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From: Eric E. <eri...@us...> - 2006-07-16 10:42:47
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++ In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13401/Clients/C++ Modified Files: capfloor.cpp instruments.cpp options.cpp qlademo.cpp Log Message: replace 'instanceName/handle' with 'objectID' Index: options.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++/options.cpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** options.cpp 19 May 2006 16:56:16 -0000 1.1 --- options.cpp 16 Jul 2006 10:42:41 -0000 1.2 *************** *** 51,55 **** obj_ptr blackScholesProcess(new QuantLibAddin::GeneralizedBlackScholesProcess( ! "my_blackconstantvol", // black constant vol handle underlying, // underlying "Actual365Fixed", // daycount convention --- 51,55 ---- obj_ptr blackScholesProcess(new QuantLibAddin::GeneralizedBlackScholesProcess( ! "my_blackconstantvol", // black constant vol object ID underlying, // underlying "Actual365Fixed", // daycount convention *************** *** 65,83 **** obj_ptr vanillaOption(new QuantLibAddin::VanillaOption( ! "my_blackscholesprocess", // stochastic process handle "Put", // option type "Vanilla", // payoff type strike, // strike price ! "my_exercise", // exercise handle "AE", // engine type (analytic european) timeSteps)); // time steps storeObject("my_vanillaOption", vanillaOption); vanillaOption->setProperties(boost::shared_ptr<ObjHandler::ValueObject>(new QuantLibAddin::ValueObjects::qlVanillaOption( ! "my_vanillaOption", // instance name ! "my_blackscholesprocess", // stochastic process handle "Put", // option type "Vanilla", // payoff type strike, // strike price ! "my_exercise", // exercise handle "AE", // engine type (analytic european) timeSteps))); // time steps --- 65,83 ---- obj_ptr vanillaOption(new QuantLibAddin::VanillaOption( ! "my_blackscholesprocess", // stochastic process object ID "Put", // option type "Vanilla", // payoff type strike, // strike price ! "my_exercise", // exercise object ID "AE", // engine type (analytic european) timeSteps)); // time steps storeObject("my_vanillaOption", vanillaOption); vanillaOption->setProperties(boost::shared_ptr<ObjHandler::ValueObject>(new QuantLibAddin::ValueObjects::qlVanillaOption( ! "my_vanillaOption", // object ID ! "my_blackscholesprocess", // stochastic process object ID "Put", // option type "Vanilla", // payoff type strike, // strike price ! "my_exercise", // exercise object ID "AE", // engine type (analytic european) timeSteps))); // time steps *************** *** 92,100 **** obj_ptr continuousAveragingAsianOption(new QuantLibAddin::ContinuousAveragingAsianOption( "Geometric", // average type ! "my_blackscholesprocess", // stochastic process handle "Put", // option type "Vanilla", // payoff type strike, // strike price ! "my_exercise", // exercise handle "ACGAPA", // engine type (AnalyticContinuousGeometricAveragePriceAsianEngine) timeSteps)); // time steps --- 92,100 ---- obj_ptr continuousAveragingAsianOption(new QuantLibAddin::ContinuousAveragingAsianOption( "Geometric", // average type ! "my_blackscholesprocess", // stochastic process object ID "Put", // option type "Vanilla", // payoff type strike, // strike price ! "my_exercise", // exercise object ID "ACGAPA", // engine type (AnalyticContinuousGeometricAveragePriceAsianEngine) timeSteps)); // time steps *************** *** 110,118 **** 0, // past fixings fixingDates, // fixingDates ! "my_blackscholesprocess", // stochastic process handle "Put", // option type "Vanilla", // payoff type strike, // strike price ! "my_exercise", // exercise handle "ADGAPA", // engine type (AnalyticDiscreteGeometricAveragePriceAsianEngine) timeSteps)); // time steps --- 110,118 ---- 0, // past fixings fixingDates, // fixingDates ! "my_blackscholesprocess", // stochastic process object ID "Put", // option type "Vanilla", // payoff type strike, // strike price ! "my_exercise", // exercise object ID "ADGAPA", // engine type (AnalyticDiscreteGeometricAveragePriceAsianEngine) timeSteps)); // time steps *************** *** 124,132 **** 35.0, // barrier 3.0, // rebate ! "my_blackscholesprocess", // stochastic process handle "Put", // option type "Vanilla", // payoff type strike, // strike price ! "my_exercise", // exercise handle "AB", // engine type (AnalyticBarrierEngine) timeSteps)); // time steps --- 124,132 ---- 35.0, // barrier 3.0, // rebate ! "my_blackscholesprocess", // stochastic process object ID "Put", // option type "Vanilla", // payoff type strike, // strike price ! "my_exercise", // exercise object ID "AB", // engine type (AnalyticBarrierEngine) timeSteps)); // time steps *************** *** 137,141 **** resetDates.push_back(Date(12, March, 2020).serialNumber()); obj_ptr cliquetOption(new QuantLibAddin::CliquetOption( ! "my_blackscholesprocess", // stochastic process handle "Put", // option type strike, // strike price --- 137,141 ---- resetDates.push_back(Date(12, March, 2020).serialNumber()); obj_ptr cliquetOption(new QuantLibAddin::CliquetOption( ! "my_blackscholesprocess", // stochastic process object ID "Put", // option type strike, // strike price *************** *** 155,163 **** obj_ptr dividendVanillaOption(new QuantLibAddin::DividendVanillaOption( ! "my_blackscholesprocess", // stochastic process handle "Call", // option type "Vanilla", // payoff type 