[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.15,1.16

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14603

Modified Files:
	todonando.txt 
Log Message:
deprecated BlackModel constructor with TermStructure input parameter

Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** todonando.txt	20 Jun 2006 09:51:34 -0000	1.15
--- todonando.txt	20 Jun 2006 17:39:13 -0000	1.16
***************
*** 1,17 ****
- CHANGELOG FROM MY HOME PC
  
  reorganize file/folder/projectfolder
  
  timestamp for the logfile
  permanent object as discussed
  last error message, not last log message
- investigate earliestDate, latestDate behaviour
- default parameter for handle as input parameter
- il metodo addfixings per gli indici?
  earliest days dovrebbe tener conto dei fixing days
  
  ERIC
- - CHM DOCS
- - what to do with QuantLib default parameters
  - export Quote (see RateHelpers)
  - check double recalc for bootstrapping
--- 1,13 ----
  
  reorganize file/folder/projectfolder
+ getting back all module into QuantLib
  
  timestamp for the logfile
  permanent object as discussed
  last error message, not last log message
  earliest days dovrebbe tener conto dei fixing days
  
+ 
  ERIC
  - export Quote (see RateHelpers)
  - check double recalc for bootstrapping
***************
*** 29,65 ****
  
  QuantLib
! - static Period Period::fromFrequency(Frequency freq)
! - 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
  - 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)
- - how to have QL_ERROR_LINES and QL_ERROR_FUNCTIONS only in header files?
- - why Swap/Swaption do not take default empy handle?
- - BlackModel dovrebbe accettare una swptionvoltermstructure e non avere la yield termstructure
- - capfloor engine deve prendere la termstructure non da BlackModel
  
  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
  - extended grid with all relevant dates
  - revise bondhelpers
! - ratehelper usato da piu' curve: non si puo' utilizzare il setTermStructure
  - export discount,loglinear selection
  - bootstrap ForwardSpreadedYieldCurve
- - InterpolatedYieldTermStructure<Discount,Compounding,LogLinear>
  
  DATE
- - format the cell to date when returning a serialnumber
  
  CALENDAR
--- 25,55 ----
  
  QuantLib
! - corregere OneAssetOption impliedVol
! - impliedVol per Swaption
  
  LUIGI
+ - Weekly CHANGELOG update
+ - Index::addfixings(dates, fixings)
+ - make BlackSwaptionEngine accept a SwaptionVolStructure input parameter
+ - make BlackCapFloorEngine accept a CapFloorVolStructure input parameter
+ - strip down furter BlackModel
  - InterpolatedYieldTermStructure<Discount,LogLinear>
! - InterpolatedYieldTermStructure<Discount,LogLinear> constructor using an input
!   discount grid
! - InterpolatedYieldTermStructure<Discount,LogLinear>::gridDates()
! - static Period Period::fromFrequency(Frequency freq)
  - generic ForwardSpreadedYieldCurve (spread term structure)
  - bootstrap ForwardSpreadedYieldCurve using its own ratehelpers and a base curve
  
  PIECEWISEYIELDCURVE
  - FRARateHelper deve avere dentro in FRA Instrument
  - turn of year
  - extended grid with all relevant dates
  - revise bondhelpers
! - ratehelper usato da piu' curve: funziona?
  - export discount,loglinear selection
  - bootstrap ForwardSpreadedYieldCurve
  
  DATE
  
  CALENDAR