ChangeLog

2014-12-03  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Bump dev version, add Suggests: shiny

	* .travis.yml: Add shiny as Suggests: are needed by R CMD check

	* inst/shiny/DiscountCurve/ui.R: UI part of simple shiny app
	* inst/shiny/DiscountCurve/server.R: Server part of shiny app

	* demo/ShinyDiscountCurves.R: New demo() wrapper for shiny app

2014-12-01  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.4.0
	* DESCRIPTION: Update to note we need QL 1.4.0 or later

	* configure.ac: Mark as 0.4.0, allow for newer g++ versions
	* configure: Rebuilt

2014-11-29  Dirk Eddelbuettel  <edd@debian.org>

	* inst/NEWS.Rd: Expanded reflecting changes since last release

2014-11-27  Dirk Eddelbuettel  <edd@debian.org>

	* inst/NEWS.Rd: Added -- better late than never

	* man/Calendars.Rd: Add documentation for advanceDate

	* man/Schedule.Rd: Add standard reference to QuantLib to the
	details section (which was empty)

2014-11-07  Dirk Eddelbuettel  <edd@debian.org>

	* .travis.yml: Call via travis_wait to allow for potential timeout

	* NAMESPACE: Also export advanceDate()

2014-11-07 Michele Salvadore <michele.salvadore@gmail.com>

	* DESCRIPTION: New minor version
	* NAMESPACE: Export Schedule
	* R/schedule.R: Added Schedule function to expose the QuantLib::Schedule to R
	* man/schedule.Rd: Ditto
	* src/schedule.cpp: Ditto

2014-10-30  Dirk Eddelbuettel  <edd@debian.org>

	* NAMESPACE: Tighten exportPattern for .default as suggested by Bill Dunlap

2014-10-29  Michele Salvadore <michele.salvadore@gmail.com>

	* R/bond.R: Added a price parameter to FixedRateBond to calculate based on clean price
	* src/bonds.cpp: new function wrapping price based calculation
	* man/Bond.Rd: updated documentation and examples
	* man/FixedRateBond.Rd: Ditto
	* tests/RQuantLib.R: Corresponding test update
	* tests/RQuantLib.Rout.save: Ditto

2014-10-27  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: New minor version

	* src/bonds.cpp: Remove last SEXP instances in function interfaces
	* src/hullwhite.cpp: Idem
	* src/utils.cpp: Idem

	* inst/include/rquantlib_internal.h: Updated accordingly

2014-10-26  Dirk Eddelbuettel  <edd@debian.org>

	* src/discount.cpp: Curve exported in 'table' object now advances by
	roughly one business months, also switched to using STL containers
	grown and then exported back to R

	* inst/include/rquantlib_internal.h: Declare advanceDate() function

	* man/Bond.Rd: Re-set evaluation date in bond example

2014-10-25  Dirk Eddelbuettel  <edd@debian.org>

	* inst/unitTests/runit.dates.R: R side of new date conversion tests
	* inst/unitTests/cpp/dates.cpp: C++ side of new date conversion tests

	* R/unitTest.R: Added new support function unitTestSetup()

	* NAMESPACE: Also import sourceCpp from Rcpp

2014-10-24  Dirk Eddelbuettel  <edd@debian.org>

	* src/bonds.cpp: Use the calendar from the RQL context
	* src/zero.cpp: Ditto

2014-10-23  Dirk Eddelbuettel  <edd@debian.org>

	* src/dates.cpp (advanceDate): Use a calendar from the RQL context

2014-10-22  Dirk Eddelbuettel  <edd@debian.org>

	* inst/include/rquantlib_impl.h: New header with implementations for
	as<>() and wrap(), currently only for Date mapping between QL and R
	* inst/include/rquantlib_wrappers.h: Reduced to declarations only

	* inst/include/RQuantLib.h: Include new header rquantlib_impl.h if
	and only if a #define is set accordingly

	* src/dates.cpp: Include new header rquantlib_impl.h to have it in
	default build for package just once

	* R/inline.R (CFlags): Plugin builds set the #define for new header file

2014-10-20  Dirk Eddelbuettel  <edd@debian.org>

	* man/DiscountCurve.Rd: Do not include two-year swap ("s2y") in curve
	parameters, and correct evaluation date -- with thanks to Luigi Ballabio
	* man/Bond.Rd: Ditto

2014-10-18  Dirk Eddelbuettel  <edd@debian.org>

	* inst/unitTests/runit.options.R: Skip AsianOption() test on Windows

2014-10-17  Dirk Eddelbuettel  <edd@debian.org>

	* src/Makevars.in: Add OpenMP support (conditional on R having it)

	* configure.ac: Renamed from configure.in; also updated check for
	QuantLib to ensure version 1.4.0 or later is used

	* inst/unitTests/runit.calendar.R (test.isBusinessDay): adjust parens

2014-10-15  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: New minor version

	* src/dates.cpp: New place for as<> and wrap() for Quantlib::Date
	* inst/include/RQuantLib.h: No longer include rquantlib_wrappers.h

	* src/Makevars.win: Add -fpermissive to cope with a 'long long'
	conversion, also enable support for OpenMP on Windows

