[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.4,1.5
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From: Ferdinando A. <na...@us...> - 2006-06-06 19:54:48
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24886 Modified Files: todonando.txt Log Message: updated Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** todonando.txt 5 Jun 2006 13:28:46 -0000 1.4 --- todonando.txt 6 Jun 2006 19:53:15 -0000 1.5 *************** *** 47,50 **** --- 47,51 ---- - hot to use joint calendar - is it possible to create joint calendar on a fly using an array of string input? + - what happen if the user join identical calendars? DAYCOUNTER *************** *** 52,58 **** --- 53,66 ---- - loop parameters + SWAP + - extend floatingRateCouponVector to handle alfa and beta + - implement fair rate for floating/fixed rate vector + - bootstrap senza dummy fixing + - trigger swap check calculation + SPREADSHEETS - signed spreadsheet and macro - testare perche' non funziona con due curve (es EURYC, EURYC2) + - normsdist bug RICHIESTE ASSURDE |