[QuantLibAddin-cvs] QuantLibAddin/qlo interpolation.cpp, 1.4, 1.5 interpolation.hpp, 1.4, 1.5

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30789/qlo

Modified Files:
	interpolation.cpp interpolation.hpp 
Log Message:
add support for QuantLib::Matrix

Index: interpolation.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.hpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** interpolation.hpp	9 Jun 2006 18:58:47 -0000	1.4
--- interpolation.hpp	13 Jun 2006 11:26:23 -0000	1.5
***************
*** 21,24 ****
--- 21,25 ----
  #include <oh/objhandler.hpp>
  #include <ql/Math/cubicspline.hpp>
+ #include <ql/Math/matrix.hpp>
  
  namespace QuantLibAddin {
***************
*** 83,86 ****
--- 84,92 ----
      };
      
+     class Matrix : public ObjHandler::LibraryObject<QuantLib::Matrix> {
+     public:
+         Matrix(const std::vector<std::vector<double> >&);
+     };
+ 
  }
  

Index: interpolation.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** interpolation.cpp	9 Jun 2006 18:58:47 -0000	1.4
--- interpolation.cpp	13 Jun 2006 11:26:23 -0000	1.5
***************
*** 103,106 ****
--- 103,120 ----
                  t, forward, beta, nu, alpha, rho));
      }
+ 
+     Matrix::Matrix(const std::vector < std::vector < double > > &input) {
+         int numRows = input.size();
+         int numCols = numRows ? input[0].size() : 0;
+         libraryObject_ = boost::shared_ptr<QuantLib::Matrix>(
+             new QuantLib::Matrix(numRows, numCols));
+         QuantLib::Matrix::iterator matrixIter = libraryObject_->begin();
+         for (std::vector<std::vector<double> >::const_iterator i = input.begin();
+             i != input.end(); i++) {
+             std::vector<double> row = *i;
+             for (std::vector<double>::const_iterator j = row.begin(); j != row.end(); j++)
+                 *matrixIter++ = *j;
+         }
+     }
     
  }