2014-10-15  Michele Salvadore <michele.salvadore@gmail.com>

	* src/bonds.cpp: Updated FixedRateBond() to better match the function
	signature in the QuantLib library while making it more flexible
	* src/utils.cpp:
	* bond.R: Ditto

	* man/Bond.Rd: Updated accordingly
	* man/FixedRateBond.Rd: Ditto

	* tests/RQuantLib.R: Corresponding test update
	* tests/RQuantLib.Rout.save: Ditto

2014-10-14  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Added minor version, shorter Description

2014-10-13  Michele Salvadore <michele.salvadore@gmail.com>

	* src/bonds.cpp: Fixed-income functionality cleanup
	* src/utils.cpp: Ditto
	* R/bonds.R: Ditto

	* man/Bond.Rd: Corresponding documentation update
	* man/BondUtilities.Rd: Ditto
	* man/CallableBond.Rd: Ditto
	* man/ConvertibleBond.Rd: Ditto
	* man/Enum.Rd: Ditto
	* man/FixedRateBond.Rd: Ditto
	* man/FloatingRateBond.Rd: Ditto
	* man/ZeroCouponBond.Rd: Ditto

	* tests/RQuantLib.R: Corresponding test update
	* tests/RQuantLib.Rout.save: Ditto

2014-06-16  Dirk Eddelbuettel  <edd@debian.org>

	* inst/QuantLib_LICENSE.TXT: Renamed from QuantLib-License.txt per
	CRAN request
	* inst/Boost_LICENSE.TXT: Renamed from Boost-License.txt for symmetry

2014-05-28  Dirk Eddelbuettel  <edd@debian.org>

	* R/asian.R: Set default values for first, length and fixing used for
	arithemtic asian options
	* man/asian.Rd: Update documentation

	* src/asian.cpp: For arithmetic option, check parameters first,
	length and fixings

	* src/asian.cpp (asianOptionEngine): Use NA not NaN on missing greeks
	* src/barrier_binary.cpp (barrierOptionEngine): Idem

	* tests/RQuantlib.Rout.save: Updated accordingly

2014-05-20  Dirk Eddelbuettel  <edd@debian.org>

	* src/utils.cpp: Converted three more functions interfaces
	* src/bonds.cpp: Idem
	* inst/include/rquantlib_internal.h: Idem

2014-05-18  Dirk Eddelbuettel  <edd@debian.org>

	* src/utils.cpp: Change getIborIndex and getFlatCurve to use List
	* src/bonds.cpp: Idem
	* inst/include/rquantlib_internal.h: Idem

2014-05-17  Dirk Eddelbuettel  <edd@debian.org>

	* src/utils.cpp: Change getSchedule to use List argument
	* inst/include/rquantlib_internal.h: Idem

2014-04-06  Dirk Eddelbuettel  <edd@debian.org>

	* src/utils.cpp (buildTermStructure): Simplified interface
	* inst/include/rquantlib_internal.h: Corresponding declation
	* src/bonds.cpp: Use simpler interface to builtTermStructure()

2014-04-05  Dirk Eddelbuettel  <edd@debian.org>

	* src/bonds.cpp: Finishing conversion to Rcpp Attributes
	* R/bond.R: More corresponding changes

	* src/utils.cpp: Retire getDoubleVector() helper
	* src/bonds.cpp: Corresponding adjustments
	* R/bond.R: Idem
	* man/bond.Rd: Use vector() for empty vector
	* man/FloatingRateBond.Rd: Idem
	* tests/RQuantLib.R*: Idem

2014-04-04  Dirk Eddelbuettel  <edd@debian.org>

	* src/bonds.cpp: More Rcpp Attributes
	* R/bond.R: More corresponding changes

2014-04-03  Dirk Eddelbuettel  <edd@debian.org>

	* src/bonds.cpp: More Rcpp Attributes
	* R/bond.R: More corresponding changes

2014-04-02  Dirk Eddelbuettel  <edd@debian.org>

	* src/bonds.cpp: More Rcpp Attributes
	* R/bond.R: More corresponding changes

2014-04-01  Dirk Eddelbuettel  <edd@debian.org>

	* src/bonds.cpp: Partially changed to use Rcpp Attributes
	* R/bond.R: Corresponding changes

2014-03-31  Dirk Eddelbuettel  <edd@debian.org>

	* src/curves.cpp: Some updates reflecting newer Rcpp

2014-03-30  Dirk Eddelbuettel  <edd@debian.org>

	* src/vanilla.cpp: Changed to use Rcpp Attributes
	* R/option.R: Changed calls accordingly
	* R/arrays.R: Idem
	* man/AmericanOption.Rd: Updated as param. list no longer returned
	* man/EuropeanOption.Rd: Idem

2014-03-29  Dirk Eddelbuettel  <edd@debian.org>

	* src/implieds.cpp: Changed to use Rcpp Attributes
	* R/implieds.R: Changed calls accordingly
	* man/AmericanOptionImpliedVolatility.Rd: Updated
	* man/EuropeanOptionImpliedVolatility.Rd: Updated

2014-03-28  Dirk Eddelbuettel  <edd@debian.org>

	* src/bermudan.cpp: Changed to use Rcpp Attributes
	* R/bermudan.R: Changed call accordingly

