Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6745/Addins/Calc
Modified Files:
.cvsignore AddinCalc.vcproj Makefile.vc conversions.cpp
Log Message:
update support for calc on VC7
Index: Makefile.vc
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/Makefile.vc,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** Makefile.vc 28 Aug 2006 10:05:22 -0000 1.2
--- Makefile.vc 6 Oct 2006 16:40:44 -0000 1.3
***************
*** 10,14 ****
DLL_NAME=$(COMPONENT_NAME)-vc71-mt-0_3_13
DLL_DIR=dll
! INT_DIR=build\vc71\DebugCRTDLL
IDL_DIR="$(OFFICE_SDK_PATH)\idl"
TYP_FILE="$(OFFICE_PROGRAM_PATH)\types.rdb"
--- 10,14 ----
DLL_NAME=$(COMPONENT_NAME)-vc71-mt-0_3_13
DLL_DIR=dll
! INT_DIR=build\vc71\ReleaseCRTDLL
IDL_DIR="$(OFFICE_SDK_PATH)\idl"
TYP_FILE="$(OFFICE_PROGRAM_PATH)\types.rdb"
***************
*** 34,69 ****
OBJECTS= \
- "$(INT_DIR)\bonds.obj" \
"$(INT_DIR)\calcutils.obj" \
- "$(INT_DIR)\calendar.obj" \
- "$(INT_DIR)\capfloor.obj" \
- "$(INT_DIR)\capletvolstructure.obj" \
"$(INT_DIR)\conversions.obj" \
- "$(INT_DIR)\couponvectors.obj" \
- "$(INT_DIR)\date.obj" \
"$(INT_DIR)\exercise.obj" \
- "$(INT_DIR)\forwardrateagreement.obj" \
"$(INT_DIR)\funcdef.obj" \
"$(INT_DIR)\instruments.obj" \
! "$(INT_DIR)\interpolation.obj" \
"$(INT_DIR)\mathf.obj" \
! "$(INT_DIR)\optimization.obj" \
"$(INT_DIR)\options.obj" \
"$(INT_DIR)\payoffs.obj" \
- "$(INT_DIR)\prices.obj" \
"$(INT_DIR)\pricingengines.obj" \
"$(INT_DIR)\processes.obj" \
"$(INT_DIR)\qladdin.obj" \
- "$(INT_DIR)\randomsequencegenerator.obj" \
- "$(INT_DIR)\ratehelpers.obj" \
- "$(INT_DIR)\schedule.obj" \
"$(INT_DIR)\session.obj" \
! "$(INT_DIR)\shortratemodels.obj" \
! "$(INT_DIR)\swap.obj" \
! "$(INT_DIR)\swaption.obj" \
! "$(INT_DIR)\swaptionvolstructure.obj" \
! "$(INT_DIR)\termstructures.obj" \
"$(INT_DIR)\utilities.obj" \
- "$(INT_DIR)\vanillaswap.obj" \
"$(INT_DIR)\volatilities.obj"
--- 34,53 ----
OBJECTS= \
"$(INT_DIR)\calcutils.obj" \
"$(INT_DIR)\conversions.obj" \
"$(INT_DIR)\exercise.obj" \
"$(INT_DIR)\funcdef.obj" \
"$(INT_DIR)\instruments.obj" \
! "$(INT_DIR)\manual.obj" \
"$(INT_DIR)\mathf.obj" \
! "$(INT_DIR)\ohfunctions.obj" \
"$(INT_DIR)\options.obj" \
"$(INT_DIR)\payoffs.obj" \
"$(INT_DIR)\pricingengines.obj" \
"$(INT_DIR)\processes.obj" \
"$(INT_DIR)\qladdin.obj" \
"$(INT_DIR)\session.obj" \
! "$(INT_DIR)\settings.obj" \
"$(INT_DIR)\utilities.obj" \
"$(INT_DIR)\volatilities.obj"
Index: conversions.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/conversions.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** conversions.cpp 28 Aug 2006 10:05:22 -0000 1.2
--- conversions.cpp 6 Oct 2006 16:40:44 -0000 1.3
***************
*** 18,22 ****
#include <Addins/Calc/conversions.hpp>
#include <Addins/Calc/calcutils.hpp>
! #include <qlo/calendar.hpp>
#include <qlo/typefactory.hpp>
#include <oh/objecthandler.hpp>
--- 18,22 ----
#include <Addins/Calc/conversions.hpp>
#include <Addins/Calc/calcutils.hpp>
! //#include <qlo/calendar.hpp>
#include <qlo/typefactory.hpp>
#include <oh/objecthandler.hpp>
