[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.cpp, 1.29, 1.30 enumclassctors.hpp, 1.26, 1.27 payoffs.cpp, 1.1, 1.2 payoffs.hpp, 1.1, 1.2 typefactory.hpp, 1.46, 1.47

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21308/qlo

Modified Files:
	enumclassctors.cpp enumclassctors.hpp payoffs.cpp payoffs.hpp 
	typefactory.hpp 
Log Message:
refactored Payoff class and enumeration

Index: payoffs.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/payoffs.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** payoffs.hpp	29 Jun 2006 16:52:12 -0000	1.1
--- payoffs.hpp	13 Nov 2006 09:35:40 -0000	1.2
***************
*** 1,4 ****
--- 1,5 ----
  
  /*
+  Copyright (C) 2006 Ferdinando Ametrano
   Copyright (C) 2006 Eric Ehlers
  
***************
*** 24,38 ****
  namespace QuantLibAddin {
  
!     class StrikedTypePayoff : public ObjHandler::LibraryObject<QuantLib::StrikedTypePayoff> {
        public:
-           StrikedTypePayoff(        
-               const std::string& payoffID,
-               const QuantLib::Option::Type& optionType,
-               const double &strike);
            StrikedTypePayoff(
                const std::string& payoffID,
                const QuantLib::Option::Type& optionType,
!               const double &strike,
!               const double &strikeIncrement);
      };
      
--- 25,40 ----
  namespace QuantLibAddin {
  
!     class Payoff : public ObjHandler::LibraryObject<QuantLib::Payoff> {};
! 
!     class TypePayoff : public Payoff {};
! 
!     class StrikedTypePayoff : public TypePayoff {
        public:
            StrikedTypePayoff(
                const std::string& payoffID,
                const QuantLib::Option::Type& optionType,
!               const QuantLib::Real strike,
!               const QuantLib::Real thirdParameter);
!           QuantLib::Real thirdParameter() const;
      };
      

Index: payoffs.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/payoffs.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** payoffs.cpp	29 Jun 2006 16:52:12 -0000	1.1
--- payoffs.cpp	13 Nov 2006 09:35:40 -0000	1.2
***************
*** 1,4 ****
--- 1,5 ----
  
  /*
+  Copyright (C) 2006 Ferdinando Ametrano
   Copyright (C) 2006 Eric Ehlers
  
***************
*** 25,44 ****
  namespace QuantLibAddin {
  
-     StrikedTypePayoff::StrikedTypePayoff(        
-             const std::string& payoffID,
-             const QuantLib::Option::Type& optionType,
-             const double &strike) {
-         libraryObject_ = Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(
-             payoffID, optionType, strike);
-     }
- 
      StrikedTypePayoff::StrikedTypePayoff(
              const std::string& payoffID,
              const QuantLib::Option::Type& optionType,
!             const double &strike,
!             const double &strikeIncrement) {
!         libraryObject_ = Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> >()(
!             payoffID, optionType, strike, strikeIncrement);
      }
  
  }
--- 26,44 ----
  namespace QuantLibAddin {
  
      StrikedTypePayoff::StrikedTypePayoff(
              const std::string& payoffID,
              const QuantLib::Option::Type& optionType,
!             const QuantLib::Real strike,
!             const QuantLib::Real thirdParameter) {
!         if (thirdParameter==QuantLib::Null<QuantLib::Real>())
!             libraryObject_ = Create<boost::shared_ptr<QuantLib::Payoff> >()(
!                 payoffID, optionType, strike);
!         else
!             libraryObject_ = Create<boost::shared_ptr<QuantLib::Payoff> >()(
!                 payoffID, optionType, strike, thirdParameter);
      }
  
+     QuantLib::Real StrikedTypePayoff::thirdParameter() const {
+         return 0.0;
+     }
  }

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** enumclassctors.cpp	20 Sep 2006 16:14:35 -0000	1.29
--- enumclassctors.cpp	13 Nov 2006 09:35:40 -0000	1.30
***************
*** 25,67 ****
  
