[QuantLibAddin-cvs] QuantLibAddin/Clients/C qlademo.c,1.3,1.4
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From: Eric E. <eri...@us...> - 2006-10-04 14:26:00
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Clients/C In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv614/Clients/C Modified Files: qlademo.c Log Message: C addin catching up Index: qlademo.c =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C/qlademo.c,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** qlademo.c 28 Aug 2006 10:05:22 -0000 1.3 --- qlademo.c 4 Oct 2006 14:25:57 -0000 1.4 *************** *** 26,29 **** --- 26,30 ---- double underlying = 36; double strike = 40; + double npv = 0; long exerciseDate = 36297; // (17, May, 1999); long settlementDate = 35932; // (17, May, 1998); *************** *** 31,34 **** --- 32,36 ---- long logLevel = 4; Boolean result; + // dummy value for trigger/permanent parameters which we are ignoring Varies dummy; dummy.type = LONG; *************** *** 36,42 **** initialize(); ! ohSetLogFile("quantlib.log", logLevel, returnString); // specify log file ! ohSetConsole(1, logLevel, &result); // log messages to stdout ! ohLogMessage("begin example program", logLevel, &result); if (qlBlackConstantVol( --- 38,44 ---- initialize(); ! ohSetLogFile("quantlib.log", logLevel, dummy, returnString); // specify log file ! ohSetConsole(1, logLevel, dummy, &result); // log messages to stdout ! ohLogMessage("begin example program", logLevel, dummy, &result); if (qlBlackConstantVol( *************** *** 46,51 **** "Actual/365 (Fixed)", dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlBlackConstantVol", logLevel, &result); goto fail; } --- 48,54 ---- "Actual/365 (Fixed)", dummy, + dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlBlackConstantVol", logLevel, dummy, &result); goto fail; } *************** *** 60,65 **** dividendYield, dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlBlackScholesProcess", logLevel, &result); goto fail; } --- 63,69 ---- dividendYield, dummy, + dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlBlackScholesProcess", logLevel, dummy, &result); goto fail; } *************** *** 69,74 **** exerciseDate, dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, &result); goto fail; } --- 73,79 ---- exerciseDate, dummy, + dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, dummy, &result); goto fail; } *************** *** 80,85 **** strike, dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, &result); goto fail; } --- 85,91 ---- strike, dummy, + dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, dummy, &result); goto fail; } *************** *** 89,94 **** "AE", // analytic european dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, &result); goto fail; } --- 95,101 ---- "AE", // analytic european dummy, + dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, dummy, &result); goto fail; } *************** *** 101,113 **** "my_engine", // engine object ID dummy, // time steps returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlVanillaOption", logLevel, &result); goto fail; } ! ohLogMessage("high-level interrogation - after qlVanillaOption", logLevel, &result); ! ohLogObject("my_option", &result); ! ohLogMessage("end example program", logLevel, &result); return 0; --- 108,133 ---- "my_engine", // engine object ID dummy, // time steps + dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlVanillaOption", logLevel, dummy, &result); goto fail; } ! if (qlNPV( ! "my_option", ! dummy, ! &npv) != SUCCESS) { ! ohLogMessage("Error on call to qlNPV", logLevel, dummy, &result); ! goto fail; ! } ! // log the NPV ! sprintf(returnString, "the option npv is %f", npv); ! ohLogMessage(returnString, logLevel, dummy, &result); ! ! // dump the object to the log file ! ohLogObject("my_option", dummy, &result); ! ! ohLogMessage("end example program", logLevel, dummy, &result); return 0; |