QuantLib

Update of /cvsroot/quantlib/QuantLib-Ruby/SWIG
In directory usw-pr-cvs1:/tmp/cvs-serv21081/SWIG

Modified Files:
	Calendars.i DayCounters.i 
Log Message:
Glitches

Index: Calendars.i
===================================================================
RCS file: /cvsroot/quantlib/QuantLib-Ruby/SWIG/Calendars.i,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -r1.3 -r1.4
*** Calendars.i	2001/05/29 15:33:24	1.3
--- Calendars.i	2001/07/20 13:46:22	1.4
***************
*** 27,30 ****
--- 27,33 ----
      $Source$
      $Log$
+     Revision 1.4  2001/07/20 13:46:22  lballabio
+     Glitches
+ 
      Revision 1.3  2001/05/29 15:33:24  lballabio
      Reintroduced RollingConventions
***************
*** 152,159 ****
      }
      %pragma(ruby) pred = "isHoliday";
!     Date roll(const Date& d, RollingConvention convention) {
          return (*self)->roll(d,convention);
      }
!     Date advance(const Date& d, int n, TimeUnit unit, 
          RollingConvention convention) {
              return (*self)->advance(d,n,unit,convention);
--- 155,162 ----
      }
      %pragma(ruby) pred = "isHoliday";
!     Date _rollWithConvention(Date d, RollingConvention convention) {
          return (*self)->roll(d,convention);
      }
!     Date _advanceWithConvention(Date d, int n, TimeUnit unit, 
          RollingConvention convention) {
              return (*self)->advance(d,n,unit,convention);

Index: DayCounters.i
===================================================================
RCS file: /cvsroot/quantlib/QuantLib-Ruby/SWIG/DayCounters.i,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -r1.3 -r1.4
*** DayCounters.i	2001/07/05 15:58:44	1.3
--- DayCounters.i	2001/07/20 13:46:22	1.4
***************
*** 27,30 ****
--- 27,33 ----
      $Source$
      $Log$
+     Revision 1.4  2001/07/20 13:46:22  lballabio
+     Glitches
+ 
      Revision 1.3  2001/07/05 15:58:44  lballabio
      Collected typedefs in a single file
***************
*** 84,91 ****
          QL_DUMMY_RETURN(new DayCounterHandle)
      }
!     int dayCount(const Date& d1, const Date& d2) {
          return (*self)->dayCount(d1,d2);
      }
!     Time yearFraction(const Date& d1, const Date& d2) {
              return (*self)->yearFraction(d1,d2);
      }
--- 87,94 ----
          QL_DUMMY_RETURN(new DayCounterHandle)
      }
!     int dayCount(Date d1, Date d2) {
          return (*self)->dayCount(d1,d2);
      }
!     Time yearFraction(Date d1, Date d2) {
              return (*self)->yearFraction(d1,d2);
      }

Update of /cvsroot/quantlib/QuantLib-Ruby
In directory usw-pr-cvs1:/tmp/cvs-serv21081

Modified Files:
	QuantLib.rb 
Log Message:
Glitches

Index: QuantLib.rb
===================================================================
RCS file: /cvsroot/quantlib/QuantLib-Ruby/QuantLib.rb,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -r1.1 -r1.2
*** QuantLib.rb	2001/07/20 10:46:21	1.1
--- QuantLib.rb	2001/07/20 13:46:22	1.2
***************
*** 4,7 ****
--- 4,18 ----
  module QuantLibc
  
+     # default arguments - SWIG can't parse these ones
+ 
+     class Calendar
+         def roll(d,convention='Following')
+             _rollWithConvention(d,convention)
+         end
+         def advance(d,n,unit,convention='Following')
+             _advanceWithConvention(d,n,unit,convention)
+         end
+     end
+ 
      # mixins - SWIG still doesn't provide this

Update of /cvsroot/quantlib/QuantLib/Include/ql/MonteCarlo
In directory usw-pr-cvs1:/tmp/cvs-serv9734/ql/MonteCarlo

Modified Files:
	generalmontecarlo.hpp mcoptionsample.hpp multipathpricer.hpp 
	pathmontecarlo.hpp pathpricer.hpp 
Log Message:
Monte Carlo interfaces imporved 

