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From: Eric E. <eri...@us...> - 2006-08-28 10:05:31
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/Docs/pages Modified Files: build.tutorial.docs calc.docs evaluationdate.docs faq.docs functional.docs history.docs index.docs installation.docs people.docs Removed Files: build.quantlib.docs build.sourceforge.anonymous.docs build.sourceforge.developer.docs build.vc.docs Log Message: merge R000313f0-branch --- build.vc.docs DELETED --- --- build.quantlib.docs DELETED --- --- build.sourceforge.anonymous.docs DELETED --- Index: functional.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/functional.docs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** functional.docs 19 May 2006 16:56:16 -0000 1.1 --- functional.docs 28 Aug 2006 10:05:24 -0000 1.2 *************** *** 22,32 **** platform-independent documentation of %QuantLibAddin functionality. ! Section \ref functions is an alphabetic list of links to the documentation for all functions in %QuantLibAddin. ! Section \ref categories is a list of links to documentation of %QuantLibAddin functions by category. ! The \ref enums page documents alphanumeric codes which %QuantLibAddin recognizes to indicate minor or transient %QuantLib classes which are constructed as part of larger operations. --- 22,32 ---- platform-independent documentation of %QuantLibAddin functionality. ! Section <a href="auto/all.html">functions</a> is an alphabetic list of links to the documentation for all functions in %QuantLibAddin. ! Section <a href="auto/categories.html">categories</a> is a list of links to documentation of %QuantLibAddin functions by category. ! The <a href="auto/enums.html">enums</a> page documents alphanumeric codes which %QuantLibAddin recognizes to indicate minor or transient %QuantLib classes which are constructed as part of larger operations. Index: faq.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/faq.docs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** faq.docs 22 Jun 2006 10:56:35 -0000 1.2 --- faq.docs 28 Aug 2006 10:05:24 -0000 1.3 *************** *** 273,276 **** --- 273,295 ---- \section faq_excel What's the difference between QuantLibXL and QuantLibAddin? + The name QuantLibXL was originally applied to an Excel addin which supplemented + QuantLib releases 0.3.3 through 0.3.8. That project was discontinued. + + All %QuantLibAddin releases have included an Excel addin. Beginning with + %QuantLibAddin version 0.3.13, the QuantLibXL name has been resurrected and + given to the %QuantLibAddin build for the Excel platform. The + %QuantLibAddin/QuantLibXL projects are structured as follows: + - <a href="http://www.quantlibxl.org">http://www.quantlibxl.org</a> - + A compiled, documented Excel addin, for end business users + - <a href="http://www.quantlibaddin.org">http://www.quantlibaddin.org</a> - + Core project, for people who are interested in + - compiling %QuantLibAddin/QuantLibXL from source code + - implementations of %QuantLibAddin on platforms other than Excel, such + as OpenOffice.org Calc + + The table below summarizes the differences between the old QuantLibXL project + versus the new %QuantLibAddin project, including the Excel addin which has taken + over the QuantLibXL name: + <table> <tr> *************** *** 287,291 **** <td><b>Lifecycle</b></td> <td>Stable, discontinued. Last updated for QuantLib 0.3.8</td> ! <td>Prototype which at the time of this writing is under active development</td> </tr> <tr> --- 306,310 ---- <td><b>Lifecycle</b></td> <td>Stable, discontinued. Last updated for QuantLib 0.3.8</td> ! <td>Stable application which at the time of this writing is under active development</td> </tr> <tr> --- build.sourceforge.developer.docs DELETED --- Index: people.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/people.docs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** people.docs 29 Jul 2006 19:45:29 -0000 1.2 --- people.docs 28 Aug 2006 10:05:24 -0000 1.3 *************** *** 41,46 **** \section contributors Contributors ! We gratefully acknowledge contributions from Luigi Ballabio, Cristina Duminuco, ! Silvia Frasson, Marco Marchioro, Walter Penschke, Lars Schouw. \section acknowledgements Acknowledgements --- 41,47 ---- \section contributors Contributors ! We gratefully acknowledge contributions from Luigi Ballabio, Marco Bianchetti, ! Cristina Duminuco, Giorgio Facchinetti, Chiara Fornarola, Silvia Frasson, Marco ! Marchioro, Walter Penschke, Mario Pucci, Lars Schouw. \section acknowledgements Acknowledgements Index: index.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/index.docs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** index.docs 28 Jun 2006 13:27:10 -0000 1.3 --- index.docs 28 Aug 2006 10:05:24 -0000 1.4 *************** *** 24,33 **** /*! \page index QuantLibAddin \section overview Overview ! %QuantLibAddin implements an interface supporting a subset of QuantLib ! functionality. Constructor, member and utility functions are defined ! in XML metadata from which a Python application generates source code ! for supported platforms: \li Microsoft Excel --- 24,45 ---- /*! \page index QuantLibAddin + %QuantLibAddin exports the functionality of the + <a href="http://quantlib.org">QuantLib</a> C++ analytics library to a variety + of end-user platforms including Microsoft Excel and OpenOffice.org Calc. + + The %QuantLibAddin Excel implementation resides in a separate project called + QuantLibXL. If you're looking for a compiled Excel addin with documentation, + please go to the QuantLibXL website: + <a href="http://www.quantlibxl.org">www.quantlibxl.org</a> + + Stay here if you're interested in: + \li compiling %QuantLibAddin/QuantLibXL from source code + \li %QuantLibAddin implementations for non-Excel platforms + \section overview Overview ! Constructor, member and utility functions are defined in XML metadata from ! which