarlo/Makefile.am (1.14),
	ql/MonteCarlo/arithmeticapopathpricer.cpp (1.1),
	ql/MonteCarlo/arithmeticapopathpricer.hpp (1.1),
	ql/MonteCarlo/arithmeticasopathpricer.cpp (1.1),
	ql/MonteCarlo/arithmeticasopathpricer.hpp (1.1),
	ql/MonteCarlo/avgpriceasianpathpricer.cpp (1.8),
	ql/MonteCarlo/avgpriceasianpathpricer.hpp (1.8),
	ql/MonteCarlo/avgstrikeasianpathpricer.cpp (1.7),
	ql/MonteCarlo/avgstrikeasianpathpricer.hpp (1.7),
	ql/MonteCarlo/geometricapopathpricer.cpp (1.1),
	ql/MonteCarlo/geometricapopathpricer.hpp (1.1),
	ql/MonteCarlo/geometricasianpathpricer.cpp (1.7),
	ql/MonteCarlo/geometricasianpathpricer.hpp (1.8),
	ql/MonteCarlo/geometricasopathpricer.cpp (1.1),
	ql/MonteCarlo/geometricasopathpricer.hpp (1.1),
	ql/MonteCarlo/makefile.mak (1.5), ql/MonteCarlo/pathgenerator.hpp
	(1.12), ql/Pricers/Makefile.am (1.9),
	ql/Pricers/continuousgeometricapo.hpp (1.1),
	ql/Pricers/discretegeometricapo.cpp (1.1),
	ql/Pricers/discretegeometricapo.hpp (1.1),
	ql/Pricers/discretegeometricaso.cpp (1.1),
	ql/Pricers/discretegeometricaso.hpp (1.1),
	ql/Pricers/geometricasianoption.hpp (1.7), ql/Pricers/makefile.mak
	(1.7), ql/Pricers/mcaveragepriceasian.cpp (1.4),
	ql/Pricers/mcaveragepriceasian.hpp (1.4),
	ql/Pricers/mcaveragestrikeasian.cpp (1.4),
	ql/Pricers/mcaveragestrikeasian.hpp (1.4),
	ql/Pricers/mcdiscretearithmeticapo.cpp (1.1),
	ql/Pricers/mcdiscretearithmeticapo.hpp (1.1),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.1),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.1),
	ql/Pricers/singleassetoption.cpp (1.8):

	asian option refactoring discrete geometric ASO does not work yet

2001-11-15 18:27  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

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

	added cast

2001-11-15 17:34  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

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

	reindented file

2001-11-15 17:32  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Fixed test

2001-11-15 12:55  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* dev_tools/backupcvstree.py (1.1):

	added few developers' tools

2001-11-14 10:03  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/version_number.txt (1.2):

	version number up to 0.2.1a5

2001-11-14 09:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* dev_tools/: branching_and_merging.txt (1.1), checkin_test.py
	(1.1), version_number.txt (1.1):

	added few developers' tools

2001-11-14 09:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.47):

	version number up to 0.2.1a5

2001-11-14 09:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* configure.in (1.51):

	version number up to 0.2.1a5

2001-11-13 16:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/qldefines.hpp (1.13):

	version number up to 0.2.1a5

2001-11-13 12:41  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	SourceForge turned into SourceForge.net

2001-11-13 11:53  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	comments updated

2001-11-13 11:51  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	SourceForge logo updated

2001-11-12 18:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* makefile.mak (1.25.12.1):

	Win32 support

2001-11-12 18:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/onefactormodel.cpp (1.1.2.3):

	assert replaced by QL_REQUIRE

2001-11-12 17:57  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	Win32 support

2001-11-12 17:55  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/constraint.hpp (1.1.2.1):

	update

2001-11-12 17:22  Sadruddin Rejeb <sad AT quantlib.org>

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

	added test file

2001-11-12 17:22  Sadruddin Rejeb <sad AT quantlib.org>

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

	update

2001-11-12 17:21  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	Win32 support

2001-11-12 17:00  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* ql/Calendars/: westerncalendar.cpp (1.3.10.1),
	westerncalendar.hpp (1.3.10.1):

	update

2001-11-12 16:33  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* configure.in (1.45.2.2):

	update

2001-11-12 16:20  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/Makefile.am (1.7.2.2):

	updatge

2001-11-12 15:37  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.58), Examples/DiscreteHedging/DiscreteHedging.mak
	(1.6), ql/config.msvc.hpp (1.3), ql/quantlib.hpp (1.21):

	added pragma directive for MS VC++

2001-11-09 17:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/: Makefile.am (1.37), cashflows.docs (1.2), patterns.docs
	(1.2), pricers.docs (1.2), quantlibheader.html (1.9),
	quantlibheader.tex (1.9), utilities.docs (1.2):

	added a documentation page for each namespace.	Now fill them!

2001-11-09 16:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.57), ql/quantlib.hpp (1.20),
	ql/FiniteDifferences/Makefile.am (1.8):

	BackwardEuler and ForwardEuler renamed ImplicitEuler and
	ExplicitEuler

2001-11-09 16:05  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.58), TODO.txt (1.56), Docs/findiff.docs (1.7),
	ql/FiniteDifferences/Makefile.am (1.7),
	ql/FiniteDifferences/backwardeuler.hpp (1.9),
	ql/FiniteDifferences/expliciteuler.hpp (1.1),
	ql/FiniteDifferences/forwardeuler.hpp (1.7),
	ql/FiniteDifferences/impliciteuler.hpp (1.1),
	ql/Pricers/stepconditionoption.cpp (1.5):

	BackwardEuler and ForwardEuler renamed ImplicitEuler and
	ExplicitEuler

2001-11-09 15:30  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.55), Examples/DiscreteHedging/DiscreteHedging.cpp
	(1.6), Examples/EuropeanOption/EuropeanOption.cpp (1.6),
	ql/dataformatters.cpp (1.3), ql/errors.hpp (1.5),
	ql/Calendars/frankfurt.cpp (1.5), ql/Calendars/helsinki.cpp (1.5),
	ql/Calendars/london.cpp (1.5), ql/Calendars/milan.cpp (1.5),
	ql/Calendars/newyork.cpp (1.5), ql/Calendars/target.cpp (1.5),
	ql/Calendars/wellington.cpp (1.5), ql/Calendars/zurich.cpp (1.5),
	ql/CashFlows/floatingratecoupon.hpp (1.10),
	ql/DayCounters/actualactual.cpp (1.7),
	ql/Instruments/plainoption.cpp (1.4),
	ql/Instruments/plainoption.hpp (1.4), ql/Math/cubicspline.hpp
	(1.3), ql/Math/matrix.cpp (1.4),
	ql/Math/symmetricschurdecomposition.cpp (1.3),
	ql/Pricers/europeanengine.hpp (1.2),
	ql/TermStructures/piecewiseflatforward.cpp (1.9):

	tabs removed

2001-11-08 18:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/Swap/swapvaluation.cpp (1.14):

	improved and extended

2001-11-08 17:12  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/: riskstatistics.hpp (1.3), Math/multivariateaccumulator.hpp
	(1.4), Math/statistics.hpp (1.3):

	samples() method of statistical classes now returns size_t instead
	of double

2001-11-08 15:55  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/CashFlows/floatingratecoupon.cpp (1.7):

	Line wraps

2001-11-08 15:20  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/CashFlows/floatingratecoupon.hpp (1.9):

	private member reordered to avoid gcc warning

2001-11-08 13:26  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.mak (1.44), Examples/DiscreteHedging/DiscreteHedging.mak
	(1.5), Examples/EuropeanOption/EuropeanOption.mak (1.2),
	Examples/Swap/Swap.mak (1.3):

	MS VC++ makefiles updated

2001-11-08 11:07  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.54), Examples/Swap/swapvaluation.cpp (1.13):

	updating

2001-11-07 16:11  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* ql/: calendar.hpp (1.9), daycounter.hpp (1.8):

	Now compiles on VS

2001-11-07 11:49  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.53), Examples/EuropeanOption/EuropeanOption.cpp
	(1.5), Examples/Swap/swapvaluation.cpp (1.10), ql/calendar.cpp
	(1.3), ql/Instruments/plainoption.hpp (1.3),
	ql/Pricers/americanoption.hpp (1.4), ql/Pricers/barrieroption.cpp
	(1.4), ql/Pricers/barrieroption.hpp (1.4),
	ql/Pricers/bermudanoption.cpp (1.4), ql/Pricers/bermudanoption.hpp
	(1.4), ql/Pricers/binaryoption.cpp (1.4),
	ql/Pricers/binaryoption.hpp (1.4),
	ql/Pricers/bsmnumericaloption.cpp (1.6),
	ql/Pricers/bsmnumericaloption.hpp (1.5),
	ql/Pricers/cliquetoption.cpp (1.5), ql/Pricers/cliquetoption.hpp
	(1.4), ql/Pricers/dividendamericanoption.cpp (1.4),
	ql/Pricers/dividendamericanoption.hpp (1.4),
	ql/Pricers/dividendeuropeanoption.cpp (1.5),
	ql/Pricers/dividendeuropeanoption.hpp (1.5),
	ql/Pricers/dividendoption.cpp (1.6), ql/Pricers/dividendoption.hpp
	(1.4), ql/Pricers/dividendshoutoption.cpp (1.4),
	ql/Pricers/dividendshoutoption.hpp (1.4),
	ql/Pricers/europeanoption.cpp (1.4), ql/Pricers/europeanoption.hpp
	(1.6), ql/Pricers/finitedifferenceeuropean.cpp (1.5),
	ql/Pricers/finitedifferenceeuropean.hpp (1.7),
	ql/Pricers/geometricasianoption.hpp (1.6),
	ql/Pricers/mcaveragepriceasian.cpp (1.3),
	ql/Pricers/mcaveragepriceasian.hpp (1.3),
	ql/Pricers/mcaveragestrikeasian.cpp (1.3),
	ql/Pricers/mcaveragestrikeasian.hpp (1.3),
	ql/Pricers/mceuropean.cpp (1.3), ql/Pricers/mceuropean.hpp (1.3),
	ql/Pricers/multiperiodoption.cpp (1.5),
	ql/Pricers/multiperiodoption.hpp (1.7), ql/Pricers/shoutoption.hpp
	(1.4), ql/Pricers/singleassetoption.cpp (1.7),
	ql/Pricers/singleassetoption.hpp (1.8),
	ql/Pricers/stepconditionoption.cpp (1.4),
	ql/Pricers/stepconditionoption.hpp (1.5),
	ql/TermStructures/ratehelpers.cpp (1.8),
	ql/TermStructures/ratehelpers.hpp (1.8):

	added FuturesRateHelpers (no convexity adjustment yet)
	dividendYield is now a Spread instead of a Rate (that is: cost of
	carry) fixed a bug in the FRAHelper class

2001-11-06 18:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/date.cpp (1.9):

	error messages improved

2001-11-06 16:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.4),
	Examples/Swap/swapvaluation.cpp (1.9), ql/array.hpp (1.3),
	ql/calendar.hpp (1.7), ql/cashflow.hpp (1.4), ql/date.cpp (1.8),
	ql/date.hpp (1.7), ql/daycounter.hpp (1.6), ql/history.hpp (1.5),
	ql/index.hpp (1.5), ql/instrument.hpp (1.5), ql/qldefines.hpp
	(1.12), ql/scheduler.cpp (1.3), ql/scheduler.hpp (1.3),
	ql/solver1d.hpp (1.4), ql/termstructure.hpp (1.9),
	ql/CashFlows/cashflowvectors.cpp (1.4),
	ql/FiniteDifferences/backwardeuler.hpp (1.8),
	ql/FiniteDifferences/bsmoperator.cpp (1.5),
	ql/FiniteDifferences/bsmoperator.hpp (1.5),
	ql/FiniteDifferences/cranknicolson.hpp (1.7),
	ql/FiniteDifferences/dminus.hpp (1.4),
	ql/FiniteDifferences/dplus.hpp (1.4),
	ql/FiniteDifferences/dplusdminus.hpp (1.5),
	ql/FiniteDifferences/dzero.hpp (1.4),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.7),
	ql/FiniteDifferences/forwardeuler.hpp (1.6),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.7),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.11),
	ql/FiniteDifferences/valueatcenter.cpp (1.3),
	ql/Instruments/plainoption.cpp (1.2),
	ql/Instruments/plainoption.hpp (1.2), ql/Instruments/swap.cpp
	(1.4), ql/Math/matrix.cpp (1.3), ql/Math/matrix.hpp (1.4),
	ql/Math/multivariateaccumulator.cpp (1.3),
	ql/Math/multivariateaccumulator.hpp (1.3),
	ql/Math/segmentintegral.cpp (1.4), ql/Math/segmentintegral.hpp
	(1.6), ql/MonteCarlo/basketpathpricer.cpp (1.11),
	ql/MonteCarlo/europeanpathpricer.cpp (1.8),
	ql/MonteCarlo/everestpathpricer.cpp (1.9),
	ql/MonteCarlo/getcovariance.cpp (1.4),
	ql/MonteCarlo/himalayapathpricer.cpp (1.11),
	ql/MonteCarlo/montecarlomodel.hpp (1.12),
	ql/MonteCarlo/multipath.hpp (1.6),
	ql/MonteCarlo/multipathgenerator.hpp (1.13),
	ql/MonteCarlo/pagodapathpricer.cpp (1.7), ql/MonteCarlo/path.hpp
	(1.4), ql/MonteCarlo/pathgenerator.hpp (1.10),
	ql/Pricers/americancondition.hpp (1.3),
	ql/Pricers/bsmnumericaloption.cpp (1.5),
	ql/Pricers/bsmnumericaloption.hpp (1.4),
	ql/Pricers/dividendeuropeanoption.cpp (1.4),
	ql/Pricers/dividendeuropeanoption.hpp (1.4),
	ql/Pricers/finitedifferenceeuropean.cpp (1.4),
	ql/Pricers/finitedifferenceeuropean.hpp (1.6),
	ql/Pricers/mceverest.cpp (1.3), ql/Pricers/mchimalaya.cpp (1.2),
	ql/Pricers/mcpricer.hpp (1.4), ql/Pricers/multiperiodoption.cpp
	(1.4), ql/Pricers/multiperiodoption.hpp (1.6),
	ql/Pricers/shoutcondition.hpp (1.3),
	ql/Pricers/singleassetoption.cpp (1.6),
	ql/Pricers/singleassetoption.hpp (1.7),
	ql/RandomNumbers/randomarraygenerator.hpp (1.2),
	ql/TermStructures/piecewiseflatforward.cpp (1.7),
	ql/TermStructures/ratehelpers.cpp (1.7),
	ql/TermStructures/ratehelpers.hpp (1.7):

