Commit 7a4519b7 authored by Jody Goldberg's avatar Jody Goldberg

Release Gnumeric 1.1.1

parent 2a693723
......@@ -7,6 +7,13 @@
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-03-10 Jody Goldberg <jody@gnome.org>
* src/tools/solver/reports.c : warning suppression
* src/tools/solver/solver.c (lp_solver_init) : ditto.
* configure.in : bump gal version req.
2002-03-09 Andreas J. Guelzow <aguelzow@taliesin.ca>
......
SUBDIRS = . po idl src plugins doc icons templates tools omf-install
SUBDIRS = . po idl src plugins icons templates doc omf-install
XML_I18N_XML_KIND = --pass-through
......
......@@ -40,6 +40,9 @@ Andreas:
* Improve comment popup.
* Make adding sheet undoable/redoable
Jakub Steiner:
* Some new icons.
Jody:
* Initial port to gnome2.
* Enable microhash depend mechanism.
......
......@@ -7,6 +7,13 @@
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-03-10 Jody Goldberg <jody@gnome.org>
* src/tools/solver/reports.c : warning suppression
* src/tools/solver/solver.c (lp_solver_init) : ditto.
* configure.in : bump gal version req.
2002-03-09 Andreas J. Guelzow <aguelzow@taliesin.ca>
......
......@@ -7,6 +7,13 @@
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-03-10 Jody Goldberg <jody@gnome.org>
* src/tools/solver/reports.c : warning suppression
* src/tools/solver/solver.c (lp_solver_init) : ditto.
* configure.in : bump gal version req.
2002-03-09 Andreas J. Guelzow <aguelzow@taliesin.ca>
......
......@@ -611,7 +611,6 @@ po/Makefile.in
templates/Makefile
templates/english/Makefile
templates/autoformat/Makefile
tools/Makefile
stamp.h
])
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-18 Jody Goldberg <jody@gnome.org>
* Release 1.1.0
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-03-06 Kevin Breit <mrproper@ximian.com>
* doc/C/Makefile.am: Tell it to use xmldocs.make to build the documentation. Let's hope this works!
......
......@@ -287,29 +287,32 @@ figures/zoom-toolbar.png \
figures/zoom.png
lang = C
locale = C
omffile = gnumeric-C.omf
sgml_ents += \
analysis-tools.sgml \
authors.sgml \
autocorrect.sgml \
autofill.sgml \
autosave.sgml \
cell_refer.sgml \
copying-moving.sgml \
editing.sgml \
files.sgml \
filter.sgml \
formulas.sgml \
introduction.sgml \
license.sgml \
number-format.sgml \
printing.sgml \
selections.sgml \
solver.sgml \
worksheet.sgml
# functions.sgml # added in gnumeric-doc.make
entities += \
analysis-tools.xml \
authors.xml \
autocorrect.xml \
autofill.xml \
autosave.xml \
cell_refer.xml \
copying-moving.xml \
editing.xml \
files.xml \
filter.xml \
formulas.xml \
introduction.xml \
license.xml \
number-format.xml \
printing.xml \
selections.xml \
solver.xml \
worksheet.xml
# functions.xml # added in gnumeric-doc.make
#include $(top_srcdir)/doc/gnumeric-doc.make
# include generated files to simplify installation
EXTRA_DIST += gnumeric.1
include $(srcdir)/../xmldocs.make
#dist-hook: app-dist-hook
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-03-06 Kevin Breit <mrproper@ximian.com>
* doc/C/Makefile.am: Tell it to use xmldocs.make to build the documentation. Let's hope this works!
......
......@@ -167,6 +167,13 @@ ATANH(0.5) equals 0.549306.
@SEEALSO=ATAN, TAN, SIN, COS, DEGREES, RADIANS
@FUNCTION=atl_last
@SYNTAX=atl_last(tag)
@DESCRIPTION=
@EXAMPLES=
@SEEALSO=
@FUNCTION=AVEDEV
@SYNTAX=AVEDEV(n1, n2, ...)
@DESCRIPTION=AVEDEV returns the average of the absolute deviations of a data set from their mean.
......@@ -296,6 +303,43 @@ BINOMDIST(3,5,0.8,0) equals 0.2048.
