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From: Giorgio F. <gi...@us...> - 2007-01-04 10:42:11
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15449/gensrc/metadata Modified Files: marketmodels.xml quotes.xml Log Message: Added multistepratchet class Index: quotes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/quotes.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** quotes.xml 14 Dec 2006 16:12:43 -0000 1.7 --- quotes.xml 4 Jan 2007 10:42:08 -0000 1.8 *************** *** 241,245 **** --- 241,306 ---- </ParameterList> </Constructor> + + <Member name='qlFuturesConvAdjustmentQuoteImmDate' handleToLib='FuturesConvAdjustmentQuote'> + <description>Return the IMM date of futures</description> + <libraryFunction>immDate</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + <Member name='qlFuturesConvAdjustmentQuoteUnderlying' handleToLib='FuturesConvAdjustmentQuote'> + <description>Return the value of futures underlying</description> + <libraryFunction>futuresValue</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + + <Member name='qlFuturesConvAdjustmentQuoteVolatility' handleToLib='FuturesConvAdjustmentQuote'> + <description>Return the value of HW volatility</description> + <libraryFunction>volatility</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + + <Member name='qlFuturesConvAdjustmentQuoteMeanReversion' handleToLib='FuturesConvAdjustmentQuote'> + <description>Return the value of HW mean reversion</description> + <libraryFunction>meanReversion</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + + </Functions> </Category> Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.62 retrieving revision 1.63 diff -C2 -d -r1.62 -r1.63 *** marketmodels.xml 2 Jan 2007 02:19:29 -0000 1.62 --- marketmodels.xml 4 Jan 2007 10:42:08 -0000 1.63 *************** *** 16,19 **** --- 16,20 ---- Copyright (C) 2006 Marco Bianchetti Copyright (C) 2006 Cristina Duminuco + Copyright (C) 2006 Giorgio Facchinetti </copyright> <Functions> *************** *** 104,107 **** --- 105,164 ---- </Constructor> + <Constructor name='qlMarketModelMultiStepRatchet'> + <libraryFunction>MultiStepRatchet</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='rateTimes' libraryType='QuantLib::Time'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>rate fixing times</description> + </Parameter> + <Parameter name='accruals'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>accrual factors</description> + </Parameter> + <Parameter name='paymentTimes' libraryType='QuantLib::Time'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>payment times of the product</description> + </Parameter> + <Parameter name='gearingOfFloor' libraryType='QuantLib::Real'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>gearing of floor</description> + </Parameter> + <Parameter name='gearingOfFixing' libraryType='QuantLib::Real'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>gearing of fixing</description> + </Parameter> + <Parameter name='spreadOfFloor' libraryType='QuantLib::Real'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>spread of floor</description> + </Parameter> + <Parameter name='spreadOfFixing' libraryType='QuantLib::Real'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>spread of fixing</description> + </Parameter> + <Parameter name='initialFloor' libraryType='QuantLib::Real'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>initial floor</description> + </Parameter> + <Parameter name='payer'> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>payer if true</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> <!--<Constructor name='qlMarketModelOneStepOptionlets'> <libraryFunction>OneStepOptionlets</libraryFunction> *************** *** 1692,1696 **** </ReturnValue> </Member> ! </Functions> </Category> --- 1749,1753 ---- </ReturnValue> </Member> ! </Functions> </Category> |
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From: Eric E. <eri...@us...> - 2007-01-03 22:25:37
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12830 Modified Files: todo.eric.csv Log Message: Index: todo.eric.csv =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.eric.csv,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** todo.eric.csv 3 Dec 2006 21:08:57 -0000 1.9 --- todo.eric.csv 3 Jan 2007 22:25:33 -0000 1.10 *************** *** 3,6 **** --- 3,7 ---- QLXL,Framework,separate QuantLibXL.xla into multiple modules with loader facility,in progress,2,,, QLA,Design,enumeration aliases - map multiple strings to single enum value,in progress,2,1,, + QLXL,Launcher,throw exception if registry version > launcher version,,,,, OH,Design,volatile functions - allow user to specify in function metadata,,2,,, gensrc,Design,remove platform-specific configuration/code from core gensrc app,,2,2,, |
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From: Ferdinando A. <na...@us...> - 2007-01-03 17:53:21
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo/Conversions In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22841/qlo/Conversions Modified Files: conversions.cpp Log Message: Index: conversions.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/Conversions/conversions.cpp,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** conversions.cpp 3 Jan 2007 17:48:48 -0000 1.6 --- conversions.cpp 3 Jan 2007 17:53:18 -0000 1.7 *************** *** 22,26 **** #include <qlo/Conversions/conversions.hpp> ! using vector; using QuantLib::Date; using QuantLib::Period; --- 22,26 ---- #include <qlo/Conversions/conversions.hpp> ! using std::vector; using QuantLib::Date; using QuantLib::Period; |
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From: Ferdinando A. <na...@us...> - 2007-01-03 17:48:51
