quantlibaddin-cvs — High-traffic list for automated CVS check-in messages.

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata payoffs.xml, 1.12, 1.13

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15490/gensrc/metadata

Modified Files:
	payoffs.xml 
Log Message:


Index: payoffs.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** payoffs.xml	11 Dec 2006 15:09:50 -0000	1.12
--- payoffs.xml	10 Jan 2007 11:00:48 -0000	1.13
***************
*** 179,183 ****
                          <type>double</type>
                          <tensorRank>scalar</tensorRank>
!                         <description>the 3rd paramenter for the payoff definition of CashOrNothing (cash), Gap (effective strike), SuperShare (strike increment)</description>
                      </Parameter>
                  </Parameters>
--- 179,183 ----
                          <type>double</type>
                          <tensorRank>scalar</tensorRank>
!                         <description>the 3rd paramenter for the payoff definition of CashOrNothing (cash), Gap (determines the size of the payoff), SuperFund (second strike)</description>
                      </Parameter>
                  </Parameters>

[QuantLibAddin-cvs] QuantLibAddin todo.eric.csv,1.16,1.17

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14460

Modified Files:
	todo.eric.csv 
Log Message:
- optimize the test for the Excel Function Wizard
- remove copyright of Jérôme Lecomte since the code originates from MSDN

Index: todo.eric.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.eric.csv,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** todo.eric.csv	9 Jan 2007 14:38:11 -0000	1.16
--- todo.eric.csv	10 Jan 2007 09:55:19 -0000	1.17
***************
*** 1,8 ****
  project,subproject,task,status,priority,days,comp date,comment
  
! QLXL,Design,performance profiling / FunctionCall() constructor,,,,,
  ?,General Support,some additional coercions (?),,,,,
  ?,General Support,dates problems (?),,,,,
- OH,Design,analyze Excel looping / use ohThing() for demo workbook,,,,,
  all,General Support,migrate SF projects and branch 0.4.0 release,,,,,
  QL,Design,replace all instance of post-increment with pre-increment where appropriate in the for loops,,3,,,
--- 1,8 ----
  project,subproject,task,status,priority,days,comp date,comment
  
! QLXL,Design,performance profiling / FunctionCall() constructor,in progress,,,,
! OH,Design,analyze Excel looping / use ohThing() for demo workbook,in progress,,,,
  ?,General Support,some additional coercions (?),,,,,
  ?,General Support,dates problems (?),,,,,
  all,General Support,migrate SF projects and branch 0.4.0 release,,,,,
  QL,Design,replace all instance of post-increment with pre-increment where appropriate in the for loops,,3,,,

[QuantLibAddin-cvs] QuantLibAddin/qlo optimization.cpp,1.8,1.9

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24007

Modified Files:
	optimization.cpp 
Log Message:
LevenbergMarquardt ambiguity removed, sorry for the delay Luigi

Index: optimization.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/optimization.cpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** optimization.cpp	8 Jan 2007 11:25:40 -0000	1.8
--- optimization.cpp	10 Jan 2007 09:05:14 -0000	1.9
***************
*** 52,56 ****
--- 52,61 ----
      {
          libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>(new
+             #ifndef QL_DISABLE_DEPRECATED
+             QuantLib::LevenbergMarquardt(epsfcn, endC.functionEpsilon(),
+                 xtol, gtol, endC.maxIteration(), initVal, endC));
+             #else
              QuantLib::LevenbergMarquardt(epsfcn, xtol, gtol, initVal, endC));
+             #endif
      }
  

[QuantLibAddin-cvs] QuantLibAddin/qlo assetswap.cpp,1.4,1.5

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21322/qlo

Modified Files:
	assetswap.cpp 
Log Message:
bool parameter "parswap" added

Index: assetswap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/assetswap.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** assetswap.cpp	3 Jan 2007 10:53:12 -0000	1.4
--- assetswap.cpp	9 Jan 2007 18:43:31 -0000	1.5
***************
*** 44,48 ****
                                      spread,
                                      floatingDayCount,
!                                     hYTS));
      }
  
--- 44,49 ----
                                      spread,
                                      floatingDayCount,
!                                     hYTS,
!                                     parSwap));
      }
  

[QuantLibAddin-cvs] QuantLibAddin todo.eric.csv,1.15,1.16

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2573

Modified Files:
	todo.eric.csv 
Log Message:
ohListObjectIDs() - use case insensitive regex

Index: todo.eric.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.eric.csv,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** todo.eric.csv	9 Jan 2007 11:28:46 -0000	1.15
--- todo.eric.csv	9 Jan 2007 14:38:11 -0000	1.16
***************
*** 1,9 ****
  project,subproject,task,status,priority,days,comp date,comment
  
! QL,Design,replace all instance of post-increment with pre-increment where appropriate in the for loops,in progress,3,,,
! OH,Design,case insensitive regex in listObjectIDs,in progress,3,,,
  QLA,Design,fix Katiuscia's reported bug on Index - (this is a design change not a bug) :-),cancelled,2,,,
  QLA,Design,QuantLib.xla double-click/launcher launch (i.e. do not rely on environment variables anymore),done,0,,,
  OH,Design,consolidate ohFilter1/ohFilter2 into ohFilter and enable Function Wizard,done,1,,,
  
  gensrc,Design,types.xml,,,,,
--- 1,14 ----
  project,subproject,task,status,priority,days,comp date,comment
  
! QLXL,Design,performance profiling / FunctionCall() constructor,,,,,
! ?,General Support,some additional coercions (?),,,,,
! ?,General Support,dates problems (?),,,,,
! OH,Design,analyze Excel looping / use ohThing() for demo workbook,,,,,
! all,General Support,migrate SF projects and branch 0.4.0 release,,,,,
! QL,Design,replace all instance of post-increment with pre-increment where appropriate in the for loops,,3,,,
  QLA,Design,fix Katiuscia's reported bug on Index - (this is a design change not a bug) :-),cancelled,2,,,
  QLA,Design,QuantLib.xla double-click/launcher launch (i.e. do not rely on environment variables anymore),done,0,,,
  OH,Design,consolidate ohFilter1/ohFilter2 into ohFilter and enable Function Wizard,done,1,,,
+ OH,Design,case insensitive regex in listObjectIDs,done,3,,,
  
  gensrc,Design,types.xml,,,,,
***************
*** 47,66 ****
  QLA,Functions,port old QLXL functionality into new QLXL,cancelled,4,,,
  QLA,Design,loop functions: 1) template 2) Procedures 3) error per iteration,done,2,,,
! gensrc,Design,Increase max # params for Excel functions,done,5,
! QLA,Design,right-click error messages - allow user to click anywhere in the range,done,2,
! QLA,gensrc,extend rule.py to support conversion of Guile datatypes,done,5,
! gensrc,Design,consolidate Rule/RuleGroup classes,done,2,
! gensrc,Design,consolidate functions serializeObjectDict/serializeObjectDict2,done,2,
! QLA,General Support,count the number of functions available in the addin,done,5,
! OH,Design,ohLastErrorMessage() - analyze a better approach for error handling and diagnostics,done,1,
! QLA,Design,export and use Quote (or Handle<Quote>) instead of double to solve the problem of reconstructing objects with default value,done,0,
! QLA,Enumerations,EuriborSwapFixA / Eur Libor - fix design problems,done,0,
! gensrc,Design,"automatic conversion of QuantLib::Rate, Volatility, Discount, Spread, Time, etc",done,5,
! QLA,General Support,allow for default optimization Method (see as example qlAbcdCapletCalibration in marketmodels.xml),done,1,1
! QLA,Design,Joint Calendar as other Calendar (with special string),done,2,"0,5"
! QLA,General Support,bring the C Addin and QuantLibXLDynamic up to date,done,5,
! gensrc,Design,subdivide file qlxl\qladdin.cpp (1MB!) by category,done,2,1
! OH,Design,convert objectIDs to uppercase,done,,
! OH,Design,implement case-preserving behavior for objectIDs,done,4,
  QLA,VBA framework,network launcher/updater for VBA framework - to point to different environments / configuration files,done,1,3,,
  all,General Support,NSIS installers - uninstall old app before installing new,cancelled,1,- -,,not required after network launcher?
--- 52,71 ----
  QLA,Functions,port old QLXL functionality into new QLXL,cancelled,4,,,
  QLA,Design,loop functions: 1) template 2) Procedures 3) error per iteration,done,2,,,
! gensrc,Design,Increase max # params for Excel functions,done,5,,,
! QLA,Design,right-click error messages - allow user to click anywhere in the range,done,2,,,
! QLA,gensrc,extend rule.py to support conversion of Guile datatypes,done,5,,,
! gensrc,Design,consolidate Rule/RuleGroup classes,done,2,,,
! gensrc,Design,consolidate functions serializeObjectDict/serializeObjectDict2,done,2,,,
! QLA,General Support,count the number of functions available in the addin,done,5,,,
! OH,Design,ohLastErrorMessage() - analyze a better approach for error handling and diagnostics,done,1,,,
! QLA,Design,export and use Quote (or Handle<Quote>) instead of double to solve the problem of reconstructing objects with default value,done,0,,,
! QLA,Enumerations,EuriborSwapFixA / Eur Libor - fix design problems,done,0,,,
! gensrc,Design,"automatic conversion of QuantLib::Rate, Volatility, Discount, Spread, Time, etc",done,5,,,
! QLA,General Support,allow for default optimization Method (see as example qlAbcdCapletCalibration in marketmodels.xml),done,1,1,,
! QLA,Design,Joint Calendar as other Calendar (with special string),done,2,"0,5",,
! QLA,General Support,bring the C Addin and QuantLibXLDynamic up to date,done,5,,,
! gensrc,Design,subdivide file qlxl\qladdin.cpp (1MB!) by category,done,2,1,,
! OH,Design,convert objectIDs to uppercase,done,,,,
! OH,Design,implement case-preserving behavior for objectIDs,done,4,,,
  QLA,VBA framework,network launcher/updater for VBA framework - to point to different environments / configuration files,done,1,3,,
  all,General Support,NSIS installers - uninstall old app before installing new,cancelled,1,- -,,not required after network launcher?