@SEEALSO=POISSON
@FUNCTION=BITAND
@SYNTAX=BITAND(a,b)
@DESCRIPTION=The BITAND function returns bitwise and-ing of its arguments.
@EXAMPLES=
@SEEALSO=BITOR,BITXOR
@FUNCTION=BITLSHIFT
@SYNTAX=BITLSHIFT(x,n)
@DESCRIPTION=The BITLSHIFT function returns @x bit-shifted left by @n bits.
If @n is negative, a right shift will in effect be performed.
@EXAMPLES=
@SEEALSO=BITRSHIFT
@FUNCTION=BITOR
@SYNTAX=BITOR(a,b)
@DESCRIPTION=The BITOR function returns bitwise or-ing of its arguments.
@EXAMPLES=
@SEEALSO=BITXOR,BITAND
@FUNCTION=BITRSHIFT
@SYNTAX=BITRSHIFT(x,n)
@DESCRIPTION=The BITRSHIFT function returns @x bit-shifted right by @n bits.
If @n is negative, a left shift will in effect be performed.
@EXAMPLES=
@SEEALSO=BITLSHIFT
@FUNCTION=BITXOR
@SYNTAX=BITXOR(a,b)
@DESCRIPTION=The BITXOR function returns bitwise exclusive or-ing of its arguments.
@EXAMPLES=
@SEEALSO=BITOR,BITAND
@FUNCTION=CEIL
@SYNTAX=CEIL(x)
@DESCRIPTION=CEIL function rounds @x up to the next nearest integer.
......@@ -2188,6 +2232,12 @@ If @per < 1 or @per > @nper, ISPMT returns #NUM! error.
@SEEALSO=PV
@FUNCTION=ISPRIME
@SYNTAX=ISPRIME(i)
@DESCRIPTION=The ISPRIME function returns TRUE if @i is prime and FALSE otherwise.
This function only takes one argument.
@SEEALSO=ITHPRIME, NT_D, NT_SIGMA
@FUNCTION=ISREF
@SYNTAX=ISREF(value)
@DESCRIPTION=ISREF returns TRUE if the value is a reference.
......@@ -2206,6 +2256,13 @@ ISTEXT("text") equals TRUE.
@SEEALSO=ISNONTEXT
@FUNCTION=ITHPRIME
@SYNTAX=ITHPRIME(i)
@DESCRIPTION=The ITHPRIME function returns the @ith prime.
This function only takes one argument.
@EXAMPLES=
@SEEALSO=NT_D, NT_SIGMA
@FUNCTION=KURT
@SYNTAX=KURT(n1, n2, ...)
@DESCRIPTION=KURT returns an unbiased estimate of the kurtosis of a data set.
......@@ -2578,7 +2635,7 @@ NEGBINOMDIST(2,5,0.55) equals 0.152872629.
@FUNCTION=NETWORKDAYS
@SYNTAX=NETWORKDAYS (start_date,end_date,holidays)
@DESCRIPTION=NETWORKDAYS returns the number of non-weekend non-holidays between @start_date and @end_date. Holidays optionally supplied in @holidays.
@DESCRIPTION=NETWORKDAYS returns the number of non-weekend non-holidays between @start_date and @end_date including these dates. Holidays are optionally supplied in @holidays.
Returns #NUM! if start_date or end_date are invalid.
This function is Excel compatible.
@EXAMPLES=
......@@ -2676,6 +2733,45 @@ NPV(0.17,-10000,3340,2941,2493,3233,1732,2932) equals 186.30673.
@SEEALSO=PV,XNPV
@FUNCTION=NT_D
@SYNTAX=NT_D(n)
@DESCRIPTION=The NT_D function calculates the number of divisors of @n.
This function only takes one argument.
@EXAMPLES=
@SEEALSO=ITHPRIME, NT_PHI, NT_SIGMA
@FUNCTION=NT_MU
@SYNTAX=NT_MU(n)
@DESCRIPTION=The NT_MU function (Möbius mu function) returns
0 if @n is divisible by the square of a prime .
Otherwise it returns:
-1 if @n has an odd number of different prime factors .
1 if @n has an even number of different prime factors .
If @n=1 it returns 1
@EXAMPLES=
@SEEALSO=NT_D, ITHPRIME, NT_PHI
@FUNCTION=NT_PHI
@SYNTAX=NT_PHI(n)
@DESCRIPTION=The NT_PHI function calculates the number of integers less than or equal to @n that are relatively prime to @n.