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo/Conversions In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20728/qlo/Conversions Modified Files: conversions.cpp conversions.hpp Log Message: better implementation for std::vector<long> libraryToVector(const std::vector<QuantLib::Size>& v) Index: conversions.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/Conversions/conversions.cpp,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** conversions.cpp 2 Jan 2007 12:09:37 -0000 1.5 --- conversions.cpp 3 Jan 2007 17:48:48 -0000 1.6 *************** *** 22,25 **** --- 22,30 ---- #include <qlo/Conversions/conversions.hpp> + using vector; + using QuantLib::Date; + using QuantLib::Period; + using QuantLib::Size; + namespace ObjHandler { *************** *** 32,40 **** } ! long libraryToScalar(const QuantLib::Date &d) { return d.serialNumber(); } ! std::string libraryToScalar(const QuantLib::Period &period) { std::ostringstream s; s << period; --- 37,45 ---- } ! long libraryToScalar(const Date &d) { return d.serialNumber(); } ! std::string libraryToScalar(const Period &period) { std::ostringstream s; s << period; *************** *** 42,72 **** } ! std::vector<std::string> libraryToVector(const std::vector<QuantLib::Period> &v) { ! std::vector<std::string> ret; ret.reserve(v.size()); ! 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; ret.reserve(v.size()); ! 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; ! ret.reserve(v.size()); ! for (std::vector<QuantLib::Size>::const_iterator i = v.begin(); ! i != v.end(); i++) ! ret.push_back(*i); ! return ret; } - } - --- 47,68 ---- } ! vector<std::string> libraryToVector(const vector<Period> &v) { ! vector<std::string> ret; ret.reserve(v.size()); ! for (vector<Period>::const_iterator i = v.begin(); i != v.end(); ++i) ret.push_back(libraryToScalar(*i)); return ret; } ! vector<long> libraryToVector(const vector<Date> &v) { ! vector<long> ret; ret.reserve(v.size()); ! for (vector<Date>::const_iterator i = v.begin(); i != v.end(); ++i) ret.push_back(i->serialNumber()); return ret; } ! vector<long> libraryToVector(const vector<Size>& v) { ! return vector<long>(v.begin(), v.end()); } } Index: conversions.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/Conversions/conversions.hpp,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** conversions.hpp 22 Nov 2006 21:38:47 -0000 1.4 --- conversions.hpp 3 Jan 2007 17:48:48 -0000 1.5 *************** *** 31,37 **** --- 31,40 ---- 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>&); |
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From: Ferdinando A. <na...@us...> - 2007-01-03 17:45:14
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19005 Modified Files: todonando.txt Log Message: Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.69 retrieving revision 1.70 diff -C2 -d -r1.69 -r1.70 *** todonando.txt 20 Dec 2006 14:06:22 -0000 1.69 --- todonando.txt 3 Jan 2007 17:45:07 -0000 1.70 *************** *** 2,9 **** coerce from Frequency to Period coerce from Period->Date to double/int ! coerce from IMMcode ro date interpolation with boolean exclusion - GREEKS - from LMM -> QL::INSTRUMENT -> EXCEL --- 2,16 ---- coerce from Frequency to Period coerce from Period->Date to double/int ! coerce from IMMcode to date interpolation with boolean exclusion + + - wiki + - build system + - adopt boost::date + - boost property map + - VBA code in text files + - GREEKS - from LMM -> QL::INSTRUMENT -> EXCEL *************** *** 20,26 **** - rename old functions - Reuters new session - - DONE complete SABR, Optimizer - - DONE TermStrucure bug - - DONE bloomberg, Menabeni, Rinaldo - demo Munari (mergeLeg, addLeg) - 0.3.14 wbk --- 27,30 ---- *************** *** 31,35 **** K - * ratchet Instrument - demo Munari (mergeLeg, addLeg) - EURYC->HYTSEUR, EURYC2->EURYTS, EURYCMX2->EURYTSMX --- 35,38 ---- *************** *** 38,45 **** - abcd for displacement - add abcd interpolation ! - test new NSIS 2.22 - new end of day live feed snapshot procedure + vol cube + mean rev + all environments ! - Launcher: Static Data checkbox ! - RtUpdate and FormulaArray in Reuters QuoteFeed xls - DONE enhance IR derivatives workbooks (share auto-open macro + triggers) --- 41,48 ---- - abcd for displacement - add abcd interpolation ! - DONE test new NSIS 2.22 - new end of day live feed snapshot procedure + vol cube + mean rev + all environments ! - DONE Launcher: Static Data checkbox ! - DONE RtUpdate and FormulaArray in Reuters QuoteFeed xls - DONE enhance IR derivatives workbooks (share auto-open macro + triggers) *************** *** 59,74 **** Giorgio ! - conv bias implied quote ! D manual import of BGM book ! D RtUpdate and FormulaArray in Reuters QuoteFeed xls ! D cms put-call parity in Excel (per deal) ! D SwaptionVolCube observability and lazyness ! D automatizzare calibrazioni ! D SwaptionVolChecks wbks Chiara - D fix Gap and SuperShare payoffs (see Wilmott, Dewyne, etc.) - bond (cms) - D futures conv adj and pricing of swaps not included in bootstrapping - perche' lo yield non ha la frequenza? - fare tutti i metodi dei bond restituiscano un InterestRate --- 62,70 ---- Giorgio ! * ratchet Instrument C++ ! - manual import of BGM book Chiara - bond (cms) - perche' lo yield non ha la frequenza? - fare tutti i metodi dei bond restituiscano un InterestRate *************** *** 76,83 **** Marco ! D Mx YC action ! D wkb for check yield curve repricing (depo, futures, swaps) and graph forward rates ! D add new flag: depo only to cover First Future stub period ! D drop-down menu on enumeration WIP improve interpolations --- 72,76 ---- Marco ! - update Mx YC action WIP improve interpolations *************** *** 85,98 **** - InterestRateQuoteFeed.xls: Auto_Open problem - reutersFeed performances - - DONE ohParse as VBA Split, plus additional index parameter - - ohDependsOn() increase the counter whenever something change - sensitivity - discount factors output is not col/row enabled - - increment version number - - network launcher: how to edit Laucher Actions, in synch with the Action menu - esporre ad excel i metodi commentati in payoff.xml - visitor pattern per 3rd parameter dei payoff - RtUpdate like approach for effective Quote, in order to avoid setting the same quote ! - Handle coercio to SwaptionVolDiscrete - freeze, unfreeze objects --- 78,87 ---- - InterestRateQuoteFeed.xls: Auto_Open problem - reutersFeed performances - sensitivity - discount factors output is not col/row enabled - esporre ad excel i metodi commentati in payoff.xml - visitor pattern per 3rd parameter dei payoff - RtUpdate like approach for effective Quote, in order to avoid setting the same quote ! - Handle coercion to SwaptionVolDiscrete - freeze, unfreeze objects *************** *** 179,182 **** QUANTLIBXL VBA - - QUANTLIB network launcher --- 168,169 ---- |
