#####################################################
svn log -vr34100:34440 http://svn/svn/PROJ/trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java@34121
#####################################################

------------------------------------------------------------------------
r34100 | dev1 | 2007-06-15 18:06:43 +0200 (Fri, 15 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/tests/validation/TestModelBS1Df.java
   A /trunk/java/com/myco/finance/VWAPOptimalSale.java
   M /trunk/java/com/myco/math/Itp1D.java
   M /trunk/java/com/myco/math/Itp3D.java
   M /trunk/java/com/myco/math/LinearItp3D.java
   M /trunk/java/com/myco/pricing/PricerBS1DPartiallyUnwindableSwapEquityLine.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPMinus.java
   A /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalSale.java
   M /trunk/java/com/myco/pricing/Value2D.java
   M /trunk/java/com/myco/pricing/Value3D.java
   A /trunk/java/com/myco/pricing/Value4D.java

VWAP optimal sale
------------------------------------------------------------------------
r34121 | dev1 | 2007-06-18 10:46:41 +0200 (Mon, 18 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/tests/validation/TestModelBS1Df.java
   A /trunk/java/com/myco/finance/VWAPOptimalBuy.java (from /trunk/java/com/myco/finance/VWAPOptimalSale.java:34100)
   D /trunk/java/com/myco/finance/VWAPOptimalSale.java
   A /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java (from /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalSale.java:34100)
   D /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalSale.java

VWAP optimal buy
------------------------------------------------------------------------
r34145 | dev1 | 2007-06-18 17:32:55 +0200 (Mon, 18 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/tests/validation/TestModelBS1Df.java
   M /trunk/java/com/myco/finance/VWAPOptimalBuy.java
   M /trunk/java/com/myco/jnix/JNIXVWAPMinus.java
   A /trunk/java/com/myco/jnix/JNIXVWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java

VWAP optimal buy
------------------------------------------------------------------------
r34205 | dev1 | 2007-06-20 10:49:07 +0200 (Wed, 20 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/tests/validation/TestCommodity.java
   M /trunk/java/com/myco/apps/tests/validation/TestModelBS1Df.java
   M /trunk/java/com/myco/booking/RiskCommodityCrvForwards.java
   M /trunk/java/com/myco/pricing/CommodityCrv.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java
   M /trunk/java/com/myco/process/ParametersFactories.java
   M /trunk/java/com/myco/process/calibration/CommodityCrvCalibrator.java

commo curves
------------------------------------------------------------------------
r34220 | dev1 | 2007-06-20 14:34:11 +0200 (Wed, 20 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/tests/validation/TestCommodity.java
   M /trunk/java/com/myco/apps/tests/validation/TestModelBS1Df.java
   M /trunk/java/com/myco/booking/RiskCommodityCrvForwards.java
   M /trunk/java/com/myco/pricing/CalibratorCommodityCrv.java
   M /trunk/java/com/myco/pricing/CommodityCrv.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java
   M /trunk/java/com/myco/process/calibration/CommodityCrvCalibrator.java

commo curves
------------------------------------------------------------------------
r34232 | dev1 | 2007-06-20 17:41:40 +0200 (Wed, 20 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/tests/validation/TestModelBS1Df.java
   M /trunk/java/com/myco/finance/VWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java

VWAP optimal buy
------------------------------------------------------------------------
r34269 | dev1 | 2007-06-22 12:47:35 +0200 (Fri, 22 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/tests/validation/TestModelBS1Df.java
   M /trunk/java/com/myco/finance/VWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java


------------------------------------------------------------------------
r34359 | dev1 | 2007-06-26 19:33:39 +0200 (Tue, 26 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   M /trunk/java/com/myco/finance/VWAPOptimalBuy.java
   M /trunk/java/com/myco/math/Itp3D.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/Value4D.java

VWAP optimal buy
------------------------------------------------------------------------
r34420 | dev1 | 2007-06-28 17:00:32 +0200 (Thu, 28 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   M /trunk/java/com/myco/finance/VWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java
   A /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy2.java

VWAP optimal buy
------------------------------------------------------------------------

#####################################################
svn log -vr34441:HEAD http://svn/svn/PROJ/trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java@34441
#####################################################

------------------------------------------------------------------------
r34441 | dev1 | 2007-06-28 21:29:33 +0200 (Thu, 28 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   M /trunk/java/com/myco/finance/VWAPOptimalBuy.java
   M /trunk/java/com/myco/jnix/JNIXVWAPOptimalBuy.java
   M /trunk/java/com/myco/math/Itp2D.java
   M /trunk/java/com/myco/math/LinearItp2D.java
   D /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy2.java
   A /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy3.java

VWAP optimal buy
------------------------------------------------------------------------
r34442 | dev1 | 2007-06-28 21:36:02 +0200 (Thu, 28 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   M /trunk/java/com/myco/jnix/JNIXVWAPOptimalBuy.java
   A /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java (from /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy2.java:34441)
   D /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy2.java
   D /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy3.java
   A /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy_OLD.java (from /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy3.java:34441)

VWAP optimal buy
------------------------------------------------------------------------
r34443 | dev1 | 2007-06-28 21:37:05 +0200 (Thu, 28 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   D /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java
   A /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy3Auxiliaries.java (from /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java:34442)
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy_OLD.java

