[QuantLibAddin-cvs] QuantLibAddin/qlo Makefile.am, 1.2, 1.3 enumclassctors.hpp, 1.12, 1.13 index.cpp, 1.12, 1.13 index.hpp, 1.10, 1.11 optimization.cpp, 1.4, 1.5 optimization.hpp, 1.2, 1.3 pricingengines.hpp, 1.7, 1.8 qladdindefines.hpp, 1.5, 1.6

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/qlo

Modified Files:
	Makefile.am enumclassctors.hpp index.cpp index.hpp 
	optimization.cpp optimization.hpp pricingengines.hpp 
	qladdindefines.hpp 
Log Message:
merge R000313f0-branch

Index: pricingengines.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.hpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** pricingengines.hpp	29 Jun 2006 15:02:31 -0000	1.7
--- pricingengines.hpp	28 Aug 2006 10:05:25 -0000	1.8
***************
*** 53,60 ****
      };
  
!     class AnalyticCapFloorEngine : public ObjHandler::LibraryObject<QuantLib::PricingEngine> {
        public:
          AnalyticCapFloorEngine(
!             const boost::shared_ptr < QuantLib::AffineModel >& model);
      };
  
--- 53,60 ----
      };
  
!     class AnalyticCapFloorEngine : public PricingEngine {
        public:
          AnalyticCapFloorEngine(
!             const boost::shared_ptr<QuantLib::AffineModel>& model);
      };
  

Index: index.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.cpp,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** index.cpp	31 Jul 2006 11:21:16 -0000	1.12
--- index.cpp	28 Aug 2006 10:05:25 -0000	1.13
***************
*** 25,29 ****
  #include <qlo/index.hpp>
  #include <qlo/typefactory.hpp>
! #include <ql/Indexes/swapindex.hpp>
  
  namespace QuantLibAddin {
--- 25,29 ----
  #include <qlo/index.hpp>
  #include <qlo/typefactory.hpp>
! //#include <ql/Indexes/swapindex.hpp>
  
  namespace QuantLibAddin {
***************
*** 46,65 ****
      }
  
!     SwapIndex::SwapIndex(const std::string& familyName,
!                          long years,
!                          long fixingDays,
!                          QuantLib::Currency& crr,
!                          const QuantLib::Calendar& calendar,
!                          QuantLib::Frequency fixedLegFreq,
!                          QuantLib::BusinessDayConvention fixedLegBDC,
!                          const QuantLib::DayCounter& fixedLegDayCounter,
!                          const boost::shared_ptr<QuantLib::Xibor>& index)
!     {
!         libraryObject_ = boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::SwapIndex(familyName, years,
!                                    fixingDays, crr, calendar, 
!                                    fixedLegFreq, fixedLegBDC,
!                                    fixedLegDayCounter, index));
!     }
  
  }
--- 46,65 ----
      }
  
!     //SwapIndex::SwapIndex(const std::string& familyName,
!     //                     long years,
!     //                     long fixingDays,
!     //                     QuantLib::Currency& crr,
!     //                     const QuantLib::Calendar& calendar,
!     //                     QuantLib::Frequency fixedLegFreq,
!     //                     QuantLib::BusinessDayConvention fixedLegBDC,
!     //                     const QuantLib::DayCounter& fixedLegDayCounter,
!     //                     const boost::shared_ptr<QuantLib::Xibor>& index)
!     //{
!     //    libraryObject_ = boost::shared_ptr<QuantLib::Index>(
!     //        new QuantLib::SwapIndex(familyName, years,
!     //                               fixingDays, crr, calendar, 
!     //                               fixedLegFreq, fixedLegBDC,
!     //                               fixedLegDayCounter, index));
!     //}
  
  }

Index: optimization.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/optimization.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** optimization.hpp	18 Jul 2006 16:01:08 -0000	1.2
--- optimization.hpp	28 Aug 2006 10:05:25 -0000	1.3
***************
*** 36,46 ****
          QuantLib::OptimizationMethod> {};
  
!     class ConjugateGradient : public OptimizationMethod
!     {
!       public:
!         ConjugateGradient(const QuantLib::EndCriteria& endCriteria,
!                           const QuantLib::Array& initialValue,
!                           const boost::shared_ptr<QuantLib::LineSearch>& lineSearch);
!     };
  
      class LevenbergMarquardt : public OptimizationMethod
--- 36,46 ----
          QuantLib::OptimizationMethod> {};
  
!     //class ConjugateGradient : public OptimizationMethod
!     //{
!     //  public:
!     //    ConjugateGradient(const QuantLib::EndCriteria& endCriteria,
!     //                      const QuantLib::Array& initialValue,
!     //                      const boost::shared_ptr<QuantLib::LineSearch>& lineSearch);
!     //};
  
      class LevenbergMarquardt : public OptimizationMethod

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** enumclassctors.hpp	7 Aug 2006 10:33:10 -0000	1.12
--- enumclassctors.hpp	28 Aug 2006 10:05:25 -0000	1.13
***************
*** 124,142 ****
  
      /* *** EuriborSwapFixA *** */
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y();
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y();
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y();
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y();
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y();
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y();
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y();
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y();
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y();
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y();
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y();
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y();
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y();
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y();
!     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y();
  