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From: Ferdinando A. <na...@us...> - 2007-01-03 17:44:54
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18944/gensrc/metadata Modified Files: index.xml Log Message: renamed parameter Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.53 retrieving revision 1.54 diff -C2 -d -r1.53 -r1.54 *** index.xml 2 Jan 2007 20:30:29 -0000 1.53 --- index.xml 3 Jan 2007 17:44:47 -0000 1.54 *************** *** 94,99 **** <description>fixing dates</description> </Parameter> ! <Parameter name='fixings' libraryType='QuantLib::Real' vectorIterator='begin'> ! <!--<Parameter name='fixings' libraryType='QuantLib::Real'>--> <type>double</type> <tensorRank>vector</tensorRank> --- 94,99 ---- <description>fixing dates</description> </Parameter> ! <Parameter name='fixingValues' libraryType='QuantLib::Real' vectorIterator='begin'> ! <!--<Parameter name='fixingValues' libraryType='QuantLib::Real'>--> <type>double</type> <tensorRank>vector</tensorRank> |
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From: Chiara F. <chi...@us...> - 2007-01-03 10:55:43
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10594/qlo Modified Files: bonds.cpp bonds.hpp Log Message: add short description to bond Index: bonds.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.hpp,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** bonds.hpp 11 Dec 2006 09:40:04 -0000 1.12 --- bonds.hpp 3 Jan 2007 10:55:36 -0000 1.13 *************** *** 28,40 **** namespace QuantLibAddin { ! class Bond : public Instrument ! { ! public: std::vector<std::vector<boost::any> > flowAnalysis(); }; class ZeroCouponBond : public Bond { ! public: ZeroCouponBond( QuantLib::Real faceAmount, const QuantLib::Date& issueDate, --- 28,46 ---- namespace QuantLibAddin { ! class Bond : public Instrument { ! public: ! Bond(const std::string& des) ! : description_(des) {} ! virtual ~Bond() {} std::vector<std::vector<boost::any> > flowAnalysis(); + const std::string& description() { return description_; } + private: + std::string description_; }; class ZeroCouponBond : public Bond { ! public: ZeroCouponBond( + const std::string& des, QuantLib::Real faceAmount, const QuantLib::Date& issueDate, *************** *** 49,54 **** class FixedCouponBond : public Bond { ! public: FixedCouponBond( QuantLib::Real faceAmount, const QuantLib::Date& issueDate, --- 55,61 ---- class FixedCouponBond : public Bond { ! public: FixedCouponBond( + const std::string& des, QuantLib::Real faceAmount, const QuantLib::Date& issueDate, *************** *** 69,74 **** class FloatingCouponBond : public Bond { ! public: FloatingCouponBond( QuantLib::Real faceAmount, const QuantLib::Date& issueDate, --- 76,82 ---- class FloatingCouponBond : public Bond { ! public: FloatingCouponBond( + const std::string& des, QuantLib::Real faceAmount, const QuantLib::Date& issueDate, *************** *** 92,98 **** }; - } #endif - --- 100,104 ---- Index: bonds.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.cpp,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** bonds.cpp 11 Dec 2006 09:40:04 -0000 1.12 --- bonds.cpp 3 Jan 2007 10:55:36 -0000 1.13 *************** *** 44,47 **** --- 44,48 ---- ZeroCouponBond::ZeroCouponBond( + const std::string& des, QuantLib::Real faceAmount, const QuantLib::Date& issueDate, *************** *** 52,57 **** QuantLib::BusinessDayConvention convention, QuantLib::Real redemption, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { ! libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::ZeroCouponBond(faceAmount, --- 53,58 ---- QuantLib::BusinessDayConvention convention, QuantLib::Real redemption, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) ! : Bond(des) { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::ZeroCouponBond(faceAmount, *************** *** 68,71 **** --- 69,73 ---- FixedCouponBond::FixedCouponBond( + const std::string& des, QuantLib::Real faceAmount, const QuantLib::Date& issueDate, *************** *** 83,87 **** bool longFinal, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) ! { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::FixedCouponBond(faceAmount, --- 85,89 ---- bool longFinal, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) ! : Bond(des) { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::FixedCouponBond(faceAmount, *************** *** 105,108 **** --- 107,111 ---- FloatingCouponBond::FloatingCouponBond( + const std::string& des, QuantLib::Real faceAmount, const QuantLib::Date& issueDate, *************** *** 123,127 **** const QuantLib::Date& stub, bool fromEnd) ! { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::FloatingRateBond(faceAmount, --- 126,130 ---- const QuantLib::Date& stub, bool fromEnd) ! : Bond(des) { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::FloatingRateBond(faceAmount, |
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From: Chiara F. <chi...@us...> - 2007-01-03 10:55:43
