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From: Ferdinando A. <na...@us...> - 2006-06-14 18:34:35
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23737 Modified Files: QuantLibObjects_vc8.vcproj todo.csv todonando.txt Log Message: Bond refactoring Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** todonando.txt 13 Jun 2006 18:56:56 -0000 1.8 --- todonando.txt 14 Jun 2006 18:34:31 -0000 1.9 *************** *** 1,2 **** --- 1,3 ---- + CHANGELOG FROM MY HOME PC DESIGN *************** *** 4,7 **** --- 5,9 ---- - stubs in QuantLibObject - enforce version number check + - use QL folder structure in QLA GENSRC *************** *** 22,27 **** 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 --- 24,27 ---- *************** *** 29,32 **** --- 29,34 ---- - pass optimization method to SABR - interpolation error in SABR + - generic ForwardSpreadedYieldCurve (spread term structure) + - bootstrap ForwardSpreadedYieldCurve using its own ratehelpers and a base curve PIECEWISEYIELDCURVE *************** *** 51,54 **** --- 53,58 ---- - loop parameters - is it possible to create joint calendar on a fly using an array of string input? + - more calendar drop down cell menu + - add/remove holidays example DAYCOUNTER *************** *** 84,88 **** SPREADSHEETS ! - use Period instead of unit, timeUnit - signed spreadsheet and macro - normsdist bug --- 88,92 ---- SPREADSHEETS ! - use Period instead of (unit, timeUnit) - signed spreadsheet and macro - normsdist bug *************** *** 94,97 **** --- 98,102 ---- - esporre Index invece che Xibor - creare EURIBOR3M indexes + - possono mancare i fixings in un seasoned swap COUPON Index: QuantLibObjects_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** QuantLibObjects_vc8.vcproj 12 Jun 2006 14:08:17 -0000 1.12 --- QuantLibObjects_vc8.vcproj 14 Jun 2006 18:34:31 -0000 1.13 *************** *** 339,342 **** --- 339,346 ---- </File> <File + RelativePath=".\qlo\bonds.cpp" + > + </File> + <File RelativePath="qlo\calendar.cpp" > *************** *** 379,386 **** </File> <File - RelativePath="qlo\fixedcouponbond.cpp" - > - </File> - <File RelativePath=".\qlo\forwardrateagreement.cpp" > --- 383,386 ---- *************** *** 443,446 **** --- 443,450 ---- </File> <File + RelativePath=".\qlo\vo_bonds.cpp" + > + </File> + <File RelativePath="qlo\vo_calendar.cpp" > *************** *** 463,470 **** </File> <File - RelativePath="qlo\vo_instruments.cpp" - > - </File> - <File RelativePath="qlo\vo_interpolation.cpp" > --- 467,470 ---- *************** *** 518,525 **** > </File> - <File - RelativePath="qlo\zerocouponbond.cpp" - > - </File> </Filter> <Filter --- 518,521 ---- *************** *** 544,547 **** --- 540,547 ---- </File> <File + RelativePath=".\qlo\bonds.hpp" + > + </File> + <File RelativePath="qlo\calendar.hpp" > *************** *** 576,583 **** </File> <File - RelativePath="qlo\fixedcouponbond.hpp" - > - </File> - <File RelativePath=".\qlo\forwardrateagreement.hpp" > --- 576,579 ---- *************** *** 668,671 **** --- 664,671 ---- </File> <File + RelativePath=".\qlo\vo_bonds.hpp" + > + </File> + <File RelativePath="qlo\vo_calendar.hpp" > *************** *** 688,695 **** </File> <File - RelativePath="qlo\vo_instruments.hpp" - > - </File> - <File RelativePath="qlo\vo_interpolation.hpp" > --- 688,691 ---- *************** *** 743,750 **** > </File> - <File - RelativePath="qlo\zerocouponbond.hpp" - > - </File> </Filter> </Files> --- 739,742 ---- Index: todo.csv =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** todo.csv 9 Jun 2006 18:58:47 -0000 1.12 --- todo.csv 14 Jun 2006 18:34:31 -0000 1.13 *************** *** 1,115 **** ! "project","subproject","task","status","priority","comp