[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.38,1.39

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3919

Modified Files:
	todonando.txt 
Log Message:


Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.38
retrieving revision 1.39
diff -C2 -d -r1.38 -r1.39
*** todonando.txt	27 Sep 2006 10:07:37 -0000	1.38
--- todonando.txt	9 Oct 2006 10:02:47 -0000	1.39
***************
*** 4,9 ****
  - deprecate swaptionvol time interface
  - deprecate MonthEndReference
- - vola model, corr model
- 
  - corregere OneAssetOption impliedVol
  - cap ATM strike
--- 4,7 ----
***************
*** 11,18 ****
  - SWAP implement fair rate for floating/fixed rate vector
  - add SABR factory
- - use boost ublas
  - use boost random number generators
  - COUPON refactoring
- - SCHEDULE refactoring
  - Volatility assume a daycounter in the same way as rate (see InterestRate)
  - ForwardSpreadedCurve con spread term structure
--- 9,14 ----
***************
*** 20,24 ****
  - Instrument<Args>
  - Inherit Exercise from Event?
- - fixing days in Vanilla Swap
  - use strategy pattern for simulation termination criteria
  
--- 16,19 ----
***************
*** 44,75 ****
  - bootstrap ForwardSpreadedYieldCurve
  
- 
- - separate drift test
- - displacement calibration
- 
  LUIGI
- - introduce Sobol BrownianGenerator
- - convergence (sequence) statistics
- - composite product
- 
  - 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
- - 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
--- 39,52 ----
***************
*** 77,81 ****
  - create QuantLib-other CVS mailing list
  
- 
  QUANTLIBADDIN
  - break Eric's data conversion (Rate, Vol, etc)
--- 54,57 ----