	* src/bermudan.cpp: Updated copyright header with gnu.org URL
	* R/bermudan.R: Idem

2014-03-27  Dirk Eddelbuettel  <edd@debian.org>

	* src/hullwhite.cpp: Changed to use Rcpp Attributes
	* R/hullWhiteCalibration.R: Changed call accordingly

	* src/hullwhite.cpp:  Updated copyright header with gnu.org URL
	* R/hullWhiteCalibration.R: Idem

	* .travis.yml: Revert to main repo now that pull request is in

2014-03-26  Dirk Eddelbuettel  <edd@debian.org>

	* src/discount.cpp: Changed to use Rcpp Attributes
	* R/discount.R: Changed call in default methods accordingly

	* src/discount.cpp: Updated copyright header with gnu.org URL
	* R/discount.R: Idem

2014-03-25  Dirk Eddelbuettel  <edd@debian.org>

	* src/barrier_binary.cpp: Changed to use Rcpp Attributes
	* R/implied.R: Changed call in default methods accordingly
	* R/option.R: Idem
	* man/BarrierOption.Rd: Updated as param. list no longer returned
	* man/BinaryOption.Rd: Idem
	* man/BinaryOptionImpliedVolatility.Rd: Idem

	* src/barrier_binary.cpp: Updated copyright header with gnu.org URL
	* R/implied.R: Idem
	* R/option.R: Idem

2014-03-24  Dirk Eddelbuettel  <edd@debian.org>

	* src/asian.cpp: Changed to use Rcpp Attributes
	* R/asian.R: Changed call in default method accordingly
	* man/asian.Rd: Updated as parameter list no longer returned

	* src/asian.cpp: Updated copyright header with gnu.org URL
	* R/asian.R: Idem

	* inst/unitTests/runit.calendar.R: Corrected mode

2014-03-23  Dirk Eddelbuettel  <edd@debian.org>

	* src/zero.cpp: Changed to use Rcpp Attributes

2014-03-22  Dirk Eddelbuettel  <edd@debian.org>

	* src/calendars.cpp: Changed to use Rcpp Attributes
	* src/daycounter.cpp: Idem

	* R/calendars.R: Commented-out / adapted as RcppExports.R takes over
	* R/dayCounter.R: Commented-out as RcppExports.R takes over

	* man/Calendars.Rd: Minor adjustments to documentation of default argument

	* src/rquantlib.h: Moved from inst/include to avoid lower / uppercase
	clash; this header really is an internal definition header; sources
	the content formerly in quantlib.h
	* inst/include/rquantlib_internal.h: Formerly known as rquantlib.h

	* inst/include/rquantlib_wrappers.h (Rcpp): Moved definition of as<>
	and wrap for Date and DateVector here to be read by plugin; added
	definitions for vector of dates

	* src/rquantlib: New as<> and wrap converters for DateVector

	* src/bermudan.cpp: Use as<> and wrap converters for Date and DateVector
	* src/bonds.cpp: Idem
	* src/calendars.cpp: Idem
	* src/daycounter.cpp: Idem
	* src/discount.cpp: Idem
	* src/hullwhite.cpp: Idem
	* src/utils.cpp: Idem
	* src/zero.cpp: Idem

	* src/utils.cpp: Retire old dateFromR() converter replaces by as<>

	* inst/include/RQuantLib.h: Also include 'wrapper' header for converters

	* R/inline.R (inlineCxxPlugin): Plugin reads header RQuantLib.h

2014-03-21  Dirk Eddelbuettel  <edd@debian.org>

	* src/utils.cpp: Added as<> and wrap conversion for QuantLib::Date

	* src/dates.cpp (advanceDate): Added simple test date function, also
	uses Rcpp Attributes as a first test case

	* inst/include/RQuantLib.h: Added and edited to allow inclusion of
	actual rquantlib.h header via RcppExports

2014-03-20  Dirk Eddelbuettel  <edd@debian.org>

	* src/bonds.cpp (FittedBondCurve): Converted from deprecated
	FixedRateBondHelper to BondHelper with a FixedRateBond

2014-03-16  Dirk Eddelbuettel  <edd@debian.org>

	* src/calendars.cpp: Applied patch by Danilo Dias da Silva to support
	more calendars by adding more than two dozen new identifiers

	* man/Calendars.Rd: Updated accordingly

2014-03-09  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.3.12

	* man/FittedBondCurve.Rd: Test for suggested package zoo before use

2014-03-08  Dirk Eddelbuettel  <edd@debian.org>

	* configure: Updated for Rcpp 0.11.0 and later
	* configure.in: Idem

	* src/Makevars.win: Updated for Rcpp 0.11.0 and later

	* R/inline.R (.onLoad): Set a default value of NULL for the QL libs
	and headers, and only override if either the corresponding env.vars
	are set are the quantlib-config script can be found

	* R/inline.R: Only supply LdFlags() and CFlags() results if stored
	values are non-null

2014-02-05  Dirk Eddelbuettel  <edd@debian.org>

	* R/inline.R (.onLoad): No longer need to add LdFlags() from Rcpp to
	PKG_LIBS when preparing ql_libs.
	* R/inline.R (inlineCxxPlugin): Rcpp.plugin.maker() can now be called
	directly as it is imported from Rcpp

