Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26650
Modified Files:
QuantLibObjects_vc8.vcproj todonando.txt
Log Message:
updated
Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** todonando.txt 22 Jun 2006 18:37:16 -0000 1.18
--- todonando.txt 22 Jun 2006 20:49:48 -0000 1.19
***************
*** 2,6 ****
MODULES
- reorganize file/folder/projectfolder
! - getting back all module into QuantLib
- create QuantLib-other CVS mailing list
--- 2,6 ----
MODULES
- reorganize file/folder/projectfolder
! - getting back all module into QuantLib project
- create QuantLib-other CVS mailing list
***************
*** 17,20 ****
--- 17,22 ----
QUANTLIBADDIN
+ - SWAPTION PRICING
+ - export discount,loglinear selection
- enforce version number check
- export Quote (see RateHelpers)
***************
*** 22,29 ****
- 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)
--- 24,38 ----
- creare EURIBOR indexes enumeration
- type coercion
+ - implicit convertion of QuantLib::Rate input parameter is failing
+ - BOND: add loopparameters
+ - bootstrap: First Future stub period flag
QUANTLIBXL
+ - SWAPTIONVOLMATRIX bug
+ - overwritten value vol Swaption ATM vols
+ - why RateHelpersReutersFeed keeps changing?
+ - merge old QuantLibXL functions
- enforce version number check
! - why YCbootstrapping fails if RateHelpers.xls is open?
- more calendar drop down cell menu
- CALENDAR: default parameter (Following doesn't work)
***************
*** 33,37 ****
- INSTALLER: Excel must be closed
- INSTALLER: what about rebooting?
- - merge old QuantLibXL functions
- INTERPOLATION: SABR verification
- INTERPOLATION: spostare vecchi spreadsheets
--- 42,45 ----
***************
*** 39,44 ****
- signed spreadsheet and macro
- normsdist bug
- - overwritten value vol Swaption ATM vols
- - why RateHelpersReutersFeed keeps changing?
QuantLib
--- 47,50 ----
***************
*** 58,62 ****
- fare tutti i metodi che restituiscono un InterestRate
- i ThMethod perche' non accettano anche loro una Date settlementDate = Date()?
- - add loopparameters
QuantLib RATEHELPERS
--- 64,67 ----
***************
*** 74,80 ****
- revise bondhelpers
- ratehelper usato da piu' curve: funziona?
- - export discount,loglinear selection
- bootstrap ForwardSpreadedYieldCurve
- - First Future stub period
LUIGI
--- 79,83 ----
Index: QuantLibObjects_vc8.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** QuantLibObjects_vc8.vcproj 22 Jun 2006 10:18:47 -0000 1.20
--- QuantLibObjects_vc8.vcproj 22 Jun 2006 20:49:48 -0000 1.21
***************
*** 327,536 ****
<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\forwardrateagreement.cpp"
>
</File>
<File
! RelativePath="qlo\forwardvanillaoption.cpp"
>
</File>
<File
! RelativePath=".\qlo\index.cpp"
>
</File>
<File
! RelativePath="qlo\interpolation.cpp"
>
</File>
<File
! RelativePath=".\qlo\pricingengines.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\swaption.cpp"
>
</File>
<File
! RelativePath=".\qlo\swaptionvolstructure.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\volatilities.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
! RelativePath="qlo\barrieroption.hpp"
>
</File>
<File
! RelativePath="qlo\baseinstruments.hpp"
>
</File>
<File
! RelativePath=".\qlo\bonds.hpp"
>
</File>
<File
! RelativePath="qlo\calendar.hpp"
>
</File>
<File
! RelativePath="qlo\capfloor.hpp"
>
</File>
<File
! RelativePath="qlo\cliquetoption.hpp"
>
</File>
<File
! RelativePath=".\qlo\conversions.hpp"
>
</File>
<File
! RelativePath="qlo\couponvectors.hpp"
>
</File>
<File
! RelativePath="qlo\dividendvanillaoption.hpp"
>
</File>
<File
! RelativePath="qlo\europeanoption.hpp"
>
</File>
<File
! RelativePath="qlo\exercise.hpp"
>
</File>
<File
! RelativePath=".\qlo\forwardrateagreement.hpp"
>
</File>
<File
! RelativePath="qlo\forwardvanillaoption.hpp"
>
</File>
<File
! RelativePath="qlo\handle.hpp"
>
</File>
<File
! RelativePath=".\qlo\index.hpp"
>
</File>
--- 327,526 ----
<Files>
<Filter
! Name="ValueObjects"
>
<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_index.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_index.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_pricingengines.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_pricingengines.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_swaption.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_swaption.hpp"
>
</File>
<File
! RelativePath=".\qlo\vo_swaptionvolstructure.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_swaptionvolstructure.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>
+ </Filter>
+ <Filter
+ Name="TermStructures"
+ >
<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"
+ >
<File
! RelativePath="qlo\interpolation.cpp"
>
</File>
***************
*** 543,572 ****
>
