[QuantLibAddin-cvs] QuantLibAddin/Clients/C++ qlademo.cpp,1.4,1.5

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3087/Clients/C++

Modified Files:
	qlademo.cpp 
Log Message:
linux catching up

Index: qlademo.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++/qlademo.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** qlademo.cpp	28 Aug 2006 10:05:22 -0000	1.4
--- qlademo.cpp	7 Oct 2006 12:44:58 -0000	1.5
***************
*** 60,66 ****
          double underlying = 36;
          double strike = 40;
!         //long timeSteps = 801;
!         Date exerciseDate(13, March, 2020);
!         Date settlementDate(13, March, 2019);
  
          boost::shared_ptr<Object> blackConstantVol(
--- 60,68 ----
          double underlying = 36;
          double strike = 40;
!         Date evaluationDate(15, May, 1998);
!         Date settlementDate(17, May, 1998);
!         Date exerciseDate(17, May, 1999);
! 
!         QuantLibAddin::setEvaluationDate(evaluationDate);
  
          boost::shared_ptr<Object> blackConstantVol(
***************
*** 68,72 ****
                  settlementDate,                 // settlement date as long
                  volatility,                     // volatility
!                 Actual360()));                  // daycount convention
          ObjHandler::ObjectHandler::instance().storeObject(
              "my_blackconstantvol", blackConstantVol);
--- 70,74 ----
                  settlementDate,                 // settlement date as long
                  volatility,                     // volatility
!                 Actual365Fixed()));             // daycount convention
          ObjHandler::ObjectHandler::instance().storeObject(
              "my_blackconstantvol", blackConstantVol);
***************
*** 79,83 ****
                  blackvolRef,                    // black constant vol object ID
                  underlying,                     // underlying
!                 Actual360(),                    // daycount convention
                  settlementDate,                 // settlement date as long
                  riskFreeRate,                   // risk free rate
--- 81,85 ----
                  blackvolRef,                    // black constant vol object ID
                  underlying,                     // underlying
!                 Actual365Fixed(),               // daycount convention
                  settlementDate,                 // settlement date as long
                  riskFreeRate,                   // risk free rate
***************
*** 86,89 ****
--- 88,97 ----
              "my_blackscholes", blackScholesProcess);
  
+         boost::shared_ptr<Object> exercise(
+             new QuantLibAddin::EuropeanExercise(
+                 exerciseDate));                 // exercise date
+         ObjHandler::ObjectHandler::instance().storeObject(
+             "my_exercise", exercise);
+ 
          boost::shared_ptr<ObjHandler::Object> payoff(
              new QuantLibAddin::StrikedTypePayoff(
***************
*** 94,108 ****
              "my_payoff", payoff);
  
-         boost::shared_ptr<Object> exercise(
-             new QuantLibAddin::AmericanExercise(
-                 settlementDate,                 // settlement date
-                 exerciseDate,                   // exercise date
-                 false));                        // payoff at expiry
-         ObjHandler::ObjectHandler::instance().storeObject(
-             "my_exercise", exercise);
- 
          boost::shared_ptr<Object> engine(
              new QuantLibAddin::PricingEngine(
!                 "JR"));                         // engine ID
          ObjHandler::ObjectHandler::instance().storeObject(
              "my_engine", engine);
--- 102,108 ----
              "my_payoff", payoff);
  
          boost::shared_ptr<Object> engine(
              new QuantLibAddin::PricingEngine(
!                 "AE"));                         // engine ID (Analytic European)
          ObjHandler::ObjectHandler::instance().storeObject(
              "my_engine", engine);
***************
*** 116,120 ****
  
          OH_GET_REFERENCE(exerciseRef, "my_exercise",
!             QuantLibAddin::AmericanExercise, QuantLib::Exercise)
  
          OH_GET_REFERENCE(engineRef, "my_engine",
--- 116,120 ----
  
          OH_GET_REFERENCE(exerciseRef, "my_exercise",
!             QuantLibAddin::EuropeanExercise, QuantLib::Exercise)
  
          OH_GET_REFERENCE(engineRef, "my_engine",