Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9830/Addins/Calc Modified Files: AddinCalc.vcproj AddinCalc_vc8.vcproj Makefile.am Makefile.vc calcutils.hpp conversions.cpp conversions.hpp Added Files: loop.hpp Log Message: support loop functions on Calc --- NEW FILE: loop.hpp --- /* Copyright (C) 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email qua...@li... The license is also available online at http://quantlib.org/html/license.html This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ #ifndef qla_calc_loop_hpp #define qla_calc_loop_hpp namespace QuantLibAddin { template<class LoopFunction, class InputType, class OutputType> void loopIteration(LoopFunction &loopFunction, const ANY &anyIn, ANY &anyOut) { InputType inputItem; calcToScalar(inputItem, anyIn); OutputType returnItem = loopFunction(inputItem); scalarToCalc(anyOut, returnItem); } template<class LoopFunction, class InputType, class OutputType> void loop(LoopFunction &loopFunction, const SEQSEQ(ANY) &anyIn, SEQSEQ(ANY) &anyOut) { // if the input is a scalar then call the function once & return if (anyIn.getLength() == 1 && anyIn[0].getLength() == 1) { anyOut.realloc(1); anyOut[0].realloc(1); loopIteration<LoopFunction, InputType, OutputType>( loopFunction, anyIn[0][0], anyOut[0][0]); return; } anyOut.realloc(anyIn.getLength()); for (int i=0; i<anyIn.getLength(); i++) { anyOut[i].realloc(anyIn[i].getLength()); for (int j=0; j<anyIn[i].getLength(); j++) { loopIteration<LoopFunction, InputType, OutputType>( loopFunction, anyIn[i][j], anyOut[i][j]); } } } } #endif Index: conversions.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/conversions.hpp,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** conversions.hpp 28 Aug 2006 10:05:22 -0000 1.2 --- conversions.hpp 9 Oct 2006 15:30:58 -0000 1.3 *************** *** 26,45 **** #include <vector> ! void calcToLib(QuantLib::Date &, const sal_Int32&); ! void calcToLib(QuantLib::Calendar &, const STRING &id); ! void calcToLib(QuantLib::Period &, const STRING &id); ! void calcToVectorLib(std::vector<QuantLib::Date> &, const SEQSEQ(sal_Int32) &); ! void calcToVectorLib(QuantLib::Array &, const SEQSEQ(double) &); ! void calcToVectorLib(std::vector<std::string> &, const SEQSEQ(ANY) &); ! void calcToVectorLib(std::vector<long> &, const SEQSEQ(sal_Int32) &); ! void calcToVectorLib(std::vector<bool> &, const SEQSEQ(sal_Int32) &); ! void calcToVectorLib(std::vector<QuantLib::Period> &, const SEQSEQ(ANY) &); QuantLib::Matrix calcToQlMatrix(const SEQSEQ(double) &); ! void scalarToCalcLib(sal_Int32 &, const QuantLib::Date &); ! void scalarToCalcLib(double &, const QuantLib::Real &); ! void vectorToCalcLib(SEQSEQ(sal_Int32) &, const std::vector<QuantLib::Date> &); ! void vectorToCalcLib(SEQSEQ(double) &, const QuantLib::Array &); ! void matrixToCalcLib(SEQSEQ(double) &, const QuantLib::Matrix &); #endif --- 26,46 ---- #include <vector> ! void calcToScalar(QuantLib::Date &, const sal_Int32&); ! void calcToScalar(QuantLib::Date &, const ANY&); ! void calcToScalar(QuantLib::Calendar &, const STRING &id); ! void calcToScalar(QuantLib::Period &, const STRING &id); ! void calcToVector(std::vector<QuantLib::Date> &, const SEQSEQ(sal_Int32) &); ! void calcToVector(QuantLib::Array &, const SEQSEQ(double) &); ! void calcToVector(std::vector<std::string> &, const SEQSEQ(ANY) &); ! void calcToVector(std::vector<long> &, const SEQSEQ(sal_Int32) &); ! void calcToVector(std::vector<bool> &, const SEQSEQ(sal_Int32) &); ! void calcToVector(std::vector<QuantLib::Period> &, const SEQSEQ(ANY) &); QuantLib::Matrix calcToQlMatrix(const SEQSEQ(double) &); ! void scalarToCalc(sal_Int32 &, const QuantLib::Date &); ! void scalarToCalc(double &, const QuantLib::Real &); ! void vectorToCalc(SEQSEQ(sal_Int32) &, const std::vector<QuantLib::Date> &); ! void vectorToCalc(SEQSEQ(double) &, const QuantLib::Array &); ! void matrixToCalc(SEQSEQ(double) &, const QuantLib::Matrix &); #endif Index: AddinCalc.