[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.33,1.34
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From: Ferdinando A. <na...@us...> - 2006-08-18 15:17:42
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3629 Modified Files: todonando.txt Log Message: Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** todonando.txt 18 Aug 2006 07:42:13 -0000 1.33 --- todonando.txt 18 Aug 2006 15:17:35 -0000 1.34 *************** *** 41,52 **** 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 --- 41,54 ---- LUIGI + - separare modelli di correlazione da modelli di volatilità + - separate drift test + - separete abcd test (match terminal variance) + - displacement calibration + - abcd calibration + - debug vari crash in test suite per floating point exception + - risolvere Halley improvements - refactor market model test suite: 1 test per Forward e Caplet diversi BrownianGenerator - introduce Sobol BrowianGenerator - Weekly CHANGELOG update |