Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1784/qlo
Modified Files:
couponvectors.cpp couponvectors.hpp enumclassctors.cpp
enumclassctors.hpp qladdindefines.hpp typefactory.hpp
Log Message:
merge R000313f0-branch
Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** couponvectors.hpp 28 Aug 2006 10:11:00 -0000 1.18
--- couponvectors.hpp 28 Aug 2006 12:04:52 -0000 1.19
***************
*** 66,78 ****
};
! class VanillaCMSCouponPricer:public ObjHandler::LibraryObject<QuantLib::VanillaCMSCouponPricer> {
! public:
! VanillaCMSCouponPricer(const std::string &typeOfVanillaCMSCouponPricer,
! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve);
! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> underlyingObject()
! {
! return libraryObject_;
! }
! };
//class ConundrumPricer : public VanillaCMSCouponPricer {
--- 66,78 ----
};
! //class VanillaCMSCouponPricer:public ObjHandler::LibraryObject<QuantLib::VanillaCMSCouponPricer> {
! // public:
! // VanillaCMSCouponPricer(const std::string &typeOfVanillaCMSCouponPricer,
! // const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve);
! // boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> underlyingObject()
! // {
! // return libraryObject_;
! // }
! //};
//class ConundrumPricer : public VanillaCMSCouponPricer {
Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** couponvectors.cpp 28 Aug 2006 10:11:00 -0000 1.25
--- couponvectors.cpp 28 Aug 2006 12:04:52 -0000 1.26
***************
*** 166,176 ****
}
! VanillaCMSCouponPricer::VanillaCMSCouponPricer(
! const std::string &typeOfVanillaCMSCouponPricer,
! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve)
! {
! libraryObject_ = Create<boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> >()
! (typeOfVanillaCMSCouponPricer,modelOfYieldCurve);
! }
//CMSCouponVector::CMSCouponVector(
--- 166,176 ----
}
! //VanillaCMSCouponPricer::VanillaCMSCouponPricer(
! // const std::string &typeOfVanillaCMSCouponPricer,
! // const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve)
! //{
! // libraryObject_ = Create<boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> >()
! // (typeOfVanillaCMSCouponPricer,modelOfYieldCurve);
! //}
//CMSCouponVector::CMSCouponVector(
Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** enumclassctors.hpp 28 Aug 2006 10:05:25 -0000 1.13
--- enumclassctors.hpp 28 Aug 2006 12:04:52 -0000 1.14
***************
*** 190,200 ****
const QuantLib::DayCounter &dayCounter);
! //VanillaCMSCouponPricer
! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>
! CONUNDRUM_BY_BLACK_Pricer(
! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve );
! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>
! CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer(
! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve );
}
--- 190,201 ----
const QuantLib::DayCounter &dayCounter);
! ////VanillaCMSCouponPricer
! //boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>
! // CONUNDRUM_BY_BLACK_Pricer(
! // const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve );
! //boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>
! // CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer(
! // const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve );
!
}
Index: qladdindefines.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/qladdindefines.hpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** qladdindefines.hpp 28 Aug 2006 10:05:25 -0000 1.6
--- qladdindefines.hpp 28 Aug 2006 12:04:52 -0000 1.7
***************
*** 32,36 ****
#include <ql/qldefines.hpp>
! #if QL_HEX_VERSION != 0x000313f0
#error using an incorrect version of QuantLib, please update.
#endif
--- 32,36 ----
#include <ql/qldefines.hpp>
! #if QL_HEX_VERSION != 0x000314f0
#error using an incorrect version of QuantLib, please update.
#endif
Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** typefactory.hpp 28 Aug 2006 10:07:49 -0000 1.28
--- typefactory.hpp 28 Aug 2006 12:04:52 -0000 1.29
***************
*** 260,279 ****
};
! /* *** VanillaCMSCouponPricer *** */
! typedef boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(*VanillaCMSCouponPricerConstructor)(
! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve);
! template<>
! class Create<boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> > :
! private RegistryManager<QuantLib::VanillaCMSCouponPricer, EnumClassRegistry> {
! public:
! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> operator() (
! const std::string& vanillaCMSCouponPricerID,
! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve) {
! VanillaCMSCouponPricerConstructor vanillaCMSCouponPricerConstructor =
! getType<std::string, VanillaCMSCouponPricerConstructor>(vanillaCMSCouponPricerID);
! return vanillaCMSCouponPricerConstructor(modelOfYieldCurve);
! }
! };
///* *** InterestRateIndex *** */
--- 260,279 ----
};
! ///* *** VanillaCMSCouponPricer *** */
! //typedef boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(*VanillaCMSCouponPricerConstructor)(
! // const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve);
! //template<>
! //class Create<boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> > :
! // private RegistryManager<QuantLib::VanillaCMSCouponPricer, EnumClassRegistry> {
! //public:
! // boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> operator() (
! // const std::string& vanillaCMSCouponPricerID,
! // const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve) {
! // VanillaCMSCouponPricerConstructor vanillaCMSCouponPricerConstructor =
! // (VanillaCMSCouponPricerConstructor)(getType(vanillaCMSCouponPricerID));
! // return vanillaCMSCouponPricerConstructor(modelOfYieldCurve);
! // }
! //};
///* *** InterestRateIndex *** */
Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** enumclassctors.cpp 28 Aug 2006 10:09:23 -0000 1.16
--- enumclassctors.cpp 28 Aug 2006 12:04:52 -0000 1.17
***************
*** 500,513 ****
//VanillaCMSCouponPricer
! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_BLACK_Pricer(
! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve){
! return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(
! new QuantLib::ConundrumPricerByBlack(modelOfYieldCurve));
! };
! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer(
! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve ){
! return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(
! new QuantLib::ConundrumPricerByNumericalIntegration(modelOfYieldCurve));
! };
}
--- 500,514 ----
//VanillaCMSCouponPricer
! //boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_BLACK_Pricer(
! // const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve){
! // return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(
! // new QuantLib::ConundrumPricerByBlack(modelOfYieldCurve));
! //};
! //boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer(
! // const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve ){
! // return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(
! // new QuantLib::ConundrumPricerByNumericalIntegration(modelOfYieldCurve));
! //};
!
}
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