[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.69,1.70

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19005

Modified Files:
	todonando.txt 
Log Message:


Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.69
retrieving revision 1.70
diff -C2 -d -r1.69 -r1.70
*** todonando.txt	20 Dec 2006 14:06:22 -0000	1.69
--- todonando.txt	3 Jan 2007 17:45:07 -0000	1.70
***************
*** 2,9 ****
  coerce from Frequency to Period
  coerce from Period->Date to double/int
! coerce from IMMcode ro date
  
  interpolation with boolean exclusion
  
  - GREEKS
  - from LMM -> QL::INSTRUMENT -> EXCEL
--- 2,16 ----
  coerce from Frequency to Period
  coerce from Period->Date to double/int
! coerce from IMMcode to date
  
  interpolation with boolean exclusion
  
+ 
+ - wiki
+ - build system
+ - adopt boost::date
+ - boost property map
+ - VBA code in text files
+ 
  - GREEKS
  - from LMM -> QL::INSTRUMENT -> EXCEL
***************
*** 20,26 ****
  - rename old functions
  - Reuters new session
- - DONE complete SABR, Optimizer
- - DONE TermStrucure bug
- - DONE bloomberg, Menabeni, Rinaldo
  - demo Munari (mergeLeg, addLeg)
  - 0.3.14 wbk
--- 27,30 ----
***************
*** 31,35 ****
  
  K
- * ratchet Instrument
  - demo Munari (mergeLeg, addLeg)
  - EURYC->HYTSEUR, EURYC2->EURYTS, EURYCMX2->EURYTSMX
--- 35,38 ----
***************
*** 38,45 ****
  - abcd for displacement
  - add abcd interpolation
! - test new NSIS 2.22
  - new end of day live feed snapshot procedure + vol cube + mean rev + all environments
! - Launcher: Static Data checkbox
! - RtUpdate and FormulaArray in Reuters QuoteFeed xls
  - DONE enhance IR derivatives workbooks (share auto-open macro + triggers)
  
--- 41,48 ----
  - abcd for displacement
  - add abcd interpolation
! - DONE test new NSIS 2.22
  - new end of day live feed snapshot procedure + vol cube + mean rev + all environments
! - DONE Launcher: Static Data checkbox
! - DONE RtUpdate and FormulaArray in Reuters QuoteFeed xls
  - DONE enhance IR derivatives workbooks (share auto-open macro + triggers)
  
***************
*** 59,74 ****
  
  Giorgio
! - conv bias implied quote
! D manual import of BGM book
! D RtUpdate and FormulaArray in Reuters QuoteFeed xls
! D cms put-call parity in Excel (per deal)
! D SwaptionVolCube observability and lazyness
! D automatizzare calibrazioni
! D SwaptionVolChecks wbks
  
  Chiara
- D fix Gap and SuperShare payoffs (see Wilmott, Dewyne, etc.)
  - bond (cms)
- D futures conv adj and pricing of swaps not included in bootstrapping
  - perche' lo yield non ha la frequenza?
  - fare tutti i metodi dei bond restituiscano un InterestRate
--- 62,70 ----
  
  Giorgio
! * ratchet Instrument C++
! - manual import of BGM book
  
  Chiara
  - bond (cms)
  - perche' lo yield non ha la frequenza?
  - fare tutti i metodi dei bond restituiscano un InterestRate
***************
*** 76,83 ****
  
  Marco
! D Mx YC action
! D wkb for check yield curve repricing (depo, futures, swaps) and graph forward rates
! D add new flag: depo only to cover First Future stub period
! D drop-down menu on enumeration
  WIP improve interpolations
  
--- 72,76 ----
  
  Marco
! - update Mx YC action
  WIP improve interpolations
  
***************
*** 85,98 ****
  - InterestRateQuoteFeed.xls: Auto_Open problem
  - reutersFeed performances
- - DONE 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
  
--- 78,87 ----
  - InterestRateQuoteFeed.xls: Auto_Open problem
  - reutersFeed performances
  - sensitivity
  - discount factors output is not col/row enabled
  - 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 coercion to SwaptionVolDiscrete
  - freeze, unfreeze objects
  
***************
*** 179,182 ****
  
  QUANTLIBXL VBA
- 
- QUANTLIB network launcher
--- 168,169 ----