[QuantLibAddin-cvs] QuantLibAddin/qlo europeanoption.cpp, 1.5, 1.6 quantoforwardvanillaoption.cpp, 1.6, 1.7 quantovanillaoption.cpp, 1.6, 1.7 randomsequencegenerator.hpp, 1.3, 1.4 vanillaoption.cpp, 1.7, 1.8

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11601/qlo

Modified Files:
	europeanoption.cpp quantoforwardvanillaoption.cpp 
	quantovanillaoption.cpp randomsequencegenerator.hpp 
	vanillaoption.cpp 
Log Message:
avoiding useless inclusions to speed up compilation time

Index: randomsequencegenerator.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/randomsequencegenerator.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** randomsequencegenerator.hpp	30 Aug 2006 10:12:49 -0000	1.3
--- randomsequencegenerator.hpp	28 Sep 2006 07:48:03 -0000	1.4
***************
*** 21,25 ****
  
  #include <oh/objhandler.hpp>
! #include <ql/RandomNumbers/all.hpp>
  #include <vector>
  
--- 21,29 ----
  
  #include <oh/objhandler.hpp>
! #include <ql/RandomNumbers/core.hpp>
! #include <ql/RandomNumbers/faurersg.hpp>
! #include <ql/RandomNumbers/mt19937uniformrng.hpp>
! #include <ql/RandomNumbers/sobolrsg.hpp>
! #include <ql/RandomNumbers/haltonrsg.hpp>
  #include <vector>
  

Index: quantovanillaoption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quantovanillaoption.cpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** quantovanillaoption.cpp	29 Jun 2006 16:52:12 -0000	1.6
--- quantovanillaoption.cpp	28 Sep 2006 07:48:03 -0000	1.7
***************
*** 25,33 ****
  #include <qlo/volatilities.hpp>
  
- #include <ql/DayCounters/all.hpp>
- #include <ql/Volatilities/blackconstantvol.hpp>
- #include <ql/TermStructures/flatforward.hpp>
- #include <ql/PricingEngines/all.hpp>
- 
  namespace QuantLibAddin {
  
--- 25,28 ----

Index: vanillaoption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaoption.cpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** vanillaoption.cpp	16 Jul 2006 17:11:30 -0000	1.7
--- vanillaoption.cpp	28 Sep 2006 07:48:03 -0000	1.8
***************
*** 24,31 ****
  #include <qlo/vo_exercise.hpp> // TEST CODE DELETE ME
  
- #include <ql/DayCounters/all.hpp>
  #include <ql/Volatilities/blackconstantvol.hpp>
  #include <ql/TermStructures/flatforward.hpp>
- #include <ql/PricingEngines/all.hpp>
  
  namespace QuantLibAddin {
--- 24,29 ----

Index: europeanoption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/europeanoption.cpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** europeanoption.cpp	29 Jun 2006 16:52:12 -0000	1.5
--- europeanoption.cpp	28 Sep 2006 07:48:03 -0000	1.6
***************
*** 23,38 ****
  #include <qlo/exercise.hpp>
  
- #include <ql/DayCounters/all.hpp>
- #include <ql/Volatilities/blackconstantvol.hpp>
- #include <ql/TermStructures/flatforward.hpp>
- #include <ql/PricingEngines/all.hpp>
- 
  namespace QuantLibAddin {
  
      EuropeanOption::EuropeanOption(
!             const boost::shared_ptr < QuantLib::GeneralizedBlackScholesProcess > &blackScholesProcess,
!             const boost::shared_ptr<QuantLib::StrikedTypePayoff> &payoff,
!             const boost::shared_ptr < QuantLib::Exercise > &exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine> &pricingEngine) {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::EuropeanOption(
--- 23,33 ----
  #include <qlo/exercise.hpp>
  
  namespace QuantLibAddin {
  
      EuropeanOption::EuropeanOption(
!             const boost::shared_ptr<QuantLib::GeneralizedBlackScholesProcess>& blackScholesProcess,
!             const boost::shared_ptr<QuantLib::StrikedTypePayoff>& payoff,
!             const boost::shared_ptr<QuantLib::Exercise>& exercise,
!             const boost::shared_ptr<QuantLib::PricingEngine>& pricingEngine) {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::EuropeanOption(

Index: quantoforwardvanillaoption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quantoforwardvanillaoption.cpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** quantoforwardvanillaoption.cpp	29 Jun 2006 16:52:12 -0000	1.6
--- quantoforwardvanillaoption.cpp	28 Sep 2006 07:48:03 -0000	1.7
***************
*** 24,32 ****
  #include <qlo/volatilities.hpp>
  
- #include <ql/DayCounters/all.hpp>
- #include <ql/Volatilities/blackconstantvol.hpp>
- #include <ql/TermStructures/flatforward.hpp>
- #include <ql/PricingEngines/all.hpp>
- 
  namespace QuantLibAddin {
  
--- 24,27 ----