Merged R000800-branch into the trunk up to revision 11030

Announce.txt

@@ -2,33 +2,34 @@
 QuantLib is a cross-platform, free/open-source quantitative finance C++
 library for modeling, pricing, trading, and risk management in real-life.
 
-Version 0.4.0 has been released and is available for download at
+Version 0.8.0 has been released and is available for download at
 <http://quantlib.org/download.shtml>.
 See <http://quantlib.org/reference/history.html>
-for a summary of the changes since version 0.3.14.
+for a summary of the changes since version 0.4.0.
 
 QuantLib depends on the Boost library (www.boost.org). You will need a
 working Boost installation in order to compile and use QuantLib.
-Boost 1.31 or later is required; Boost 1.33.1 is suggested.
-Instructions for installing Boost from sources are available at
+Instructions for installing Boost are available at
 <http://www.boost.org/more/getting_started.html>.
-Pre-packaged binaries might be available from other sources. Google is
-your friend (or Debian, or Fink...)
+Boost 1.31 or later is required; Boost 1.33.1 is suggested.
+Boost 1.34.0 is not yet supported on Linux systems due to changes in
+its unit-test framework.
 
-Version 0.4.0 no longer supports the Borland free compiler 5.5 and
-Microsoft Visual C++ 6.0.  If you use one of these compilers and want
-support to continue, you can volunteer for maintaining the necessary
-patches: contact the QuantLib developers for information.
+Version 0.8.0 is the last QuantLib release to support the Metrowerks
+CodeWarrior compiler (which was discountinued by Metrowerks.)  If you
+use such compiler and want support to continue, you can volunteer for
+maintaining the necessary patches: contact the QuantLib developers for
+information.
 
 Python, Ruby, Guile, and MzScheme bindings are available for QuantLib
-0.4.0 as well as experimental Java, C#, Perl, OCaml, and R bindings;
+0.8.0 as well as experimental Java, C#, Perl, OCaml, and R bindings;
 an Excel add-in is also provided. Instructions for download are at
 <http://quantlib.org/download.shtml>.
 
 Please log any problems you have with this release in the SourceForge
 bug tracker at
 <http://sourceforge.net/tracker/?group_id=12740&atid=112740>
-specifying that you're using QuantLib 0.4.0.
+specifying that you're using QuantLib 0.8.0.
 
         The QuantLib group
 

Docs/pages/authors.docs

@@ -10,7 +10,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/config.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/coreclasses.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/currencies.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/datetime.docs

@@ -10,7 +10,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/engines.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/examples.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/findiff.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/fixedincome.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/history.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
@@ -18,7 +18,66 @@
 
 /*! \page history Version history
 
-    <strong>Release 0.4.0 - February 2007</strong>
+    <strong>Release 0.8.0 - May 2007</strong>
+
+    PORTABILITY
+    - Version 0.8.0 is the last QuantLib release to support the
+      Metrowerks CodeWarrior compiler (which was discountinued by
+      Metrowerks.)  If you use such compiler and want support to
+      continue, you can volunteer for maintaining the necessary
+      patches: contact the QuantLib developers for information.
+
+    SOURCE TREE
+    - Files and folders in the source tree have been reorganized
+      (hopefully for th ebetter.) If you only included
+      <ql/quantlib.hpp>, all changes were taken care of for you. if
+      you included specific headers, you might want to check its
+      current location; in particular, all folder names are now
+      lowercase.
+
+    CALENDARS
+    - Added 2007 holidays for Indonesia, Saudi Arabia, and South Korea
+      calendars.
+
+    CASH FLOWS
+    - Added floater range-accrual coupons.
+
+    INDEXES
+    - Added EuriborSwapFixB family.
+
+    INSTRUMENTS
+    - Added capped/floored floating-rate bond. It can also be used for
+      reverse floaters.
+    - Added delta, gamma and theta to binomial option engines (thanks
+      to Steve Cook.)
+    - Refactored basket engines to allow for more payoffs.
+
+    LIBOR MARKET MODEL
+    - This release includes an experimental implementation of a Libor
+      market model developed with Mark Joshi.  Improvements since
+      release 0.4.0 include normal forward-rate market model,
+      lognormal CMS market model, lognormal coterminal-swap market
+      model, and calibration to caplets and coterminal swaptions.  The
+      interface of the model and its integration with the bulk of the
+      library are still in development.
+
+    MATH
+    - Adaptive Gauss-Kronrod integration added.
+    - Added Higham's nearest correlation matrix method (thanks to Neil
+      Firth)
+    - Refactored optimization framework.
+
+    PROCESSES
+    - Added new discretization schema to Heston process.
+
+    UTILITIES
+    - The Handle class was split into RelinkableHandle (behaving like
+      the old Handle class) and Handle (which is notified when its
+      copies are relinked, but cannot itself be relinked.) The former
+      can safely be returned from inspectors.
+
+
+    <strong>Release 0.4.0 - February 20th, 2007</strong>
 
