
PORTABILITY

- Fixes for MSYS and Cygwin build.
- Fixes for VC++ build with CLR support enabled.
- Dropped MetroWerks CodeWarrior support.

CALENDARS

- Fix for business-days calculation (thanks to Piter Dias.)
- Updated Hong Kong's holidays for 2008 and China's for 2007.
- Added new holiday to Canadian calendars (thanks to Matt Knox.)
- Fixed joint-calendar specification (thanks to Jay Walters.)
- Split Canadian calendar into settlement and TSX (thanks to Matt Knox.)
- Added Brazilian exchange calendar (thanks to Richard Gomes.)
- Fixes for the Brazilian calendars (thanks to Piter Dias.)

CASH FLOWS

- Added average-BMA coupon (thanks to Roland Lichters.)
- Fixed-rate coupons can now accept an InterestRate instance (thanks
  to Piter Dias.)
- implemented cash-flow vector builders as helper classes to ease
  skipping default parameters and single/multiple inputs.

DATES

- Extended date range up to year 2199.
- Fixed period comparison (thanks to Chris Kenyon.)
- Fixed short date formatting (thanks to Robert Lopez.)
- Enhanced period algebra.

INDEXES

- Added BMA index (thanks to Roland Lichters.)
- Added inflation indexes (thanks to Chris Kenyon.)
- Added historical interest-rate index analysis.

INSTRUMENTS

- Added BMA swaps (thanks to Roland Lichters.)
- Added year-on-year and zero-coupon inflation swaps (thanks to Chris Kenyon.)
- Fixed stub-date management and backward date generation for
  fixed-rate bonds (thanks to Toyin Akin.)
- Added clean/dirty bond-price calculation from Z-spread.

LATTICES

- Fixed Tsiveriotis-Fernandes tree initialization (thanks to John Maiden.)

MATH

- Added multi-dimensional cost function for least-square problems
  (thanks to Guillaume Pealat.)
- Added histogram class (thanks to Gang Liang.)
- Added log-cubic interpolation.
- Fixed conjugate-gradient bug.
- Fixed nested Levenberg-Marquardt bug.

PRICING ENGINES

- Refactored option engines (the underlying stochastic process is now
  passed to the pricing engine.)
- Refactored bond, cap/floor, swap, and swaption engines (the discount
  curve is now passed to the pricing engine.)
- Added Heston/Hull-White analytic and Monte Carlo engines for vanilla options.
- Fixed bug in blackFormulaCashItmProbability in case of non null
  displacement.

PROCESSES

- Added hybrid Heston/Hull-White process.
- Fixed joint-process bug.

QUOTES

- Added forward-swap quote.

RANDOM NUMBERS

- Fixed ordering of primitive polynomials for Sobol/Levitan and
  Sobol/Levitan/Lemieux methods.
- Added JoeKuoD5, JoeKuoD6 and JoeKuoD7 direction integers for Sobol generator.
- Added Kuo, Kuo2 and Kuo3 direction integers for Sobol generator.
- Added class to generate low-discrepancy sequences using a lattice rule.

TERM STRUCTURES

- Added discount curve fitted on bond prices (thanks to Allen Kuo.)
- Added BMA-swap rate helper (thanks to Roland Lichters.)
- Made SwapRateHelper forward-start enabled.
- Added universal term-structure bootstrapper (thanks to Chris Kenyon.)
- Added abstract inflation term structures (thanks to Chris Kenyon.)
- Added piecewise inflation curves (thanks to Chris Kenyon.)

