[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.26,1.27
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From: Ferdinando A. <na...@us...> - 2006-07-25 16:38:39
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13127 Modified Files: todonando.txt Log Message: updated Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.26 retrieving revision 1.27 diff -C2 -d -r1.26 -r1.27 *** todonando.txt 24 Jul 2006 08:13:10 -0000 1.26 --- todonando.txt 25 Jul 2006 16:38:35 -0000 1.27 *************** *** 1,4 **** --- 1,7 ---- QuantLib + - static Period Period::fromFrequency(Frequency freq) + - vola model, corr model + - cap bug - corregere OneAssetOption impliedVol - spreaded swaption vol matrix *************** *** 41,44 **** --- 44,56 ---- LUIGI + - refactor market model test suite: + 1 test per Forward e Caplet + OneStep (Full-Factor), Multi-Step (different number of factors: full,1,2,3,4) + evolutionDescription (diversi numerari: suggested, terminal, moneymarket) + diversi modelli di correlazione + diversi modelli volatilità + diversi BrownianGenerator + diversi Evolver (ogni evolver diversi fattori) + - introduce Sobol BrowianGenerator - Weekly CHANGELOG update - make BlackSwaptionEngine accept a SwaptionVolStructure input parameter *************** *** 49,57 **** 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?) - --- 61,66 ---- |