[QuantLibAddin-cvs] QuantLibAddin/qlo asianoption.cpp, 1.4, 1.5 asianoption.hpp, 1.3, 1.4 barrieroption.cpp, 1.3, 1.4 barrieroption.hpp, 1.3, 1.4 cliquetoption.cpp, 1.4, 1.5 cliquetoption.hpp, 1.3, 1.4 dividendvanillaoption.cpp, 1.4, 1.5 dividendvanillaoption.hpp, 1.3, 1.4 enumclassregistry.cpp, 1.1, 1.2 europeanoption.cpp, 1.3, 1.4 europeanoption.hpp, 1.3, 1.4 forwardvanillaoption.cpp, 1.3, 1.4 forwardvanillaoption.hpp, 1.3, 1.4 pricingengines.cpp, 1.7, 1.8 pricingengines.hpp, 1.6, 1.7 quantoforwardvanillaoption.cpp, 1.4, 1.5 quantoforwardvanillaoption.hpp, 1.4, 1.5 quantovanillaoption.cpp, 1.4, 1.5 quantovanillaoption.hpp, 1.4, 1.5 typefactory.hpp, 1.7, 1.8 vanillaoption.cpp, 1.3, 1.4 vanillaoption.hpp, 1.4, 1.5

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8871/qlo

Modified Files:
	asianoption.cpp asianoption.hpp barrieroption.cpp 
	barrieroption.hpp cliquetoption.cpp cliquetoption.hpp 
	dividendvanillaoption.cpp dividendvanillaoption.hpp 
	enumclassregistry.cpp europeanoption.cpp europeanoption.hpp 
	forwardvanillaoption.cpp forwardvanillaoption.hpp 
	pricingengines.cpp pricingengines.hpp 
	quantoforwardvanillaoption.cpp quantoforwardvanillaoption.hpp 
	quantovanillaoption.cpp quantovanillaoption.hpp 
	typefactory.hpp vanillaoption.cpp vanillaoption.hpp 
Log Message:


Index: pricingengines.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.cpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** pricingengines.cpp	26 Jun 2006 21:31:03 -0000	1.7
--- pricingengines.cpp	29 Jun 2006 15:02:31 -0000	1.8
***************
*** 17,20 ****
--- 17,21 ----
  
  #include <qlo/pricingengines.hpp>
+ #include <qlo/typefactory.hpp>
  #include <ql/handle.hpp>
  #include <ql/quote.hpp>
***************
*** 22,25 ****
--- 23,36 ----
  namespace QuantLibAddin {
  
+     PricingEngine::PricingEngine(const std::string &engineID, const long& timeSteps)
+     {
+         libraryObject_ = Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID, timeSteps);
+     }
+ 
+     PricingEngine::PricingEngine(const std::string &engineID)
+     {
+         libraryObject_ = Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID);
+     }
+ 
      BlackSwaptionEngine::BlackSwaptionEngine(
          const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol)

Index: dividendvanillaoption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/dividendvanillaoption.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** dividendvanillaoption.cpp	20 Jun 2006 09:44:18 -0000	1.4
--- dividendvanillaoption.cpp	29 Jun 2006 15:02:31 -0000	1.5
***************
*** 33,42 ****
              const std::vector < QuantLib::Date > &dividendDates,
              const std::vector < double > &dividends,
!             const std::string &engineID,
!             const long &timeSteps) {
          boost::shared_ptr<QuantLib::StrikedTypePayoff> payoff =
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
-         boost::shared_ptr<QuantLib::PricingEngine> pricingEngine =
-             Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID, timeSteps);
          libraryObject_ = boost::shared_ptr<QuantLib::DividendVanillaOption>(
              new QuantLib::DividendVanillaOption(
--- 33,39 ----
              const std::vector < QuantLib::Date > &dividendDates,
              const std::vector < double > &dividends,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine) {
          boost::shared_ptr<QuantLib::StrikedTypePayoff> payoff =
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
          libraryObject_ = boost::shared_ptr<QuantLib::DividendVanillaOption>(
              new QuantLib::DividendVanillaOption(