This function only takes one argument.
@EXAMPLES=
@SEEALSO=NT_D, ITHPRIME, NT_SIGMA
@FUNCTION=NT_PI
@SYNTAX=NT_PI(n)
@DESCRIPTION=The NT_PI function returns the number of primes less than or equal to @n.
This function only takes one argument.
@SEEALSO=ITHPRIME, NT_PHI, NT_D, NT_SIGMA
@FUNCTION=NT_SIGMA
@SYNTAX=NT_SIGMA(n)
@DESCRIPTION=The NT_SIGMA function calculates the sum of the divisors of @n.
This function only takes one argument.
@EXAMPLES=
@SEEALSO=NT_D, ITHPRIME, NT_PHI
@FUNCTION=OCT2BIN
@SYNTAX=OCT2BIN(number[,places])
@DESCRIPTION=OCT2BIN function converts an octal number to a binary number. @places is an optional field, specifying to zero pad to that number of spaces.
......@@ -2782,6 +2878,102 @@ If range is neither a reference nor a range returns #VALUE!. If either height o
@SEEALSO=COLUMN,COLUMNS,ROWS
@FUNCTION=opt_bs_call
@SYNTAX=opt_bs_call(strike,price,volatility,days_to_maturity,rate)
@DESCRIPTION=Uses the Black-Scholes model to calculate the price of a European call option struck at @strike on an asset with price @price. @volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed in the same units as @strike and @price.
@EXAMPLES=
@SEEALSO=opt_bs_put, opt_bs_call_delta, opt_bs_put_delta opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_theta, opt_bs_vega, opt_bs_gamma
@FUNCTION=opt_bs_call_delta
@SYNTAX=opt_bs_call_delta(strike,price,volatility,days_to_maturity,rate)
@DESCRIPTION=Uses the Black-Scholes model to calculate the "delta" of a European call option struck at @strike on an asset with price @price.
(The delta of an option is the rate of change of its price with respect to the price of the underlying asset.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as the rate of change of option value per unit change in @price.
@EXAMPLES=
@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_put_delta opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_theta, opt_bs_vega, opt_bs_gamma
@FUNCTION=opt_bs_call_rho
@SYNTAX=opt_bs_call_rho(strike,price,volatility,days_to_maturity,rate)
@DESCRIPTION=Uses the Black-Scholes model to calculate the "rho" of a European call option struck at @strike on an asset with price @price.
(The rho of an option is the rate of change of its price with respect to the risk free interest rate.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as the rate of change of option value, per 100% change in @rate.
@EXAMPLES=
@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_call_delta, opt_bs_put_delta, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_theta, opt_bs_vega, opt_bs_gamma
@FUNCTION=opt_bs_call_theta
@SYNTAX=opt_bs_call_theta(strike,price,volatility,days_to_maturity,rate)
@DESCRIPTION=Uses the Black-Scholes model to calculate the "theta" of a European call option struck at @strike on an asset with price @price.
(The theta of an option is the rate of change of its price with respect to time to expiry.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as minus the rate of change of option value, per 365.25 days.
@EXAMPLES=
@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_call_delta, opt_bs_put_delta, opt_bs_call_rho, opt_bs_put_rho, opt_bs_put_theta, opt_bs_vega, opt_bs_gamma
@FUNCTION=opt_bs_gamma
@SYNTAX=opt_bs_gamma(strike,price,volatility,days_to_maturity,rate)
@DESCRIPTION=Uses the Black-Scholes model to calculate the "gamma" of a European option struck at @strike on an asset with price @price.
(The gamma of an option is the second derivative of its price with respect to the price of the underlying asset, and is the same for calls and puts.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as the rate of change of delta per unit change in @price.
@EXAMPLES=
@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_call_delta opt_bs_put_delta, opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_rho, opt_bs_vega
@FUNCTION=opt_bs_put
@SYNTAX=opt_bs_put(strike,price,volatility,days_to_maturity,rate)
@DESCRIPTION=Uses the Black-Scholes model to calculate the price of a European put option struck at @strike on an asset with price @price. @volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed in the same units as @strike and @price.