[QuantLibAddin-cvs] QuantLibAddin todo.eric.csv,1.14,1.15

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23592

Modified Files:
	todo.eric.csv 
Log Message:


Index: todo.eric.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.eric.csv,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** todo.eric.csv	8 Jan 2007 19:55:43 -0000	1.14
--- todo.eric.csv	9 Jan 2007 11:28:46 -0000	1.15
***************
*** 1,71 ****
! "project","subproject","task","status","priority","days","comp date","comment"
! ,,,,,,,
! "QLA","Design","fix Katiuscia's reported bug on Index - (this is a design change not a bug) :-)","in progress",2,,,
! "QL","Design","replace all instance of post-increment with pre-increment where appropriate in the for loops","in progress",3,,,
! "OH","Design","case insensitive regex in listObjectIDs","in progress",3,,,
! "QLA","Design","QuantLib.xla double-click/launcher launch (i.e. do not rely on environment variables anymore)","done",0,,,
! "OH","Design","consolidate ohFilter1/ohFilter2 into ohFilter and enable Function Wizard","done",1,,,
! ,,,,,,,
! "gensrc","Design","types.xml",,,,,
! "OH","Design","refactor OH / OHXL implementation (including implementation of coercion)","in progress",1,,,
! "QLXL","Framework","separate QuantLibXL.xla into multiple modules with loader facility","in progress",2,,,
! "QLA","Design","enumeration aliases - map multiple strings to single enum value","in progress",2,1,,
! "QLXL","Launcher","throw exception if registry version > launcher version",,,,,
! "OH","Design","volatile functions - allow user to specify in function metadata",,2,,,
! "gensrc","Design","remove platform-specific configuration/code from core gensrc app",,2,2,,
! "QLA","Design","right-click enumerations: implement proper design using hidden sheet",,2,1,,
! "QLA","Design","loop functions - add support for 1) matrix as loop param 2) two vectors as loop params",,,,,
! "QLA","Design","#include fewer headers to speed compilation",,2,2,,"re-enable optimization, investigate precompiled headers, /Zm flag"
! "QLA","General Support","performance profile of workbook YieldCurveMonitor.xls and “Actions/Open Live Feed”",,2,2,,
! "gensrc","Design","return std::pair (see locate in swaptionvolmatrix)",,3,1,,
! "all","General Support","migrate QLA/QLXL SourceForge projects back into QL",,3,"- -",,"request deletion of old QLA/QLXL repositories"
! "OH","Design","update design doc",,3,2,,
! "QLA","gensrc","Provide schema for XML",,3,2,,
! "OH","Design","Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.",,4,,,
! "QLA","Design","use Excel SmartTags to allow interrogation of objects",,4,,,
! "QLA","Docs","include more info in autogenerated docs: enumeration, default value, platform, loop",,4,,,
! "QLA","Documentation","segregate documentation for QLA / QLXL / OH",,4,,,
! "QLA","Enumerations","wizard: when enums are inputs add optional description suffixed with generic description taken from enum metadata",,4,,,
! "QLA","Enumerations","wizard: suffix description with loop, default parameter, optional parameter, etc information",,4,,,
! "QLA","General Support","C++ examples - add VOs, NPV calculations",,4,,,
! "QLA","gensrc","replace Serializer class with Reader class – since we will never DeSerialize anything",,4,,,
! "QLA","VBA framework","interrogate object repository (GUI browser)",,4,,,"Plamen?"
! "OH","Design","""reflection"" - support member functions dynamically",,5,,,
! "OH","Design","allow objects to be grouped",,5,,,
! ,,,,,,,
! "QLA","Design","Sessions: instead of using workbook as session, allow user to specify session number",,5,,,
! "QLA","Enumerations","add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple","?",5,,,
! "QLA","General Support","calculate memory usage of repository",,5,,,
! "QLA","ValueObjects","dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,5,,,
! "QLA","VBA framework","access logfile (GUI browser)",,5,,,
! ,,,,,,,
! "QLA","Enumerations","port ET/EC registry from QuantLibXL to ObjectHandler","on hold",5,,,"requires redesign to allow multiple XLLs to share global Registry"
! "QLA","VBA framework","design for real-time live feed","on hold",3,,,
! "QLA","Enumerations","enumeration as return value (string) – should be same as the input value – Period, DayCounter","on hold",3,,,"already done by Ferdinando?"
! "?","?","move stub.enum.types out of GenSrc into QLA",,4,,,"this is part of larger task 'remove QL code from core gensrc app'"
! "QLA","VBA framework","menu options to load/unload XLL/XLA – implement as toggle","cancelled",4,,,
! "QLA","Functions","port old QLXL functionality into new QLXL","cancelled",4,,,
! "QLA","Design","loop functions: 1) template 2) Procedures 3) error per iteration","done",2,,,
! "gensrc","Design","Increase max # params for Excel functions","done",5,,,
! "QLA","Design","right-click error messages - allow user to click anywhere in the range","done",2,,,
! "QLA","gensrc","extend rule.py to support conversion of Guile datatypes","done",5,,,
! "gensrc","Design","consolidate Rule/RuleGroup classes","done",2,,,
! "gensrc","Design","consolidate functions serializeObjectDict/serializeObjectDict2","done",2,,,
! "QLA","General Support","count the number of functions available in the addin","done",5,,,
! "OH","Design","ohLastErrorMessage() - analyze a better approach for error handling and diagnostics","done",1,,,
! "QLA","Design","export and use Quote (or Handle<Quote>) instead of double to solve the problem of reconstructing objects with default value","done",0,,,
! "QLA","Enumerations","EuriborSwapFixA / Eur Libor - fix design problems","done",0,,,
! "gensrc","Design","automatic conversion of QuantLib::Rate, Volatility, Discount, Spread, Time, etc","done",5,,,
! "QLA","General Support","allow for default optimization Method (see as example qlAbcdCapletCalibration in marketmodels.xml)","done",1,1,,
! "QLA","Design","Joint Calendar as other Calendar (with special string)","done",2,"0,5",,
! "QLA","General Support","bring the C Addin and QuantLibXLDynamic up to date","done",5,,,
! "gensrc","Design","subdivide file qlxl\qladdin.cpp (1MB!) by category","done",2,1,,
! "OH","Design","convert objectIDs to uppercase","done",,,,
! "OH","Design","implement case-preserving behavior for objectIDs","done",4,,,
! "QLA","VBA framework","network launcher/updater for VBA framework - to point to different environments / configuration files","done",1,3,,
! "all","General Support","NSIS installers - uninstall old app before installing new","cancelled",1,"- -",,"not required after network launcher?"
! "QLA","Launcher","cleaner IPC between launcher & framework","done",2,,,
! "QLA","Design","additional dynamic cast in handleToLib for qlTermStructureReferenceDate() etc.","done",2,,,
! "QLA","Design","add support to take a QL object, wrap it in a QLA object, and store it in the OH repository","done",4,,,
! "QLA","General Support","NSIS scripts for network installations","done",2,,,
! "OH","Design","ohDemoObject(parameter1, parameter2) to create an empty object for demo purposes","done",4,,,
--- 1,71 ----
! project,subproject,task,status,priority,days,comp date,comment
! 
! QL,Design,replace all instance of post-increment with pre-increment where appropriate in the for loops,in progress,3,,,
! OH,Design,case insensitive regex in listObjectIDs,in progress,3,,,
! QLA,Design,fix Katiuscia's reported bug on Index - (this is a design change not a bug) :-),cancelled,2,,,
! QLA,Design,QuantLib.xla double-click/launcher launch (i.e. do not rely on environment variables anymore),done,0,,,
! OH,Design,consolidate ohFilter1/ohFilter2 into ohFilter and enable Function Wizard,done,1,,,
! 
! gensrc,Design,types.xml,,,,,
! OH,Design,refactor OH / OHXL implementation (including implementation of coercion),in progress,1,,,
! QLXL,Framework,separate QuantLibXL.xla into multiple modules with loader facility,in progress,2,,,
! QLA,Design,enumeration aliases - map multiple strings to single enum value,in progress,2,1,,
! QLXL,Launcher,throw exception if registry version > launcher version,,,,,
! OH,Design,volatile functions - allow user to specify in function metadata,,2,,,
! gensrc,Design,remove platform-specific configuration/code from core gensrc app,,2,2,,
! QLA,Design,right-click enumerations: implement proper design using hidden sheet,,2,1,,
! QLA,Design,loop functions - add support for 1) matrix as loop param 2) two vectors as loop params,,,,,
! QLA,Design,#include fewer headers to speed compilation,,2,2,,"re-enable optimization, investigate precompiled headers, /Zm flag"
! QLA,General Support,performance profile of workbook YieldCurveMonitor.xls and “Actions/Open Live Feed”,,2,2,,
! gensrc,Design,return std::pair (see locate in swaptionvolmatrix),,3,1,,
! all,General Support,migrate QLA/QLXL SourceForge projects back into QL,,3,- -,,request deletion of old QLA/QLXL repositories
! OH,Design,update design doc,,3,2,,
! QLA,gensrc,Provide schema for XML,,3,2,,
! OH,Design,Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.,,4,,,
! QLA,Design,use Excel SmartTags to allow interrogation of objects,,4,,,
! QLA,Docs,"include more info in autogenerated docs: enumeration, default value, platform, loop",,4,,,
! QLA,Documentation,segregate documentation for QLA / QLXL / OH,,4,,,
! QLA,Enumerations,wizard: when enums are inputs add optional description suffixed with generic description taken from enum metadata,,4,,,
! QLA,Enumerations,"wizard: suffix description with loop, default parameter, optional parameter, etc information",,4,,,
! QLA,General Support,"C++ examples - add VOs, NPV calculations",,4,,,
! QLA,gensrc,replace Serializer class with Reader class – since we will never DeSerialize anything,,4,,,
! QLA,VBA framework,interrogate object repository (GUI browser),,4,,,Plamen?
! OH,Design,"""reflection"" - support member functions dynamically",,5,,,
! OH,Design,allow objects to be grouped,,5,,,
! 
! QLA,Design,"Sessions: instead of using workbook as session, allow user to specify session number",,5,,,
! QLA,Enumerations,"add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",?,5,,,
! QLA,General Support,calculate memory usage of repository,,5,,,
! QLA,ValueObjects,"dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,5,,,
! QLA,VBA framework,access logfile (GUI browser),,5,,,
! 
! QLA,Enumerations,port ET/EC registry from QuantLibXL to ObjectHandler,on hold,5,,,requires redesign to allow multiple XLLs to share global Registry
! QLA,VBA framework,design for real-time live feed,on hold,3,,,
! QLA,Enumerations,"enumeration as return value (string) – should be same as the input value – Period, DayCounter",on hold,3,,,already done by Ferdinando?
! ?,?,move stub.enum.types out of GenSrc into QLA,,4,,,this is part of larger task 'remove QL code from core gensrc app'
! QLA,VBA framework,menu options to load/unload XLL/XLA – implement as toggle,cancelled,4,,,
! QLA,Functions,port old QLXL functionality into new QLXL,cancelled,4,,,
! QLA,Design,loop functions: 1) template 2) Procedures 3) error per iteration,done,2,,,
! gensrc,Design,Increase max # params for Excel functions,done,5,
! QLA,Design,right-click error messages - allow user to click anywhere in the range,done,2,
! QLA,gensrc,extend rule.py to support conversion of Guile datatypes,done,5,
! gensrc,Design,consolidate Rule/RuleGroup classes,done,2,
! gensrc,Design,consolidate functions serializeObjectDict/serializeObjectDict2,done,2,
! QLA,General Support,count the number of functions available in the addin,done,5,
! OH,Design,ohLastErrorMessage() - analyze a better approach for error handling and diagnostics,done,1,
! QLA,Design,export and use Quote (or Handle<Quote>) instead of double to solve the problem of reconstructing objects with default value,done,0,
! QLA,Enumerations,EuriborSwapFixA / Eur Libor - fix design problems,done,0,
! gensrc,Design,"automatic conversion of QuantLib::Rate, Volatility, Discount, Spread, Time, etc",done,5,
! QLA,General Support,allow for default optimization Method (see as example qlAbcdCapletCalibration in marketmodels.xml),done,1,1
! QLA,Design,Joint Calendar as other Calendar (with special string),done,2,"0,5"
! QLA,General Support,bring the C Addin and QuantLibXLDynamic up to date,done,5,
! gensrc,Design,subdivide file qlxl\qladdin.cpp (1MB!) by category,done,2,1
! OH,Design,convert objectIDs to uppercase,done,,
! OH,Design,implement case-preserving behavior for objectIDs,done,4,
! QLA,VBA framework,network launcher/updater for VBA framework - to point to different environments / configuration files,done,1,3,,
! all,General Support,NSIS installers - uninstall old app before installing new,cancelled,1,- -,,not required after network launcher?
! QLA,Launcher,cleaner IPC between launcher & framework,done,2,,,
! QLA,Design,additional dynamic cast in handleToLib for qlTermStructureReferenceDate() etc.,done,2,,,
! QLA,Design,"add support to take a QL object, wrap it in a QLA object, and store it in the OH repository",done,4,,,
! QLA,General Support,NSIS scripts for network installations,done,2,,,
! OH,Design,"ohDemoObject(parameter1, parameter2) to create an empty object for demo purposes",done,4,,,

