Changes in version 0.2.6.9000                      

  - Need ability to turn random number seed restoration on and off in
    the functions that do this. Should be false by default (not yet
    implemented)

                Changes in version 0.2.5.1 (2026-02-10)                 

  - In documentation, change "\$" to "$" per CRAN request (escape not
    necessary)

                 Changes in version 0.2.5 (2022-04-11)                  

  - Saving and restoring random number seed should now work properly in
    simprice, quincunx, and Asian Monte Carlo functions
  - simprice now returns asset and trial as factors
  - Vignette revisions
  - Configurable tolerance for zero finding implied price and volatility
    functions
  - Configurable upper and lower bounds in bscallimps and bsputimps
  - Configurable highvol and lowvol bounds for bscallimpvol and
    bsputimpvol
  - Compute elast (greeks.R) for negative premium positions

                 Changes in version 0.2.4 (2019-06-06)                  

  - New function simprice, which produces simulated lognormal price
    paths, with or without jumps.
    
      - Paths can be split into subperiods, e.g. to value Asian options
      - By supplying a covariance matrix, simprice will return multiple
        correlated price paths.

  - In greeks, specifying long=TRUE now also implies complete=TRUE (#3)

  - The mertonjump function now returns a dataframe, has a complete
    option and handles vectorized lambda

                 Changes in version 0.2.3 (2018-06-19)                  

  - greeks tidy option renamed to complete

  - Added options to greeks:
    
      - complete if TRUE, return all inputs and greeks for each case

  - greeks tidy option renamed to complete. By default, this returns
    wide form results
    
      - long (if complete=TRUE, return long form output)
      - initcaps: capitalize "Delta", "Gamma", etc.

  - Breaking change:
    
      - option value is now returned as "premium" rather than "price";
        the term "price" is ambiguous (e.g. a futures price is 100 but
        the value of the contract --- the premium --- is 0)

  - Fixed greeks elast calculation for barrier options --- would return
    Inf when close to out barrier (fixelast branch)

  - added dependency on testthat

                Changes in version 0.2.2.1 (2018-04-05)                 

Primarily a maintenance release with one new feature (tidy output)

  - Added tidy parameter to greeks function to return output in wide
    tidy format. This is FALSE by default, for compatability.

  - Fix: if a parameter in the function passed to greeks uses the index
    "i", the eval step in Greeks fails (because the eval loop also uses
    "i"). The index variable is now z91k25

  - Fix: spurious "break" in implied.R

                 Changes in version 0.2.2 (2016-09-05)                  

  - Functions for compound options (call on call, call on put, etc.)

  - Binomplot: Option for log y axis

  - New vignette discussing alternative ways to write vectorized
    functions

                 Changes in version 0.2.1 (2016-06-27)                  

  - Binomopt
    
      - Fixed: default dn=1.5 in binomopt and binomplot
      - Added "returnprice" parameter to binomplot

  - greeks
    
      - Simplification of Greeks discussion in README.Rmd
      - Greeks function ignores theta when appropriate (perpetual
        options)

  - callperpetual and putperpetual functions added to barriers.R

  - Asian options
    
      - Added individual geomavgpricecall, geomavgpriceput,
        geomavgstrikecall, and geomavgstrikeput functions.
      - Fixed greeks functionality for asian options

                 Changes in version 0.2.0 (2016-05-08)                  

  - First CRAN release

  - Completed vignette

                     Changes in version 0.1.3.9000                      

  - added simple bond functions (yield, pv, duration, convexity)

  - fixed problem with vectorization in barrier options

                     Changes in version 0.1.2.9000                      

  - Added Asian pricing files

                     Changes in version 0.1.1.9000                      

  - Greeks (delta, gamma, theta, added to binomial output)

  - With returntrees=TRUE, returns replicating portfolio components
    ($bond and $delta)

                     Changes in version 0.1.0.9000                      

  - Added binomial pricing via binomopt and plotting of the binomial
    tree with binomplot

                     Changes in version 0.0.0.9000                      

First version. Includes:

  - basic Black-Scholes functions and Greeks

  - barrier pricing

  - implied volatility

  - quincunx (Galton board) function to illustrate the central limit
    theorem