date","comment" ! ,,,,,, ! "OH","Design","""singleton"" objects loaded at startup, static handle Calendars, Indexes","in progress",2,,"lazy instantiation?" ! "QLA","Design","implement XIBOR etc as singleton objects expose public interface QL changes required",,1,, ! "OH","Design"," permanent objects objects which aren't deleted by ohDeleteObject()/ohDeleteAllObjects()/ohCallGC()","in progress",2,, ! "QLA","General Support","getReference/OH_GET_OBJECT/OH_GET_REFERENCE vs getObject/EXPORT_UNDERLYING_OBJECT","done",3,09/06/2006,"consolidate code for returning object references" ! "QLA","Enumerations","add support for accessing member function of Enumeration e.g. publish the public interface for Calendar, DayCounter","done",1,,"represent stateful objects as singletons rather than Enumerations?" ! ,,,,,, ! "QLA","Design","revise code for Interpolation, and allow user to provide an enumeration indicating the desired class",,1,, ! "QLA","Design","yieldTermStructure user supplies two Enumerations - autogenerate nested select to instantiate indicated template",,1,, ! "QLA","Design","support for QuantLib::Handle give Excel user the ability to create a Handle and relink it as required",,1,, ! "QLA","Design","use ""instanceName"" instead of ""handle"" required to avoid confusion with QuantLib::Handle","in progress",1,,"use id instead of instance name ???" ! "OH","Design","if user supplies handle stub he must ensure it's unique / link handle stub to calling cell (?)","done",1,05/31/2006, ! ,,,,,, ! "OH","Design","""reflection"" - support member functions dynamically",,3,, ! "OH","Design","update design doc",,3,, ! "OH","Design","allow objects to be grouped",,3,, ! "OH","Functions","ohPack() - resolve flags and values",,1,, ! "QLA","Design","discontinue support for VC6","in progress",3,, ! "QLA","Design","Sessions: instead of using workbook as session, allow user to specify session number",,,, ! "QLA","Design","detect if calling range is row-wise / column-wise - format return vector accordingly",,1,, ! "QLA","Design","#include fewer headers to speed compilation",,2,, ! "QLA","Design","in header files check all version numbers: boost, QuantLib, log4cxx, ObjectHandler, QuantLibObjects",,2,, ! "QLA","Design","use Excel SmartTags to allow interrogation of objects",,3,, ! "QLA","Design","improve formatting of log messages",,3,, ! "QLA","Design","transfer qla/typefactory.hpp, qla/typeregistry to ObjectHandler?",,,, ! "QLA","Docs","autogenerate documentation for datatype and default value",,2,, ! "QLA","Docs","provide more descriptive explanations of input/output parameters",,2,, ! "QLA","Docs","examples in Technical Documentation relate to Functional",,,,"?" ! "QLA","Enumerations","is Convention an enumeration?",,2,, ! "QLA","Enumerations","add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",,2,, ! "QLA","Enumerations","qlListEnum() - single return value gets repeated in calling range force scalar to be returned as vector",,,,"is there an example of an enum list containing 1 item?" ! "QLA","Enumerations","take enumeration description from metadata",,,, ! "QLA","Excel binding","categorize function names in Excel Function Wizard","on hold",2,"20/04/2006","conflict with Adfin addin" ! "QLA","Excel binding","gensrc function metadata ""noWizardRecalc"" to suppress recalc under Excel Function Wizard",,2,,"also required for ctors otherwise GC breaks" ! "QLA","Functions","port old QLXL functionality into new QLXL",,2,, ! "QLA","Functions","qlGetFixLeg() to provide column headers in output",,3,, ! "QLA","Functions","qlCompiler() to return info on version and configuration of compiler used to build QLA ?",,,, ! "QLA","General Support","C++ examples - add VOs, NPV calculations",,3,, ! "QLA","gensrc","replace Serializer class with Reader class since we will never DeSerialize anything",,3,, ! "QLA","gensrc","extend rule.py to support conversion of Guile datatypes",,3,, ! "QLA","gensrc","Provide schema for XML",,3,, ! "QLA","ValueObjects","dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,3,, ! "QLA","VBA framework","design for real-time live feed",,2,, ! "QLA","VBA framework","interrogate object repository",,2,,"Plamen?" ! "QLA","VBA framework","network launcher for VBA framework - to point to different environments / configuration files",,2,, ! "QLA","VBA framework","access logfile",,3,, ! "QLA","VBA framework","menu options to load/unload XLL implement as toggle",,,, ! "QLA","Xibor","get/set fixing for given date",,2,,"?" ! ,,,,,, ! "OH","Design","class FunctionCall - streamline initialization - ""xltypeUninitialized""","done",,01/05/2006, ! "OH","Design","in objecthandlerxl.cpp replace bespoke parsing w/boost regexes","done",3,"26/04/2006", ! "OH","Design","ohxll project mistakenly picking up autolink.hpp","done",3,"27/04/2006", ! "OH","Design","functions returning empty vector: display #NUM, not 0, in calling cell e.g. getHolidayList()","done",,07/05/2006, ! "OH","Design","support for retrieval of undecorated handles","done",1,"30/04/2006","fix non-excel platforms" ! "OH","Design","std::exception -> ObjHandler::Exception","done",3,"26/04/2006", ! "OH","Design","class FunctionCall to encapsulate function state","done",2,"26/04/2006", ! "OH","Design","include cell address in error message?","done",3,01/05/2006, ! "OH","Functions","ohDependsOn() - fails if input range is nonexistent","cancelled",,,"seems to have resolved itself?" ! "OH","Functions","ohHandleList() to support regexes","done",2,"26/04/2006","renamed to ohListInstanceNames()" ! "OH","Functions","ohListInstanceNames() - 1) regex bug e.g. EUR.*D malfunctions 2) sort return list","done",1,"18/5/2006", ! "OH","Functions","ohDependsOn() - return counter (#/recalcs) per instance","done",,"18/5/2006", ! "OH","Functions","remove EO macro / function","done",3,"21/04/2006", ! "OH","Functions","ohListInstanceNames() is broken in utilities.xls?","done",1,,"looks OK now?" ! "QLA","Design","FuturesRateHelper returns incorrect latestDate","cancelled",,,"it works OK" ! "QLA","Design","check whether catch(...) catches unhandled exceptions from QL e.g. negative timesteps","cancelled",,01/05/2006,"it doesn't" ! "QLA","Design","in session.cpp replace bespoke parsing with boost::regex","done",3,05/08/2006, ! "QLA","Design","gensrc flag ""ignoreError"" (default T) invoke function even if some inputs invalid e.g. qlMidEquivalent()","done",1,"28/04/2006","always ignore errors (no flag)" ! "QLA","Design","move all Create<>s from qla/*.?pp into autogenerated addin code","done",,"23/05/2006", ! "QLA","Design","move Procedure functions to QuantLibFunctions","done",1,"30/04/2006","this change will probably be reversed" ! "QLA","Design","export IMM dates e.g. H7 -> date","done",,, ! "QLA","Design","Autogenerate source for funcs accepting vector input (qlForwardRate, qlDiscount, etc.)","done",,"28/04/2006", ! "QLA","Design","if input vector contains mix of #VALUES and valid numbers - return vector should correspond","done",2,"28/04/2006","also wraps QL function in try/catch" ! "QLA","Design","match QLA function names to underlying QL function names","done",,"27/04/2006", ! "QLA","Docs","qlXibor() - description of 2nd parameter incorrect","done",,"21/04/2006", ! "QLA","Docs","installation - refer to Release build not Debug","done",3,"21/04/2006", ! "QLA","Enumerations","if string name omitted from XML, use