      /* *** YieldTermStructure *** */
--- 124,142 ----
  
      /* *** EuriborSwapFixA *** */
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y();
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y();
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y();
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y();
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y();
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y();
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y();
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y();
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y();
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y();
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y();
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y();
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y();
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y();
!     //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y();
  
      /* *** YieldTermStructure *** */

Index: qladdindefines.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/qladdindefines.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** qladdindefines.hpp	16 Jul 2006 10:18:48 -0000	1.5
--- qladdindefines.hpp	28 Aug 2006 10:05:25 -0000	1.6
***************
*** 27,45 ****
  
  #include <oh/objhandler.hpp>
! #if OBJHANDLER_HEX_VERSION < 0x000103f0
!     #error using an old version of ObjectHandler, please update.
  #endif
  
  #include <ql/qldefines.hpp>
! #if QL_HEX_VERSION < 0x000313f0
!     #error using an old version of QuantLib, please update.
  #endif
  
  //! version string
! //#ifdef _DEBUG
! //    #define QLADDIN_VERSION "0.3.13-debug"
! //#else
      #define QLADDIN_VERSION "0.3.13"
! //#endif
  
  //! version hexadecimal number
--- 27,45 ----
  
  #include <oh/objhandler.hpp>
! #if OBJHANDLER_HEX_VERSION != 0x000104f0
!     #error using an incorrect version of ObjectHandler, please update.
  #endif
  
  #include <ql/qldefines.hpp>
! #if QL_HEX_VERSION != 0x000313f0
!     #error using an incorrect version of QuantLib, please update.
  #endif
  
  //! version string
! #ifdef _DEBUG
!     #define QLADDIN_VERSION "0.3.13-debug"
! #else
      #define QLADDIN_VERSION "0.3.13"
! #endif
  
  //! version hexadecimal number

Index: Makefile.am
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/Makefile.am,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** Makefile.am	27 Jul 2006 14:06:31 -0000	1.2
--- Makefile.am	28 Aug 2006 10:05:25 -0000	1.3
***************
*** 18,21 ****
--- 18,22 ----
      capletvolstructure.hpp \
      cliquetoption.hpp \
+     config.hpp \
      conversions.hpp \
      couponvectors.hpp \

Index: index.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.hpp,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** index.hpp	31 Jul 2006 16:03:07 -0000	1.10
--- index.hpp	28 Aug 2006 10:05:25 -0000	1.11
***************
*** 31,37 ****
      class Index : public ObjHandler::LibraryObject<QuantLib::Index> {};
  
!     class InterestRateIndex : public Index {};
  
!     class Xibor : public InterestRateIndex {
      public:
          Xibor(const std::string& indexName,
--- 31,38 ----
      class Index : public ObjHandler::LibraryObject<QuantLib::Index> {};
  
!     //class InterestRateIndex : public Index {};
  
!     //class Xibor : public InterestRateIndex {
!     class Xibor : public Index {
      public:
          Xibor(const std::string& indexName,
***************
*** 45,60 ****
      };
  
!     class SwapIndex : public InterestRateIndex {
!     public:
!         SwapIndex(const std::string& familyName,
!                   long years,
!                   long fixingDays,
!                   QuantLib::Currency& crr,
!                   const QuantLib::Calendar& calendar,
!                   QuantLib::Frequency fixedLegFreq,
!                   QuantLib::BusinessDayConvention fixedLegBDC,
!                   const QuantLib::DayCounter& fixedLegDayCounter,
!                   const boost::shared_ptr<QuantLib::Xibor>& index);
!     };
  
  }
--- 46,61 ----
      };
  
!     //class SwapIndex : public InterestRateIndex {
!     //public:
!     //    SwapIndex(const std::string& familyName,
!     //              long years,
!     //              long fixingDays,
!     //              QuantLib::Currency& crr,
!     //              const QuantLib::Calendar& calendar,
!     //              QuantLib::Frequency fixedLegFreq,
!     //              QuantLib::BusinessDayConvention fixedLegBDC,
!     //              const QuantLib::DayCounter& fixedLegDayCounter,
!     //              const boost::shared_ptr<QuantLib::Xibor>& index);
!     //};
  
  }

Index: optimization.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/optimization.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** optimization.cpp	31 Jul 2006 11:21:16 -0000	1.4
--- optimization.cpp	28 Aug 2006 10:05:25 -0000	1.5
***************
*** 36,49 ****
  
  
!     ConjugateGradient::ConjugateGradient(
!         const QuantLib::EndCriteria& endCriteria,
!         const QuantLib::Array& initialValue,
!         const boost::shared_ptr<QuantLib::LineSearch>& lineSearch)
!     {
!         libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>(
!                                 new QuantLib::ConjugateGradient(endCriteria,
!                                                                 initialValue,
!                                                                 lineSearch));
!     }
  
      LevenbergMarquardt::LevenbergMarquardt()
--- 36,49 ----
  
  
!     //ConjugateGradient::ConjugateGradient(
!     //    const QuantLib::EndCriteria& endCriteria,
!     //    const QuantLib::Array& initialValue,
!     //    const boost::shared_ptr<QuantLib::LineSearch>& lineSearch)
!     //{
!     //    libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>(
!     //                            new QuantLib::ConjugateGradient(endCriteria,
!     //                                                            initialValue,
!     //                                                            lineSearch));
!     //}
  
      LevenbergMarquardt::LevenbergMarquardt()