[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.79,1.80
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From: Francois du V. <fd...@us...> - 2007-01-10 18:46:30
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19112 Modified Files: todonando.txt Log Message: Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.79 retrieving revision 1.80 diff -C2 -d -r1.79 -r1.80 *** todonando.txt 10 Jan 2007 14:43:18 -0000 1.79 --- todonando.txt 10 Jan 2007 18:46:25 -0000 1.80 *************** *** 68,73 **** - 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 --- 68,73 ---- - DONE include future options in vol cap stripping - check sabr fit stability/accuracy for smilesections ! - DONE create another CapletVol object instance using future option smile sections only in CapStripper.xls ! - DONE clean cap price discrepancies - add atmRate to SmileSection base class - add an atmRate to our capVol structure |