|
From: Eric E. <eri...@us...> - 2006-06-20 09:18:15
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9277 Modified Files: QuantLibObjects.vcproj QuantLibObjects_vc8.vcproj todo.csv Log Message: automatic conversion of XLOPER to QuantLib::Matrix Index: QuantLibObjects_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** QuantLibObjects_vc8.vcproj 19 Jun 2006 17:08:21 -0000 1.17 --- QuantLibObjects_vc8.vcproj 20 Jun 2006 09:18:11 -0000 1.18 *************** *** 395,402 **** </File> <File - RelativePath="qlo\generalutils.cpp" - > - </File> - <File RelativePath="qlo\interpolation.cpp" > --- 395,398 ---- *************** *** 620,627 **** </File> <File - RelativePath="qlo\generalutils.hpp" - > - </File> - <File RelativePath="qlo\handle.hpp" > --- 616,619 ---- Index: QuantLibObjects.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** QuantLibObjects.vcproj 18 Jun 2006 12:54:25 -0000 1.10 --- QuantLibObjects.vcproj 20 Jun 2006 09:18:11 -0000 1.11 *************** *** 653,662 **** </File> <File - RelativePath="qlo\generalutils.cpp"> - </File> - <File - RelativePath="qlo\generalutils.hpp"> - </File> - <File RelativePath="qlo\handle.hpp"> </File> --- 653,656 ---- Index: todo.csv =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** todo.csv 18 Jun 2006 13:42:03 -0000 1.17 --- todo.csv 20 Jun 2006 09:18:11 -0000 1.18 *************** *** 3,7 **** "QLA","Design","expose INDEX public interface instead of XIBOR QL changes required",,1,, "OH","Design","""singleton"" objects loaded at startup, static handle Calendars, Indexes","cancelled",2,,"lazy instantiation?" ! "OH","Design"," permanent objects objects which aren't deleted by ohDeleteObject()/ohDeleteAllObjects()/ohCallGC()","done",2,14/06/2006, "QLA","General Support","getReference/OH_GET_OBJECT/OH_GET_REFERENCE vs getObject/EXPORT_UNDERLYING_OBJECT","done",3,09/06/2006,"consolidate code for returning object references" "QLA","Enumerations","add support for accessing member function of Enumeration e.g. publish the public interface for Calendar, DayCounter","done",1,12/06/2006,"represent stateful objects as singletons rather than Enumerations?" --- 3,7 ---- "QLA","Design","expose INDEX public interface instead of XIBOR QL changes required",,1,, "OH","Design","""singleton"" objects loaded at startup, static handle Calendars, Indexes","cancelled",2,,"lazy instantiation?" ! "OH","Design"," permanent objects objects which aren't deleted by ohDeleteObject()/ohDeleteAllObjects()/ohCallGC()","done",2,"14/06/2006", "QLA","General Support","getReference/OH_GET_OBJECT/OH_GET_REFERENCE vs getObject/EXPORT_UNDERLYING_OBJECT","done",3,09/06/2006,"consolidate code for returning object references" "QLA","Enumerations","add support for accessing member function of Enumeration e.g. publish the public interface for Calendar, DayCounter","done",1,12/06/2006,"represent stateful objects as singletons rather than Enumerations?" *************** *** 10,17 **** "QLA","Design","yieldTermStructure user supplies two Enumerations - autogenerate nested select to instantiate indicated template",,0,, "QLA","Design","use ""objectID"" instead of ""handle"" required to avoid confusion with QuantLib::Handle","in progress",1,,"use id instead of instance name ???" ! "OH","Design","revise processing for permanent objects: delete old object unless user specifies permanent=TRUE","done",1,18/06/2006,"also revise GC/deletion for permanent/nonpermanent objects" ! "QLA","Design","support for QuantLib::Handle give Excel user the ability to create a Handle and relink it as required","done",0,15/06/2006,"need to add support for creation of empty QuantLib::Handle" ! "OH","Design","if user supplies objectID stub he must ensure it's unique / link objectID stub to calling cell (?)","done",1,31/05/2006, ,,,,,, ,,"performance profile of workbook YieldCurveMonitor.xls",,,, ,,"YC bootstrap fails if workbook RateHelpers.xls is open",,,, --- 10,18 ---- "QLA","Design","yieldTermStructure user supplies two Enumerations - autogenerate nested select to instantiate indicated template",,0,, "QLA","Design","use ""objectID"" instead of ""handle"" required to avoid confusion with QuantLib::Handle","in progress",1,,"use id instead of instance name ???" ! "OH","Design","revise processing for permanent objects: delete old object unless user specifies permanent=TRUE","done",1,"18/06/2006","also revise GC/deletion for permanent/nonpermanent objects" ! "QLA","Design","support for QuantLib::Handle give Excel user the ability to create a Handle and relink it as required","done",0,"15/06/2006","need to add support for creation of empty QuantLib::Handle" ! "OH","Design","if user supplies objectID stub he must ensure it's unique / link objectID stub to calling cell (?)","done",1,"31/05/2006", ,,,,,, + ,,"add support for Matrix / Array as input / output","in progress",,, ,,"performance profile of workbook YieldCurveMonitor.xls",,,, ,,"YC bootstrap fails if workbook RateHelpers.xls is open",,,, *************** *** 19,32 **** ,,"calculate memory usage of repository",,,, ,,"count the number of functions available in the addin",,,, ! ,,"add VC8 makefile to generate .chm documentation from metadata","done",,16/06/2006, ,,"delete VanillaOption->setEngine()","cancelled",,,"can't until pricing engines are converted into objects" ! ,,"in autogenerated code - suppress call to objectPointer->setPermanent() if input parameter permanent is FALSE","done",,15/06/2006, ! ,,"don't rely on try/catch to control processing flow for deriving Enumerations (in templates in qla/conversions.hpp)","done",,16/06/2006, ! ,,"add facility to query the most recent error message","done",,16/06/2006, ,,,,,, "OH","Design","""reflection"" - support member functions dynamically",,3,, "OH","Design","update design doc",,3,, "OH","Design","allow objects to be grouped",,3,, ! "OH","Functions","ohPack() - resolve flags and values","done",1,14/06/2006, "QLA","Design","discontinue support for VC6","in progress",3,, "QLA","Design","Sessions: instead of using workbook as session, allow user to specify session number",,3,, --- 20,33 ---- ,,"calculate memory usage of repository",,,, ,,"count the number of functions available in the addin",,,, ! ,,"add VC8 makefile to generate .chm documentation from metadata","done",,"16/06/2006", ,,"delete VanillaOption->setEngine()","cancelled",,,"can't until pricing engines are converted into objects" ! ,,"in autogenerated code - suppress call to objectPointer->setPermanent() if input parameter permanent is FALSE","done",,"15/06/2006", ! ,,"don't rely on try/catch to control processing flow for deriving Enumerations (in templates in qla/conversions.hpp)","done",,"16/06/2006", ! ,,"add facility to query the most recent error message","done",,"16/06/2006", ,,,,,, "OH","Design","""reflection"" - support member functions dynamically",,3,, "OH","Design","update design doc",,3,, "OH","Design","allow objects to be grouped",,3,, ! "OH","Functions","ohPack() - resolve flags and values","done",1,"14/06/2006", "QLA","Design","discontinue support for VC6","in progress",3,, "QLA","Design","Sessions: instead of using workbook as session, allow user to specify session number",,3,, *************** *** 44,49 **** "QLA","Enumerations","single return value gets repeated in calling range force scalar to be returned as vector",,,,"is there an example of an enum list containing 1 item?" "QLA","Enumerations","take enumeration description from metadata",,,, ! "QLA","Excel binding","categorize function names in Excel Function Wizard","on