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10594/gensrc/metadata Modified Files: bonds.xml Log Message: add short description to bond Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.45 retrieving revision 1.46 diff -C2 -d -r1.45 -r1.46 *** bonds.xml 2 Jan 2007 15:14:02 -0000 1.45 --- bonds.xml 3 Jan 2007 10:55:36 -0000 1.46 *************** *** 35,38 **** --- 35,53 ---- </Member> + <Member name='qlBondDescription' objectClass='Bond'> + <description>Returns the bond description string</description> + <libraryFunction>description</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue> + <type>string</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + <Member name='qlBondSettlementDate' libraryClass='Bond'> <description>Returns the settlement date of the bond.</description> *************** *** 329,336 **** <ParameterList> <Parameters> <Parameter name='FaceAmount'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description> face amount of the bond</description> </Parameter> <Parameter name='issueDate' libraryType='QuantLib::Date'> --- 344,356 ---- <ParameterList> <Parameters> + <Parameter name='Description' default='""'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>bond description string</description> + </Parameter> <Parameter name='FaceAmount'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>bond face amount</description> </Parameter> <Parameter name='issueDate' libraryType='QuantLib::Date'> *************** *** 339,343 **** <description>issue date</description> </Parameter> ! <Parameter name='maturityDate' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> --- 359,363 ---- <description>issue date</description> </Parameter> ! <Parameter name='maturity' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> *************** *** 385,392 **** <ParameterList> <Parameters> <Parameter name='FaceAmount'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description> face amount of the bond</description> </Parameter> <Parameter name='issueDate' libraryType='QuantLib::Date'> --- 405,417 ---- <ParameterList> <Parameters> + <Parameter name='Description' default='""'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>bond description string</description> + </Parameter> <Parameter name='FaceAmount'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>bond face amount</description> </Parameter> <Parameter name='issueDate' libraryType='QuantLib::Date'> *************** *** 400,404 **** <description>first coupon date</description> </Parameter> ! <Parameter name='maturityDate' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> --- 425,429 ---- <description>first coupon date</description> </Parameter> ! <Parameter name='maturity' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> *************** *** 471,478 **** <ParameterList> <Parameters> <Parameter name='FaceAmount'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description> face amount of the bond</description> </Parameter> <Parameter name='issueDate' libraryType='QuantLib::Date'> --- 496,508 ---- <ParameterList> <Parameters> + <Parameter name='Description' default='""'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>bond description string</description> + </Parameter> <Parameter name='FaceAmount'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>bond face amount</description> </Parameter> <Parameter name='issueDate' libraryType='QuantLib::Date'> *************** *** 486,490 **** <description>first coupon date</description> </Parameter> ! <Parameter name='maturityDate' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> --- 516,520 ---- <description>first coupon date</description> </Parameter> ! <Parameter name='maturity' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> |
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From: Chiara F. <chi...@us...> - 2007-01-03 10:54:18
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9974/gensrc/metadata Modified Files: assetswap.xml Log Message: add function argument to qlassetswap: True meaning the asset swap is a Par asset swap, False the asset swap is a market asset swap Index: assetswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** assetswap.xml 11 Dec 2006 09:40:03 -0000 1.17 --- assetswap.xml 3 Jan 2007 10:54:14 -0000 1.18 *************** *** 61,64 **** --- 61,69 ---- <description>discounting yield term structure object ID</description> </Parameter> + <Parameter name='ParAssetSwap'> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>TRUE for Par ASW, FALSE for Market ASW</description> + </Parameter> </Parameters> </ParameterList> |
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From: Chiara F. <chi...@us...> - 2007-01-03 10:53:25
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9470/qlo Modified Files: assetswap.cpp assetswap.hpp Log Message: add function argument to qlassetswap: True meaning the asset swap is a Par asset swap, False the asset swap is a market asset swap Index: assetswap.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/assetswap.cpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** assetswap.cpp 11 Dec 2006 09:40:04 -0000 1.3 --- assetswap.cpp 3 Jan 2007 10:53:12 -0000 1.4 *************** *** 33,37 **** QuantLib::Spread spread, const QuantLib::DayCounter& floatingDayCount, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( --- 33,38 ---- QuantLib::Spread spread, const QuantLib::DayCounter& floatingDayCount, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, ! bool parSwap) { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( Index: assetswap.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/assetswap.hpp,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** assetswap.hpp 11 Dec 2006 09:40:04 -0000 1.4 --- assetswap.hpp 3 Jan 2007 10:53:12 -0000 1.5 *************** *** 32,36 **** QuantLib::Spread spread, const QuantLib::DayCounter& floatingDayCount, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); std::vector<std::vector<boost::any> > bondLeg() { --- 32,37 ---- QuantLib::Spread spread, const QuantLib::DayCounter& floatingDayCount, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, ! bool parSwap); std::vector<std::vector<boost::any> > bondLeg() { |
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From: Katiuscia M. <kma...@us...> - 2007-01-02 20:30:44