	'unsigned int' replaced by size_t Also added the first attempt at
	FuturesRateHelper

2001-11-06 14:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.46):

	added Section Divider

2001-11-06 12:54  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.52), Docs/Makefile.am (1.36), Docs/cashflows.docs
	(1.1), Docs/coreclasses.docs (1.4), Docs/indexes.docs (1.1),
	Docs/math.docs (1.1), Docs/patterns.docs (1.1), Docs/pricers.docs
	(1.1), Docs/randomnumbers.docs (1.1), Docs/utilities.docs (1.1),
	ql/calendar.hpp (1.6), ql/cashflow.hpp (1.3), ql/daycounter.hpp
	(1.5), ql/index.hpp (1.4), ql/instrument.hpp (1.4),
	ql/qldefines.hpp (1.11), ql/solver1d.hpp (1.3),
	ql/termstructure.hpp (1.8), ql/Math/matrix.hpp (1.3),
	ql/Patterns/observable.hpp (1.4), ql/Pricers/singleassetoption.hpp
	(1.6), ql/RandomNumbers/knuthuniformrng.hpp (1.3),
	ql/Utilities/iteratorcategories.hpp (1.3):

	extending documentation

2001-11-06 12:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/: Makefile.am (1.35), calendars.docs (1.1), coreclasses.docs
	(1.3), currencies.docs (1.1), daycounters.docs (1.1),
	instruments.docs (1.1), solvers1d.docs (1.1), termstructures.docs
	(1.1):

	extending documentation

2001-11-05 17:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.51), ql/TermStructures/ratehelpers.hpp (1.6):

	style enforced

2001-11-05 16:14  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.50), ql/DayCounters/actualactual.cpp (1.5),
	ql/DayCounters/actualactual.hpp (1.7), ql/DayCounters/thirty360.cpp
	(1.4), ql/DayCounters/thirty360.hpp (1.6),
	ql/MonteCarlo/multipathgenerator.hpp (1.12),
	ql/Pricers/mcaveragepriceasian.cpp (1.2),
	ql/Pricers/mcaveragepriceasian.hpp (1.2),
	ql/Pricers/mcaveragestrikeasian.cpp (1.2),
	ql/Pricers/mcaveragestrikeasian.hpp (1.2), ql/Pricers/mcpagoda.cpp
	(1.2), ql/Pricers/mcpagoda.hpp (1.2), ql/Solvers1D/newtonsafe.cpp
	(1.3), ql/Solvers1D/newtonsafe.hpp (1.3),
	ql/TermStructures/ratehelpers.cpp (1.6),
	ql/TermStructures/ratehelpers.hpp (1.5):

	small changes to the file desciptions

2001-11-05 15:54  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.49), ql/Pricers/mceverest.cpp (1.2),
	ql/Pricers/mceverest.hpp (1.2):

	removed wrong link from doxygen documentation

2001-11-05 14:59  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/Pricers/europeanoption.hpp (1.5):

	Temporarily removed the deprecation of EuropeanOption

2001-11-05 14:50  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.56), QuantLib.mak (1.43), TODO.txt (1.48),
	ql/quantlib.hpp (1.18), ql/Pricers/Makefile.am (1.8),
	ql/Pricers/averagepriceasian.cpp (1.13),
	ql/Pricers/averagepriceasian.hpp (1.13),
	ql/Pricers/averagestrikeasian.cpp (1.14),
	ql/Pricers/averagestrikeasian.hpp (1.13), ql/Pricers/basket.cpp
	(1.2), ql/Pricers/basket.hpp (1.2), ql/Pricers/everest.cpp (1.2),
	ql/Pricers/everest.hpp (1.2), ql/Pricers/himalaya.cpp (1.11),
	ql/Pricers/himalaya.hpp (1.9), ql/Pricers/makefile.mak (1.6),
	ql/Pricers/mcaveragepriceasian.cpp (1.1),
	ql/Pricers/mcaveragepriceasian.hpp (1.1),
	ql/Pricers/mcaveragestrikeasian.cpp (1.1),
	ql/Pricers/mcaveragestrikeasian.hpp (1.1), ql/Pricers/mcbasket.cpp
	(1.1), ql/Pricers/mcbasket.hpp (1.1), ql/Pricers/mceuropean.cpp
	(1.2), ql/Pricers/mceuropean.hpp (1.2), ql/Pricers/mceverest.cpp
	(1.1), ql/Pricers/mceverest.hpp (1.1), ql/Pricers/mchimalaya.cpp
	(1.1), ql/Pricers/mchimalaya.hpp (1.1), ql/Pricers/mcpagoda.cpp
	(1.1), ql/Pricers/mcpagoda.hpp (1.1), ql/Pricers/mcpricer.hpp
	(1.3), ql/Pricers/pagoda.cpp (1.2), ql/Pricers/pagoda.hpp (1.2):

	Monte Carlo Pricers new interface

2001-11-05 12:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/montecarlomodel.hpp (1.11):

	added #include <ql/handle>

2001-11-05 12:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/singleassetoption.hpp (1.5):

	style enforced

2001-11-05 11:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.55.2.1), QuantLib.mak (1.42.2.1), QuantLib.nsi
	(1.45.2.1), Examples/DiscreteHedging/DiscreteHedging.mak (1.4.2.1),
	Examples/EuropeanOption/EuropeanOption.mak (1.1.2.1),
	Examples/Swap/Swap.mak (1.2.2.1), ql/makefile.mak (1.5.2.2),
	ql/quantlib.hpp (1.17.2.2):

	first attempt to support WIN32: MS VC++, Borland, and NSIS

2001-11-05 09:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* configure.in (1.49):

	reverting back Sad commit

2001-11-05 09:39  Ferdinando Ametrano <nando AT ametrano DOT net>

	* configure.in (1.48):

	reverting back Sad commit

2001-11-05 09:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* configure.in (1.47):

	reverting back Sad commit

2001-11-02 17:33  Sadruddin Rejeb <sad AT quantlib.org>

	* configure.in (1.45.2.1):

	Fix

2001-11-02 17:30  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/qldefines.hpp (1.10):

	Removed unnecessary casts

2001-11-02 09:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.45):

	random number generators moved under RandomNumbers folder and
	namespace

2001-11-02 09:04  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.44):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-31 14:18  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/qldefines.hpp (1.9):

	Fix for Visual C++

2001-10-30 16:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.55), QuantLib.mak (1.42):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-30 16:04  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/EuropeanOption/EuropeanOption.cpp (1.3), ql/quantlib.hpp
	(1.17), ql/MonteCarlo/montecarlomodel.hpp (1.10),
	ql/RandomNumbers/knuthuniformrng.hpp (1.2):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-30 15:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* configure.in (1.45):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-30 15:29  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/RandomNumbers/Makefile.am (1.3):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-30 15:01  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.54), QuantLib.mak (1.41), ql/quantlib.hpp (1.16),
	ql/RandomNumbers/Makefile.am (1.2), ql/RandomNumbers/boxmuller.hpp
	(1.2), ql/RandomNumbers/boxmullergaussianrng.hpp (1.1),
	ql/RandomNumbers/centrallimitgaussian.hpp (1.2),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.1),
	ql/RandomNumbers/inversecumulativegaussian.hpp (1.2),
	ql/RandomNumbers/inversecumulativegaussianrng.hpp (1.1),
	ql/RandomNumbers/knuthrandomgenerator.cpp (1.2),
	ql/RandomNumbers/knuthrandomgenerator.hpp (1.2),
	ql/RandomNumbers/knuthuniformrng.cpp (1.1),
	ql/RandomNumbers/knuthuniformrng.hpp (1.1),
	ql/RandomNumbers/lecuyerrandomgenerator.cpp (1.2),
	ql/RandomNumbers/lecuyerrandomgenerator.hpp (1.2),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.1),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.1),
	ql/RandomNumbers/makefile.mak (1.2),
	ql/RandomNumbers/rngtypedefs.hpp (1.2):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-30 12:49  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.53), QuantLib.mak (1.40), ql/Makefile.am (1.7),
	ql/makefile.mak (1.5), ql/quantlib.hpp (1.15),
	ql/MonteCarlo/Makefile.am (1.12), ql/MonteCarlo/boxmuller.hpp
	(1.3), ql/MonteCarlo/centrallimitgaussian.hpp (1.4),
	ql/MonteCarlo/inversecumulativegaussian.hpp (1.4),
	ql/MonteCarlo/knuthrandomgenerator.cpp (1.3),
	ql/MonteCarlo/knuthrandomgenerator.hpp (1.3),
	ql/MonteCarlo/lecuyerrandomgenerator.cpp (1.3),
	ql/MonteCarlo/lecuyerrandomgenerator.hpp (1.3),
	ql/MonteCarlo/makefile.mak (1.4), ql/MonteCarlo/mctypedefs.hpp
	(1.5), ql/MonteCarlo/pathgenerator.hpp (1.9),
	ql/MonteCarlo/randomarraygenerator.hpp (1.9),
	ql/RandomNumbers/Makefile.am (1.1), ql/RandomNumbers/boxmuller.hpp
	(1.1), ql/RandomNumbers/centrallimitgaussian.hpp (1.1),
	ql/RandomNumbers/inversecumulativegaussian.hpp (1.1),
	ql/RandomNumbers/knuthrandomgenerator.cpp (1.1),
	ql/RandomNumbers/knuthrandomgenerator.hpp (1.1),
	ql/RandomNumbers/lecuyerrandomgenerator.cpp (1.1),
	ql/RandomNumbers/lecuyerrandomgenerator.hpp (1.1),
	ql/RandomNumbers/makefile.mak (1.1),
	ql/RandomNumbers/randomarraygenerator.hpp (1.1),
	ql/RandomNumbers/rngtypedefs.hpp (1.1):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-30 11:41  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.52), QuantLib.mak (1.39):

	merged mcmultipricer and mcpricer

2001-10-30 11:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.51), ql/quantlib.hpp (1.14),
	ql/Pricers/Makefile.am (1.7), ql/Pricers/averagepriceasian.cpp
	(1.12), ql/Pricers/averagepriceasian.hpp (1.12),
	ql/Pricers/averagestrikeasian.cpp (1.13),
	ql/Pricers/averagestrikeasian.hpp (1.12), ql/Pricers/basket.cpp
	(1.1), ql/Pricers/basket.hpp (1.1), ql/Pricers/everest.cpp (1.1),
	ql/Pricers/everest.hpp (1.1), ql/Pricers/everestoption.cpp (1.10),
	ql/Pricers/everestoption.hpp (1.9), ql/Pricers/himalaya.cpp (1.10),
	ql/Pricers/himalaya.hpp (1.8), ql/Pricers/makefile.mak (1.5),
	ql/Pricers/mceuropean.cpp (1.1), ql/Pricers/mceuropean.hpp (1.1),
	ql/Pricers/mceuropeanpricer.cpp (1.9),
	ql/Pricers/mceuropeanpricer.hpp (1.8),
	ql/Pricers/mcmultifactorpricer.hpp (1.2), ql/Pricers/mcpricer.hpp
	(1.2), ql/Pricers/pagoda.cpp (1.1), ql/Pricers/pagoda.hpp (1.1),
	ql/Pricers/pagodaoption.cpp (1.10), ql/Pricers/pagodaoption.hpp
	(1.8), ql/Pricers/plainbasketoption.cpp (1.10),
	ql/Pricers/plainbasketoption.hpp (1.7):

	merged mcmultipricer and mcpricer

2001-10-29 11:51  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.50):

	ms vc++ project catching up with non-existant files

2001-10-25 18:39  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/montecarlomodel.hpp (1.9):

	removing controlvariate specific class, since control variation
	technique is now handled by the general MC model

