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 standalon. 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