[QuantLibAddin-cvs] QuantLibAddin/qlo/Conversions coerceindex.hpp, 1.3, 1.4

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo/Conversions
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9422/qlo/Conversions

Modified Files:
	coerceindex.hpp 
Log Message:


Index: coerceindex.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/Conversions/coerceindex.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** coerceindex.hpp	2 Jan 2007 14:46:14 -0000	1.3
--- coerceindex.hpp	9 Jan 2007 10:55:30 -0000	1.4
***************
*** 25,30 ****
  namespace ObjHandler {
  
!     // CoerceIndexVector - accept a string which is the ID of either
!     // and Enumerated Class or an object in the repository, 
      // and return the appropriate index object
  
--- 25,30 ----
  namespace ObjHandler {
  
!     // CoerceIndex - accept a string which is the ID of either
!     // an Enumerated Class or an object in the repository, 
      // and return the appropriate index object
  

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata index.xml, 1.54, 1.55

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9391/gensrc/metadata

Modified Files:
	index.xml 
Log Message:
adding another function (of little use... I know ;-)

Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.54
retrieving revision 1.55
diff -C2 -d -r1.54 -r1.55
*** index.xml	3 Jan 2007 17:44:47 -0000	1.54
--- index.xml	9 Jan 2007 10:55:24 -0000	1.55
***************
*** 79,82 ****
--- 79,108 ----
      </Member>
  
+     <Member name='qlIndexAddFixing' libraryClass='Index'>
+       <description>Adds a fixing for the given Index object</description>
+       <libraryFunction>addFixing</libraryFunction>
+       <SupportedPlatforms>
+         <Excel/>
+       </SupportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='fixingDate' libraryType='QuantLib::Date'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>fixing date</description>
+           </Parameter>
+           <Parameter name='fixingValue' libraryType='QuantLib::Real'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>fixing value</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue>
+         <type>void</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
      <Member name='qlIndexAddFixings' libraryClass='Index'>
        <!--<Member name='qlIndexAddFixings' objectClass='Index'>-->

[QuantLibAddin-cvs] QuantLibAddin todo.eric.csv,1.13,1.14

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7552

Modified Files:
	todo.eric.csv 
Log Message:
- reinstate from OH 0.1.3 some previously deprecated code for converting boost::any <-> OPER
- consolidate ohFilter1/ohFilter2 into ohFilter and enable Function Wizard

Index: todo.eric.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.eric.csv,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** todo.eric.csv	8 Jan 2007 12:50:39 -0000	1.13
--- todo.eric.csv	8 Jan 2007 19:55:43 -0000	1.14
***************
*** 1,9 ****
  "project","subproject","task","status","priority","days","comp date","comment"
  ,,,,,,,
! ,,"fix Katiuscia's reported bug on Index - (this is a design change not a bug) :-)",,2,,,
  "QLA","Design","QuantLib.xla double-click/launcher launch (i.e. do not rely on environment variables anymore)","done",0,,,
! ,,"replace all instance of post-increment with pre-increment where appropriate in the for loops",,3,,,
! ,,"case insensitive regex in listObjectIDs",,3,,,
! ,,"consolidate ohFilter1/ohFilter2 into ohFilter and enable Function Wizard",,1,,,
  ,,,,,,,
  "gensrc","Design","types.xml",,,,,
--- 1,9 ----
  "project","subproject","task","status","priority","days","comp date","comment"
  ,,,,,,,
! "QLA","Design","fix Katiuscia's reported bug on Index - (this is a design change not a bug) :-)","in progress",2,,,
! "QL","Design","replace all instance of post-increment with pre-increment where appropriate in the for loops","in progress",3,,,
! "OH","Design","case insensitive regex in listObjectIDs","in progress",3,,,
  "QLA","Design","QuantLib.xla double-click/launcher launch (i.e. do not rely on environment variables anymore)","done",0,,,
! "OH","Design","consolidate ohFilter1/ohFilter2 into ohFilter and enable Function Wizard","done",1,,,
  ,,,,,,,
  "gensrc","Design","types.xml",,,,,

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata date.xml, 1.25, 1.26

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30373/gensrc/metadata

Modified Files:
	date.xml 
Log Message:


Index: date.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** date.xml	8 Jan 2007 18:44:03 -0000	1.25
--- date.xml	8 Jan 2007 19:33:07 -0000	1.26
***************
*** 223,227 ****
              <description>date</description>
            </Parameter>
!           <Parameter name='mainCycle' default='true'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 223,227 ----
              <description>date</description>
            </Parameter>
!           <Parameter name='mainCycle' default='true' const='false'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
***************
*** 249,253 ****
              <description>2 letter string (e.g. H9)</description>
            </Parameter>
!           <Parameter name='mainCycle' default='true'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 249,253 ----
              <description>2 letter string (e.g. H9)</description>
            </Parameter>
!           <Parameter name='mainCycle' default='true' const='false'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
***************
*** 283,287 ****
      </Procedure>
  