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12223/gensrc/metadata Modified Files: index.xml Log Message: added commented line to make an ObjectClass rather than libraryClass. This is needed to add checks on the length of the dates and values vectors. Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.52 retrieving revision 1.53 diff -C2 -d -r1.52 -r1.53 *** index.xml 12 Dec 2006 18:59:33 -0000 1.52 --- index.xml 2 Jan 2007 20:30:29 -0000 1.53 *************** *** 73,77 **** </Parameters> </ParameterList> ! <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>vector</tensorRank> --- 73,77 ---- </Parameters> </ParameterList> ! <ReturnValue libraryType='QuantLib::Real'> <type>double</type> <tensorRank>vector</tensorRank> *************** *** 80,83 **** --- 80,84 ---- <Member name='qlIndexAddFixings' libraryClass='Index'> + <!--<Member name='qlIndexAddFixings' objectClass='Index'>--> <description>Adds fixings for the given Index object</description> <libraryFunction>addFixings</libraryFunction> *************** *** 88,96 **** <Parameters> <Parameter name='fixingDates' libraryType='QuantLib::Date' vectorIterator='beginAndEnd'> <type>long</type> <tensorRank>vector</tensorRank> <description>fixing dates</description> </Parameter> ! <Parameter name='fixings' libraryType='QuantLib::Rate' vectorIterator='begin'> <type>double</type> <tensorRank>vector</tensorRank> --- 89,99 ---- <Parameters> <Parameter name='fixingDates' libraryType='QuantLib::Date' vectorIterator='beginAndEnd'> + <!--<Parameter name='fixingDates' libraryType='QuantLib::Date'>--> <type>long</type> <tensorRank>vector</tensorRank> <description>fixing dates</description> </Parameter> ! <Parameter name='fixings' libraryType='QuantLib::Real' vectorIterator='begin'> ! <!--<Parameter name='fixings' libraryType='QuantLib::Real'>--> <type>double</type> <tensorRank>vector</tensorRank> |
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From: Katiuscia M. <kma...@us...> - 2007-01-02 20:30:37
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12223/qlo Modified Files: index.cpp index.hpp Log Message: added commented line to make an ObjectClass rather than libraryClass. This is needed to add checks on the length of the dates and values vectors. Index: index.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.cpp,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** index.cpp 11 Dec 2006 09:40:04 -0000 1.18 --- index.cpp 2 Jan 2007 20:30:31 -0000 1.19 *************** *** 28,31 **** --- 28,40 ---- namespace QuantLibAddin { + void Index::addFixings(const std::vector<QuantLib::Date>& dates, + const std::vector<QuantLib::Real>& values) { + QL_REQUIRE(dates.size()==values.size(), + "size mismatch between dates (" << dates.size() << + ") and values (" << values.size() << ")"); + libraryObject_->addFixings(dates.begin(), dates.end(), + values.begin()); + } + IborIndex::IborIndex(const std::string& indexName, const QuantLib::Period& p, Index: index.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.hpp,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** index.hpp 11 Dec 2006 09:40:04 -0000 1.15 --- index.hpp 2 Jan 2007 20:30:31 -0000 1.16 *************** *** 29,33 **** namespace QuantLibAddin { ! class Index : public ObjHandler::LibraryObject<QuantLib::Index> {}; class InterestRateIndex : public Index {}; --- 29,37 ---- namespace QuantLibAddin { ! class Index : public ObjHandler::LibraryObject<QuantLib::Index> { ! public: ! void addFixings(const std::vector<QuantLib::Date>& dates, ! const std::vector<QuantLib::Real>& values); ! }; class InterestRateIndex : public Index {}; |
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From: Ferdinando A. <na...@us...> - 2007-01-02 16:56:50
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18695/qlo Modified Files: ratehelpers.cpp Log Message: fix for VC7 Index: ratehelpers.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/ratehelpers.cpp,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** ratehelpers.cpp 2 Jan 2007 14:46:15 -0000 1.16 --- ratehelpers.cpp 2 Jan 2007 16:56:41 -0000 1.17 *************** *** 160,164 **** std::vector<detail::RateHelperItem> rhsAll; rhsAll.reserve(nInstruments); ! for (QuantLib::Size i=0; i<nInstruments; ++i) { OH_GET_OBJECT(qlarh, instrumentIDs[i], RateHelper); bool isFutures, isDepo; --- 160,165 ---- std::vector<detail::RateHelperItem> rhsAll; rhsAll.reserve(nInstruments); ! QuantLib::Size i = 0; ! for (i=0; i<nInstruments; ++i) { OH_GET_OBJECT(qlarh, instrumentIDs[i], RateHelper); bool isFutures, isDepo; *************** *** 195,199 **** QuantLib::Date frontFuturesEarliestDate; bool thereAreFutures = false; - QuantLib::Size i = 0; while (i<nInstruments) { if (rhsAll[i].isFutures && --- 196,199 ---- |
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From: Chiara F. <chi...@us...> - 2007-01-02 15:14:07
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5496/gensrc/metadata Modified Files: bonds.xml Log Message: tensor rank for settlement date and return value changed from vector to scalar Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.44 retrieving revision 1.45 diff -C2 -d -r1.44 -r1.45 *** bonds.xml 14 Dec 2006 16:19:43 -0000 1.44 --- bonds.xml 2 Jan 2007 15:14:02 -0000 1.45 *************** *** 301,305 **** </Member>--> ! <Member name='qlBondAccruedAmount' libraryClass='Bond' loopParameter='settlementDate'> <description>Returns the accrued amount for the given bond. The default bond settlement is used if no date is given.</description> <libraryFunction>accruedAmount</libraryFunction> --- 301,305 ---- </Member>--> ! <Member name='qlBondAccruedAmount' libraryClass='Bond' > <description>Returns the accrued amount for the given bond. The default bond settlement is used if no date is given.</description> <libraryFunction>accruedAmount</libraryFunction> *************** *** 311,315 **** <Parameter name='settlementDate' const='False' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> ! <tensorRank>vector</tensorRank> <description>settlement date</description> </Parameter> --- 311,315 ---- <Parameter name='settlementDate' const='False' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> ! <tensorRank>scalar</tensorRank> <description>settlement date</description> </Parameter> *************** *** 318,322 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 318,322 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> |
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From: Ferdinando A. <na...@us...> - 2007-01-02 14:46:20
