Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25490
Modified Files:
QuantLibObjects.vcproj QuantLibObjects_vc8.vcproj
Log Message:
implement separate class for StrikedTypePayoff
Index: QuantLibObjects_vc8.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** QuantLibObjects_vc8.vcproj 29 Jun 2006 13:06:24 -0000 1.24
--- QuantLibObjects_vc8.vcproj 29 Jun 2006 16:52:12 -0000 1.25
***************
*** 334,342 ****
</File>
<File
! RelativePath=".\qlo\vo_bonds.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_bonds.hpp"
>
</File>
--- 334,342 ----
</File>
<File
! RelativePath="qlo\vo_bonds.cpp"
>
</File>
<File
! RelativePath="qlo\vo_bonds.hpp"
>
</File>
***************
*** 358,366 ****
</File>
<File
! RelativePath=".\qlo\vo_capletvolstructure.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_capletvolstructure.hpp"
>
</File>
--- 358,366 ----
</File>
<File
! RelativePath="qlo\vo_capletvolstructure.cpp"
>
</File>
<File
! RelativePath="qlo\vo_capletvolstructure.hpp"
>
</File>
***************
*** 382,398 ****
</File>
<File
! RelativePath=".\qlo\vo_forwardrateagreement.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_forwardrateagreement.hpp"
>
</File>
<File
! RelativePath=".\qlo\vo_index.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_index.hpp"
>
</File>
--- 382,398 ----
</File>
<File
! RelativePath="qlo\vo_forwardrateagreement.cpp"
>
</File>
<File
! RelativePath="qlo\vo_forwardrateagreement.hpp"
>
</File>
<File
! RelativePath="qlo\vo_index.cpp"
>
</File>
<File
! RelativePath="qlo\vo_index.hpp"
>
</File>
***************
*** 406,410 ****
</File>
<File
! RelativePath=".\qlo\vo_mathf.cpp"
>
</File>
--- 406,410 ----
</File>
<File
! RelativePath="qlo\vo_mathf.cpp"
>
</File>
***************
*** 418,426 ****
</File>
<File
! RelativePath=".\qlo\vo_pricingengines.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_pricingengines.hpp"
>
</File>
--- 418,434 ----
</File>
<File
! RelativePath="qlo\vo_payoffs.cpp"
>
</File>
<File
! RelativePath="qlo\vo_payoffs.hpp"
! >
! </File>
! <File
! RelativePath="qlo\vo_pricingengines.cpp"
! >
! </File>
! <File
! RelativePath="qlo\vo_pricingengines.hpp"
>
</File>
***************
*** 442,450 ****
</File>
<File
! RelativePath=".\qlo\vo_ratehelpers.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_ratehelpers.hpp"
>
</File>
--- 450,458 ----
</File>
<File
! RelativePath="qlo\vo_ratehelpers.cpp"
>
</File>
<File
! RelativePath="qlo\vo_ratehelpers.hpp"
>
</File>
***************
*** 474,490 ****
</File>
<File
! RelativePath=".\qlo\vo_swaption.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_swaption.hpp"
>
</File>
<File
! RelativePath=".\qlo\vo_swaptionvolstructure.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_swaptionvolstructure.hpp"
>
</File>
--- 482,498 ----
</File>
<File
! RelativePath="qlo\vo_swaption.cpp"
>
</File>
<File
! RelativePath="qlo\vo_swaption.hpp"
>
</File>
<File
! RelativePath="qlo\vo_swaptionvolstructure.cpp"
>
</File>
<File
! RelativePath="qlo\vo_swaptionvolstructure.hpp"
>
</File>
***************
*** 498,506 ****
</File>
<File
! RelativePath=".\qlo\vo_vanillaswap.cpp"
>
</File>
