[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.cpp, 1.1, 1.2 enumclassctors.hpp, 1.1, 1.2 interpolation.cpp, 1.12, 1.13 interpolation2D.cpp, 1.2, 1.3 typefactory.hpp, 1.13, 1.14

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27637/qlo

Modified Files:
	enumclassctors.cpp enumclassctors.hpp interpolation.cpp 
	interpolation2D.cpp typefactory.hpp 
Log Message:
replace Extrapolator with Interpolation/Interpolation2D

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** enumclassctors.cpp	2 Jul 2006 15:50:26 -0000	1.1
--- enumclassctors.cpp	3 Jul 2006 13:25:52 -0000	1.2
***************
*** 186,220 ****
      }
  
!     /* *** Extrapolator - 1D *** */
!     boost::shared_ptr<QuantLib::Extrapolator> LinearInterpolation_Extrapolator(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) {
!         return boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::LinearInterpolation(
                  xBegin, xEnd, yBegin));
      }
!     boost::shared_ptr<QuantLib::Extrapolator> BackwardFlatInterpolation_Extrapolator(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) {
!         return boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::BackwardFlatInterpolation(
                  xBegin, xEnd, yBegin));
      }
!     boost::shared_ptr<QuantLib::Extrapolator> ForwardFlatInterpolation_Extrapolator(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) {
!         return boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::ForwardFlatInterpolation(
                  xBegin, xEnd, yBegin));
      }
!     /* *** Extrapolator - 2D *** */
!     boost::shared_ptr<QuantLib::Extrapolator> BilinearInterpolation_Extrapolator(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin, dbl_itr& yEnd,
              const QuantLib::Matrix& zData) {
!         return boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::BilinearInterpolation(
                  xBegin, xEnd, yBegin, yEnd, zData));
      }
!     boost::shared_ptr<QuantLib::Extrapolator> BicubicSpline_Extrapolator(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin, dbl_itr& yEnd,
              const QuantLib::Matrix& zData) {
!         return boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::BicubicSpline(
                  xBegin, xEnd, yBegin, yEnd, zData));
--- 186,221 ----
      }
  
!     /* *** Interpolation *** */
!     boost::shared_ptr<QuantLib::Interpolation> Linear_Interpolation(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) {
!         return boost::shared_ptr<QuantLib::Interpolation>(
              new QuantLib::LinearInterpolation(
                  xBegin, xEnd, yBegin));
      }
!     boost::shared_ptr<QuantLib::Interpolation> BackwardFlat_Interpolation(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) {
!         return boost::shared_ptr<QuantLib::Interpolation>(
              new QuantLib::BackwardFlatInterpolation(
                  xBegin, xEnd, yBegin));
      }
!     boost::shared_ptr<QuantLib::Interpolation> ForwardFlat_Interpolation(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) {
!         return boost::shared_ptr<QuantLib::Interpolation>(
              new QuantLib::ForwardFlatInterpolation(
                  xBegin, xEnd, yBegin));
      }
! 
!     /* *** Interpolation2D *** */
!     boost::shared_ptr<QuantLib::Interpolation2D> Bilinear_Interpolation(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin, dbl_itr& yEnd,
              const QuantLib::Matrix& zData) {
!         return boost::shared_ptr<QuantLib::Interpolation2D>(
              new QuantLib::BilinearInterpolation(
                  xBegin, xEnd, yBegin, yEnd, zData));
      }
!     boost::shared_ptr<QuantLib::Interpolation2D> BicubicSpline(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin, dbl_itr& yEnd,
              const QuantLib::Matrix& zData) {
!         return boost::shared_ptr<QuantLib::Interpolation2D>(
              new QuantLib::BicubicSpline(
                  xBegin, xEnd, yBegin, yEnd, zData));

Index: interpolation2D.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation2D.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** interpolation2D.cpp	29 Jun 2006 10:14:44 -0000	1.2
--- interpolation2D.cpp	3 Jul 2006 13:25:52 -0000	1.3
***************
*** 42,46 ****
              << dataMatrix_.columns() << ")");
  
!         libraryObject_ = Create<boost::shared_ptr<QuantLib::Extrapolator> >()
              (interpolation2DType, x_.begin(), x_.end(), y_.begin(), y_.end(), dataMatrix_);
  
--- 42,46 ----
              << dataMatrix_.columns() << ")");
  
!         libraryObject_ = Create<boost::shared_ptr<QuantLib::Interpolation2D> >()
              (interpolation2DType, x_.begin(), x_.end(), y_.begin(), y_.end(), dataMatrix_);
  

Index: interpolation.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.cpp,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** interpolation.cpp	30 Jun 2006 14:12:05 -0000	1.12
--- interpolation.cpp	3 Jul 2006 13:25:52 -0000	1.13
***************
*** 36,40 ****
          QL_REQUIRE(x.size()==y.size(), "unmatched x/y");
  
!         libraryObject_ = Create<boost::shared_ptr<QuantLib::Extrapolator> >()
              (linearInterpolationType, x_.begin(), x_.end(), y_.begin());
      }
--- 36,40 ----
          QL_REQUIRE(x.size()==y.size(), "unmatched x/y");
  
!         libraryObject_ = Create<boost::shared_ptr<QuantLib::Interpolation> >()
              (linearInterpolationType, x_.begin(), x_.end(), y_.begin());
      }

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** enumclassctors.hpp	2 Jul 2006 15:50:26 -0000	1.1
--- enumclassctors.hpp	3 Jul 2006 13:25:52 -0000	1.2
***************
*** 87,102 ****
      boost::shared_ptr<QuantLib::PricingEngine> TRI_Engine(const long& timeSteps);
  
