[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.cpp, 1.4, 1.5 enumclassctors.hpp, 1.4, 1.5 pricingengines.cpp, 1.8, 1.9 typefactory.hpp, 1.16, 1.17

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7886/qlo

Modified Files:
	enumclassctors.cpp enumclassctors.hpp pricingengines.cpp 
	typefactory.hpp 
Log Message:
use same signature for all pricing engine constructors

Index: pricingengines.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.cpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** pricingengines.cpp	29 Jun 2006 15:02:31 -0000	1.8
--- pricingengines.cpp	10 Jul 2006 11:24:57 -0000	1.9
***************
*** 30,34 ****
      PricingEngine::PricingEngine(const std::string &engineID)
      {
!         libraryObject_ = Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID);
      }
  
--- 30,34 ----
      PricingEngine::PricingEngine(const std::string &engineID)
      {
!         libraryObject_ = Create<boost::shared_ptr<QuantLib::PricingEngine> >()(engineID, 1);
      }
  

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** enumclassctors.cpp	4 Jul 2006 17:07:56 -0000	1.4
--- enumclassctors.cpp	10 Jul 2006 11:24:57 -0000	1.5
***************
*** 65,121 ****
      }
  
!     /* *** PricingEngine - without 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);    
--- 65,121 ----
      }
  
!     /* *** PricingEngine - timesteps ignored *** */
!     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> I_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (
              new QuantLib::IntegralEngine);
      }
!     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);    
***************
*** 124,128 ****
                  QuantLib::VanillaOption::results>(underlyingEngine));
      }
!     boost::shared_ptr<QuantLib::PricingEngine> FPE_Engine() {
          boost::shared_ptr<QuantLib::VanillaOption::engine> 
              underlyingEngine(new QuantLib::AnalyticEuropeanEngine);    
--- 124,128 ----
                  QuantLib::VanillaOption::results>(underlyingEngine));
      }
!     boost::shared_ptr<QuantLib::PricingEngine> FPE_Engine(const long& timeSteps) {
          boost::shared_ptr<QuantLib::VanillaOption::engine> 
              underlyingEngine(new QuantLib::AnalyticEuropeanEngine);    
***************
*** 132,136 ****
                  QuantLib::VanillaOption::results>(underlyingEngine));
      }
!     boost::shared_ptr<QuantLib::PricingEngine> QE_Engine() {
          boost::shared_ptr<QuantLib::VanillaOption::engine> 
              underlyingEngine(new QuantLib::AnalyticEuropeanEngine);    
--- 132,136 ----
                  QuantLib::VanillaOption::results>(underlyingEngine));
      }
!     boost::shared_ptr<QuantLib::PricingEngine> QE_Engine(const long& timeSteps) {
          boost::shared_ptr<QuantLib::VanillaOption::engine> 
              underlyingEngine(new QuantLib::AnalyticEuropeanEngine);    
***************
*** 139,143 ****
                  QuantLib::VanillaOption::results>(underlyingEngine));
      }
!     boost::shared_ptr<QuantLib::PricingEngine> QFE_Engine() {
          boost::shared_ptr<QuantLib::VanillaOption::engine> 
              underlyingEngine(new QuantLib::AnalyticEuropeanEngine);    
--- 139,143 ----
                  QuantLib::VanillaOption::results>(underlyingEngine));
      }
!     boost::shared_ptr<QuantLib::PricingEngine> QFE_Engine(const long& timeSteps) {
          boost::shared_ptr<QuantLib::VanillaOption::engine> 
              underlyingEngine(new QuantLib::AnalyticEuropeanEngine);    
***************
*** 150,154 ****
      }
  
!     /* *** PricingEngine - with timesteps *** */
      boost::shared_ptr<QuantLib::PricingEngine> AEQPB_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (
--- 150,154 ----
      }
  
!     /* *** PricingEngine - timesteps required *** */
      boost::shared_ptr<QuantLib::PricingEngine> AEQPB_Engine(const long& timeSteps) {
          return boost::shared_ptr<QuantLib::PricingEngine> (

