[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.1,1.2
Brought to you by:
ericehlers,
nando
|
From: Ferdinando A. <na...@us...> - 2006-06-01 19:13:46
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18268 Modified Files: todonando.txt Log Message: Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** todonando.txt 19 May 2006 16:56:16 -0000 1.1 --- todonando.txt 1 Jun 2006 19:13:42 -0000 1.2 *************** *** 1,4 **** ! rename all QuantLibAddin projects LUIGI --- 1,20 ---- ! DESIGN ! - refactor ObjectHandler ! - stubs in QuantLibObject ! - enforce version number check ! ! QUANTLIBXL ! - merge old QuantLibXL functions ! ! BUG ! - verificare funzionamento foglio holidays.xls ! ! VBA Framework ! - inserire nel Menu una Entry per Open in folder Workbooks ! ! QuantLib ! - chiarire enumeration SimpleThenCompounded (SimpleUpTo1YThenCompounded) ! - robustMid LUIGI *************** *** 8,17 **** I need all three and PiecewiseYieldCurve to expose the underlying grid and the underlying _discount_ grid ! - PiecewiseYieldCurve: invert interpolator and accuracy parameter order PICEWISEYIELDCURVE - lo swapratehelper non puo' avere uno swap_ con un dummy index dentro, ma un indice vero se si vuole intercettare il fixing delle 11:00 - - ratehelperselection filter: add priority, move to QuantLib - conv adj dei futures - turn of year --- 24,32 ---- I need all three and PiecewiseYieldCurve to expose the underlying grid and the underlying _discount_ grid ! - come esporre un metodo add fixing per l'indice PICEWISEYIELDCURVE - lo swapratehelper non puo' avere uno swap_ con un dummy index dentro, ma un indice vero se si vuole intercettare il fixing delle 11:00 - conv adj dei futures - turn of year *************** *** 20,30 **** - ratehelper usato da piu' curve: non si puo' utilizzare il setTermStructure - export discount,loglinear selection ! - use forwardrate(period) and loop on periods - export to Excel method overload DATE - format the cell to date when returning a serialnumber ! - getEvaluationDate volatile, or at least provide a hook SPREADSHEETS - signed spreadsheet and macro --- 35,58 ---- - ratehelper usato da piu' curve: non si puo' utilizzare il setTermStructure - export discount,loglinear selection ! - add period support as input parameter - export to Excel method overload DATE - format the cell to date when returning a serialnumber ! ! CALENDAR ! - esporre tutta l'interfaccia (inclusa EndOfMonth) SPREADSHEETS - signed spreadsheet and macro + - testare perche' non funziona con due curve (es EURYC, EURYC2) + + RICHIESTE ASSURDE + - trigger a tempo + + PROJECT ADMIN + - add developers + + XIBOR + - esporre Index invece che Xibor + - creare EURIBOR3M indexes |