[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.20,1.21
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From: Ferdinando A. <na...@us...> - 2006-06-23 18:29:11
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv422 Modified Files: todonando.txt Log Message: exported Swaption implied vol Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** todonando.txt 23 Jun 2006 17:20:55 -0000 1.20 --- todonando.txt 23 Jun 2006 18:29:09 -0000 1.21 *************** *** 18,23 **** QUANTLIBADDIN - SWAP GRID ! - SWAPTION PRICING ! - check matrix functions - why qlSwaptionVTSMatrix (not qlSwaptionVTSMatrix2) crash - export discount, loglinear selection --- 18,24 ---- QUANTLIBADDIN - SWAP GRID ! - VANILLA SWAP signature ! - SWAP with fixedcouponstream ! - SWAPTION implied vol - why qlSwaptionVTSMatrix (not qlSwaptionVTSMatrix2) crash - export discount, loglinear selection *************** *** 34,39 **** QUANTLIBXL - SWAPTIONVOLMATRIX bug - - overwritten value vol Swaption ATM vols - why RateHelpersReutersFeed keeps changing? - merge old QuantLibXL functions --- 35,40 ---- QUANTLIBXL + - time series fixing ohpack - SWAPTIONVOLMATRIX bug - why RateHelpersReutersFeed keeps changing? - merge old QuantLibXL functions *************** *** 56,59 **** --- 57,61 ---- - corregere OneAssetOption impliedVol - impliedVol per Swaption + - spreaded swaption vol matrix - SWAP implement fair rate for floating/fixed rate vector - FRA use Index |