     PORTABILITY
     - Starting with release 0.4.0, the Borland free compiler 5.5 and

Docs/pages/index.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/install.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/instruments.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/lattices.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/license.docs

@@ -12,7 +12,7 @@ QuantLib is
 
     Copyright (C) 2002, 2003, 2004 Decillion Pty(Ltd)
 
-    Copyright (C) 2003, 2004 Neil Firth
+    Copyright (C) 2003, 2004, 2007 Neil Firth
     Copyright (C) 2003, 2004 Roman Gitlin
     Copyright (C) 2003 Niels Elken S�nderby
     Copyright (C) 2003 Kawanishi Tomoya
@@ -22,33 +22,35 @@ QuantLib is
     Copyright (C) 2004 Mike Parker
     Copyright (C) 2004 Walter Penschke
     Copyright (C) 2004 Gianni Piolanti
-    Copyright (C) 2004, 2005, 2006 Klaus Spanderen
+    Copyright (C) 2004, 2005, 2006, 2007 Klaus Spanderen
     Copyright (C) 2004 Jeff Yu
 
     Copyright (C) 2005, 2006 Toyin Akin
     Copyright (C) 2005 Sercan Atalik
     Copyright (C) 2005, 2006 Theo Boafo
     Copyright (C) 2005, 2006 Piter Dias
     Copyright (C) 2005 Gary Kennedy
-    Copyright (C) 2005, 2006 Joseph Wang
+    Copyright (C) 2005, 2006, 2007 Joseph Wang
     Copyright (C) 2005 Charles Whitmore
 
-    Copyright (C) 2006 Banca Profilo S.p.A.
-    Copyright (C) 2006 Marco Bianchetti
+    Copyright (C) 2006, 2007 Banca Profilo S.p.A.
+    Copyright (C) 2006, 2007 Marco Bianchetti
     Copyright (C) 2006 Yiping Chen
-    Copyright (C) 2006 Warren Chou
-    Copyright (C) 2006 Cristina Duminuco
-    Copyright (C) 2006 Giorgio Facchinetti
-    Copyright (C) 2006 Chiara Fornarola
+    Copyright (C) 2006, 2007 Warren Chou
+    Copyright (C) 2006, 2007 Cristina Duminuco
+    Copyright (C) 2006, 2007 Giorgio Facchinetti
+    Copyright (C) 2006, 2007 Chiara Fornarola
     Copyright (C) 2006 Silvia Frasson
     Copyright (C) 2006 Richard Gould
-    Copyright (C) 2006 Mark Joshi
+    Copyright (C) 2006, 2007 Mark Joshi
     Copyright (C) 2006 Allen Kuo
     Copyright (C) 2006 Roland Lichters
-    Copyright (C) 2006 Katiuscia Manzoni
-    Copyright (C) 2006 Mario Pucci
+    Copyright (C) 2006, 2007 Katiuscia Manzoni
+    Copyright (C) 2006, 2007 Mario Pucci
     Copyright (C) 2006 Fran�ois du Vignaud
 
+    Copyright (C) 2007 Affine Group Limited
+
 QuantLib includes code taken from Peter J�ckel's book "Monte Carlo
 Methods in Finance".
 

Docs/pages/math.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/mcarlo.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/overview.docs

@@ -10,7 +10,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/patterns.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/processes.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/resources.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/termstructures.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/usage.docs

@@ -10,7 +10,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/utilities.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/pages/where.docs

@@ -9,7 +9,7 @@
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/reference/license.html>.
+ <http://quantlib.org/license.shtml>.
 
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

Docs/quantlib.doxy

@@ -89,7 +89,7 @@ EXCLUDE                = ../ql/config.hpp \
                          ../ql/config.mwcw.hpp \
                          ../ql/math/interpolations/abcdinterpolation.hpp
 EXCLUDE_SYMLINKS       = NO
-EXCLUDE_PATTERNS       = 
+EXCLUDE_PATTERNS       = */all.hpp
 EXCLUDE_SYMBOLS        = 
 EXAMPLE_PATH           = Examples \
                          ../Examples