Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [13734] branches/R000900-branch/QuantLibAddin

[Ferdinando A. <na...@am...>]

what are you doing? two kids on the arrival!!!

;-)


On Dec 7, 2007 1:16 PM,  <eri...@us...> wrote:
> Revision: 13734
>           http://quantlib.svn.sourceforge.net/quantlib/?rev=13734&view=rev
> Author:   ericehlers
> Date:     2007-12-07 04:16:24 -0800 (Fri, 07 Dec 2007)
>
> Log Message:
> -----------
> C++ addin catching up
>
> Modified Paths:
> --------------
>     branches/R000900-branch/QuantLibAddin/Clients/Cpp/qlademo.cpp
>     branches/R000900-branch/QuantLibAddin/gensrc/metadata/Rules/cpp.xml
>
> Modified: branches/R000900-branch/QuantLibAddin/Clients/Cpp/qlademo.cpp
> ===================================================================
> --- branches/R000900-branch/QuantLibAddin/Clients/Cpp/qlademo.cpp       2007-12-07 09:48:48 UTC (rev 13733)
> +++ branches/R000900-branch/QuantLibAddin/Clients/Cpp/qlademo.cpp       2007-12-07 12:16:24 UTC (rev 13734)
> @@ -22,6 +22,7 @@
>  #include <oh/auto_link.hpp>
>  #endif
>
> +#define OH_NULL ObjectHandler::Variant()
>
>  using namespace QuantLibAddinCpp;
>
> @@ -31,16 +32,17 @@
>
>          initializeAddin();
>
> -        ohSetLogFile("qlademo.log", 4L, ObjectHandler::Variant());
> -        ohSetConsole(1, 4L, ObjectHandler::Variant());
> -        ohLogMessage("Begin example program.", 4L, ObjectHandler::Variant());
> -        ohLogMessage(qlAddinVersion(ObjectHandler::Variant()), 4L, ObjectHandler::Variant());
> -        ohLogMessage(ohVersion(ObjectHandler::Variant()), 4L, ObjectHandler::Variant());
> +        ohSetLogFile("qlademo.log", 4L, OH_NULL);
> +        ohSetConsole(1, 4L, OH_NULL);
> +        LOG_MESSAGE("Begin example program.");
> +        LOG_MESSAGE("QuantLibAddin version = " << qlAddinVersion(OH_NULL));
> +        LOG_MESSAGE("ObjectHandler version = " << ohVersion(OH_NULL));
>
>          std::string daycountConvention = "Actual/365 (Fixed)";
>          std::string payoffType = "Vanilla";
>          std::string optionType = "Put";
>          std::string engineType = "AE";      // Analytic European
> +        std::string calendar = "TARGET";      // Analytic European
>          std::string xmlFileName = "option_demo.xml";
>          double dividendYield = 0.00;
>          double riskFreeRate = 0.06;
> @@ -51,15 +53,16 @@
>          long settlementDate = 35932;        // 17 May 1998
>          long exerciseDate = 36297;          // 17 May 1999
>
> -        qlSettingsSetEvaluationDate(evaluationDate, ObjectHandler::Variant());
> +        qlSettingsSetEvaluationDate(evaluationDate, OH_NULL);
>
>          std::string idBlackConstantVol = qlBlackConstantVol(
> -            "my_blackconstantvol",
> +            std::string("my_blackconstantvol"),
>              settlementDate,
> +            calendar,
>              volatility,
>              daycountConvention,
> -            ObjectHandler::Variant(),
> -            ObjectHandler::Variant(),
> +            OH_NULL,
> +            OH_NULL,
>              false);
>
>          std::string idGeneralizedBlackScholesProcess = qlGeneralizedBlackScholesProcess(
> @@ -70,8 +73,8 @@
>              settlementDate,
>              riskFreeRate,
>              dividendYield,
> -            ObjectHandler::Variant(),
> -            ObjectHandler::Variant(),
> +            OH_NULL,
> +            OH_NULL,
>              false);
>
>          std::string idStrikedTypePayoff = qlStrikedTypePayoff(
> @@ -80,40 +83,39 @@
>              optionType,
>              strike,
>              strike,
> -            ObjectHandler::Variant(),
> -            ObjectHandler::Variant(),
> +            OH_NULL,
> +            OH_NULL,
