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From: Eric E. <eri...@us...> - 2006-10-04 07:28:21
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21172/Docs/pages Modified Files: faq.docs history.docs Log Message: linux catching up Index: history.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/history.docs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** history.docs 3 Oct 2006 11:06:38 -0000 1.3 --- history.docs 4 Oct 2006 07:28:15 -0000 1.4 *************** *** 40,44 **** DESIGN - - resolved problem of VC8 build running slowly - implementation of loop functions re-implemented as a template using boost::bind; performance optimized --- 40,43 ---- *************** *** 57,66 **** QuantLib releases 0.3.3 through 0.3.8. That project was discontinued. ! All %QuantLibAddin releases have included an Excel addin. Beginning with ! %QuantLibAddin version 0.3.13, the QuantLibXL name has been resurrected and ! given to the %QuantLibAddin build for the Excel platform. The new QuantLibXL ! project reflects the fact that the majority of interest in %QuantLibAddin ! originates from end business users on the Excel platform. The new QuantLibXL ! project has a separate web page (<a href="http://www.quantlibxl.org">http://www.quantlibxl.org</a>) and provides a Windows installer for the compiled package. --- 56,66 ---- QuantLib releases 0.3.3 through 0.3.8. That project was discontinued. ! QuantLib releases 0.3.10 and later have been accompanied by a release of ! %QuantLibAddin. All %QuantLibAddin releases have included an Excel addin. ! Beginning with QuantLibAddin version 0.3.13, the QuantLibXL name has been ! resurrected and given to the %QuantLibAddin build for the Excel platform. The ! new QuantLibXL project reflects the fact that the majority of interest in ! %QuantLibAddin originates from end business users on the Excel platform. The ! new QuantLibXL project has a separate web page (<a href="http://www.quantlibxl.org">http://www.quantlibxl.org</a>) and provides a Windows installer for the compiled package. *************** *** 81,87 **** %QuantLibAddin versions prior to 0.3.13. gensrc has been separated from %QuantLibAddin 0.3.13 into a standalone project. gensrc has adopted the ! %version numbering scheme from ObjectHandler, hence %QuantLibAddin 0.3.13 ! %relies on gensrc version 0.1.4. gensrc was renamed from srcgen because of a ! %conflict with another SourceForge project. REQUIRED PACKAGES --- 81,87 ---- %QuantLibAddin versions prior to 0.3.13. gensrc has been separated from %QuantLibAddin 0.3.13 into a standalone project. gensrc has adopted the ! version numbering scheme from ObjectHandler, hence %QuantLibAddin 0.3.13 ! relies on gensrc version 0.1.4. gensrc was renamed from srcgen because of a ! conflict with another SourceForge project. REQUIRED PACKAGES Index: faq.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/faq.docs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** faq.docs 3 Oct 2006 11:06:38 -0000 1.5 --- faq.docs 4 Oct 2006 07:28:15 -0000 1.6 *************** *** 163,167 **** \verbatim ! C:\Program Files\QuantLibAddin\Addins\Excel\build\vc6\DebugCRTDLL; SRV*C:\websymbols*http://msdl.microsoft.com/download/symbols \endverbatim --- 163,167 ---- \verbatim ! C:\projects\QuantLibAddin\Addins\Excel\build\vc6\DebugCRTDLL; SRV*C:\websymbols*http://msdl.microsoft.com/download/symbols \endverbatim *************** *** 196,209 **** blackScholesHandle = Application.Run( "qlGeneralizedBlackScholesProcess", "process", ! blackVolHandle, 36, "Actual/365 (Fixed)", 35932, 0.06, 0) exerciseHandle = Application.Run("qlEuropeanExercise", "exercise", 36297) payoffHandle = Application.Run("qlStrikedTypePayoff", "payoff", "Vanilla", "Put", 40) ! engineHandle = Application.Run("qlPricingEngine", "engine", ! "AE") ! optionHandle = Application.Run("qlVanillaOption", "option", ! blackScholesHandle, payoffHandle, exerciseHandle, ! engineHandle) npv = Application.Run("qlNPV", optionHandle) Debug.Print npv --- 196,210 ---- blackScholesHandle = Application.Run( "qlGeneralizedBlackScholesProcess", "process", ! blackVolHandle, 36, "Actual/365 (Fixed)", 35932, ! 0.06, 0) exerciseHandle = Application.Run("qlEuropeanExercise", "exercise", 36297) payoffHandle = Application.Run("qlStrikedTypePayoff", "payoff", "Vanilla", "Put", 40) ! engineHandle = Application.Run("qlPricingEngine", ! "engine", "AE") ! optionHandle = Application.Run("qlVanillaOption", ! "option", blackScholesHandle, payoffHandle, ! exerciseHandle, engineHandle) npv = Application.Run("qlNPV", optionHandle) Debug.Print npv |