class name as default","cancelled",3,, ! "QLA","Enumerations","add support for abbreviations","cancelled",2,"21/04/2006","not required because of right-click menu" ! "QLA","Enumerations","qlListEnum() - return enumerations in mixed case (and in original sequence ??? - cancelled)","done",,"18/5/2006","retaining original sequence requires design change" ! "QLA","Excel binding","XLL description in Addin manager","cancelled",,"20/04/2006","not supported by Excel C API" ! "QLA","Excel binding","automatically name calling cell","cancelled",,"20/04/2006","not supported by Excel C API" ! "QLA","Functions","qlPiecewiseFlatForward() - don't reset eval date","done",2,"26/04/2006", ! "QLA","Functions","YieldTermStructure iface - ZeroRate/Discount/ForwardRate/ParRate/MaxDate/MaxTime","done",1,"27/04/2006", ! "QLA","Functions","modify qlPiecewiseFlatForward() to call alternate QL ctor (calendar/# days) - Observer pattern","done",,, ! "QLA","Functions","add support for QL Joint Calendar class. inputs: 1) vector of strings (calendar names) 2) AND/OR value","done",,08/05/2006, ! "QLA","Functions","qlGetDf() to return vector","done",2,"21/04/2006","renamed to qlDiscount()" ! "QLA","Functions","latestDate() for RateHelpers","done",1,"26/04/2006", ! "QLA","Functions","qlMid() - returns DBL_MIN when all inputs are #VALUE should return #NULL & log error","done",1,"18/5/2006", ! "QLA","General Support","Session functionality crashes QLA if active book named Book1.XLS","done",2,08/05/2006, ! "QLA","General Support","upgrade Calc addin to OOo 2 / VC 7","done",3,"28/04/2006","thanks to Joe Byers" ! "QLA","General Support","try removing redundant (?) FileConfiguration info from *.vcproj files","done",,03/05/2006, ! "QLA","General Support","revise NSIS uninstaller: uninstall released files whether modified or not; don't uninstall new files created by user","done",,, ! "QLA","General Support","sort out RandomSequenceGenerator","done",,"19/04/2006", ! "QLA","General Support","upgrade to latest CVS snapshot of QL","done",,"19/04/2006", ! "QLA","QuantLibXL","separate SourceForge projects/websites for OH, gensrc, QLA, QLXL","done",3,"19/5/2006", ! "QLA","gensrc","allow for comments in XML (ignore '#comment' nodes)","cancelled",3,,"already works OK" ! "QLA","gensrc","remove redundant XML tag getObject='true' for Member functions","cancelled",,"26/04/2006","the tag is in use" ! "QLA","gensrc","category metadata list of <includes> - only first item in list is processed","done",,06/05/2006, ! "QLA","gensrc","add support for QuantLib::Date as datatype of return value","done",,"26/04/2006", ! "QLA","gensrc","generate summary of files created/updated/changed per platform","done",3,"30/04/2006", ! "QLA","gensrc","add support for vector of QuantLib::Dates as input parameter","done",,06/05/2006, ! "QLA","gensrc","fix typo in Xibor - qlSobolRsg","done",,"26/04/2006", ! "QLA","gensrc","autogenerate source for Members which loop on input param","done",,"28/04/2006", ! "QLA","gensrc","add support for complete conversion of datatype of function return value scalar/vector/matrix, QL datatypes, void, etc.","done",,"23/5/2006", ! "QLA","gensrc","call OH_GET_REFERENCE from Addin code for functions with getObject='true' ?","done",3,"23/5/2006", ! "QLA","VBA framework","load XLLs","done",1,05/05/2006, ! "QLA","VBA framework","right click in cell to create enumeration drop down list","done",,"18/04/2006", ! "QLA","VBA framework","skeleton structure","done",,"18/04/2006", ! "QLA","VBA framework","create trade/market workbooks from templates","done",1,05/05/2006, ! "QLA","VBA framework","QuantLibAddin menu for Excel","done",,"18/04/2006", ! "QLA","Workstation Document","explanation