2001-10-25 17:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: quantlib.hpp (1.13), Pricers/everestoption.cpp (1.9),
	Pricers/everestoption.hpp (1.8), Pricers/himalaya.cpp (1.9),
	Pricers/himalaya.hpp (1.7), Pricers/pagodaoption.cpp (1.9),
	Pricers/pagodaoption.hpp (1.7), Pricers/plainbasketoption.cpp
	(1.9), Pricers/plainbasketoption.hpp (1.6):

	moving MC pricers under Pricers folder.  They were already in the
	Pricer namespace

2001-10-25 17:39  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/: averagepriceasian.hpp (1.11), everestoption.hpp
	(1.7), himalaya.hpp (1.6), mceuropeanpricer.hpp (1.7),
	pagodaoption.hpp (1.6), plainbasketoption.hpp (1.5),
	averagestrikeasian.hpp (1.11):

	moving MC pricers under Pricers folder.  They were already in the
	Pricer namespace

2001-10-25 17:30  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.49), QuantLib.mak (1.38),
	ql/MonteCarlo/Makefile.am (1.11), ql/MonteCarlo/mcpricer.hpp (1.5),
	ql/MonteCarlo/multifactorpricer.hpp (1.7), ql/Pricers/Makefile.am
	(1.6), ql/Pricers/mcmultifactorpricer.hpp (1.1),
	ql/Pricers/mcpricer.hpp (1.1):

	moving MC pricers under Pricers folder.  They were already in the
	Pricer namespace

2001-10-25 17:00  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.47), ql/MonteCarlo/Makefile.am (1.10),
	ql/MonteCarlo/mccontrolvariatepricer.hpp (1.3),
	ql/MonteCarlo/mctypedefs.hpp (1.4),
	ql/MonteCarlo/montecarlocontrolvariatemodel.hpp (1.3),
	ql/MonteCarlo/montecarlomodel.hpp (1.8),
	ql/MonteCarlo/multifactorpricer.hpp (1.6),
	ql/Pricers/averagepriceasian.cpp (1.11),
	ql/Pricers/averagepriceasian.hpp (1.10),
	ql/Pricers/averagestrikeasian.cpp (1.12),
	ql/Pricers/averagestrikeasian.hpp (1.10):

	removing controlvariate specific class, since control variation
	technique is now handled by the general MC model

2001-10-25 13:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.43):

	updated for NSIS 1.60

2001-10-25 10:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/history.hpp (1.4):

	Changed iterator behavior in Python module

2001-10-23 17:20  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.mak (1.37):

	updating

2001-10-23 16:30  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.48):

	MS VC++ project updated

2001-10-23 12:56  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/README.txt (1.13):

	added doxygen version

2001-10-23 10:42  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/quantlib.css (1.8):

	Fixed margins for group headers

2001-10-23 09:18  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/everestpathpricer.cpp (1.8):

	in order to avoid warning

2001-10-22 19:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.46):

	updating

2001-10-22 19:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: Pricers/averagepriceasian.cpp (1.10),
	Pricers/averagepriceasian.hpp (1.9), Pricers/averagestrikeasian.cpp
	(1.11), Pricers/averagestrikeasian.hpp (1.9),
	MonteCarlo/mccontrolvariatepricer.hpp (1.2),
	MonteCarlo/mcpricer.hpp (1.4), MonteCarlo/mctypedefs.hpp (1.3),
	MonteCarlo/montecarlocontrolvariatemodel.hpp (1.2):

	introducing control variate MC model

2001-10-22 18:51  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/Makefile.am (1.9):

	introducing control variate MC model

2001-10-22 18:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/: mccontrolvariatepricer.hpp (1.1),
	montecarlocontrolvariatemodel.hpp (1.1):

	introducing control variate MC model

2001-10-22 18:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/: avgpriceasianpathpricer.cpp (1.7),
	basketpathpricer.cpp (1.10), basketpathpricer.hpp (1.8),
	controlvariatedpathpricer.hpp (1.5), everestpathpricer.hpp (1.8),
	himalayapathpricer.cpp (1.10), himalayapathpricer.hpp (1.7),
	pagodapathpricer.hpp (1.9):

	moving on Monte Carlo Pricers clean up

2001-10-22 17:06  Matteo Gallivanoni <matteo.gallivanoni AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/: MonteCarlo/pathgenerator.hpp (1.7),
	Pricers/averagepriceasian.cpp (1.9), Pricers/averagepriceasian.hpp
	(1.8), Pricers/averagestrikeasian.cpp (1.10),
	Pricers/averagestrikeasian.hpp (1.8):

	moving on Monte Carlo Pricers clean up

2001-10-22 15:34  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.45):

	updating

2001-10-22 15:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/findiff.docs (1.6):

	typos fixed

2001-10-22 13:21  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/FiniteDifferences/: backwardeuler.hpp (1.7), cranknicolson.hpp
	(1.6):

	Setting the right time in evolvers

2001-10-22 12:58  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.10):

	MS VC++ fix

2001-10-22 12:18  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/: MonteCarlo/multifactorpricer.hpp (1.5),
	Pricers/averagepriceasian.cpp (1.8), Pricers/averagepriceasian.hpp
	(1.7), Pricers/averagestrikeasian.cpp (1.9),
	Pricers/averagestrikeasian.hpp (1.7), Pricers/everestoption.cpp
	(1.8), Pricers/everestoption.hpp (1.6), Pricers/himalaya.cpp (1.8),
	Pricers/himalaya.hpp (1.5), Pricers/mceuropeanpricer.cpp (1.7),
	Pricers/mceuropeanpricer.hpp (1.6), Pricers/pagodaoption.cpp (1.8),
	Pricers/pagodaoption.hpp (1.5), Pricers/plainbasketoption.cpp
	(1.8), Pricers/plainbasketoption.hpp (1.4):

	moving on Monte Carlo Pricers clean up

2001-10-19 18:39  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.47):

	MS VC++ project catching up with removed files

2001-10-19 18:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/montecarlomodel.hpp (1.7):

	warning avoided

2001-10-19 17:54  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.44), ql/Pricers/geometricasianoption.hpp (1.5):

	GeometricAsianOption: bug fixed

2001-10-19 17:03  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.43), ql/MonteCarlo/centrallimitgaussian.hpp (1.3),
	ql/MonteCarlo/controlvariatedpathpricer.cpp (1.4),
	ql/MonteCarlo/controlvariatedpathpricer.hpp (1.3),
	ql/MonteCarlo/geometricasianpathpricer.cpp (1.6),
	ql/MonteCarlo/geometricasianpathpricer.hpp (1.7),
	ql/MonteCarlo/getcovariance.cpp (1.3),
	ql/MonteCarlo/getcovariance.hpp (1.3),
	ql/MonteCarlo/montecarlomodel.hpp (1.6),
	ql/MonteCarlo/multifactorpricer.hpp (1.4),
	ql/MonteCarlo/multipath.hpp (1.5),
	ql/MonteCarlo/multipathpricer.hpp (1.4),
	ql/MonteCarlo/pathpricer.hpp (1.5),
	ql/Pricers/averagepriceasian.hpp (1.6),
	ql/Pricers/averagestrikeasian.hpp (1.6),
	ql/Pricers/everestoption.hpp (1.5),
	ql/Pricers/geometricasianoption.hpp (1.4), ql/Pricers/himalaya.hpp
	(1.4), ql/Pricers/pagodaoption.hpp (1.4):

	reviewing files and enforcing style

2001-10-19 15:08  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/MonteCarlo/randomarraygenerator.hpp (1.8):

	antithetic variance reduction technique STEP 7 -- final Now it
	works for multiasset. The naive multiasset approach was right.

2001-10-19 13:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.46), ql/MonteCarlo/basketpathpricer.cpp (1.9),
	ql/MonteCarlo/basketpathpricer.hpp (1.7),
	ql/MonteCarlo/everestpathpricer.cpp (1.7),
	ql/MonteCarlo/everestpathpricer.hpp (1.6),
	ql/MonteCarlo/himalayapathpricer.cpp (1.9),
	ql/MonteCarlo/himalayapathpricer.hpp (1.5),
	ql/MonteCarlo/multipathgenerator.hpp (1.11),
	ql/MonteCarlo/pagodapathpricer.cpp (1.6),
	ql/MonteCarlo/pagodapathpricer.hpp (1.8),
	ql/MonteCarlo/pathgenerator.hpp (1.6),
	ql/MonteCarlo/randomarraygenerator.hpp (1.7),
	ql/Pricers/everestoption.cpp (1.7), ql/Pricers/himalaya.cpp (1.7),
	ql/Pricers/pagodaoption.cpp (1.7), ql/Pricers/plainbasketoption.cpp
	(1.7):

	antithetic variance reduction technique STEP 7 -- final Now it
	works for multiasset. The naive multiasset approach was right.

2001-10-18 18:50  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/: MonteCarlo/basketpathpricer.cpp (1.8),
	MonteCarlo/basketpathpricer.hpp (1.6),
	MonteCarlo/everestpathpricer.cpp (1.6),
	MonteCarlo/everestpathpricer.hpp (1.5),
	MonteCarlo/himalayapathpricer.cpp (1.8),
	MonteCarlo/himalayapathpricer.hpp (1.4),
	MonteCarlo/montecarlomodel.hpp (1.5),
	MonteCarlo/multipathgenerator.hpp (1.10),
	MonteCarlo/pagodapathpricer.cpp (1.5),
	MonteCarlo/pagodapathpricer.hpp (1.7), MonteCarlo/pathgenerator.hpp
	(1.5), MonteCarlo/randomarraygenerator.hpp (1.6),
	MonteCarlo/singleassetpathpricer.hpp (1.2),
	Pricers/everestoption.cpp (1.6), Pricers/himalaya.cpp (1.6),
	Pricers/pagodaoption.cpp (1.6), Pricers/plainbasketoption.cpp
	(1.6):

	antithetic variance reduction technique STEP 6 Naive multiasset
	approach rejected Introducing antithetic approach to multi asset
	option general cleaning of multiasset MC interface

2001-10-18 12:47  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/MonteCarlo/multipathgenerator.hpp (1.9):

	antithetic variance reduction technique STEP 5 Introducing
	antithetic approach to multi asset option general cleaning of
	multiasset MC interface

2001-10-18 12:02  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.45), QuantLib.mak (1.36),
	ql/MonteCarlo/avgpriceasianpathpricer.hpp (1.7),
	ql/MonteCarlo/basketpathpricer.cpp (1.7),
	ql/MonteCarlo/basketpathpricer.hpp (1.5),
	ql/MonteCarlo/everestpathpricer.cpp (1.5),
	ql/MonteCarlo/everestpathpricer.hpp (1.4),
	ql/MonteCarlo/geometricasianpathpricer.hpp (1.6),
	ql/MonteCarlo/himalayapathpricer.cpp (1.7),
	ql/MonteCarlo/himalayapathpricer.hpp (1.3),
	ql/MonteCarlo/mctypedefs.hpp (1.2),
	ql/MonteCarlo/multipathgenerator.hpp (1.8),
	ql/MonteCarlo/pagodapathpricer.cpp (1.4),
	ql/MonteCarlo/pagodapathpricer.hpp (1.6),
	ql/MonteCarlo/pathgenerator.hpp (1.4), ql/Pricers/everestoption.cpp
	(1.5), ql/Pricers/everestoption.hpp (1.4), ql/Pricers/himalaya.cpp
	(1.5), ql/Pricers/himalaya.hpp (1.3), ql/Pricers/pagodaoption.cpp
	(1.5), ql/Pricers/pagodaoption.hpp (1.3),
	ql/Pricers/plainbasketoption.cpp (1.5),
	ql/Pricers/plainbasketoption.hpp (1.3):

	antithetic variance reduction technique STEP 5 Introducing
	antithetic approach to multi asset option general cleaning of
	multiasset MC interface

2001-10-17 15:11  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.mak (1.35), TODO.txt (1.41),
	Examples/DiscreteHedging/DiscreteHedging.mak (1.4),
	Examples/Swap/Swap.mak (1.2):

	nothing relevant

2001-10-17 15:09  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/MonteCarlo/multipathgenerator.hpp (1.6):

	warning removal

2001-10-16 18:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/: basketpathpricer.cpp (1.6), basketpathpricer.hpp
	(1.4):

	antithetic variance reduction technique STEP 4 Introducing
	antithetic approach to multi asset option

