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From: Eric E. <eri...@us...> - 2006-08-06 19:27:23
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31052/Addins/Calc Modified Files: Tag: R000313f0-branch Makefile.am calcutils.hpp conversions.cpp conversions.hpp Log Message: extend support for calc Index: conversions.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/conversions.cpp,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** conversions.cpp 29 Jul 2006 15:32:31 -0000 1.1 --- conversions.cpp 6 Aug 2006 19:27:20 -0000 1.1.2.1 *************** *** 17,24 **** #include <Addins/Calc/conversions.hpp> - QuantLib::Date calcToLib(const sal_Int32 &date) { - return QuantLib::Date(date); } --- 17,119 ---- #include <Addins/Calc/conversions.hpp> + #include <Addins/Calc/calcutils.hpp> + #include <qlo/calendar.hpp> + #include <qlo/typefactory.hpp> + #include <oh/objecthandler.hpp> + + void calcToLib(QuantLib::Date &ret, const sal_Int32 &date) { + ret = QuantLib::Date(date); + } + + void calcToLib(QuantLib::Calendar &ret, const STRING &id2) { + std::string id = ouStringToStlString(id2); + if (QuantLibAddin::Create<QuantLib::Calendar>().checkType(id)) { + ret = QuantLibAddin::Create<QuantLib::Calendar>()(id); + } else { + OH_GET_REFERENCE(calendarPointer, id, + QuantLibAddin::JointCalendar, QuantLib::Calendar) + ret = *calendarPointer.get(); + } + } + + void calcToLib(QuantLib::Period &ret, const STRING &id) { + } + + void calcToVectorLib(std::vector<QuantLib::Date> &ret, + const SEQSEQ(sal_Int32) &in) { + for (int i=0; i<in.getLength(); i++) + for (int j=0; j<in[i].getLength(); j++) + ret.push_back(QuantLib::Date(in[i][j])); } + void calcToVectorLib(QuantLib::Array &ret, const SEQSEQ(double) &in) { + } + + void calcToVectorLib(std::vector<std::string> &ret, const SEQSEQ(ANY) &in) { + } + + void calcToVectorLib(std::vector<long> &ret, const SEQSEQ(sal_Int32) &in) { + } + + void calcToVectorLib(std::vector<bool> &ret, const SEQSEQ(sal_Int32) &in) { + } + + void calcToVectorLib(std::vector<QuantLib::Period> &ret, const SEQSEQ(ANY) &in) { + } + + QuantLib::Matrix calcToQlMatrix(const SEQSEQ(double) &in) { + int rows = in.getLength(); + int cols; + if (rows) + cols = in[0].getLength(); + else + cols = 0; + QuantLib::Matrix m(rows, cols); + for (int i=0; i<rows; i++) { + SEQ(double) row = in[i]; + for (int j=0; j<cols; j++) { + m[i][j] = row[j]; + } + } + return m; + } + + + void scalarToCalcLib(sal_Int32 &ret, const QuantLib::Date &in) { + ret = in.serialNumber(); + } + + void scalarToCalcLib(double &ret, const QuantLib::Real &in) { + ret = in; + } + + void vectorToCalcLib(SEQSEQ(sal_Int32) &ret, const std::vector<QuantLib::Date> &v) { + ret.realloc(v.size()); + for (unsigned int i=0; i<v.size(); i++) { + SEQ(sal_Int32) s(1); + s[0] = v[i].serialNumber(); + ret[i] = s; + } + } + + void vectorToCalcLib(SEQSEQ(double) &ret, const QuantLib::Array &in) { + ret.realloc(in.size()); + for (unsigned int i=0; i<in.size(); i++) { + SEQ(double) s(1); + s[0] = in[i]; + ret[i] = s; + } + } + + void matrixToCalcLib(SEQSEQ(double) &ret, const QuantLib::Matrix &in) { + ret.realloc(in.rows()); + for (unsigned int i=0; i<in.rows(); i++) { + SEQ(double) s(in.columns()); + for (unsigned int j=0; j<in.columns(); j++) { + s[j] = in[i][j]; + } + ret[i] = s; + } + } Index: conversions.