[QuantLibAddin-cvs] QuantLibAddin/qlo termstructures.cpp,1.3,1.4

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2680/qlo

Modified Files:
	termstructures.cpp 
Log Message:
revise processing for instance names

Index: termstructures.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** termstructures.cpp	30 May 2006 10:05:01 -0000	1.3
--- termstructures.cpp	1 Jun 2006 10:52:21 -0000	1.4
***************
*** 217,234 ****
      namespace detail {
  
          class RateHelperPrioritySorter {
            public:
              // does h1 come before h2?
!             bool operator()(const std::pair<boost::shared_ptr<RateHelper>, long>& h1,
!                             const std::pair<boost::shared_ptr<RateHelper>, long>& h2) const {
  
!                 if (h1.first->getObject().latestDate() > h2.first->getObject().latestDate())
                      return false;
  
!                 if (h1.first->getObject().latestDate() == h2.first->getObject().latestDate()) {
!                     if (h1.second > h2.second) {
                          return false;
!                     } else if (h1.second == h2.second) {
!                         return h1.first->getStubName() > h2.first->getStubName();
                      }
                  }
--- 217,245 ----
      namespace detail {
  
+         struct RateHelperItem {
+             QuantLib::Date latestDate;
+             long priority;
+             std::string instanceName;
+             RateHelperItem(
+                     const QuantLib::Date& latestDate, 
+                     const long& priority, 
+                     const std::string& instanceName)
+                 : latestDate(latestDate), priority(priority), instanceName(instanceName) {}
+         };
+ 
          class RateHelperPrioritySorter {
            public:
              // does h1 come before h2?
!             bool operator()(const RateHelperItem& h1,
!                             const RateHelperItem& h2) const {
  
!                 if (h1.latestDate > h2.latestDate)
                      return false;
  
!                 if (h1.latestDate == h2.latestDate) {
!                     if (h1.priority > h2.priority) {
                          return false;
!                     } else if (h1.priority == h2.priority) {
!                         return h1.instanceName > h2.instanceName;
                      }
                  }
***************
*** 263,267 ****
          // purge input rate helpers according to their includeFlag,
          // their expiration, and maximum number of allowed futures
!         std::vector<std::pair<boost::shared_ptr<RateHelper>, long> > rhs;
          QuantLib::Size i;
          long futuresCounter = 0;
--- 274,278 ----
          // purge input rate helpers according to their includeFlag,
          // their expiration, and maximum number of allowed futures
!         std::vector<detail::RateHelperItem> rhs;
          QuantLib::Size i;
          long futuresCounter = 0;
***************
*** 271,290 ****
              if (includeFlag[i]) {
                  if (!boost::dynamic_pointer_cast<FuturesRateHelper>(instruments[i]) && (earliestDate >= evalDate)) {
!                     rhs.push_back(std::make_pair(instruments[i], priority[i]));
                  } else if (futuresCounter<nFutures && (earliestDate-2 >= evalDate)) {
                      futuresCounter++;
!                     rhs.push_back(std::make_pair(instruments[i], priority[i]));
                  }
              }
          }
  
!         std::vector<std::string> instanceNameStubs;
  
          // zero or one rate helper left
          if (rhs.size()<2) {
!             std::vector<std::pair<boost::shared_ptr<RateHelper>, long> >::const_iterator i;
              for (i = rhs.begin(); i != rhs.end(); i++)
!                 instanceNameStubs.push_back((*i).first->getStubName());
!             return instanceNameStubs;
          }
  
--- 282,303 ----
              if (includeFlag[i]) {
                  if (!boost::dynamic_pointer_cast<FuturesRateHelper>(instruments[i]) && (earliestDate >= evalDate)) {
!                     rhs.push_back(detail::RateHelperItem(instruments[i]->getObject().latestDate(), 
!                         priority[i], instrumentHandles[i]));
                  } else if (futuresCounter<nFutures && (earliestDate-2 >= evalDate)) {
                      futuresCounter++;
!                     rhs.push_back(detail::RateHelperItem(instruments[i]->getObject().latestDate(), 
!                         priority[i], instrumentHandles[i]));
                  }
              }
          }
  
!         std::vector<std::string> instanceNames;
  
          // zero or one rate helper left
          if (rhs.size()<2) {
!             std::vector<detail::RateHelperItem>::const_iterator i;
              for (i = rhs.begin(); i != rhs.end(); i++)
!                 instanceNames.push_back(i->instanceName);
!             return instanceNames;
          }
  
***************
*** 293,303 ****
  
          for (i=0; i<rhs.size()-1; i++) {
!             if (rhs[i].first->getObject().latestDate() < rhs[i+1].first->getObject().latestDate()) 
!                 instanceNameStubs.push_back(rhs[i].first->getStubName());
          }
          // add the last one in any case
!         instanceNameStubs.push_back(rhs[i].first->getStubName());
  
!         return instanceNameStubs;
      }
  
--- 306,316 ----
  
          for (i=0; i<rhs.size()-1; i++) {
!             if (rhs[i].latestDate < rhs[i+1].latestDate) 
!                 instanceNames.push_back(rhs[i].instanceName);
          }
          // add the last one in any case
!         instanceNames.push_back(rhs[i].instanceName);
  
!         return instanceNames;
      }