@EXAMPLES=
@SEEALSO=opt_bs_call, opt_bs_call_delta, opt_bs_put_delta opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_theta, opt_bs_vega, opt_bs_gamma
@FUNCTION=opt_bs_put_delta
@SYNTAX=opt_bs_put_delta(strike,price,volatility,days_to_maturity,rate)
@DESCRIPTION=Uses the Black-Scholes model to calculate the "delta" of a European put option struck at @strike on an asset with price @price.
(The delta of an option is the rate of change of its price with respect to the price of the underlying asset.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as the rate of change of option value per unit change in @price.
@EXAMPLES=
@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_call_delta opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_theta, opt_bs_vega, opt_bs_gamma
@FUNCTION=opt_bs_put_rho
@SYNTAX=opt_bs_put_rho(strike,price,volatility,days_to_maturity,rate)
@DESCRIPTION=Uses the Black-Scholes model to calculate the "rho" of a European put option struck at @strike on an asset with price @price.
(The rho of an option is the rate of change of its price with respect to the risk free interest rate.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as the rate of change of option value, per 100% change in @rate.
@EXAMPLES=
@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_call_delta opt_bs_put_delta, opt_bs_call_rho, opt_bs_call_theta, opt_bs_put_theta, opt_bs_vega, opt_bs_gamma
@FUNCTION=opt_bs_put_theta
@SYNTAX=opt_bs_put_theta(strike,price,volatility,days_to_maturity,rate)
@DESCRIPTION=Uses the Black-Scholes model to calculate the "theta" of a European put option struck at @strike on an asset with price @price.
(The theta of an option is the rate of change of its price with respect to time to expiry.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as minus the rate of change of option value, per 365.25 days.
@EXAMPLES=
@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_call_delta opt_bs_put_delta, opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_vega, opt_bs_gamma
@FUNCTION=opt_bs_vega
@SYNTAX=opt_bs_bega(strike,price,volatility,days_to_maturity,rate)
@DESCRIPTION=Uses the Black-Scholes model to calculate the "vega" of a European option struck at @strike on an asset with price @price.
(The vega of an option is the rate of change of its price with respect to volatility, and is the same for calls and puts.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as the rate of change of option value, per 100% volatilty.
@EXAMPLES=
@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_call_delta opt_bs_put_delta, opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_rho, opt_bs_gamma
@FUNCTION=OR
@SYNTAX=OR(b1, b2, ...)
@DESCRIPTION=OR implements the logical OR function: the result is TRUE if any of the values evaluated to TRUE.
......@@ -2841,7 +3033,7 @@ PERMUT(7,3) equals 210.
This function is called with no arguments.
This function is Excel compatible, except that it returns pi with a better precision.
@EXAMPLES=
PI() equals 3.141593.
PI() equals about 3.141593.
@SEEALSO=SQRTPI
......@@ -3478,7 +3670,7 @@ SUMIF(A1:A5,"<=27",B1:B5) equals 8.
@FUNCTION=SUMPRODUCT
@SYNTAX=SUMPRODUCT(range1,range2,...)
@DESCRIPTION=SUMPRODUCT function multiplies corresponding data entries in the given arrays or ranges, and then returns the sum of those products. If an array entry is not numeric, the value zero is used instead.
If arrays or range arguments do not have the same dimentions, SUMPRODUCT returns #VALUE! error.
If arrays or range arguments do not have the same dimensions, SUMPRODUCT returns #VALUE! error.
This function is Excel compatible.
@EXAMPLES=
Let us assume that the cells A1, A2, ..., A5 contain numbers 11, 15, 17, 21, and 43 and the cells B1, B2, ..., B5 hold numbers 13, 22, 31, 33, and 39. Then
......@@ -3866,11 +4058,12 @@ WEIBULL(3,2,4,0) equals 0.213668559.
@FUNCTION=WORKDAY
@SYNTAX=WORKDAY (start_date,days,holidays)
@DESCRIPTION=WORKDAY returns the day which is @days working days from the @start_date. Weekends and holidays optionally supplied in @holidays are respected.
@DESCRIPTION=WORKDAY returns the date which is @days working days from the @start_date. Weekends and holidays optionally supplied in @holidays are respected.
Returns #NUM! if @start_date or @days are invalid.
This function is Excel compatible.
@EXAMPLES=
WORKDAY(DATE(2001,1,5),DATE(2001,2,15)) equals 88609.