Python application <a href="http://www.gensrc.org">gensrc</a> generates ! source code for supported platforms: \li Microsoft Excel *************** *** 38,46 **** <div class="center"><img src="images/screenshot.jpg"></div> ! The ObjectHandler repository is used to provide an object oriented ! environment even on procedural platforms such as spreadsheets - QuantLib ! objects may be constructed, interrogated, passed as arguments to other ! functions, and destructed. Polymorphism is supported, for example ! function qlNPV returns the NPV of an Instrument and can be invoked on an instance of any derived class - Swap, Bond, etc. --- 50,58 ---- <div class="center"><img src="images/screenshot.jpg"></div> ! The <a href="http://www.objecthandler.org">ObjectHandler</a> repository is used ! to provide an object oriented environment even on procedural platforms such as ! spreadsheets - QuantLib objects may be constructed, interrogated, passed as ! arguments to other functions, and destructed. Polymorphism is supported, for ! example function qlNPV returns the NPV of an Instrument and can be invoked on an instance of any derived class - Swap, Bond, etc. *************** *** 48,66 **** %QuantLibAddin shares the QuantLib project structure with regard to ! distribution, licensing, etc., all of which is documented on the main ! QuantLib website:<br> http://quantlib.org \section introduction Introduction ! Please refer to document \ref installation for instructions on ! building %QuantLibAddin. ! The section \ref functional provides platform-independent, ! end-user documentation of %QuantLibAddin functionality. ! Additional information is available from the links at the left, ! if you have a question which is not answered here please send ! email to qua...@li.... */ --- 60,78 ---- %QuantLibAddin shares the QuantLib project structure with regard to ! distribution, licensing, etc., all of which is documented on the main QuantLib ! website:<br> http://quantlib.org \section introduction Introduction ! Please refer to document \ref installation for instructions on building ! %QuantLibAddin. ! The section \ref functional provides platform-independent, end-user ! documentation of %QuantLibAddin functionality. ! Additional information is available from the links at the left, if you have a ! question which is not answered here please send email to ! qua...@li.... */ Index: history.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/history.docs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** history.docs 19 May 2006 16:56:16 -0000 1.1 --- history.docs 28 Aug 2006 10:05:24 -0000 1.2 *************** *** 24,28 **** /*! \page history Version History ! <strong>Release 0.3.13 - ??? 2006</strong> REQUIRED PACKAGES --- 24,65 ---- /*! \page history Version History ! <strong>Release 0.3.13 - August 2006</strong> ! ! %QuantLibAddin 0.3.13 is a major release comprising a several fold increase ! in the size and complexity of the application. The project has also been ! restructured as summarized below. ! ! QUANTLIBXL ! ! The name QuantLibXL was originally applied to an Excel addin which supplemented ! QuantLib releases 0.3.3 through 0.3.8. That project was discontinued. ! ! All %QuantLibAddin releases have included an Excel addin. Beginning with ! %QuantLibAddin version 0.3.13, the QuantLibXL name has been resurrected and ! given to the %QuantLibAddin build for the Excel platform. The new QuantLibXL ! project reflects the fact that the majority of interest in %QuantLibAddin ! originates from end business users on the Excel platform. The new QuantLibXL ! project has a separate web page ! (<a href="http://www.quantlibxl.org">http://www.quantlibxl.org</a>) ! and provides a Windows installer for the compiled package. ! ! For a further breakdown of the differences between the old and new QuantLibXL ! projects, please see the following item in the %QuantLibAddin FAQ: ! \ref faq_excel ! ! GENSRC ! ! gensrc (<a href="http://www.gensrc.org">http://www.gensrc.org</a>) is a Python ! application which takes XML descriptions of functions defined in a library and ! generates source code for addins on supported platforms including Microsoft ! Excel and OpenOffice.org Calc. gensrc is used to autogenerate source code for ! %QuantLibAddin and ObjectHandler. ! ! gensrc was previously called srcgen, and resided in a subdirectory of ! %QuantLibAddin versions prior to 0.3.13. gensrc has been separated from ! %QuantLibAddin 0.3.13 into a standalone project. gensrc has adopted the ! %version numbering scheme from ObjectHandler, hence %QuantLibAddin 0.3.13 ! %relies on gensrc version 0.1.4. gensrc was renamed from srcgen because of a ! %conflict with another SourceForge project. REQUIRED PACKAGES *************** *** 30,42 **** - QuantLib version 0.3.13 - ObjectHandler version 0.1.4 FUNCTIONALITY ! - xx new functions / xx in total - support for Value Objects (Plamen Neykov) (see ObjectHandler documentation for details) ! - Additional functionality for options - greeks, Bermudan payoffs, other ! minor enhancements ! - Function to set the global value of the evaluation date <strong>Release 0.3.12 - March 2006</strong> --- 67,91 ---- - QuantLib version 0.3.13 - ObjectHandler version 0.1.4 + - gensrc version 0.1.4 FUNCTIONALITY ! - 146 new functions / 227 in total ! - all functionality revised and enhanced, new functionality in following ! categories: ! calendar, capletvolstructure, date, daycounter, exercise, ! forwardrateagreement, generalstatistics, incrementalstatistics, ! index, marketmodels, mathf, optimization, payoffs, prices, ! pricingengines, processes, randomsequencegenerator, ratehelpers, ! schedule, shortratemodels, simpleswap, swap, swaption, ! swaptionvolstructure - support for Value Objects (Plamen Neykov) (see ObjectHandler documentation for details) ! - numerous refinements and enhancements to the design including: ! - lower-level access to QuantLib functionality such as Handles ! - support for "permanent objects" which aren't deleted by garbage ! collection ! - richer function interface including better support for enumerated ! datatypes, object references, datatype conversions <strong>Release 0.3.12 - March 2006</strong> Index: evaluationdate.