                 Changes in version 2.0.0 (2026-07-08)                  

Version 2.0.0 adds risk sensitivity ("greeks") calculations along with
the supporting cache infrastructure that makes them efficient.

  - New find_greeks() computes delta, gamma, vega, rates DV01 and credit
    DV01 for grid-priced instruments. Delta and gamma are read directly
    from a single pricing grid, while vega, rates DV01 and credit DV01
    come from central-difference "bumping" of the supplied term
    structure functions. Callers may request any subset of the greeks.
  - Instruments now provide reset_caches(), and integrate_pde() clears
    per-run instrument state automatically. A single instrument object
    can therefore be priced repeatedly (as in bump-and-reprice greeks)
    without recreating it.
  - Fixed the futile.logger layout so that logger names no longer leak
    into formatted log messages.

                 Changes in version 1.3.1 (2026-06-20)                  

Version 1.3.1 uses limSolve for matrix operations when available,
otherwise falls back to Matrix::bandSparse solvers. As a result,
limSolve is demoted from a dependency to a suggested package.

The file matrix.R is added to handle this, along with new regression
tests. Vignette dependency on BondValuation is now guarded.

                 Changes in version 1.2.1 (2026-06-15)                  

Version 1.2.1 incorporates an important bugfix thanks to M Muecke,
handling accumulation of previously-paid coupons.

Version 1.2.1 also add some vectorization and sanity checks with
warnings, as well as other minor fixes suggested by Muecke.

                 Changes in version 1.2.0 (2025-07-10)                  

Version 1.2.0 recovers from deprecation / archiving which happened due
to CI finding test failures in its limSolve dependency. limSolve has now
resolved those problems.

Version 1.2.0 also switches from Quandl to the treasury package for
optional US interest rate downloads, and improves documentation
formatting.

                 Changes in version 1.1.1 (2020-03-03)                  

Version 1.1.1 fixes extraneous parameter inheritance in documentation.

                 Changes in version 1.1.0 (2019-05-20)                  

Version 1.1.0 adds the detail_from_AnnivDates() function to make it
simple for bond definitions to take advantage of the excellent daycount
convention treatments coded into the BondValuation package. A few typos
in documentation were also fixed.

                 Changes in version 1.0.0 (2018-12-15)                  

After 2 stable years, ragtop is advancing to version 1.0. The following
minor changes were made since the 0.5 release:

  - Added a recovery_fcn to the bond objects that reads the previously
    unused recovery_rate variable. The implicit finite difference solver
    is able to use recovery_fcn to set default-conditional values on the
    grid.
  - Documentation now includes more hyperlinks.
  - Added a NEWS.md file to track changes to the package.

                  Changes in version 0.5 (2016-09-28)                   

The initial version of the package, released in 2016.
