[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.34,1.35
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From: Ferdinando A. <na...@us...> - 2006-08-23 17:56:35
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11370 Modified Files: todonando.txt Log Message: Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.34 retrieving revision 1.35 diff -C2 -d -r1.34 -r1.35 *** todonando.txt 18 Aug 2006 15:17:35 -0000 1.34 --- todonando.txt 23 Aug 2006 17:56:31 -0000 1.35 *************** *** 40,49 **** - bootstrap ForwardSpreadedYieldCurve ! 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 --- 40,54 ---- - bootstrap ForwardSpreadedYieldCurve ! - separate drift test - separete abcd test (match terminal variance) - abcd calibration + - displacement calibration + + LUIGI + - introduce Sobol BrownianGenerator + - convergence (sequence) statistics + - composite product + - debug vari crash in test suite per floating point exception - risolvere Halley improvements *************** *** 51,68 **** 1 test per Forward e Caplet diversi BrownianGenerator - - introduce Sobol BrowianGenerator - 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() - generic ForwardSpreadedYieldCurve (spread term structure) - bootstrap ForwardSpreadedYieldCurve using its own ratehelpers and a base curve - MODULES - reorganize file/folder/projectfolder --- 56,73 ---- 1 test per Forward e Caplet diversi BrownianGenerator - Weekly CHANGELOG update ! - separare modelli di correlazione da modelli di volatilità ! ! - fixing days in VanillaSwap? ! - InterpolatedYieldTermStructure<Discount,LogLinear> - InterpolatedYieldTermStructure<Discount,LogLinear> constructor using an input discount grid - InterpolatedYieldTermStructure<Discount,LogLinear>::gridDates() + - generic ForwardSpreadedYieldCurve (spread term structure) - bootstrap ForwardSpreadedYieldCurve using its own ratehelpers and a base curve MODULES - reorganize file/folder/projectfolder |