	* DESCRIPTION: Add a requirement for Rcpp 0.11.0 or later

	* NAMESPACE: Import Rcpp.plugin.maker from Rcpp

2014-01-26  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.3.11

	* R/inline.R: For now, revert to using Rcpp:::Rcpp.plugin.maker() as
	only unreleased Rcpp exports this right now; will use '::' later

2014-01-15  Dirk Eddelbuettel  <edd@debian.org>

	* src/utils.cpp: Make the epoch-offset between QL and R an internal
	const here, rather than accessing it from R's Date class

	* DESCRIPTION: Update Depends and Imports relationships

	* R/inline.R: Call Rcpp::LdFlags() now that it is exported
	* R/inline.R: Idem for Rcpp::Rcpp.plugin.maker()

	* man/AsianOption.Rd: Indent to less that 90 columns
	* man/BinaryOption.Rd: Idem
	* man/BondUtilities.Rd: Idem
 	* man/Calendars.Rd: Idem
	* man/EuropeanOptionArrays.Rd: Idem
	* man/FixedRateBond.Rd: Idem
	* man/ImpliedVolatility.Rd: Idem

	* R/mod.R: Do not attempt to load modules for now

2013-05-26  Dirk Eddelbuettel  <edd@debian.org>

	* R/inline.R: Adding a plugin for use by Rcpp attribute or inline

	* inst/include/rquantlib.h: Moved from src/ to expose the RQuantLib
	API for use by the plugin (and the header file / API needs to be
	properly defined; this file is probably too large)

	* src/Makevars.in: Adjust for header file move
	* src/Makevars.win: Idem

2013-02-17  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.3.10

	* man/Bond.Rd: Use a flat discount curve in example
	* man/DiscountCurve.Rd: Idem
	* man/FixedRateBond.Rd: Idem
	* man/FLoatingRateBond.Rd: Idem
	* man/ZeroCouponBond.Rd: Idem

	* R/arrays.R (plotOptionSurface): Use explicit `rgl::' prefix for all
	functions from the rgl package to suppress spurious codetools warning

	* demo/OptionSurfaces.R: Reindented

	* cleanup: Simplified and updated

2012-12-02  Dirk Eddelbuettel  <edd@debian.org>

	* src/discount.cpp (DiscountCurve): R-devel on Windows now longer
	likes a data.frame instantiation here, so passing back as list and ...
	* R/discount.R (DiscountCurve.default): ... making it a data.frame here.

2012-12-01  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.3.9

	* src/vanilla.cpp (AmericanOption): Support engine choice, adding
	"CrankNicolson" to the default "BaroneAdesiWhaley" as the former adds
	delta + gamma -- thanks to Bryan Lewis for the suggestion
	* R/option.R: Support new the new 'engine' option
	* man/AmericanOption.Rd: Document new 'engine' option

	* src/bonds.cpp: Remove remaining std::cout use
	* src/curve.cpp: Idem
	* src/zero.cpp: Idem

2011-12-27  Dirk Eddelbuettel  <edd@debian.org>

	* src/Makevars.win: Add -I"$(BOOSTLIB)" which is what other CRAN
	packages depending on Boost do

2011-09-11  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.3.8

2011-09-10  Dirk Eddelbuettel  <edd@debian.org>

	* R/dayCounter.R: Added new function 'setEvaluationDate' as a simple
	pass-through function to set a date as the QuantLib evaluation date
	* src/daycounter.cpp: C++ part of setEvaluationDate()
	* man/Calendars.Rd: Documentation for setEvaluationDate()

2011-09-09  Dirk Eddelbuettel  <edd@debian.org>

	* src/discount.cpp (DiscountCurve): Cache the (global) value of
	  QuantLib::Settings::instance().evaluationDate() and reset it at end,
	  with thanks to Helmut Heiming for the bug report.

2011-05-02  Dirk Eddelbuettel  <edd@debian.org>

	* configure.in: If g++ version 4.6 or newer is detected, add the
	-fpermissive option (which was also required in a Debian-only fix
	release of 0.3.7 which was made today)

2011-04-04  Dirk Eddelbuettel  <edd@debian.org>

	* src/Makevars.win: Simplified using lib${R_ARCH}

2011-04-03  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.3.7

	* man/ConvertibleBond.Rd: Commented-out URLs with 70+ character
	length as they trigger a bug when the corresponding latex manual is
	typeset with the a4 style file. Thanks to Uwe Ligges for spotting this.
	* man/Enum.Rd: Idem
	* man/FittedBondCurve.Rd: Idem

	* src/Makevars.win: Adjust link command to '-lQuantLib', and support
	32 and 64 bit builds of the QuantLib library

2011-02-21  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.3.6

	* src/bermudan.cpp: Added two explicit casts to double scalar
	* src/utils.cpp: Idem

2010-11-15  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.3.5

	* DESCRIPTION: Added RUnit to Suggests:

	* src/bonds.cpp: Use std::vector< RelinkableHandle < Quote > > to
	store a vector of quotes, rather than a variable length array which
	g++ -pedantic and the ISO C++ standard both dislike
	* src/zero.cpp: Idem

	* man/Calendars.Rd: Folded manual pages adjust.Rd, advance.Rd,
	businessDaysBetween.Rd, dayCount.Rd, yearFraction into this.