<File
! RelativePath=".\qlo\vo_vanillaswap.hpp"
>
</File>
--- 506,514 ----
</File>
<File
! RelativePath="qlo\vo_vanillaswap.cpp"
>
</File>
<File
! RelativePath="qlo\vo_vanillaswap.hpp"
>
</File>
***************
*** 518,526 ****
>
<File
! RelativePath=".\qlo\ratehelpers.cpp"
>
</File>
<File
! RelativePath=".\qlo\ratehelpers.hpp"
>
</File>
--- 526,534 ----
>
<File
! RelativePath="qlo\ratehelpers.cpp"
>
</File>
<File
! RelativePath="qlo\ratehelpers.hpp"
>
</File>
***************
*** 546,566 ****
</File>
<File
! RelativePath=".\qlo\interpolation2D.cpp"
>
</File>
<File
! RelativePath=".\qlo\interpolation2D.hpp"
>
</File>
<File
! RelativePath=".\qlo\mathf.hpp"
>
</File>
<File
! RelativePath=".\qlo\symmetricschurdecomposition.cpp"
>
</File>
<File
! RelativePath=".\qlo\symmetricschurdecomposition.hpp"
>
</File>
--- 554,574 ----
</File>
<File
! RelativePath="qlo\interpolation2D.cpp"
>
</File>
<File
! RelativePath="qlo\interpolation2D.hpp"
>
</File>
<File
! RelativePath="qlo\mathf.hpp"
>
</File>
<File
! RelativePath="qlo\symmetricschurdecomposition.cpp"
>
</File>
<File
! RelativePath="qlo\symmetricschurdecomposition.hpp"
>
</File>
***************
*** 602,610 ****
</File>
<File
! RelativePath=".\qlo\bonds.cpp"
>
</File>
<File
! RelativePath=".\qlo\bonds.hpp"
>
</File>
--- 610,618 ----
</File>
<File
! RelativePath="qlo\bonds.cpp"
>
</File>
<File
! RelativePath="qlo\bonds.hpp"
>
</File>
***************
*** 642,650 ****
</File>
<File
! RelativePath=".\qlo\forwardrateagreement.cpp"
>
</File>
<File
! RelativePath=".\qlo\forwardrateagreement.hpp"
>
</File>
--- 650,658 ----
</File>
<File
! RelativePath="qlo\forwardrateagreement.cpp"
>
</File>
<File
! RelativePath="qlo\forwardrateagreement.hpp"
>
</File>
***************
*** 658,662 ****
</File>
<File
! RelativePath=".\qlo\options.hpp"
>
</File>
--- 666,678 ----
</File>
<File
! RelativePath="qlo\options.hpp"
! >
! </File>
! <File
! RelativePath="qlo\payoffs.cpp"
! >
! </File>
! <File
! RelativePath="qlo\payoffs.hpp"
>
</File>
***************
*** 686,694 ****
</File>
<File
! RelativePath=".\qlo\swaption.cpp"
>
</File>
<File
! RelativePath=".\qlo\swaption.hpp"
>
</File>
--- 702,710 ----
</File>
<File
! RelativePath="qlo\swaption.cpp"
>
</File>
<File
! RelativePath="qlo\swaption.hpp"
>
</File>
***************
*** 702,710 ****
</File>
<File
! RelativePath=".\qlo\vanillaswap.cpp"
>
</File>
<File
! RelativePath=".\qlo\vanillaswap.hpp"
>
</File>
--- 718,726 ----
</File>
<File
! RelativePath="qlo\vanillaswap.cpp"
>
</File>
<File
! RelativePath="qlo\vanillaswap.hpp"
>
</File>
***************
*** 750,758 ****
>
<File
! RelativePath=".\qlo\pricingengines.cpp"
>
</File>
<File
! RelativePath=".\qlo\pricingengines.hpp"
>
</File>
--- 766,774 ----
>
<File
! RelativePath="qlo\pricingengines.cpp"
>
</File>
<File
! RelativePath="qlo\pricingengines.hpp"
>
</File>
***************
*** 762,778 ****
>
<File
! RelativePath=".\qlo\capletvolstructure.cpp"
>
</File>
<File
! RelativePath=".\qlo\capletvolstructure.hpp"
>
</File>
<File
! RelativePath=".\qlo\swaptionvolstructure.cpp"
>
</File>
<File
! RelativePath=".\qlo\swaptionvolstructure.hpp"
>
