|
From: Eric E. <eri...@us...> - 2006-08-28 10:05:56
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/C In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/Addins/C Modified Files: .cvsignore AddinC.vcproj AddinC_vc8.vcproj Makefile.am varies.cpp varies.h Added Files: auto_link.h conversions.cpp conversions.hpp Removed Files: qladdin.h session.cpp Log Message: merge R000313f0-branch Index: .cvsignore =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/.cvsignore,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** .cvsignore 19 May 2006 16:56:16 -0000 1.1 --- .cvsignore 28 Aug 2006 10:05:22 -0000 1.2 *************** *** 17,24 **** *.user capfloor.* couponvectors.* date.* - calendar.* daycounter.* exercise.* --- 17,24 ---- *.user + calendar.* capfloor.* couponvectors.* date.* daycounter.* exercise.* *************** *** 28,32 **** --- 28,34 ---- ohfunctions.* options.* + payoffs.* prices.* + pricingengines.* processes.* randomsequencegenerator.* *************** *** 39,40 **** --- 41,44 ---- volatilities.* xibor.* + qladdin.h + --- NEW FILE: auto_link.h --- /* 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: 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_c_autolink_hpp #define qla_c_autolink_hpp // select toolset: #if (_MSC_VER < 1300) # error "unsupported Microsoft compiler" #elif (_MSC_VER == 1300) # define LIB_TOOLSET "vc7" #elif (_MSC_VER == 1310) # define LIB_TOOLSET "vc71" #elif (_MSC_VER == 1400) # define LIB_TOOLSET "vc80" #else # error "unknown Microsoft compiler" #endif /*** libraries to be linked ***/ // select thread opt: #ifdef _MT # define LIB_THREAD_OPT "-mt" #else # define LIB_THREAD_OPT #endif // select linkage opt: #ifdef _DLL # if defined(_DEBUG) # define LIB_RT_OPT "-gd" # else # define LIB_RT_OPT # endif #else # if defined(_DEBUG) # define LIB_RT_OPT "-sgd" # else # define LIB_RT_OPT "-s" # endif #endif #define OH_LIB_NAME "ObjectHandler-" LIB_TOOLSET LIB_THREAD_OPT LIB_RT_OPT "-0_1_4.lib" #define QL_LIB_NAME "QuantLib-" LIB_TOOLSET LIB_THREAD_OPT LIB_RT_OPT "-0_3_13.lib" #pragma message("Linking to lib file: " OH_LIB_NAME) #pragma comment(lib, OH_LIB_NAME) #pragma message("Linking to lib file: " QL_LIB_NAME) #pragma comment(lib, QL_LIB_NAME) #endif --- NEW FILE: conversions.hpp --- /* 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: 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_c_conversions_hpp #define qla_c_conversions_hpp #include <ql/date.hpp> void cToLib(QuantLib::Date &, const long &); #endif Index: AddinC_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/AddinC_vc8.vcproj,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** AddinC_vc8.vcproj 11 Jun 2006 18:16:49 -0000 1.3 --- AddinC_vc8.vcproj 28 Aug 2006 10:05:22 -0000 1.4 *************** *** 42,46 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" --- 42,46 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,..\.." PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" *************** *** 118,122 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" --- 118,122 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,..\.." PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" *************** *** 195,199 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" --- 195,199 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,..\.." PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" *************** *** 271,275 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" --- 271,275 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,..\.." PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" *************** *** 327,347 **** > <File ! RelativePath=".\calendar.cpp" ! > ! </File> ! <File ! RelativePath="capfloor.cpp" ! > ! </File> ! <File ! RelativePath="couponvectors.cpp" ! > ! </File> ! <File ! RelativePath="date.cpp" ! > ! </File> ! <File ! RelativePath=".\daycounter.cpp" > </File> --- 327,331 ---- > <File ! RelativePath="conversions.cpp" > </File> *************** *** 351,367 **** </File> <File ! RelativePath="instruments.cpp" ! > ! </File> ! <File ! RelativePath="interpolation.cpp" ! > ! </File> ! <File ! RelativePath="mathf.cpp" ! > ! </File> ! <File ! RelativePath="ohfunctions.cpp" > </File> --- 335,339 ---- </File> <File ! RelativePath=".