***************
*** 26,39 ****
}
! void calcToLib(QuantLib::Calendar &ret, const STRING &id2) {
! std::string id = ouStringToStlString(id2);
! if (QuantLibAddin::Create<QuantLib::Calendar>().checkType(id)) {
! ret = QuantLibAddin::Create<QuantLib::Calendar>()(id);
! } else {
! OH_GET_REFERENCE(calendarPointer, id,
! QuantLibAddin::JointCalendar, QuantLib::Calendar)
! ret = *calendarPointer.get();
! }
! }
void calcToLib(QuantLib::Period &ret, const STRING &id) {
--- 26,39 ----
}
! //void calcToLib(QuantLib::Calendar &ret, const STRING &id2) {
! // std::string id = ouStringToStlString(id2);
! // if (QuantLibAddin::Create<QuantLib::Calendar>().checkType(id)) {
! // ret = QuantLibAddin::Create<QuantLib::Calendar>()(id);
! // } else {
! // OH_GET_REFERENCE(calendarPointer, id,
! // QuantLibAddin::JointCalendar, QuantLib::Calendar)
! // ret = *calendarPointer.get();
! // }
! //}
void calcToLib(QuantLib::Period &ret, const STRING &id) {
Index: AddinCalc.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/AddinCalc.vcproj,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** AddinCalc.vcproj 28 Aug 2006 10:05:22 -0000 1.4
--- AddinCalc.vcproj 6 Oct 2006 16:40:44 -0000 1.5
***************
*** 14,19 ****
<Configuration
Name="Release CRTDLL|Win32"
! OutputDirectory="$(ConfigurationName)"
! IntermediateDirectory="$(ConfigurationName)"
ConfigurationType="0"
UseOfMFC="0"
--- 14,19 ----
<Configuration
Name="Release CRTDLL|Win32"
! OutputDirectory=".\build\vc71\$(ConfigurationName)"
! IntermediateDirectory=".\build\vc71\$(ConfigurationName)"
ConfigurationType="0"
UseOfMFC="0"
***************
*** 45,48 ****
--- 45,60 ----
</File>
<File
+ RelativePath=".\instruments.cpp">
+ </File>
+ <File
+ RelativePath=".\manual.cpp">
+ </File>
+ <File
+ RelativePath=".\mathf.cpp">
+ </File>
+ <File
+ RelativePath=".\ohfunctions.cpp">
+ </File>
+ <File
RelativePath=".\options.cpp">
</File>
***************
*** 63,66 ****
--- 75,81 ----
</File>
<File
+ RelativePath=".\settings.cpp">
+ </File>
+ <File
RelativePath=".\utilities.cpp">
</File>
***************
*** 82,85 ****
--- 97,109 ----
</File>
<File
+ RelativePath=".\instruments.hpp">
+ </File>
+ <File
+ RelativePath=".\mathf.hpp">
+ </File>
+ <File
+ RelativePath=".\ohfunctions.hpp">
+ </File>
+ <File
RelativePath=".\options.hpp">
</File>
***************
*** 103,106 ****
--- 127,133 ----
</File>
<File
+ RelativePath=".\settings.hpp">
+ </File>
+ <File
RelativePath=".\utilities.hpp">
</File>
Index: .cvsignore
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/.cvsignore,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** .cvsignore 6 Oct 2006 12:08:13 -0000 1.4
--- .cvsignore 6 Oct 2006 16:40:44 -0000 1.5
***************
*** 10,14 ****
date.*pp
daycounter.*pp
- Debug\ CRTDLL
.deps
dll
--- 10,13 ----
***************
*** 45,48 ****
--- 44,48 ----
*.rdb
schedule.*pp
+ settings.*pp
shortratemodels.*pp
swap.*pp
***************
*** 56,57 ****
--- 56,58 ----
volatilities.*pp
xibor.*pp
+
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