	* man/ConvertibleBond.Rd: Folded manual pages
	ConvertibleFixedCouponBond.Rd, ConvertibleFloatingCouponBond.Rd, and
	ConvertibleZeroCouponBond.Rd into this one.

	* man/FixedRateBond.Rd: Folded manual pages FixedRateBondYield.Rd
	FixedRateBondPriceByYield.Rd into this one.

	* man/ZeroCouponBond.Rd: Folded manual pages ZeroPriceByYield.Rd
	and ZeroYield.Rd into this one.

	* tests/RQuantlib.Rout.save: Updated to results from running against
	QuantLib 1.0.1 which affected one yield computation at the third
	decimal, as well as one date calculation.

2010-11-01  Dirk Eddelbuettel  <edd@debian.org>

	* man/AmericanOption.Rd: Correction to how generics are documented
	* man/AmericanOptionImpliedVolatility.Rd: Idem
	* man/BarrierOption.Rd: Idem
	* man/BinaryOptionImpliedVolatility.Rd: Idem
	* man/BinaryOption.Rd: Idem
	* man/EuropeanOptionImpliedVolatility.Rd: Idem
	* man/EuropeanOption.Rd: Idem
	* man/Bond.Rd: Idem
	* man/CallableBond.Rd: Idem
	* man/ConvertibleFixedCouponBond.Rd: Idem
	* man/ConvertibleFloatingCouponBond.Rd: Idem
	* man/ConvertibleZeroCouponBond.Rd: Idem
	* man/FixedRateBondPriceByYield.Rd: Idem
	* man/FixedRateBond.Rd: Idem
	* man/FixedRateBondYield.Rd: Idem
	* man/FloatingRateBond.Rd: Idem
	* man.ImpliedVolatility.Rd: Idem
	* man/Option.Rd: Idem
	* man/ZeroCouponBond.Rd: Idem
	* man/ZeroPriceByYield.Rd: Idem
	* man/ZeroYield.Rd: Idem

	* R/bond.R: Standardised generics

	* DESCRIPTION: Added Suggests: zoo

2010-08-09  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.3.4

	* src/rquantlib.h: No longer use 'using namespace QuantLib'
	* src/asian.cpp: Switch to explicitly reference all QuantLib objects
	* src/barrier_binary.cpp: Idem
	* src/bermudan.cpp: Idem
	* src/bonds.cpp: Idem
	* src/calendars.cpp: Idem
	* src/curves.cpp: Idem
	* src/daycounter.cpp: Idem
	* src/discount.cpp: Idem
	* src/hullwhite.cpp: Idem
	* src/implieds.cpp: Idem
	* src/utils.cpp: Idem
	* src/vanilla.cpp: Idem
	* src/zero.cpp: Idem

2010-08-07  Dirk Eddelbuettel  <edd@debian.org>

	* R/arrays.R: Rewrote EuropeanOptionArrays() to have vectorisation on
	the C++ side rather than in R; external interface unchanged and the
	old implementation is still available as a fallback if needed
	* src/vanilla.cpp: New function EuropeanOptionArrays() looping over a
	grid defined by vectors of any two of the six possible numeric inputs
	* man/EuropeanOptionArrays.Rd: Updated accordingly

	* R/arrays.R: New function plotOptionSurface() (from existing demo)
	* man/EuropeanOptionArrays.Rd: Added documentation

	* src/*cpp: Drop QL_ prefix from functions called from R
	* R/*: Drop QL_ prefix in functions called by .Call()

2010-08-06  Dirk Eddelbuettel  <edd@debian.org>

	* src/rquantlib.hpp: Renamed to rquantlib.h to suppress a warning
	in the upcoming R release (as requested by Kurt Hornik)
	* src/*.cpp: Adjust to '#include <rquantlib.h>' instead

2010-08-03  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.3.3

2010-08-02  Dirk Eddelbuettel  <edd@debian.org>

	* inst/unitTests/runit.options.R: Updated asian option test for
	arithmetic averaging based on QuantLib's test-suite code
	* R/asian.R: Removed two unused parameters, updated use of maturity
	used only for geometric averaging
	* man/asian.Rd: Corresponding manual page update

        * src/Makevars.win: Simplified Makefile.win into Makevars.win and
	updated to e.g. the new sub-arch path for Rscript.exe

2010-07-05  Khanh Nguyen  <knguyen@cs.umb.edu>

	* src/asian.cpp: Added arithmetic average case
	* R/asian.R: Idem
	* man/asian.Rd: Idem

2010-06-30  Dirk Eddelbuettel  <edd@debian.org>

	* inst/unitTests/runit.calendar.R: Beginnings of calendar unit tests

2010-06-23  Dirk Eddelbuettel  <edd@debian.org>

	* src/*: Converted remainder of code to new Rcpp API

2010-06-20  Dirk Eddelbuettel  <edd@debian.org>

	* R/calendar.R: New helper function setCalendarContext()
	setting calendar, fixingDays and settleDate
	* src/calendar.cpp: Implementation, setting RQLContext
	* man/setCalendarContext.Rd: Documentation

