[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.71,1.72

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29316

Modified Files:
	todonando.txt 
Log Message:


Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.71
retrieving revision 1.72
diff -C2 -d -r1.71 -r1.72
*** todonando.txt	5 Jan 2007 15:24:46 -0000	1.71
--- todonando.txt	5 Jan 2007 19:35:29 -0000	1.72
***************
*** 4,7 ****
--- 4,19 ----
  coerce from IMMcode to date
  
+ payment business days convention
+ 
+ null strike -> atm strike
+ 
+ pure future option term structures
+ fixed sabr parameters
+ 
+ 3M caplet test wbk:
+ - atm curve
+ - abcd fit
+ 
+ 
  interpolation with boolean exclusion