</File>
--- 778,794 ----
>
<File
! RelativePath="qlo\capletvolstructure.cpp"
>
</File>
<File
! RelativePath="qlo\capletvolstructure.hpp"
>
</File>
<File
! RelativePath="qlo\swaptionvolstructure.cpp"
>
</File>
<File
! RelativePath="qlo\swaptionvolstructure.hpp"
>
</File>
***************
*** 791,803 ****
</File>
<File
! RelativePath="qlo\enumclassregistry.cpp"
>
</File>
<File
! RelativePath=".\qlo\conversions.cpp"
>
</File>
<File
! RelativePath=".\qlo\conversions.hpp"
>
</File>
--- 807,819 ----
</File>
<File
! RelativePath="qlo\conversions.cpp"
>
</File>
<File
! RelativePath="qlo\conversions.hpp"
>
</File>
<File
! RelativePath="qlo\enumclassregistry.cpp"
>
</File>
***************
*** 815,823 ****
</File>
<File
! RelativePath=".\qlo\index.cpp"
>
</File>
<File
! RelativePath=".\qlo\index.hpp"
>
</File>
--- 831,839 ----
</File>
<File
! RelativePath="qlo\index.cpp"
>
</File>
<File
! RelativePath="qlo\index.hpp"
>
</File>
Index: QuantLibObjects.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** QuantLibObjects.vcproj 29 Jun 2006 13:06:24 -0000 1.17
--- QuantLibObjects.vcproj 29 Jun 2006 16:52:12 -0000 1.18
***************
*** 338,477 ****
</File>
<File
! RelativePath=".\qlo\vo_bonds.cpp">
</File>
<File
! RelativePath=".\qlo\vo_bonds.hpp">
</File>
<File
! RelativePath=".\qlo\vo_calendar.cpp">
</File>
<File
! RelativePath=".\qlo\vo_calendar.hpp">
</File>
<File
! RelativePath=".\qlo\vo_capfloor.cpp">
</File>
<File
! RelativePath=".\qlo\vo_capfloor.hpp">
</File>
<File
! RelativePath=".\qlo\vo_capletvolstructure.cpp">
</File>
<File
! RelativePath=".\qlo\vo_capletvolstructure.hpp">
</File>
<File
! RelativePath=".\qlo\vo_couponvectors.cpp">
</File>
<File
! RelativePath=".\qlo\vo_couponvectors.hpp">
</File>
<File
! RelativePath=".\qlo\vo_exercise.cpp">
</File>
<File
! RelativePath=".\qlo\vo_exercise.hpp">
</File>
<File
! RelativePath=".\qlo\vo_forwardrateagreement.cpp">
</File>
<File
! RelativePath=".\qlo\vo_forwardrateagreement.hpp">
</File>
<File
! RelativePath=".\qlo\vo_index.cpp">
</File>
<File
! RelativePath=".\qlo\vo_index.hpp">
</File>
<File
! RelativePath=".\qlo\vo_interpolation.cpp">
</File>
<File
! RelativePath=".\qlo\vo_interpolation.hpp">
</File>
<File
! RelativePath=".\qlo\vo_mathf.cpp">
</File>
<File
! RelativePath=".\qlo\vo_mathf.hpp">
</File>
<File
! RelativePath=".\qlo\vo_options.cpp">
</File>
<File
! RelativePath=".\qlo\vo_options.hpp">
</File>
<File
! RelativePath=".\qlo\vo_pricingengines.cpp">
</File>
<File
! RelativePath=".\qlo\vo_pricingengines.hpp">
</File>
<File
! RelativePath=".\qlo\vo_processes.cpp">
</File>
<File
! RelativePath=".\qlo\vo_processes.hpp">
</File>
<File
! RelativePath=".\qlo\vo_randomsequencegenerator.cpp">
</File>
<File
! RelativePath=".\qlo\vo_randomsequencegenerator.hpp">
</File>
<File
! RelativePath=".\qlo\vo_ratehelpers.cpp">
</File>
<File
! RelativePath=".\qlo\vo_ratehelpers.hpp">
</File>
<File
! RelativePath=".\qlo\vo_schedule.cpp">
</File>
<File
! RelativePath=".\qlo\vo_schedule.hpp">
</File>
<File
! RelativePath=".\qlo\vo_shortratemodels.cpp">
</File>
<File
! RelativePath=".\qlo\vo_shortratemodels.hpp">
</File>
<File
