[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.17,1.18
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From: Ferdinando A. <na...@us...> - 2006-06-22 18:37:19
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30666 Modified Files: todonando.txt Log Message: updated Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** todonando.txt 21 Jun 2006 12:50:21 -0000 1.17 --- todonando.txt 22 Jun 2006 18:37:16 -0000 1.18 *************** *** 1,28 **** ! reorganize file/folder/projectfolder ! getting back all module into QuantLib ! permanent object as discussed ! earliest days dovrebbe tener conto dei fixing days ! ERIC - export Quote (see RateHelpers) ! - check double recalc for bootstrapping ! DESIGN ! - refactor ObjectHandler /OHXL ! - move stubs in QuantLibObject - enforce version number check ! - use QL folder structure in QLA ! ! GENSRC ! - return enumerations ! - omits ReturnValue description ! - add optional LongDescription QuantLib - corregere OneAssetOption impliedVol - impliedVol per Swaption LUIGI --- 1,80 ---- ! MODULES ! - reorganize file/folder/projectfolder ! - getting back all module into QuantLib ! - create QuantLib-other CVS mailing list ! GENSRC ! - return enumerations ! - omits ReturnValue description ! - add optional LongDescription ! - move stubs in QuantLibObject + OH + - enforce version number check + - refactor ObjectHandler /OHXL + - permanent object as discussed ! QUANTLIBADDIN ! - enforce version number check - export Quote (see RateHelpers) ! - use QL folder structure ! - creare EURIBOR indexes enumeration ! - type coercion ! QUANTLIBXL - enforce version number check ! - perche' il YCbootstrapping non funzione se rateHelpers e' aperto ! - more calendar drop down cell menu ! - CALENDAR: default parameter (Following doesn't work) ! - DAYCOUNTER: default parameter? ! - DAYCOUNTER: loop parameters ! - YYYYDDMM_HHMM timestamp in log file name ! - INSTALLER: Excel must be closed ! - INSTALLER: what about rebooting? ! - merge old QuantLibXL functions ! - INTERPOLATION: SABR verification ! - INTERPOLATION: spostare vecchi spreadsheets ! - Next/Previous Day in YCBootstrapping ! - signed spreadsheet and macro ! - normsdist bug ! - overwritten value vol Swaption ATM vols ! - why RateHelpersReutersFeed keeps changing? QuantLib - corregere OneAssetOption impliedVol - impliedVol per Swaption + - SWAP implement fair rate for floating/fixed rate vector + - FRA use Index + - SWAP index objects + - add SABR factory + - use boost ublas + - use boost random number generators + - COUPON refactoring + - SCHEDULE refactoring + + QuantLib BOND + - perche' lo yield non ha la frequenza? + - fare tutti i metodi che restituiscono un InterestRate + - i ThMethod perche' non accettano anche loro una Date settlementDate = Date()? + - add loopparameters + + QuantLib RATEHELPERS + - earliest days dovrebbe tener conto dei fixing days + + QuantLib YIELDCURVEBOOTSTRAP + - add new flag: depo only to cover stub period + - check RateHelper prices and QL_FAIL for invalid input + - ALERT if bootstrap fails + + QuantLib 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 + - First Future stub period LUIGI *************** *** 39,114 **** - 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 - - First Future stub period - - DATE - - CALENDAR - - default parameter (Following doesn't work) - - more calendar drop down cell menu - - DAYCOUNTER - - default parameter? - - loop parameters - why DayCounter::method is not static? (because they're virtual?) - - SWAP - - implement fair rate for floating/fixed rate vector - - trigger swap check calculation - - FRA - - use Index - - BOOST - - use ublas - - use random number generators - - INSTALLER - - Excel must be closed - - what about rebooting? - - INTERPOLATION - - SABR verification - - add SABR factory - - spostare vecchi spreadsheets interpolazione - - QUANTLIBXL - - merge old QuantLibXL functions - - VBA Framework - - YYYYDDMM_HHMM timestamp in log file name - - SPREADSHEETS - - Next/Previous Day in YCBootstrapping - - signed spreadsheet and macro - - normsdist bug - - RICHIESTE ASSURDE - - trigger a tempo - - XIBOR - - creare indexes enumeration - - possono mancare i fixings in un seasoned swap - - COUPON - * refactoring - - SCHEDULE - - refactoring - - BOND - - perche' lo yield non ha la frequenza? - - fare tutti i metodi che restituiscono un InterestRate - - i ThMethod perche' non accettano anche loro una Date settlementDate = Date()? - - add loopparameters - - BUG - - perche' il YCbootstrapping non funzione se rateHelpers e' aperto --- 91,93 ---- |