of runtime libraries","done",2,"21/04/2006", ! "QLA","Workstation Document","explanation of VC workspace naming convention / _vc8.sln","done",2,"21/04/2006", ! "QLA","Workstation Document","document use of Addin Manager","done",2,"28/04/2006", ! "QLA","Workstation Document","document build for Boost, QuantLibFunctions","done",,"28/04/2006", ! "QLA","Workstation Document","incorporate other feedback from Nando and Katiuscia","done",,"28/04/2006", --- 1,115 ---- ! project,subproject,task,status,priority,comp date,comment ! ! OH,Design,"""singleton"" objects loaded at startup, static handle Calendars, Indexes",canceled,2,,lazy instantiation? ! QLA,Design,expose INDEX public interface instead of XIBOR QL changes required,,1,, ! OH,Design, permanent objects objects which aren't deleted by ohDeleteObject()/ohDeleteAllObjects()/ohCallGC(),in progress,2,, ! QLA,General Support,getReference/OH_GET_OBJECT/OH_GET_REFERENCE vs getObject/EXPORT_UNDERLYING_OBJECT,done,3,9/6/2006,consolidate code for returning object references ! QLA,Enumerations,"add support for accessing member function of Enumeration e.g. publish the public interface for Calendar, DayCounter",done,1,,represent stateful objects as singletons rather than Enumerations? ! ! QLA,Design,"revise code for Interpolation, and allow user to provide an enumeration indicating the desired class",,0,, ! QLA,Design,yieldTermStructure user supplies two Enumerations - autogenerate nested select to instantiate indicated template,,0,, ! QLA,Design,support for QuantLib::Handle give Excel user the ability to create a Handle and relink it as required,,0,, ! QLA,Design,"use ""objectID"" instead of ""handle"" required to avoid confusion with QuantLib::Handle",in progress,1,,use id instead of instance name ??? ! OH,Design,if user supplies objectID stub he must ensure it's unique / link objectID stub to calling cell (?),done,1,5/31/2006, ! ! OH,Design,"""reflection"" - support member functions dynamically",,3,, ! OH,Design,update design doc,,3,, ! OH,Design,allow objects to be grouped,,3,, ! OH,Functions,ohPack() - resolve flags and values,,1,, ! QLA,Design,discontinue support for VC6,in progress,3,, ! QLA,Design,"Sessions: instead of using workbook as session, allow user to specify session number",,3,, ! QLA,Design,detect if calling range is row-wise / column-wise - format return vector accordingly,done,1,, ! QLA,Design,#include fewer headers to speed compilation,,2,, ! QLA,Design,"in header files check all version numbers: boost, QuantLib, log4cxx, ObjectHandler, QuantLibObjects",,2,, ! QLA,Design,use Excel SmartTags to allow interrogation of objects,,3,, ! QLA,Design,improve formatting of log messages,,3,, ! QLA,Design,"transfer qla/typefactory.hpp, qla/typeregistry to ObjectHandler?",,,, ! QLA,Docs,autogenerate documentation for datatype and default value,,2,, ! QLA,Docs,provide more descriptive explanations of input/output parameters,,2,, ! QLA,Docs,examples in Technical Documentation relate to Functional,,,,? ! QLA,Enumerations,is Convention an enumeration?,,2,, ! QLA,Enumerations,"add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",,2,, ! QLA,Enumerations,single return value gets repeated in calling range force scalar to be returned as vector,,,,is there an example of an enum list containing 1 item? ! QLA,Enumerations,take enumeration description from metadata,,,, ! QLA,Excel binding,categorize function names in Excel Function Wizard,on hold,1,20/04/2006,conflict with Adfin addin ! QLA,Excel binding,"gensrc function metadata ""noWizardRecalc"" to suppress recalc under Excel Function Wizard",,1,,also required for ctors otherwise GC breaks ! QLA,Functions,port old QLXL