2001-10-16 18:39  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/everestpathpricer.cpp (1.4):

	nothing relevant

2001-10-16 17:29  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.40):

	updated

2001-10-16 17:22  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/: multipath.hpp (1.4), multipathgenerator.hpp
	(1.5), basketpathpricer.cpp (1.5):

	antithetic variance reduction technique STEP 3 MultiPath is now a
	class

2001-10-16 16:51  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.44), ql/MonteCarlo/avgpriceasianpathpricer.cpp
	(1.6), ql/MonteCarlo/avgstrikeasianpathpricer.cpp (1.6),
	ql/MonteCarlo/basketpathpricer.cpp (1.4),
	ql/MonteCarlo/europeanpathpricer.cpp (1.7),
	ql/MonteCarlo/everestpathpricer.cpp (1.3),
	ql/MonteCarlo/geometricasianpathpricer.cpp (1.5),
	ql/MonteCarlo/himalayapathpricer.cpp (1.6),
	ql/MonteCarlo/multipath.hpp (1.3),
	ql/MonteCarlo/multipathgenerator.hpp (1.4),
	ql/MonteCarlo/pagodapathpricer.cpp (1.3), ql/MonteCarlo/path.hpp
	(1.3), ql/MonteCarlo/pathgenerator.hpp (1.3):

	antithetic variance reduction technique STEP 3 MultiPath is now a
	class

2001-10-16 16:39  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/MonteCarlo/: singleassetpathpricer.cpp (1.1),
	singleassetpathpricer.hpp (1.1):

	antithetic variance reduction technique STEP 2

2001-10-16 13:12  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.43), QuantLib.mak (1.34), TODO.txt (1.39),
	ql/quantlib.hpp (1.11), ql/MonteCarlo/Makefile.am (1.8),
	ql/MonteCarlo/avgpriceasianpathpricer.cpp (1.5),
	ql/MonteCarlo/avgpriceasianpathpricer.hpp (1.6),
	ql/MonteCarlo/avgstrikeasianpathpricer.cpp (1.5),
	ql/MonteCarlo/avgstrikeasianpathpricer.hpp (1.6),
	ql/MonteCarlo/basketpathpricer.cpp (1.3),
	ql/MonteCarlo/basketpathpricer.hpp (1.3),
	ql/MonteCarlo/europeanpathpricer.cpp (1.6),
	ql/MonteCarlo/europeanpathpricer.hpp (1.7),
	ql/MonteCarlo/geometricasianpathpricer.cpp (1.4),
	ql/MonteCarlo/geometricasianpathpricer.hpp (1.5),
	ql/MonteCarlo/makefile.mak (1.2),
	ql/MonteCarlo/pagodapathpricer.hpp (1.5),
	ql/Pricers/averagestrikeasian.cpp (1.8),
	ql/Pricers/averagestrikeasian.hpp (1.5):

	antithetic variance reduction technique STEP 2

2001-10-16 13:08  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Examples/: DiscreteHedging/DiscreteHedging.cpp (1.5),
	EuropeanOption/EuropeanOption.cpp (1.2), Swap/swapvaluation.cpp
	(1.6):

	#include <ql/quantlib.hpp> instead of #include "ql/quantlib.hpp"

2001-10-16 11:10  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/usage.docs (1.5):

	added info on "Win32 OnTheEdgeRelease" and  "Win32 OnTheEdgeDebug"
	MS VC++ configurations

2001-10-15 17:00  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Docs/: examples.docs (1.6), usage.docs (1.4):

	additional information on how to create a MS VC++ project based on
	QuantLib

2001-10-12 19:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.42), QuantLib.mak (1.33):

	introduced antithetic variance reduction technique

2001-10-12 19:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: MonteCarlo/avgpriceasianpathpricer.cpp (1.4),
	MonteCarlo/avgpriceasianpathpricer.hpp (1.5),
	MonteCarlo/avgstrikeasianpathpricer.cpp (1.4),
	MonteCarlo/avgstrikeasianpathpricer.hpp (1.5),
	MonteCarlo/europeanpathpricer.cpp (1.5),
	MonteCarlo/europeanpathpricer.hpp (1.6),
	MonteCarlo/geometricasianpathpricer.cpp (1.3),
	MonteCarlo/geometricasianpathpricer.hpp (1.4),
	Pricers/averagepriceasian.cpp (1.7), Pricers/averagepriceasian.hpp
	(1.5), Pricers/averagestrikeasian.cpp (1.7),
	Pricers/averagestrikeasian.hpp (1.4), Pricers/mceuropeanpricer.cpp
	(1.6), Pricers/mceuropeanpricer.hpp (1.5):

	introduced antithetic variance reduction technique

2001-10-12 16:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.37):

	updated

2001-10-12 15:29  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsw (1.5), QuantLib.nsi (1.42), TODO.txt (1.36),
	configure.in (1.44), Docs/examples.docs (1.5), Docs/quantlib.doxy
	(1.35), Examples/Examples.dsw (1.4), Examples/Makefile.am (1.14),
	Examples/configure.in (1.3), Examples/makefile.mak (1.6),
	Examples/EuropeanOption/EuropeanOption.cpp (1.1),
	Examples/EuropeanOption/EuropeanOption.dsp (1.1),
	Examples/EuropeanOption/EuropeanOption.mak (1.1),
	Examples/EuropeanOption/EuropeanOption.old (1.1),
	Examples/EuropeanOption/Makefile.am (1.1),
	Examples/EuropeanOption/ReadMe.txt (1.1),
	Examples/EuropeanOption/makefile.mak (1.1):

	Parities renamed to EuropeanOption

2001-10-12 11:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.41):

	added splash screen

2001-10-12 11:23  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.41), QuantLib.mak (1.32):

	MSVC++ problem fixed

2001-10-12 11:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Pricers/makefile.mak (1.3):

	Borland problem fixed

2001-10-11 17:49  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.nsi (1.40):

	nothing relevant

2001-10-10 11:18  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/makefile.mak (1.3):

	fixed Borland problem

2001-10-09 18:25  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.6):

	Fixed doxygen warning

2001-10-09 10:51  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.5):

	Samll fix

2001-10-08 16:18  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/quantlib.doxy (1.34):

	Upgraded to Doxygen 1.2.11.1

2001-10-08 12:22  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/Makefile.am (1.33):

	Fixed eps files

2001-10-05 18:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.3):

	updated

2001-10-05 15:03  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/Makefile.am (1.32):

	Manually fixed bounding box problem for pdf figures

2001-10-05 13:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.39), configure.in (1.43), Docs/quantlib.doxy
	(1.33), ql/qldefines.hpp (1.8):

	version number up to 0.2.1a4

2001-10-05 13:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.38), configure.in (1.42), Docs/quantlib.doxy
	(1.32), ql/qldefines.hpp (1.7):

	version number up to 0.2.1a3

2001-10-05 12:28  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* ql/date.cpp (1.6):

	fix for borland compiler

2001-10-05 11:09  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <sad AT quantlib.org>

	* ql/date.hpp (1.6):

	Fixed documentation problem for new operator

2001-10-04 11:34  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/: date.cpp (1.5), date.hpp (1.5):

	Added a printing (<<) operator to Date

2001-10-04 10:26  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <sad AT quantlib.org>

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

	Added comment about nominal and fixed rate input.

2001-10-03 17:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* UFILE (1.1):

	developer's data

2001-10-03 15:11  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.37), configure.in (1.41), Docs/quantlib.doxy
	(1.30), ql/qldefines.hpp (1.6):

	version number up to 0.2.1a2

2001-10-03 12:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/qldefines.hpp (1.5):

	added QL_VERSION and QL_HEX_VERSION

2001-10-03 12:05  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/Makefile.am (1.31), ql/history.hpp (1.3):

	Worked around VC++ problems in History constructor

2001-10-03 12:01  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/qldefines.hpp (1.4):

	added QL_VERSION and QL_HEX_VERSION

2001-10-03 11:56  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/qldefines.hpp (1.3):

	added QL_VERSION and QL_EXVERSION

2001-10-02 17:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: calendar.hpp (1.4), Calendars/frankfurt.hpp (1.4),
	Calendars/helsinki.hpp (1.4), Calendars/london.hpp (1.4),
	Calendars/milan.hpp (1.4), Calendars/newyork.hpp (1.5),
	Calendars/target.hpp (1.4), Calendars/wellington.hpp (1.4),
	Calendars/zurich.hpp (1.4), DayCounters/actual360.hpp (1.4),
	DayCounters/actual365.hpp (1.4), DayCounters/actualactual.hpp
	(1.6), DayCounters/thirty360.hpp (1.5):

	modification to have factory works under MS VC++

2001-10-02 17:41  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* ql/FiniteDifferences/tridiagonaloperator.cpp (1.3):

	Boundary condition bug fixed

2001-10-02 16:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/examples.docs (1.3), Docs/quantlib.doxy (1.29),
	Examples/Swap/swapvaluation.cpp (1.3):

	added term_structure+swap example

2001-10-02 12:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/Swap/swapvaluation.cpp (1.2):

	second version

2001-10-02 11:29  Luigi Ballabio <luigi.ballabio AT statpro.com>

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

	Comments added

2001-10-02 10:41  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <sad AT quantlib.org>

	* configure.in (1.40):

	Added Swap example related lines

2001-10-01 18:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsw (1.4), QuantLib.nsi (1.36):

	added term_structure+swap example

2001-10-01 18:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/TermStructures/piecewiseflatforward.hpp (1.3):

	style enforced

2001-10-01 18:02  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/: Examples.dsw (1.3), Makefile.am (1.13), configure.in
	(1.2), makefile.mak (1.5), DiscreteHedging/DiscreteHedging.dsp
	(1.3), DiscreteHedging/DiscreteHedging.mak (1.3), Swap/Makefile.am
	(1.1), Swap/README.txt (1.1), Swap/Swap.dsp (1.1), Swap/Swap.mak
	(1.1), Swap/makefile.mak (1.1), Swap/swapvaluation.cpp (1.1):

	added term_structure+swap example

2001-09-28 12:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: date.cpp (1.4), date.hpp (1.4),
	MonteCarlo/himalayapathpricer.cpp (1.5), Solvers1D/brent.cpp (1.3):

	little tweaks to avoid compiler warning

2001-09-26 14:45  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/errors.hpp (1.4):

	used do-while-false idiom in QL_REQUIRE-like macros

2001-09-25 16:20  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.34):

	updated

2001-09-21 15:34  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/README.txt (1.12):

	updated

2001-09-20 12:10  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Readme.txt (1.14):

	typo fixed

2001-09-20 08:41  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/Pricers/barrieroption.hpp (1.3):

	no message

2001-09-19 09:38  Marco Marchioro <marco.marchioro AT statpro.com>

	* QuantLib.dsp (1.40), QuantLib.mak (1.31):

	Updated

2001-09-18 15:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Makefile.am (1.59), News.txt (1.7), QuantLib.nsi (1.35),
	Readme.txt (1.13), Docs/Makefile.am (1.30), Docs/bootstrap (1.2),
	Docs/configure.in (1.2), Docs/core.docs (1.2),
	Docs/coreclasses.docs (1.2), Docs/examples.docs (1.2),
	Docs/makefile.mak (1.23), Docs/mcarlo.docs (1.4),
	Docs/platforms.docs (1.5), Docs/quantlib.css (1.7),
	Docs/quantlibheader.html (1.8), Docs/quantlibheader.tex (1.7),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.4),
	Examples/DiscreteHedging/ReadMe.txt (1.2),
	ql/MonteCarlo/himalayapathpricer.cpp (1.4),
	ql/Pricers/singleassetoption.cpp (1.4):

	R020-branch-merge1 merged into trunk

2001-09-18 15:16  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/quantlib.doxy (1.28):

	Advanced version number

2001-09-18 14:48  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.3.2.2):

	removed useless comments

2001-09-18 11:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.34.2.1):

	small change

2001-09-18 11:19  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/DiscreteHedging/ReadMe.txt (1.1.2.1):

	80 columns enforced

2001-09-18 11:13  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/examples.docs (1.1.2.1):

	updated comment

2001-09-17 20:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Readme.txt (1.12.2.1):

	link updated

2001-09-17 19:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* News.txt (1.6.2.2):

	typo fixed

2001-09-17 17:23  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/quantlib.css (1.6.2.3):

	comment removed

2001-09-17 17:06  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/mcarlo.docs (1.3.2.1):

	Added some

2001-09-17 17:02  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/quantlib.css (1.6.2.2):

	Color corrected

2001-09-17 16:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/coreclasses.docs (1.1.2.2):

	core.docs renamed coreclasses.docs

2001-09-17 15:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/: Makefile.am (1.29.2.1), makefile.mak (1.22.2.2),
	quantlibheader.html (1.7.2.1), quantlibheader.tex (1.6.2.1),
	core.docs (1.1.2.1):

	core.docs renamed coreclasses.docs

2001-09-17 15:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/coreclasses.docs (1.1.2.1):

	core.docs renamed coreclesse.docs

2001-09-17 12:28  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.33):

	updated

2001-09-17 12:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/: makefile.mak (1.22.2.1), quantlib.css (1.6.2.1):

	documentation fix

2001-09-17 11:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/platforms.docs (1.4.2.1),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.3.2.1),
	ql/MonteCarlo/himalayapathpricer.cpp (1.3.2.1),
	ql/Pricers/singleassetoption.cpp (1.3.2.1):

	small documentation and compile warning fixes

2001-09-14 18:24  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Makefile.am (1.58.2.1):

	fixed documentation procedure

2001-09-14 18:05  Ferdinando Ametrano <nando AT ametrano DOT net>

	* News.txt (1.6.2.1):

	typos

2001-09-14 17:04  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* TODO.txt (1.31):

	Checked off a few items

2001-09-14 17:01  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Docs/bootstrap (1.1.2.1):

	fixed documentation procedure

2001-09-14 14:29  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/configure.in (1.1.2.1):

	upgrade version number to 0.2.0

2001-09-14 13:01  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <sad AT quantlib.org>

	* Docs/platforms.docs (1.4):

	Updated after new tests.