10.0, // strike price ! "my_exercise", // exercise handle dividendDates, // dividend dates dividends, // dividends --- 155,163 ---- obj_ptr dividendVanillaOption(new QuantLibAddin::DividendVanillaOption( ! "my_blackscholesprocess", // stochastic process object ID "Call", // option type "Vanilla", // payoff type 10.0, // strike price ! "my_exercise", // exercise object ID dividendDates, // dividend dates dividends, // dividends *************** *** 172,180 **** 12, // moneyness resetDate, // reset date ! "my_blackscholesprocess", // stochastic process handle "Put", // option type "Vanilla", // payoff type (plain vanilla) strike, // strike price ! "my_exercise", // exercise handle "FE", // engine type (ForwardEngine) timeSteps)); // time steps --- 172,180 ---- 12, // moneyness resetDate, // reset date ! "my_blackscholesprocess", // stochastic process object ID "Put", // option type "Vanilla", // payoff type (plain vanilla) strike, // strike price ! "my_exercise", // exercise object ID "FE", // engine type (ForwardEngine) timeSteps)); // time steps Index: capfloor.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++/capfloor.cpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** capfloor.cpp 19 May 2006 16:56:16 -0000 1.1 --- capfloor.cpp 16 Jul 2006 10:42:40 -0000 1.2 *************** *** 83,91 **** "Unadjusted", "Simple")); ! std::ostringstream handle; ! handle << datum.n << "M"; ! ObjHandler::storeObject(handle.str(), depositRateHelper); ! rateHelpers.push_back(handle.str()); } --- 83,91 ---- "Unadjusted", "Simple")); ! std::ostringstream objectID; ! objectID << datum.n << "M"; ! ObjHandler::storeObject(objectID.str(), depositRateHelper); ! rateHelpers.push_back(objectID.str()); } *************** *** 106,114 **** "Simple")); // floating day counter ! std::ostringstream handle; ! handle << datum.n << "Y"; ! ObjHandler::storeObject(handle.str(), swapRateHelper); ! rateHelpers.push_back(handle.str()); } --- 106,114 ---- "Simple")); // floating day counter ! std::ostringstream objectID; ! objectID << datum.n << "Y"; ! ObjHandler::storeObject(objectID.str(), swapRateHelper); ! rateHelpers.push_back(objectID.str()); } Index: instruments.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++/instruments.cpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** instruments.cpp 19 May 2006 16:56:16 -0000 1.1 --- instruments.cpp 16 Jul 2006 10:42:41 -0000 1.2 *************** *** 85,93 **** "Unadjusted", "Simple")); ! std::ostringstream handle; ! handle << datum.n << "M"; ! ObjHandler::storeObject(handle.str(), depositRateHelper); ! rateHelpers.push_back(handle.str()); } --- 85,93 ---- "Unadjusted", "Simple")); ! std::ostringstream objectID; ! objectID << datum.n << "M"; ! ObjHandler::storeObject(objectID.str(), depositRateHelper); ! rateHelpers.push_back(objectID.str()); } *************** *** 108,116 **** "Simple")); // floating day counter ! std::ostringstream handle; ! handle << datum.n << "Y"; ! ObjHandler::storeObject(handle.str(), swapRateHelper); ! rateHelpers.push_back(handle.str()); } --- 108,116 ---- "Simple")); // floating day counter ! std::ostringstream objectID; ! objectID << datum.n << "Y"; ! ObjHandler::storeObject(objectID.str(), swapRateHelper); ! rateHelpers.push_back(objectID.str()); } Index: qlademo.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++/qlademo.cpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** qlademo.cpp 19 May 2006 16:56:16 -0000 1.1 --- qlademo.cpp 16 Jul 2006 10:42:41 -0000 1.2 *************** *** 58,62 **** obj_ptr blackScholesProcess(new QuantLibAddin::GeneralizedBlackScholesProcess( ! "my_blackconstantvol", // black constant vol handle underlying, // underlying Actual360(), // daycount convention --- 58,62 ---- obj_ptr blackScholesProcess(new QuantLibAddin::GeneralizedBlackScholesProcess( ! "my_blackconstantvol", // black constant vol object ID underlying, // underlying Actual360(), // daycount convention *************** *** 73,91 **** obj_ptr vanillaOption(new QuantLibAddin::VanillaOption( ! "my_blackscholes", // stochastic process handle "Put", // option type "Vanilla", // payoff type strike, // strike price ! "my_exercise", // exercise handle "JR", // engine type (jarrow rudd) timeSteps)); // time steps storeObject("my_option", vanillaOption); vanillaOption->setProperties(boost::shared_ptr<ObjHandler::ValueObject>(new QuantLibAddin::ValueObjects::qlVanillaOption( ! "my_option", // instance name ! "my_blackscholes", // stochastic process handle "Put", // option type "Vanilla", // payoff type strike, // strike price ! "my_exercise", // exercise handle "JR", // engine type (jarrow rudd) timeSteps))); // time steps --- 73,91 ---- obj_ptr vanillaOption(new QuantLibAddin::VanillaOption( ! "my_blackscholes", // stochastic process object ID "Put", // option type "Vanilla", // payoff type strike, // strike price ! "my_exercise", // exercise object ID "JR", // engine type (jarrow rudd) timeSteps)); // time steps storeObject("my_option", vanillaOption); vanillaOption->setProperties(boost::shared_ptr<ObjHandler::ValueObject>(new QuantLibAddin::ValueObjects::qlVanillaOption( ! "my_option", // object ID ! "my_blackscholes", // stochastic process object ID "Put", // option type "Vanilla", // payoff type strike, // strike price ! "my_exercise", // exercise object ID "JR", // engine type (jarrow rudd) timeSteps))); // time steps |
