[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.45,1.46

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Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10409

Modified Files:
	todonando.txt 
Log Message:


Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.45
retrieving revision 1.46
diff -C2 -d -r1.45 -r1.46
*** todonando.txt	17 Nov 2006 20:42:24 -0000	1.45
--- todonando.txt	20 Nov 2006 12:19:57 -0000	1.46
***************
*** 1,32 ****
  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
- - abcd per tenore, displacement
- - trimestrale
- - risposta DRM
- 
  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
- - check yield curve
  
  Chiara
  - futures conv adj and swap repricing
! - bond
  
  Eric
  - reutersFeed performances
  - esporre ad excel i metodi commentati in payoff.xml
--- 1,72 ----
+ - nome dei parametri nel wizard
+ * remove obsolete drafts
+ * move all test in the Test folder
+ 
+ Nando
+ - bloomberg, Menabeni, Rinaldo
+ - demo Munari (mergeLeg, addLeg)
+ - 0.3.14 wbk
+ - alternative calibrations with null rho
+ - ripristinare generalità for SABR
+ - make BlackCalculator observer/observable, make it lazy
+ - riordinare costruttore swap
+ - rename in all pricer "Yield Curve" as "Discounting Yield Curve"
+ - spostare YieldCurveMonitor in Tests
+ - new end of day live feed snapshot procedure
+ 
+ K
+ - contratti
+ - trimestrale
+ - risposta DRM
+ - eliminare today() dal CMS
+ - trigger nei pricers
+ - EURYC -> EURYCH, EURYC2->EURYC, EURYCMX2->EURYCMX
+ - revise index wbks
+ - abcd per tenore, displacement
+ - add abcd interpolation
+ 
  François
+ - safe snapshot (check live feed == TRUE, else disable button)
  - consolidare tutti i multistep in un'unico test
  - use MakeCapFloor in Excel test wkb
+ - include future options in vol cap stripping
  
  Cristina
! - dismettere qlSwap in favore di qlSwap2
  - test Mx sul 29/9
+ - update schedule wbk
+ - cap/floor coupon
  - foglio swaption per De Nuccio / Murex
  
  Giorgio
+ - cms put-call parity in Excel
  - SwaptionVolCube observability and lazyness
+ - ripristinare controlli su fit sabr
  - esporre metodi swaption con tenor
  - cmsspreadhelper ???
  - esporre costruttore CMS pricer ad excel (con vol, model, conundrum, reversion)
  - automatizzare calibrazioni
  
  Chiara
+ - bond (cms)
+ - check yield curve repricing (swaps)
  - futures conv adj and swap repricing
! - perche' lo yield non ha la frequenza?
! - fare tutti i metodi dei bond restituiscano un InterestRate
! - i ThMethod perche' non accettano anche loro una Date settlementDate = Date()?
! 
! Marco
! - check yield curve repricing (depo, futures)
! - add new flag: depo only to cover First Future stub period
! - drop-down menu su enumeration
! - controllare grafico forward rates
! - improve interpolations
  
  Eric
+ - performance
+ - launcher
+ - sensitivity
+ - auto_open
+ - discount factors output is not col/row enabled
  - reutersFeed performances
  - esporre ad excel i metodi commentati in payoff.xml
***************
*** 38,51 ****
  - visitor pattern per 3rd parameter dei payoff
  - name lock-up
  
  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
--- 78,102 ----
  - visitor pattern per 3rd parameter dei payoff
  - name lock-up
+ - CALENDAR functions: default parameter (Following doesn't work)
+ - DAYCOUNTER functions: default parameter?
+ - DAYCOUNTER functions: loop parameters
+ - bug in InterestRateQuoteFeed
+ - network launcher: can't create the framework, Workbooks, and xll folders
+ - network launcher: actions are disabled in pre-defined environments
+ - network launcher: addinFolder() beside AddinPath() which includes the xll name
+ - network launcher: how to edit Laucher Actions, in synch with the Action menu
+ - QuantLibXL menu before windows
+ 
  
  QuantLib
+ * ratchet instrument
+ - use atmRate for fixed rate equivalent of a given NPV, and create similar
+   iborFloatingSpread function
+ - clean up index fixing calendar
  - use atmrate where possible
  - swaptionvolcube as observer/observable, lazy
  - cash rebate è multistep?
  - aggiungere Forward all'enumeration Call/Put
  - fissare Gap, SuperShare, etc
  - fix convertible faceamount bug
  - deprecate swaptionvol time interface
***************
*** 54,60 ****
  - SWAP implement fair rate for floating/fixed rate vector
  - add SABR factory
- - add abcd interpolation
  - use boost random number generators
! - COUPON refactoring
  - Volatility assume a daycounter in the same way as rate (see InterestRate)
  - ForwardSpreadedCurve con spread term structure
--- 105,110 ----
  - SWAP implement fair rate for floating/fixed rate vector
  - add SABR factory
  - use boost random number generators
! - COUPON refactoring: floating coupon as cms, use new engines
  - Volatility assume a daycounter in the same way as rate (see InterestRate)
  - ForwardSpreadedCurve con spread term structure
***************
*** 70,76 ****
  
  QuantLib BOND
- - perche' lo yield non ha la frequenza?
- - fare tutti i metodi che restituiscono un InterestRate
- - i ThMethod perche' non accettano anche loro una Date settlementDate = Date()?
  
  QuantLib RATEHELPERS
--- 120,123 ----
***************
*** 78,83 ****
  
  QuantLib YIELDCURVEBOOTSTRAP
- - add new flag: depo only to cover stub period
- - bootstrap: First Future stub period flag
  
  QuantLib PIECEWISEYIELDCURVE
--- 125,128 ----
***************
*** 86,90 ****
  - extended grid with all relevant dates
  - revise bondhelpers
- - ratehelper usato da piu' curve: funziona?
  - bootstrap ForwardSpreadedYieldCurve
  
--- 131,134 ----
***************
*** 105,108 ****
--- 149,153 ----
  
  QUANTLIBADDIN
+ - capped/fllored floating leg bond
  - RSG factory
  - export ImpliedCurve
***************
*** 118,136 ****
  
  QUANTLIBXL WORKBOOKS
! - YieldCurveMonitor in Tests
! - 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
- - why RateHelpersReutersFeed keeps changing?
  - merge old QuantLibXL functions
  - more calendar drop down cell menu
! - CALENDAR: default parameter (Following doesn't work)
! - DAYCOUNTER: default parameter?
! - DAYCOUNTER: loop parameters
! - YYYYDDMM_HHMM timestamp in log file name doesn't work second time
  - file name cannot be changed without time
  - INSTALLER: Excel must be closed
--- 163,174 ----
  
  QUANTLIBXL WORKBOOKS
! * manual import of BGM book
! - nel ControlPanel dare evidenza dei feed: CMS
  - Property example?
  - SWAPTION spreadsheet with multiple prices
  - all spreadsheets with grid prices
  - merge old QuantLibXL functions
  - more calendar drop down cell menu
! - YYYYDDMM_HHMM timestamp in log file name doesn't work the second time
  - file name cannot be changed without time
  - INSTALLER: Excel must be closed
***************
*** 143,148 ****
  
  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
--- 181,182 ----