VWAP optimal buy
------------------------------------------------------------------------
r34444 | dev1 | 2007-06-28 21:37:45 +0200 (Thu, 28 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   M /trunk/java/com/myco/jnix/JNIXVWAPOptimalBuy.java
   A /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java (from /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy_OLD.java:34443)
   D /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy_OLD.java

VWAP optimal buy
------------------------------------------------------------------------
r34445 | dev1 | 2007-06-28 22:18:24 +0200 (Thu, 28 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   M /trunk/java/com/myco/finance/VWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy3Auxiliaries.java

VWAP optimal buy
------------------------------------------------------------------------
r34446 | dev1 | 2007-06-28 22:46:12 +0200 (Thu, 28 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   M /trunk/java/com/myco/finance/VWAPOptimalBuy.java
   M /trunk/java/com/myco/jnix/JNIXVWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy3Auxiliaries.java

VWAP optimal buy
------------------------------------------------------------------------
r34447 | dev1 | 2007-06-29 09:53:30 +0200 (Fri, 29 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   M /trunk/java/com/myco/finance/VWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java
   D /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy3Auxiliaries.java

VWAP optimal buy
------------------------------------------------------------------------
r34462 | dev1 | 2007-06-29 18:04:56 +0200 (Fri, 29 Jun 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   M /trunk/java/com/myco/finance/VWAPOptimalBuy.java
   M /trunk/java/com/myco/jnix/JNIXVWAPOptimalBuy.java
   M /trunk/java/com/myco/jnix/c_src/JNIXVWAPOptimalBuy.c
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java

VWAP optimal buy
------------------------------------------------------------------------
r34479 | dev1 | 2007-07-02 15:02:25 +0200 (Mon, 02 Jul 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   M /trunk/java/com/myco/apps/tests/validation/TestModelBS1Dd.java
   M /trunk/java/com/myco/finance/VWAPOptimalBuy.java
   M /trunk/java/com/myco/jnix/JNIXVWAPOptimalBuy.java
   M /trunk/java/com/myco/jnix/c_src/JNIXVWAPOptimalBuy.c
   M /trunk/java/com/myco/pricing/PricerBS1DRatchetAggregatedGMDB.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java
   M /trunk/java/com/myco/process/nexgendeals/DeathCancelledSwapProcess.java

fugit for aggregated GMDB
------------------------------------------------------------------------
r34544 | dev1 | 2007-07-03 18:01:18 +0200 (Tue, 03 Jul 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   M /trunk/java/com/myco/finance/VWAPMinus.java
   M /trunk/java/com/myco/jnix/JNIXVWAPMinus.java
   M /trunk/java/com/myco/jnix/JNIXVWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/PricerBS1DIndexedBond.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPMinus.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/Value2D.java
   M /trunk/java/com/myco/pricing/Value3D.java

VWAP minus + optimal buy
------------------------------------------------------------------------
r34586 | dev1 | 2007-07-04 17:42:42 +0200 (Wed, 04 Jul 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java

VWAP minus + optimal buy
------------------------------------------------------------------------
r34637 | dev1 | 2007-07-06 08:06:13 +0200 (Fri, 06 Jul 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   M /trunk/java/com/myco/finance/VWAPOptimalBuy.java
   M /trunk/java/com/myco/jnix/JNIXVWAPMinus.java
   M /trunk/java/com/myco/jnix/JNIXVWAPOptimalBuy.java
   M /trunk/java/com/myco/math/CubicSplinesItp1D.java
   M /trunk/java/com/myco/math/MathFuncs.java
   M /trunk/java/com/myco/math/PayoffMultiObsEuroBackSolver.java
   M /trunk/java/com/myco/pricing/PricerBS1DMultiObsEuroClaim.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPMinus.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/PricerBSNDMultiObsMultiUndAmerClaim.java
   M /trunk/java/com/myco/pricing/PricerBSNDMultiObsMultiUndEuroClaim.java
   M /trunk/java/com/myco/pricing/PricerHestonMultiObsEuroClaim.java

vwap optimal buy
------------------------------------------------------------------------
r34663 | dev1 | 2007-07-06 16:18:56 +0200 (Fri, 06 Jul 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   M /trunk/java/com/myco/finance/VWAPMinus.java
   M /trunk/java/com/myco/finance/VWAPOptimalBuy.java
   M /trunk/java/com/myco/jnix/JNIXVWAPMinus.java
   M /trunk/java/com/myco/jnix/JNIXVWAPOptimalBuy.java
   M /trunk/java/com/myco/jnix/c_src/JNIX.def
   M /trunk/java/com/myco/jnix/c_src/JNIXVWAPMinus.c
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPMinus.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java
   A /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuyNoContraints.java

vwap optimal buy
------------------------------------------------------------------------
r34673 | dev1 | 2007-07-06 18:21:36 +0200 (Fri, 06 Jul 2007) | 1 line
Changed paths:
   M /trunk/java/com/myco/apps/oneoffresearch/RunVWAPOptimalBuy.java
   M /trunk/java/com/myco/finance/VWAPOptimalBuy.java
   M /trunk/java/com/myco/jnix/JNIXVWAPOptimalBuy.java
   M /trunk/java/com/myco/jnix/c_src/JNIX.def
   M /trunk/java/com/myco/jnix/c_src/JNIXVWAPOptimalBuy.c
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuy.java
   M /trunk/java/com/myco/pricing/PricerBS1DVWAPOptimalBuyNoContraints.java

vwap optimal buy
------------------------------------------------------------------------
