[QuantLibAddin-cvs] QuantLibAddin/qlo sequencestatistics.cpp, NONE, 1.1 sequencestatistics.hpp, NONE, 1.1

[Cristina D. <cdu...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17782/qlo

Added Files:
	sequencestatistics.cpp sequencestatistics.hpp 
Log Message:


--- NEW FILE: sequencestatistics.cpp ---

/*
 Copyright (C) 2006 Cristina Duminuco

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email qua...@li...
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#if defined(HAVE_CONFIG_H)
    #include <qlo/config.hpp>
#endif
#include <qlo/sequencestatistics.hpp>

namespace QuantLibAddin {

    SequenceStatistics::SequenceStatistics(QuantLib::Size dimension,
                                           QuantLib::Matrix values, 
                                           std::vector<QuantLib::Real> weights)
        {               
            libraryObject_ = boost::shared_ptr<QuantLib::SequenceStatistics>(
                new QuantLib::SequenceStatistics(dimension));

            QL_REQUIRE(weights.size()==0 || values.rows()==weights.size(),
                "Values and weights vectors must have the same number of elements.");
            
            if (values.rows()!=0) {
                if (weights.size()!=0) {
                    for (QuantLib::Size i=0; i<values.rows(); i++) {
                        libraryObject_->add(values.row_begin(i),
                                            values.row_end(i),
                                            weights[i]);
                    }
                } else {
                    for (QuantLib::Size i=0; i<values.rows(); i++) {
                        libraryObject_->add(values.row_begin(i),
                                            values.row_end(i));
                    }
                }
            }
        }

}

--- NEW FILE: sequencestatistics.hpp ---

/*
 Copyright (C) 2006 Ferdinando Ametrano
 Copyright (C) 2006 Duminuco Cristina

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email qua...@li...
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#ifndef qla_sequencestatistics_hpp
#define qla_sequencestatistics_hpp

#include <oh/objhandler.hpp>
#include <ql/Math/sequencestatistics.hpp>
#include <ql/Math/riskstatistics.hpp>
#include <ql/Math/matrix.hpp>

namespace QuantLibAddin {

    class SequenceStatistics : 
        public ObjHandler::LibraryObject<QuantLib::SequenceStatistics> {
    public:
        SequenceStatistics(QuantLib::Size dimension,
                           QuantLib::Matrix values, 
                           std::vector<QuantLib::Real> weights);
    };

}
#endif