# Version 0.3.0 NEW: - `interpolate_dfs()`, `interpolate_fwds()` and `interpolate_zeros()` build on the lower level `interpolate()` for `ZeroCurve` objects. - `SingleCurrencyMoney()` and `MultiCurrencyMoney()` allows you to create single and multi-currency money objects that are not date dependent - `CashFlow()` allows you to create date dependent cash flows - Added a vignette to describe pricing objects introduced in v0.2 and in this version. FIXED: - `pfc_calendar` field of `IborIndex` and `CashIndex` fields must now inherit from `Calendar` (#8). CashIndex and IborIndex constructors now support this. - The names of key indices are no longer prefixed by the associated currency ISO. REMOVED: - `fmdata_example()` as only one data file is likely to be used in this package and this is to be used internally for the purposes of `build_zero_curve()` # Version 0.2.0 Implement `ZeroCurve` and associated interpolation schemes and methods (#1) - `ZeroCurve()` allows you to create zero curve objects from a set of discount factors and specifying the interpolation scheme to be used - Implement a set of lightweight interpolation schemes including `ConstantInterpolation()`, `LinearInterpolation()`, `LogDFInterpolation()` and `CubicInterpolation()`. Their behaviour is determined by the object in which they are stored - Implement a set of interpolation checkers `is.[X]Interpolation()` - Provide convenience functions that source example market data and allows you to build a zero curve from one such data set (`fmdata_example()` and `build_zero_curve()` respectively. # Version 0.1.0-99 - Fix title of one of the vignettes # Version 0.1.0 - Initial version - Exposes basic financial market building blocks as classes. These include currencies, currency pairs, indices, interest rates and discount factors. - Implements methods to create key instances of currency, currency pairs and indices for major markets.