[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.40,1.41

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv16803

Modified Files:
	todonando.txt 
Log Message:


Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.40
retrieving revision 1.41
diff -C2 -d -r1.40 -r1.41
*** todonando.txt	16 Oct 2006 13:12:42 -0000	1.40
--- todonando.txt	15 Nov 2006 14:23:49 -0000	1.41
***************
*** 1,4 ****
--- 1,52 ----
+ François
+ - previous/next control panel
+ - payoff in BermudanExerciseValue, MultiStepSwaptions
+ 
+ Cristina
+ - bid-ask su calibrazione ai fwd CMS
+ - riordinare gearing/spreads
+ - cap/floor coupon
+ 
+ K
+ - abcd per tenore, displacement
+ - trimestrale
+ - risposta rm
+ 
+ Giorgio
+ - esporre costruttore CMS pricer ad excel (con vol, model, conundrum, reversion)
+ - automatizzare calibrazioni
+ - ripristinare controlli su fir sabr
+ - perche' exact yield da gli stessi risultati di black
+ - far funzionare la testsuite (cms put/call patity, swvolcube,
+                                analitico=numerico)
+ 
+ Marco
+ - check yield curve
+ 
+ Chiara
+ - futures conv adj and swap repricing
+ - bond
+ 
+ Eric
+ - visitor pattern per 3rd parameter dei payoff
+ - reutersFeed performances
+ - esporre a Excel BlackFormula con Payoff
+ - esporre ad excel i metodi commentati in payoff.xml, pricingengines.xml
+ - loopParameter in swaptionvolstructure.xml
+ - increment version number
+ - coerce between double and Quote
+ - coerce between Handle<T> and T
+ - coerce between period->date
+ - ohparse
  
  QuantLib
+ - use atmrate where possible
+ - riordinare costruttore swap
+ - swaptionvolcube as observer/observable, lazy
+ - cash rebate è multistep?
+ - ripristinare generalità fir SABR
+ - aggiungere Forward all'enumeration Call/Put
+ - fissare Gap, SuperShare, etc
+ - make BlackCalculator observer/observable, make it lazy
  - fix convertible faceamount bug
  - deprecate swaptionvol time interface
***************
*** 15,18 ****
--- 63,73 ----
  - Inherit Exercise from Event?
  - use strategy pattern for simulation termination criteria
+ - se possibile rispettare la misura ProductSuggested nel Composite
+ 
+ QuantLib testsuite
+ - consolidare tutti i multistep in un'unico test
+ - verificare il pricing degli swap in LMM contro CurveState
+ - verificare convergenza assoluta del test onestep e di quello multistep
+ - merge two swaptionvolmatrix tests
  
  QuantLib BOND
***************
*** 53,57 ****
  
  QUANTLIBADDIN
! - break Eric's data conversion (Rate, Vol, etc)
  - RSG factory
  - export ImpliedCurve
--- 108,112 ----
  
  QUANTLIBADDIN
! - esporre metodi swaption con tenor
  - RSG factory
  - export ImpliedCurve
***************
*** 61,73 ****
  - export discount, loglinear selection
  - use QL folder structure
- - creare SWAP indexes enumeration
  - type coercion
  - freeze, unfreeze objects
  
! QUANTLIBXL
! - port old functionalities
  - Property example?
  - SWAPTION spreadsheet with multiple prices
! - all spreadsheets with grid
  - SWAPTIONVOLMATRIX bug
  - why RateHelpersReutersFeed keeps changing?
--- 116,134 ----
  - export discount, loglinear selection
  - use QL folder structure
  - type coercion
  - freeze, unfreeze objects
+ - port old QuantLibXL functionalities
+ - esportare MultiStepOptionlets
  
! QUANTLIBXL WORKBOOKS
! - bid/ask su fwd CMS
! - foglio swaption per De Nuccio / Murex
! - bug in InterestRateQuoteFeed
! - nel ControlPanel dare evidenza del feed CMS
! - move all test in the Test folder
! - remove old drafts
  - Property example?
  - SWAPTION spreadsheet with multiple prices
! - all spreadsheets with grid prices
  - SWAPTIONVOLMATRIX bug
  - why RateHelpersReutersFeed keeps changing?
***************
*** 84,85 ****
--- 145,151 ----
  - INTERPOLATION: spostare vecchi spreadsheets
  - signed spreadsheet and macro
+ 
+ QUANTLIBXL VBA
+ 
+ QUANTLIB launcher
+ - NSIS network deployment
\ No newline at end of file