2001-09-13 17:52  Ferdinando Ametrano <nando AT ametrano DOT net>

	* bootstrap (1.3):

	useless comments removed

2001-09-13 17:34  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.30):

	updated

2001-09-13 16:59  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/quantlib.css (1.6):

	differentiated color

2001-09-13 16:44  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <sad AT quantlib.org>

	* bootstrap (1.2):

	updated auto-tools version

2001-09-13 15:45  Sadruddin Rejeb <sad AT quantlib.org>

	* Makefile.am (1.58):

	Added quantlib.m4 to the list of distributed files

2001-09-13 14:14  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <sad AT quantlib.org>

	* configure.in (1.39):

	Wall is there again, but only if g++ is the selected compiler

2001-09-13 11:07  Sadruddin Rejeb <sad AT quantlib.org>

	* configure.in (1.38):

	removed -Wall from CXXFLAGS. Was breaking Solaris build

2001-09-13 10:47  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/MonteCarlo/europeanpathpricer.cpp (1.4):

	Fix to remove warning (comparison between signed and unsigned).

2001-09-13 10:32  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/: Makefile.am (1.28), mcarlo.docs (1.3):

	Fixing doc generation

2001-09-12 17:54  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.27), Docs/makefile.mak (1.20):

	online and offline documentation

2001-09-12 16:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.26):

	updated

2001-09-12 16:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/quantlib.css (1.5):

	valid CSS

2001-09-12 13:28  Sadruddin Rejeb <sad AT quantlib.org>

	* Makefile.am (1.57):

	Deleted the config/ dist-hook lines. Wasn't necessary

2001-09-12 13:16  Sadruddin Rejeb <sad AT quantlib.org>

	* Makefile.am (1.56):

	modified Makefile.am (dist-hook) cos' automake does not package
	files in config/

2001-09-12 12:54  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/makefile.mak (1.19):

	Fixing doc generation

2001-09-12 12:48  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/Makefile.am (1.26):

	Fixing doc generation

2001-09-12 12:02  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* makefile.mak (1.25), Docs/makefile.mak (1.18):

	Fixed docs generation

2001-09-12 11:56  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/: Makefile.am (1.25), quantlib.doxy (1.26):

	Fixing doc generation

2001-09-12 11:28  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <sad AT quantlib.org>

	* ql/MonteCarlo/: generalmontecarlo.hpp (1.3), mcoptionsample.hpp
	(1.3):

	delete obsolete classes GeneralMonteCarlo and MCOptionSample

2001-09-12 10:34  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.25):

	updated

2001-09-11 18:18  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Makefile.am (1.54):

	added doxygen files

2001-09-11 17:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/: quantlib.css (1.3), quantlibheader.html (1.6):

	updated

2001-09-11 17:26  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <sad AT quantlib.org>

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

	Monte carlo updates fix

2001-09-11 16:15  Marco Marchioro <marco.marchioro AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Docs/: quantlib.css (1.2), quantlib.doxy (1.24):

	quantlib.css is used instead of default doxygen.css because of
	browser problems with doxygen.css

2001-09-11 15:22  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

	* Docs/: install.docs (1.3), quantlib.doxy (1.23),
	quantlibheader.html (1.5):

	quantlib.css will be used for QuantLib html documentation produced
	by DoxyGen in addition to doxygen.css

2001-09-11 13:00  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* configure.in (1.37):

	Removed duplicate output file lines. (Why did they exist in the 1st
	place?)

2001-09-11 11:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.34), TODO.txt (1.24):

	updated

2001-09-10 14:17  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/: quantlibfooter.html (1.5), quantlibheader.html (1.4),
	quantlib.css (1.1):

	HTML Layout revamped

2001-09-10 12:24  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* 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 <sad AT quantlib.org>

	* quantlib-config.in (1.2):

	Small fix (CFLAGS cleanup)

2001-09-07 10:43  Sadruddin Rejeb <sad AT quantlib.org>

	* Makefile.am (1.53):

	Added lines related to the quantlib.m4 file

2001-09-07 10:42  Sadruddin Rejeb <sad AT quantlib.org>

	* config/readme.txt (1.1):

	Dummy file ensuring that config/ is checked out

2001-09-07 10:35  Sadruddin Rejeb <sad AT quantlib.org>

	* quantlib.m4 (1.1):

	aclocal m4 file for QuantLib

2001-09-06 12:27  Sadruddin Rejeb <sad AT quantlib.org>

	* Makefile.am (1.52), quantlib-config.in (1.1):

	Added quantlib-config script

2001-09-05 16:52  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/MonteCarlo/randomarraygenerator.hpp (1.3):

	readdition

2001-09-05 16:51  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* ql/MonteCarlo/randomarraygenerator.hpp (1.2):

	dummy removal

2001-09-05 13:28  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.33), Readme.txt (1.12):

	small tweaks

2001-09-05 12:40  Sadruddin Rejeb <sad AT quantlib.org>

	* configure.in (1.34):

	Added a line to produce intermediate scripts in config/

2001-09-05 12:11  Sadruddin Rejeb <sad AT quantlib.org>

	* Makefile.am (1.51):

	Removed documentation-related steps

2001-09-05 11:49  Sadruddin Rejeb <sad AT quantlib.org>

	* configure.in (1.33):

	Removed documentation-related configuration steps (e.g. doxygen)

2001-09-05 11:48  Sadruddin Rejeb <sad AT quantlib.org>

	* Docs/configure.in (1.1):

	Separated documentation from main configure process

2001-09-05 10:57  Marco Marchioro <marco.marchioro AT statpro.com>

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.2):

	Added setTime method for tridiagonal operator

2001-09-04 17:15  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Makefile.am (1.50), QuantLib.dep (1.5), QuantLib.mak (1.30),
	QuantLib.nsi (1.32), Examples/DiscreteHedging/DiscreteHedging.dep
	(1.3), Examples/DiscreteHedging/DiscreteHedging.mak (1.2),
	Examples/DiscreteHedging/Makefile.am (1.5):

	dep files are evil

2001-09-04 15:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* News.txt (1.5):

	first draft of the 0.2 News

2001-09-04 15:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/DiscreteHedging/DiscreteHedging.mak (1.1):

	it was missing

2001-09-04 14:57  Enrico Sirola <enrico.sirola AT statpro.com>>

	* ChangeLog.txt (1.2):

	file updated

2001-09-04 14:56  Sadruddin Rejeb <sad AT quantlib.org>

	* Makefile.am (1.49):

	small fix (updateproject.sh => bootstrap)

2001-09-04 14:54  Enrico Sirola <enrico.sirola AT statpro.com>>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.22), Docs/quantlibfooter.html (1.3), History.txt
	(1.11), News.txt (1.4), TODO.txt (1.23):

	updated

2001-09-04 12:28  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* ql/: Makefile.am (1.3), Calendars/Makefile.am (1.3),
	CashFlows/Makefile.am (1.3), DayCounters/Makefile.am (1.3),
	FiniteDifferences/Makefile.am (1.3),
	FiniteDifferences/backwardeuler.hpp (1.2), Indexes/Makefile.am
	(1.3), Instruments/Makefile.am (1.3), Math/Makefile.am (1.3),
	MonteCarlo/Makefile.am (1.3), Patterns/Makefile.am (1.3),
	Pricers/Makefile.am (1.3), Solvers1D/Makefile.am (1.3),
	TermStructures/Makefile.am (1.3), Utilities/Makefile.am (1.3):

	removed (hopefully) useless includedir=

2001-09-04 10:47  Sadruddin Rejeb <sad AT quantlib.org>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.nsi (1.30):

	2 bugs fixed

2001-09-03 20:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.20):

	updated

2001-09-03 20:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Contributors.txt (1.12):

	added Sad

2001-09-03 19:44  Ferdinando Ametrano <nando AT ametrano DOT net>

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

	removed todo item (it has been done)

2001-09-03 19:36  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <sad AT quantlib.org>

	* ql/Pricers/dividendoption.cpp (1.2):

	gcc-3.0.1 fix (Array::iterator --> std-vector::iterator)

2001-09-03 18:33  Sadruddin Rejeb <sad AT quantlib.org>

	* ql/errors.hpp (1.2):

	gcc-3.0.1 fix (added destructor)

2001-09-03 17:29  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dep (1.4), QuantLib.dsp (1.39), QuantLib.mak (1.29),
	Examples/DiscreteHedging/DiscreteHedging.dep (1.2),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.2):

	MS VC now uses the build dir

2001-09-03 17:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* configure.in (1.32), Examples/Makefile.am (1.11), Makefile.am
	(1.48):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 16:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsw (1.3), Examples/Examples.dsw (1.2),
	Examples/Makefile.am (1.10), Examples/makefile.mak (1.4),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.1),
	Examples/DiscreteHedging/DiscreteHedging.dep (1.1),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.1),
	Examples/DiscreteHedging/Makefile.am (1.1),
	Examples/DiscreteHedging/ReadMe.txt (1.1),
	Examples/DiscreteHedging/makefile.mak (1.1):

