[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.36,1.37
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From: Ferdinando A. <na...@us...> - 2006-09-12 09:48:50
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9820 Modified Files: todonando.txt Log Message: updated Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.36 retrieving revision 1.37 diff -C2 -d -r1.36 -r1.37 *** todonando.txt 30 Aug 2006 17:57:27 -0000 1.36 --- todonando.txt 12 Sep 2006 09:48:47 -0000 1.37 *************** *** 1,5 **** --- 1,9 ---- QuantLib + - fix convertible faceamount bug + - deprecate swaptionvol time interface + - deprecate MonthEndReference - vola model, corr model + - corregere OneAssetOption impliedVol - cap ATM strike *************** *** 42,47 **** - separate drift test - - separete abcd test (match terminal variance) - - abcd calibration - displacement calibration --- 46,49 ---- *************** *** 75,94 **** - create QuantLib-other CVS mailing list - GENSRC - - return enumerations - - add optional LongDescription - - move stub.qla.* in QuantLibObject - - OH - - enforce version number check - - refactor ObjectHandler /OHXL - - permanent object as discussed QUANTLIBADDIN - RSG factory - - default loopingparameter - - default depencyTrigger - - default Optimization method in interpolation.xml (sabr) - - return std::pair (see locate for swaptionvolmatrix) - export ImpliedCurve - export PathGeneration --- 77,83 ---- *************** *** 96,107 **** - VANILLA SWAP signature - export discount, loglinear selection - - enforce version number check - - export Quote (see RateHelpers) - use QL folder structure - creare SWAP indexes enumeration - type coercion - - implicit convertion of QuantLib::Rate input parameter is failing - - BOND: add loopParameters - - iterator input support - freeze, unfreeze objects --- 85,91 ---- *************** *** 113,118 **** - why RateHelpersReutersFeed keeps changing? - merge old QuantLibXL functions - - enforce version number check - - why YCbootstrapping fails if RateHelpers.xls is open? - more calendar drop down cell menu - CALENDAR: default parameter (Following doesn't work) --- 97,100 ---- *************** *** 126,129 **** - INTERPOLATION: spostare vecchi spreadsheets - signed spreadsheet and macro - - normsdist bug - --- 108,109 ---- |