[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.7,1.8

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28291

Modified Files:
	todonando.txt 
Log Message:
exported:
1) SABR full interface
2) Extrapolator interface

Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** todonando.txt	11 Jun 2006 13:39:19 -0000	1.7
--- todonando.txt	13 Jun 2006 18:56:56 -0000	1.8
***************
*** 4,33 ****
  - stubs in QuantLibObject
  - enforce version number check
- - adoppt $(ConfigurationName) in *vc8.proj files
- 
- 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
! - DateProxy?
  - should InterpolatedDiscountCurve, InterpolatedZeroCurve, and
    InterpolatedForwardCurve inherit from an InterpolatedCurve class?
    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
--- 4,35 ----
  - stubs in QuantLibObject
  - enforce version number check
  
! GENSRC
! - include directive (see interpolation.xml)
! - copyright on autogenerated files
  
  QuantLib
  - chiarire enumeration SimpleThenCompounded (SimpleUpTo1YThenCompounded)
  - robustMid
! # DateProxy?
  - should InterpolatedDiscountCurve, InterpolatedZeroCurve, and
    InterpolatedForwardCurve inherit from an InterpolatedCurve class?
    I need all three and PiecewiseYieldCurve to expose the underlying grid and
    the underlying _discount_ grid
  
! LUIGI
  - 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
+ - esporre un metodo add fixing per l'indice
+ - generic ForwardSpreadedYieldCurve (spread term structure)
+ - bootstrap ForwardSpreadedYieldCurve using its own ratehelpers and a base curve
+ - InterpolatedYieldTermStructure<Discount,LogLinear>
+ - generic LinearInterpolation using LinearInterpolationType enum
+ - const OptimizationMethod?
+ - pass optimization method to SABR
+ - interpolation error in SABR
+ 
+ PIECEWISEYIELDCURVE
+ - FRARateHelper deve avere dentro in FRA Instrument
  - conv adj dei futures
  - turn of year
***************
*** 37,41 ****
  - export discount,loglinear selection
  - add period support as input parameter
! - export to Excel method overload
  
  DATE
--- 39,45 ----
  - export discount,loglinear selection
  - add period support as input parameter
! - bootstrap ForwardSpreadedYieldCurve
! - costruttore delle curve che accetta griglia di discount e griglia di zero InterestRate
! - InterpolatedYieldTermStructure<Discount,Compounding,LogLinear>
  
  DATE
***************
*** 46,63 ****
  - use period instead of (n, timeUnit)
  - loop parameters
- - 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
  - default parameter?
  - 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
  
  INSTALLER
  - Excel must be closed
--- 50,72 ----
  - use period instead of (n, timeUnit)
  - loop parameters
  - is it possible to create joint calendar on a fly using an array of string input?
  
  DAYCOUNTER
  - default parameter?
  - loop parameters
+ - why DayCounter::method is not static? (because they're virtual?)
  
  SWAP
  - extend floatingRateCouponVector to handle alfa and beta
  - implement fair rate for floating/fixed rate vector
  - trigger swap check calculation
  
+ FRA
+ - use Index
+ 
+ BOOST
+ - use ublas
+ - use random number generators
+ 
  INSTALLER
  - Excel must be closed
***************
*** 65,78 ****
  
  INTERPOLATION
- - why iterators instead of const std::vector<>&
- - use linear interpolation type enumeration in XL
  - SABR verification
- - constructor extrapolation flag is unused
  - add SABR factory
  - spostare vecchi spreadsheets interpolazione
  
  SPREADSHEETS
  - signed spreadsheet and macro
- - testare perche' non funziona con due curve (es EURYC, EURYC2)
  - normsdist bug
  
--- 74,89 ----
  
  INTERPOLATION
  - SABR verification
  - add SABR factory
  - spostare vecchi spreadsheets interpolazione
  
+ QUANTLIBXL
+ - merge old QuantLibXL functions
+ 
+ VBA Framework
+ 
  SPREADSHEETS
+ - use Period instead of unit, timeUnit
  - signed spreadsheet and macro
  - normsdist bug
  
***************
*** 80,87 ****
  - trigger a tempo
  
- PROJECT ADMIN
- - add developers
- 
  XIBOR
  - esporre Index invece che Xibor
  - creare EURIBOR3M indexes
--- 91,101 ----
  - trigger a tempo
  
  XIBOR
  - esporre Index invece che Xibor
  - creare EURIBOR3M indexes
+ 
+ COUPON
+ - refactoring
+ 
+ SCHEDULE
+ - refactoring