[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.44,1.45

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6656

Modified Files:
	todonando.txt 
Log Message:


Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.44
retrieving revision 1.45
diff -C2 -d -r1.44 -r1.45
*** todonando.txt	17 Nov 2006 19:13:20 -0000	1.44
--- todonando.txt	17 Nov 2006 20:42:24 -0000	1.45
***************
*** 1,8 ****
  François
  
  Cristina
- - bid-ask su calibrazione ai fwd CMS
- - riordinare gearing/spreads
  - cap/floor coupon
  
  K
--- 1,10 ----
  François
+ - consolidare tutti i multistep in un'unico test
+ - use MakeCapFloor in Excel test wkb
  
  Cristina
  - cap/floor coupon
+ - test Mx sul 29/9
+ - foglio swaption per De Nuccio / Murex
  
  K
***************
*** 12,22 ****
  
  Giorgio
  - cmsspreadhelper ???
  - esporre costruttore CMS pricer ad excel (con vol, model, conundrum, reversion)
  - automatizzare calibrazioni
  - ripristinare controlli su fit sabr
- - perche' exact yield da gli stessi risultati di black
- - far funzionare la testsuite (cms put/call patity, swvolcube,
-                                analitico=numerico)
  
  Marco
--- 14,23 ----
  
  Giorgio
+ - SwaptionVolCube observability and lazyness
+ - esporre metodi swaption con tenor
  - cmsspreadhelper ???
  - esporre costruttore CMS pricer ad excel (con vol, model, conundrum, reversion)
  - automatizzare calibrazioni
  - ripristinare controlli su fit sabr
  
  Marco
***************
*** 53,56 ****
--- 54,58 ----
  - SWAP implement fair rate for floating/fixed rate vector
  - add SABR factory
+ - add abcd interpolation
  - use boost random number generators
  - COUPON refactoring
***************
*** 64,68 ****
  
  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
--- 66,69 ----
***************
*** 79,83 ****
  - add new flag: depo only to cover stub period
  - bootstrap: First Future stub period flag
- - ALERT if bootstrap fails
  
  QuantLib PIECEWISEYIELDCURVE
--- 80,83 ----
***************
*** 105,109 ****
  
  QUANTLIBADDIN
- - esporre metodi swaption con tenor
  - RSG factory
  - export ImpliedCurve
--- 105,108 ----
***************
*** 119,125 ****
  
  QUANTLIBXL WORKBOOKS
! - improve CMS calibration avoiding multiple recalc
! - enforce fixings toggle on control panel
! - foglio swaption per De Nuccio / Murex
  - bug in InterestRateQuoteFeed
  - nel ControlPanel dare evidenza del feed CMS
--- 118,122 ----
  
  QUANTLIBXL WORKBOOKS
! - YieldCurveMonitor in Tests
  - bug in InterestRateQuoteFeed
  - nel ControlPanel dare evidenza del feed CMS
***************
*** 129,133 ****
  - SWAPTION spreadsheet with multiple prices
  - all spreadsheets with grid prices
- - SWAPTIONVOLMATRIX bug
  - why RateHelpersReutersFeed keeps changing?
  - merge old QuantLibXL functions
--- 126,129 ----
***************
*** 146,149 ****
  QUANTLIBXL VBA
  
! QUANTLIB launcher
! - NSIS network deployment
\ No newline at end of file
--- 142,148 ----
  QUANTLIBXL VBA
  
! QUANTLIB network launcher
! - it can't create the framework, Workbooks, and xll folders
! - the actions are disabled if you choose a pre-defined environment.
! - addinFolder() beside AddinPath() which includes the xll name
! - edit the Laucher Actions, in synch with the actual Action menu