Index: quantoforwardvanillaoption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quantoforwardvanillaoption.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** quantoforwardvanillaoption.cpp	16 Jun 2006 17:37:20 -0000	1.4
--- quantoforwardvanillaoption.cpp	29 Jun 2006 15:02:31 -0000	1.5
***************
*** 42,48 ****
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const std::string &engineID,
!             const long &timeSteps)
!     {
          QuantLib::Handle<QuantLib::BlackVolTermStructure>
              blackVolTermStructureH(blackVolTermStructure);
--- 42,46 ----
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine) {
          QuantLib::Handle<QuantLib::BlackVolTermStructure>
              blackVolTermStructureH(blackVolTermStructure);
***************
*** 55,61 ****
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
  
-         boost::shared_ptr<QuantLib::PricingEngine> pricingEngine =
-             Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID, timeSteps);
- 
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::QuantoForwardVanillaOption(
--- 53,56 ----

Index: pricingengines.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.hpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** pricingengines.hpp	26 Jun 2006 21:31:03 -0000	1.6
--- pricingengines.hpp	29 Jun 2006 15:02:31 -0000	1.7
***************
*** 30,33 ****
--- 30,38 ----
  
      class PricingEngine : public ObjHandler::LibraryObject<QuantLib::PricingEngine> {
+       public:
+           PricingEngine(const std::string &engineID);
+           PricingEngine(const std::string &engineID, const long& timeSteps);
+       protected:
+           PricingEngine() {}
      };
  

Index: forwardvanillaoption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/forwardvanillaoption.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** forwardvanillaoption.cpp	9 Jun 2006 18:58:47 -0000	1.3
--- forwardvanillaoption.cpp	29 Jun 2006 15:02:31 -0000	1.4
***************
*** 33,42 ****
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const std::string &engineID,
!             const long &timeSteps) {
          boost::shared_ptr<QuantLib::StrikedTypePayoff> payoff =
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
-         boost::shared_ptr<QuantLib::PricingEngine> pricingEngine =
-             Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID, timeSteps);
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::ForwardVanillaOption(
--- 33,39 ----
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine) {
          boost::shared_ptr<QuantLib::StrikedTypePayoff> payoff =
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::ForwardVanillaOption(

Index: cliquetoption.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cliquetoption.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** cliquetoption.hpp	9 Jun 2006 18:58:47 -0000	1.3
--- cliquetoption.hpp	29 Jun 2006 15:02:31 -0000	1.4
***************
*** 33,38 ****
              const QuantLib::Date &expiryDate,
              const std::vector < QuantLib::Date > &resetDates,
!             const std::string &engineID,
!             const long &timeSteps);
      };
  
--- 33,37 ----
              const QuantLib::Date &expiryDate,
              const std::vector < QuantLib::Date > &resetDates,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine);
      };
  

Index: barrieroption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/barrieroption.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** barrieroption.cpp	9 Jun 2006 18:58:47 -0000	1.3
--- barrieroption.cpp	29 Jun 2006 15:02:31 -0000	1.4
***************
*** 33,43 ****
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const std::string &engineID,
!             const long &timeSteps) {
  
          boost::shared_ptr<QuantLib::StrikedTypePayoff> payoff =
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
-         boost::shared_ptr<QuantLib::PricingEngine> pricingEngine =
-             Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID, timeSteps);
  
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
--- 33,40 ----
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine) {
  
          boost::shared_ptr<QuantLib::StrikedTypePayoff> payoff =
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
  
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(

Index: vanillaoption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaoption.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** vanillaoption.cpp	9 Jun 2006 18:58:47 -0000	1.3
--- vanillaoption.cpp	29 Jun 2006 15:02:31 -0000	1.4
***************
*** 36,46 ****
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const std::string &engineID,
!             const long &timeSteps) {
  
          boost::shared_ptr<QuantLib::StrikedTypePayoff> payoff =
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
-         boost::shared_ptr<QuantLib::PricingEngine> pricingEngine =
-             Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID, timeSteps);
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::VanillaOption(
--- 36,43 ----
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine) {
  
          boost::shared_ptr<QuantLib::StrikedTypePayoff> payoff =
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::VanillaOption(
***************
*** 51,61 ****
      }
  