DAY(WORKDAY(DATE(2001,1,5),30)) equals 16 and
MONTH(WORKDAY(DATE(2001,1,5),30)) equals 2.
@SEEALSO=NETWORKDAYS
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-18 Jody Goldberg <jody@gnome.org>
* Release 1.1.0
......
......@@ -4,7 +4,6 @@ SUBDIRS = C de es hu ja nl no pl pt ru sk sv
EXTRA_DIST = \
README \
sgmldocs.make \
xmldocs.make \
gnumeric-doc.make \
make-func-list.pl
......@@ -7,13 +7,13 @@
docname = gnumeric
gnumeric_docdir = $(top_srcdir)/doc
sgml_ents = functions.xml
entities = functions.xml
# include generated files to simplify installation
EXTRA_DIST += \
topic.dat \
func.defs \
func-header.sgml func-footer.xml \
EXTRA_DIST += \
topic.dat \
func.defs \
func-header.xml func-footer.xml \
func-list.xml
$(srcdir)/functions.xml: $(srcdir)/func-list.xml $(srcdir)/func-header.xml $(srcdir)/func-footer.xml
......@@ -26,6 +26,3 @@ $(srcdir)/func.defs:
LC_ALL="$(locale)" ; export LC_ALL ; $(top_builddir)/src/gnumeric --dump-func-defs="$@"
include $(gnumeric_docdir)/xmldocs.make
dist-hook: app-dist-hook
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-22 Jon K Hellan <hellan@acm.org>
* applix-write.c (applix_save): Rename to applix_write.
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-18 Jody Goldberg <jody@gnome.org>
* Release 1.1.0
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-19 Peter Moulder <pmoulder@csse.monash.edu.au>
* dif.c (dif_file_save): Ensure r is initialized before use.
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-03-08 Jody Goldberg <jody@gnome.org>
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-03-06 Jody Goldberg <jody@gnome.org>
* excel-gb-worksheet-function.c
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-18 Jody Goldberg <jody@gnome.org>
* Release 1.1.0
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-18 Jody Goldberg <jody@gnome.org>
* Release 1.1.0
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-03-07 Jon K Hellan <hellan@acm.org>
* plugin.c (func_marshal_func): Substitute ei->func_call->func for
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-21 Morten Welinder <terra@diku.dk>
* font.c (font_is_monospaced): Constify.
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-21 Morten Welinder <terra@diku.dk>
* lotus-formula.c (make_function): Constify.
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-25 Jody Goldberg <jody@gnome.org>
* mps.c : include solver.h
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-23 Kevin Breit <mrproper@ximian.com>
* numtheory.c: Changed @SEEALSO=BITRSHIFT to BITLSHIFT as it was linking to itself and it probably wanted to go to BITLSHIFT
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-03-01 Kevin Breit <mrproper@ximian.com>
* C/number_theory/bitand.xml: Added this file as well as its title. The num theory stuff is fully documented!
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-19 Morten Welinder <terra@diku.dk>
* oleo.c (oleo_get_ref_value): Fix isdigit usage.
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-18 Jody Goldberg <jody@gnome.org>
* Release 1.1.0
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-26 Morten Welinder <terra@diku.dk>
* pln.c (pln_get_number): Increase precision and speed. Too bad I
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-18 Jody Goldberg <jody@gnome.org>
* Release 1.1.0
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-18 Jody Goldberg <jody@gnome.org>
* Release 1.1.0
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-03-09 Jon K Hellan <hellan@acm.org>
* python-loader.c (gnumeric_plugin_loader_python_load): Add final
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-03-07 Jon K Hellan <hellan@acm.org>
* python.c (call_function, marshal_func_args, marshal_func_nodes):
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-18 Jody Goldberg <jody@gnome.org>
* Release 1.1.0
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-03-09 Jody Goldberg <jody@gnome.org>
This is not really a change note. However, I wanted to point out that
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-18 Jody Goldberg <jody@gnome.org>
* Release 1.1.0
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-18 Jody Goldberg <jody@gnome.org>
* Release 1.1.0
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-18 Jody Goldberg <jody@gnome.org>
* Release 1.1.0
......
2002-03-10 Jody Goldberg <jody@gnome.org>
* Release 1.1.1
2002-02-18 Jody Goldberg <jody@gnome.org>
* Release 1.1.0
......
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