[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.24,1.25
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From: Ferdinando A. <na...@us...> - 2006-07-19 18:22:56
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14177 Modified Files: todonando.txt Log Message: 1) delegating to EvolutionDescription more time/alive computations 2) using EvolutionDescription as input instead of (const Array& rateTimes, const Array& evolutionTimes) Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** todonando.txt 14 Jul 2006 18:56:08 -0000 1.24 --- todonando.txt 19 Jul 2006 18:22:49 -0000 1.25 *************** *** 7,11 **** GENSRC - return enumerations - - omits ReturnValue description - add optional LongDescription - move stub.qla.* in QuantLibObject --- 7,10 ---- *************** *** 24,37 **** - export Quote (see RateHelpers) - use QL folder structure ! - creare EURIBOR indexes enumeration - type coercion - implicit convertion of QuantLib::Rate input parameter is failing - BOND: add loopParameters ! - bootstrap: First Future stub period flag ! - QuantLib::Array as input and output (see qlEigen*, and low discepancy ! sequences) QUANTLIBXL - - time series fixing ohpack - SWAPTIONVOLMATRIX bug - why RateHelpersReutersFeed keeps changing? --- 23,34 ---- - export Quote (see RateHelpers) - use QL folder structure ! - creare SWAP indexes enumeration - type coercion - implicit convertion of QuantLib::Rate input parameter is failing - BOND: add loopParameters ! - iterator input support ! - Statistics QUANTLIBXL - SWAPTIONVOLMATRIX bug - why RateHelpersReutersFeed keeps changing? *************** *** 47,53 **** - INSTALLER: Excel must be closed - INSTALLER: what about rebooting? ! - INTERPOLATION: SABR verification - INTERPOLATION: spostare vecchi spreadsheets - - Next/Previous Day in YCBootstrapping - signed spreadsheet and macro - normsdist bug --- 44,49 ---- - INSTALLER: Excel must be closed - INSTALLER: what about rebooting? ! - INSTALLER: uninstall before - INTERPOLATION: spostare vecchi spreadsheets - signed spreadsheet and macro - normsdist bug *************** *** 57,62 **** - spreaded swaption vol matrix - SWAP implement fair rate for floating/fixed rate vector - - FRA use Index - - SWAP index objects - add SABR factory - use boost ublas --- 53,56 ---- *************** *** 78,81 **** --- 72,76 ---- - check RateHelper prices and QL_FAIL for invalid input - ALERT if bootstrap fails + - bootstrap: First Future stub period flag QuantLib PIECEWISEYIELDCURVE *************** *** 89,93 **** LUIGI - Weekly CHANGELOG update - - Index::addfixings(dates, fixings) - make BlackSwaptionEngine accept a SwaptionVolStructure input parameter - make BlackCapFloorEngine accept a CapFloorVolStructure input parameter --- 84,87 ---- |