Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4419
Modified Files:
QuantLibObjects.vcproj QuantLibObjects_vc8.vcproj
Log Message:
implement template for functions which loop on input parameter
Index: QuantLibObjects_vc8.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v
retrieving revision 1.42
retrieving revision 1.43
diff -C2 -d -r1.42 -r1.43
*** QuantLibObjects_vc8.vcproj 12 Sep 2006 12:17:55 -0000 1.42
--- QuantLibObjects_vc8.vcproj 15 Sep 2006 10:07:34 -0000 1.43
***************
*** 922,925 ****
--- 922,977 ----
</File>
</Filter>
+ <Filter
+ Name="Loop"
+ >
+ <File
+ RelativePath="qlo\Loop\loop_bonds.hpp"
+ >
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_calendar.hpp"
+ >
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_capfloor.hpp"
+ >
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_capletvolstructure.hpp"
+ >
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_daycounter.hpp"
+ >
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_index.hpp"
+ >
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_interpolation.hpp"
+ >
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_marketmodels.hpp"
+ >
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_statistics.hpp"
+ >
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_swaption.hpp"
+ >
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_swaptionvolstructure.hpp"
+ >
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_termstructures.hpp"
+ >
+ </File>
+ </Filter>
<File
RelativePath="qlo\auto_link.hpp"
Index: QuantLibObjects.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v
retrieving revision 1.34
retrieving revision 1.35
diff -C2 -d -r1.34 -r1.35
*** QuantLibObjects.vcproj 12 Sep 2006 09:38:25 -0000 1.34
--- QuantLibObjects.vcproj 15 Sep 2006 10:07:34 -0000 1.35
***************
*** 783,786 ****
--- 783,826 ----
</File>
</Filter>
+ <Filter
+ Name="Loop"
+ Filter="">
+ <File
+ RelativePath="qlo\Loop\loop_bonds.hpp">
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_calendar.hpp">
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_capfloor.hpp">
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_capletvolstructure.hpp">
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_daycounter.hpp">
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_index.hpp">
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_interpolation.hpp">
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_marketmodels.hpp">
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_statistics.hpp">
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_swaption.hpp">
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_swaptionvolstructure.hpp">
+ </File>
+ <File
+ RelativePath="qlo\Loop\loop_termstructures.hpp">
+ </File>
+ </Filter>
<File
RelativePath="qlo\auto_link.hpp">
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