[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.13,1.14

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

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 ----