!     /* *** Extrapolator - 1D *** */
!     boost::shared_ptr<QuantLib::Extrapolator> LinearInterpolation_Extrapolator(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin);
!     boost::shared_ptr<QuantLib::Extrapolator> BackwardFlatInterpolation_Extrapolator(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin);
!     boost::shared_ptr<QuantLib::Extrapolator> ForwardFlatInterpolation_Extrapolator(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin);
!     /* *** Extrapolator - 2D *** */
!     boost::shared_ptr<QuantLib::Extrapolator> BilinearInterpolation_Extrapolator(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin, dbl_itr& yEnd,
              const QuantLib::Matrix& zData);
!     boost::shared_ptr<QuantLib::Extrapolator> BicubicSpline_Extrapolator(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin, dbl_itr& yEnd,
              const QuantLib::Matrix& zData);
--- 87,103 ----
      boost::shared_ptr<QuantLib::PricingEngine> TRI_Engine(const long& timeSteps);
  
!     /* *** Interpolation *** */
!     boost::shared_ptr<QuantLib::Interpolation> Linear_Interpolation(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin);
!     boost::shared_ptr<QuantLib::Interpolation> BackwardFlat_Interpolation(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin);
!     boost::shared_ptr<QuantLib::Interpolation> ForwardFlat_Interpolation(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin);
! 
!     /* *** Interpolation2D *** */
!     boost::shared_ptr<QuantLib::Interpolation2D> Bilinear_Interpolation(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin, dbl_itr& yEnd,
              const QuantLib::Matrix& zData);
!     boost::shared_ptr<QuantLib::Interpolation2D> BicubicSpline(
              dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin, dbl_itr& yEnd,
              const QuantLib::Matrix& zData);

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** typefactory.hpp	30 Jun 2006 18:06:57 -0000	1.13
--- typefactory.hpp	3 Jul 2006 13:25:52 -0000	1.14
***************
*** 24,27 ****
--- 24,28 ----
  #include <ql/Utilities/strings.hpp>
  #include <ql/Math/matrix.hpp>
+ #include <ql/Math/interpolation2D.hpp>
  #include <oh/exception.hpp>
  
***************
*** 122,150 ****
      };
  
!     /* *** Extrapolator *** */
      typedef const std::vector<double>::const_iterator dbl_itr;
!     typedef boost::shared_ptr<QuantLib::Extrapolator>(*ExtrapolatorConstructor1)(
          dbl_itr&, dbl_itr&, dbl_itr&);
-     typedef boost::shared_ptr<QuantLib::Extrapolator>(*ExtrapolatorConstructor2)(
-         dbl_itr&, dbl_itr&, dbl_itr&, dbl_itr&, const QuantLib::Matrix&);
  
      template<>
!     class Create<boost::shared_ptr<QuantLib::Extrapolator> > :
!         private RegistryManager<QuantLib::Extrapolator, EnumClassRegistry> {
      public:
!         boost::shared_ptr<QuantLib::Extrapolator> operator() (
!                 const std::string& extrapolatorID, 
                  dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) {
!             ExtrapolatorConstructor1 extrapolatorConstructor = 
!                 getType<ExtrapolatorConstructor1>(extrapolatorID);
!             return extrapolatorConstructor(xBegin, xEnd, yBegin);
          }
!         boost::shared_ptr<QuantLib::Extrapolator> operator() (
!                 const std::string& extrapolatorID, 
                  dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin, dbl_itr& yEnd,
                  const QuantLib::Matrix& zData) {
!             ExtrapolatorConstructor2 extrapolatorConstructor = 
!                 getType<ExtrapolatorConstructor2>(extrapolatorID);
!             return extrapolatorConstructor(xBegin, xEnd, yBegin, yEnd, zData);
          }
      };
--- 123,159 ----
      };
  
!     /* *** Interpolation *** */
      typedef const std::vector<double>::const_iterator dbl_itr;
!     typedef boost::shared_ptr<QuantLib::Interpolation>(*InterpolationConstructor)(
          dbl_itr&, dbl_itr&, dbl_itr&);
  
      template<>
!     class Create<boost::shared_ptr<QuantLib::Interpolation> > :
!         private RegistryManager<QuantLib::Interpolation, EnumClassRegistry> {
      public:
!         boost::shared_ptr<QuantLib::Interpolation> operator() (
!                 const std::string& interpolationID, 
                  dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) {
!             InterpolationConstructor interpolationConstructor = 
!                 getType<InterpolationConstructor>(interpolationID);
!             return interpolationConstructor(xBegin, xEnd, yBegin);
          }
!     };
! 
!     /* *** Interpolation2D *** */
!     typedef boost::shared_ptr<QuantLib::Interpolation2D>(*Interpolation2DConstructor)(
!         dbl_itr&, dbl_itr&, dbl_itr&, dbl_itr&, const QuantLib::Matrix&);
! 
!     template<>
!     class Create<boost::shared_ptr<QuantLib::Interpolation2D> > :
!         private RegistryManager<QuantLib::Interpolation2D, EnumClassRegistry> {
!     public:
!         boost::shared_ptr<QuantLib::Interpolation2D> operator() (
!                 const std::string& interpolationID, 
                  dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin, dbl_itr& yEnd,
                  const QuantLib::Matrix& zData) {
!             Interpolation2DConstructor interpolation2DConstructor = 
!                 getType<Interpolation2DConstructor>(interpolationID);
!             return interpolation2DConstructor(xBegin, xEnd, yBegin, yEnd, zData);
          }
      };