	* src/bermudan.cpp: take calendar info from RQLContext
	* src/discount.cpp: idem
	* src/utils.cpp: idem

	* src/*.cpp: Some minor cleanup and reindentation,
	  ensure Settings::instance().evaluationDate() is set

2010-06-19  Dirk Eddelbuettel  <edd@debian.org>

	* src/bonds.cpp: Converted to new API

	* src/utils.cpp: Factored-out utility functions from bonds.cpp
	* src/rquantlib.hpp: Declarations for new utility functions
	* src/bonds.cpp: Some refactoring

2010-06-18  Dirk Eddelbuettel  <edd@debian.org>

	* src/bonds.cpp: Converted to new API

2010-06-17  Dirk Eddelbuettel  <edd@debian.org>

	* src/curves.cpp: Converted to new API
	* src/discount.cpp: Idem
	* src/hullwhite.cpp: Idem
	* src/bermudan.cpp: Idem

2010-06-16  Dirk Eddelbuettel  <edd@debian.org>

	* src/utils.cpp: Added simple getOptionType() helper
	* src/rquantlib.hpp: Added simple getOptionType() helper definition
	* src/*cpp: Use getOptionType()

	* src/asian.cpp: Converted to new API
	* src/barrier_binary.cpp: Idem
	* src/implieds.cpp: Idem
	* src/cbond.cpp: Idem
	* src/daycounter.cpp: Idem
	* src/zero.cpp: Idem

2010-06-15  Dirk Eddelbuettel  <edd@debian.org>

	* src/vanilla.cpp: Converted to new API

2010-06-14  Dirk Eddelbuettel  <edd@debian.org>

	* src/calendars.cpp: Yet more simplification from "new" Rcpp API
	* R/calendars.R: Simpler too as we get simpler result objects back

2010-06-12  Dirk Eddelbuettel  <edd@debian.org>

	* src/calendars.cpp: More code simplification using "new" Rcpp API

	* src/utils.cpp: Add Brazil + South Korea to getCalendar()
	* src/calendars.cpp: Move getCalendar() into this file

2010-06-11  Dirk Eddelbuettel  <edd@debian.org>

	* src/calendars.cpp: Simplified code by using more of Rcpp's new API
	* DESCRIPTION: Encode "Rcpp (>= 0.8.2.2)" aka current SVN

	* DESCRIPTION: Switch to 'LinkingTo: Rcpp'
	* configure.in: No longer need CxxFlags for Rcpp thanks to LinkingTo
	* src/Makefile.win: Idem

2010-06-09  Dirk Eddelbuettel  <edd@debian.org>

	* man/DiscountCurve.Rd: Uncomment futures entries as there are
	numerical issues (in QuantLib) with the spline curve fit when present

2010-04-29  Dirk Eddelbuettel  <edd@debian.org>

	* src/*.cpp: Suppress a few g++ warnings

	* src/calendar.cpp: Added South Korea and Brazil

2010-04-21  Dirk Eddelbuettel  <edd@debian.org>

	* inst/unitTests/runitOptions.R: Updated binary option test

2010-04-05  Khanh Nguyen  <knguyen@cs.umb.edu>

	* R/hullWhiteCalibration.R: added Hull-White calibration
	* src/hullwhite.cpp: added Hull-White calibration

2010-02-12  Khanh Nguyen  <knguyen@cs.umb.edu>

	* R/*,src/*: Remove some deprecated fixed income code
	* tests/*: Remove corresponding tests

2010-01-23  Dirk Eddelbuettel  <edd@debian.org>

	* NAMESPACE: Some small cleanups

2010-01-22  Khanh Nguyen <knguyen@cs.umb.edu>

	* NAMESPACE: Added, filled with functions and methods

	* R/*Bond.R: add default values to bond functions, especially the date
	parameters (dayCounter, settlement days, compounding frequency,..)
	so that it is less confusing when using the functions.
	* man/*Bond.Rd: idem
	* New examples that use default values for bonds.

2010-01-14  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.3.2 which works with QuantLib 0.9.9
	  (as well as with the brand-new first beta for QuantLib 1.0.0)

	* src/Makefile.win: Keep QL 0.9.9 hard-coded until 1.0.0 is out

2010-01-14  Khanh Nguyen <knguyen@cs.umb.edu>

	* pkg/R/calendars.R: Fix generic function issue with advance

	* src/dayCounter.cpp: Added dayCounter functions
	* pkg/R/dayCounter.R: idem
	* man/dayCount.R: idem
	* man/yearFraction.R: idem
	* man/advance.R: idem

2010-01-13  Dirk Eddelbuettel  <edd@debian.org>

	* src/asian.cpp: updated for Rcpp (>= 0.7.0), switched to explicit
	  Rf_error() and Rf_length() where needed with R_NO_REMAP defined
	* src/barrier_binary.cpp: idem
	* src/bermudan.cpp: idem
	* src/bonds.cpp: idem
	* src/discount.cpp: idem
	* src/implieds.cpp: idem
	* src/rquantlib.hpp: idem
	* src/utils.cpp: idem
	* src/vanilla.cpp: idem
	* DESCRIPTION: Depends on Rcpp (>= 0.7.0)

