[Rquantlib-commits] r291 - in pkg/RQuantLib: . inst

Wed Aug 4 05:14:04 CEST 2010

Author: edd
Date: 2010-08-04 05:14:03 +0200 (Wed, 04 Aug 2010)
New Revision: 291

Modified:
   pkg/RQuantLib/DESCRIPTION
   pkg/RQuantLib/inst/ChangeLog
Log:
release 0.3.3


Modified: pkg/RQuantLib/DESCRIPTION
===================================================================

--- pkg/RQuantLib/DESCRIPTION	2010-08-03 18:12:42 UTC (rev 290)
+++ pkg/RQuantLib/DESCRIPTION	2010-08-04 03:14:03 UTC (rev 291)
@@ -1,6 +1,6 @@
 Package: RQuantLib
 Title: R interface to the QuantLib library
-Version: 0.3.2.3
+Version: 0.3.3
 Date: $Date$
 Maintainer: Dirk Eddelbuettel <edd at debian.org>
 Author: Dirk Eddelbuettel <edd at debian.org> and Khanh Nguyen <knguyen at cs.umb.edu>

Modified: pkg/RQuantLib/inst/ChangeLog
===================================================================
--- pkg/RQuantLib/inst/ChangeLog	2010-08-03 18:12:42 UTC (rev 290)
+++ pkg/RQuantLib/inst/ChangeLog	2010-08-04 03:14:03 UTC (rev 291)
@@ -1,3 +1,7 @@
+2010-08-03  Dirk Eddelbuettel  <edd at debian.org>
+
+	* DESCRIPTION: Release 0.3.3
+
 2010-08-02  Dirk Eddelbuettel  <edd at debian.org>
 
 	* inst/unitTests/runit.options.R: Updated asian option test for
@@ -387,18 +391,20 @@
 	* 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.	  
+	* 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 at 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 at debian.org>
 
-	* Preparing release 0.2.0 regrouping the numerous changes -- 
+	* 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 at DecisionSynergy.com>
@@ -411,7 +417,7 @@
 	  modified discount.cpp and bermudan.cpp to use it.
 
 	* src/Rcpp.hpp: Header files for latter.
-	
+
 2005-10-03  Dominick Samperi <dsamperi at DecisionSynergy.com>
 
 	* inst/Boost-License.txt, inst/QuantLib-License.txt: License files
@@ -420,22 +426,22 @@
 	* 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 
+
+	* 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 
+	  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 
+
+	* 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.
@@ -449,7 +455,7 @@
 	  new definitions for Windows.
 
 	* Changed: suffix .cc to .cpp, and .h to .hpp.
-	
+
 2005-09-16  Dirk Eddelbuettel  <edd at debian.org>
 
 	* demo/OptionSurfaces.R: added demo with OpenGL visualizations
@@ -460,20 +466,19 @@
 
 	* Release 0.1.13 matching the new QuantLib 0.3.10 release
 
-	* Implied volatilies are back! 
+	* 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 
+	  not see with gcc/g++ 3.2) has disappeared, so the
 	  corresponding code has been reactivated.
-	* BinaryOptionImpliedVolatility() is also back 
+	* BinaryOptionImpliedVolatility() is also back
 
 	* src/*.cc, R/*.R: Removed a lot of commented-out code
-	
 
 2005-04-26  Dirk Eddelbuettel  <edd at 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:
@@ -488,15 +493,15 @@
 	* 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 
+	* 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 
-	
+	* 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 at debian.org>
 
 	* Release 0.1.10
@@ -504,7 +509,7 @@
 	* 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
@@ -528,20 +533,19 @@
 
 	* Release 0.1.8
 
-	* src/{barrier_binary,implieds,utils,vanilla}.cc: Updated to the 
+	* 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 at debian.org>
 
 	* Release 0.1.7
 
-	* src/barrier_binary.cc: 
+	* 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
@@ -550,13 +554,13 @@
 	  -- 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 at debian.org>
 
 	* Release 0.1.6
@@ -570,23 +574,23 @@
 
 	* R/{option,implied}.R: generic/method consistency improved
 	  following heads-up, and subsequent help, from BDR. Thanks!
-	
+
 2003-03-25  Dirk Eddelbuettel  <edd at 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 at debian.org>
 
-	* Release 0.1.3 
+	* Release 0.1.3
 
 	* R/*.R: Added PACKAGE="RQuantLib" to .Call() as suggested by Kurt
 
@@ -601,12 +605,12 @@
 
 2002-11-11  Dirk Eddelbuettel  <edd at debian.org>
 
-	* Release 0.1.1 
+	* Release 0.1.1
 
 	* Added barrier option
 
 	* Several small corrections and completions to documentation
-	  
+
 2002-02-25  Dirk Eddelbuettel  <edd at debian.org>
 
 	* Initial 0.1.0 release