! RelativePath=".\qlo\vo_swap.cpp">
</File>
<File
! RelativePath=".\qlo\vo_swap.hpp">
</File>
<File
! RelativePath=".\qlo\vo_swaption.cpp">
</File>
<File
! RelativePath=".\qlo\vo_swaption.hpp">
</File>
<File
! RelativePath=".\qlo\vo_swaptionvolstructure.cpp">
</File>
<File
! RelativePath=".\qlo\vo_swaptionvolstructure.hpp">
</File>
<File
! RelativePath=".\qlo\vo_termstructures.cpp">
</File>
<File
! RelativePath=".\qlo\vo_termstructures.hpp">
</File>
<File
! RelativePath=".\qlo\vo_vanillaswap.cpp">
</File>
<File
! RelativePath=".\qlo\vo_vanillaswap.hpp">
</File>
<File
! RelativePath=".\qlo\vo_volatilities.cpp">
</File>
<File
! RelativePath=".\qlo\vo_volatilities.hpp">
</File>
</Filter>
--- 338,483 ----
</File>
<File
! RelativePath="qlo\vo_bonds.cpp">
</File>
<File
! RelativePath="qlo\vo_bonds.hpp">
</File>
<File
! RelativePath="qlo\vo_calendar.cpp">
</File>
<File
! RelativePath="qlo\vo_calendar.hpp">
</File>
<File
! RelativePath="qlo\vo_capfloor.cpp">
</File>
<File
! RelativePath="qlo\vo_capfloor.hpp">
</File>
<File
! RelativePath="qlo\vo_capletvolstructure.cpp">
</File>
<File
! RelativePath="qlo\vo_capletvolstructure.hpp">
</File>
<File
! RelativePath="qlo\vo_couponvectors.cpp">
</File>
<File
! RelativePath="qlo\vo_couponvectors.hpp">
</File>
<File
! RelativePath="qlo\vo_exercise.cpp">
</File>
<File
! RelativePath="qlo\vo_exercise.hpp">
</File>
<File
! RelativePath="qlo\vo_forwardrateagreement.cpp">
</File>
<File
! RelativePath="qlo\vo_forwardrateagreement.hpp">
</File>
<File
! RelativePath="qlo\vo_index.cpp">
</File>
<File
! RelativePath="qlo\vo_index.hpp">
</File>
<File
! RelativePath="qlo\vo_interpolation.cpp">
</File>
<File
! RelativePath="qlo\vo_interpolation.hpp">
</File>
<File
! RelativePath="qlo\vo_mathf.cpp">
</File>
<File
! RelativePath="qlo\vo_mathf.hpp">
</File>
<File
! RelativePath="qlo\vo_options.cpp">
</File>
<File
! RelativePath="qlo\vo_options.hpp">
</File>
<File
! RelativePath="qlo\vo_payoffs.cpp">
</File>
<File
! RelativePath="qlo\vo_payoffs.hpp">
</File>
<File
! RelativePath="qlo\vo_pricingengines.cpp">
</File>
<File
! RelativePath="qlo\vo_pricingengines.hpp">
</File>
<File
! RelativePath="qlo\vo_processes.cpp">
</File>
<File
! RelativePath="qlo\vo_processes.hpp">
</File>
<File
! RelativePath="qlo\vo_randomsequencegenerator.cpp">
</File>
<File
! RelativePath="qlo\vo_randomsequencegenerator.hpp">
</File>
<File
! RelativePath="qlo\vo_ratehelpers.cpp">
</File>
<File
! RelativePath="qlo\vo_ratehelpers.hpp">
</File>
<File
! RelativePath="qlo\vo_schedule.cpp">
</File>
<File
! RelativePath="qlo\vo_schedule.hpp">
</File>
<File
! RelativePath="qlo\vo_shortratemodels.cpp">
</File>
<File
! RelativePath="qlo\vo_shortratemodels.hpp">
</File>
<File
! RelativePath="qlo\vo_swap.cpp">
</File>
<File
! RelativePath="qlo\vo_swap.hpp">
</File>
<File
! RelativePath="qlo\vo_swaption.cpp">
</File>
<File
! RelativePath="qlo\vo_swaption.hpp">
</File>
<File
! RelativePath="qlo\vo_swaptionvolstructure.cpp">
</File>
<File
! RelativePath="qlo\vo_swaptionvolstructure.hpp">
</File>
<File
! RelativePath="qlo\vo_termstructures.cpp">
</File>
<File