2010-01-12  Khanh Nguyen <knguyen@cs.umb.edu>

	* src/calendars.cpp: Add new calendaring functionality
	* src/calendars.hpp: idem
	* R/calendars.R: idem
	* man/endOfMonth.Rd: idem
	* man/isHoliday.Rd: idem
	* man/holidayList.Rd: idem
	* man/businessDaysBetween.Rd: idem
	* man/adjust.Rd: idem
	* man/isEndOfMonth.Rd: idem
	* man/isWeekend.Rd: idem

2009-12-12  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.3.1 for QuantLib 0.9.9

	* src/Makefile.win: Update to QL 0.9.9 as well

2009-11-02  Dirk Eddelbuettel  <edd@debian.org>

	* man/*.Rd: Commented-out a few empty sections as noticed by R 2.10.0
	* man/*.Rd: Update the curve data for the curve examples using data
	  from QuantLib's Examples/Swap/swapvaluation.cpp; with QuantLib
	  0.9.9 all numerical issues appear to be gone
	* man/*.Rd: Some minor white-space changes

	* src/*cpp: Small updates for QuantLib 0.9.9:
	  - FDEuropeanEngine now needs a template argument for the scheme,
 	    current default is CrankNicholson
	  - NULL_RateHelper construct no longer works, so we test the return
	    from getRateHelper() via ptr.get() == NULL 

2009-10-16  Dirk Eddelbuettel  <edd@debian.org>

	* man/DiscountCurve.Rd: Change as per QL 0.9.7's Swap/swapvaluation.cpp

2009-09-06  Dirk Eddelbuettel  <edd@debian.org>

	* src/Makefile.win: Small rewrite to automatically build over all
	  included .cpp files and some other fixes

2009-09-05  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.3.0 reflecting all the excellent
	  Google Summer of Code 2009 work by Khanh Nguyen as well
	  as other small enhancements

	[ Changes by Khanh Nguyen below ]

	* R/bond.R: Added pricing functionality for various new instrument
	* R/discount.R: Idem
	* src/bonds.cpp: Idem
	* src/discount.cpp: Idem
	* src/utils.cpp: Idem

	* man/Bond.Rd: Added documentaiont for new functions
	* man/CallableBond.Rd: Idem
	* man/ConvertibleFixedCouponBond.Rd: Idem
	* man/ConvertibleFloatingCouponBond.Rd: Idem
	* man/ConvertibleZeroCouponBond.Rd: Idem
	* man/Enum.Rd: Idem
	* man/FittedBondCurve.Rd: Idem
	* man/FixedRateBond.Rd: Idem
	* man/FixedRateBondCurve.Rd: Idem
	* man/FixedRateBondPriceByYield.Rd: Idem
	* man/FixedRateBondYield.Rd: Idem
	* man/FloatingRateBond.Rd: Idem
	* man/ZeroCouponBond.Rd: Idem
	* man/ZeroPriceByYield.Rd: Idem
	* man/ZeroYield.Rd: Idem

	* rests/RQuantLib.R: Added tests for new functions
	* rests/RQuantLib.Rout.save: Added tests ouput for new functions

	[ Changes by Dirk Eddelbuettel below ]

	* man/BondUtilities.Rd: Added documentation for new function

	* R/calendars.R: Add support to access QuantLib calendars from R
	* src/calendars.cpp Idem
	* man/Calendars.Rd: Idem

	* src/bonds.cpp: Small C++ fixes to suppres g++ warnings
	* INDEX: Updated via 'R CMD build --force'
	* inst/QuantLib-License.txt: Updated to version from QL 0.9.7

2009-03-30  Dirk Eddelbuettel  <edd@debian.org>

	* src/{barrier_binary,implied,vanilla}.cpp: More direct
	  initialization of option parameters

	* man/*.Rd: Corrected use of quotes which do not need escapes

2009-03-03  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.2.11, updated for Rcpp 0.6.4

	* src/{*.cpp,rquantlib.hpp}: Updated for Rcpp 0.6.4 and the
	  requirement to explicit reference all object from namespace
	  std, e.g. now use std::string

	* src/*: Updated all copyright notices to 2009

2008-12-04  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.2.10, updated for QL 0.9.7 and Rcpp 0.6.1
	* configure.in: Updated for new scheme of external Rcpp package,
	  added explicit check for Rscript, added some more messages, make
	  sure Rscript is looked for inside R_HOME as well

	* RcppSrc/: removed, we now use Rcpp (>= 0.6.1)
	* configure.win: Just check for QUANTLIB_ROOT variable, no more
	  building of RcppSrc/ as we use the externally supplied Rcpp package
	* R/RcppVersion: removed as Rcpp is no longer include
	* man/RcppVersion.Rd: removed as Rcpp is no longer include
	* src/Makefile.win: Updated to reflect external Rcpp use

	* src/rquantlib.hpp: include Rcpp.h, not .hpp; define dateFromR()
	* src/utils.cpp: Added dateFromR() to deal with different date
	  offsets between R (using the Unix epoch) and QL (using spreadsheet
	  conventions)

	* src/bermudan.cpp: A few small changes related to external Rcpp
	* src/discount.cpp: A few small changes related to external Rcpp

2008-08-09  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.2.9, updated for QL 0.9.6
	* configure.in: Updated for 0.9.6

	* src/curves.cpp: Minor updates for QL 0.9.6 API changes

2008-01-01  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.2.8, updated for QL 0.9.0

	* R/option.R: For BinaryOption, added new arguments 'binType' and
	  'excType' to select the type of Binary (cash, asset or gap) and
	  exercise (european or american).

