
GENERAL
- develop a framework for stochastic processes
- merge NesQuant code

DOCUMENTATION
- rewrite and/or update project overview
- add a "Getting started" page to the site for how to approach the library
- draw a road map for future releases
- keep the "to do" list on the site updated (automatically?)
- add a developer blog to the site? A forum where users can leave
  their remarks?
- create a FAQ
- parts of the library badly need some more documentation

UNIT TEST SUITE
* add results of the test suite to web site ((semi-)automatically?) in order 
  to give the library some kind of certification
- add covariance/correlation test for SequenceStatistics
- add Gauss-Kronrod test
- add single factor calibration test
- add bermudan (single factor) pricing test
- add quanto, forward and performance forward to test suite

INSTRUMENTS AND GENERAL PRICING ISSUES
- build basic Bond classes
- continuous geometric APO backward starting instead of forward starting
- introduce continuous geometric ASO
- handle backward starting Asian
- IRR, duration, etc for a sequence of cash flows
- implement dividendRho for dividendOption

PRICING ENGINE FRAMEWORK
- design a framework for finite-differences pricing engines
- fix quanto-term-structure/drift-term-structure problem
- create Arguments class not including strike and use it in forward options
- deprecate old pricers whenever new ones are created

MONTE CARLO FRAMEWORK
* number of samples as (n_batches, batch_size)
* use brownian bridge in path generation
- revise multidimensional MonteCarlo
- revise extrapolation in diffusion process
- predictor-corrector scheme
- add example of Martingale control variate
- add examples of Montecarlo internal and Montecarlo convergence
- add Milstein Scheme
- Hypersphere approximation for non positive semi definite correlation
  matrices
- rename MultiPath as MultiAssetPath
- move all (Multi)PathPricer under a folder PathPricers?
- greeks calculation
- introduce compound path pricer?

INTEGRAL PRICING ENGINE FRAMEWORK
- use Gauss-Kronrod algorythm
- tolerance interface

FINITE DIFFERENCE FRAMEWORK
* general review and redesign for pricing engines
* replace all xxAtCenter with more general not "centered" functions
- use DiscretisedAsset instead of array?
- use TimeGrid
- use assetGrid
- allow for time-dependent parameters
- boundary conditions as in Wilmott
- Douglas scheme
- Richardson extrapolation
- SOR rollback for free boundary condition
- clean up FDMultiPeriodOption
- check american with discrete dividends
- merge rollback scheme with tree rollback scheme
- what about barrier or FD with dividends?

LATTICE FRAMEWORK
- Investigate templatization
- BS correction
- merge rollback scheme with FD rollback scheme
- trinomial trees
- implied trinomial trees

VOLATILITY
- investigate extrapolation effect: consider one side differences,
  instead of central, when on the border
- Black surface: check time extrapolation

MATH
* fix cubic spline
* revise the allowExtrapolation thing. Global instead of per-call?
- have Interpolator check for sorted arrays?
- add target value to solver? (now the target value is 0.0)
- clean up accuracy definition in solver1D (x or f(x) accuracy ?)
- add GALib? (genetic algorithm)
- add COOOL algorithms?
- add historical volatility to risk measures
- histogram class

YIELD CURVE
- future convexity adjustment
- end of year turn

CURRENCIES
- Currency as class with methods returning related info
- implement currency as per OMG definition

ODDS AND ENDS
- ISDA/FpML
- PRMIA
- update freshmeat description
- get in touch with Gnumeric team
- Louw copyright
- QuantLib dynamic Win32 library (QuantLib.dll)
- implement round as per OMG enumeration/definition
- contact M. Higgings
- check disable warning 4786 better
- && (_MSC_VER >= 1200)

