# 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.