[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.22,1.23
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From: Ferdinando A. <na...@us...> - 2006-06-28 11:46:16
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4611 Modified Files: todonando.txt Log Message: refactored swaption Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** todonando.txt 26 Jun 2006 22:05:47 -0000 1.22 --- todonando.txt 28 Jun 2006 11:46:13 -0000 1.23 *************** *** 63,66 **** --- 63,67 ---- - COUPON refactoring - SCHEDULE refactoring + - Volatility assume a daycounter in the same way as rate (see InterestRate) QuantLib BOND |