\ohfunctions.cpp" > </File> *************** *** 371,407 **** </File> <File ! RelativePath="prices.cpp" ! > ! </File> ! <File ! RelativePath="processes.cpp" ! > ! </File> ! <File ! RelativePath="randomsequencegenerator.cpp" ! > ! </File> ! <File ! RelativePath="schedule.cpp" ! > ! </File> ! <File ! RelativePath="shortratemodels.cpp" ! > ! </File> ! <File ! RelativePath="simpleswap.cpp" ! > ! </File> ! <File ! RelativePath="swap.cpp" > </File> <File ! RelativePath="termstructures.cpp" > </File> <File ! RelativePath="utilities.cpp" > </File> --- 343,355 ---- </File> <File ! RelativePath="payoffs.cpp" > </File> <File ! RelativePath="pricingengines.cpp" > </File> <File ! RelativePath="processes.cpp" > </File> *************** *** 414,421 **** > </File> - <File - RelativePath="xibor.cpp" - > - </File> </Filter> <Filter --- 362,365 ---- *************** *** 424,444 **** > <File ! RelativePath=".\calendar.h" ! > ! </File> ! <File ! RelativePath="capfloor.h" ! > ! </File> ! <File ! RelativePath="couponvectors.h" ! > ! </File> ! <File ! RelativePath="date.h" > </File> <File ! RelativePath=".\daycounter.h" > </File> --- 368,376 ---- > <File ! RelativePath=".\auto_link.h" > </File> <File ! RelativePath="conversions.hpp" > </File> *************** *** 452,476 **** </File> <File ! RelativePath="instruments.h" ! > ! </File> ! <File ! RelativePath="interpolation.h" ! > ! </File> ! <File ! RelativePath="mathf.h" > </File> <File ! RelativePath="ohfunctions.h" > </File> <File ! RelativePath="options.h" > </File> <File ! RelativePath="prices.h" > </File> --- 384,400 ---- </File> <File ! RelativePath=".\ohfunctions.h" > </File> <File ! RelativePath="options.h" > </File> <File ! RelativePath="payoffs.h" > </File> <File ! RelativePath="pricingengines.h" > </File> *************** *** 484,515 **** </File> <File - RelativePath="randomsequencegenerator.h" - > - </File> - <File - RelativePath="schedule.h" - > - </File> - <File - RelativePath="shortratemodels.h" - > - </File> - <File - RelativePath="simpleswap.h" - > - </File> - <File - RelativePath="swap.h" - > - </File> - <File - RelativePath="termstructures.h" - > - </File> - <File - RelativePath="utilities.h" - > - </File> - <File RelativePath="varies.h" > --- 408,411 ---- *************** *** 523,530 **** > </File> - <File - RelativePath="xibor.h" - > - </File> </Filter> </Files> --- 419,422 ---- --- session.cpp DELETED --- --- NEW FILE: conversions.cpp --- /* 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: 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. */ #include <Addins/C/conversions.hpp> void cToLib(QuantLib::Date &ret, const long &in) { ret = QuantLib::Date(in); } Index: AddinC.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/AddinC.vcproj,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** AddinC.vcproj 11 Jun 2006 13:39:19 -0000 1.2 --- AddinC.vcproj 28 Aug 2006 10:05:22 -0000 1.3 *************** *** 124,140 **** Filter="cpp;c;cxx;rc;def;r;odl;idl;hpj;bat"> <File ! RelativePath=".\calendar.cpp"> ! </File> ! <File ! RelativePath="capfloor.cpp"> ! </File> ! <File ! RelativePath="couponvectors.cpp"> ! </File> ! <File ! RelativePath="date.cpp"> ! </File> ! <File ! RelativePath=".\daycounter.cpp"> </File> <File --- 124,128 ---- Filter="cpp;c;cxx;rc;def;r;odl;idl;hpj;bat"> <File ! RelativePath="conversions.cpp"> </File> <File *************** *** 142,185 **** </File> <File - RelativePath="instruments.cpp"> - </File> - <File - RelativePath="interpolation.cpp"> - </File> - <File - RelativePath="mathf.cpp"> - </File> - <File - RelativePath="ohfunctions.cpp"> - </File> - <File RelativePath="options.cpp"> </File> <File ! RelativePath="prices.cpp"> ! </File> ! <File ! RelativePath="processes.cpp"> ! </File> ! <File ! RelativePath="randomsequencegenerator.cpp"> ! </File> ! <File ! RelativePath="schedule.cpp"> ! </File> ! <File ! RelativePath="shortratemodels.cpp"> ! </File> ! <File ! RelativePath="simpleswap.cpp"> </File> <File ! RelativePath="swap.cpp"> </File> <File ! RelativePath="termstructures.cpp"> </File> <File ! RelativePath="utilities.cpp"> </File> <File --- 130,146 ---- </File> <File RelativePath="options.cpp"> </File> <File ! RelativePath="payoffs.cpp"> </File> <File ! RelativePath="pricingengines.cpp"> </File> <File ! RelativePath="processes.cpp"> </File> <File ! RelativePath="session.cpp"> </File> <File *************** *** 189,195 **** RelativePath="volatilities.cpp"> </File> - <File - RelativePath="xibor.cpp"> - </File> </Filter> <Filter --- 150,153 ---- *************** *** 197,213 **** Filter="h;hpp;hxx;hm;inl"> <File ! RelativePath=".