	* RcppSrc/Rcpp.cpp,src/*cpp: Added const char* casts for Rprintf
	* src/BinaryOptions.cpp: Support new binType and excType arguments
	* src/*cpp: Generally updated for QL 0.9.0 changes
	* src/discount.cpp: New boolean variable flatQuotes

	* man/{BinaryOption,DiscountCurve}.Rd: Updated for new arguments

	* inst/unitTests: Added unit testing using the RUnit package

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

	* DESCRIPTION: Release 0.2.7, updated for QL 0.8.1

	* configure.in: Require QuantLib 0.8.1, and Boost 1.34.0

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

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

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

	* DESCRIPTION: Relase 0.2.6 updated for Quantlib 0.4.0

	* configure.in: Require Quantlib 0.4.0

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

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

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

	* man/*.Rd: Updates to default method docs suggested by Kurt Hornik

2006-11-06  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION: Release 0.2.5 updated for QuantLib 0.3.14

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

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

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

	* configure.in: Tests for QuantLib version 0.3.13

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

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

	* DESCRIPTION: Release 0.2.3 using the new RcppTemplate version 4.2

	* src/*: RcppTemplate is now used for all R/C++ interfaces
	  features from the new RcppTemplate

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

	* Release 0.2.2 once more with thanks to Dominick

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

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

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

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

	* Release 0.2.1 with thanks to Dominick

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

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

	* src/Rcpp.{hpp,cpp},src/{curves,discount,bermudan}.cpp:
	  modified to throw exceptions instead of calling R's error()
	  function.

2005-10-27  Dominick Samperi <dsamperi@DecisionSynergy.com>

	* src/Rcpp.{hpp,cpp}: Some minor adjustments. Moved matrix and
	  vector indexing into header file.

	* src/rquantlib.hpp: Added ifdef to protect against multiple includes.

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

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

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

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

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

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

	* src/Rcpp.hpp: Header files for latter.

2005-10-03  Dominick Samperi <dsamperi@DecisionSynergy.com>

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

	* Windows is now supported using a binary package that does not
	  require the user to install a compiler, Boost, or QuantLib. Had
	  to add Makefile.win, configure.win, etc.

	* R/discount.R: new DiscountCurve function that constructs the
	  spot term structure of interest rates based on
	  market observables like
	  deposit rates, futures prices, FRA rates, and swap rates. Supports
	  the fitting of discount factors, forward rates, or zero coupon
	  rates, using linear, log-linear, and cubic spline interpolation.

	* man/DiscountCurve.Rd: man page for DiscountCurve.

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

	* man/BermudanSwaption.Rd: man page for BermudanSwaption.

	* src/curves.cpp: utility code for curve construction.

	* src/discount.cpp: implements DiscountCurve.

	* src/bermudan.cpp: implements BermudanSwaption.

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

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

	* Changed: suffix .cc to .cpp, and .h to .hpp.

2005-09-16  Dirk Eddelbuettel  <edd@debian.org>

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

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

	* Release 0.1.13 matching the new QuantLib 0.3.10 release

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

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

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

	* Release 0.1.12 matching the upcoming QuantLib 0.3.9 release

	* configure.in: Test for QuantLib >= 0.3.8

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

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

	* Release 0.1.11 matching the new QuantLib 0.3.8 release

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

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

	* src/{barrier_binary.cc,implieds.cc,utils.cc,vanilla.cc}:
	  Renamed BlackScholesStochasticProcess to BlackScholesProcess

	* src/vanilla.cc: Changed Handle to boost::shared_ptr

2004-09-12  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.10

	* Switched to using Boost library as per QuantLin 0.3.7

        * AmericanOption now uses the Barone-Adesi-Whaley approximation

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

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

	* DESCRIPTION: Added SystemRequirements for QuantLib

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

	* Release 0.1.9

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

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

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

	* Release 0.1.8

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

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

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

	* Release 0.1.7

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

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

	* src/utils.cc
	  -- split off from RQuantLib.cc

	* src/vanilla.cc
	  -- rump of RQuantLib.cc, renamed

2003-07-31  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.6

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

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

	* Release 0.1.5

	* R/{option,implied}.R: generic/method consistency improved
	  following heads-up, and subsequent help, from BDR. Thanks!

2003-03-25  Dirk Eddelbuettel  <edd@debian.org>

	* Release 0.1.4

	* data/:  Removed empty directory as suggested by Kurt

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

	* cleanup: Remove temp dir created by autoconf

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

	* Release 0.1.3

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

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

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

	* Release 0.1.2

	* Minor correction to EuropeanOptionArrays manual page indexing

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

	* Release 0.1.1

	* Added barrier option

	* Several small corrections and completions to documentation

2002-02-25  Dirk Eddelbuettel  <edd@debian.org>

	* Initial 0.1.0 release