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26135/qlo Modified Files: randomsequencegenerator.cpp randomsequencegenerator.hpp ratehelpers.cpp termstructures.cpp Log Message: "Use reserve to avoid unnecessary reallocations" -- Scott Mayers "Effective STL", item 14 Index: termstructures.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** termstructures.cpp 11 Dec 2006 14:22:15 -0000 1.19 --- termstructures.cpp 2 Jan 2007 14:46:15 -0000 1.20 *************** *** 44,50 **** const std::string& interpolatorID) { - std::vector<boost::shared_ptr<QuantLib::RateHelper> > rateHelpersQL; std::vector<std::string>::const_iterator i; ! for (i=handlesRateHelper.begin() ; i != handlesRateHelper.end() ; i++) { OH_GET_REFERENCE(rateHelper, *i, RateHelper, QuantLib::RateHelper) rateHelpersQL.push_back(rateHelper); --- 44,51 ---- const std::string& interpolatorID) { std::vector<std::string>::const_iterator i; ! std::vector<boost::shared_ptr<QuantLib::RateHelper> > rateHelpersQL; ! rateHelpersQL.reserve(handlesRateHelper.size()); ! for (i=handlesRateHelper.begin() ; i != handlesRateHelper.end() ; ++i) { OH_GET_REFERENCE(rateHelper, *i, RateHelper, QuantLib::RateHelper) rateHelpersQL.push_back(rateHelper); Index: randomsequencegenerator.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/randomsequencegenerator.hpp,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** randomsequencegenerator.hpp 28 Sep 2006 07:48:03 -0000 1.4 --- randomsequencegenerator.hpp 2 Jan 2007 14:46:15 -0000 1.5 *************** *** 53,57 **** std::vector<double> v; ! for (std::size_t j=0 ; j < sample.size() ; j++) { v.push_back(sample[j]); } --- 53,59 ---- std::vector<double> v; ! QuantLib::Size n = sample.size(); ! v.reserve(n); ! for (QuantLib::Size j=0 ; j<n ; ++j) { v.push_back(sample[j]); } *************** *** 82,86 **** std::vector<double> v; ! for (std::size_t j=0 ; j < sample.size() ; j++) { v.push_back(sample[j]); } --- 84,90 ---- std::vector<double> v; ! QuantLib::Size n = sample.size(); ! v.reserve(n); ! for (std::size_t j=0 ; j<n ; ++j) { v.push_back(sample[j]); } Index: randomsequencegenerator.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/randomsequencegenerator.cpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** randomsequencegenerator.cpp 30 Aug 2006 17:57:25 -0000 1.3 --- randomsequencegenerator.cpp 2 Jan 2007 14:46:15 -0000 1.4 *************** *** 38,41 **** --- 38,42 ---- { std::vector<std::vector<double> > rtn; + rtn.reserve(samples); for (long i=0 ; i < samples ; i++) rtn.push_back(nextSequence()); Index: ratehelpers.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/ratehelpers.cpp,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** ratehelpers.cpp 20 Dec 2006 09:33:16 -0000 1.15 --- ratehelpers.cpp 2 Jan 2007 14:46:15 -0000 1.16 *************** *** 157,164 **** // RateHelperItem - std::vector<detail::RateHelperItem> rhsAll; boost::shared_ptr<QuantLib::RateHelper> qlrh; ! QuantLib::Size i; ! for (i=0; i<nInstruments; i++) { OH_GET_OBJECT(qlarh, instrumentIDs[i], RateHelper); bool isFutures, isDepo; --- 157,164 ---- // RateHelperItem boost::shared_ptr<QuantLib::RateHelper> qlrh; ! std::vector<detail::RateHelperItem> rhsAll; ! rhsAll.reserve(nInstruments); ! for (QuantLib::Size i=0; i<nInstruments; ++i) { OH_GET_OBJECT(qlarh, instrumentIDs[i], RateHelper); bool isFutures, isDepo; *************** *** 195,199 **** QuantLib::Date frontFuturesEarliestDate; bool thereAreFutures = false; ! i = 0; while (i<nInstruments) { if (rhsAll[i].isFutures && --- 195,199 ---- QuantLib::Date frontFuturesEarliestDate; bool thereAreFutures = false; ! QuantLib::Size i = 0; while (i<nInstruments) { if (rhsAll[i].isFutures && |
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From: Ferdinando A. <na...@us...> - 2007-01-02 14:46:19
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo/Conversions In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26135/qlo/Conversions Modified Files: coerceindex.hpp Log Message: "Use reserve to avoid unnecessary reallocations" -- Scott Mayers "Effective STL", item 14 Index: coerceindex.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/Conversions/coerceindex.hpp,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** coerceindex.hpp 24 Nov 2006 15:46:25 -0000 1.2 --- coerceindex.hpp 2 Jan 2007 14:46:14 -0000 1.3 *************** *** 70,75 **** const std::vector<std::string> &ids) { std::vector<boost::shared_ptr<qlClass> > ret; std::vector<std::string>::const_iterator i; ! for (i = ids.begin(); i != ids.end(); i++) ret.push_back(CoerceIndex<qloClass, qlClass>()(*i)); return ret; --- 70,76 ---- const std::vector<std::string> &ids) { std::vector<boost::shared_ptr<qlClass> > ret; + ret.reserve(ids.size()); std::vector<std::string>::const_iterator i; ! for (i = ids.begin(); i != ids.end(); ++i) ret.push_back(CoerceIndex<qloClass, qlClass>()(*i)); return ret; |
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From: Eric E. <eri...@us...> - 2007-01-02 14:43:10
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24364/gensrc/metadata Modified Files: swaption.xml Log Message: update docs Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.27 retrieving revision 1.28 diff -C2 -d -r1.27 -r1.28 *** swaption.xml 11 Dec 2006 09:40:04 -0000 1.27 --- swaption.xml 2 Jan 2007 14:43:02 -0000 1.28 *************** *** 53,56 **** --- 53,59 ---- </Constructor> + <!-- + This function is commented out for the 0.3.14 release because + it breaks QuantLibXLDynamic. <Member name='qlSwaptionUnderlyingSwap' objectClass='Swaption'> <description>returns the underlying swap for the given Swaption object</description> *************** *** 66,70 **** <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> <Member name='qlSwaptionType' libraryClass='Swaption'> --- 69,73 ---- <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member--> <Member name='qlSwaptionType' libraryClass='Swaption'> |
Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24364/Docs Modified Files: Makefile.am qla_header.html qla_header.subdir.html qla_headeronline.html qla_headeronline.subdir.html qladdin.root.doxy Log Message: update docs Index: qla_headeronline.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.subdir.html,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** qla_headeronline.subdir.html 14 Dec 2006 12:29:49 -0000 1.4 --- qla_headeronline.subdir.html 2 Jan 2007 14:43:01 -0000 1.5 *************** *** 57,61 **** <tr><td><a class="menu" href="../auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="../evaluationdate.html">Evaluation Date</a></td></tr> <tr><td><a class="menu" href="../extending.html">Enhancements</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> --- 57,61 ---- <tr><td><a class="menu" href="../auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="../topics.html">Topics</a></td></tr> <tr><td><a class="menu" href="../extending.html">Enhancements</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> Index: qla_header.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.subdir.html,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** qla_header.subdir.html 14 Dec 2006 12:29:49 -0000 1.5 --- qla_header.subdir.html 2 Jan 2007 14:43:01 -0000 1.6 *************** *** 57,61 **** <tr><td><a class="menu" href="../auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="../evaluationdate.html">Evaluation Date</a></td></tr> <tr><td><a class="menu" href="../extending.html">Enhancements</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> --- 57,61 ---- <tr><td><a class="menu" href="../auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="../topics.html">Topics</a></td></tr> <tr><td><a class="menu" href="../extending.html">Enhancements</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> Index: qla_headeronline.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.html,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** qla_headeronline.html 14 Dec 2006 12:29:49 -0000 1.5 --- qla_headeronline.html 2 Jan 2007 14:43:01 -0000 1.6 *************** *** 57,61 **** <tr><td><a class="menu" href="auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr> <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> --- 57,61 ---- <tr><td><a class="menu" href="auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="topics.html">Topics</a></td></tr> <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> *************** *** 75,79 **** <table class="layout" cellpadding=0 cellspacing=0 width=100%> ! <tr><td align=center><a href="http://sourceforge.net"><img src="http://sourceforge.net/sflogo.php?group_id=12740" alt="SourceForge Logo" border="0" width="88" height="31"></a></td></tr> </table> --- 75,79 ---- <table class="layout" cellpadding=0 cellspacing=0 width=100%> ! <tr><td align=center><a href="http://sourceforge.net"><img src="http://sflogo.sourceforge.net/sflogo.php?group_id=12470&type=1" width="88" height="31" border="0" alt="SourceForge.net Logo" /></a></td></tr> </table> Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/Makefile.am,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** Makefile.am 14 Dec 2006 12:29:49 -0000 1.4 --- Makefile.am 2 Jan 2007 14:43:01 -0000 1.5 *************** *** 17,21 **** QLA_CONFIG := qladdin.qlo.doxy QLA_CUSTOM := style.css qla_footer.html qla_footer.subdir.html \ ! qla_header.html qla_headeronline.html qla_headeronline.subdir.html QLA_INPUT := $(shell find ${top_srcdir}/qlo -name *.hpp) \ $(wildcard pages/*.docs) \ --- 17,21 ---- QLA_CONFIG := qladdin.qlo.doxy QLA_CUSTOM := style.css qla_footer.html qla_footer.subdir.html \ ! qla_header.html qla_headeronline.html qla_header.subdir.html qla_headeronline.subdir.html QLA_INPUT := $(shell find ${top_srcdir}/qlo -name *.hpp) \ $(wildcard pages/*.docs) \ *************** *** 79,84 **** -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.auto.doxy > .qladdin.auto.doxy $(DOXYGEN) .qladdin.auto.doxy rm .qladdin.auto.doxy --- 79,84 ---- -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.auto.doxy > .qladdin.auto.doxy $(DOXYGEN) .qladdin.auto.doxy rm .qladdin.auto.doxy *************** *** 91,96 **** -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.qlo.doxy > .qladdin.qlo.doxy $(DOXYGEN) .qladdin.qlo.doxy rm .qladdin.qlo.doxy --- 91,96 ---- -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.qlo.doxy > .qladdin.qlo.doxy $(DOXYGEN) .qladdin.qlo.doxy rm .qladdin.qlo.doxy *************** *** 103,108 **** -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.root.doxy > .qladdin.root.doxy $(DOXYGEN) .qladdin.root.doxy rm .qladdin.root.doxy --- 103,108 ---- -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.root.doxy > .qladdin.root.doxy $(DOXYGEN) .qladdin.root.doxy rm .qladdin.root.doxy *************** *** 112,121 **** .time-stamp-auto-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) mkdir -p html-online ! $(SED) -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.auto.doxy > .qladdin.auto.doxy $(DOXYGEN) .qladdin.auto.doxy rm .qladdin.auto.doxy --- 112,122 ---- .time-stamp-auto-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) mkdir -p html-online ! $(SED) -e "s/qla_header/qla_headeronline/" \ ! -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.auto.doxy > .qladdin.auto.doxy $(DOXYGEN) .qladdin.auto.doxy rm .qladdin.auto.doxy *************** *** 125,134 **** .time-stamp-qlo-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) mkdir -p html-online ! $(SED) -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.qlo.doxy > .qladdin.qlo.doxy $(DOXYGEN) .qladdin.qlo.doxy rm .qladdin.qlo.doxy --- 126,136 ---- .time-stamp-qlo-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) mkdir -p html-online ! $(SED) -e "s/qla_header/qla_headeronline/" \ ! -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.qlo.doxy > .qladdin.qlo.doxy $(DOXYGEN) .qladdin.qlo.doxy rm .qladdin.qlo.doxy *************** *** 138,147 **** .time-stamp-root-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) mkdir -p html-online ! $(SED) -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.root.doxy > .qladdin.root.doxy $(DOXYGEN) .qladdin.root.doxy rm .qladdin.root.doxy --- 140,150 ---- .time-stamp-root-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) mkdir -p html-online ! $(SED) -e "s/qla_header/qla_headeronline/" \ ! -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.root.doxy > .qladdin.root.doxy $(DOXYGEN) .qladdin.root.doxy rm .qladdin.root.doxy Index: qladdin.root.doxy =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qladdin.root.doxy,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** qladdin.root.doxy 14 Dec 2006 12:29:49 -0000 1.5 --- qladdin.root.doxy 2 Jan 2007 14:43:01 -0000 1.6 *************** *** 80,83 **** --- 80,85 ---- INPUT = ./pages \ + ../../QuantLibXL/Docs/pages/topics.docs \ + ../../QuantLibXL/Docs/pages/trigger.docs \ ../../QuantLibXL/Docs/pages/evaluationdate.docs FILE_PATTERNS = *.docs Index: qla_header.