\calendar.h"> ! </File> ! <File ! RelativePath="capfloor.h"> ! </File> ! <File ! RelativePath="couponvectors.h"> ! </File> ! <File ! RelativePath="date.h"> ! </File> ! <File ! RelativePath=".\daycounter.h"> </File> <File --- 155,159 ---- Filter="h;hpp;hxx;hm;inl"> <File ! RelativePath="conversions.hpp"> </File> <File *************** *** 218,237 **** </File> <File ! RelativePath="instruments.h"> ! </File> ! <File ! RelativePath="interpolation.h"> ! </File> ! <File ! RelativePath="mathf.h"> ! </File> ! <File ! RelativePath="ohfunctions.h"> </File> <File ! RelativePath="options.h"> </File> <File ! RelativePath="prices.h"> </File> <File --- 164,174 ---- </File> <File ! RelativePath="options.h"> </File> <File ! RelativePath="payoffs.h"> </File> <File ! RelativePath="pricingengines.h"> </File> <File *************** *** 242,266 **** </File> <File - RelativePath="randomsequencegenerator.h"> - </File> - <File - RelativePath="schedule.h"> - </File> - <File - RelativePath="shortratemodels.h"> - </File> - <File - RelativePath="simpleswap.h"> - </File> - <File - RelativePath="swap.h"> - </File> - <File - RelativePath="termstructures.h"> - </File> - <File - RelativePath="utilities.h"> - </File> - <File RelativePath="varies.h"> </File> --- 179,182 ---- *************** *** 271,277 **** RelativePath="volatilities.h"> </File> - <File - RelativePath="xibor.h"> - </File> </Filter> </Files> --- 187,190 ---- Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/Makefile.am,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** Makefile.am 27 Jul 2006 14:06:30 -0000 1.2 --- Makefile.am 28 Aug 2006 10:05:22 -0000 1.3 *************** *** 12,70 **** endif ! libQuantLibAddinC_la_LIBADD = ../../qla/libQuantLibAddin.la if BUILD_C noinst_HEADERS = \ ! calendar.h \ ! capfloor.h \ ! couponvectors.h \ ! date.h \ ! daycounter.h \ defines.h \ exercise.h \ - instruments.h \ - interpolation.h \ - mathf.h \ ohfunctions.h \ options.h \ ! prices.h \ processes.h \ qladdin.h \ - randomsequencegenerator.h \ - schedule.h \ - shortratemodels.h \ - simpleswap.h \ - swap.h \ - termstructures.h \ - utilities.h \ varies.h \ varies.hpp \ ! volatilities.h \ ! xibor.h endif libQuantLibAddinC_la_SOURCES = \ ! calendar.cpp \ ! capfloor.cpp \ ! couponvectors.cpp \ ! date.cpp \ ! daycounter.cpp \ exercise.cpp \ - instruments.cpp \ - interpolation.cpp \ - mathf.cpp \ ohfunctions.cpp \ options.cpp \ ! prices.cpp \ processes.cpp \ - randomsequencegenerator.cpp \ - schedule.cpp \ - shortratemodels.cpp \ - simpleswap.cpp \ - swap.cpp \ - termstructures.cpp \ - utilities.cpp \ varies.cpp \ ! volatilities.cpp \ ! xibor.cpp --- 12,43 ---- endif ! libQuantLibAddinC_la_LIBADD = ../../qlo/libQuantLibAddin.la if BUILD_C noinst_HEADERS = \ ! auto_link.h \ ! conversions.hpp \ defines.h \ exercise.h \ ohfunctions.h \ options.h \ ! payoffs.h \ ! pricingengines.h \ processes.h \ qladdin.h \ varies.h \ varies.hpp \ ! volatilities.h endif libQuantLibAddinC_la_SOURCES = \ ! conversions.cpp \ exercise.cpp \ ohfunctions.cpp \ options.cpp \ ! payoffs.cpp \ ! pricingengines.cpp \ processes.cpp \ varies.cpp \ ! volatilities.cpp Index: varies.h =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/varies.h,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** varies.h 19 May 2006 16:56:16 -0000 1.1 --- varies.h 28 Aug 2006 10:05:22 -0000 1.2 *************** *** 52,55 **** --- 52,56 ---- void freeVaries(Varies *vl); + void initialize(); #endif --- qladdin.h DELETED --- Index: varies.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/varies.cpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** varies.cpp 19 May 2006 16:56:16 -0000 1.1 --- varies.cpp 28 Aug 2006 10:05:22 -0000 1.2 *************** *** 19,25 **** } #include <Addins/C/varies.hpp> ! #include <ql/Patterns/singleton.hpp> // code stub for unsupported sessions functionality --- 19,30 ---- } #include <Addins/C/varies.hpp> ! #include <oh/objhandler.hpp> #include <ql/Patterns/singleton.hpp> + void initialize() { + // instantiate the objecthandler singleton + static ObjHandler::ObjectHandler oh; + } + // code stub for unsupported sessions functionality |