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/evaluationdate.docs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** evaluationdate.docs 22 Jun 2006 10:56:35 -0000 1.2 --- evaluationdate.docs 28 Aug 2006 10:05:24 -0000 1.3 *************** *** 30,35 **** Alternatively QuantLib offers support for Sessions which allow the client application to implement multiple instances of the evaluation date. When this functionality is enabled, %QuantLibAddin defines a session as an Excel workbook, so that a group of related objects which require a common instance of the evaluation date can be isolated in a single workbook. ! Function \ref qlEvaluationDate can be called to query the value of the Evaluation Date in a given context. ! \section eval_quantlib QuantLib --- 30,34 ---- Alternatively QuantLib offers support for Sessions which allow the client application to implement multiple instances of the evaluation date. When this functionality is enabled, %QuantLibAddin defines a session as an Excel workbook, so that a group of related objects which require a common instance of the evaluation date can be isolated in a single workbook. ! Function <a href="auto/date.html#qlEvaluationDate">qlEvaluationDate</a> can be called to query the value of the Evaluation Date in a given context. \section eval_quantlib QuantLib Index: build.tutorial.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/build.tutorial.docs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** build.tutorial.docs 24 Jul 2006 08:53:37 -0000 1.1 --- build.tutorial.docs 28 Aug 2006 10:05:24 -0000 1.2 *************** *** 1,13 **** /*! \page build_tutorial Build Tutorial ! This document explains how to configure your computer so that you can access ! the QuantLib CVS source code repository on SourceForge and build QuantLib. ! This is a three step process:<br> ! 1) install Visual C++<br> ! 2) set up SourceForge access - either anonymous or developer<br> ! 3) build QuantLib (including ObjectHandler and QuantLibAddin) ! Please follow the links at left for step by step instructions. */ --- 1,299 ---- + + /* + Copyright (C) 2006 Eric Ehlers + + 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 developed by the QuantLib Group; you can + redistribute it and/or modify it under the terms of the QuantLib License; + either version 1.0, or (at your option) any later version. + + 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 + QuantLib License for more details. + + You should have received a copy of the QuantLib License along with this + program; if not, please email qua...@li... + + The QuantLib License is also available at http://quantlib.org/license.html + The members of the QuantLib Group are listed in the QuantLib License + */ + /*! \page build_tutorial Build Tutorial ! This document explains how to build QuantLibXL and its prerequisites from ! source code. Each step is documented in detail: ! \ref sec_build_vc8 \n ! \ref sec_build_python \n ! \ref sec_build_boost \n ! \ref sec_build_runtime \n ! \ref sec_build_naming \n ! \ref sec_build_directories \n ! \ref sec_build_quantlib \n ! \ref sec_build_quantlibtestsuite \n ! \ref sec_build_quantlibfunctions \n ! \ref sec_build_log4cxx \n ! \ref sec_build_gensrc \n ! \ref sec_build_objecthandler \n ! \ref sec_build_quantlibaddin \n ! \ref sec_build_usage \n ! \ref sec_build_links \n ! \section sec_build_vc8 Install Visual C++ ! ! This section explains how to install Visual C++ (also known as VC8). VC8 is ! available either as a free download called Visual Studio Express, or for ! purchase as a component of Microsoft Visual Studio 2005 Professional Edition. ! ! A prerequisite for VC8 is Windows XP Service Pack 2. If you have the VC8 disks ! you can get SP2 from them otherwise you need to install it online. ! ! Then launch VC8 setup, when prompted to choose <tt>default/full/custom</tt> ! installation, choose custom, and configure the next screen as shown: ! ! <img src="images/VC8_custom.jpg"> ! ! \section sec_build_python Install Python ! ! Both Boost and gensrc (described below) require you to have Python installed on ! your machine. Please go to the ! <a href="http://www.python.org/">python website</a> and download and install Python. ! ! \section sec_build_boost Install and Build Boost ! ! QuantLib depends on the Boost library. Procedures for downloading and ! installing Boost may be found at: ! <a href="http://www.boost.org/more/getting_started.html">http://www.boost.org/more/getting_started.html</a>. ! Below is a brief summary of the procedure, assuming the use of the VC8 ! compiler: ! \li Download Boost from <a href="www.boost.org">www.boost.org</a>: get the latest version of the \c boost package and the ntx86 binary version of the \c boost-jam package (<tt>boost_1_33_1.exe</tt> and <tt>boost-jam-3.1.12-1-ntx86.zip</tt> respectively at the time of this writing). ! \li Run <tt>boost_1_33_1.exe</tt> and it will extract files to a folder of your choice (for this example it's assumed to be <tt>C:\\Projects</tt>) creating a boost_1_33_1 subfolder. Your Boost top level dir will be <tt>C:\\Projects\\boost_1_33_1</tt>. ! \li Now unzip <tt>boost-jam-3.1.12-1-ntx86.zip</tt> and copy the extracted <tt>bjam.exe</tt> file into <tt>C:\\Projects\\boost_1_33_1</tt>. ! \li From the Start menu access <tt>Programs | Microsoft Visual Studio 2005 | Microsoft Visual Studio 2005 Command Prompt</tt>. Change the directory, selecting your Boost top level directory <tt>C:\\Projects\\boost_1_33_1</tt> ! \li run the command: ! \verbatim ! C:\Projects\boost_1_33_1>bjam "-sTOOLS=vc-8_0" install ! \endverbatim ! This command will create the Boost include directory <tt>C:\\Boost\\include\\boost-1_33_1</tt> and the Boost library directory <tt>C:\\Boost\\lib</tt>. Relax: it takes a long while. ! \li You need to configure VC8 with the location of the Boost header files. Under <tt>Tools/Options/Projects and Solutions/VC++ Directories</tt>, select Include files and specify the path to the top level directory containing the Boost header files <tt>C:\\Boost\\include\\boost-1_33_1</tt>: ! ! <img src="images/boost_include_path.jpg"> ! ! \li You need to configure VC8 with the location of the Boost lib files. Under <tt>Tools/Options/Projects and Solutions/VC++ Directories</tt>, select Library files and specify the path to the top level directory containing the Boost lib files <tt>C:\\Boost\\lib</tt>: ! ! <img src="images/boost_lib_path.jpg"> ! ! \section sec_build_runtime A Note on Runtime Libraries ! ! You are now ready to build QuantLib. You need to compile the following projects: ! - <a href="http://quantlib.org/">QuantLib</a> - the core C++ analytics library ! - log4cxx - a logging framework, used by ObjectHandler ! - <a href="http://www.objecthandler.org">ObjectHandler</a> - an object repository ! - <a href="http://www.quantlibaddin.org">QuantLibAddin</a> - Addins for QuantLib functionality ! - <a href="http://www.quantlibxl.org">QuantLibXL</a> - the Excel implementation of QuantLibAddin ! ! These projects are available with four different runtime libraries ! (configurations): Debug, Debug CRTDLL, Release, and Release CRTDLL. The Debug ! and Release configurations are statically linked to the Microsoft C Runtime ! environment. The CRTDLL configurations are dynamically linked, meaning that ! your executable will have a run-time dependency on the Microsoft C Runtime ! DLLs. ! ! All five of the above projects must be built with the same runtime library. ! This example assumes the use of configuration <b>Release</b>. ! ! \section sec_build_naming A Note on VC Workspace Naming Conventions ! ! QuantLib uses the following conventions for naming VC workspaces: ! ! <table> ! <tr><td><b>VC version</b></td><td><b>Workspace Name</b></td></tr> ! <tr><td>6</td><td>xxx.dsp</td></tr> ! <tr><td>7</td><td>xxx.sln</td></tr> ! <tr><td>8</td><td>xxx_vc8.sln</td></tr> ! </table> ! ! As you're using VC8 be sure to open the workspaces named with the ! <b>_vc8.sln</b> suffix. Note that VC6 workspaces are provided for QuantLib but ! not QuantLibAddin. ! ! \section sec_build_directories A Note on Directories ! ! There is one requirement with regard to the directories to which the source ! code is unzipped - QuantLibAddin and QuantLibXL must reside side by side in ! the directory tree, and the name of the QuantLibXL directory must be exactly ! "QuantLibXL" (no version number) e.g: ! \verbatim ! C:\projects\QuantLibAddin-0.3.13 ! C:\projects\QuantLibXL ! \endverbatim ! ! This is because the QuantLibAddin project contains references to the QuantLibXL ! project in the format "..\QuantLibXL". ! ! The other packages may be installed anywhere. The location of each package ! is indicated by the appropriate environment variable: ! \li QL_DIR (must be set manually) ! \li GENSRC_DIR (set by the installer) ! \li LOG4CXX_DIR (set by the installer) ! \li OBJECT_HANDLER_DIR (set by the installer) ! \li QUANTLIBADDIN_DIR (set by the installer) ! ! For purposes of this tutorial we assume all packages are installed to C:\\projects e.g.: ! \verbatim ! C:\projects\QuantLib-0.3.13 ! C:\projects\gensrc-0.1.4 ! C:\projects\log4cxx-0.9.7a ! C:\projects\ObjectHandler-0.1.4 ! C:\projects\QuantLibAddin-0.3.13 ! C:\projects\QuantLibXL ! \endverbatim ! ! You need to restart VC8 (and possibly Windows) to pick up changes to the values ! of environment variables. The environment variables above are required only ! during the build process, no environment variables are referenced at run-time. ! ! \section sec_build_quantlib Install and Build QuantLib ! ! Uncompress the QuantLibAddin zip file to your hard drive, and set environment ! variable QL_DIR. Included in the download is the QuantLib VC8 workspace file ! <tt>QuantLib_vc8.sln</tt>. This file resides in the top level QuantLib ! directory. ! ! Launch VC8 and load the QuantLib project. Ensure that runtime library ! <tt>Release</tt> is selected, highlight the <tt>QuantLib</tt> project, and ! select <tt>Build/Build QuantLib</tt>: ! ! <img src="images/ql_build.jpg"> ! ! The build process creates file <tt>QuantLib\\lib\\QuantLib-vc80-mt-s-0_3_13.lib</tt>. ! ! Create environment variable <tt>QL_DIR</tt> and set it equal to the path to the ! top-level QuantLib directory. The compilation of QuantLibAddin will rely on ! the value of <tt>QL_DIR</tt> in order to locate the QuantLib headers and lib ! file. In other words the QuantLibAddin compilation will expect to find ! - QuantLib header files in directory <tt>\$(QL_DIR)\\include</tt> ! - QuantLib lib file <tt>QuantLib-vc80-mt-s-0_3_13.lib</tt> in directory <tt>\$(QL_DIR)\\lib</tt> ! ! \section sec_build_quantlibtestsuite Run the QuantLib Testsuite ! ! It's a good idea to verify the status of the QuantLib library by compiling the testsuite. This will run the testsuite executable automatically (should take less than half an hour in Release configuration, few hours in Debug) and report something like: ! ! \verbatim ! 1>Auto run test ! 1>===================================== ! 1>Testing QuantLib-vc80-mt-s-0_3_13.lib ! 1>===================================== ! 1>Running moreThan200 test cases... ! 1>Platform: Win32 ! 1>Compiler: Microsoft Visual C++ version 8.0 ! 1>STL : Dinkumware standard library version 405 ! 1>Boost : 1.33.1 ! 1>Testing Barone-Adesi and Whaley approximation for American options... ! [...] ! 1>Testing old-style Monte Carlo multi-factor pricers... ! 1> ! 1>Tests completed in XX m ! 1>Test suite "QuantLib test suite" passed with: ! 1> moreThan200 assertions out of moreThan200 passed ! 