      /* *** StrikedTypePayoff - strike only *** */
!     boost::shared_ptr<QuantLib::StrikedTypePayoff> VANILLA_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double &strike) {
!         return boost::shared_ptr<QuantLib::StrikedTypePayoff> (
              new QuantLib::PlainVanillaPayoff(optionType, strike));
      }
!     boost::shared_ptr<QuantLib::StrikedTypePayoff> ASSETORNOTHING_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double &strike) {
!         return boost::shared_ptr<QuantLib::StrikedTypePayoff> (
              new QuantLib::AssetOrNothingPayoff(optionType, strike));
      }
!     boost::shared_ptr<QuantLib::StrikedTypePayoff> PERCENTAGESTRIKE_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double &moneyness) {
!         return boost::shared_ptr<QuantLib::StrikedTypePayoff> (
              new QuantLib::PercentageStrikePayoff(optionType, moneyness));
      }
      /* *** StrikedTypePayoff - strike & strikeIncrement *** */
!     boost::shared_ptr<QuantLib::StrikedTypePayoff> SUPERSHARE_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double &strike,
!             const double &strikeIncrement) {
!         return boost::shared_ptr<QuantLib::StrikedTypePayoff> (
              new QuantLib::SuperSharePayoff(optionType, strike, strikeIncrement));
      }
!     boost::shared_ptr<QuantLib::StrikedTypePayoff> CASHORNOTHING_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double &strike,
!             const double &strikeIncrement) {
!         return boost::shared_ptr<QuantLib::StrikedTypePayoff> (
!             new QuantLib::CashOrNothingPayoff(optionType, strike, strikeIncrement));
      }
!     boost::shared_ptr<QuantLib::StrikedTypePayoff> GAP_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double &strike,
!             const double &strikeIncrement) {
!         return boost::shared_ptr<QuantLib::StrikedTypePayoff> (
!             new QuantLib::GapPayoff(optionType, strike, strikeIncrement));
      }
  
--- 25,67 ----
  
      /* *** StrikedTypePayoff - strike only *** */
!     boost::shared_ptr<QuantLib::Payoff> VANILLA_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double strike) {
!         return boost::shared_ptr<QuantLib::Payoff> (
              new QuantLib::PlainVanillaPayoff(optionType, strike));
      }
!     boost::shared_ptr<QuantLib::Payoff> ASSETORNOTHING_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double strike) {
!         return boost::shared_ptr<QuantLib::Payoff> (
              new QuantLib::AssetOrNothingPayoff(optionType, strike));
      }
!     boost::shared_ptr<QuantLib::Payoff> PERCENTAGESTRIKE_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double moneyness) {
!         return boost::shared_ptr<QuantLib::Payoff> (
              new QuantLib::PercentageStrikePayoff(optionType, moneyness));
      }
      /* *** StrikedTypePayoff - strike & strikeIncrement *** */
!     boost::shared_ptr<QuantLib::Payoff> SUPERSHARE_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double strike,
!             const double strikeIncrement) {
!         return boost::shared_ptr<QuantLib::Payoff> (
              new QuantLib::SuperSharePayoff(optionType, strike, strikeIncrement));
      }
!     boost::shared_ptr<QuantLib::Payoff> CASHORNOTHING_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double strike,
!             const double cashPayoff) {
!         return boost::shared_ptr<QuantLib::Payoff> (
!             new QuantLib::CashOrNothingPayoff(optionType, strike, cashPayoff));
      }
!     boost::shared_ptr<QuantLib::Payoff> GAP_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double strike,
!             const double strikePayoff) {
!         return boost::shared_ptr<QuantLib::Payoff> (
!             new QuantLib::GapPayoff(optionType, strike, strikePayoff));
      }
  

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.26
retrieving revision 1.27
diff -C2 -d -r1.26 -r1.27
*** enumclassctors.hpp	20 Sep 2006 16:14:35 -0000	1.26
--- enumclassctors.hpp	13 Nov 2006 09:35:40 -0000	1.27
***************
*** 37,63 ****
  
      /* *** StrikedTypePayoff - strike only *** */
!     boost::shared_ptr<QuantLib::StrikedTypePayoff> VANILLA_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double &strike);
!     boost::shared_ptr<QuantLib::StrikedTypePayoff> ASSETORNOTHING_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double &strike);
!     boost::shared_ptr<QuantLib::StrikedTypePayoff> PERCENTAGESTRIKE_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double &moneyness);
  
      /* *** StrikedTypePayoff - strike & strikeIncrement *** */
!     boost::shared_ptr<QuantLib::StrikedTypePayoff> SUPERSHARE_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double &strike,
!             const double &strikeIncrement);
!     boost::shared_ptr<QuantLib::StrikedTypePayoff> CASHORNOTHING_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double &strike,
!             const double &strikeIncrement);
!     boost::shared_ptr<QuantLib::StrikedTypePayoff> GAP_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double &strike,
!             const double &strikeIncrement);
  