	HedgingError renamed as DiscreteHedging

2001-09-03 16:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.28):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 16:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/TermStructures/: Makefile.am (1.1), flatforward.hpp (1.1),
	makefile.mak (1.1), piecewiseconstantforwards.cpp (1.1),
	piecewiseconstantforwards.hpp (1.1), piecewiseflatforward.cpp
	(1.1), piecewiseflatforward.hpp (1.1), ratehelpers.cpp (1.1),
	ratehelpers.hpp (1.1):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 16:02  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: Calendars/Makefile.am (1.1), Calendars/frankfurt.cpp (1.1),
	Calendars/frankfurt.hpp (1.1), Calendars/helsinki.cpp (1.1),
	Calendars/helsinki.hpp (1.1), Calendars/london.cpp (1.1),
	Calendars/london.hpp (1.1), Calendars/makefile.mak (1.1),
	Calendars/milan.cpp (1.1), Calendars/milan.hpp (1.1),
	Calendars/newyork.cpp (1.1), Calendars/newyork.hpp (1.1),
	Calendars/target.cpp (1.1), Calendars/target.hpp (1.1),
	Calendars/wellington.cpp (1.1), Calendars/wellington.hpp (1.1),
	Calendars/westerncalendar.cpp (1.1), Calendars/westerncalendar.hpp
	(1.1), Calendars/zurich.cpp (1.1), Calendars/zurich.hpp (1.1),
	Pricers/Makefile.am (1.1), Pricers/americancondition.hpp (1.1),
	Pricers/americanoption.hpp (1.1), Pricers/averagepriceasian.cpp
	(1.1), Pricers/averagepriceasian.hpp (1.1),
	Pricers/averagestrikeasian.cpp (1.1),
	Pricers/averagestrikeasian.hpp (1.1), Pricers/barrieroption.cpp
	(1.1), Pricers/barrieroption.hpp (1.1), Pricers/bermudanoption.cpp
	(1.1), Pricers/bermudanoption.hpp (1.1), Pricers/binaryoption.cpp
	(1.1), Pricers/binaryoption.hpp (1.1),
	Pricers/bsmnumericaloption.cpp (1.1),
	Pricers/bsmnumericaloption.hpp (1.1), Pricers/cliquetoption.cpp
	(1.1), Pricers/cliquetoption.hpp (1.1),
	Pricers/dividendamericanoption.cpp (1.1),
	Pricers/dividendamericanoption.hpp (1.1),
	Pricers/dividendeuropeanoption.cpp (1.1),
	Pricers/dividendeuropeanoption.hpp (1.1),
	Pricers/dividendoption.cpp (1.1), Pricers/dividendoption.hpp (1.1),
	Pricers/dividendshoutoption.cpp (1.1),
	Pricers/dividendshoutoption.hpp (1.1), Pricers/europeanoption.cpp
	(1.1), Pricers/europeanoption.hpp (1.1), Pricers/everestoption.cpp
	(1.1), Pricers/everestoption.hpp (1.1),
	Pricers/finitedifferenceeuropean.cpp (1.1),
	Pricers/finitedifferenceeuropean.hpp (1.1),
	Pricers/geometricasianoption.hpp (1.1), Pricers/himalaya.cpp (1.1),
	Pricers/himalaya.hpp (1.1), Pricers/makefile.mak (1.1),
	Pricers/mceuropeanpricer.cpp (1.1), Pricers/mceuropeanpricer.hpp
	(1.1), Pricers/multiperiodoption.cpp (1.1),
	Pricers/multiperiodoption.hpp (1.1), Pricers/pagodaoption.cpp
	(1.1), Pricers/pagodaoption.hpp (1.1),
	Pricers/plainbasketoption.cpp (1.1), Pricers/plainbasketoption.hpp
	(1.1), Pricers/shoutcondition.hpp (1.1), Pricers/shoutoption.hpp
	(1.1), Pricers/singleassetoption.cpp (1.1),
	Pricers/singleassetoption.hpp (1.1),
	Pricers/stepconditionoption.cpp (1.1),
	Pricers/stepconditionoption.hpp (1.1):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 15:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: Indexes/Makefile.am (1.1), Indexes/euribor.hpp (1.1),
	Indexes/gbplibor.hpp (1.1), Indexes/makefile.mak (1.1),
	Indexes/usdlibor.hpp (1.1), Indexes/xibor.cpp (1.1),
	Indexes/xibor.hpp (1.1), Indexes/xibormanager.cpp (1.1),
	Indexes/xibormanager.hpp (1.1), FiniteDifferences/Makefile.am
	(1.1), FiniteDifferences/backwardeuler.hpp (1.1),
	FiniteDifferences/boundarycondition.hpp (1.1),
	FiniteDifferences/bsmoperator.cpp (1.1),
	FiniteDifferences/bsmoperator.hpp (1.1),
	FiniteDifferences/cranknicolson.hpp (1.1),
	FiniteDifferences/dminus.hpp (1.1), FiniteDifferences/dplus.hpp
	(1.1), FiniteDifferences/dplusdminus.hpp (1.1),
	FiniteDifferences/dzero.hpp (1.1),
	FiniteDifferences/finitedifferencemodel.hpp (1.1),
	FiniteDifferences/forwardeuler.hpp (1.1),
	FiniteDifferences/identity.hpp (1.1),
	FiniteDifferences/makefile.mak (1.1),
	FiniteDifferences/operator.hpp (1.1),
	FiniteDifferences/operatortraits.hpp (1.1),
	FiniteDifferences/standardfdmodel.hpp (1.1),
	FiniteDifferences/standardstepcondition.hpp (1.1),
	FiniteDifferences/stepcondition.hpp (1.1),
	FiniteDifferences/tridiagonaloperator.cpp (1.1),
	FiniteDifferences/tridiagonaloperator.hpp (1.1),
	FiniteDifferences/valueatcenter.cpp (1.1),
	FiniteDifferences/valueatcenter.hpp (1.1), DayCounters/Makefile.am
	(1.1), DayCounters/actual360.hpp (1.1), DayCounters/actual365.hpp
	(1.1), DayCounters/actualactual.cpp (1.1),
	DayCounters/actualactual.hpp (1.1),
	DayCounters/actualactualeuro.cpp (1.1),
	DayCounters/actualactualeuro.hpp (1.1),
	DayCounters/actualactualhistorical.cpp (1.1),
	DayCounters/actualactualhistorical.hpp (1.1),
	DayCounters/makefile.mak (1.1), DayCounters/thirty360.cpp (1.1),
	DayCounters/thirty360.hpp (1.1), DayCounters/thirty360european.hpp
	(1.1), DayCounters/thirty360italian.cpp (1.1),
	DayCounters/thirty360italian.hpp (1.1), CashFlows/Makefile.am
	(1.1), CashFlows/accruingcoupon.hpp (1.1),
	CashFlows/cashflowvectors.cpp (1.1), CashFlows/cashflowvectors.hpp
	(1.1), CashFlows/fixedratecoupon.hpp (1.1),
	CashFlows/floatingratecoupon.cpp (1.1),
	CashFlows/floatingratecoupon.hpp (1.1), CashFlows/makefile.mak
	(1.1), CashFlows/simplecashflow.hpp (1.1):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 15:55  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/: Patterns/Makefile.am (1.1), Patterns/observable.hpp (1.1),
	MonteCarlo/Makefile.am (1.1),
	MonteCarlo/antitheticpathgenerator.hpp (1.1),
	MonteCarlo/avgpriceasianpathpricer.cpp (1.1),
	MonteCarlo/avgpriceasianpathpricer.hpp (1.1),
	MonteCarlo/avgstrikeasianpathpricer.cpp (1.1),
	MonteCarlo/avgstrikeasianpathpricer.hpp (1.1),
	MonteCarlo/basketpathpricer.cpp (1.1),
	MonteCarlo/basketpathpricer.hpp (1.1), MonteCarlo/boxmuller.hpp
	(1.1), MonteCarlo/centrallimitgaussian.hpp (1.1),
	MonteCarlo/controlvariatedpathpricer.cpp (1.1),
	MonteCarlo/controlvariatedpathpricer.hpp (1.1),
	MonteCarlo/europeanpathpricer.cpp (1.1),
	MonteCarlo/europeanpathpricer.hpp (1.1),
	MonteCarlo/everestpathpricer.cpp (1.1),
	MonteCarlo/everestpathpricer.hpp (1.1),
	MonteCarlo/gaussianmultipathgenerator.hpp (1.1),
	MonteCarlo/gaussianpathgenerator.hpp (1.1),
	MonteCarlo/gaussianrandomgenerator.hpp (1.1),
	MonteCarlo/generalmontecarlo.hpp (1.1),
	MonteCarlo/geometricasianpathpricer.cpp (1.1),
	MonteCarlo/geometricasianpathpricer.hpp (1.1),
	MonteCarlo/getcovariance.cpp (1.1), MonteCarlo/getcovariance.hpp
	(1.1), MonteCarlo/himalayapathpricer.cpp (1.1),
	MonteCarlo/himalayapathpricer.hpp (1.1),
	MonteCarlo/inversecumulativegaussian.hpp (1.1),
	MonteCarlo/knuthrandomgenerator.cpp (1.1),
	MonteCarlo/knuthrandomgenerator.hpp (1.1),
	MonteCarlo/lecuyerrandomgenerator.cpp (1.1),
	MonteCarlo/lecuyerrandomgenerator.hpp (1.1),
	MonteCarlo/makefile.mak (1.1), MonteCarlo/mcoptionsample.hpp (1.1),
	MonteCarlo/mcpricer.hpp (1.1), MonteCarlo/montecarlomodel.hpp
	(1.1), MonteCarlo/multifactormontecarlooption.hpp (1.1),
	MonteCarlo/multifactorpricer.hpp (1.1), MonteCarlo/multipath.hpp
	(1.1), MonteCarlo/multipathgenerator.hpp (1.1),
	MonteCarlo/multipathpricer.hpp (1.1),
	MonteCarlo/onefactormontecarlooption.hpp (1.1),
	MonteCarlo/pagodapathpricer.cpp (1.1),
	MonteCarlo/pagodapathpricer.hpp (1.1), MonteCarlo/path.hpp (1.1),
	MonteCarlo/pathpricer.hpp (1.1),
	MonteCarlo/randomarraygenerator.hpp (1.1),
	MonteCarlo/uniformrandomgenerator.hpp (1.1), Math/Makefile.am
	(1.1), Math/cubicspline.hpp (1.1), Math/interpolation.hpp (1.1),
	Math/lexicographicalview.hpp (1.1), Math/linearinterpolation.hpp
	(1.1), Math/makefile.mak (1.1), Math/matrix.cpp (1.1),
	Math/matrix.hpp (1.1), Math/multivariateaccumulator.cpp (1.1),
	Math/multivariateaccumulator.hpp (1.1), Math/normaldistribution.cpp
	(1.1), Math/normaldistribution.hpp (1.1), Math/riskmeasures.hpp
	(1.1), Math/segmentintegral.cpp (1.1), Math/segmentintegral.hpp
	(1.1), Math/statistics.cpp (1.1), Math/statistics.hpp (1.1),
	Math/symmetriceigenvalues.hpp (1.1),
	Math/symmetricschurdecomposition.cpp (1.1),
	Math/symmetricschurdecomposition.hpp (1.1), Instruments/Makefile.am
	(1.1), Instruments/makefile.mak (1.1), Instruments/simpleswap.cpp
	(1.1), Instruments/simpleswap.hpp (1.1), Instruments/stock.cpp
	(1.1), Instruments/stock.hpp (1.1), Instruments/swap.cpp (1.1),
	Instruments/swap.hpp (1.1):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 15:51  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Makefile.am (1.47), QuantLib.dsp (1.38), QuantLib.mak (1.28),
	makefile.mak (1.23), Docs/makefile.mak (1.15), Docs/quantlib.doxy
	(1.21), Examples/makefile.mak (1.3), ql/Solvers1D/newton.hpp (1.1),
	ql/Solvers1D/newtonsafe.cpp (1.1), ql/Solvers1D/newtonsafe.hpp
	(1.1), ql/Solvers1D/ridder.cpp (1.1), ql/Solvers1D/ridder.hpp
	(1.1), ql/Solvers1D/secant.cpp (1.1), ql/Solvers1D/secant.hpp
	(1.1), ql/Solvers1D/Makefile.am (1.1), ql/Solvers1D/bisection.cpp
	(1.1), ql/Solvers1D/bisection.hpp (1.1), ql/Solvers1D/brent.cpp
	(1.1), ql/Solvers1D/brent.hpp (1.1), ql/Solvers1D/falseposition.cpp
	(1.1), ql/Solvers1D/falseposition.hpp (1.1),
	ql/Solvers1D/makefile.mak (1.1), ql/Solvers1D/newton.cpp (1.1),
	ql/Makefile.am (1.1), ql/array.hpp (1.1), ql/calendar.cpp (1.1),
	ql/calendar.hpp (1.1), ql/cashflow.hpp (1.1), ql/config.ansi.hpp
	(1.1), ql/config.bcc.hpp (1.1), ql/config.decc.hpp (1.1),
	ql/config.msvc.hpp (1.1), ql/config.mwcw.hpp (1.1), ql/currency.hpp
	(1.1), ql/dataformatters.cpp (1.1), ql/dataformatters.hpp (1.1),
	ql/date.cpp (1.1), ql/date.hpp (1.1), ql/daycounter.hpp (1.1),
	ql/depositrate.hpp (1.1), ql/errors.hpp (1.1),
	ql/expressiontemplates.hpp (1.1), ql/forwardvolsurface.hpp (1.1),
	ql/handle.hpp (1.1), ql/history.hpp (1.1), ql/index.hpp (1.1),
	ql/instrument.hpp (1.1), ql/makefile.mak (1.1),
	ql/marketelement.hpp (1.1), ql/null.hpp (1.1), ql/options.hpp
	(1.1), ql/qldefines.hpp (1.1), ql/quantlib.hpp (1.1),
	ql/relinkablehandle.hpp (1.1), ql/riskstatistics.hpp (1.1),
	ql/scheduler.cpp (1.1), ql/scheduler.hpp (1.1), ql/solver1d.cpp
	(1.1), ql/solver1d.hpp (1.1), ql/swaptionvolsurface.hpp (1.1),
	ql/termstructure.hpp (1.1), ql/types.hpp (1.1):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 15:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ql/Utilities/: Makefile.am (1.1), combiningiterator.hpp (1.1),
	couplingiterator.hpp (1.1), filteringiterator.hpp (1.1),
	iteratorcategories.hpp (1.1), processingiterator.hpp (1.1),
	steppingiterator.hpp (1.1):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 12:50  Enrico Sirola <enrico.sirola AT statpro.com>>

	* 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 <sad AT quantlib.org>

	* TODO.txt (1.18):

	gcc-3.0 -> gcc-3.0.1

2001-09-03 10:05  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/images/QL-largish.bmp (1.1):

	added for Win32 installer splash screen

2001-09-03 10:01  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.27):

	new version

2001-09-03 10:01  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.17):

	updated

2001-09-03 10:00  Ferdinando Ametrano <nando AT ametrano DOT net>

	* updateproject.sh (1.3):

	comments added

2001-09-03 09:58  Ferdinando Ametrano <nando AT ametrano DOT net>

	* configure.in (1.31), News.txt (1.3):

	version update to 0.2

2001-09-03 09:54  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/: quantlib.doxy (1.20), usage.docs (1.2):

	improved

2001-09-03 09:53  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/Examples/: custom_operator.cpp (1.4), history_iterators.cpp
	(1.5):

	copyright notice removed

2001-08-31 17:20  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.26):

	added dep files to the installer

2001-08-31 16:47  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.25):

	full install is now the first option

2001-08-31 15:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dep (1.3), QuantLib.mak (1.27):

	updated

2001-08-30 19:52  Enrico Sirola <enrico.sirola AT statpro.com>>

	* configure.in (1.30):

	test on time.h added

2001-08-30 19:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* configure.in (1.29):

	clock substitued by time

2001-08-30 19:03  Ferdinando Ametrano <nando AT ametrano DOT net>

	* acconfig.h (1.4):

	clock substitued by time

2001-08-30 12:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dep (1.2), QuantLib.dsp (1.37), QuantLib.mak (1.26):

	little changes

2001-08-29 21:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Makefile.am (1.45), Examples/Makefile.am (1.9):

	updated EXTRA_DIST files

2001-08-29 11:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.35), QuantLib.mak (1.24):

	changed OnTheEdge output dirs

2001-08-29 11:15  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.24):

	added dep files to avoid annoying warning

2001-08-29 11:10  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dep (1.1):

	added dep files to avoid annoying warning

2001-08-28 19:23  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.34), QuantLib.mak (1.23):

	unsigned int instead of int

2001-08-28 16:46  Enrico Sirola <enrico.sirola AT statpro.com>>

	* 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 <enrico.sirola AT statpro.com>>

	* configure (1.1):

	this file has been added in order to compile easily using cygwin
	tools

2001-08-28 14:34  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.16):

	updated

2001-08-27 17:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Makefile.am (1.41), Makefile.am (1.42):

	typo fixed

2001-08-27 15:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.23):

	typos fixed

2001-08-27 14:43  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.22):

	2 Win32 binaries installer: full and light

2001-08-27 13:56  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/Makefile.am (1.20):

	improved installer

2001-08-27 13:23  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.21), TODO.txt (1.15), Docs/QuantLib-docs.nsi
	(1.6):

	improved installer

2001-08-23 17:13  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.20), Docs/QuantLib-docs.nsi (1.5):

	improving ....