hold",1,20/04/2006,"conflict with Adfin addin" ! "QLA","Excel binding","gensrc function metadata ""noWizardRecalc"" to suppress recalc under Excel Function Wizard","done",1,14/06/2006,"also required for ctors otherwise GC breaks" "QLA","Functions","port old QLXL functionality into new QLXL",,2,, "QLA","Functions","qlSwapLegAnalysis() to provide column headers in output",,3,, --- 45,50 ---- "QLA","Enumerations","single return value gets repeated in calling range force scalar to be returned as vector",,,,"is there an example of an enum list containing 1 item?" "QLA","Enumerations","take enumeration description from metadata",,,, ! "QLA","Excel binding","categorize function names in Excel Function Wizard","on hold",1,"20/04/2006","conflict with Adfin addin" ! "QLA","Excel binding","gensrc function metadata ""noWizardRecalc"" to suppress recalc under Excel Function Wizard","done",1,"14/06/2006","also required for ctors otherwise GC breaks" "QLA","Functions","port old QLXL functionality into new QLXL",,2,, "QLA","Functions","qlSwapLegAnalysis() to provide column headers in output",,3,, *************** *** 62,127 **** ,,,,,, "OH","Design","class FunctionCall - streamline initialization - ""xltypeUninitialized""","done",,01/05/2006, ! "OH","Design","in objecthandlerxl.cpp replace bespoke parsing w/boost regexes","done",3,26/04/2006, ! "OH","Design","ohxll project mistakenly picking up autolink.hpp","done",3,27/04/2006, "OH","Design","functions returning empty vector: display #NUM, not 0, in calling cell e.g. getHolidayList()","done",,07/05/2006, ! "OH","Design","support for retrieval of undecorated handles","done",1,30/04/2006,"fix non-excel platforms" ! "OH","Design","std::exception -> ObjHandler::Exception","done",3,26/04/2006, ! "OH","Design","class FunctionCall to encapsulate function state","done",2,26/04/2006, "OH","Design","include cell address in error message?","done",3,01/05/2006, "OH","Functions","ohDependsOn() - fails if input range is nonexistent","cancelled",,,"seems to have resolved itself?" ! "OH","Functions","ohHandleList() to support regexes","done",2,26/04/2006,"renamed to ohListInstanceNames()" ! "OH","Functions","ohListInstanceNames() - 1) regex bug e.g. EUR.*D malfunctions 2) sort return list","done",1,18/05/2006, ! "OH","Functions","ohDependsOn() - return counter (#/recalcs) per instance","done",,18/05/2006, ! "OH","Functions","remove EO macro / function","done",3,21/04/2006, "OH","Functions","ohListInstanceNames() is broken in utilities.xls?","done",1,,"looks OK now?" "QLA","Design","FuturesRateHelper returns incorrect latestDate","cancelled",,,"it works OK" "QLA","Design","check whether catch(...) catches unhandled exceptions from QL e.g. negative timesteps","cancelled",,01/05/2006,"it doesn't" "QLA","Design","in session.cpp replace bespoke parsing with boost::regex","done",3,05/08/2006, ! "QLA","Design","gensrc flag ""ignoreError"" (default T) invoke function even if some inputs invalid e.g. qlMidEquivalent()","done",1,28/04/2006,"always ignore errors (no flag)" ! "QLA","Design","move all Create<>s from qla/*.?pp into autogenerated addin code","done",,23/05/2006, ! "QLA","Design","move Procedure functions to QuantLibFunctions","done",1,30/04/2006,"this change will probably be reversed" "QLA","Design","export IMM dates e.g. H7 -> date","done",,, ! "QLA","Design","Autogenerate source for funcs accepting vector input (qlForwardRate, qlDiscount, etc.)","done",,28/04/2006, ! "QLA","Design","if input vector contains mix of #VALUES and valid numbers - return vector should correspond","done",2,28/04/2006,"also wraps QL function in try/catch" ! "QLA","Design","match QLA function names to underlying QL function names","done",,27/04/2006, ! "QLA","Docs","qlXibor() - description