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/AddinCalc.vcproj,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** AddinCalc.vcproj 6 Oct 2006 16:40:44 -0000 1.5 --- AddinCalc.vcproj 9 Oct 2006 15:30:58 -0000 1.6 *************** *** 72,75 **** --- 72,78 ---- </File> <File + RelativePath=".\ratehelpers.cpp"> + </File> + <File RelativePath=".\session.cpp"> </File> *************** *** 78,81 **** --- 81,87 ---- </File> <File + RelativePath=".\termstructures.cpp"> + </File> + <File RelativePath=".\utilities.cpp"> </File> *************** *** 100,103 **** --- 106,112 ---- </File> <File + RelativePath=".\loop.hpp"> + </File> + <File RelativePath=".\mathf.hpp"> </File> *************** *** 127,133 **** --- 136,148 ---- </File> <File + RelativePath=".\ratehelpers.hpp"> + </File> + <File RelativePath=".\settings.hpp"> </File> <File + RelativePath=".\termstructures.hpp"> + </File> + <File RelativePath=".\utilities.hpp"> </File> Index: calcutils.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/calcutils.hpp,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** calcutils.hpp 28 Aug 2006 10:05:22 -0000 1.2 --- calcutils.hpp 9 Oct 2006 15:30:58 -0000 1.3 *************** *** 64,68 **** } ! void calcToScalar(bool &ret, const sal_Int32&value); void calcToScalar(boost::any &ret, const ANY &value); void calcToScalar(long &ret, const ANY &value, const long &defaultValue = 0); --- 64,68 ---- } ! void calcToScalar(bool &ret, const sal_Int32 &value); void calcToScalar(boost::any &ret, const ANY &value); void calcToScalar(long &ret, const ANY &value, const long &defaultValue = 0); Index: conversions.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/conversions.cpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** conversions.cpp 6 Oct 2006 16:40:44 -0000 1.3 --- conversions.cpp 9 Oct 2006 15:30:58 -0000 1.4 *************** *** 16,19 **** --- 16,20 ---- */ + #include <ql/Utilities/dataparsers.hpp> #include <Addins/Calc/conversions.hpp> #include <Addins/Calc/calcutils.hpp> *************** *** 22,30 **** #include <oh/objecthandler.hpp> ! void calcToLib(QuantLib::Date &ret, const sal_Int32 &date) { ret = QuantLib::Date(date); } ! //void calcToLib(QuantLib::Calendar &ret, const STRING &id2) { // std::string id = ouStringToStlString(id2); // if (QuantLibAddin::Create<QuantLib::Calendar>().checkType(id)) { --- 23,37 ---- #include <oh/objecthandler.hpp> ! void calcToScalar(QuantLib::Date &ret, const sal_Int32 &date) { ret = QuantLib::Date(date); } ! void calcToScalar(QuantLib::Date &ret, const ANY &date) { ! long dateLong; ! calcToScalar(dateLong, date); ! ret = QuantLib::Date(dateLong); ! } ! ! //void calcToScalar(QuantLib::Calendar &ret, const STRING &id2) { // std::string id = ouStringToStlString(id2); // if (QuantLibAddin::Create<QuantLib::Calendar>().checkType(id)) { *************** *** 37,44 **** //} ! void calcToLib(QuantLib::Period &ret, const STRING &id) { } ! void calcToVectorLib(std::vector<QuantLib::Date> &ret, const SEQSEQ(sal_Int32) &in) { for (int i=0; i<in.getLength(); i++) --- 44,53 ---- //} ! void calcToScalar(QuantLib::Period &ret, const STRING &id) { ! std::string idCpp = ouStringToStlString(id); ! ret = QuantLib::PeriodParser::parse(idCpp); } ! void calcToVector(std::vector<QuantLib::Date> &ret, const SEQSEQ(sal_Int32) &in) { for (int i=0; i<in.getLength(); i++) *************** *** 48,64 **** } ! void calcToVectorLib(QuantLib::Array &ret, const SEQSEQ(double) &in) { } ! void calcToVectorLib(std::vector<std::string> &ret, const SEQSEQ(ANY) &in) { } ! void calcToVectorLib(std::vector<long> &ret, const SEQSEQ(sal_Int32) &in) { } ! void calcToVectorLib(std::vector<bool> &ret, const SEQSEQ(sal_Int32) &in) { } ! void