1> moreThan200 test cases out of moreThan200 passed ! 1>Build log was saved at ! 1>"file://c:\Projects\QuantLib\test-suite\build\vc80\Release\BuildLog.htm" ! 1>testsuite - 0 error(s), 0 warning(s) ! \endverbatim ! ! \section sec_build_quantlibfunctions Build QuantLibFunctions ! ! Still in the QuantLib workspace, under configuration <tt>Release</tt>, choose ! solution <tt>QuantLibFunctions</tt>, and do <tt>Build/Build ! QuantLibFunctions</tt>. The build process creates file ! <tt>QuantLib\\lib\\QuantLibFunctions-vc80-mt-s-0_3_13.lib</tt>. ! ! \section sec_build_log4cxx Install and Build log4cxx ! ! Download <tt>log4cxx-0.9.7a.exe</tt> from the ObjectHandler 0.1.4 section of the ! <a href="http://sourceforge.net/project/showfiles.php?group_id=12740">QuantLib downloads page</a> ! and install it to your hard drive. The installer sets environment variable ! <tt>LOG4CXX_DIR</tt> equal to the top-level log4cxx installation directory. ! ! In VC8, open the log4cxx VC8 workspace ! <tt>log4cxx-0.9.7a\\msvc\\log4cxx_vc8.sln</tt>. Choose configuration ! <tt>Release</tt>, solution <tt>static</tt>, and do <tt>Build/Build Static</tt>. ! The build process creates file ! <tt>log4cxx-0.9.7a\\msvc\\lib\\log4cxxs-vc80-mt-s.lib</tt>. ! ! \section sec_build_gensrc Install gensrc ! ! Download <tt>gensrc-0.1.4.exe</tt> from the ObjectHandler 0.1.4 section of the ! <a href="http://sourceforge.net/project/showfiles.php?group_id=12740">QuantLib downloads page</a> ! and install it to your hard drive. The installer sets environment variable ! <tt>GENSRC_DIR</tt> equal to the top-level gensrc installation directory. ! ! There is nothing to build or compile for the gensrc project. gensrc is a ! library of python modules. The ObjectHandler and QuantLibAddin projects ! contain executable python scripts which load the gensrc modules. ! ! \section sec_build_objecthandler Install and Build ObjectHandler ! ! Download <tt>ObjectHandler-0.1.4.exe</tt> from the ! <a href="http://sourceforge.net/project/showfiles.php?group_id=12740">QuantLib downloads page</a> ! and install it to your hard drive. The installer sets environment variable ! <tt>OBJECT_HANDLER_DIR</tt> equal to the top-level installation directory. ! ! In VC8, open the ObjectHandler VC8 workspace ! <tt>ObjectHandler\\ObjectHandler_vc8.sln</tt>. Choose configuration ! <tt>Release</tt>, solution <tt>ohxllib</tt>, and do <tt>Build/Build ! ohxllib</tt>. The build process creates file ! <tt>ObjectHandler\\ohxl\\ohxllib\\lib\\ObjectHandler-vc80-mt-s-0_1_4.lib</tt>. ! ! \section sec_build_quantlibaddin Install and Build QuantLibAddin ! ! Download <tt>QuantLibAddin-0.3.13.exe</tt> and <tt>QuantLibXL-0.3.13.exe</tt> from the ! <a href="http://sourceforge.net/project/showfiles.php?group_id=12740">QuantLib downloads page</a> ! and install them to your hard drive. As explained above in section \ref sec_build_directories, ! QuantLibAddin and QuantLibXL must be installed side-by-side in the directory tree. ! ! The installer sets environment variable QUANTLIBADDIN_DIR. No environment variable is ! required for the QuantLibXL project. ! ! The QuantLibAddin VC8 workspace loads files from the QuantLibXL directory. Therefore ! from within the QuantLibAddin VC8 environment you can work on both QuantLibAddin and ! QuantLibXL. It is not necessary to load QuantLibXL separately into VC8. ! ! In VC8, open the QuantLibAddin VC8 workspace ! <tt>QuantLibAddin\\QuantLibAddin_vc8.sln</tt>. Choose configuration ! <tt>Release</tt>, solution <tt>QuantLibXL</tt>, and do <tt>Build/Build ! QuantLibXL</tt>. The build process creates the QuantLibAddin XLL file ! <tt>QuantLibXL\\xll\\QuantLibXL-vc80-mt-s-0_3_13.xll</tt>. ! ! \section sec_build_usage Usage ! ! To launch the QuantLibAddin Excel addin: ! - start Excel ! - load the addin <tt>QuantLibXL\\xll\\QuantLibXL-vc80-mt-s-0_3_13.xll</tt> ! - load a sample spreadsheet e.g. <tt>QuantLibXL\\Workbooks\\OriginalExamples\\instruments.xls</tt> ! - hit <tt>Ctrl-Alt-F9</tt> to force a recalculation of all formulas ! ! If you want to have the QuantLibAddin XLL loaded every time you start Excel, ! you can accomplish this as follows: ! \li start Excel ! \li ensure that at least one workbook is loaded - creating a new empty workbook if necessary ! \li do <tt>Tools/Add-Ins</tt>, and click the Browse button ! \li browse your way to the QuantLibAddin XLL and click OK ! ! \section sec_build_links Links ! ! For further information please consult the following links: ! - <a href="http://quantlib.org/">QuantLib home page</a> ! - <a href="http://quantlib.org/reference/faq.html">general QuantLib FAQ</a> ! - <a href="http://quantlib.org/developerFAQ.shtml">QuantLib developer FAQ</a> ! - <a href="http://www.gensrc.org">gensrc home page</a> ! - <a href="http://www.objecthandler.org">ObjectHandler home page</a> ! - <a href="http://www.quantlibaddin.org/">QuantLibAddin home page</a> ! - <a href="http://www.quantlibaddin.org/faq.html">QuantLibAddin FAQ</a> ! - <a href="http://www.quantlibxl.org/">QuantLibXL home page</a> */ Index: calc.