!     std::string VanillaOption::setEngine(
!             const std::string &engineID,
!             const long &timeSteps) {
!         boost::shared_ptr<QuantLib::PricingEngine> pricingEngine =
!             Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID, timeSteps);
          libraryObject_->setPricingEngine(pricingEngine);
!         return engineID;
      }
  
--- 48,55 ----
      }
  
!     bool VanillaOption::setEngine(
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine) {
          libraryObject_->setPricingEngine(pricingEngine);
!         return true;
      }
  

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** typefactory.hpp	29 Jun 2006 10:47:33 -0000	1.7
--- typefactory.hpp	29 Jun 2006 15:02:31 -0000	1.8
***************
*** 101,104 ****
--- 101,109 ----
              return ctor(timeSteps);
          }
+         boost::shared_ptr<QuantLib::PricingEngine> operator()(const std::string& engineID) {
+             boost::shared_ptr<QuantLib::PricingEngine>(*ctor)() = 
+                 (boost::shared_ptr<QuantLib::PricingEngine>(*)()) getType(engineID);
+             return ctor();
+         }
      };
  

Index: europeanoption.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/europeanoption.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** europeanoption.hpp	9 Jun 2006 18:58:47 -0000	1.3
--- europeanoption.hpp	29 Jun 2006 15:02:31 -0000	1.4
***************
*** 33,38 ****
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const std::string &engineID,
!             const long &timeSteps);
      };
  
--- 33,37 ----
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine);
      };
  

Index: asianoption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/asianoption.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** asianoption.cpp	20 Jun 2006 09:44:18 -0000	1.4
--- asianoption.cpp	29 Jun 2006 15:02:31 -0000	1.5
***************
*** 33,43 ****
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const std::string &engineID,
!             const long &timeSteps) {
  
          boost::shared_ptr<QuantLib::StrikedTypePayoff> payoff =
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
-         boost::shared_ptr<QuantLib::PricingEngine> pricingEngine =
-             Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID, timeSteps);
  
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
--- 33,40 ----
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine) {
  
          boost::shared_ptr<QuantLib::StrikedTypePayoff> payoff =
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
  
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
***************
*** 60,70 ****
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const std::string &engineID,
!             const long &timeSteps) {
  
          boost::shared_ptr<QuantLib::StrikedTypePayoff> payoff =
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
-         boost::shared_ptr<QuantLib::PricingEngine> pricingEngine =
-             Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID, timeSteps);
  
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
--- 57,64 ----
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine) {
  
          boost::shared_ptr<QuantLib::StrikedTypePayoff> payoff =
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
  
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(

Index: quantovanillaoption.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quantovanillaoption.hpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** quantovanillaoption.hpp	16 Jun 2006 17:37:20 -0000	1.4
--- quantovanillaoption.hpp	29 Jun 2006 15:02:31 -0000	1.5
***************
*** 36,41 ****
                  const double &strike,
                  const boost::shared_ptr < QuantLib::Exercise > &exercise,
!                 const std::string &engineID,
!                 const long &timeSteps);
      };
  
--- 36,40 ----
                  const double &strike,
                  const boost::shared_ptr < QuantLib::Exercise > &exercise,
!                 const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine);
      };
  

Index: cliquetoption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cliquetoption.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** cliquetoption.cpp	20 Jun 2006 09:44:18 -0000	1.4
--- cliquetoption.cpp	29 Jun 2006 15:02:31 -0000	1.5
***************
*** 32,37 ****
              const QuantLib::Date &expiryDate,
              const std::vector < QuantLib::Date > &resetDates,
!             const std::string &engineID,
!             const long &timeSteps) {
  
          boost::shared_ptr<QuantLib::PercentageStrikePayoff> payoff(
--- 32,36 ----
              const QuantLib::Date &expiryDate,
              const std::vector < QuantLib::Date > &resetDates,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine) {
  
          boost::shared_ptr<QuantLib::PercentageStrikePayoff> payoff(
***************
*** 39,44 ****
          boost::shared_ptr<QuantLib::EuropeanExercise> exercise(
              new QuantLib::EuropeanExercise(expiryDate));
-         boost::shared_ptr<QuantLib::PricingEngine> pricingEngine =
-             Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID, timeSteps);
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::CliquetOption(
--- 38,41 ----