calcToVectorLib(std::vector<QuantLib::Period> &ret, const SEQSEQ(ANY) &in) { } --- 57,80 ---- } ! void calcToVector(QuantLib::Array &ret, const SEQSEQ(double) &in) { } ! void calcToVector(std::vector<std::string> &ret, const SEQSEQ(ANY) &in) { ! for (int i=0; i<in.getLength(); i++) { ! for (int j=0; j<in[i].getLength(); j++) { ! std::string s; ! calcToScalar(s, in[i][j]); ! ret.push_back(s); ! } ! } } ! void calcToVector(std::vector<long> &ret, const SEQSEQ(sal_Int32) &in) { } ! void calcToVector(std::vector<bool> &ret, const SEQSEQ(sal_Int32) &in) { } ! void calcToVector(std::vector<QuantLib::Period> &ret, const SEQSEQ(ANY) &in) { } *************** *** 81,93 **** ! void scalarToCalcLib(sal_Int32 &ret, const QuantLib::Date &in) { ret = in.serialNumber(); } ! void scalarToCalcLib(double &ret, const QuantLib::Real &in) { ret = in; } ! void vectorToCalcLib(SEQSEQ(sal_Int32) &ret, const std::vector<QuantLib::Date> &v) { ret.realloc(v.size()); for (unsigned int i=0; i<v.size(); i++) { --- 97,109 ---- ! void scalarToCalc(sal_Int32 &ret, const QuantLib::Date &in) { ret = in.serialNumber(); } ! void scalarToCalc(double &ret, const QuantLib::Real &in) { ret = in; } ! void vectorToCalc(SEQSEQ(sal_Int32) &ret, const std::vector<QuantLib::Date> &v) { ret.realloc(v.size()); for (unsigned int i=0; i<v.size(); i++) { *************** *** 98,102 **** } ! void vectorToCalcLib(SEQSEQ(double) &ret, const QuantLib::Array &in) { ret.realloc(in.size()); for (unsigned int i=0; i<in.size(); i++) { --- 114,118 ---- } ! void vectorToCalc(SEQSEQ(double) &ret, const QuantLib::Array &in) { ret.realloc(in.size()); for (unsigned int i=0; i<in.size(); i++) { *************** *** 107,111 **** } ! void matrixToCalcLib(SEQSEQ(double) &ret, const QuantLib::Matrix &in) { ret.realloc(in.rows()); for (unsigned int i=0; i<in.rows(); i++) { --- 123,127 ---- } ! void matrixToCalc(SEQSEQ(double) &ret, const QuantLib::Matrix &in) { ret.realloc(in.rows()); for (unsigned int i=0; i<in.rows(); i++) { Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/Makefile.am,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** Makefile.am 7 Oct 2006 14:30:16 -0000 1.5 --- Makefile.am 9 Oct 2006 15:30:58 -0000 1.6 *************** *** 65,68 **** --- 65,69 ---- exercise.hpp \ instruments.hpp \ + loop.hpp \ mathf.hpp \ ohfunctions.hpp \ Index: AddinCalc_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/AddinCalc_vc8.vcproj,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** AddinCalc_vc8.vcproj 7 Oct 2006 14:30:16 -0000 1.5 --- AddinCalc_vc8.vcproj 9 Oct 2006 15:30:58 -0000 1.6 *************** *** 99,102 **** --- 99,106 ---- </File> <File + RelativePath=".\ratehelpers.cpp" + > + </File> + <File RelativePath=".\session.cpp" > *************** *** 107,110 **** --- 111,118 ---- </File> <File + RelativePath=".\termstructures.cpp" + > + </File> + <File RelativePath=".\utilities.cpp" > *************** *** 136,139 **** --- 144,151 ---- </File> <File + RelativePath=".\loop.hpp" + > + </File> + <File RelativePath=".\mathf.hpp" > *************** *** 172,179 **** --- 184,199 ---- </File> <File + RelativePath=".\ratehelpers.hpp" + > + </File> + <File RelativePath=".\settings.hpp" > </File> <File + RelativePath=".\termstructures.hpp" + > + </File> + <File RelativePath=".\utilities.hpp" > Index: Makefile.vc =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/Makefile.vc,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** Makefile.vc 6 Oct 2006 16:40:44 -0000 1.3 --- Makefile.vc 9 Oct 2006 15:30:58 -0000 1.4 *************** *** 47,52 **** --- 47,54 ---- "$(INT_DIR)\processes.obj" \ "$(INT_DIR)\qladdin.obj" \ + "$(INT_DIR)\ratehelpers.obj" \ "$(INT_DIR)\session.obj" \ "$(INT_DIR)\settings.obj" \ + "$(INT_DIR)\termstructures.obj" \ "$(INT_DIR)\utilities.obj" \ "$(INT_DIR)\volatilities.obj" |
