[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.13,1.14
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From: Ferdinando A. <na...@us...> - 2006-06-18 19:47:17
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5289 Modified Files: todonando.txt Log Message: introduced gearing (i.e. the multiplicative coefficients of the floating rate index) in floating rate coupons, coupon vectors, bonds, etc Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** todonando.txt 18 Jun 2006 12:54:25 -0000 1.13 --- todonando.txt 18 Jun 2006 19:47:14 -0000 1.14 *************** *** 9,16 **** 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 --- 9,16 ---- check double recalc for bootstrapping default parameter for handle as input parameter il metodo addfixings per gli indici? ohsetlogfile nowiz support for static function (as holidayList) + earliest days dovrebbe tener conto dei fixing days ERIC *************** *** 20,25 **** DESIGN ! - refactor ObjectHandler ! - stubs in QuantLibObject - enforce version number check - use QL folder structure in QLA --- 20,25 ---- DESIGN ! - refactor ObjectHandler /OHXL ! - move stubs in QuantLibObject - enforce version number check - use QL folder structure in QLA *************** *** 29,35 **** 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? --- 29,33 ---- *************** *** 44,50 **** - 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 --- 42,51 ---- - verify Handle<Quote> convexityAdjustment - verify RateHelpers initializeDates_ when evalDate changes(latestDate, earliestDate) + - how to have QL_ERROR_LINES and QL_ERROR_FUNCTIONS only in header files? PIECEWISEYIELDCURVE ! - costruttore delle curve che accetta griglia di discount e griglia di zero InterestRate: ! because of existing signatures it is possible only when ! InterpolatedYieldTermStructure<Discount,LogLinear> will be available - FRARateHelper deve avere dentro in FRA Instrument - turn of year *************** *** 69,73 **** SWAP - * extend floatingRateCouponVector to handle alfa and beta - implement fair rate for floating/fixed rate vector - trigger swap check calculation --- 70,73 ---- |