      /* *** PricingEngine - timesteps ignored *** */
--- 37,63 ----
  
      /* *** StrikedTypePayoff - strike only *** */
!     boost::shared_ptr<QuantLib::Payoff> VANILLA_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double strike);
!     boost::shared_ptr<QuantLib::Payoff> ASSETORNOTHING_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double strike);
!     boost::shared_ptr<QuantLib::Payoff> PERCENTAGESTRIKE_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double moneyness);
  
      /* *** StrikedTypePayoff - strike & strikeIncrement *** */
!     boost::shared_ptr<QuantLib::Payoff> SUPERSHARE_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double strike,
!             const double strikeIncrement);
!     boost::shared_ptr<QuantLib::Payoff> CASHORNOTHING_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double strike,
!             const double cashPayoff);
!     boost::shared_ptr<QuantLib::Payoff> GAP_Payoff(
              const QuantLib::Option::Type& optionType,
!             const double strike,
!             const double strikePayoff);
  
      /* *** PricingEngine - timesteps ignored *** */

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.46
retrieving revision 1.47
diff -C2 -d -r1.46 -r1.47
*** typefactory.hpp	4 Oct 2006 20:13:45 -0000	1.46
--- typefactory.hpp	13 Nov 2006 09:35:40 -0000	1.47
***************
*** 124,149 ****
  
      /* *** StrikedTypePayoff *** */
!     typedef boost::shared_ptr<QuantLib::StrikedTypePayoff>(*StrikedTypePayoffConstructor1)(
!         const QuantLib::Option::Type&, const double&);
!     typedef boost::shared_ptr<QuantLib::StrikedTypePayoff>(*StrikedTypePayoffConstructor2)(
!         const QuantLib::Option::Type&, const double&, const double&);
  
      template<>
!     class Create<boost::shared_ptr<QuantLib::StrikedTypePayoff> > :
!         private RegistryManager<QuantLib::StrikedTypePayoff, EnumClassRegistry> {
      public:
!         boost::shared_ptr<QuantLib::StrikedTypePayoff> operator()(
                  const std::string& payoffID,
                  const QuantLib::Option::Type& optionType,
!                 const double& strike) {
              StrikedTypePayoffConstructor1 strikedTypePayoffConstructor =
                  (StrikedTypePayoffConstructor1)(getType(payoffID));
              return strikedTypePayoffConstructor(optionType, strike);
          }
!         boost::shared_ptr<QuantLib::StrikedTypePayoff> operator()(
                  const std::string& payoffID,
                  const QuantLib::Option::Type& optionType,
!                 const double& strike,
!                 const double& strikeIncrement) {
              StrikedTypePayoffConstructor2 strikedTypePayoffConstructor =
                  (StrikedTypePayoffConstructor2)(getType(payoffID));
--- 124,149 ----
  
      /* *** StrikedTypePayoff *** */
!     typedef boost::shared_ptr<QuantLib::Payoff>(*StrikedTypePayoffConstructor1)(
!         const QuantLib::Option::Type&, const double);
!     typedef boost::shared_ptr<QuantLib::Payoff>(*StrikedTypePayoffConstructor2)(
!         const QuantLib::Option::Type&, const double, const double);
  
      template<>
!     class Create<boost::shared_ptr<QuantLib::Payoff> > :
!         private RegistryManager<QuantLib::Payoff, EnumClassRegistry> {
      public:
!         boost::shared_ptr<QuantLib::Payoff> operator()(
                  const std::string& payoffID,
                  const QuantLib::Option::Type& optionType,
!                 const double strike) {
              StrikedTypePayoffConstructor1 strikedTypePayoffConstructor =
                  (StrikedTypePayoffConstructor1)(getType(payoffID));
              return strikedTypePayoffConstructor(optionType, strike);
          }
!         boost::shared_ptr<QuantLib::Payoff> operator()(
                  const std::string& payoffID,
                  const QuantLib::Option::Type& optionType,
!                 const double strike,
!                 const double strikeIncrement) {
              StrikedTypePayoffConstructor2 strikedTypePayoffConstructor =
                  (StrikedTypePayoffConstructor2)(getType(payoffID));