</File>
<File
! RelativePath="qlo\options.hpp"
! >
! </File>
! <File
! RelativePath=".\qlo\pricingengines.hpp"
! >
! </File>
! <File
! RelativePath="qlo\processes.hpp"
! >
! </File>
! <File
! RelativePath="qlo\qladdin.hpp"
! >
! </File>
! <File
! RelativePath="qlo\qladdindefines.hpp"
! >
! </File>
! <File
! RelativePath="qlo\quantoforwardvanillaoption.hpp"
! >
! </File>
! <File
! RelativePath="qlo\quantovanillaoption.hpp"
>
</File>
--- 533,542 ----
>
</File>
+ </Filter>
+ <Filter
+ Name="RandomNumbers"
+ >
<File
! RelativePath="qlo\randomsequencegenerator.cpp"
>
</File>
***************
*** 575,803 ****
>
</File>
- <File
- RelativePath=".\qlo\ratehelpers.hpp"
- >
- </File>
- <File
- RelativePath="qlo\schedule.hpp"
- >
- </File>
- <File
- RelativePath="qlo\shortratemodels.hpp"
- >
- </File>
- <File
- RelativePath="qlo\swap.hpp"
- >
- </File>
- <File
- RelativePath=".\qlo\swaption.hpp"
- >
- </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
- RelativePath="qlo\vanillaoption.hpp"
- >
- </File>
- <File
- RelativePath=".\qlo\vanillaswap.hpp"
- >
- </File>
- <File
- RelativePath="qlo\volatilities.hpp"
- >
- </File>
</Filter>
<Filter
! Name="ValueObjects"
>
<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_index.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_index.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_pricingengines.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_pricingengines.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_swaption.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_swaption.hpp"
>
</File>
<File
! RelativePath=".\qlo\vo_swaptionvolstructure.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_swaptionvolstructure.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>
</Filter>
</Files>
<Globals>
--- 545,825 ----
>
</File>
</Filter>
<Filter
! Name="Instruments"
>
<File
! RelativePath="qlo\asianoption.cpp"
>
</File>
<File
! RelativePath="qlo\asianoption.hpp"
>
</File>
<File
! RelativePath="qlo\barrieroption.cpp"
>
</File>
<File
! RelativePath="qlo\barrieroption.hpp"
>
</File>
<File
! RelativePath="qlo\baseinstruments.hpp"
>
</File>
<File
! RelativePath=".\qlo\bonds.cpp"
>
</File>
<File
! RelativePath=".\qlo\bonds.hpp"
>
</File>
<File
! RelativePath="qlo\capfloor.cpp"
>
</File>
<File
! RelativePath="qlo\capfloor.hpp"
>
</File>
<File
! RelativePath="qlo\cliquetoption.cpp"
>
</File>
<File
! RelativePath="qlo\cliquetoption.hpp"
>
</File>
<File
! RelativePath="qlo\dividendvanillaoption.cpp"
>
</File>
<File
! RelativePath="qlo\dividendvanillaoption.hpp"
>
</File>
<File
! RelativePath="qlo\europeanoption.cpp"
>
</File>
<File
! RelativePath="qlo\europeanoption.hpp"
>
</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
! RelativePath="qlo\quantoforwardvanillaoption.cpp"
>
</File>
<File
! RelativePath="qlo\quantoforwardvanillaoption.hpp"
>
</File>
<File
! RelativePath="qlo\quantovanillaoption.cpp"
>
</File>
<File
! RelativePath="qlo\quantovanillaoption.hpp"
>
</File>
<File
! RelativePath="qlo\swap.cpp"
>
</File>
<File
! RelativePath="qlo\swap.hpp"
>
</File>
<File
! RelativePath=".\qlo\swaption.cpp"
>
</File>
<File
! RelativePath=".\qlo\swaption.hpp"
>
</File>
<File
! RelativePath="qlo\vanillaoption.cpp"
>
</File>
<File
! RelativePath="qlo\vanillaoption.hpp"
>
</File>
<File
! RelativePath=".\qlo\vanillaswap.cpp"
>
</File>
<File
! RelativePath=".\qlo\vanillaswap.hpp"
>
</File>
+ </Filter>
+ <Filter
+ Name="ShortRateModels"
+ >
<File
! RelativePath="qlo\shortratemodels.cpp"
>
</File>
<File
! RelativePath="qlo\shortratemodels.hpp"
>
</File>
+ </Filter>
+ <Filter
+ Name="CashFlows"
+ >
<File
! RelativePath="qlo\couponvectors.cpp"
>
</File>
<File
! RelativePath="qlo\couponvectors.hpp"
>
</File>
+ </Filter>
+ <Filter
+ Name="Calendars"
+ >
<File
! RelativePath="qlo\calendar.cpp"
>
</File>
<File
! RelativePath="qlo\calendar.hpp"
>
</File>
+ </Filter>
+ <Filter
+ Name="PricingEngines"
+ >
<File
! RelativePath=".\qlo\pricingengines.cpp"
>
</File>
<File
! RelativePath=".\qlo\pricingengines.hpp"
>
</File>
+ </Filter>
+ <Filter
+ Name="Volatilities"
+ >
<File
! RelativePath=".\qlo\swaptionvolstructure.cpp"
>
</File>
<File
! RelativePath=".\qlo\swaptionvolstructure.hpp"
>
</File>
<File
! RelativePath="qlo\volatilities.cpp"
! >
! </File>
! <File
! RelativePath="qlo\volatilities.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\handle.hpp"
+ >
+ </File>
+ <File
+ RelativePath=".\qlo\index.cpp"
+ >
+ </File>
+ <File
+ RelativePath=".\qlo\index.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\typefactory.hpp"
+ >
+ </File>
+ <File
+ RelativePath="qlo\typeregistry.hpp"
+ >
+ </File>
+ <File
+ RelativePath="qlo\utilities.cpp"
+ >
+ </File>
+ <File
+ RelativePath="qlo\utilities.hpp"
+ >
+ </File>
</Files>
<Globals>
|