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/calc.docs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** calc.docs 19 May 2006 16:56:16 -0000 1.1 --- calc.docs 28 Aug 2006 10:05:24 -0000 1.2 *************** *** 1,5 **** /* ! Copyright (C) 2004, 2005 Eric Ehlers This file is part of QuantLib, a free-software/open-source library --- 1,5 ---- /* ! Copyright (C) 2004, 2005, 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library *************** *** 27,35 **** Before compiling an Addin for OOo Calc you'll need to install: ! \li <a href="http://java.sun.com/j2se/1.4.2/download.html">Java 2 Platform, Standard Edition ("J2SE")</a> ! \li <a href="http://www.openoffice.org/dev_docs/source/sdk/index.html">OpenOffice.org Software Development Kit ("OOo SDK")</a> Unfortunately the OOo SDK requires the J2SE, even on platforms (such as Fedora) where Java dependency has been removed from OOo, and for Addins (such as %QuantLibAddin) with no dependency on Java. \subsection calc_env Environment Variables --- 27,39 ---- Before compiling an Addin for OOo Calc you'll need to install: ! \li <a href="http://java.sun.com/j2se/1.5.0/download-netbeans.html">J2SE Development Kit</a> ! \li <a href="http://download.openoffice.org/2.0.2/sdk.html">OpenOffice.org Software Development Kit ("OOo SDK")</a> Unfortunately the OOo SDK requires the J2SE, even on platforms (such as Fedora) where Java dependency has been removed from OOo, and for Addins (such as %QuantLibAddin) with no dependency on Java. + When installing the OOo SDK: + \li make sure you get the version of the OOo SDK that corresponds to the version of OOo which you have installed. QuantLibAddin 0.3.13 has been tested against OOo/OOo SDK versions 2.0.1 and 2.0.2. + \li the OOo SDK must be installed to a path which contains no spaces, because of a bug in OOo SDK utility \c idlc which prevents it from processing pathnames containing spaces. + \subsection calc_env Environment Variables *************** *** 39,62 **** <b>variable:</b> OFFICE_PROGRAM_PATH<br> <b>description:</b> location of OOo program directory<br> ! <b>value on Linux:</b> /usr/lib/ooo-1.1/program<br> ! <b>value on Windows:</b> C:\\Program Files\\OpenOffice.org1.1.3\\program<br> <b>variable:</b> OFFICE_SDK_PATH<br> <b>description:</b> location of OOo SDK<br> ! <b>value on Linux:</b> /path/to/OpenOffice.org1.1_SDK<br> ! <b>value on Windows:</b> C:\\path\\to\\OpenOffice.org1.1_SDK<br> <b>variable:</b> PATH<br> <b>description:</b> Must include location of OOo SDK bin directory<br> ! <b>value on Linux:</b> /path/to/OpenOffice.org1.1_SDK/linux/bin<br> ! <b>value on Windows:</b> C:\\path\\to\\OpenOffice.org1.1_SDK\\windows\\bin<br> </tt> On Linux, you might want to add the appropriate commands to the initialization file for your login shell, e.g: ! \verbatim ! export OFFICE_PROGRAM_PATH="/usr/lib/ooo-1.1/program" ! export OFFICE_SDK_PATH="/path/to/OpenOffice.org1.1_SDK" ! PATH=$PATH:$OFFICE_SDK_PATH/linux/bin ! \endverbatim \subsection calc_build Build --- 43,67 ---- <b>variable:</b> OFFICE_PROGRAM_PATH<br> <b>description:</b> location of OOo program directory<br> ! <b>value on Linux:</b> /usr/lib/openoffice.org2.0/program<br> ! <b>value on Windows:</b> C:\\Program Files\\OpenOffice.org 2.0\\program<br> <b>variable:</b> OFFICE_SDK_PATH<br> <b>description:</b> location of OOo SDK<br> ! <b>value on Linux:</b> /opt/openoffice.org2.0_sdk<br> ! <b>value on Windows:</b> C:\\OpenOffice.org_2.0_SDK<br> <b>variable:</b> PATH<br> <b>description:</b> Must include location of OOo SDK bin directory<br> ! <b>value on Linux:</b> /opt/openoffice.org2.0_sdk/linux/bin<br> ! <b>value on Windows:</b> C:\\OpenOffice.org_2.0_SDK\\windows\\bin<br> </tt> On Linux, you might want to add the appropriate commands to the initialization file for your login shell, e.g: ! ! <tt> ! export OFFICE_PROGRAM_PATH="/usr/lib/openoffice.org2.0/program"<br> ! export OFFICE_SDK_PATH="/opt/openoffice.org2.0_sdk"<br> ! PATH=$PATH:$OFFICE_SDK_PATH/linux/bin<br> ! </tt> \subsection calc_build Build *************** *** 64,71 **** Below are the steps required to compile and install an Addin for OpenOffice.org Calc (Windows and Linux). These steps have been incorporated into the %QuantLibAddin Calc makefiles for all compilers/platforms. ! \li \b idlc - Run OOo utility \b idlc to compile the idl (interface definition language) file QuantLibAddin.idl into urd (UNO reflection data) file QuantLibAddin.urd. The urd file comprises binary descriptions of the types in the Addin. ! \li \b regmerge - Run OOo utility \b regmerge to merge the urd file into rdb (registry database) file QuantLibAddin.rdb. The rdb is used by OOo at runtime to infer the functionality available in the Addin. \li \b cppumaker - Run OOo utility \b cppumaker to generate the source code corresponding to the definitions in the rdb. ! \li \b compile - Compile the Addin, including the source generated above, plus the function implementation source code supplied for the Addin. The Addin is compiled into a shared library, i.e. \b QuantLibAddin.dll (Windows) or <b>libQuantLibAddinCalc-0.3.13.so</b> (Linux). \li \b install - Copy the Addin's shared library and registry database to the OOo program directory. --- 69,76 ---- Below are the steps required to compile and install an Addin for OpenOffice.org Calc (Windows and Linux). These steps have been incorporated into the %QuantLibAddin Calc makefiles for all compilers/platforms. ! \li \b idlc - Run OOo utility \b idlc to compile the idl (interface definition language) file QuantLibAddinCalc.idl into urd (UNO reflection data) file QuantLibAddinCalc.urd. The urd file comprises binary descriptions of the types in the Addin. ! \li \b regmerge - Run OOo utility \b regmerge to merge the urd file into rdb (registry database) file QuantLibAddinCalc.rdb. The rdb is used by OOo at runtime to infer the functionality available in the Addin. \li \b cppumaker - Run OOo utility \b cppumaker to generate the source code corresponding to the definitions in the rdb. ! \li \b compile - Compile the Addin, including the source generated above, plus the function implementation source code supplied for the Addin. The Addin is compiled into a shared library, i.e. <b>QuantLibAddinCalc-vc71-mt-0_3_13.dll</b> (Windows) or <b>libQuantLibAddinCalc-0.3.13.so</b> (Linux). \li \b install - Copy the Addin's shared library and registry database to the OOo program directory. *************** *** 78,94 **** <tt> [Bootstrap]<br> ! UNO_SHARED_PACKAGES=${$SYSBINDIR/bootstraprc:BaseInstallation}/share/uno_packages<br> UNO_SHARED_PACKAGES_CACHE=$UNO_SHARED_PACKAGES/cache<br> ! UNO_USER_PACKAGES=${$SYSBINDIR/bootstraprc:UserInstallation}/user/uno_packages<br> UNO_USER_PACKAGES_CACHE=$UNO_USER_PACKAGES/cache<br> ! UNO_TYPES=$SYSBINDIR/types.rdb ?