[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.54,1.55

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Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9042

Modified Files:
	todonando.txt 
Log Message:


Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.54
retrieving revision 1.55
diff -C2 -d -r1.54 -r1.55
*** todonando.txt	28 Nov 2006 19:54:32 -0000	1.54
--- todonando.txt	29 Nov 2006 16:13:50 -0000	1.55
***************
*** 1,30 ****
  - 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
- 
- 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
  - test new NSIS 2.22
! - new end of day live feed snapshot procedure
  
  François
! - DONE 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
--- 1,41 ----
+ - GREEKS
+ - from LMM -> QL::INSTRUMENT -> EXCEL
+ - LMM calibrations
+ - FRA-based MM swaption pricing
+ - drift for SWAP-based MM
+ 
  - nome dei parametri nel wizard
  * remove obsolete drafts
  * move all test in the Test folder
  
+ 
  Nando
+ - rename old functions
+ - Reuters new session
+ - complete SABR, Optimizer
+ - TermStrucure bug
  - bloomberg, Menabeni, Rinaldo
  - demo Munari (mergeLeg, addLeg)
  - 0.3.14 wbk
  - alternative calibrations with null rho
  - make BlackCalculator observer/observable, make it lazy
  - contratti
  - trimestrale
! 
! K
! * ratchet Instrument
! - demo Munari (mergeLeg, addLeg)
! - EURYC->HYTSEUR, EURYC2->EURYTS, EURYCMX2->EURYTSMX
  - abcd per tenore, displacement
  - add abcd interpolation
  - test new NSIS 2.22
! - new end of day live feed snapshot procedure + vol cube + mean rev
! - Launcher: Static Data checkbox
! - RtUpdate and FormulaArray in Reuters QuoteFeed xls
  
  François
! - revise Levemberg Marquard
! - consolidate tutti i multistep in un'unico test
! - MultiStepSwaption
  - use MakeCapFloor in Excel test wkb
  - include future options in vol cap stripping
***************
*** 34,50 ****
  - 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)
  - futures conv adj and pricing of swaps not included in bootstrapping
--- 45,61 ----
  - test Mx sul 29/9
  - update schedule wbk
! - capped/floored floating leg coupon and bond
  - foglio swaption per De Nuccio / Murex
  
  Giorgio
! * manual import of BGM book
! - RtUpdate and FormulaArray in Reuters QuoteFeed xls
! - cms put-call parity in Excel (per deal)
  - SwaptionVolCube observability and lazyness
  - automatizzare calibrazioni
+ - SwaptionVolChecks wbks
  
  Chiara
+ - fix Gap and SuperShare payoffs (see Wilmott, Dewyne, etc.)
  - bond (cms)
  - futures conv adj and pricing of swaps not included in bootstrapping
***************
*** 53,57 ****
  - i ThMethod perche' non accettano anche loro una Date settlementDate = Date()?
  
! M.
  - wkb for check yield curve repricing (depo, futures, swaps) and graph forward rates
  - add new flag: depo only to cover First Future stub period
--- 64,69 ----
  - i ThMethod perche' non accettano anche loro una Date settlementDate = Date()?
  
! Marco
! - Mx YC action
  - wkb for check yield curve repricing (depo, futures, swaps) and graph forward rates
  - add new flag: depo only to cover First Future stub period
***************
*** 60,97 ****
  
  Eric
! - InterestRateQuoteFeed.xls: Auto_Open
  - reutersFeed performances
- - DONE date NA
- - DONE network launcher: can't create the framework, Workbooks, Docs, and xll folders
- - DONE network launcher: actions are disabled in pre-defined environments
- - DONE network launcher: add AddinDocs()
- - DONE coerce between double and Quote
- - DONE coerce between Handle<T> and T
- - DONE coerce between period->date
- - DONE coerce between YieldTermStructure, SwaptionVolStructure, etc -> TermStructure
- - DONE QuantLibXL menu before windows
  - ohParse as VBA Split, plus additional index parameter
! 
  - sensitivity
- 
  - discount factors output is not col/row enabled
  - increment version number
- 
  - network launcher: how to edit Laucher Actions, in synch with the Action menu
- 
  - esporre ad excel i metodi commentati in payoff.xml
  - visitor pattern per 3rd parameter dei payoff
! 
  
  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
--- 72,94 ----
  
  Eric
! - InterestRateQuoteFeed.xls: Auto_Open problem
  - reutersFeed performances
  - ohParse as VBA Split, plus additional index parameter
! - ohDependsOn() increase the counter whenever something change
  - sensitivity
  - discount factors output is not col/row enabled
  - increment version number
  - network launcher: how to edit Laucher Actions, in synch with the Action menu
  - esporre ad excel i metodi commentati in payoff.xml
  - visitor pattern per 3rd parameter dei payoff
! - RtUpdate like approach for effective Quote, in order to avoid setting the same quote
! - Handle coercio to SwaptionVolDiscrete
! - freeze, unfreeze objects
  
  QuantLib
! - Cashflows::iborSpread function
  - clean up index fixing calendar
  - cash rebate è multistep?
  - aggiungere Forward all'enumeration Call/Put
  - fix convertible faceamount bug
  - deprecate swaptionvol time interface
***************
*** 115,118 ****
--- 112,116 ----
  
  QuantLib BOND
+ - use vector<Cashflow>??
  
  QuantLib RATEHELPERS
***************
*** 144,148 ****
  
  QUANTLIBADDIN
- - capped/floored floating leg bond
  - RSG factory
  - export ImpliedCurve
--- 142,145 ----
***************
*** 152,162 ****
  - export discount, loglinear selection
  - use QL folder structure
- - type coercion
- - freeze, unfreeze objects
  - port old QuantLibXL functionalities
  - esportare MultiStepOptionlets
  
  QUANTLIBXL WORKBOOKS
- * manual import of BGM book
  - nel ControlPanel dare evidenza dei feed: CMS
  - Property example?
--- 149,156 ----