[QuantLibAddin-cvs] QuantLibAddin/qlo interpolation.cpp, 1.8, 1.9 interpolation.hpp, 1.11, 1.12 volatilities.cpp, 1.2, 1.3 volatilities.hpp, 1.2, 1.3 generalutils.cpp, 1.1, NONE generalutils.hpp, 1.1, NONE

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9277/qlo

Modified Files:
	interpolation.cpp interpolation.hpp volatilities.cpp 
	volatilities.hpp 
Removed Files:
	generalutils.cpp generalutils.hpp 
Log Message:
automatic conversion of XLOPER to QuantLib::Matrix

Index: interpolation.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.hpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** interpolation.hpp	20 Jun 2006 08:29:54 -0000	1.11
--- interpolation.hpp	20 Jun 2006 09:18:11 -0000	1.12
***************
*** 74,82 ****
          std::vector<double> x_, y_;
      };
-     
-     class Matrix : public ObjHandler::LibraryObject<QuantLib::Matrix> {
-     public:
-         Matrix(const std::vector<std::vector<double> >&);
-     };
  
  }
--- 74,77 ----

Index: volatilities.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/volatilities.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** volatilities.cpp	9 Jun 2006 18:58:47 -0000	1.2
--- volatilities.cpp	20 Jun 2006 09:18:11 -0000	1.3
***************
*** 42,51 ****
              const std::vector < QuantLib::Date > &dates,
              const std::vector < double > &strikes,
!             const std::vector < std::vector < double > > &vols,
              const QuantLib::DayCounter &dayCounter) {
  
-         QuantLib::Matrix volsQL =
-             vectorVectorToMatrix(vols);
- 
          libraryObject_ = boost::shared_ptr<QuantLib::BlackVolTermStructure> (
              new QuantLib::BlackVarianceSurface(
--- 42,48 ----
              const std::vector < QuantLib::Date > &dates,
              const std::vector < double > &strikes,
!             const boost::shared_ptr<QuantLib::Matrix> &vols,
              const QuantLib::DayCounter &dayCounter) {
  
          libraryObject_ = boost::shared_ptr<QuantLib::BlackVolTermStructure> (
              new QuantLib::BlackVarianceSurface(
***************
*** 53,57 ****
                  dates,
                  strikes,
!                 volsQL,
                  dayCounter));
      }
--- 50,54 ----
                  dates,
                  strikes,
!                 *vols,
                  dayCounter));
      }

Index: interpolation.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.cpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** interpolation.cpp	20 Jun 2006 08:29:53 -0000	1.8
--- interpolation.cpp	20 Jun 2006 09:18:11 -0000	1.9
***************
*** 98,115 ****
                  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;
-         }
-     }
     
  }
--- 98,101 ----

--- generalutils.hpp DELETED ---

--- generalutils.cpp DELETED ---

Index: volatilities.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/volatilities.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** volatilities.hpp	9 Jun 2006 18:58:47 -0000	1.2
--- volatilities.hpp	20 Jun 2006 09:18:11 -0000	1.3
***************
*** 42,46 ****
              const std::vector < QuantLib::Date > &dates,
              const std::vector < double > &strikes,
!             const std::vector < std::vector < double > > &vols,
              const QuantLib::DayCounter &dayCounter);
      };
--- 42,46 ----
              const std::vector < QuantLib::Date > &dates,
              const std::vector < double > &strikes,
!             const boost::shared_ptr<QuantLib::Matrix> &vols,
              const QuantLib::DayCounter &dayCounter);
      };