[QuantLibAddin-cvs] QuantLibAddin QuantLibObjects.vcproj, 1.9, 1.10 todonando.txt, 1.12, 1.13

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11674

Modified Files:
	QuantLibObjects.vcproj todonando.txt 
Log Message:
updated

Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** todonando.txt	15 Jun 2006 20:23:55 -0000	1.12
--- todonando.txt	18 Jun 2006 12:54:25 -0000	1.13
***************
*** 1,7 ****
  CHANGELOG FROM MY HOME PC
  
  timestamp for the logfile
  
! PER ERIC: CHM DOCS
  
  DESIGN
--- 1,21 ----
  CHANGELOG FROM MY HOME PC
  
+ reorganize file/folder/projectfolder
+ 
  timestamp for the logfile
+ permanent object as planned
+ last error message, not last log message
+ investigate earliestDate, latestDate behaviour
+ check double recalc for bootstrapping
+ default parameter for handle as input parameter
+ roll front futures n days before
+ il metodo addfixings per gli indici?
+ ohsetlogfile nowiz
+ support for static function (as holidayList)
  
! ERIC
! - CHM DOCS
! - what to do with QuantLib default parameters
! - export Quote (see RateHelpers)
  
  DESIGN
***************
*** 12,22 ****
  
  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?
--- 26,35 ----
  
  GENSRC
  - copyright on autogenerated files
  
  QuantLib
+ * deprecate (int, TimeUnit) usage in favor of Period (Indexes, Calendar::advance)
+ - static Period Period::fromFrequency(Frequency freq)
  - chiarire enumeration SimpleThenCompounded (SimpleUpTo1YThenCompounded)
  - should InterpolatedDiscountCurve, InterpolatedZeroCurve, and
    InterpolatedForwardCurve inherit from an InterpolatedCurve class?
***************
*** 25,42 ****
  
  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
  - InterpolatedYieldTermStructure<Discount,LogLinear>
  - generic LinearInterpolation using LinearInterpolationType enum
- - const OptimizationMethod?
- - 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
  - FRARateHelper deve avere dentro in FRA Instrument
- - conv adj dei futures
  - turn of year
  - extended grid with all relevant dates
--- 38,51 ----
  
  LUIGI
  - InterpolatedYieldTermStructure<Discount,LogLinear>
  - generic LinearInterpolation using LinearInterpolationType enum
  - generic ForwardSpreadedYieldCurve (spread term structure)
  - bootstrap ForwardSpreadedYieldCurve using its own ratehelpers and a base curve
+ - verify Handle<Quote> convexityAdjustment
+ - verify RateHelpers initializeDates_ when evalDate changes(latestDate, earliestDate)
  
  PIECEWISEYIELDCURVE
+ * costruttore delle curve che accetta griglia di discount e griglia di zero InterestRate
  - FRARateHelper deve avere dentro in FRA Instrument
  - turn of year
  - extended grid with all relevant dates
***************
*** 44,50 ****
  - ratehelper usato da piu' curve: non si puo' utilizzare il setTermStructure
  - 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>
  
--- 53,57 ----
***************
*** 54,62 ****
  CALENDAR
  - default parameter (Following doesn't work)
- - use period instead of (n, timeUnit)
- - 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
--- 61,65 ----
***************
*** 66,70 ****
  
  SWAP
! - extend floatingRateCouponVector to handle alfa and beta
  - implement fair rate for floating/fixed rate vector
  - trigger swap check calculation
--- 69,73 ----
  
  SWAP
! * extend floatingRateCouponVector to handle alfa and beta
  - implement fair rate for floating/fixed rate vector
  - trigger swap check calculation
***************
*** 92,96 ****
  
  SPREADSHEETS
- - use Period instead of (unit, timeUnit)
  - signed spreadsheet and macro
  - normsdist bug
--- 95,98 ----
***************
*** 100,109 ****
  
  XIBOR
! - esporre Index invece che Xibor
! - creare EURIBOR3M indexes
  - possono mancare i fixings in un seasoned swap
  
  COUPON
! - refactoring
  
  SCHEDULE
--- 102,110 ----
  
  XIBOR
! - creare indexes enumeration
  - possono mancare i fixings in un seasoned swap
  
