[QuantLibAddin-cvs] QuantLibAddin/Clients/C qlademo.c,1.6,1.7
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From: Eric E. <eri...@us...> - 2006-10-07 12:45:01
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Clients/C In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3087/Clients/C Modified Files: qlademo.c Log Message: linux catching up Index: qlademo.c =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C/qlademo.c,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** qlademo.c 6 Oct 2006 12:44:26 -0000 1.6 --- qlademo.c 7 Oct 2006 12:44:58 -0000 1.7 *************** *** 27,36 **** double strike = 40; double npv = 0; ! long exerciseDate = 36297; // (17, May, 1999); ! long settlementDate = 35932; // (17, May, 1998); char returnString[100]; long logLevel = 4; Boolean result; ! // dummy value for trigger/permanent parameters which we are ignoring Varies dummy; dummy.type = LONG; --- 27,37 ---- double strike = 40; double npv = 0; ! long evaluationDate = 35930; // 15 May 1998 ! long settlementDate = 35932; // 17 May 1998 ! long exerciseDate = 36297; // 17 May 1999 char returnString[100]; long logLevel = 4; Boolean result; ! // dummy value for trigger parameter, which we are ignoring Varies dummy; dummy.type = LONG; *************** *** 42,45 **** --- 43,54 ---- ohLogMessage("begin example program", logLevel, dummy, &result); + if (qlSetEvaluationDate( + evaluationDate, + dummy, + &result) != SUCCESS) { + ohLogMessage("Error on call to qlSetEvaluationDate", logLevel, dummy, &result); + goto fail; + } + if (qlBlackConstantVol( "my_blackconstantvol", |