functionality into new QLXL,,2,, ! QLA,Functions,qlSwapLegAnalysis() to provide column headers in output,,3,, ! QLA,Functions,qlCompiler() to return info on version and configuration of compiler used to build QLA ?,,,, ! QLA,General Support,"C++ examples - add VOs, NPV calculations",,3,, ! QLA,gensrc,replace Serializer class with Reader class since we will never DeSerialize anything,,3,, ! QLA,gensrc,extend rule.py to support conversion of Guile datatypes,,3,, ! QLA,gensrc,Provide schema for XML,,3,, ! QLA,ValueObjects,"dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,3,, ! QLA,VBA framework,design for real-time live feed,,2,, ! QLA,VBA framework,interrogate object repository,,2,,Plamen? ! QLA,VBA framework,network launcher/updater for VBA framework - to point to different environments / configuration files,,1,, ! QLA,VBA framework,access logfile,,3,, ! QLA,VBA framework,menu options to load/unload XLL/XLA implement as toggle,in progress,,, ! QLA,INDEX,get/set fixing for given date,,2,,? ! ! OH,Design,"class FunctionCall - streamline initialization - ""xltypeUninitialized""",done,,1/5/2006, ! OH,Design,in objecthandlerxl.cpp replace bespoke parsing w/boost regexes,done,3,26/04/2006, ! OH,Design,ohxll project mistakenly picking up autolink.hpp,done,3,27/04/2006, ! OH,Design,"functions returning empty vector: display #NUM, not 0, in calling cell e.g. getHolidayList()",done,,7/5/2006, ! OH,Design,support for retrieval of undecorated handles,done,1,30/04/2006,fix non-excel platforms ! OH,Design,std::exception -> ObjHandler::Exception,done,3,26/04/2006, ! OH,Design,class FunctionCall to encapsulate function state,done,2,26/04/2006, ! OH,Design,include cell address in error message?,done,3,1/5/2006, ! OH,Functions,ohDependsOn() - fails if input range is nonexistent,cancelled,,,seems to have resolved itself? ! OH,Functions,ohHandleList() to support regexes,done,2,26/04/2006,renamed to ohListInstanceNames() ! OH,Functions,ohListInstanceNames() - 1) regex bug e.g. EUR.*D malfunctions 2) sort return list,done,1,18/5/2006, ! OH,Functions,ohDependsOn() - return counter (#/recalcs) per instance,done,,18/5/2006, ! OH,Functions,remove EO macro / function,done,3,21/04/2006, ! OH,Functions,ohListInstanceNames() is broken in utilities.xls?,done,1,,looks OK now? ! QLA,Design,FuturesRateHelper returns incorrect latestDate,cancelled,,,it works OK ! QLA,Design,check whether catch(...) catches unhandled exceptions from QL e.g. negative timesteps,cancelled,,1/5/2006,it doesn't ! QLA,Design,in session.cpp replace bespoke parsing with boost::regex,done,3,5/8/2006, ! QLA,Design,"gensrc flag ""ignoreError"" (default T) invoke function even if some inputs invalid e.g. qlMidEquivalent()",done,1,28/04/2006,always ignore errors (no flag) ! QLA,Design,move all Create<>s from qla/*.?pp into autogenerated addin code,done,,23/05/2006, ! QLA,Design,move Procedure functions to QuantLibFunctions,done,1,30/04/2006,this change will probably be reversed ! QLA,Design,export IMM dates e.g. H7 -> date,done,,, ! QLA,Design,"Autogenerate source for funcs accepting vector input (qlForwardRate, qlDiscount, etc.)",done,,28/04/2006, ! QLA,Design,if input vector contains mix of #VALUES and valid numbers - return vector should correspond,done,2,28/04/2006,also wraps QL function in try/catch ! QLA,Design,match QLA function names to underlying QL function names,done,,27/04/2006, ! QLA,Docs,qlXibor() - description of 2nd parameter incorrect,done,,21/04/2006, ! QLA,Docs,installation - refer to Release build not Debug,done,3,21/04/2006, ! QLA,Enumerations,"if string name omitted from XML, use class name as default",cancelled,3,, ! QLA,Enumerations,add support for