Index: generalmontecarlo.hpp
===================================================================
RCS file: /cvsroot/quantlib/QuantLib/Include/ql/MonteCarlo/generalmontecarlo.hpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -r1.11 -r1.12
*** generalmontecarlo.hpp	2001/07/19 16:40:10	1.11
--- generalmontecarlo.hpp	2001/07/20 13:06:57	1.12
***************
*** 30,33 ****
--- 30,36 ----
  // $Source$
  // $Log$
+ // Revision 1.12  2001/07/20 13:06:57  marmar
+ // Monte Carlo interfaces imporved
+ //
  // Revision 1.11  2001/07/19 16:40:10  lballabio
  // Improved docs a bit
***************
*** 115,119 ****
              GeneralMonteCarlo(const SA &statisticAccumulator,
                                const SG &sampleGenerator);
!             SA sampleAccumulator(long iterations = 0) const;
            private:
              mutable SA sampleAccumulator_;
--- 118,122 ----
              GeneralMonteCarlo(const SA &statisticAccumulator,
                                const SG &sampleGenerator);
!             const SA& sampleAccumulator(long iterations = 0) const;
            private:
              mutable SA sampleAccumulator_;
***************
*** 131,135 ****
  
          template<class SA, class SG>
!         inline SA GeneralMonteCarlo<SA, SG>::sampleAccumulator(long iterations) const{
              QL_REQUIRE(isInitialized_ == true,
                         "GeneralMonteCarlo must be initialized");
--- 134,138 ----
  
          template<class SA, class SG>
!         inline const SA& GeneralMonteCarlo<SA, SG>::sampleAccumulator(long iterations) const{
              QL_REQUIRE(isInitialized_ == true,
                         "GeneralMonteCarlo must be initialized");

Index: mcoptionsample.hpp
===================================================================
RCS file: /cvsroot/quantlib/QuantLib/Include/ql/MonteCarlo/mcoptionsample.hpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -r1.8 -r1.9
*** mcoptionsample.hpp	2001/07/19 16:40:10	1.8
--- mcoptionsample.hpp	2001/07/20 13:06:57	1.9
***************
*** 30,33 ****
--- 30,36 ----
  // $Source$
  // $Log$
+ // Revision 1.9  2001/07/20 13:06:57  marmar
+ // Monte Carlo interfaces imporved
+ //
  // Revision 1.8  2001/07/19 16:40:10  lballabio
  // Improved docs a bit
***************
*** 67,73 ****
          
              class PP{
!                     // The value() method will eventually evolve into
!                     // PP::ValueType value() const;
!                 double value(PATH_TYPE &) const;
              };
              \endcode
--- 70,74 ----
          
              class PP{
!                 ValueType value(PATH_TYPE &) const;
              };
              \endcode
***************
*** 76,83 ****
          class OptionSample {
            public:
              OptionSample(){}
              OptionSample(Handle<PG> samplePath, Handle<PP> pathPricer);
!             double next() const; // this will eventually evolve into
!                                  // PP::ValueType next() const;
              double weight() const;
            private:
--- 77,85 ----
          class OptionSample {
            public:
+             typedef typename PP::ValueType SampleType;
+ 
              OptionSample(){}
              OptionSample(Handle<PG> samplePath, Handle<PP> pathPricer);
!             SampleType next() const; 
              double weight() const;
            private:
***************
*** 95,99 ****
  
          template<class PG, class PP>
!         inline double OptionSample<PG, PP>::next() const{
              double price = pathPricer_ -> value(samplePath_ -> next());
              weight_ = samplePath_ -> weight();
--- 97,101 ----
  
          template<class PG, class PP>
!             inline OptionSample<PG, PP>::SampleType OptionSample<PG, PP>::next() const{
              double price = pathPricer_ -> value(samplePath_ -> next());
              weight_ = samplePath_ -> weight();

Index: multipathpricer.hpp
===================================================================
RCS file: /cvsroot/quantlib/QuantLib/Include/ql/MonteCarlo/multipathpricer.hpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -r1.7 -r1.8
*** multipathpricer.hpp	2001/07/19 16:40:10	1.7
--- multipathpricer.hpp	2001/07/20 13:06:57	1.8
***************
*** 31,34 ****
--- 31,37 ----
  // $Source$
  // $Log$
+ // Revision 1.8  2001/07/20 13:06:57  marmar
+ // Monte Carlo interfaces imporved
+ //
  // Revision 1.7  2001/07/19 16:40:10  lballabio
  // Improved docs a bit
***************
*** 56,59 ****
--- 59,63 ----
          class MultiPathPricer {
            public:
+             typedef double ValueType;
              MultiPathPricer() : isInitialized_(false) {}
              virtual ~MultiPathPricer() {}