  COUPON
! * refactoring
  
  SCHEDULE

Index: QuantLibObjects.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** QuantLibObjects.vcproj	16 Jun 2006 10:11:29 -0000	1.9
--- QuantLibObjects.vcproj	18 Jun 2006 12:54:25 -0000	1.10
***************
*** 332,499 ****
  	<Files>
  		<Filter
! 			Name="Source Files"
! 			Filter="cpp;c;cxx;rc;def;r;odl;idl;hpj;bat">
! 			<File
! 				RelativePath="qlo\asianoption.cpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\barrieroption.cpp">
! 			</File>
! 			<File
! 				RelativePath=".\qlo\bonds.cpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\calendar.cpp">
! 			</File>
  			<File
! 				RelativePath="qlo\capfloor.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\cliquetoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\complextyperegistry.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\conversions.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\couponvectors.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\dividendvanillaoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\enumregistry.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\europeanoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\exercise.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\fixedcouponbond.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\forwardrateagreement.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\forwardvanillaoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\generalutils.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\interpolation.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\processes.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\quantoforwardvanillaoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\quantovanillaoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\randomsequencegenerator.cpp">
  			</File>
  			<File
! 				RelativePath=".\qlo\ratehelpers.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\schedule.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\shortratemodels.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\swap.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\termstructures.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\utilities.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vanillaoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vanillaswap.cpp">
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_bonds.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_calendar.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_capfloor.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_couponvectors.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_exercise.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_forwardrateagreement.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_interpolation.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_options.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_processes.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_randomsequencegenerator.cpp">
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_ratehelpers.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_schedule.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_shortratemodels.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_swap.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_termstructures.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_vanillaswap.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_volatilities.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_xibor.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\volatilities.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\xibor.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\zerocouponbond.cpp">
  			</File>
  		</Filter>
  		<Filter
! 			Name="Header Files"
! 			Filter="h;hpp;hxx;hm;inl">
  			<File
  				RelativePath="qlo\asianoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\auto_link.hpp">
  			</File>
  			<File
--- 332,506 ----
  	<Files>
  		<Filter
! 			Name="ValueObjects"
! 			Filter="">
  			<File
! 				RelativePath=".\qlo\vo_bonds.cpp">
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_bonds.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_calendar.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_calendar.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_capfloor.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_capfloor.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_couponvectors.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_couponvectors.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_exercise.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_exercise.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_forwardrateagreement.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_forwardrateagreement.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_interpolation.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_interpolation.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_options.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_options.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_processes.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_processes.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_randomsequencegenerator.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_randomsequencegenerator.hpp">
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_ratehelpers.cpp">
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_ratehelpers.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_schedule.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_schedule.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_shortratemodels.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_shortratemodels.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_swap.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_swap.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_termstructures.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_termstructures.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_vanillaswap.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_vanillaswap.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_volatilities.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_volatilities.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_xibor.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_xibor.hpp">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="Indexes"
+ 			Filter="">
  			<File
! 				RelativePath="qlo\xibor.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\xibor.hpp">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="TermStructures"
+ 			Filter="">
  			<File
! 				RelativePath=".\qlo\ratehelpers.cpp">
  			</File>
  			<File
! 				RelativePath=".\qlo\ratehelpers.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\termstructures.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\termstructures.hpp">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="Math"
+ 			Filter="">
  			<File
! 				RelativePath="qlo\interpolation.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\interpolation.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\math.hpp">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="RandomNumbers"
+ 			Filter="">
  			<File
! 				RelativePath="qlo\randomsequencegenerator.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\randomsequencegenerator.hpp">
  			</File>
  		</Filter>
  		<Filter
! 			Name="Instruments"
! 			Filter="">
! 			<File
! 				RelativePath="qlo\asianoption.cpp">
! 			</File>
  			<File
  				RelativePath="qlo\asianoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\barrieroption.cpp">
  			</File>
  			<File
***************
*** 504,511 ****
  			</File>
