[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs, 1.1, 1.2

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31395/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager

Modified Files:
	WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs 
Log Message:
Class name has been changed from WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility to WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility

Index: WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager/WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs	20 Sep 2006 21:50:08 -0000	1.1
--- WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs	8 Oct 2006 16:02:01 -0000	1.2
***************
*** 2,6 ****
  QuantProject - Quantitative Finance Library
  
! WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility.cs
  Copyright (C) 2006
  Glauco Siliprandi
--- 2,6 ----
  QuantProject - Quantitative Finance Library
  
! WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs
  Copyright (C) 2006
  Glauco Siliprandi
***************
*** 31,35 ****
  	/// to normalize the portfolio's tickers volatility
  	/// </summary>
! 	public class WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility
  		: WFLagFixedPortfolioBruteForceOptimizableParametersManager
  	{
--- 31,35 ----
  	/// to normalize the portfolio's tickers volatility
  	/// </summary>
! 	public class WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility
  		: WFLagFixedPortfolioBruteForceOptimizableParametersManager
  	{
***************
*** 40,44 ****
  		private double standardDeviationForLongPosition;
  
! 		public WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility(
  			DataTable eligibleTickersForDrivingPositions ,
  			string portfolioLongTicker ,
--- 40,44 ----
  		private double standardDeviationForLongPosition;
  
! 		public WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility(
  			DataTable eligibleTickersForDrivingPositions ,
  			string portfolioLongTicker ,