-     <!-- check why mainCycle loopParameter dosn't work, but don't use it -->
      <Procedure name='qlNextIMMcode'>
        <description>returns the future code corresponding to a given IMM date (e.g. H6 for March 15th, 2006). It fails if the input date is not an IMM date.</description>
--- 283,286 ----
***************
*** 297,301 ****
              <description>date with respect to which the next IMM date is calculated</description>
            </Parameter>
!           <Parameter name='mainCycle' default='true'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 296,300 ----
              <description>date with respect to which the next IMM date is calculated</description>
            </Parameter>
!           <Parameter name='mainCycle' default='true' const='false'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
***************
*** 322,326 ****
              <description>date with respect to which the next IMM codes are calculated</description>
            </Parameter>
!           <Parameter name='mainCycle' default='std::vector&lt;bool&gt;()'>
              <type>bool</type>
              <tensorRank>vector</tensorRank>
--- 321,325 ----
              <description>date with respect to which the next IMM codes are calculated</description>
            </Parameter>
!           <Parameter name='mainCycle' default='std::vector&lt;bool&gt;(40, true)'>
              <type>bool</type>
              <tensorRank>vector</tensorRank>
***************
*** 361,365 ****
      </Procedure>
  
-     <!-- check why mainCycle loopParameter dosn't work, but don't use it -->
      <Procedure name='qlNextIMMdate'>
        <description>returns the 1st delivery date for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.</description>
--- 360,363 ----
***************
*** 375,379 ****
              <description>date with respect to which the next IMM date is calculated</description>
            </Parameter>
!           <Parameter name='mainCycle' default='true'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 373,377 ----
              <description>date with respect to which the next IMM date is calculated</description>
            </Parameter>
!           <Parameter name='mainCycle' default='true' const='false'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata date.xml, 1.24, 1.25

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8690/gensrc/metadata

Modified Files:
	date.xml 
Log Message:
fixed IMM functions

Index: date.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** date.xml	8 Jan 2007 11:26:35 -0000	1.24
--- date.xml	8 Jan 2007 18:44:03 -0000	1.25
***************
*** 210,214 ****
      </Procedure>
  
-     <!-- wrong results if date is a loopParameter, crashes as it is -->
      <Procedure name='qlIsIMMdate' loopParameter='date'>
        <description>returns whether or not the given date is an IMM date.</description>
--- 210,213 ----
***************
*** 323,327 ****
              <description>date with respect to which the next IMM codes are calculated</description>
            </Parameter>
!           <Parameter name='mainCycle'>
              <type>bool</type>
              <tensorRank>vector</tensorRank>
--- 322,326 ----
              <description>date with respect to which the next IMM codes are calculated</description>
            </Parameter>
!           <Parameter name='mainCycle' default='std::vector&lt;bool&gt;()'>
              <type>bool</type>
              <tensorRank>vector</tensorRank>
***************
*** 401,405 ****
              <description>date with respect to which the next IMM dates are calculated</description>
            </Parameter>
!           <Parameter name='mainCycle'>
              <type>bool</type>
              <tensorRank>vector</tensorRank>
--- 400,404 ----
              <description>date with respect to which the next IMM dates are calculated</description>
            </Parameter>
!           <Parameter name='mainCycle' default='std::vector&lt;bool&gt;(40, true)'>
              <type>bool</type>
              <tensorRank>vector</tensorRank>

[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.76,1.77

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7470

Modified Files:
	todonando.txt 
Log Message:


Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.76
retrieving revision 1.77
diff -C2 -d -r1.76 -r1.77
*** todonando.txt	8 Jan 2007 15:03:40 -0000	1.76
--- todonando.txt	8 Jan 2007 18:41:19 -0000	1.77
***************
*** 1,4 ****
  optimization end criteria
- date
  abcd interpolation
  
--- 1,3 ----
***************
*** 8,12 ****
  coerce from IMMcode to date
  cvs command line
! dates problems
  profiling session
  
--- 7,11 ----
  coerce from IMMcode to date
  cvs command line
! imm functions (dates.xml) problems
  profiling session
  
***************
*** 22,29 ****
  - abcd fit
  
- 
- interpolation with boolean exclusion
- 
- 
  - wiki
  - build system
--- 21,24 ----

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata ratehelpers.xml, 1.37, 1.38

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7372/gensrc/metadata

Modified Files:
	ratehelpers.xml 
Log Message:
renamed function
Giorgio, Chiara: please update related test workbooks

Index: ratehelpers.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v
retrieving revision 1.37
retrieving revision 1.38
diff -C2 -d -r1.37 -r1.38
*** ratehelpers.xml	14 Dec 2006 15:22:44 -0000	1.37
--- ratehelpers.xml	8 Jan 2007 18:41:11 -0000	1.38
***************
*** 154,158 ****
      </Constructor>
  
!     <Member name='qlConvexityAdjustment' libraryClass='FuturesRateHelper'>
        <description>returns the convexity adjustment for the given FuturesRateHelper object</description>
        <libraryFunction>convexityAdjustment</libraryFunction>
--- 154,158 ----
      </Constructor>
  
!     <Member name='qlFuturesRateHelperConvexityAdjustment' libraryClass='FuturesRateHelper'>
        <description>returns the convexity adjustment for the given FuturesRateHelper object</description>
        <libraryFunction>convexityAdjustment</libraryFunction>

[QuantLibAddin-cvs] QuantLibAddin/qlo quotes.cpp, 1.6, 1.7 quotes.hpp, 1.6, 1.7

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6752/qlo

Modified Files:
	quotes.cpp quotes.hpp 
Log Message:
using IMM-based constructor

Index: quotes.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quotes.cpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** quotes.cpp	15 Dec 2006 13:32:35 -0000	1.6
--- quotes.cpp	8 Jan 2007 18:40:18 -0000	1.7
***************
*** 61,67 ****
                  callPrice, putPrice, strike, guess, accuracy));
      }
      FuturesConvAdjustmentQuote::FuturesConvAdjustmentQuote(
                                 const boost::shared_ptr<QuantLib::IborIndex>& index,
!                                const QuantLib::Date& futuresDate, 
                                 const QuantLib::Handle<QuantLib::Quote>& futuresQuote,
                                 const QuantLib::Handle<QuantLib::Quote>& volatility,
--- 61,68 ----
                  callPrice, putPrice, strike, guess, accuracy));
      }
+ 
      FuturesConvAdjustmentQuote::FuturesConvAdjustmentQuote(
                                 const boost::shared_ptr<QuantLib::IborIndex>& index,
!                                const std::string& immCode, 
                                 const QuantLib::Handle<QuantLib::Quote>& futuresQuote,
                                 const QuantLib::Handle<QuantLib::Quote>& volatility,
***************
*** 69,74 ****
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Quote>(new
!             QuantLib::FuturesConvAdjustmentQuote(index, futuresDate, 
!                             futuresQuote, volatility, meanReversion));
      }
  
--- 70,77 ----
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Quote>(new
!             QuantLib::FuturesConvAdjustmentQuote(index, immCode,
!                                                  futuresQuote,
!                                                  volatility,
!                                                  meanReversion));
      }
  

Index: quotes.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quotes.hpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** quotes.hpp	15 Dec 2006 13:32:35 -0000	1.6
--- quotes.hpp	8 Jan 2007 18:40:19 -0000	1.7
***************
*** 66,74 ****
        public:
          FuturesConvAdjustmentQuote(
!                 const boost::shared_ptr<QuantLib::IborIndex>& index,
!                const QuantLib::Date& futuresDate, 
!                const QuantLib::Handle<QuantLib::Quote>& futuresQuote,
!                const QuantLib::Handle<QuantLib::Quote>& volatility,
!                const QuantLib::Handle<QuantLib::Quote>& meanReversion);
      };
  
--- 66,74 ----
        public:
          FuturesConvAdjustmentQuote(
!                     const boost::shared_ptr<QuantLib::IborIndex>& index,
!                     const std::string& immCode, 
!                     const QuantLib::Handle<QuantLib::Quote>& futuresQuote,
!                     const QuantLib::Handle<QuantLib::Quote>& volatility,
!                     const QuantLib::Handle<QuantLib::Quote>& meanReversion);
      };
  

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata quotes.xml, 1.8, 1.9

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6752/gensrc/metadata

Modified Files:
	quotes.xml 
Log Message:
using IMM-based constructor

Index: quotes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/quotes.xml,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** quotes.xml	4 Jan 2007 10:42:08 -0000	1.8
--- quotes.xml	8 Jan 2007 18:40:18 -0000	1.9
***************
*** 218,225 ****
              <description>floating IborIndex object ID</description>
            </Parameter>
!           <Parameter name='futuresDate' libraryType='QuantLib::Date'>
!             <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>futures Date</description>
            </Parameter>
            <Parameter name='futuresQuote' libToHandle='Quote'>
--- 218,225 ----
              <description>floating IborIndex object ID</description>
            </Parameter>
!           <Parameter name='immCode'>
!             <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>futures IMM code (e.g. H9)</description>
            </Parameter>
            <Parameter name='futuresQuote' libToHandle='Quote'>