abbreviations,cancelled,2,21/04/2006,not required because of right-click menu ! QLA,Enumerations,qlListEnum() - return enumerations in mixed case (and in original sequence ??? - cancelled),done,,18/5/2006,retaining original sequence requires design change ! QLA,Excel binding,XLL description in Addin manager,cancelled,,20/04/2006,not supported by Excel C API ! QLA,Excel binding,automatically name calling cell,cancelled,,20/04/2006,not supported by Excel C API ! QLA,Functions,qlPiecewiseFlatForward() - don't reset eval date,done,2,26/04/2006, ! QLA,Functions,YieldTermStructure iface - ZeroRate/Discount/ForwardRate/ParRate/MaxDate/MaxTime,done,1,27/04/2006, ! QLA,Functions,modify qlPiecewiseFlatForward() to call alternate QL ctor (calendar/# days) - Observer pattern,done,,, ! QLA,Functions,add support for QL Joint Calendar class. inputs: 1) vector of strings (calendar names) 2) AND/OR value,done,,8/5/2006, ! QLA,Functions,qlGetDf() to return vector,done,2,21/04/2006,renamed to qlDiscount() ! QLA,Functions,latestDate() for RateHelpers,done,1,26/04/2006, ! QLA,Functions,qlMid() - returns DBL_MIN when all inputs are #VALUE should return #NULL & log error,done,1,18/5/2006, ! QLA,General Support,Session functionality crashes QLA if active book named Book1.XLS,done,2,8/5/2006, ! QLA,General Support,upgrade Calc addin to OOo 2 / VC 7,done,3,28/04/2006,thanks to Joe Byers ! QLA,General Support,try removing redundant (?) FileConfiguration info from *.vcproj files,done,,3/5/2006, ! QLA,General Support,revise NSIS uninstaller: uninstall released files whether modified or not; don't uninstall new files created by user,done,,, ! QLA,General Support,sort out RandomSequenceGenerator,done,,19/04/2006, ! QLA,General Support,upgrade to latest CVS snapshot of QL,done,,19/04/2006, ! QLA,QuantLibXL,"separate SourceForge projects/websites for OH, gensrc, QLA, QLXL",done,3,19/5/2006, ! QLA,gensrc,allow for comments in XML (ignore '#comment' nodes),cancelled,3,,already works OK ! QLA,gensrc,remove redundant XML tag getObject='true' for Member functions,cancelled,,26/04/2006,the tag is in use ! QLA,gensrc,category metadata list of <includes> - only first item in list is processed,done,,6/5/2006, ! QLA,gensrc,add support for QuantLib::Date as datatype of return value,done,,26/04/2006, ! QLA,gensrc,generate summary of files created/updated/changed per platform,done,3,30/04/2006, ! QLA,gensrc,add support for vector of QuantLib::Dates as input parameter,done,,6/5/2006, ! QLA,gensrc,fix typo in Xibor - qlSobolRsg,done,,26/04/2006, ! QLA,gensrc,autogenerate source for Members which loop on input param,done,,28/04/2006, ! QLA,gensrc,"add support for complete conversion of datatype of function return value scalar/vector/matrix, QL datatypes, void, etc.",done,,23/5/2006, ! QLA,gensrc,call OH_GET_REFERENCE from Addin code for functions with getObject='true' ?,done,3,23/5/2006, ! QLA,VBA framework,load XLLs,done,1,5/5/2006, ! QLA,VBA framework,right click in cell to create enumeration drop down list,done,,18/04/2006, ! QLA,VBA framework,skeleton structure,done,,18/04/2006, ! QLA,VBA framework,create trade/market workbooks from templates,done,1,5/5/2006, ! QLA,VBA framework,QuantLibAddin menu for Excel,done,,18/04/2006, ! QLA,Workstation Document,explanation of runtime libraries,done,2,21/04/2006, ! QLA,Workstation Document,explanation of VC workspace naming convention / _vc8.sln,done,2,21/04/2006, ! QLA,Workstation Document,document use of Addin Manager,done,2,28/04/2006 ! QLA,Workstation Document,"document build for Boost, QuantLibFunctions",done,,28/04/2006 ! QLA,Workstation Document,incorporate other feedback from Nando and Katiuscia,done,,28/04/2006 |