  			<File
  				RelativePath=".\qlo\bonds.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\calendar.hpp">
  			</File>
  			<File
--- 511,521 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\bonds.cpp">
+ 			</File>
+ 			<File
  				RelativePath=".\qlo\bonds.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\capfloor.cpp">
  			</File>
  			<File
***************
*** 513,523 ****
  			</File>
  			<File
! 				RelativePath="qlo\cliquetoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\conversions.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\couponvectors.hpp">
  			</File>
  			<File
--- 523,533 ----
  			</File>
  			<File
! 				RelativePath="qlo\cliquetoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\cliquetoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\dividendvanillaoption.cpp">
  			</File>
  			<File
***************
*** 525,532 ****
  			</File>
  			<File
  				RelativePath="qlo\europeanoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\exercise.hpp">
  			</File>
  			<File
--- 535,545 ----
  			</File>
  			<File
+ 				RelativePath="qlo\europeanoption.cpp">
+ 			</File>
+ 			<File
  				RelativePath="qlo\europeanoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\fixedcouponbond.cpp">
  			</File>
  			<File
***************
*** 534,547 ****
  			</File>
  			<File
! 				RelativePath="qlo\forwardrateagreement.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\forwardvanillaoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\generalutils.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\handle.hpp">
  			</File>
  			<File
--- 547,560 ----
  			</File>
  			<File
! 				RelativePath="qlo\forwardrateagreement.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\forwardrateagreement.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\forwardvanillaoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\forwardvanillaoption.hpp">
  			</File>
  			<File
***************
*** 549,568 ****
  			</File>
  			<File
- 				RelativePath="qlo\interpolation.hpp">
- 			</File>
- 			<File
- 				RelativePath="qlo\math.hpp">
- 			</File>
- 			<File
  				RelativePath="qlo\options.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\processes.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\qladdin.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\qladdindefines.hpp">
  			</File>
  			<File
--- 562,569 ----
  			</File>
  			<File
  				RelativePath="qlo\options.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\quantoforwardvanillaoption.cpp">
  			</File>
  			<File
***************
*** 570,586 ****
  			</File>
  			<File
! 				RelativePath="qlo\quantovanillaoption.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\randomsequencegenerator.hpp">
! 			</File>
! 			<File
! 				RelativePath=".\qlo\ratehelpers.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\schedule.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\shortratemodels.hpp">
  			</File>
  			<File
--- 571,581 ----
  			</File>
  			<File
! 				RelativePath="qlo\quantovanillaoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\quantovanillaoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\swap.cpp">
  			</File>
  			<File
***************
*** 588,604 ****
  			</File>
  			<File
! 				RelativePath="qlo\swaptionvolstructure.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\termstructures.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\typefactory.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\typeregistry.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\utilities.hpp">
  			</File>
  			<File
--- 583,587 ----
  			</File>
  			<File
! 				RelativePath="qlo\vanillaoption.cpp">
  			</File>
  			<File
***************
*** 606,675 ****
  			</File>
  			<File
! 				RelativePath="qlo\vanillaswap.hpp">
! 			</File>
! 			<File
! 				RelativePath=".\qlo\vo_bonds.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\vo_calendar.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\vo_capfloor.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\vo_couponvectors.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\vo_exercise.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\vo_forwardrateagreement.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\vo_interpolation.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\vo_options.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\vo_processes.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\vo_randomsequencegenerator.hpp">
! 			</File>
! 			<File
! 				RelativePath=".\qlo\vo_ratehelpers.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\vo_schedule.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_shortratemodels.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_swap.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_termstructures.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_vanillaswap.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_volatilities.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_xibor.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\volatilities.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\xibor.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\zerocouponbond.hpp">
  			</File>
  		</Filter>
  	</Files>
  	<Globals>
--- 589,703 ----
  			</File>
  			<File
! 				RelativePath="qlo\vanillaswap.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vanillaswap.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\zerocouponbond.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\zerocouponbond.hpp">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="ShortRateModels"
+ 			Filter="">
  			<File
! 				RelativePath="qlo\shortratemodels.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\shortratemodels.hpp">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="CashFlows"
+ 			Filter="">
  			<File
! 				RelativePath="qlo\couponvectors.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\couponvectors.hpp">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="Calendars"
+ 			Filter="">
  			<File
! 				RelativePath="qlo\calendar.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\calendar.hpp">
  			</File>
  		</Filter>
+ 		<File
+ 			RelativePath="qlo\auto_link.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\complextyperegistry.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\conversions.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\conversions.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\enumregistry.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\exercise.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\exercise.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\generalutils.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\generalutils.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\handle.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\processes.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\processes.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\qladdin.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\qladdindefines.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\schedule.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\schedule.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\swaptionvolstructure.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\typefactory.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\typeregistry.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\utilities.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\utilities.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\volatilities.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\volatilities.hpp">
+ 		</File>
  	</Files>
  	<Globals>