[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.25,1.26

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12770

Modified Files:
	todonando.txt 
Log Message:
updated

Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** todonando.txt	19 Jul 2006 18:22:49 -0000	1.25
--- todonando.txt	24 Jul 2006 08:13:10 -0000	1.26
***************
*** 1,3 ****
--- 1,60 ----
  
+ QuantLib
+ - corregere OneAssetOption impliedVol
+ - spreaded swaption vol matrix
+ - SWAP implement fair rate for floating/fixed rate vector
+ - add SABR factory
+ - use boost ublas
+ - use boost random number generators
+ - COUPON refactoring
+ - SCHEDULE refactoring
+ - Volatility assume a daycounter in the same way as rate (see InterestRate)
+ - ForwardSpreadedCurve con spread term structure
+ - throw first what in notifyobservers
+ - Instrument<Args>
+ - Inherit Exercise from Event?
+ - fixing days in Vanilla Swap
+ - implement accruedAmount in Coupon
+ - use strategy pattern for simulation termination criteria
+ 
+ QuantLib BOND
+ - perche' lo yield non ha la frequenza?
+ - fare tutti i metodi che restituiscono un InterestRate
+ - i ThMethod perche' non accettano anche loro una Date settlementDate = Date()?
+ 
+ QuantLib RATEHELPERS
+ - earliest days dovrebbe tener conto dei fixing days
+ 
+ QuantLib YIELDCURVEBOOTSTRAP
+ - add new flag: depo only to cover stub period
+ - check RateHelper prices and QL_FAIL for invalid input
+ - ALERT if bootstrap fails
+ - bootstrap: First Future stub period flag
+ 
+ QuantLib PIECEWISEYIELDCURVE
+ - FRARateHelper deve avere dentro in FRA Instrument
+ - turn of year
+ - extended grid with all relevant dates
+ - revise bondhelpers
+ - ratehelper usato da piu' curve: funziona?
+ - bootstrap ForwardSpreadedYieldCurve
+ 
+ LUIGI
+ - Weekly CHANGELOG update
+ - make BlackSwaptionEngine accept a SwaptionVolStructure input parameter
+ - make BlackCapFloorEngine accept a CapFloorVolStructure input parameter
+ - strip down furter BlackModel
+ - InterpolatedYieldTermStructure<Discount,LogLinear>
+ - InterpolatedYieldTermStructure<Discount,LogLinear> constructor using an input
+   discount grid
+ - InterpolatedYieldTermStructure<Discount,LogLinear>::gridDates()
+ - static Period Period::fromFrequency(Frequency freq)
+ - generic ForwardSpreadedYieldCurve (spread term structure)
+ - bootstrap ForwardSpreadedYieldCurve using its own ratehelpers and a base curve
+ - why DayCounter::method is not static? (because they're virtual?)
+ 
+ 
+ 
+ 
  MODULES
  - reorganize file/folder/projectfolder
***************
*** 16,19 ****
--- 73,80 ----
  
  QUANTLIBADDIN
+ - export FlatForward
+ - export ImpliedCurve
+ - export Statistics
+ - export PathGeneration
  - SWAP GRID
  - VANILLA SWAP signature
***************
*** 29,34 ****
--- 90,99 ----
  - iterator input support
  - Statistics
+ - freeze, unfreeze objects
  
  QUANTLIBXL
+ - Property example?
+ - SWAPTION spreadsheet with multiple prices
+ - all spreadsheets with grid
  - SWAPTIONVOLMATRIX bug
  - why RateHelpersReutersFeed keeps changing?
***************
*** 49,96 ****
  - normsdist bug
  
- QuantLib
- - corregere OneAssetOption impliedVol
- - spreaded swaption vol matrix
- - SWAP implement fair rate for floating/fixed rate vector
- - add SABR factory
- - use boost ublas
- - use boost random number generators
- - COUPON refactoring
- - SCHEDULE refactoring
- - Volatility assume a daycounter in the same way as rate (see InterestRate)
- 
- QuantLib BOND
- - perche' lo yield non ha la frequenza?
- - fare tutti i metodi che restituiscono un InterestRate
- - i ThMethod perche' non accettano anche loro una Date settlementDate = Date()?
- 
- QuantLib RATEHELPERS
- - earliest days dovrebbe tener conto dei fixing days
- 
- QuantLib YIELDCURVEBOOTSTRAP
- - add new flag: depo only to cover stub period
- - check RateHelper prices and QL_FAIL for invalid input
- - ALERT if bootstrap fails
- - bootstrap: First Future stub period flag
- 
- QuantLib PIECEWISEYIELDCURVE
- - FRARateHelper deve avere dentro in FRA Instrument
- - turn of year
- - extended grid with all relevant dates
- - revise bondhelpers
- - ratehelper usato da piu' curve: funziona?
- - bootstrap ForwardSpreadedYieldCurve
- 
- LUIGI
- - Weekly CHANGELOG update
- - make BlackSwaptionEngine accept a SwaptionVolStructure input parameter
- - make BlackCapFloorEngine accept a CapFloorVolStructure input parameter
- - strip down furter BlackModel
- - InterpolatedYieldTermStructure<Discount,LogLinear>
- - InterpolatedYieldTermStructure<Discount,LogLinear> constructor using an input
-   discount grid
- - InterpolatedYieldTermStructure<Discount,LogLinear>::gridDates()
- - static Period Period::fromFrequency(Frequency freq)
- - generic ForwardSpreadedYieldCurve (spread term structure)
- - bootstrap ForwardSpreadedYieldCurve using its own ratehelpers and a base curve
- - why DayCounter::method is not static? (because they're virtual?)
--- 114,115 ----