[QuantLibAddin-cvs] QuantLibAddin/qlo marketmodels.cpp, 1.20, 1.21 marketmodels.hpp, 1.19, 1.20

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14747/qlo

Modified Files:
	marketmodels.cpp marketmodels.hpp 
Log Message:
evolution method exported

Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** marketmodels.hpp	25 Sep 2006 17:16:40 -0000	1.19
--- marketmodels.hpp	28 Sep 2006 15:48:18 -0000	1.20
***************
*** 38,41 ****
--- 38,43 ----
              const std::vector<QuantLib::Time>& rateTimes,
              const std::vector<QuantLib::Time>& evolutionTimes);
+         EvolutionDescription(
+             const QuantLib::EvolutionDescription& ev);
      };
  
***************
*** 107,112 ****
      class MarketModelMultiProduct : public ObjHandler::LibraryObject<
          QuantLib::MarketModelMultiProduct> {
!     //public:
!     //    virtual EvolutionDescription suggestedEvolution() const=0;
      };
  
--- 109,114 ----
      class MarketModelMultiProduct : public ObjHandler::LibraryObject<
          QuantLib::MarketModelMultiProduct> {
!       public:
!           std::string evolution() const;
      };
  
***************
*** 117,122 ****
                              const std::vector<QuantLib::Time>& paymentTimes,
                              const std::vector<QuantLib::Rate>& strikes);
-         //EvolutionDescription suggestedEvolution() const;
      };
      class OneStepCaplets : public MarketModelMultiProduct {
      public:
--- 119,124 ----
                              const std::vector<QuantLib::Time>& paymentTimes,
                              const std::vector<QuantLib::Rate>& strikes);
      };
+ 
      class OneStepCaplets : public MarketModelMultiProduct {
      public:

Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** marketmodels.cpp	25 Sep 2006 17:16:40 -0000	1.20
--- marketmodels.cpp	28 Sep 2006 15:48:18 -0000	1.21
***************
*** 20,23 ****
--- 20,24 ----
  #endif
  #include <qlo/marketmodels.hpp>
+ #include <qlo/vo_marketmodels.hpp>
  #include <ql/MarketModels/Models/expcorrflatvol.hpp>
  #include <ql/MarketModels/Models/expcorrabcdvol.hpp>
***************
*** 28,31 ****
--- 29,49 ----
  namespace QuantLibAddin {
  
+     EvolutionDescription::EvolutionDescription(
+             const std::vector<QuantLib::Time>& rateTimes,
+             const std::vector<QuantLib::Time>& evolutionTimes)
+     {
+         libraryObject_ = boost::shared_ptr<QuantLib::EvolutionDescription>(
+             new QuantLib::EvolutionDescription(rateTimes, evolutionTimes));
+     }
+ 
+ 
+     EvolutionDescription::EvolutionDescription(
+             const QuantLib::EvolutionDescription& ev)
+     {
+         libraryObject_ = boost::shared_ptr<QuantLib::EvolutionDescription>(
+             new QuantLib::EvolutionDescription(ev));
+     }
+ 
+ 
      ExpCorrFlatVol::ExpCorrFlatVol(
              double longTermCorr,
***************
*** 81,93 ****
  
  
-     EvolutionDescription::EvolutionDescription(
-             const std::vector<QuantLib::Time>& rateTimes,
-             const std::vector<QuantLib::Time>& evolutionTimes)
-     {
-         libraryObject_ = boost::shared_ptr<QuantLib::EvolutionDescription>(
-             new QuantLib::EvolutionDescription(rateTimes, evolutionTimes));
-     }
- 
- 
      CurveState::CurveState(const std::vector<QuantLib::Time>& rateTimes)
      {
--- 99,102 ----
***************
*** 136,146 ****
      }
  
!     //EvolutionDescription MarketModelForwards::suggestedEvolution() const
!     //{
!     //    QuantLib::EvolitionDescription ed = libraryObject_->suggestedEvolution();
!     //    
!     //    boost::shared_ptr<ObjHandler::Object> objectPointer(
!     //        new QuantLibAddin::EvolutionDescription());
!     //}
  
      OneStepCaplets::OneStepCaplets(const std::vector<QuantLib::Time>& rateTimes,
--- 145,167 ----
      }
  
!     std::string MarketModelMultiProduct::evolution() const
!     {
!         const QuantLib::EvolutionDescription& ev = libraryObject_->evolution();
! 
!         boost::shared_ptr<ObjHandler::Object> objectPointer(
!             new QuantLibAddin::EvolutionDescription(ev));
! 
!         std::string anonymousID =
!             ObjHandler::ObjectHandler::instance().storeObject("", objectPointer);
! 
!         objectPointer->setProperties(
!             boost::shared_ptr<ObjHandler::ValueObject>(
!             new ValueObjects::qlEvolutionDescription(
!                 anonymousID,
!                 ev.rateTimes(),
!                 ev.evolutionTimes())));
! 
!         return anonymousID;
!     }
  
      OneStepCaplets::OneStepCaplets(const std::vector<QuantLib::Time>& rateTimes,