2001-08-23 16:58  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/makefile.mak (1.13):

	Doc fixes

2001-08-23 16:39  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.33), QuantLib.mak (1.22), QuantLib.nsi (1.19),
	Readme.txt (1.10), Docs/QuantLib-docs.nsi (1.4):

	miscellanea

2001-08-23 15:28  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsw (1.2):

	Example dsp added

2001-08-23 15:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Makefile.am (1.40):

	bug fixed

2001-08-23 15:04  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Makefile.am (1.39):

	typo fixed

2001-08-23 15:04  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/QuantLib-docs.nsi (1.3):

	added link to index.html

2001-08-23 14:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* Examples/Makefile.am (1.6):

	makedist now distributes examples

2001-08-23 13:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.18), Examples/makefile.mak (1.2):

	try/catch in examples

2001-08-23 13:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/: QuantLib-docs.nsi (1.1), Makefile.am (1.19):

	Win32 documentation installer

2001-08-23 12:16  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.17), Examples/Examples.dsw (1.1):

	Examples have been added to Win32 binary installer

2001-08-23 11:41  Ferdinando Ametrano <nando AT ametrano DOT net>

	* makefile.mak (1.22):

	improved Borland examples makefiles

2001-08-23 11:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/platforms.docs (1.2):

	added 2 platforms

2001-08-23 10:42  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.13), TODO.txt (1.14):

	update

2001-08-22 19:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.32), QuantLib.mak (1.20):

	added AntitheticPathGenerator

2001-08-21 16:21  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* TODO.txt (1.10):

	added dividendRho method

2001-08-08 17:47  Marco Marchioro <marco.marchioro AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.30), QuantLib.mak (1.18), TODO.txt (1.9):

	1) StandardPathGenerator now is GaussianPathGenerator; 2)
	StandardMultiPathGenerator now is GaussianMultiPathGenerator; 3)
	PathMonteCarlo now is MonteCarloModel; 4) added ICGaussian, a
	Gaussian distribution that use
	QuantLib::Math::InvCumulativeNormalDistribution to convert uniform
	  distribution extractions into gaussian distribution extractions;
	5) added a few trailing underscore to private members 6) style
	enforced here and there ....

2001-08-07 13:25  Matteo Gallivanoni <matteo.gallivanoni AT statpro.com>

	* Docs/Examples/: custom_operator.cpp (1.3), history_iterators.cpp
	(1.4):

	copyright header maintenance

2001-08-06 17:43  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.29), QuantLib.mak (1.17):

	BSMOption now is SingleAssetOption BSMEuropeanOption now is
	EuropeanOption

2001-07-27 10:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.8):

	updated

2001-07-26 19:15  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.7):

	updated

2001-07-26 15:55  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.6):

	updated

2001-07-26 13:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.5):

	updated

2001-07-26 10:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/Makefile.am (1.16):

	wrong path bug fixed

2001-07-25 17:47  Matteo Gallivanoni <matteo.gallivanoni AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.28), QuantLib.mak (1.16):

	generate browse info

2001-07-25 09:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Makefile.am (1.36):

	updated

2001-07-25 09:36  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Makefile.am (1.35):

	updated

2001-07-24 19:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.4):

	Borland/linux port of the examples

2001-07-24 18:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* INSTALL.txt (1.1), Makefile.am (1.34), README-mac.txt (1.3),
	README-win.txt (1.5), Readme.txt (1.9), Docs/Makefile.am (1.15),
	Docs/README.txt (1.11), Docs/groups.docs (1.1), Docs/license.docs
	(1.1), Docs/main.docs (1.1), Docs/makefile.mak (1.11),
	Docs/misc.docs (1.1), Docs/quantlib.doxy (1.18),
	Docs/images/QL-largish.eps (1.1), Docs/images/QL-largish.jpg (1.1),
	Docs/images/QL-largish.pdf (1.1), Docs/images/QL-small-notitle.jpg
	(1.1):

	documentation revised

2001-07-24 18:58  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.3):

	RPM package added

2001-07-24 17:04  Ferdinando Ametrano <nando AT ametrano DOT net>

	* History.txt (1.10):

	quantlib.org replaced quantlib.sourceforge.net

2001-07-23 10:30  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/Makefile.am (1.14):

	Fixed indentation

2001-07-19 18:40  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.mak (1.15):

	updated

2001-07-19 16:27  Matteo Gallivanoni <matteo.gallivanoni AT statpro.com>

	* configure.in (1.26):

	warnings purged

2001-07-19 13:00  Ferdinando Ametrano <nando AT ametrano DOT net>

	* TODO.txt (1.2):

	updated

2001-07-19 12:29  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Authors.txt (1.5), Contributors.txt (1.11):

	updated

2001-07-18 19:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Authors.txt (1.4), Contributors.txt (1.10):

	updating

2001-07-18 19:30  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Makefile.am (1.32), TODO.txt (1.1):

	to do list

2001-07-17 10:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* README-win.txt (1.4):

	added Visual Studio suggestions

2001-07-17 10:37  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Readme.txt (1.8):

	added configuration/compiler list

2001-07-16 18:11  Ferdinando Ametrano <nando AT ametrano DOT net>

	* updateproject.sh (1.2):

	reordered

2001-07-16 17:20  Marco Marchioro <marco.marchioro AT statpro.com>

	* QuantLib.dsp (1.27), QuantLib.mak (1.14):

	cashflow.hpp added

2001-07-15 10:34  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.nsi (1.16):

	install executable sets environment variable QL_DIR

2001-07-09 18:29  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/Examples/: custom_operator.cpp (1.1), history_iterators.cpp
	(1.2):

	Some documentation and market element

2001-07-06 11:02  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Contributors.txt (1.8):

	updated Maxim data

2001-07-05 17:57  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* QuantLib.dsp (1.26):

	Collected typedefs in a single file

2001-07-05 15:51  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Contributors.txt (1.7):

	Maxim "Ronin" contribution on efficiency and style

2001-07-03 15:24  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/quantlib.doxy (1.17):

	Sources are back in the html docs

2001-06-26 18:32  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* 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 <marco.marchioro AT statpro.com>

	* QuantLib.dsp (1.21), QuantLib.mak (1.9):

	Method set price added to class stock

2001-06-25 13:28  Enrico Sirola <enrico.sirola AT statpro.com>>

	* Examples/Makefile.am (1.5):

	dist target fixed

2001-06-25 13:22  Enrico Sirola <enrico.sirola AT statpro.com>>

	* 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 <nando AT ametrano DOT net>

	* History.txt (1.9), Docs/Makefile.am (1.11):

	R019-branch-merge5 merged into trunk

2001-06-22 18:38  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/quantlib.doxy (1.16):

	Improved documentation

2001-06-22 16:54  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Examples/Makefile.am (1.4), Examples/README.txt (1.1),
	Examples/history_iterators.cpp (1.6), Docs/Makefile.am (1.10),
	Docs/quantlib.doxy (1.15), Docs/Examples/Makefile.am (1.1),
	Docs/Examples/history_iterators.cpp (1.1):

	doxygen example file moved under Docs/Examples

2001-06-18 12:24  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.20), QuantLib.mak (1.8):

	file list updated

2001-06-15 15:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/quantlib.doxy (1.14):

	Reworked indexes

2001-06-15 11:52  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/: quantlib.doxy (1.9.2.3), quantlib.linux.doxy (1.2.2.1),
	quantlib.win32.doxy (1.2.2.1):

	upgraded to 1.2.8.1

2001-06-12 18:33  Marco Marchioro <marco.marchioro AT statpro.com>

	* QuantLib.dsp (1.19), QuantLib.mak (1.7):

	VS-projects updated

2001-06-11 11:09  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.18), QuantLib.mak (1.6):

	removed useless include dir Include/Pricers

2001-06-07 11:54  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/quantlib.doxy (1.9.2.2):

	Added deprecated classes in documentation

2001-06-05 16:36  Ferdinando Ametrano <nando AT ametrano DOT net>

	* History.txt (1.3.2.3):

	updated

2001-06-05 14:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* History.txt (1.8), QuantLib.nsi (1.15):

	R019-branch-merge4 merged into trunk

2001-06-05 12:56  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Makefile.am (1.30):

	Added docs-clean target

2001-06-05 12:53  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/Makefile.am (1.9):

	tab fixed

2001-06-05 11:35  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <marco.marchioro AT statpro.com>

	* QuantLib.dsp (1.17), QuantLib.mak (1.5):

	ParCoupon added to project

2001-06-01 18:50  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/quantlib.doxy (1.11):

	Term structure on deposits and swaps

2001-05-31 16:48  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* QuantLib.dsp (1.16):

	Worked around Visual C++ deficiencies

2001-05-31 12:10  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* configure.in (1.25):

	Added new dirs in configure.in

2001-05-31 11:00  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* History.txt (1.7):

	added release date

2001-05-30 16:50  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.13):

	debug libraries removed from installer

2001-05-28 21:29  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.10.2.1):

	removed docs from binary installer

2001-05-28 21:25  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.12):

	removed docs from binary installer

2001-05-28 16:57  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Makefile.am (1.29):

	Removed files removed from distribution list also

2001-05-28 16:11  Ferdinando Ametrano <nando AT ametrano DOT net>

	* History.txt (1.3.2.2):

	typos fixed (actually reverting back)

2001-05-28 16:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* History.txt (1.3.2.1):

	added history of release 0.1.9

2001-05-28 16:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* History.txt (1.6):

	typos fixed

2001-05-28 15:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* makefile.mak (1.20):

	I'm confused, but it seems like we don't need to mkdir

2001-05-28 15:09  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.13.2.2), QuantLib.mak (1.3.2.1), makefile.mak
	(1.15.2.2):

	VarTool renamed RiskMeasures

2001-05-28 14:44  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.13.2.1), makefile.mak (1.15.2.1):

	VarTool renamed RiskMeasures

2001-05-25 18:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* makefile.mak (1.18):

	improved install directive

2001-05-25 18:01  Ferdinando Ametrano <nando AT ametrano DOT net>

	* configure.in (1.24):

	R019-branch-merge2 merged into trunk

2001-05-25 17:58  Ferdinando Ametrano <nando AT ametrano DOT net>

	* configure.in (1.23), Docs/quantlib.doxy (1.10):

	R019-branch-merge2 merged into trunk

2001-05-25 17:13  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <nando AT ametrano DOT net>

	* History.txt (1.5):

	fixed few typos

2001-05-25 12:14  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* makefile.mak (1.17):

	commented out QL_DIR requirement

2001-05-24 15:34  Ferdinando Ametrano <nando AT ametrano DOT net>

	* ChangeLog.txt (1.1), ChangeLogShort.txt (1.1):

	changelog added.  Manual update for the time being

2001-05-24 14:52  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Makefile.am (1.28), makefile.mak (1.16), Docs/Makefile.am (1.7),
	Docs/makefile.mak (1.8), Examples/Makefile.am (1.3):

	smoothing #include xx.hpp

2001-05-24 13:15  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* QuantLib.dsp (1.14), QuantLib.nsi (1.11), configure.in (1.22):

	Stripped conventions from Currencies

2001-05-23 15:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.13), QuantLib.mak (1.3):

	just to be sure ... the latest version

2001-05-23 11:23  Marco Marchioro <marco.marchioro AT statpro.com>

	* QuantLib.dsp (1.12):

	included solver1d.hpp

2001-05-22 16:43  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.10):

	comment added

2001-05-22 15:43  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.9):

	80 columns enforced

2001-05-22 10:34  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.mak (1.2):

	Visual Studio command line make file updated

2001-05-21 15:12  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.8):

	upgraded to NSIS 1.41

2001-05-21 13:16  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Makefile.am (1.27), configure.in (1.21):

	SWIG folder removed

2001-05-21 13:11  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Makefile.am (1.26), configure.in (1.20):

	Ruby extension removed

2001-05-21 13:06  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Makefile.am (1.25), configure.in (1.19), makefile.mak (1.15):

	Python extension removed

2001-05-18 10:21  Marco Marchioro <marco.marchioro AT statpro.com>

	* QuantLib.dsp (1.11):

	USD-Libor index added

2001-05-17 16:23  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* QuantLib.dsp (1.10):

	Removed phony currencies before adding methods to interface

2001-05-16 18:55  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/README.txt (1.9):

	improved doc

2001-05-16 12:25  Marco Marchioro <marco.marchioro AT statpro.com>

	* QuantLib.dsp (1.9):

	Updated for indexes

2001-05-16 11:57  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* configure.in (1.18), makefile.mak (1.14):

	Added indexes and piecewise flat forward curve

2001-05-16 10:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* makefile.mak (1.13):

	reverted "make python" to old style, not ready for distutils with
	borland compiler

2001-05-15 18:10  Ferdinando Ametrano <nando AT ametrano DOT net>

	* makefile.mak (1.12):

	updated all PyWrap depencencies to PyQuantLibWrap

2001-05-11 09:29  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.7):

	added CVS tag.	Swig files are back (for a while)

2001-05-09 13:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* README-win.txt (1.2), Readme.txt (1.6):

	A few comments modified/removed

2001-05-09 11:22  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.6):

	removed SWIG and *.cpp files from the binaries' installer

2001-05-02 14:44  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/quantlib.doxy (1.9):

	Set SHORT_NAMES to YES

2001-05-02 11:30  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/quantlib.doxy (1.8):

	Updated for Doxygen 1.2.7

2001-04-30 17:45  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/makefile.mak (1.7):

	make clean in Docs also deletes man

2001-04-26 13:20  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Makefile.am (1.24):

	python-test uses Distutils under linux

2001-04-24 18:02  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.5):

	smoothing ...