[QuantLibAddin-cvs] QuantLibAddin/qlo analysis.cpp,1.1,1.2

[Cristina D. <cdu...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21543/qlo

Modified Files:
	analysis.cpp 
Log Message:
The analysis of capflooredcouponvector returns strikes (todo: convexity adjustement)

Index: analysis.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/analysis.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** analysis.cpp	18 Oct 2006 19:52:07 -0000	1.1
--- analysis.cpp	8 Jan 2007 15:37:13 -0000	1.2
***************
*** 23,26 ****
--- 23,27 ----
  #include <qlo/analysis.hpp>
  #include <ql/CashFlows/cmscoupon.hpp>
+ #include <ql/CashFlows/capflooredcoupon.hpp>
  
  namespace QuantLibAddin {
***************
*** 30,33 ****
--- 31,35 ----
                                public QuantLib::Visitor<QuantLib::Coupon>,
                                public QuantLib::Visitor<QuantLib::FloatingRateCoupon>,
+                               public QuantLib::Visitor<QuantLib::CappedFlooredCoupon>,
                                public QuantLib::Visitor<QuantLib::CMSCoupon> {
        private:
***************
*** 40,43 ****
--- 42,46 ----
          void visit(QuantLib::Coupon& c);
          void visit(QuantLib::FloatingRateCoupon& c);
+         void visit(QuantLib::CappedFlooredCoupon& c);
          void visit(QuantLib::CMSCoupon& c);
          const std::vector<std::vector<boost::any> >& analysis() const;
***************
*** 136,139 ****
--- 139,159 ----
      }
  
+     void AnalysisGenerator::visit(QuantLib::CappedFlooredCoupon& c) {
+         visit(static_cast<QuantLib::Coupon&>(c));
+         flowAnalysis_.back()[FIXING_DAYS]=c.fixingDays();
+         flowAnalysis_.back()[FIXING_DATES]=c.fixingDate().serialNumber();
+         flowAnalysis_.back()[INDEX]=c.index()->name();
+         flowAnalysis_.back()[FLOOR]=c.floor();
+         flowAnalysis_.back()[GEARING]=c.gearing();
+         try {
+             flowAnalysis_.back()[INDEX_FIXING]=c.indexFixing();
+         } catch(...) {}
+         try {
+             flowAnalysis_.back()[CONV_ADJ]=c.convexityAdjustment();
+         } catch(...) {}
+         flowAnalysis_.back()[SPREAD]=c.spread();
+         flowAnalysis_.back()[CAP]=c.cap();
+     }
+ 
      void AnalysisGenerator::visit(QuantLib::CMSCoupon& c) {
          visit(static_cast<QuantLib::Coupon&>(c));

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata couponvectors.xml, 1.48, 1.49

[Cristina D. <cdu...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20561/gensrc/metadata

Modified Files:
	couponvectors.xml 
Log Message:
Capflooredcoupon: Added default null vectors for cap and floor rates

Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.48
retrieving revision 1.49
diff -C2 -d -r1.48 -r1.49
*** couponvectors.xml	21 Dec 2006 09:16:27 -0000	1.48
--- couponvectors.xml	8 Jan 2007 15:35:17 -0000	1.49
***************
*** 96,135 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='schedule' libraryClass='Schedule'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>schedule object ID</description>
            </Parameter>
!           <Parameter name='nominals'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>coupon nominals</description>
            </Parameter>
!           <Parameter name='gearings'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>floating rate gearings (i.e. the multiplicative coefficients of the floating rate index)</description>
            </Parameter>
!           <Parameter name='index' libraryClass='IborIndex'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>underlying index object ID</description>
            </Parameter>
!           <Parameter name='spreads' libraryType='QuantLib::Spread' default='0'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>floating rate spreads</description>
            </Parameter>
!           <Parameter name='caps' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
!             <description>caps</description>
            </Parameter>
!           <Parameter name='floors' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
!             <description>floors</description>
            </Parameter>          
!           <Parameter name='vol' libToHandle='CapletVolatilityStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 96,135 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='Schedule' libraryClass='Schedule'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>schedule object ID</description>
            </Parameter>
!           <Parameter name='Nominals'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>coupon nominals</description>
            </Parameter>
!           <Parameter name='Gearings'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>floating rate gearings (i.e. the multiplicative coefficients of the floating rate index)</description>
            </Parameter>
!           <Parameter name='Index' libraryClass='IborIndex'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>underlying index object ID</description>
            </Parameter>
!           <Parameter name='Spreads' libraryType='QuantLib::Spread' default='0'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>floating rate spreads</description>
            </Parameter>
!           <Parameter name='CapRates' libraryType='QuantLib::Rate' default='std::vector&lt;QuantLib::Rate&gt;()' >
              <type>double</type>
              <tensorRank>vector</tensorRank>
!             <description>If omitted, no strikes are assigned.</description>
            </Parameter>
!           <Parameter name='FloorRates' libraryType='QuantLib::Rate' default='std::vector&lt;QuantLib::Rate&gt;()'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
!             <description>If omitted, no strikes are assigned.</description>
            </Parameter>          
!           <Parameter name='Volatility' libToHandle='CapletVolatilityStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.75,1.76

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6472

Modified Files:
	todonando.txt 
Log Message:
updated todo list

Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.75
retrieving revision 1.76
diff -C2 -d -r1.75 -r1.76
*** todonando.txt	8 Jan 2007 11:25:50 -0000	1.75
--- todonando.txt	8 Jan 2007 15:03:40 -0000	1.76
***************
*** 85,89 ****
  
  Chiara
! - bond (cms)
  - perche' lo yield non ha la frequenza?
  - fare tutti i metodi dei bond restituiscano un InterestRate
--- 85,90 ----
  
  Chiara
! - DONE bond (cms)
! - DONE futures conv adj and swap repricing
  - perche' lo yield non ha la frequenza?
  - fare tutti i metodi dei bond restituiscano un InterestRate

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.46, 1.47

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23496/gensrc/metadata

Modified Files:
	bonds.xml 
Log Message:
added new function: qlcmscouponbond to contruct cms coupon bond objects

Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.46
retrieving revision 1.47
diff -C2 -d -r1.46 -r1.47
*** bonds.xml	3 Jan 2007 10:55:36 -0000	1.46
--- bonds.xml	8 Jan 2007 14:28:45 -0000	1.47
***************
*** 7,12 ****
--- 7,15 ----
      <include>ql/Instruments/zerocouponbond.hpp</include>
      <include>ql/Instruments/floatingratebond.hpp</include>
+     <include>ql/Instruments/cmscouponbond.hpp</include>
+     <include>qlo/swaptionvolstructure.hpp</include>
      <include>qlo/bonds.hpp</include>
      <include>qlo/termstructures.hpp</include>
+     <include>qlo/couponvectors.hpp</include>
    </includes>
    <copyright>
***************
*** 594,597 ****
--- 597,721 ----
        </ParameterList>
      </Constructor>
+     
+     <Constructor name='qlCmsCouponBond'>
+       <libraryFunction>CmsCouponBond</libraryFunction>
+       <SupportedPlatforms>
+         <Excel/>
+       </SupportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='Des' default='""'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>bond description string</description>
+           </Parameter>
+           <Parameter name='face'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>bond face amount</description>
+           </Parameter>
+           <Parameter name='issueDate' libraryType='QuantLib::Date'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>issue date</description>
+           </Parameter>
+           <Parameter name='firstDate' libraryType='QuantLib::Date'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>first coupon date</description>
+           </Parameter>
+           <Parameter name='maturity' libraryType='QuantLib::Date'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>maturity date</description>
+           </Parameter>
+           <Parameter name='settlDays'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>settlement days</description>
+           </Parameter>
+           <Parameter name='swapIndex' libraryClass='SwapIndex'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>underlying swap index ID</description>
+           </Parameter>
+           <Parameter name='fixingDays'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>fixing days (e.g. 2)</description>
+           </Parameter>
+           <Parameter name='gearings' default='0'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>floating rate gearings</description>
+           </Parameter>
+           <Parameter name='spreads' default='0' libraryType='QuantLib::Spread'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>floating rate spreads</description>
+           </Parameter>
+           <Parameter name='freq' enumeration='QuantLib::Frequency'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description>
+           </Parameter>
+           <Parameter name='cal' enumeration='QuantLib::Calendar'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>holiday calendar (e.g. TARGET)</description>
+           </Parameter>
+           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>day counter (e.g. Actual/360)</description>
+           </Parameter>
+           <Parameter name='CmsPricer' libraryClass='VanillaCMSCouponPricer'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Cms coupon pricer object ID</description>
+           </Parameter>
+           <Parameter name='caps' libraryType='QuantLib::Rate'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>caps</description>
+           </Parameter>
+           <Parameter name='floors' libraryType='QuantLib::Rate'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>floors</description>
+           </Parameter>
+           <Parameter name='accrualBDC' enumeration='QuantLib::BusinessDayConvention'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Accrual BDC (e.g. ModifiedFollowing)</description>
+           </Parameter>
+           <Parameter name='paymentBDC' enumeration='QuantLib::BusinessDayConvention'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Payment BDC (e.g. ModifiedFollowing)</description>
+           </Parameter>
+           <Parameter name='Redemption'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Redemption</description>
+           </Parameter>
+           <Parameter name='YieldCurve' libToHandle='YieldTermStructure'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>discounting yield term structure object ID</description>
+           </Parameter>
+           <Parameter name='stubDate' libraryType='QuantLib::Date' default='QuantLib::Date()'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>stub date</description>
+           </Parameter>
+           <Parameter name='startFromEnd'>
+             <type>bool</type>
+             <tensorRank>scalar</tensorRank>
+             <description>build schedule backwards</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
  
