[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.21,1.22
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From: Ferdinando A. <na...@us...> - 2006-06-26 22:05:53
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28090 Modified Files: todonando.txt Log Message: 1) exported capletvolstructure 2) refactored cap floor Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** todonando.txt 23 Jun 2006 18:29:09 -0000 1.21 --- todonando.txt 26 Jun 2006 22:05:47 -0000 1.22 *************** *** 19,24 **** - SWAP GRID - VANILLA SWAP signature - - SWAP with fixedcouponstream - - SWAPTION implied vol - why qlSwaptionVTSMatrix (not qlSwaptionVTSMatrix2) crash - export discount, loglinear selection --- 19,22 ---- *************** *** 56,60 **** QuantLib - corregere OneAssetOption impliedVol - - impliedVol per Swaption - spreaded swaption vol matrix - SWAP implement fair rate for floating/fixed rate vector --- 54,57 ---- |