Index: pathmontecarlo.hpp
===================================================================
RCS file: /cvsroot/quantlib/QuantLib/Include/ql/MonteCarlo/pathmontecarlo.hpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -r1.9 -r1.10
*** pathmontecarlo.hpp	2001/07/13 15:25:13	1.9
--- pathmontecarlo.hpp	2001/07/20 13:06:57	1.10
***************
*** 30,33 ****
--- 30,36 ----
  // $Source$
  // $Log$
+ // Revision 1.10  2001/07/20 13:06:57  marmar
+ // Monte Carlo interfaces imporved
+ //
  // Revision 1.9  2001/07/13 15:25:13  marmar
  // MonteCarlo interface changed
***************
*** 91,95 ****
                             Handle<PP> pathPricer,
                             S sampleAccumulator);
!             S sampleAccumulator(long samples = 0) const;
            private:
              S sampleAccumulator_;
--- 94,98 ----
                             Handle<PP> pathPricer,
                             S sampleAccumulator);
!             const S& sampleAccumulator(long samples = 0) const;
            private:
              S sampleAccumulator_;
***************
*** 111,115 ****
  
          template<class S, class PG, class PP>
!         inline S PathMonteCarlo<S, PG, PP>::
                      sampleAccumulator(long samples) const{
              QL_REQUIRE(isInitialized_ == true,
--- 114,118 ----
  
          template<class S, class PG, class PP>
!         inline const S& PathMonteCarlo<S, PG, PP>::
                      sampleAccumulator(long samples) const{
              QL_REQUIRE(isInitialized_ == true,

Index: pathpricer.hpp
===================================================================
RCS file: /cvsroot/quantlib/QuantLib/Include/ql/MonteCarlo/pathpricer.hpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -r1.7 -r1.8
*** pathpricer.hpp	2001/07/19 16:40:10	1.7
--- pathpricer.hpp	2001/07/20 13:06:57	1.8
***************
*** 31,34 ****
--- 31,37 ----
  // $Source$
  // $Log$
+ // Revision 1.8  2001/07/20 13:06:57  marmar
+ // Monte Carlo interfaces imporved
+ //
  // Revision 1.7  2001/07/19 16:40:10  lballabio
  // Improved docs a bit
***************
*** 55,58 ****
--- 58,62 ----
          class PathPricer {
            public:
+             typedef double ValueType;
              PathPricer() : isInitialized_(false) {}
              virtual ~PathPricer() {}

Update of /cvsroot/quantlib/QuantLib-Ruby/test
In directory usw-pr-cvs1:/tmp/cvs-serv1579/test

Modified Files:
	statistics.rb 
Log Message:
Worked around missing features in SWIG

Index: statistics.rb
===================================================================
RCS file: /cvsroot/quantlib/QuantLib-Ruby/test/statistics.rb,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -r1.1.1.1 -r1.2
*** statistics.rb	2001/05/21 09:31:30	1.1.1.1
--- statistics.rb	2001/07/20 10:46:22	1.2
***************
*** 27,30 ****
--- 27,33 ----
   $Source$
   $Log$
+  Revision 1.2  2001/07/20 10:46:22  lballabio
+  Worked around missing features in SWIG
+ 
   Revision 1.1.1.1  2001/05/21 09:31:30  lballabio
   Ruby wrappers for QuantLib
***************
*** 53,57 ****
  module QuantLib
      class DoubleVector
-         include Enumerable
          def times(v)
              a = []
--- 56,59 ----

Update of /cvsroot/quantlib/QuantLib-Ruby
In directory usw-pr-cvs1:/tmp/cvs-serv1579

Modified Files:
	README.txt 
Added Files:
	QuantLib.rb build.rb install.rb 
Removed Files:
	extconf.rb 
Log Message:
Worked around missing features in SWIG

--- NEW FILE ---

require 'QuantLibc'

module QuantLibc

    # mixins - SWIG still doesn't provide this

    # Comparable classes
    class Date
        include Comparable
    end
    class Calendar
        include Comparable
    end
    class DayCounter
        include Comparable
    end
    class HistoryEntry
        include Comparable
    end
    class HistoryValidEntry
        include Comparable
    end

