[QuantLibAddin-cvs] QuantLibAddin/qlo randomsequencegenerator.cpp, 1.1, 1.2 randomsequencegenerator.hpp, 1.2, 1.3 utilities.cpp, 1.3, 1.4

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11035/qlo

Modified Files:
	randomsequencegenerator.cpp randomsequencegenerator.hpp 
	utilities.cpp 
Log Message:
QuantLibAddin doesn'r rely on QuantLibFunctions anymore

Index: utilities.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/utilities.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** utilities.cpp	12 Jul 2006 16:55:46 -0000	1.3
--- utilities.cpp	30 Aug 2006 10:12:49 -0000	1.4
***************
*** 25,29 ****
  #if defined BOOST_MSVC       // Microsoft Visual C++
  #  define BOOST_LIB_DIAGNOSTIC
- #  include <ql/Functions/auto_link.hpp>
  #  include <ql/auto_link.hpp>
  #  undef BOOST_LIB_DIAGNOSTIC
--- 25,28 ----

Index: randomsequencegenerator.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/randomsequencegenerator.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** randomsequencegenerator.hpp	9 Jun 2006 18:58:47 -0000	1.2
--- randomsequencegenerator.hpp	30 Aug 2006 10:12:49 -0000	1.3
***************
*** 1,4 ****
--- 1,5 ----
  
  /*
+  Copyright (C) 2006 Ferdinando Ametrano
   Copyright (C) 2006 Aurelien Chanudet
  
***************
*** 21,30 ****
  #include <oh/objhandler.hpp>
  #include <ql/RandomNumbers/all.hpp>
- #include <ql/Functions/mathf.hpp>
  #include <vector>
  
  namespace QuantLibAddin {
  
!     // Common Denominator
  
      class RandomSequenceGenerator : public ObjHandler::Object {
--- 22,32 ----
  #include <oh/objhandler.hpp>
  #include <ql/RandomNumbers/all.hpp>
  #include <vector>
  
  namespace QuantLibAddin {
  
! 
!     QuantLib::Real rand();
!     void randomize(QuantLib::BigNatural seed);
  
      class RandomSequenceGenerator : public ObjHandler::Object {
***************
*** 108,110 ****
  
  #endif
- 
--- 110,111 ----

Index: randomsequencegenerator.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/randomsequencegenerator.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** randomsequencegenerator.cpp	19 May 2006 16:56:16 -0000	1.1
--- randomsequencegenerator.cpp	30 Aug 2006 10:12:49 -0000	1.2
***************
*** 23,50 ****
  namespace QuantLibAddin {
  
-     std::vector<std::vector<double> > RandomSequenceGenerator::variates(long samples) {
-         std::vector<std::vector<double> > rtn;
  
!         for (long i=0 ; i < samples ; i++) {
!             rtn.push_back(nextSequence());
!         }
  
!         return rtn;
      }
  
  
      MersenneTwisterRsg::MersenneTwisterRsg(long dimension, long seed)
!         : PseudoRandomSequenceGenerator<urng_type>(dimension, urng_type(seed))  { }
  
      // QuantLib::FaureRsg does not work for dimension = 0
      FaureRsg::FaureRsg(long dimension)
!         : LowDiscrepancySequenceGenerator<rsg_type>(rsg_type(dimension))  { }
  
      HaltonRsg::HaltonRsg(long dimension, long seed)
!         : LowDiscrepancySequenceGenerator<rsg_type>(rsg_type(dimension, seed))  { }
  
      SobolRsg::SobolRsg(long dimension, long seed)
!         : LowDiscrepancySequenceGenerator<rsg_type>(rsg_type(dimension, seed))  { }
  
  }
- 
--- 23,57 ----
  namespace QuantLibAddin {
  
  
!     static QuantLib::MersenneTwisterUniformRng rng_;
  
!     QuantLib::Real rand() {
!         return rng_.next().value;
!     }
!     void randomize(QuantLib::BigNatural seed) {
!         rng_ = QuantLib::MersenneTwisterUniformRng(seed);
      }
  
+     std::vector<std::vector<double> >
+     RandomSequenceGenerator::variates(long samples)
+     {
+         std::vector<std::vector<double> > rtn;
+         for (long i=0 ; i < samples ; i++)
+             rtn.push_back(nextSequence());
+         return rtn;
+     }
  
      MersenneTwisterRsg::MersenneTwisterRsg(long dimension, long seed)
!     : PseudoRandomSequenceGenerator<urng_type>(dimension, urng_type(seed)) {}
  
      // QuantLib::FaureRsg does not work for dimension = 0
      FaureRsg::FaureRsg(long dimension)
!     : LowDiscrepancySequenceGenerator<rsg_type>(rsg_type(dimension)) {}
  
      HaltonRsg::HaltonRsg(long dimension, long seed)
!     : LowDiscrepancySequenceGenerator<rsg_type>(rsg_type(dimension, seed)) {}
  
      SobolRsg::SobolRsg(long dimension, long seed)
!     : LowDiscrepancySequenceGenerator<rsg_type>(rsg_type(dimension, seed)) {}
  
  }