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From: Ferdinando A. <na...@us...> - 2006-09-18 07:07:29
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6229/qlo Modified Files: marketmodels.cpp marketmodels.hpp Log Message: pertial code refactoring Index: marketmodels.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** marketmodels.hpp 1 Sep 2006 20:12:32 -0000 1.17 --- marketmodels.hpp 18 Sep 2006 07:07:26 -0000 1.18 *************** *** 27,32 **** #include <ql/MarketModels/browniangenerator.hpp> #include <ql/MarketModels/marketmodelevolver.hpp> ! #include <ql/MarketModels/Products/marketmodelforwards.hpp> ! #include <ql/MarketModels/Products/marketmodelcaplets.hpp> #include <ql/MarketModels/Models/expcorrabcdvol.hpp> --- 27,32 ---- #include <ql/MarketModels/browniangenerator.hpp> #include <ql/MarketModels/marketmodelevolver.hpp> ! #include <ql/MarketModels/Products/OneStep/onestepforwards.hpp> ! #include <ql/MarketModels/Products/OneStep/onestepcaplets.hpp> #include <ql/MarketModels/Models/expcorrabcdvol.hpp> *************** *** 106,118 **** }; ! class MarketModelProduct : public ObjHandler::LibraryObject< ! QuantLib::MarketModelProduct> { //public: // virtual EvolutionDescription suggestedEvolution() const=0; }; ! class MarketModelForwards : public MarketModelProduct { public: ! MarketModelForwards(const std::vector<QuantLib::Time>& rateTimes, const std::vector<QuantLib::Real>& accruals, const std::vector<QuantLib::Time>& paymentTimes, --- 106,118 ---- }; ! class MarketModelMultiProduct : public ObjHandler::LibraryObject< ! QuantLib::MarketModelMultiProduct> { //public: // virtual EvolutionDescription suggestedEvolution() const=0; }; ! class OneStepForwards : public MarketModelMultiProduct { public: ! OneStepForwards(const std::vector<QuantLib::Time>& rateTimes, const std::vector<QuantLib::Real>& accruals, const std::vector<QuantLib::Time>& paymentTimes, *************** *** 120,126 **** //EvolutionDescription suggestedEvolution() const; }; ! class MarketModelCaplets : public MarketModelProduct { public: ! MarketModelCaplets(const std::vector<QuantLib::Time>& rateTimes, const std::vector<QuantLib::Real>& accruals, const std::vector<QuantLib::Time>& paymentTimes, --- 120,126 ---- //EvolutionDescription suggestedEvolution() const; }; ! class OneStepCaplets : public MarketModelMultiProduct { public: ! OneStepCaplets(const std::vector<QuantLib::Time>& rateTimes, const std::vector<QuantLib::Real>& accruals, const std::vector<QuantLib::Time>& paymentTimes, *************** *** 161,165 **** AccountingEngine( const boost::shared_ptr<QuantLib::MarketModelEvolver>& evolver, ! const boost::shared_ptr<QuantLib::MarketModelProduct>& product, const QuantLib::EvolutionDescription& evolution, double initialNumeraireValue); --- 161,165 ---- AccountingEngine( const boost::shared_ptr<QuantLib::MarketModelEvolver>& evolver, ! const boost::shared_ptr<QuantLib::MarketModelMultiProduct>& product, const QuantLib::EvolutionDescription& evolution, double initialNumeraireValue); Index: marketmodels.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** marketmodels.cpp 1 Sep 2006 20:12:32 -0000 1.18 --- marketmodels.cpp 18 Sep 2006 07:07:26 -0000 1.19 *************** *** 128,132 **** ! MarketModelForwards::MarketModelForwards( const std::vector<QuantLib::Time>& rateTimes, const std::vector<QuantLib::Real>& accruals, --- 128,132 ---- ! OneStepForwards::OneStepForwards( const std::vector<QuantLib::Time>& rateTimes, const std::vector<QuantLib::Real>& accruals, *************** *** 134,139 **** const std::vector<QuantLib::Rate>& strikes) { ! libraryObject_ = boost::shared_ptr<QuantLib::MarketModelProduct>( ! new QuantLib::MarketModelForwards(rateTimes, accruals, paymentTimes, strikes)); } --- 134,139 ---- const std::vector<QuantLib::Rate>& strikes) { ! libraryObject_ = boost::shared_ptr<QuantLib::MarketModelMultiProduct>( ! new QuantLib::OneStepForwards(rateTimes, accruals, paymentTimes, strikes)); } *************** *** 147,157 **** //} ! MarketModelCaplets::MarketModelCaplets(const std::vector<QuantLib::Time>& rateTimes, const std::vector<QuantLib::Real>& accruals, const std::vector<QuantLib::Time>& paymentTimes, const std::vector<QuantLib::Rate>& strikes) { ! libraryObject_ = boost::shared_ptr<QuantLib::MarketModelProduct>( ! new QuantLib::MarketModelCaplets(rateTimes, accruals, paymentTimes, strikes)); } --- 147,157 ---- //} ! OneStepCaplets::OneStepCaplets(const std::vector<QuantLib::Time>& rateTimes, const std::vector<QuantLib::Real>& accruals, const std::vector<QuantLib::Time>& paymentTimes, const std::vector<QuantLib::Rate>& strikes) { ! libraryObject_ = boost::shared_ptr<QuantLib::MarketModelMultiProduct>( ! new QuantLib::OneStepCaplets(rateTimes, accruals, paymentTimes, strikes)); } *************** *** 188,192 **** AccountingEngine::AccountingEngine( const boost::shared_ptr<QuantLib::MarketModelEvolver>& evolver, ! const boost::shared_ptr<QuantLib::MarketModelProduct>& product, const QuantLib::EvolutionDescription& evolution, double initialNumeraireValue) --- 188,192 ---- AccountingEngine::AccountingEngine( const boost::shared_ptr<QuantLib::MarketModelEvolver>& evolver, ! const boost::shared_ptr<QuantLib::MarketModelMultiProduct>& product, const QuantLib::EvolutionDescription& evolution, double initialNumeraireValue) |