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/conversions.hpp,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** conversions.hpp 29 Jul 2006 15:32:31 -0000 1.1 --- conversions.hpp 6 Aug 2006 19:27:20 -0000 1.1.2.1 *************** *** 20,26 **** #include <ql/date.hpp> #include <sal/types.h> ! QuantLib::Date calcToLib(const sal_Int32&); #endif --- 20,45 ---- #include <ql/date.hpp> + #include <ql/calendar.hpp> + #include <ql/Math/matrix.hpp> + #include <Addins/Calc/qldefs.hpp> #include <sal/types.h> + #include <vector> ! void calcToLib(QuantLib::Date &, const sal_Int32&); ! void calcToLib(QuantLib::Calendar &, const STRING &id); ! void calcToLib(QuantLib::Period &, const STRING &id); ! void calcToVectorLib(std::vector<QuantLib::Date> &, const SEQSEQ(sal_Int32) &); ! void calcToVectorLib(QuantLib::Array &, const SEQSEQ(double) &); ! void calcToVectorLib(std::vector<std::string> &, const SEQSEQ(ANY) &); ! void calcToVectorLib(std::vector<long> &, const SEQSEQ(sal_Int32) &); ! void calcToVectorLib(std::vector<bool> &, const SEQSEQ(sal_Int32) &); ! void calcToVectorLib(std::vector<QuantLib::Period> &, const SEQSEQ(ANY) &); ! QuantLib::Matrix calcToQlMatrix(const SEQSEQ(double) &); ! ! void scalarToCalcLib(sal_Int32 &, const QuantLib::Date &); ! void scalarToCalcLib(double &, const QuantLib::Real &); ! void vectorToCalcLib(SEQSEQ(sal_Int32) &, const std::vector<QuantLib::Date> &); ! void vectorToCalcLib(SEQSEQ(double) &, const QuantLib::Array &); ! void matrixToCalcLib(SEQSEQ(double) &, const QuantLib::Matrix &); #endif Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/Makefile.am,v retrieving revision 1.1.2.2 retrieving revision 1.1.2.3 diff -C2 -d -r1.1.2.2 -r1.1.2.3 *** Makefile.am 5 Aug 2006 15:44:44 -0000 1.1.2.2 --- Makefile.am 6 Aug 2006 19:27:20 -0000 1.1.2.3 *************** *** 1,6 **** - OFFICE_SDK_PATH=/opt/openoffice.org2.0_sdk - OFFICE_PROGRAM_PATH=/usr/lib/openoffice.org2.0/program - # -DCPPU_ENV=gcc3 AM_CPPFLAGS = -I${top_srcdir} -I$(OFFICE_SDK_PATH)/include \ -DUNX -DGCC -DLINUX -DCPPU_ENV=gcc3 --- 1,3 ---- *************** *** 64,72 **** --- 61,81 ---- if BUILD_CALC noinst_HEADERS = \ + bonds.hpp \ calcutils.hpp \ + calendar.hpp \ + capfloor.hpp \ + capletvolstructure.hpp \ conversions.hpp \ + couponvectors.hpp \ + date.hpp \ exercise.hpp \ + forwardrateagreement.hpp \ + instruments.hpp \ + interpolation.hpp \ + mathf.hpp \ + optimization.hpp \ options.hpp \ payoffs.hpp \ + prices.hpp \ pricingengines.hpp \ processes.hpp \ *************** *** 74,93 **** --- 83,132 ---- qladdin.hpp \ qldefs.hpp \ + randomsequencegenerator.hpp \ + ratehelpers.hpp \ + schedule.hpp \ + shortratemodels.hpp \ + swap.hpp \ + swaption.hpp \ + swaptionvolstructure.hpp \ + termstructures.hpp \ utilities.hpp \ + vanillaswap.hpp \ volatilities.hpp endif libQuantLibAddinCalc_la_SOURCES = \ + bonds.cpp \ calcutils.cpp \ + calendar.cpp \ + capfloor.cpp \ + capletvolstructure.cpp \ conversions.cpp \ + couponvectors.cpp \ + date.cpp \ exercise.cpp \ + forwardrateagreement.cpp \ funcdef.cpp \ + instruments.cpp \ + interpolation.cpp \ + mathf.cpp \ + optimization.cpp \ options.cpp \ payoffs.cpp \ + prices.cpp \ pricingengines.cpp \ processes.cpp \ qladdin.cpp \ + randomsequencegenerator.cpp \ + ratehelpers.cpp \ + schedule.cpp \ session.cpp \ + shortratemodels.cpp \ + swap.cpp \ + swaption.cpp \ + swaptionvolstructure.cpp \ + termstructures.cpp \ utilities.cpp \ + vanillaswap.cpp \ volatilities.cpp Index: calcutils.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/calcutils.hpp,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** calcutils.hpp 19 May 2006 16:56:16 -0000 1.1 --- calcutils.hpp 6 Aug 2006 19:27:20 -0000 1.1.2.1 *************** *** 19,22 **** --- 19,24 ---- #define qla_calc_calcutils_hpp + #include <boost/any.hpp> + std::string ouStringToStlString(const STRING &s); ANY stlStringToCalcAny(const std::string &s); |