>              false);
>
>          std::string idExercise = qlEuropeanExercise(
>              "my_exercise",
>              exerciseDate,
> -            ObjectHandler::Variant(),
> -            ObjectHandler::Variant(),
> +            OH_NULL,
> +            OH_NULL,
>              false);
>
>          std::string idPricingEngine = qlPricingEngine(
>              "my_engine",
>              engineType,
> -            ObjectHandler::Variant(),
> -            ObjectHandler::Variant(),
> +            idGeneralizedBlackScholesProcess,
> +            OH_NULL,
> +            OH_NULL,
>              false);
>
>          std::string idVanillaOption = qlVanillaOption(
>              "my_option",
> -            idGeneralizedBlackScholesProcess,
>              idStrikedTypePayoff,
>              idExercise,
> -            idPricingEngine,
> -            ObjectHandler::Variant(),
> -            ObjectHandler::Variant(),
> +            OH_NULL,
> +            OH_NULL,
>              false);
>
> -        std::ostringstream s;
> -        s << "option NPV() = " << qlInstrumentNPV(idVanillaOption,ObjectHandler::Variant());
> -        ohLogMessage(s.str(), 4L, ObjectHandler::Variant());
> +        qlInstrumentSetPricingEngine(idVanillaOption, idPricingEngine, OH_NULL);
>
> -        ohLogObject(idVanillaOption, ObjectHandler::Variant());
> +        LOG_MESSAGE("option PV = " << qlInstrumentNPV(idVanillaOption, OH_NULL));
>
> +        ohLogObject(idVanillaOption, OH_NULL);
> +
>          std::vector<std::string> idList;
>          idList.push_back(idBlackConstantVol);
>          idList.push_back(idGeneralizedBlackScholesProcess);
> @@ -121,18 +123,16 @@
>          idList.push_back(idExercise);
>          idList.push_back(idPricingEngine);
>          idList.push_back(idVanillaOption);
> -        ohObjectSave(idList, xmlFileName, ObjectHandler::Variant(), ObjectHandler::Variant());
> +        ohObjectSave(idList, xmlFileName, true, OH_NULL);
>
> -        ohLogMessage("End example program.", 4L, ObjectHandler::Variant());
> +        LOG_MESSAGE("End example program.");
>
>          return 0;
>      } catch (const std::exception &e) {
> -        std::ostringstream s;
> -        s << "Error: " << e.what();
> -        ohLogMessage(s.str(), 1L, ObjectHandler::Variant());
> +        LOG_ERROR("Error: " << e.what());
>          return 1;
>      } catch (...) {
> -        ohLogMessage("unknown error", 1L, ObjectHandler::Variant());
> +        LOG_ERROR("Unknown error");
>          return 1;
>      }
>
>
> Modified: branches/R000900-branch/QuantLibAddin/gensrc/metadata/Rules/cpp.xml
> ===================================================================
> --- branches/R000900-branch/QuantLibAddin/gensrc/metadata/Rules/cpp.xml 2007-12-07 09:48:48 UTC (rev 13733)
> +++ branches/R000900-branch/QuantLibAddin/gensrc/metadata/Rules/cpp.xml 2007-12-07 12:16:24 UTC (rev 13734)
> @@ -175,7 +175,10 @@
>      <RuleGroup name='voCall' checkParameterIgnore='true' checkSkipFirst='true' indent='4' delimiter=',&#10;'>
>        <Wrap>&#10;%s</Wrap>
>        <Rules>
> -        <Rule tensorRank='scalar' superType='enumeration' default='true'>%(indent)s%(name)sCpp</Rule>
> +        <!--<Rule tensorRank='scalar' superType='enumeration' default='true'>%(indent)s%(name)sCpp</Rule>-->
> +        <Rule tensorRank='scalar' type='QuantLib::Natural' default='true'>%(indent)s%(name)s</Rule>
> +        <Rule tensorRank='scalar' type='QuantLib::Date' default='true'>%(indent)s%(name)s</Rule>
> +        <Rule tensorRank='scalar' default='true'>%(indent)s%(name)sCpp</Rule>
>          <Rule>%(indent)s%(name)s</Rule>
>        </Rules>
>      </RuleGroup>
>
>
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