[QuantLibAddin-cvs] QuantLibAddin/qlo/Conversions conversions.cpp, 1.3, 1.4 conversions.hpp, 1.3, 1.4

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo/Conversions
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv16424/qlo/Conversions

Added Files:
	conversions.cpp conversions.hpp 
Log Message:
support for coercion

--- NEW FILE: conversions.cpp ---

/*
 Copyright (C) 2005 Plamen Neykov
 Copyright (C) 2004, 2005, 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.
*/

#if defined(HAVE_CONFIG_H)     // Dynamically created by configure
    #include <qlo/config.hpp>
#endif
#include <qlo/Conversions/conversions.hpp>

namespace ObjHandler {

    double libraryToScalar(const QuantLib::InterestRate &i) {
        return i.rate();
    }

    double libraryToScalar(const QuantLib::Rate &r) {
        return r;
    }

    long libraryToScalar(const QuantLib::Date &d) {
        return d.serialNumber();
    }

    std::string libraryToScalar(const QuantLib::Period &period) {
        std::ostringstream s;
        s << period;
        return s.str();
    }

    std::vector<std::string> libraryToVector(const std::vector<QuantLib::Period> &v) {
        std::vector<std::string> ret;
        for (std::vector<QuantLib::Period>::const_iterator i = v.begin();
                i != v.end(); i++)
            ret.push_back(libraryToScalar(*i));
        return ret;
    }

    std::vector<long> libraryToVector(const std::vector<QuantLib::Date> &v) {
        std::vector<long> ret;
        for (std::vector<QuantLib::Date>::const_iterator i = v.begin();
                i != v.end(); i++)
            ret.push_back(i->serialNumber());
        return ret;
    }

    std::vector<long> libraryToVector(const std::vector<QuantLib::Size> &v) {
        std::vector<long> ret;
        for (std::vector<QuantLib::Size>::const_iterator i = v.begin();
                i != v.end(); i++)
            ret.push_back(*i);
        return ret;
    }

}


--- NEW FILE: conversions.hpp ---

/*
 Copyright (C) 2005 Plamen Neykov
 Copyright (C) 2004, 2005, 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 qlo_conversions_hpp
#define qlo_conversions_hpp

#include <qlo/qladdindefines.hpp>
#include <ql/date.hpp>
#include <ql/calendar.hpp>
#include <ql/interestrate.hpp>
#include <vector>

namespace ObjHandler {

    double libraryToScalar(const QuantLib::InterestRate&);
    double libraryToScalar(const QuantLib::Rate&);
    long libraryToScalar(const QuantLib::Date&);
    std::string libraryToScalar(const QuantLib::Period&);
    std::vector<long> libraryToVector(const std::vector<QuantLib::Date>&);
    std::vector<long> libraryToVector(const std::vector<QuantLib::Size>&);
    std::vector<std::string> libraryToVector(const std::vector<QuantLib::Period>&);

}

#endif