Index: enumclassregistry.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassregistry.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** enumclassregistry.cpp	29 Jun 2006 13:06:24 -0000	1.1
--- enumclassregistry.cpp	29 Jun 2006 15:02:31 -0000	1.2
***************
*** 89,181 ****
      }
  
!     /* *** PricingEngine *** */
!     boost::shared_ptr<QuantLib::PricingEngine> AB_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticBarrierEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> AC_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticCliquetEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> ACGAPA_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticContinuousGeometricAveragePriceAsianEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> ADA_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticDigitalAmericanEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> ADGAPA_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticDiscreteGeometricAveragePriceAsianEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> ADE_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticDividendEuropeanEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> AE_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticEuropeanEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> AP_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticPerformanceEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> BAWA_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::BaroneAdesiWhaleyApproximationEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> AEQPB_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::BinomialVanillaEngine<QuantLib::AdditiveEQPBinomialTree>(timeSteps));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> CRR_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::BinomialVanillaEngine<QuantLib::CoxRossRubinstein>(timeSteps));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> I_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::IntegralEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> FDA_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::FDAmericanEngine(timeSteps, timeSteps-1));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> FDE_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::FDEuropeanEngine(timeSteps, timeSteps-1));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> FDB_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::FDBermudanEngine(timeSteps, timeSteps-1));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> JR_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::BinomialVanillaEngine<QuantLib::JarrowRudd>(timeSteps));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> LR_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::BinomialVanillaEngine<QuantLib::LeisenReimer>(timeSteps));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> TIAN_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::BinomialVanillaEngine<QuantLib::Tian>(timeSteps));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> TRI_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::BinomialVanillaEngine<QuantLib::Trigeorgis>(timeSteps));       
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> BSA_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::BjerksundStenslandApproximationEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> PE_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine>();
      }
!     boost::shared_ptr<QuantLib::PricingEngine> SE_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::StulzEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> FE_Engine(const long& timeSteps) {
          boost::shared_ptr<QuantLib::VanillaOption::engine> 
              underlyingEngine(new QuantLib::AnalyticEuropeanEngine);    
--- 89,145 ----
      }
  