2001-04-24 17:01  Ferdinando Ametrano <nando AT ametrano DOT net>

	* makefile.mak (1.11):

	fixed makefiles

2001-04-24 16:55  Ferdinando Ametrano <nando AT ametrano DOT net>

	* makefile.mak (1.10):

	fixed makefiles

2001-04-24 15:51  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* makefile.mak (1.9):

	Hopefully fixed install

2001-04-24 11:11  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* makefile.mak (1.8):

	Fixed message for missing environment variable

2001-04-23 09:33  Ferdinando Ametrano <nando AT ametrano DOT net>

	* makefile.mak (1.7):

	install directive now first purges the files already installed

2001-04-20 18:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* makefile.mak (1.6):

	make install for the library

2001-04-20 12:52  Ferdinando Ametrano <nando AT ametrano DOT net>

	* History.txt (1.3), News.txt (1.2), Docs/makefile.mak (1.6),
	Docs/quantlib.doxy (1.7):

	smoothing the autobuild process

2001-04-19 17:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.4):

	fixed pdf documentation

2001-04-19 14:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.3):

	smoothing ...

2001-04-19 09:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Makefile.am (1.23), Docs/Makefile.am (1.6), Examples/Makefile.am
	(1.2):

	added CVS tags

2001-04-18 15:38  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Makefile.am (1.22):

	QuantLib.nsi was missing from distribution

2001-04-18 11:17  Ferdinando Ametrano <nando AT ametrano DOT net>

	* configure.in (1.17):

	smoothing ...

2001-04-17 18:08  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/Makefile.am (1.5):

	typo fixed

2001-04-17 17:43  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Makefile.am (1.21), Docs/quantlib.doxy (1.6):

	smoothing ...

2001-04-17 17:27  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/: footer.html (1.4), quantlibfooter.html (1.1):

	footer.html replaced by quantlibfooter.html

2001-04-17 16:45  Enrico Sirola <enrico.sirola AT statpro.com>>

	* Makefile.am (1.20):

	typo fixed

2001-04-17 16:40  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.2):

	no message

2001-04-17 16:31  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.nsi (1.1):

	Null Soft installer script

2001-04-17 16:01  Enrico Sirola <enrico.sirola AT statpro.com>>

	* Makefile.am (1.19):

	dist target updated

2001-04-17 15:15  Enrico Sirola <enrico.sirola AT statpro.com>>

	* Makefile.am (1.18):

	trailing \ removed

2001-04-17 14:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Makefile.am (1.17):

	added few Win32 files to Unix make dist directive

2001-04-13 15:06  Ferdinando Ametrano <nando AT ametrano DOT net>

	* makefile.mak (1.5):

	now python directive does not depend on general make directive

2001-04-13 14:23  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsw (1.1), QuantLib.mak (1.1):

	added QuantLib Visual Studio makefile

2001-04-13 10:42  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.7), makefile.mak (1.4):

	new homes for Win32 libs

2001-04-11 19:03  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* QuantLib.dsp (1.6):

	Python VC++ project fixed and moved to Python dir

2001-04-10 16:51  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/quantlib.doxy (1.4):

	Fixed include paths

2001-04-09 17:51  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* configure.in (1.16):

	Compiling again under Linux

2001-04-06 20:46  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Authors.txt (1.2), Contributors.txt (1.6), LICENSE.TXT (1.2),
	Examples/history_iterators.cpp (1.4):

	changed Authors, Contributors, Licence and copyright header

2001-04-06 18:19  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* QuantLib.dsp (1.5):

	small fixes

2001-04-04 15:32  Enrico Sirola <enrico.sirola AT statpro.com>>

	* configure.in (1.14):

	tons of typos fixed

2001-04-04 14:55  Ferdinando Ametrano <nando AT ametrano DOT net>

	* configure.in (1.13):

	Headers policy: linux conf catching up

2001-04-04 14:13  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.3), Examples/history_iterators.cpp (1.3),
	QuantLib.dsp (1.4):

	Headers policy part 2: The Include directory is added to the
	compiler's include search path.  Then both your code and user code
	specifies the sub-directory in #include directives, as in #include
	<Solvers1d/newton.hpp>

2001-04-04 13:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* QuantLib.dsp (1.2), Examples/history_iterators.cpp (1.2):

	Headers policy part 1: Headers should have a .hpp (lowercase)
	filename extension All *.h renamed to *.hpp

2001-04-02 11:21  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* Makefile.am (1.13), QuantLib.dsp (1.1), README-win.txt (1.1):

	Emptied Win directory

2001-03-29 12:03  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* makefile.mak (1.3):

	Moved bcc makefile from Win to Sources

2001-03-28 15:33  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Docs/README.txt (1.8):

	better numbering

2001-03-27 19:39  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* makefile.mak (1.1):

	Added makefile for Borland C++ at root level

2001-03-23 16:01  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/footer.html (1.3):

	Aligned under Netscape, Explorer and Opera

2001-03-15 17:07  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Makefile.am (1.8), Docs/README.txt (1.7), Docs/footer.html (1.2),
	Docs/quantlib.doxy (1.2):

	doxy config file renamed and unified (Win32 and Linux) html doc
	footer modified

2001-03-15 16:45  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/: Makefile.am (1.2), README.txt (1.6), footer.html (1.1),
	offline.doxy (1.10), offline.doxy.linux (1.3), online.doxy (1.9),
	onlinefooter.html (1.3), quantlib.doxy (1.1):

	doxy config file renamed and unified (Win32 and Linux) html doc
	footer modified

2001-03-14 16:20  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <enrico.sirola AT statpro.com>>

	* Makefile.am (1.7), configure.in (1.7), Docs/Makefile.am (1.1):

	doxygen support added

2001-03-02 15:27  Enrico Sirola <enrico.sirola AT statpro.com>>

	* Makefile.am (1.6):

	typo fixed

2001-03-02 09:36  Enrico Sirola <enrico.sirola AT statpro.com>>

	* 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 <luigi.ballabio AT statpro.com>

	* configure.in (1.6):

	Replaced std::domain_error with QuantLib::IndexError

2001-02-22 16:22  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Makefile.am (1.5), configure.in (1.5):

	Added test target to makefile

2001-02-19 15:00  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/: offline.doxy (1.8), online.doxy (1.7):

	Corrected documentation

2001-02-15 18:36  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* acconfig.h (1.2), configure.in (1.3):

	Updated configuration macros

2001-02-09 20:25  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/: offline.doxy (1.7), online.doxy (1.6):

	Reworked macro documentation

2001-02-08 18:05  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/offline.doxy (1.6):

	Switched EXTRACT ALL off

2001-02-05 15:49  Enrico Sirola <enrico.sirola AT statpro.com>>

	* Makefile.am (1.4):

	added some files to Makefile.am files

2001-02-05 11:48  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/: offline.doxy (1.5), online.doxy (1.5):

	Updated for Doxygen 1.2.5

2001-01-23 12:08  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Contributors.txt (1.5):

	Renamed iterators in Include\Utilities and related files

2001-01-17 19:20  Enrico Sirola <enrico.sirola AT statpro.com>>

	* 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 <enrico.sirola AT statpro.com>>

	* Makefile.am (1.2):

	Examples/history_iterators.cpp added to EXTRA_DIST

2001-01-10 12:21  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <nando AT ametrano DOT net>

	* Contributors.txt (1.4):

	removed addresses (added without asking)

2001-01-10 10:57  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Contributors.txt (1.3):

	added email address

2001-01-09 19:31  Enrico Sirola <enrico.sirola AT statpro.com>>

	* 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 <nando AT ametrano DOT net>

	* Docs/README.txt (1.5):

	better readme (still to improve)

2000-12-27 18:18  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Contributors.txt (1.2):

	Changes for compiling under Linux and Alpha Linux

2000-12-20 19:02  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/README.txt (1.4):

	no message

2000-12-19 15:52  Enrico Sirola <enrico.sirola AT statpro.com>>

	* History.txt (1.2):

	dumb commit (test)

2000-12-14 14:25  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/: offline.doxy (1.3), online.doxy (1.3):

	Excluded quantlib.h (humongous dependency graph)

2000-12-14 13:32  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/: offline.doxy (1.2), online.doxy (1.2):

	Added CVS tags in Doxygen file documentation blocks

2000-12-12 18:35  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/onlinefooter.html (1.2):

	new footer

2000-12-12 12:22  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/doxygen.cfg (1.16):

	Renamed

2000-12-11 12:00  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/doxygen.cfg (1.15):

	Expression templates now work under Borland C++ 5.5

2000-12-05 16:40  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/doxygen.cfg (1.14):

	Updated for Doxygen 1.2.3-20001203

2000-11-27 18:07  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/doxygen.cfg (1.13):

	added GENERATE_TREEVIEW for the latest Doxygen release

2000-11-22 09:59  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Readme.txt (1.5):

	little changes

2000-11-22 09:36  Marco Marchioro <marco.marchioro AT statpro.com>

	* Readme.txt (1.4):

	Minor changes in README file

2000-11-21 17:43  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Docs/README.txt (1.3):

	rephrased Luigi: ma i link che ho messo sono attendibili ?

2000-11-21 17:36  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/README.txt (1.2):

	no message

2000-11-21 16:55  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Readme.txt (1.3):

	prova

2000-11-21 16:55  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Readme.txt (1.2), Docs/README.txt (1.1):

	added a few READMEs Luigi e Marco: CONTROLLATELI !!!!

2000-11-20 13:41  Ferdinando Ametrano <nando AT ametrano DOT net>

	* 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 <luigi.ballabio AT statpro.com>

	* Docs/doxygen.cfg (1.12):

	EXTRACT_ALL set to true

2000-11-17 10:49  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/doxygen.cfg (1.11):

	hidden undocumented classes

2000-11-16 18:51  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/doxygen.cfg (1.10):

	no more global include files

2000-11-13 16:29  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/doxygen.cfg (1.9):

	(Re)added

2000-11-13 16:26  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/: doxygen.cfg (1.8), makefile.mak (1.4):

	no message

2000-11-10 17:54  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/doxygen.cfg (1.7):

	no message

2000-11-09 19:21  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/doxygen.cfg (1.6):

	Fixed american theta Renamed Function to ObjectiveFunction

2000-11-06 19:11  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/doxygen.cfg (1.5):

	Documentation added A few files moved

2000-11-03 19:15  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/: doxygen.cfg (1.4), makefile.mak (1.3):

	no message

2000-11-03 12:47  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/: doxygen.cfg (1.3), makefile.mak (1.2):

	no message

2000-11-03 10:47  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/doxygen.cfg (1.2):

	Changed a few switches from test to production values

2000-10-31 19:33  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/makefile.mak (1.1):

	Added Borland makefile for documentation

2000-10-31 19:32  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* Docs/doxygen.cfg (1.1):

	Added Doxygen configuration file

2000-10-20 18:43  Ferdinando Ametrano <nando AT ametrano DOT net>

	* Readme.txt (1.1):

	to be improved

2000-10-20 10:43  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* LICENSE.TXT (1.1):

	License file

2000-10-20 10:11  Luigi Ballabio <luigi.ballabio AT statpro.com>

	* 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 <luigi.ballabio AT statpro.com>

	* 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