of 2nd parameter incorrect","done",,21/04/2006, ! "QLA","Docs","installation - refer to Release build not Debug","done",3,21/04/2006, "QLA","Enumerations","if string name omitted from XML, use class name as default","cancelled",3,, ! "QLA","Enumerations","add support for abbreviations","cancelled",2,21/04/2006,"not required because of right-click menu" ! "QLA","Enumerations","qlListEnum() - return enumerations in mixed case (and in original sequence ??? - cancelled)","done",,18/05/2006,"retaining original sequence requires design change" ! "QLA","Excel binding","XLL description in Addin manager","cancelled",,20/04/2006,"not supported by Excel C API" ! "QLA","Excel binding","automatically name calling cell","cancelled",,20/04/2006,"not supported by Excel C API" ! "QLA","Functions","qlPiecewiseFlatForward() - don't reset eval date","done",2,26/04/2006, ! "QLA","Functions","YieldTermStructure iface - ZeroRate/Discount/ForwardRate/ParRate/MaxDate/MaxTime","done",1,27/04/2006, "QLA","Functions","modify qlPiecewiseFlatForward() to call alternate QL ctor (calendar/# days) - Observer pattern","done",,, "QLA","Functions","add support for QL Joint Calendar class. inputs: 1) vector of strings (calendar names) 2) AND/OR value","done",,08/05/2006, ! "QLA","Functions","qlGetDf() to return vector","done",2,21/04/2006,"renamed to qlDiscount()" ! "QLA","Functions","latestDate() for RateHelpers","done",1,26/04/2006, ! "QLA","Functions","qlMid() - returns DBL_MIN when all inputs are #VALUE should return #NULL & log error","done",1,18/05/2006, "QLA","General Support","Session functionality crashes QLA if active book named Book1.XLS","done",2,08/05/2006, ! "QLA","General Support","upgrade Calc addin to OOo 2 / VC 7","done",3,28/04/2006,"thanks to Joe Byers" "QLA","General Support","try removing redundant (?) FileConfiguration info from *.vcproj files","done",,03/05/2006, "QLA","General Support","revise NSIS uninstaller: uninstall released files whether modified or not; don't uninstall new files created by user","done",,, ! "QLA","General Support","sort out RandomSequenceGenerator","done",,19/04/2006, ! "QLA","General Support","upgrade to latest CVS snapshot of QL","done",,19/04/2006, ! "QLA","QuantLibXL","separate SourceForge projects/websites for OH, gensrc, QLA, QLXL","done",3,19/05/2006, "QLA","gensrc","allow for comments in XML (ignore '#comment' nodes)","cancelled",3,,"already works OK" ! "QLA","gensrc","remove redundant XML tag getObject='true' for Member functions","cancelled",,26/04/2006,"the tag is in use" "QLA","gensrc","category metadata list of <includes> - only first item in list is processed","done",,06/05/2006, ! "QLA","gensrc","add support for QuantLib::Date as datatype of return value","done",,26/04/2006, ! "QLA","gensrc","generate summary of files created/updated/changed per platform","done",3,30/04/2006, "QLA","gensrc","add support for vector of QuantLib::Dates as input parameter","done",,06/05/2006, ! "QLA","gensrc","fix typo in Xibor - qlSobolRsg","done",,26/04/2006, ! "QLA","gensrc","autogenerate source for Members which loop on input param","done",,28/04/2006, ! "QLA","gensrc","add support for complete conversion of datatype of function return value scalar/vector/matrix, QL datatypes, void, etc.","done",,23/05/2006, ! "QLA","gensrc","call OH_GET_REFERENCE from Addin code for functions with getObject='true' ?","done",3,23/05/2006, "QLA","VBA framework","load XLLs","done",1,05/05/2006, ! "QLA","VBA framework","right click in cell to create enumeration drop down list","done",,18/04/2006, ! "QLA","VBA framework","skeleton structure","done",,18/04/2006, "QLA","VBA framework","create trade/market workbooks from templates","done",1,05/05/2006, ! "QLA","VBA framework","QuantLibAddin menu