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** enumclassctors.hpp	4 Jul 2006 17:07:56 -0000	1.4
--- enumclassctors.hpp	10 Jul 2006 11:24:57 -0000	1.5
***************
*** 58,81 ****
              const double &strikeIncrement);
  
!     /* *** PricingEngine - without timesteps *** */
!     boost::shared_ptr<QuantLib::PricingEngine> AB_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> AC_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> ACGAPA_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> ADA_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> ADGAPA_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> ADE_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> AE_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> AP_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> BAWA_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> I_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> BSA_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> PE_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> SE_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> FE_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> FPE_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> QE_Engine();
!     boost::shared_ptr<QuantLib::PricingEngine> QFE_Engine();
  
!     /* *** PricingEngine - with timesteps *** */
      boost::shared_ptr<QuantLib::PricingEngine> AEQPB_Engine(const long& timeSteps);
      boost::shared_ptr<QuantLib::PricingEngine> CRR_Engine(const long& timeSteps);
--- 58,81 ----
              const double &strikeIncrement);
  
!     /* *** PricingEngine - timesteps ignored *** */
!     boost::shared_ptr<QuantLib::PricingEngine> AB_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> AC_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> ACGAPA_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> ADA_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> ADGAPA_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> ADE_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> AE_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> AP_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> BAWA_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> I_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> BSA_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> PE_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> SE_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> FE_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> FPE_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> QE_Engine(const long& timeSteps);
!     boost::shared_ptr<QuantLib::PricingEngine> QFE_Engine(const long& timeSteps);
  
!     /* *** PricingEngine - timesteps required *** */
      boost::shared_ptr<QuantLib::PricingEngine> AEQPB_Engine(const long& timeSteps);
      boost::shared_ptr<QuantLib::PricingEngine> CRR_Engine(const long& timeSteps);

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** typefactory.hpp	4 Jul 2006 17:07:56 -0000	1.16
--- typefactory.hpp	10 Jul 2006 11:24:57 -0000	1.17
***************
*** 138,143 ****
  
      /* *** PricingEngine *** */
!     typedef boost::shared_ptr<QuantLib::PricingEngine>(*PricingEngineConstructor1)();
!     typedef boost::shared_ptr<QuantLib::PricingEngine>(*PricingEngineConstructor2)(
          const long&);
  
--- 138,142 ----
  
      /* *** PricingEngine *** */
!     typedef boost::shared_ptr<QuantLib::PricingEngine>(*PricingEngineConstructor)(
          const long&);
  
***************
*** 146,159 ****
          private RegistryManager<QuantLib::PricingEngine, EnumClassRegistry> {
      public:
-         boost::shared_ptr<QuantLib::PricingEngine> operator()(const std::string& engineID) {
-             PricingEngineConstructor1 pricingEngineConstructor =
-                 getType<std::string, PricingEngineConstructor1>(engineID);
-             return pricingEngineConstructor();
-         }
          boost::shared_ptr<QuantLib::PricingEngine> operator()(const std::string& engineID,
                                                                const long& timeSteps) {
              QL_REQUIRE(timeSteps>0, "timeSteps must be positive");  // FIXME move this validation into QL
!             PricingEngineConstructor2 pricingEngineConstructor =
!                 getType<std::string, PricingEngineConstructor2>(engineID);
              return pricingEngineConstructor(timeSteps);
          }
--- 145,153 ----
          private RegistryManager<QuantLib::PricingEngine, EnumClassRegistry> {
      public:
          boost::shared_ptr<QuantLib::PricingEngine> operator()(const std::string& engineID,
                                                                const long& timeSteps) {
              QL_REQUIRE(timeSteps>0, "timeSteps must be positive");  // FIXME move this validation into QL
!             PricingEngineConstructor pricingEngineConstructor =
!                 getType<std::string, PricingEngineConstructor>(engineID);
              return pricingEngineConstructor(timeSteps);
          }
***************
*** 214,219 ****
      };
  
- 
- 
      /* *** YieldTermStructure *** */
      typedef boost::shared_ptr<QuantLib::YieldTermStructure>(*YieldTermStructureConstructor)(
--- 208,211 ----