

DISTRIBUTING
    RPM package

COMPILING
    borland compiler build tree indipendent from source tree
    check compile success/failure on other platforms/compilers
    Borland projects

LIBRARY

    MONTE CARLO FRAMEWORK
        add example of Martingale control variate
        add examples of Montecarlo internal and Montecarlo convergence
        have random generator as input
        have statistics class as input

    FINITE DIFFERENCE FRAMEWORK
        boundary conditions as in Wilmott
        Douglas scheme (QuEP)
        Richardson extrapolation (QuEP)
        SOR for free boundary condition
        have time scheme as input

    ASIAN:
        continuous geometric APO backward starting instead of forward starting
        introduce continuous geometric ASO
        handle backward starting asian

    OPTIMIZATION FRAMEWORK:
        create a framework similar to the Solver1d framework
        add GALib (genetic algorithm)
        add COOOL algorithms

    QuEP:
        Currency as class with methods returning related info
        implement currency as per OMG definition

    document namespaces on InterestRateDerivatives, Optimizers

    introduce compoundpathpricer
    GaussianPathGenerator, etc: allow for more general random walks

    what about barrier or FD with dividends ???
    revisite model/slice interface

    QuEP:
        Payoff class from EuropeanOption into QuantLib
        redesign payoff class for integral (Green) option pricing, step
        condition, strategy, etc.


    add futures convexity adjustment
    cash flow stream for IRR, duration
    QuantLib dynamic Win32 library (QuantLib.dll)
    develop C++ unit test suite based on boost
    clean up accuracy definition in solver1D (x or f(x) accuracy ?)
    implement round as per OMG enumeration/definition
    add one-touch option (american binary)
    implement dividendRho for dividendOption
    redesign segment integral
    add historicalvolatility to RiskMeasures
    rename all files/dirs to lowercase no spaces (except INSTALL, TODO?)
    histogram class
    contact M. Higgings

DOCUMENTATION
    http://www.iisec.com/
    use tidy (if available) on the HTML documentation
    enforce fulpath&classesinclude DoxyGen requirements
    add/update FAQ material in QuantLib-site TOD.txt

VARIUOS
    verify PDB distribution
    remove defines in MS VC project settings
    solve copyright issues for external packages (COOOL, GAlib, etc.)
    Gnumeric
    ISDA/FpML
    Bloomberg
    BankOf
    ItalianBanks
    Waters
    DerivativesStrategies
    GARP
    PRMIA
    Broda

    chech disable warning 4786 better
    understand difference between multi-threaded and multi-threaded dll
    && (_MSC_VER >= 1200)