    # Enumerable classes
    class Array
        include Enumerable
    end
    class IntVector
        include Enumerable
    end
    class DoubleVector
        include Enumerable
    end
    class DateVector
        include Enumerable
    end
    class History
        include Enumerable
    end

end

QuantLib = QuantLibc


--- NEW FILE ---

require 'mkmf'
require 'ftools'

$CFLAGS   += ' -DHAVE_CONFIG_H'
$CPPFLAGS += ' -I/usr/local/include'
$libs     += ' -lQuantLib'
create_makefile("QuantLibc")

system("make")

File.safe_unlink "./Makefile"


--- NEW FILE ---

require 'rbconfig'
require 'ftools'

ARCHDIR = Config::CONFIG["sitearchdir"]
LIBDIR  = Config::CONFIG["sitelibdir"]

if not File.exist? ARCHDIR
    File.makedirs(ARCHDIR, true)
end
if not File.exist? LIBDIR
    File.makedirs(LIBDIR, true)
end

File.install "./QuantLibc.so", ARCHDIR+"/QuantLibc.so", 0555, true
File.install "./QuantLib.rb", LIBDIR+"/QuantLib.rb", 0555, true


Index: README.txt
===================================================================
RCS file: /cvsroot/quantlib/QuantLib-Ruby/README.txt,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -r1.2 -r1.3
*** README.txt	2001/05/25 10:15:32	1.2
--- README.txt	2001/07/20 10:46:21	1.3
***************
*** 1,9 ****
! The Ruby module is currently incomplete with regard to features and supported on 
! Linux only.
  
  The C++ wrappers for the QuantLib-Ruby extension module are created 
  by means of SWIG (Simple Wrapper Interface Generator) available from 
  <http://swig.sourceforge.net/>. Features used in the QuantLib-Ruby
! interface files require version 1.3a5 of SWIG.
  
  The wrappers are generated by running the makewrappers.rb script. 
--- 1,10 ----
! The Ruby module is currently incomplete with regard to features 
! and supported on Linux only.
  
  The C++ wrappers for the QuantLib-Ruby extension module are created 
  by means of SWIG (Simple Wrapper Interface Generator) available from 
  <http://swig.sourceforge.net/>. Features used in the QuantLib-Ruby
! interface files require version 1.3a5 or later of SWIG - version 1.3.6
! is suggested.
  
  The wrappers are generated by running the makewrappers.rb script. 
***************
*** 11,24 ****
  be found into the system path.
  
! The building and installation processes consist as usual of the following 
! commands:
!     ruby extconf.rb
!     make
!     make install
  Note that the C++ wrappers must have been generated before running the 
! extconf.rb script.
  
  The test suite is implemented on top of the RubyUnit framework, available from 
  <http://homepage1.nifty.com/markey/ruby/rubyunit/index_e.html>.
! The tests can be run from the test folder by launching the QuantLibTestSuite.rb 
! script. 
--- 12,24 ----
  be found into the system path.
  
! The building and installation process consists of the following commands:
!     ruby build.rb
!     ruby install.rb
  Note that the C++ wrappers must have been generated before running the 
! build.rb script.
  
  The test suite is implemented on top of the RubyUnit framework, available from 
  <http://homepage1.nifty.com/markey/ruby/rubyunit/index_e.html>.
! After installation of the QuantLib module, the tests can be run from 
! the test folder by launching the QuantLibTestSuite.rb script. 
! 

--- extconf.rb DELETED ---

Update of /cvsroot/quantlib/QuantLib-Ruby/SWIG
In directory usw-pr-cvs1:/tmp/cvs-serv1579/SWIG

Modified Files:
	QuantLib.i 
Log Message:
Worked around missing features in SWIG

Index: QuantLib.i
===================================================================
RCS file: /cvsroot/quantlib/QuantLib-Ruby/SWIG/QuantLib.i,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -r1.3 -r1.4
*** QuantLib.i	2001/07/05 15:58:44	1.3
--- QuantLib.i	2001/07/20 10:46:22	1.4
***************
*** 27,30 ****
--- 27,33 ----
      $Source$
      $Log$
+     Revision 1.4  2001/07/20 10:46:22  lballabio
+     Worked around missing features in SWIG
+ 
      Revision 1.3  2001/07/05 15:58:44  lballabio
      Collected typedefs in a single file
***************
*** 39,43 ****
  
  
! %module QuantLib
  
  %{
--- 42,46 ----
  
  
! %module QuantLibc
  
  %{