    </Functions>

[QuantLibAddin-cvs] QuantLibAddin/qlo bonds.cpp, 1.13, 1.14 bonds.hpp, 1.13, 1.14

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23496/qlo

Modified Files:
	bonds.cpp bonds.hpp 
Log Message:
added new function: qlcmscouponbond to contruct cms coupon bond objects

Index: bonds.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.hpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** bonds.hpp	3 Jan 2007 10:55:36 -0000	1.13
--- bonds.hpp	8 Jan 2007 14:28:45 -0000	1.14
***************
*** 1,4 ****
--- 1,5 ----
  
  /*
+  Copyright (C) 2006 Chiara Fornarola
   Copyright (C) 2006 Ferdinando Ametrano
   Copyright (C) 2005, 2006 Eric Ehlers
***************
*** 24,28 ****
--- 25,38 ----
  #include <qlo/baseinstruments.hpp>
  #include <qlo/index.hpp>
+ #include <oh/objhandler.hpp>
+ #include <qlo/schedule.hpp>
+ #include <qlo/analysis.hpp>
+ #include <qlo/couponvectors.hpp>
+ #include <qlo/swaptionvolstructure.hpp>
+ 
+ #include <ql/CashFlows/conundrumpricer.hpp>
+ #include <ql/Volatilities/all.hpp>
  #include <ql/Indexes/iborindex.hpp>
+ #include <ql/Indexes/swapindex.hpp>
  
  namespace QuantLibAddin {
***************
*** 97,103 ****
--- 107,142 ----
              const QuantLib::Date& stub,
              bool fromEnd);
+       };
+ 
+  
  
+     class CmsCouponBond : public Bond {
+       public:
+            CmsCouponBond(
+              const std::string& des,
+              QuantLib::Real faceAmount,
+              const QuantLib::Date& issueDate,
+              const QuantLib::Date& datedDate,
+              const QuantLib::Date& maturityDate,
+              QuantLib::Integer settlementDays,
+              const boost::shared_ptr<QuantLib::SwapIndex>& index,
+              QuantLib::Integer fixingDays,
+              const std::vector<QuantLib::Real>& gearings,
+              const std::vector<QuantLib::Spread>& spreads,
+              QuantLib::Frequency couponFrequency,
+              const QuantLib::Calendar& calendar,
+              const QuantLib::DayCounter& dayCounter,
+              const boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>& pricer,
+              const std::vector<QuantLib::Rate>& caps,
+              const std::vector<QuantLib::Rate>& floors,
+              QuantLib::BusinessDayConvention accrualConvention,
+              QuantLib::BusinessDayConvention paymentConvention,
+              QuantLib::Real redemption,
+              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
+              const QuantLib::Date& stub,
+              bool fromEnd);
      };
  
+ 
  }
  

Index: bonds.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.cpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** bonds.cpp	3 Jan 2007 10:55:36 -0000	1.13
--- bonds.cpp	8 Jan 2007 14:28:45 -0000	1.14
***************
*** 1,4 ****
--- 1,5 ----
  
  /*
+  Copyright (C) 2006 Chiara Fornarola
   Copyright (C) 2006 Ferdinando Ametrano
   Copyright (C) 2005, 2006 Eric Ehlers
***************
*** 27,33 ****
--- 28,36 ----
  #include <qlo/termstructures.hpp>
  #include <qlo/typefactory.hpp>
+ #include <qlo/swaptionvolstructure.hpp>
  #include <ql/Instruments/fixedcouponbond.hpp>
  #include <ql/Instruments/floatingratebond.hpp>
  #include <ql/Instruments/zerocouponbond.hpp>
+ #include <ql/Instruments/cmscouponbond.hpp>
  
  namespace QuantLibAddin {
***************
*** 147,149 ****
--- 150,201 ----
                                             fromEnd));
      }
+ 
+ 
+      CmsCouponBond::CmsCouponBond( 
+                             const std::string& des,
+                             QuantLib::Real faceAmount,
+                             const QuantLib::Date& issueDate,
+                             const QuantLib::Date& datedDate,
+                             const QuantLib::Date& maturityDate,
+                             QuantLib::Integer settlementDays,
+                             const boost::shared_ptr<QuantLib::SwapIndex>& index,
+                             QuantLib::Integer fixingDays,
+                             const std::vector<QuantLib::Real>& gearings,
+                             const std::vector<QuantLib::Spread>& spreads,
+                             QuantLib::Frequency couponFrequency,
+                             const QuantLib::Calendar& calendar,
+                             const QuantLib::DayCounter& dayCounter,
+                             const boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>& pricer,
+                             const std::vector<QuantLib::Rate>& caps,
+                             const std::vector<QuantLib::Rate>& floors,
+                             QuantLib::BusinessDayConvention accrualConvention,
+                             QuantLib::BusinessDayConvention paymentConvention,
+                             QuantLib::Real redemption,
+                             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
+                             const QuantLib::Date& stub,
+                             bool fromEnd)
+         : Bond(des) {
+         libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
+             new QuantLib::CmsCouponBond(faceAmount,
+                                         issueDate,
+                                         datedDate,
+                                         maturityDate,
+                                         settlementDays,
+                                         index,
+                                         fixingDays,
+                                         gearings,
+                                         spreads,
+                                         couponFrequency,
+                                         calendar,
+                                         dayCounter,
+                                         pricer,
+                                         caps,
+                                         floors,
+                                         accrualConvention,
+                                         paymentConvention,
+                                         redemption,
+                                         hYTS,
+                                         stub, 
+                                         fromEnd));
  }
+ }
\ No newline at end of file

[QuantLibAddin-cvs] QuantLibAddin todo.eric.csv,1.12,1.13

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7682

Modified Files:
	todo.eric.csv 
Log Message:
QuantLibXL.xla - when launched via double-click (i.e. not from the launcher), derive configuration paths relative to the parent folder.  environment variable QUANTLIBXL_DIR is no longer used.