$UNO_SHARED_PACKAGES_CACHE/types.rdb<br> ! ?$UNO_USER_PACKAGES_CACHE/types.rdb <b>$SYSBINDIR/QuantLibAddin.rdb</b><br> ! UNO_SERVICES=?$UNO_USER_PACKAGES_CACHE/services.rdb<br> ! ?$UNO_SHARED_PACKAGES_CACHE/services.rdb<br> ! $SYSBINDIR/services.rdb <b>$SYSBINDIR/QuantLibAddin.rdb</b> </tt> Once everything is in place, launch OOo Calc and hit \c Ctrl-F2 to bring up the list of available functions, if all has gone well the %QuantLibAddin functions should appear. \section calc_linux Additional Considerations for Linux Builds --- 83,108 ---- <tt> [Bootstrap]<br> ! UNO_SHARED_PACKAGES=${$ORIGIN/bootstrap.ini:BaseInstallation}/share/uno_packages<br> UNO_SHARED_PACKAGES_CACHE=$UNO_SHARED_PACKAGES/cache<br> ! UNO_USER_PACKAGES=${$ORIGIN/bootstrap.ini:UserInstallation}/user/uno_packages<br> UNO_USER_PACKAGES_CACHE=$UNO_USER_PACKAGES/cache<br> ! PKG_SharedUnoFile=$UNO_SHARED_PACKAGES_CACHE/registry/com.sun.star.comp.deployment.<br> ! component.PackageRegistryBackend/unorc<br> ! PKG_UserUnoFile=$UNO_USER_PACKAGES_CACHE/registry/com.sun.star.comp.deployment.<br> ! component.PackageRegistryBackend/unorc<br> ! UNO_TYPES=$ORIGIN/types.rdb ${\$PKG_SharedUnoFile:UNO_TYPES} ${\$PKG_UserUnoFile:UNO_TYPES}<br> ! <b>$ORIGIN/QuantLibAddinCalc-vc71-mt-0_3_13.rdb</b><br> ! UNO_SERVICES=${\$PKG_UserUnoFile:UNO_SERVICES} ${\$PKG_SharedUnoFile:UNO_SERVICES}<br> ! $ORIGIN/services.rdb <b>$ORIGIN/QuantLibAddinCalc-vc71-mt-0_3_13.rdb</b><br> ! UNO_JAVA_COMPONENT_PATH=$ORIGIN/classes<br> ! URE_INTERNAL_JAVA_DIR=$ORIGIN/classes<br> </tt> Once everything is in place, launch OOo Calc and hit \c Ctrl-F2 to bring up the list of available functions, if all has gone well the %QuantLibAddin functions should appear. + \section calc_windows Compiling Under Windows + + Please note that to compile QuantLibAddin for Calc under Windows, you need VC7 (Microsoft Visual Studio 2003). Use configuration "Release CRTDLL". + \section calc_linux Additional Considerations for Linux Builds *************** *** 97,103 **** It's recommended that Calc Addins be compiled using the same version of gcc that was used to compile OOo itself. See the notes at the end of this document for additional background to this requirement. ! For standard binary distributions, the current version of OOo, 1.1, is compiled by the vendor with gcc 3.2.2. (The upcoming OOo 2.0 is compiled with gcc 3.4.1.) ! In all likelihood gcc 3.2.2 is not shipped with your distribution and you'll need to install it alongside your existing version of gcc. You're advised to recompile and install gcc 3.2.2 from source as binary installations of gcc 3.2.2 (e.g. rpms) are unlikely to be recognized by your distribution. The gcc 3.2.2 source tarball can be acquired from one of the <a href="http://gcc.gnu.org/mirrors.html">gcc mirror sites.</a> Please see the following document describing the procedure for maintaining multiple versions of gcc concurrently: <a href="http://www.tellurian.com.au/document.php?document=multiplegcc.html&titleprefix=White+Papers">Installing and Using Multiple Versions of GCC</a> --- 111,119 ---- It's recommended that Calc Addins be compiled using the same version of gcc that was used to compile OOo itself. See the notes at the end of this document for additional background to this requirement. ! For standard binary distributions, the current version of OOo, 2.0, is compiled by the vendor with gcc 3.4.1. A complete listing of the OOo compiler versions by environment is maintained <a href="http://wiki.services.openoffice.org/wiki/Compiler_versions_used_by_port_maintainers_and_release_engineers">here</a>. ! \subsection calc_compiler_build Building gcc 3.4.1 ! ! In all likelihood gcc 3.4.1 is not shipped with your distribution and you'll need to install it alongside your existing version of gcc. You're advised to recompile and install gcc 3.4.1 from source (installing a required patch as noted below) because binary installations of gcc 3.4.1 (e.g. rpms) are unlikely to be recognized by your distribution. The gcc 3.4.1 source tarball can be acquired from one of the <a href="http://gcc.gnu.org/mirrors.html">gcc mirror sites.</a> Please see the following document describing the procedure for maintaining multiple versions of gcc concurrently: <a href="http://www.tellurian.com.au/document.php?document=multiplegcc.html&titleprefix=White+Papers">Installing and Using Multiple Versions of GCC</a> *************** *** 105,109 **** Please see also the standard gcc installation notes: <a href="http://gcc.gnu.org/install">Installing GCC</a> ! NB: GCC's default configuration includes support for numerous platforms (such as Ada) which 1) are not required for %QuantLibAddin and 2) may not build correctly, depending on your environment. You can run configure with the \c --enable-languages option to restrict the build to only those platforms you require e.g. \verbatim --- 121,137 ---- Please see also the standard gcc installation notes: <a href="http://gcc.gnu.org/install">Installing GCC</a> ! \subsection calc_compiler_patch Patching gcc 3.4.1 ! ! The version of gcc 3.4.1 available from the mirrors noted above contains a bug (the "linkonce" bug) which must be patched in order to compile the addin. As you build gcc - after uncompressing the gcc source, but before building it - patch the source as follows: ! \li Get the patch from <a href="http://www.linuxfromscratch.org/patches/lfs/6.0/gcc-3.4.1-linkonce-1.patch">this page</a>. ! \li Copy and paste the contents of the above page into a file. Give the file an appropriate name e.g. 