! RelativePath="qlo\vo_termstructures.hpp">
</File>
<File
! RelativePath="qlo\vo_vanillaswap.cpp">
</File>
<File
! RelativePath="qlo\vo_vanillaswap.hpp">
! </File>
! <File
! RelativePath="qlo\vo_volatilities.cpp">
! </File>
! <File
! RelativePath="qlo\vo_volatilities.hpp">
</File>
</Filter>
***************
*** 480,487 ****
Filter="">
<File
! RelativePath=".\qlo\ratehelpers.cpp">
</File>
<File
! RelativePath=".\qlo\ratehelpers.hpp">
</File>
<File
--- 486,493 ----
Filter="">
<File
! RelativePath="qlo\ratehelpers.cpp">
</File>
<File
! RelativePath="qlo\ratehelpers.hpp">
</File>
<File
***************
*** 502,518 ****
</File>
<File
! RelativePath=".\qlo\interpolation2D.cpp">
</File>
<File
! RelativePath=".\qlo\interpolation2D.hpp">
</File>
<File
! RelativePath=".\qlo\mathf.hpp">
</File>
<File
! RelativePath=".\qlo\symmetricschurdecomposition.cpp">
</File>
<File
! RelativePath=".\qlo\symmetricschurdecomposition.hpp">
</File>
</Filter>
--- 508,524 ----
</File>
<File
! RelativePath="qlo\interpolation2D.cpp">
</File>
<File
! RelativePath="qlo\interpolation2D.hpp">
</File>
<File
! RelativePath="qlo\mathf.hpp">
</File>
<File
! RelativePath="qlo\symmetricschurdecomposition.cpp">
</File>
<File
! RelativePath="qlo\symmetricschurdecomposition.hpp">
</File>
</Filter>
***************
*** 546,553 ****
</File>
<File
! RelativePath=".\qlo\bonds.cpp">
</File>
<File
! RelativePath=".\qlo\bonds.hpp">
</File>
<File
--- 552,559 ----
</File>
<File
! RelativePath="qlo\bonds.cpp">
</File>
<File
! RelativePath="qlo\bonds.hpp">
</File>
<File
***************
*** 588,592 ****
</File>
<File
! RelativePath=".\qlo\options.hpp">
</File>
<File
--- 594,604 ----
</File>
<File
! RelativePath="qlo\options.hpp">
! </File>
! <File
! RelativePath="qlo\payoffs.cpp">
! </File>
! <File
! RelativePath="qlo\payoffs.hpp">
</File>
<File
***************
*** 609,616 ****
</File>
<File
! RelativePath=".\qlo\swaption.cpp">
</File>
<File
! RelativePath=".\qlo\swaption.hpp">
</File>
<File
--- 621,628 ----
</File>
<File
! RelativePath="qlo\swaption.cpp">
</File>
<File
! RelativePath="qlo\swaption.hpp">
</File>
<File
***************
*** 661,668 ****
Filter="">
<File
! RelativePath=".\qlo\pricingengines.cpp">
</File>
<File
! RelativePath=".\qlo\pricingengines.hpp">
</File>
</Filter>
--- 673,680 ----
Filter="">
<File
! RelativePath="qlo\pricingengines.cpp">
</File>
<File
! RelativePath="qlo\pricingengines.hpp">
</File>
</Filter>
***************
*** 671,681 ****
Filter="">
<File
! RelativePath=".\qlo\capletvolstructure.cpp">
</File>
<File
! RelativePath=".\qlo\capletvolstructure.hpp">
</File>
<File
! RelativePath=".\qlo\swaptionvolstructure.cpp">
</File>
<File
--- 683,693 ----
Filter="">
<File
! RelativePath="qlo\capletvolstructure.cpp">
</File>
<File
! RelativePath="qlo\capletvolstructure.hpp">
</File>
<File
! RelativePath="qlo\swaptionvolstructure.cpp">
</File>
<File
***************
*** 711,718 ****
</File>
<File
! RelativePath=".\qlo\index.cpp">
</File>
<File
! RelativePath=".\qlo\index.hpp">
</File>
<File
--- 723,730 ----
</File>
<File
! RelativePath="qlo\index.cpp">
</File>
<File
! RelativePath="qlo\index.hpp">
</File>
<File
|