for Excel","done",,18/04/2006, ! "QLA","Workstation Document","explanation of runtime libraries","done",2,21/04/2006, ! "QLA","Workstation Document","explanation of VC workspace naming convention / _vc8.sln","done",2,21/04/2006, ! "QLA","Workstation Document","document use of Addin Manager","done",2,28/04/2006, ! "QLA","Workstation Document","document build for Boost, QuantLibFunctions","done",,28/04/2006, ! "QLA","Workstation Document","incorporate other feedback from Nando and Katiuscia","done",,28/04/2006, --- 63,128 ---- ,,,,,, "OH","Design","class FunctionCall - streamline initialization - ""xltypeUninitialized""","done",,01/05/2006, ! "OH","Design","in objecthandlerxl.cpp replace bespoke parsing w/boost regexes","done",3,"26/04/2006", ! "OH","Design","ohxll project mistakenly picking up autolink.hpp","done",3,"27/04/2006", "OH","Design","functions returning empty vector: display #NUM, not 0, in calling cell e.g. getHolidayList()","done",,07/05/2006, ! "OH","Design","support for retrieval of undecorated handles","done",1,"30/04/2006","fix non-excel platforms" ! "OH","Design","std::exception -> ObjHandler::Exception","done",3,"26/04/2006", ! "OH","Design","class FunctionCall to encapsulate function state","done",2,"26/04/2006", "OH","Design","include cell address in error message?","done",3,01/05/2006, "OH","Functions","ohDependsOn() - fails if input range is nonexistent","cancelled",,,"seems to have resolved itself?" ! "OH","Functions","ohHandleList() to support regexes","done",2,"26/04/2006","renamed to ohListInstanceNames()" ! "OH","Functions","ohListInstanceNames() - 1) regex bug e.g. EUR.*D malfunctions 2) sort return list","done",1,"18/05/2006", ! "OH","Functions","ohDependsOn() - return counter (#/recalcs) per instance","done",,"18/05/2006", ! "OH","Functions","remove EO macro / function","done",3,"21/04/2006", "OH","Functions","ohListInstanceNames() is broken in utilities.xls?","done",1,,"looks OK now?" "QLA","Design","FuturesRateHelper returns incorrect latestDate","cancelled",,,"it works OK" "QLA","Design","check whether catch(...) catches unhandled exceptions from QL e.g. negative timesteps","cancelled",,01/05/2006,"it doesn't" "QLA","Design","in session.cpp replace bespoke parsing with boost::regex","done",3,05/08/2006, ! "QLA","Design","gensrc flag ""ignoreError"" (default T) invoke function even if some inputs invalid e.g. qlMidEquivalent()","done",1,"28/04/2006","always ignore errors (no flag)" ! "QLA","Design","move all Create<>s from qla/*.?pp into autogenerated addin code","done",,"23/05/2006", ! "QLA","Design","move Procedure functions to QuantLibFunctions","done",1,"30/04/2006","this change will probably be reversed" "QLA","Design","export IMM dates e.g. H7 -> date","done",,, ! "QLA","Design","Autogenerate source for funcs accepting vector input (qlForwardRate, qlDiscount, etc.)","done",,"28/04/2006", ! "QLA","Design","if input vector contains mix of #VALUES and valid numbers - return vector should correspond","done",2,"28/04/2006","also wraps QL function in try/catch" ! "QLA","Design","match QLA function names to underlying QL function names","done",,"27/04/2006", ! "QLA","Docs","qlXibor() - description of 2nd parameter incorrect","done",,"21/04/2006", ! "QLA","Docs","installation - refer to Release build not Debug","done",3,"21/04/2006", "QLA","Enumerations","if string name omitted from XML, use class name as default","cancelled",3,, ! "QLA","Enumerations","add support for abbreviations","cancelled",2,"21/04/2006","not required because of right-click menu" ! "QLA","Enumerations","qlListEnum() - return enumerations in mixed case (and in original sequence ??? - cancelled)","done",,"18/05/2006","retaining original sequence requires design change" ! "QLA","Excel