Changed directory layout to include trunk/tags/braches.

git-svn-id: http://svn.finmath.net/finmath lib/trunk@20 48fcbb9e-5639-0410-8b25-842128a4905d
Fixed formatting and comments.

git-svn-id: http://svn.finmath.net/finmath lib/trunk@21 48fcbb9e-5639-0410-8b25-842128a4905d
Cosmetic changes.

git-svn-id: http://svn.finmath.net/finmath lib/trunk@22 48fcbb9e-5639-0410-8b25-842128a4905d
Added method for getting nearest time in time discretization.

git-svn-id: http://svn.finmath.net/finmath lib/trunk@27 48fcbb9e-5639-0410-8b25-842128a4905d
Added more methods to RandomVariableInterface

git-svn-id: http://svn.finmath.net/finmath lib/trunk@28 48fcbb9e-5639-0410-8b25-842128a4905d
Updated JavaDoc for TimeDiscretization

git-svn-id: http://svn.finmath.net/finmath lib/trunk@29 48fcbb9e-5639-0410-8b25-842128a4905d
Streamlines Black-Scholes formula. Added Hunt-Kennedy convexity adjustment for CMS option.

git-svn-id: http://svn.finmath.net/finmath lib/trunk@31 48fcbb9e-5639-0410-8b25-842128a4905d
Added short period to TimeDiscretization. Moved TimeDiscretization to a new package.

git-svn-id: http://svn.finmath.net/finmath lib/trunk@33 48fcbb9e-5639-0410-8b25-842128a4905d
Added / fixed comments.

git-svn-id: http://svn.finmath.net/finmath lib/trunk@34 48fcbb9e-5639-0410-8b25-842128a4905d
Enriched interface definition for ImmutableRandomVariables.

git-svn-id: http://svn.finmath.net/finmath lib/trunk@35 48fcbb9e-5639-0410-8b25-842128a4905d
Small cosmetic change to implied volatility solver (formula is now consistent with the one in Mathematical Finance V1.7).

git-svn-id: http://svn.finmath.net/finmath lib/trunk@36 48fcbb9e-5639-0410-8b25-842128a4905d
Corrected typos

git-svn-id: http://svn.finmath.net/finmath lib/trunk@37 48fcbb9e-5639-0410-8b25-842128a4905d
git-svn-id: http://svn.finmath.net/finmath lib/trunk@38 48fcbb9e-5639-0410-8b25-842128a4905d
git-svn-id: http://svn.finmath.net/finmath lib/trunk@39 48fcbb9e-5639-0410-8b25-842128a4905d
Committed code of RandomVariableInterface.

git-svn-id: http://svn.finmath.net/finmath lib/trunk@40 48fcbb9e-5639-0410-8b25-842128a4905d
Added method to ImmutableRandomVariableInterface (getQuantile, sqrt).

git-svn-id: http://svn.finmath.net/finmath lib/trunk@41 48fcbb9e-5639-0410-8b25-842128a4905d
Updated read me to reflect current status of repository.

git-svn-id: http://svn.finmath.net/finmath lib/trunk@42 48fcbb9e-5639-0410-8b25-842128a4905d
Added eclipse project settings (min Java 1.6).

git-svn-id: http://svn.finmath.net/finmath lib/trunk@43 48fcbb9e-5639-0410-8b25-842128a4905d
Added Monte-Carlo version of a random variable.

git-svn-id: http://svn.finmath.net/finmath lib/trunk@44 48fcbb9e-5639-0410-8b25-842128a4905d
Small update to Black-Scholes formula. Using commons-math for normal distribution.

git-svn-id: http://svn.finmath.net/finmath lib/trunk@45 48fcbb9e-5639-0410-8b25-842128a4905d