# 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.