'gcc.linkonce.patch' and save it to the directory containing the root directory of your gcc source tree. ! \li Ensure that the paths in the patch file correspond to those in your directory tree. For example the patch file identifies the root directory of the source tree as gcc-3.4.1.orig, if on your system the root directory is gcc-3.4.1 then you need to rename your root directory or edit the patch file. ! \li In the same directory as the patch file, invoke the command<br><tt>patch -p0 <gcc.linkonce.patch</tt> ! \li Some of the patches may fail, in which case the patch utility creates <tt>.rej</tt> files, you need to manually apply the patches. ! \li You're now ready to proceed with building gcc. ! ! \subsection calc_compiler_config Configuring gcc 3.4.1 ! ! gcc's default configuration includes support for numerous platforms (such as Ada) which 1) are not required for %QuantLibAddin and 2) may not build correctly, depending on your environment. You can run configure with the \c --enable-languages option to restrict the build to only those platforms you require e.g. \verbatim *************** *** 113,117 **** \subsection calc_linux_build Building QuantLibAddin for OOo Calc on Linux ! All of the binaries to be linked into the QuantLib Calc Addin must be compiled with gcc 3.2.2: \li \b QuantLib --- 141,145 ---- \subsection calc_linux_build Building QuantLibAddin for OOo Calc on Linux ! All of the binaries to be linked into the QuantLib Calc Addin must be compiled with gcc 3.4.1: \li \b QuantLib *************** *** 124,130 **** \verbatim ./configure \ ! CC=/usr/local/gcc/3.2.2/bin/gcc \ ! CXX=/usr/local/gcc/3.2.2/bin/g++ \ ! CPP=/usr/local/gcc/3.2.2/bin/cpp \endverbatim --- 152,158 ---- \verbatim ./configure \ ! CC=/usr/local/gcc/3.4.1/bin/gcc \ ! CXX=/usr/local/gcc/3.4.1/bin/g++ \ ! CPP=/usr/local/gcc/3.4.1/bin/cpp \endverbatim *************** *** 137,141 **** At startup OOo loads the %QuantLibAddin library, which in turn has a runtime dependency on the shared libraries for QuantLib and ObjectHandler. ! The %QuantLibAddin Calc binary is always installed to the OOo program directory /usr/lib/ooo-1.1/program. QuantLib and ObjectHandler are by default installed to /usr/local/lib, though you may choose to override this when configuring these applications. You need to configure your system to tell your program loader the location of all relevant shared libraries. One way to accomplish this is to add the relevant paths to the file /etc/ld.so.conf, which tells the loader where to search for shared libraries. After editing this file please remember to run \c ldconfig (as root, no arguments) to refresh the linker cache. --- 165,169 ---- At startup OOo loads the %QuantLibAddin library, which in turn has a runtime dependency on the shared libraries for QuantLib and ObjectHandler. ! The %QuantLibAddin Calc binary is always installed to the OOo program directory /usr/lib/openoffice.org2.0/program. QuantLib and ObjectHandler are by default installed to /usr/local/lib, though you may choose to override this when configuring these applications. You need to configure your system to tell your program loader the location of all relevant shared libraries. One way to accomplish this is to add the relevant paths to the file /etc/ld.so.conf, which tells the loader where to search for shared libraries. After editing this file please remember to run \c ldconfig (as root, no arguments) to refresh the linker cache. *************** *** 147,154 **** Additional detail relating to OOo Addins on Linux: ! \li <b>OOo 1.1</b> is always compiled with gcc 3.2.2. OOo ships with its own versions of certain C/C++ runtime libraries, these are installed to the OOo program directory and OOo loads these in preference to those installed on your system. If your Calc Addin loads an incompatible runtime environment then OOo is likely to crash or malfunction. \li <b>Additional detail</b> is available at the following link on the OOo website: <a href="http://udk.openoffice.org/common/man/draft/gccincompatibility.html">Coping with GCC Incompatibilities</a> ! \li <b>In theory</b> it should be possible to compile a Calc Addin with any version of gcc which is ABI-compatible with gcc 3.2.2, but in practice any nontrivial Addin compiled with anything other than gcc 3.2.2 seems to crash OOo. */ --- 175,182 ---- Additional detail relating to OOo Addins on Linux: ! \li <b>OOo 2.0</b> is always compiled with gcc 3.4.1. OOo ships with its own versions of certain C/C++ runtime libraries, these are installed to the OOo program directory and OOo loads these in preference to those installed on your system. If your Calc Addin loads an incompatible runtime environment then OOo is likely to crash or malfunction. \li <b>Additional detail</b> is available at the following link on the OOo website: <a href="http://udk.openoffice.org/common/man/draft/gccincompatibility.html">Coping with GCC Incompatibilities</a> ! \li <b>In theory</b> it should be possible to compile a Calc Addin with any version of gcc which is ABI-compatible with gcc 3.4.1, but in practice any nontrivial Addin compiled with anything other than gcc 3.4.1 seems to crash OOo. */ Index: installation.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/installation.docs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** installation.docs 22 Jun 2006 10:56:35 -0000 1.2 --- installation.docs 28 Aug 2006 10:05:24 -0000 1.3 *************** *** 28,33 **** This document provides general instructions for building and installing %QuantLibAddin 0.3.13 under Windows, and on platforms which use Autoconf ! e.g. Linux. For additional notes regarding the installation of the Calc ! addin please refer to the document \ref calc. %QuantLibAddin is available for download from the --- 28,35 ---- This document provides general instructions for building and installing %QuantLibAddin 0.3.13 under Windows, and on platforms which use Autoconf ! e.g. Linux. For a walk through of all steps required to compile the Excel ! addin and dependent projects, please refer instead to the \ref build_tutorial. ! For additional notes regarding the installation of the Calc addin please refer ! to the document \ref calc. %QuantLibAddin is available for download from the |