Index: todo.eric.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.eric.csv,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** todo.eric.csv	8 Jan 2007 11:27:36 -0000	1.12
--- todo.eric.csv	8 Jan 2007 12:50:39 -0000	1.13
***************
*** 1,71 ****
! project,subproject,task,status,priority,days,comp date,comment
! 
! ,,fix Katiuscia's reported bug on Index - (this is a design change not a bug) :-),,2,,,
! ,,QuantLib.xla double-click/launcher launch (i.e. do not rely on environment variables anymore),,0,,,
! ,,replace all instance of post-increment with pre-increment where appropriate in the for loops,,3,,,
! ,,case insensitive regex in listObjectIDs,,3,,,
! ,,consolidate ohFilter1/ohFilter2 into ohFilter and enable Function Wizard,,1,,,
! 
! gensrc,Design,types.xml,,,,,
! OH,Design,refactor OH / OHXL implementation (including implementation of coercion),in progress,1,,,
! QLXL,Framework,separate QuantLibXL.xla into multiple modules with loader facility,in progress,2,,,
! QLA,Design,enumeration aliases - map multiple strings to single enum value,in progress,2,1,,
! QLXL,Launcher,throw exception if registry version > launcher version,,,,,
! OH,Design,volatile functions - allow user to specify in function metadata,,2,,,
! gensrc,Design,remove platform-specific configuration/code from core gensrc app,,2,2,,
! QLA,Design,right-click enumerations: implement proper design using hidden sheet,,2,1,,
! QLA,Design,loop functions - add support for 1) matrix as loop param 2) two vectors as loop params,,,,,
! QLA,Design,#include fewer headers to speed compilation,,2,2,,"re-enable optimization, investigate precompiled headers, /Zm flag"
! QLA,General Support,performance profile of workbook YieldCurveMonitor.xls and “Actions/Open Live Feed”,,2,2,,
! gensrc,Design,return std::pair (see locate in swaptionvolmatrix),,3,1,,
! all,General Support,migrate QLA/QLXL SourceForge projects back into QL,,3,- -,,request deletion of old QLA/QLXL repositories
! OH,Design,update design doc,,3,2,,
! QLA,gensrc,Provide schema for XML,,3,2,,
! OH,Design,Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.,,4,,,
! QLA,Design,use Excel SmartTags to allow interrogation of objects,,4,,,
! QLA,Docs,"include more info in autogenerated docs: enumeration, default value, platform, loop",,4,,,
! QLA,Documentation,segregate documentation for QLA / QLXL / OH,,4,,,
! QLA,Enumerations,wizard: when enums are inputs add optional description suffixed with generic description taken from enum metadata,,4,,,
! QLA,Enumerations,"wizard: suffix description with loop, default parameter, optional parameter, etc information",,4,,,
! QLA,General Support,"C++ examples - add VOs, NPV calculations",,4,,,
! QLA,gensrc,replace Serializer class with Reader class – since we will never DeSerialize anything,,4,,,
! QLA,VBA framework,interrogate object repository (GUI browser),,4,,,Plamen?
! OH,Design,"""reflection"" - support member functions dynamically",,5,,,
! OH,Design,allow objects to be grouped,,5,,,
! 
! QLA,Design,"Sessions: instead of using workbook as session, allow user to specify session number",,5,,,
! QLA,Enumerations,"add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",?,5,,,
! QLA,General Support,calculate memory usage of repository,,5,,,
! QLA,ValueObjects,"dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,5,,,
! QLA,VBA framework,access logfile (GUI browser),,5,,,
! 
! QLA,Enumerations,port ET/EC registry from QuantLibXL to ObjectHandler,on hold,5,,,requires redesign to allow multiple XLLs to share global Registry
! QLA,VBA framework,design for real-time live feed,on hold,3,,,
! QLA,Enumerations,"enumeration as return value (string) – should be same as the input value – Period, DayCounter",on hold,3,,,already done by Ferdinando?
! ?,?,move stub.enum.types out of GenSrc into QLA,,4,,,this is part of larger task 'remove QL code from core gensrc app'
! QLA,VBA framework,menu options to load/unload XLL/XLA – implement as toggle,cancelled,4,,,
! QLA,Functions,port old QLXL functionality into new QLXL,cancelled,4,,,
! QLA,Design,loop functions: 1) template 2) Procedures 3) error per iteration,done,2,,,
! gensrc,Design,Increase max # params for Excel functions,done,5,
! QLA,Design,right-click error messages - allow user to click anywhere in the range,done,2,
! QLA,gensrc,extend rule.py to support conversion of Guile datatypes,done,5,
! gensrc,Design,consolidate Rule/RuleGroup classes,done,2,
! gensrc,Design,consolidate functions serializeObjectDict/serializeObjectDict2,done,2,
! QLA,General Support,count the number of functions available in the addin,done,5,
! OH,Design,ohLastErrorMessage() - analyze a better approach for error handling and diagnostics,done,1,
! QLA,Design,export and use Quote (or Handle<Quote>) instead of double to solve the problem of reconstructing objects with default value,done,0,
! QLA,Enumerations,EuriborSwapFixA / Eur Libor - fix design problems,done,0,
! gensrc,Design,"automatic conversion of QuantLib::Rate, Volatility, Discount, Spread, Time, etc",done,5,
! QLA,General Support,allow for default optimization Method (see as example qlAbcdCapletCalibration in marketmodels.xml),done,1,1
! QLA,Design,Joint Calendar as other Calendar (with special string),done,2,"0,5"
! QLA,General Support,bring the C Addin and QuantLibXLDynamic up to date,done,5,
! gensrc,Design,subdivide file qlxl\qladdin.cpp (1MB!) by category,done,2,1
! OH,Design,convert objectIDs to uppercase,done,,
! OH,Design,implement case-preserving behavior for objectIDs,done,4,
! QLA,VBA framework,network launcher/updater for VBA framework - to point to different environments / configuration files,done,1,3,,
! all,General Support,NSIS installers - uninstall old app before installing new,cancelled,1,- -,,not required after network launcher?
! QLA,Launcher,cleaner IPC between launcher & framework,done,2,,,
! QLA,Design,additional dynamic cast in handleToLib for qlTermStructureReferenceDate() etc.,done,2,,,
! QLA,Design,"add support to take a QL object, wrap it in a QLA object, and store it in the OH repository",done,4,,,
! QLA,General Support,NSIS scripts for network installations,done,2,,,
! OH,Design,"ohDemoObject(parameter1, parameter2) to create an empty object for demo purposes",done,4,,,
--- 1,71 ----
! "project","subproject","task","status","priority","days","comp date","comment"
! ,,,,,,,
! ,,"fix Katiuscia's reported bug on Index - (this is a design change not a bug) :-)",,2,,,
! "QLA","Design","QuantLib.xla double-click/launcher launch (i.e. do not rely on environment variables anymore)","done",0,,,
! ,,"replace all instance of post-increment with pre-increment where appropriate in the for loops",,3,,,
! ,,"case insensitive regex in listObjectIDs",,3,,,
! ,,"consolidate ohFilter1/ohFilter2 into ohFilter and enable Function Wizard",,1,,,
! ,,,,,,,
! "gensrc","Design","types.xml",,,,,
! "OH","Design","refactor OH / OHXL implementation (including implementation of coercion)","in progress",1,,,
! "QLXL","Framework","separate QuantLibXL.xla into multiple modules with loader facility","in progress",2,,,
! "QLA","Design","enumeration aliases - map multiple strings to single enum value","in progress",2,1,,
! "QLXL","Launcher","throw exception if registry version > launcher version",,,,,
! "OH","Design","volatile functions - allow user to specify in function metadata",,2,,,
! "gensrc","Design","remove platform-specific configuration/code from core gensrc app",,2,2,,
! "QLA","Design","right-click enumerations: implement proper design using hidden sheet",,2,1,,
! "QLA","Design","loop functions - add support for 1) matrix as loop param 2) two vectors as loop params",,,,,
! "QLA","Design","#include fewer headers to speed compilation",,2,2,,"re-enable optimization, investigate precompiled headers, /Zm flag"
! "QLA","General Support","performance profile of workbook YieldCurveMonitor.xls and “Actions/Open Live Feed”",,2,2,,
! "gensrc","Design","return std::pair (see locate in swaptionvolmatrix)",,3,1,,
! "all","General Support","migrate QLA/QLXL SourceForge projects back into QL",,3,"- -",,"request deletion of old QLA/QLXL repositories"
! "OH","Design","update design doc",,3,2,,
! "QLA","gensrc","Provide schema for XML",,3,2,,
! "OH","Design","Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.",,4,,,
! "QLA","Design","use Excel SmartTags to allow interrogation of objects",,4,,,
! "QLA","Docs","include more info in autogenerated docs: enumeration, default value, platform, loop",,4,,,
! "QLA","Documentation","segregate documentation for QLA / QLXL / OH",,4,,,
! "QLA","Enumerations","wizard: when enums are inputs add optional description suffixed with generic description taken from enum metadata",,4,,,
! "QLA","Enumerations","wizard: suffix description with loop, default parameter, optional parameter, etc information",,4,,,
! "QLA","General Support","C++ examples - add VOs, NPV calculations",,4,,,
! "QLA","gensrc","replace Serializer class with Reader class – since we will never DeSerialize anything",,4,,,
! "QLA","VBA framework","interrogate object repository (GUI browser)",,4,,,"Plamen?"
! "OH","Design","""reflection"" - support member functions dynamically",,5,,,
! "OH","Design","allow objects to be grouped",,5,,,
! ,,,,,,,
! "QLA","Design","Sessions: instead of using workbook as session, allow user to specify session number",,5,,,
! "QLA","Enumerations","add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple","?",5,,,
! "QLA","General Support","calculate memory usage of repository",,5,,,
! "QLA","ValueObjects","dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,5,,,
! "QLA","VBA framework","access logfile (GUI browser)",,5,,,
! ,,,,,,,
! "QLA","Enumerations","port ET/EC registry from QuantLibXL to ObjectHandler","on hold",5,,,"requires redesign to allow multiple XLLs to share global Registry"
! "QLA","VBA framework","design for real-time live feed","on hold",3,,,
! "QLA","Enumerations","enumeration as return value (string) – should be same as the input value – Period, DayCounter","on hold",3,,,"already done by Ferdinando?"
! "?","?","move stub.enum.types out of GenSrc into QLA",,4,,,"this is part of larger task 'remove QL code from core gensrc app'"
! "QLA","VBA framework","menu options to load/unload XLL/XLA – implement as toggle","cancelled",4,,,
! "QLA","Functions","port old QLXL functionality into new QLXL","cancelled",4,,,
! "QLA","Design","loop functions: 1) template 2) Procedures 3) error per iteration","done",2,,,
! "gensrc","Design","Increase max # params for Excel functions","done",5,,,
! "QLA","Design","right-click error messages - allow user to click anywhere in the range","done",2,,,
! "QLA","gensrc","extend rule.py to support conversion of Guile datatypes","done",5,,,
! "gensrc","Design","consolidate Rule/RuleGroup classes","done",2,,,
! "gensrc","Design","consolidate functions serializeObjectDict/serializeObjectDict2","done",2,,,
! "QLA","General Support","count the number of functions available in the addin","done",5,,,
! "OH","Design","ohLastErrorMessage() - analyze a better approach for error handling and diagnostics","done",1,,,
! "QLA","Design","export and use Quote (or Handle<Quote>) instead of double to solve the problem of reconstructing objects with default value","done",0,,,
! "QLA","Enumerations","EuriborSwapFixA / Eur Libor - fix design problems","done",0,,,
! "gensrc","Design","automatic conversion of QuantLib::Rate, Volatility, Discount, Spread, Time, etc","done",5,,,
! "QLA","General Support","allow for default optimization Method (see as example qlAbcdCapletCalibration in marketmodels.xml)","done",1,1,,
! "QLA","Design","Joint Calendar as other Calendar (with special string)","done",2,"0,5",,
! "QLA","General Support","bring the C Addin and QuantLibXLDynamic up to date","done",5,,,
! "gensrc","Design","subdivide file qlxl\qladdin.cpp (1MB!) by category","done",2,1,,
! "OH","Design","convert objectIDs to uppercase","done",,,,
! "OH","Design","implement case-preserving behavior for objectIDs","done",4,,,
! "QLA","VBA framework","network launcher/updater for VBA framework - to point to different environments / configuration files","done",1,3,,
! "all","General Support","NSIS installers - uninstall old app before installing new","cancelled",1,"- -",,"not required after network launcher?"
! "QLA","Launcher","cleaner IPC between launcher & framework","done",2,,,
! "QLA","Design","additional dynamic cast in handleToLib for qlTermStructureReferenceDate() etc.","done",2,,,
! "QLA","Design","add support to take a QL object, wrap it in a QLA object, and store it in the OH repository","done",4,,,
! "QLA","General Support","NSIS scripts for network installations","done",2,,,
! "OH","Design","ohDemoObject(parameter1, parameter2) to create an empty object for demo purposes","done",4,,,

