[QuantLibAddin-cvs] QuantLibAddin/qlo conversions.cpp,NONE,1.1 conversions.hpp,NONE,1.1 clientutils.cpp,1.3,NONE clientutils.hpp,1.3,NONE

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10920/qlo

Added Files:
	conversions.cpp conversions.hpp 
Removed Files:
	clientutils.cpp clientutils.hpp 
Log Message:
replace "return_func='xxx'" with conversion of QL datatypes for return values

--- NEW FILE: conversions.cpp ---

/*
 Copyright (C) 2005 Plamen Neykov
 Copyright (C) 2004, 2005, 2006 Eric Ehlers

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email qua...@li...
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#if defined(HAVE_CONFIG_H)     // Dynamically created by configure
    #include <qlo/config.hpp>
#endif
#include <qlo/conversions.hpp>

namespace QuantLibAddin {

    double libraryToScalar(const QuantLib::InterestRate &i) {
        return i.rate();
    }

    long libraryToScalar(const QuantLib::Date &d) {
        return d.serialNumber();
    }

    std::vector < long > libraryToVector(const std::vector < QuantLib::Date > &v) {
        std::vector < long > ret;
        for (std::vector < QuantLib::Date >::const_iterator i = v.begin();
            i != v.end(); i++)
            ret.push_back(i->serialNumber());
        return ret;
    }

}


--- NEW FILE: conversions.hpp ---

/*
 Copyright (C) 2005 Plamen Neykov
 Copyright (C) 2004, 2005, 2006 Eric Ehlers

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email qua...@li...
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

/*! \file
    \brief Miscellaneous utility functions available to clients 
    of %QuantLibAddin i.e. the Addins
*/

#ifndef qla_conversions_hpp
#define qla_conversions_hpp

#include <ql/date.hpp>
#include <ql/interestrate.hpp>
#include <vector>

namespace QuantLibAddin {

/*! \group conversions
    Conversion of library types to C++ types.

    Called by autogenerated addin code.
*/

    double libraryToScalar(const QuantLib::InterestRate&);
    long libraryToScalar(const QuantLib::Date&);
    std::vector < long > libraryToVector(const std::vector<QuantLib::Date>&);

}

#endif


--- clientutils.hpp DELETED ---

--- clientutils.cpp DELETED ---