binding","XLL description in Addin manager","cancelled",,"20/04/2006","not supported by Excel C API" ! "QLA","Excel binding","automatically name calling cell","cancelled",,"20/04/2006","not supported by Excel C API" ! "QLA","Functions","qlPiecewiseFlatForward() - don't reset eval date","done",2,"26/04/2006", ! "QLA","Functions","YieldTermStructure iface - ZeroRate/Discount/ForwardRate/ParRate/MaxDate/MaxTime","done",1,"27/04/2006", "QLA","Functions","modify qlPiecewiseFlatForward() to call alternate QL ctor (calendar/# days) - Observer pattern","done",,, "QLA","Functions","add support for QL Joint Calendar class. inputs: 1) vector of strings (calendar names) 2) AND/OR value","done",,08/05/2006, ! "QLA","Functions","qlGetDf() to return vector","done",2,"21/04/2006","renamed to qlDiscount()" ! "QLA","Functions","latestDate() for RateHelpers","done",1,"26/04/2006", ! "QLA","Functions","qlMid() - returns DBL_MIN when all inputs are #VALUE should return #NULL & log error","done",1,"18/05/2006", "QLA","General Support","Session functionality crashes QLA if active book named Book1.XLS","done",2,08/05/2006, ! "QLA","General Support","upgrade Calc addin to OOo 2 / VC 7","done",3,"28/04/2006","thanks to Joe Byers" "QLA","General Support","try removing redundant (?) FileConfiguration info from *.vcproj files","done",,03/05/2006, "QLA","General Support","revise NSIS uninstaller: uninstall released files whether modified or not; don't uninstall new files created by user","done",,, ! "QLA","General Support","sort out RandomSequenceGenerator","done",,"19/04/2006", ! "QLA","General Support","upgrade to latest CVS snapshot of QL","done",,"19/04/2006", ! "QLA","QuantLibXL","separate SourceForge projects/websites for OH, gensrc, QLA, QLXL","done",3,"19/05/2006", "QLA","gensrc","allow for comments in XML (ignore '#comment' nodes)","cancelled",3,,"already works OK" ! "QLA","gensrc","remove redundant XML tag getObject='true' for Member functions","cancelled",,"26/04/2006","the tag is in use" "QLA","gensrc","category metadata list of <includes> - only first item in list is processed","done",,06/05/2006, ! "QLA","gensrc","add support for QuantLib::Date as datatype of return value","done",,"26/04/2006", ! "QLA","gensrc","generate summary of files created/updated/changed per platform","done",3,"30/04/2006", "QLA","gensrc","add support for vector of QuantLib::Dates as input parameter","done",,06/05/2006, ! "QLA","gensrc","fix typo in Xibor - qlSobolRsg","done",,"26/04/2006", ! "QLA","gensrc","autogenerate source for Members which loop on input param","done",,"28/04/2006", ! "QLA","gensrc","add support for complete conversion of datatype of function return value scalar/vector/matrix, QL datatypes, void, etc.","done",,"23/05/2006", ! "QLA","gensrc","call OH_GET_REFERENCE from Addin code for functions with getObject='true' ?","done",3,"23/05/2006", "QLA","VBA framework","load XLLs","done",1,05/05/2006, ! "QLA","VBA framework","right click in cell to create enumeration drop down list","done",,"18/04/2006", ! "QLA","VBA framework","skeleton structure","done",,"18/04/2006", "QLA","VBA framework","create trade/market workbooks from templates","done",1,05/05/2006, ! "QLA","VBA framework","QuantLibAddin menu for Excel","done",,"18/04/2006", ! "QLA","Workstation Document","explanation of runtime libraries","done",2,"21/04/2006", ! "QLA","Workstation Document","explanation of VC workspace naming convention / _vc8.sln","done",2,"21/04/2006", ! "QLA","Workstation Document","document use of Addin Manager","done",2,"28/04/2006", ! "QLA","Workstation Document","document build for Boost, QuantLibFunctions","done",,"28/04/2006", ! "QLA","Workstation Document","incorporate other feedback from Nando and Katiuscia","done",,"28/04/2006", |