[QuantLibAddin-cvs] QuantLibAddin todo.eric.csv,1.11,1.12

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4166

Modified Files:
	todo.eric.csv 
Log Message:


Index: todo.eric.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.eric.csv,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** todo.eric.csv	5 Jan 2007 09:32:07 -0000	1.11
--- todo.eric.csv	8 Jan 2007 11:27:36 -0000	1.12
***************
*** 1,9 ****
  project,subproject,task,status,priority,days,comp date,comment
  
! ,,fix Katiuscia's reported bug on Index - (this is a design change not a bug) :-),,,,,
! ,,QuantLib.xla double-click/launcher launch (i.e. do not rely on environment variables anymore),,,,,
! ,,replace all instance of post-increment with pre-increment where appropriate in the for loops,,,,,
! ,,case insensitive regex in listObjectIDs,,,,,
! ,,consolidate ohFilter1/ohFilter2 into ohFilter and enable Function Wizard,,,,,
  
  gensrc,Design,types.xml,,,,,
--- 1,9 ----
  project,subproject,task,status,priority,days,comp date,comment
  
! ,,fix Katiuscia's reported bug on Index - (this is a design change not a bug) :-),,2,,,
! ,,QuantLib.xla double-click/launcher launch (i.e. do not rely on environment variables anymore),,0,,,
! ,,replace all instance of post-increment with pre-increment where appropriate in the for loops,,3,,,
! ,,case insensitive regex in listObjectIDs,,3,,,
! ,,consolidate ohFilter1/ohFilter2 into ohFilter and enable Function Wizard,,1,,,
  
  gensrc,Design,types.xml,,,,,

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata date.xml, 1.23, 1.24

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3702/gensrc/metadata

Modified Files:
	date.xml 
Log Message:


Index: date.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v
retrieving revision 1.23
retrieving revision 1.24
diff -C2 -d -r1.23 -r1.24
*** date.xml	5 Jan 2007 19:46:06 -0000	1.23
--- date.xml	8 Jan 2007 11:26:35 -0000	1.24
***************
*** 211,215 ****
  
      <!-- wrong results if date is a loopParameter, crashes as it is -->
!     <Procedure name='qlIsIMMdate'>
        <description>returns whether or not the given date is an IMM date.</description>
        <alias>QuantLib::Date::isIMMdate</alias>
--- 211,215 ----
  
      <!-- wrong results if date is a loopParameter, crashes as it is -->
!     <Procedure name='qlIsIMMdate' loopParameter='date'>
        <description>returns whether or not the given date is an IMM date.</description>
        <alias>QuantLib::Date::isIMMdate</alias>
***************
*** 221,225 ****
            <Parameter name='date' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>scalar</tensorRank>
              <description>date</description>
            </Parameter>
--- 221,225 ----
            <Parameter name='date' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>vector</tensorRank>
              <description>date</description>
            </Parameter>
***************
*** 233,242 ****
        <ReturnValue>
          <type>bool</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Procedure>
  
!     <!-- miss loopParameter, mandatory -->
!     <Procedure name='qlIsIMMcode'>
        <description>returns whether or not the given code is an IMM code.</description>
        <alias>QuantLib::Date::isIMMcode</alias>
--- 233,241 ----
        <ReturnValue>
          <type>bool</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Procedure>
  
!     <Procedure name='qlIsIMMcode' loopParameter='code'>
        <description>returns whether or not the given code is an IMM code.</description>
        <alias>QuantLib::Date::isIMMcode</alias>
***************
*** 248,252 ****
            <Parameter name='code'>
              <type>string</type>
!             <tensorRank>scalar</tensorRank>
              <description>2 letter string (e.g. H9)</description>
            </Parameter>
--- 247,251 ----
            <Parameter name='code'>
              <type>string</type>
!             <tensorRank>vector</tensorRank>
              <description>2 letter string (e.g. H9)</description>
            </Parameter>
***************
*** 260,264 ****
        <ReturnValue>
          <type>bool</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Procedure>
--- 259,263 ----
        <ReturnValue>
          <type>bool</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Procedure>
***************
*** 285,289 ****
      </Procedure>
  
!     <!-- miss loopParameter, nice -->
      <Procedure name='qlNextIMMcode'>
        <description>returns the future code corresponding to a given IMM date (e.g. H6 for March 15th, 2006). It fails if the input date is not an IMM date.</description>
--- 284,288 ----
      </Procedure>
  
!     <!-- check why mainCycle loopParameter dosn't work, but don't use it -->
      <Procedure name='qlNextIMMcode'>
        <description>returns the future code corresponding to a given IMM date (e.g. H6 for March 15th, 2006). It fails if the input date is not an IMM date.</description>
***************
*** 337,342 ****
      </Procedure>
  
!     <!-- miss loopParameter, mandatory -->
!     <Procedure name='qlIMMdate'>
        <description>returns the IMM date corresponding to the given IMM code (e.g. March 15th, 2006 for H6).</description>
        <alias>QuantLib::Date::IMMdate</alias>
--- 336,340 ----
      </Procedure>
  
!     <Procedure name='qlIMMdate' loopParameter='IMMcode'>
        <description>returns the IMM date corresponding to the given IMM code (e.g. March 15th, 2006 for H6).</description>
        <alias>QuantLib::Date::IMMdate</alias>
***************
*** 348,352 ****
            <Parameter name='IMMcode'>
              <type>string</type>
!             <tensorRank>scalar</tensorRank>
              <description>2 letter IMM code (e.q. \"H9\")</description>
            </Parameter>
--- 346,350 ----
            <Parameter name='IMMcode'>
              <type>string</type>
!             <tensorRank>vector</tensorRank>
              <description>2 letter IMM code (e.q. \"H9\")</description>
            </Parameter>
***************
*** 360,368 ****
        <ReturnValue libraryType='QuantLib::Date'>
          <type>long</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Procedure>
  
!     <!-- miss loopParameter, nice -->
      <Procedure name='qlNextIMMdate'>
        <description>returns the 1st delivery date for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.</description>
--- 358,366 ----
        <ReturnValue libraryType='QuantLib::Date'>
          <type>long</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Procedure>
  
!     <!-- check why mainCycle loopParameter dosn't work, but don't use it -->
      <Procedure name='qlNextIMMdate'>
        <description>returns the 1st delivery date for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.</description>

[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.74,1.75

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3257

Modified Files:
	todonando.txt 
Log Message:


Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.74
retrieving revision 1.75
diff -C2 -d -r1.74 -r1.75
*** todonando.txt	5 Jan 2007 20:02:41 -0000	1.74
--- todonando.txt	8 Jan 2007 11:25:50 -0000	1.75
***************
*** 3,9 ****
--- 3,13 ----
  abcd interpolation
  
+ new release
  coerce from Frequency to Period
  coerce from Period->Date to double/int
  coerce from IMMcode to date
+ cvs command line
+ dates problems
+ profiling session
  
  payment business days convention

[QuantLibAddin-cvs] QuantLibAddin/qlo optimization.cpp, 1.7, 1.8 optimization.hpp, 1.5, 1.6

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3221/qlo

Modified Files:
	optimization.cpp optimization.hpp 
Log Message:
preferred usage of non deprecated features

Index: optimization.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/optimization.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** optimization.hpp	29 Nov 2006 18:06:47 -0000	1.5
--- optimization.hpp	8 Jan 2007 11:25:40 -0000	1.6
***************
*** 46,53 ****
        public:
          LevenbergMarquardt(QuantLib::Real epsfcn,
-                            QuantLib::Real ftol,
                             QuantLib::Real xtol,
                             QuantLib::Real gtol,
-                            QuantLib::Size maxfev,
                             const QuantLib::Array& initialValue,
                             const QuantLib::EndCriteria& endCriteria);
--- 46,51 ----

Index: optimization.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/optimization.cpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** optimization.cpp	29 Nov 2006 18:06:47 -0000	1.7
--- optimization.cpp	8 Jan 2007 11:25:40 -0000	1.8
***************
*** 46,59 ****
  
      LevenbergMarquardt::LevenbergMarquardt(QuantLib::Real epsfcn,
-                                            QuantLib::Real ftol,
                                             QuantLib::Real xtol,
                                             QuantLib::Real gtol,
-                                            QuantLib::Size maxfev,
                                             const QuantLib::Array& initVal,
                                             const QuantLib::EndCriteria& endC)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>(new
!             QuantLib::LevenbergMarquardt(epsfcn, ftol, xtol, gtol, maxfev,
!                                          initVal, endC));
      }
  
--- 46,56 ----
  
      LevenbergMarquardt::LevenbergMarquardt(QuantLib::Real epsfcn,
                                             QuantLib::Real xtol,
                                             QuantLib::Real gtol,
                                             const QuantLib::Array& initVal,
                                             const QuantLib::EndCriteria& endC)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>(new
!             QuantLib::LevenbergMarquardt(epsfcn, xtol, gtol, initVal, endC));
      }