[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.78,1.79

[Francois du V. <fd...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2737

Modified Files:
	todonando.txt 
Log Message:


Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.78
retrieving revision 1.79
diff -C2 -d -r1.78 -r1.79
*** todonando.txt	10 Jan 2007 13:27:19 -0000	1.78
--- todonando.txt	10 Jan 2007 14:43:18 -0000	1.79
***************
*** 62,70 ****
  
  François
! - revise Levemberg Marquard
! - consolidate all multisteps in a  single test
! - MultiStepSwaption
  - DONE use MakeCapFloor in Excel test wkb
! - include future options in vol cap stripping
  
  Cristina
--- 62,79 ----
  
  François
! - DONE revise Levemberg Marquard
! - TO BE REVIEWED consolidate all multisteps in a  single test
! - TO BE REVIEWED MultiStepSwaption
  - DONE use MakeCapFloor in Excel test wkb
! - DONE include future options in vol cap stripping
! - check sabr fit stability/accuracy for smilesections
! - create another CapletVol object instance using future option smile sections only in CapStripper.xls
! - clean cap price discrepancies
! - add atmRate to SmileSection base class
! - add an atmRate to our capVol structure
! - review the class design together
! - refactor abcd vol file, adding more unary_functions for blackVol and covariance
! - expose to Excel all these new abcd-related vol functions
! - implement abcdinterpolation
  
  Cristina