!     /* *** PricingEngine - no timesteps *** */
!     boost::shared_ptr<QuantLib::PricingEngine> AB_Engine() {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticBarrierEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> AC_Engine() {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticCliquetEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> ACGAPA_Engine() {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticContinuousGeometricAveragePriceAsianEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> ADA_Engine() {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticDigitalAmericanEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> ADGAPA_Engine() {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticDiscreteGeometricAveragePriceAsianEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> ADE_Engine() {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticDividendEuropeanEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> AE_Engine() {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticEuropeanEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> AP_Engine() {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::AnalyticPerformanceEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> BAWA_Engine() {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::BaroneAdesiWhaleyApproximationEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> I_Engine() {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::IntegralEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> BSA_Engine() {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::BjerksundStenslandApproximationEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> PE_Engine() {
          return boost::shared_ptr<QuantLib::PricingEngine>();
      }
!     boost::shared_ptr<QuantLib::PricingEngine> SE_Engine() {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::StulzEngine);
      }
!     boost::shared_ptr<QuantLib::PricingEngine> FE_Engine() {
          boost::shared_ptr<QuantLib::VanillaOption::engine> 
              underlyingEngine(new QuantLib::AnalyticEuropeanEngine);    
***************
*** 184,188 ****
                  QuantLib::VanillaOption::results>(underlyingEngine));
      }
!     boost::shared_ptr<QuantLib::PricingEngine> FPE_Engine(const long& timeSteps) {
          boost::shared_ptr<QuantLib::VanillaOption::engine> 
              underlyingEngine(new QuantLib::AnalyticEuropeanEngine);    
--- 148,152 ----
                  QuantLib::VanillaOption::results>(underlyingEngine));
      }
!     boost::shared_ptr<QuantLib::PricingEngine> FPE_Engine() {
          boost::shared_ptr<QuantLib::VanillaOption::engine> 
              underlyingEngine(new QuantLib::AnalyticEuropeanEngine);    
***************
*** 192,196 ****
                  QuantLib::VanillaOption::results>(underlyingEngine));
      }
!     boost::shared_ptr<QuantLib::PricingEngine> QE_Engine(const long& timeSteps) {
          boost::shared_ptr<QuantLib::VanillaOption::engine> 
              underlyingEngine(new QuantLib::AnalyticEuropeanEngine);    
--- 156,160 ----
                  QuantLib::VanillaOption::results>(underlyingEngine));
      }
!     boost::shared_ptr<QuantLib::PricingEngine> QE_Engine() {
          boost::shared_ptr<QuantLib::VanillaOption::engine> 
              underlyingEngine(new QuantLib::AnalyticEuropeanEngine);    
***************
*** 199,203 ****
                  QuantLib::VanillaOption::results>(underlyingEngine));
      }
!     boost::shared_ptr<QuantLib::PricingEngine> QFE_Engine(const long& timeSteps) {
          boost::shared_ptr<QuantLib::VanillaOption::engine> 
              underlyingEngine(new QuantLib::AnalyticEuropeanEngine);    
--- 163,167 ----
                  QuantLib::VanillaOption::results>(underlyingEngine));
      }
!     boost::shared_ptr<QuantLib::PricingEngine> QFE_Engine() {
          boost::shared_ptr<QuantLib::VanillaOption::engine> 
              underlyingEngine(new QuantLib::AnalyticEuropeanEngine);    
***************
*** 210,215 ****
      }
  
!     /* *** Extrapolator *** */
  
      boost::shared_ptr<QuantLib::Extrapolator> BilinearInterpolation_Extrapolator(
              const std::vector<double>::const_iterator& xBegin, 
--- 174,216 ----
      }
  
!     /* *** PricingEngine - timesteps *** */
!     boost::shared_ptr<QuantLib::PricingEngine> AEQPB_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::BinomialVanillaEngine<QuantLib::AdditiveEQPBinomialTree>(timeSteps));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> CRR_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::BinomialVanillaEngine<QuantLib::CoxRossRubinstein>(timeSteps));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> FDA_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::FDAmericanEngine(timeSteps, timeSteps-1));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> FDE_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::FDEuropeanEngine(timeSteps, timeSteps-1));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> FDB_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::FDBermudanEngine(timeSteps, timeSteps-1));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> JR_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::BinomialVanillaEngine<QuantLib::JarrowRudd>(timeSteps));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> LR_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::BinomialVanillaEngine<QuantLib::LeisenReimer>(timeSteps));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> TIAN_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::BinomialVanillaEngine<QuantLib::Tian>(timeSteps));
!     }
!     boost::shared_ptr<QuantLib::PricingEngine> TRI_Engine(const long& timeSteps) {
!         return boost::shared_ptr<QuantLib::PricingEngine> (
!             new QuantLib::BinomialVanillaEngine<QuantLib::Trigeorgis>(timeSteps));       
!     }
  
+     /* *** Extrapolator *** */
      boost::shared_ptr<QuantLib::Extrapolator> BilinearInterpolation_Extrapolator(
              const std::vector<double>::const_iterator& xBegin, 

Index: forwardvanillaoption.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/forwardvanillaoption.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** forwardvanillaoption.hpp	9 Jun 2006 18:58:47 -0000	1.3
--- forwardvanillaoption.hpp	29 Jun 2006 15:02:31 -0000	1.4
***************
*** 35,40 ****
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const std::string &engineID,
!             const long &timeSteps);
      };
  
--- 35,39 ----
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine);
      };
  

