[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.34,1.35

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

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