Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4808
Modified Files:
QuantLibAddin_vc8.sln todonando.txt
Log Message:
Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.27
retrieving revision 1.28
diff -C2 -d -r1.27 -r1.28
*** todonando.txt 25 Jul 2006 16:38:35 -0000 1.27
--- todonando.txt 3 Aug 2006 11:47:34 -0000 1.28
***************
*** 1,8 ****
QuantLib
! - static Period Period::fromFrequency(Frequency freq)
- vola model, corr model
- - cap bug
- corregere OneAssetOption impliedVol
- spreaded swaption vol matrix
- SWAP implement fair rate for floating/fixed rate vector
--- 1,8 ----
QuantLib
! - Period::Period(Frequency freq)
- vola model, corr model
- corregere OneAssetOption impliedVol
+ - cap ATM strike
- spreaded swaption vol matrix
- SWAP implement fair rate for floating/fixed rate vector
***************
*** 18,22 ****
- Inherit Exercise from Event?
- fixing days in Vanilla Swap
- - implement accruedAmount in Coupon
- use strategy pattern for simulation termination criteria
--- 18,21 ----
Index: QuantLibAddin_vc8.sln
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin_vc8.sln,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** QuantLibAddin_vc8.sln 22 Jun 2006 10:35:03 -0000 1.10
--- QuantLibAddin_vc8.sln 3 Aug 2006 11:47:34 -0000 1.11
***************
*** 20,23 ****
--- 20,24 ----
ProjectSection(ProjectDependencies) = postProject
{CAB8330C-6424-4455-9285-3654587EF71F} = {CAB8330C-6424-4455-9285-3654587EF71F}
+ {88BE5568-6E55-41C5-A251-670FAFB44336} = {88BE5568-6E55-41C5-A251-670FAFB44336}
EndProjectSection
EndProject
***************
*** 25,28 ****
--- 26,30 ----
ProjectSection(ProjectDependencies) = postProject
{CAB8330C-6424-4455-9285-3654587EF71F} = {CAB8330C-6424-4455-9285-3654587EF71F}
+ {88BE5568-6E55-41C5-A251-670FAFB44336} = {88BE5568-6E55-41C5-A251-670FAFB44336}
EndProjectSection
EndProject
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