Index: europeanoption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/europeanoption.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** europeanoption.cpp	9 Jun 2006 18:58:47 -0000	1.3
--- europeanoption.cpp	29 Jun 2006 15:02:31 -0000	1.4
***************
*** 36,45 ****
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const std::string &engineID,
!             const long &timeSteps) {
          boost::shared_ptr<QuantLib::StrikedTypePayoff> payoff =
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
-         boost::shared_ptr<QuantLib::PricingEngine> pricingEngine =
-             Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID, timeSteps);
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::EuropeanOption(
--- 36,42 ----
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine) {
          boost::shared_ptr<QuantLib::StrikedTypePayoff> payoff =
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::EuropeanOption(

Index: asianoption.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/asianoption.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** asianoption.hpp	9 Jun 2006 18:58:47 -0000	1.3
--- asianoption.hpp	29 Jun 2006 15:02:31 -0000	1.4
***************
*** 34,39 ****
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const std::string &engineID,
!             const long &timeSteps);
      };
  
--- 34,38 ----
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine);
      };
  
***************
*** 50,55 ****
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const std::string &engineID,
!             const long &timeSteps);
      };
  
--- 49,53 ----
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine);
      };
  

Index: quantovanillaoption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quantovanillaoption.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** quantovanillaoption.cpp	16 Jun 2006 17:37:20 -0000	1.4
--- quantovanillaoption.cpp	29 Jun 2006 15:02:31 -0000	1.5
***************
*** 41,47 ****
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const std::string &engineID,
!             const long &timeSteps)
!     {
          QuantLib::Handle<QuantLib::BlackVolTermStructure>
              blackVolTermStructureH(blackVolTermStructure);
--- 41,45 ----
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine) {
          QuantLib::Handle<QuantLib::BlackVolTermStructure>
              blackVolTermStructureH(blackVolTermStructure);
***************
*** 54,60 ****
              Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(optionTypeID, payoffID, strike);
  
-         boost::shared_ptr<QuantLib::PricingEngine> pricingEngine =
-             Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID, timeSteps);
- 
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::QuantoVanillaOption(
--- 52,55 ----

Index: barrieroption.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/barrieroption.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** barrieroption.hpp	9 Jun 2006 18:58:47 -0000	1.3
--- barrieroption.hpp	29 Jun 2006 15:02:31 -0000	1.4
***************
*** 37,42 ****
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const std::string &engineID,
!             const long &timeSteps);
      };
  
--- 37,41 ----
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine);
      };
  

Index: dividendvanillaoption.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/dividendvanillaoption.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** dividendvanillaoption.hpp	9 Jun 2006 18:58:47 -0000	1.3
--- dividendvanillaoption.hpp	29 Jun 2006 15:02:31 -0000	1.4
***************
*** 35,40 ****
              const std::vector < QuantLib::Date > &dividendDates,
              const std::vector < double > &dividends,
!             const std::string &engineID,
!             const long &timeSteps);
      };
  
--- 35,39 ----
              const std::vector < QuantLib::Date > &dividendDates,
              const std::vector < double > &dividends,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine);
      };
  

Index: quantoforwardvanillaoption.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quantoforwardvanillaoption.hpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** quantoforwardvanillaoption.hpp	16 Jun 2006 17:37:20 -0000	1.4
--- quantoforwardvanillaoption.hpp	29 Jun 2006 15:02:31 -0000	1.5
***************
*** 39,44 ****
                  const double &strike,
                  const boost::shared_ptr < QuantLib::Exercise > &exercise,
!                 const std::string &engineID,
!                 const long &timeSteps);
      };
  
--- 39,43 ----
                  const double &strike,
                  const boost::shared_ptr < QuantLib::Exercise > &exercise,
!                 const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine);
      };
  

Index: vanillaoption.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaoption.hpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** vanillaoption.hpp	26 Jun 2006 21:31:03 -0000	1.4
--- vanillaoption.hpp	29 Jun 2006 15:02:31 -0000	1.5
***************
*** 33,42 ****
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const std::string &engineID,
!             const long &timeSteps);
  
!         std::string setEngine(
!             const std::string &engineName,
!             const long &timeSteps);
  
      };
--- 33,40 ----
              const double &strike,
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine);
  
!         bool setEngine(
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine);
  
      };