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.html,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** qla_header.html 14 Dec 2006 12:29:49 -0000 1.7 --- qla_header.html 2 Jan 2007 14:43:01 -0000 1.8 *************** *** 57,61 **** <tr><td><a class="menu" href="auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr> <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> --- 57,61 ---- <tr><td><a class="menu" href="auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="topics.html">Topics</a></td></tr> <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> |
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From: Eric E. <eri...@us...> - 2007-01-02 14:43:07
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24364/Docs/pages Modified Files: history.docs Log Message: update docs Index: history.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/history.docs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** history.docs 11 Oct 2006 13:39:06 -0000 1.5 --- history.docs 2 Jan 2007 14:43:02 -0000 1.6 *************** *** 24,28 **** /*! \page history Version History ! <strong>Release 0.3.14 - October 2006</strong> REQUIRED PACKAGES --- 24,28 ---- /*! \page history Version History ! <strong>Release 0.3.14 - December 2006</strong> REQUIRED PACKAGES *************** *** 34,38 **** FUNCTIONALITY ! - 200 new functions / 427 in total - new categories: assetswap, capletvolstructure, cmsmarket, marketmodels, sequencestatistics, statistics --- 34,38 ---- FUNCTIONALITY ! - 218 new functions / 445 in total - new categories: assetswap, capletvolstructure, cmsmarket, marketmodels, sequencestatistics, statistics |
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From: Eric E. <eri...@us...> - 2007-01-02 14:19:12
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8560 Modified Files: Tag: R000314f0-branch README.txt Log Message: update docs Index: README.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/README.txt,v retrieving revision 1.1 retrieving revision 1.1.4.1 diff -C2 -d -r1.1 -r1.1.4.1 *** README.txt 19 May 2006 16:56:16 -0000 1.1 --- README.txt 2 Jan 2007 14:18:36 -0000 1.1.4.1 *************** *** 1,5 **** QuantLibAddin ! <http://quantlib.org/quantlibaddin> QuantLibAddin is a subproject of the QuantLib open source C++ analytics library. --- 1,5 ---- QuantLibAddin ! <http://www.quantlibaddin.org> QuantLibAddin is a subproject of the QuantLib open source C++ analytics library. *************** *** 27,36 **** Installation instructions are available at ! <http://quantlib.org/quantlibaddin/installation.html>. Information on troubleshooting common QuantLibAddin problems is available at ! <http://quantlib.org/quantlibaddin/troubleshooting.html>. A list of changes since the previous release is available in NEWS.txt (included in this distribution) while a list of past changes can be ! browsed at <http://quantlib.org/quantlibaddin/history.html>. --- 27,37 ---- Installation instructions are available at ! <http://www.quantlibaddin.org/installation.html>. Information on troubleshooting common QuantLibAddin problems is available at ! <http://www.quantlibaddin.org/troubleshooting.html>. A list of changes since the previous release is available in NEWS.txt (included in this distribution) while a list of past changes can be ! browsed at <http://www.quantlibaddin.org/history.html>. ! |
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From: Eric E. <eri...@us...> - 2007-01-02 14:18:47
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8560/Docs/pages Modified Files: Tag: R000314f0-branch history.docs Log Message: update docs Index: history.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/history.docs,v retrieving revision 1.5 retrieving revision 1.5.2.1 diff -C2 -d -r1.5 -r1.5.2.1 *** history.docs 11 Oct 2006 13:39:06 -0000 1.5 --- history.docs 2 Jan 2007 14:18:40 -0000 1.5.2.1 *************** *** 24,28 **** /*! \page history Version History ! <strong>Release 0.3.14 - October 2006</strong> REQUIRED PACKAGES --- 24,28 ---- /*! \page history Version History ! <strong>Release 0.3.14 - December 2006</strong> REQUIRED PACKAGES *************** *** 34,38 **** FUNCTIONALITY ! - 200 new functions / 427 in total - new categories: assetswap, capletvolstructure, cmsmarket, marketmodels, sequencestatistics, statistics --- 34,38 ---- FUNCTIONALITY ! - 218 new functions / 445 in total - new categories: assetswap, capletvolstructure, cmsmarket, marketmodels, sequencestatistics, statistics |
Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8560/Docs Modified Files: Tag: R000314f0-branch Makefile.am qla_header.html qla_header.subdir.html qla_headeronline.html qla_headeronline.subdir.html qladdin.root.doxy Log Message: update docs Index: qla_headeronline.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.subdir.html,v retrieving revision 1.3 retrieving revision 1.3.2.1 diff -C2 -d -r1.3 -r1.3.2.1 *** qla_headeronline.subdir.html 11 Oct 2006 13:39:06 -0000 1.3 --- qla_headeronline.subdir.html 2 Jan 2007 14:18:39 -0000 1.3.2.1 *************** *** 57,61 **** <tr><td><a class="menu" href="../auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="../evaluationdate.html">Evaluation Date</a></td></tr> <tr><td><a class="menu" href="../extending.html">Enhancements</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> --- 57,61 ---- <tr><td><a class="menu" href="../auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="../topics.html">Topics</a></td></tr> <tr><td><a class="menu" href="../extending.html">Enhancements</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> Index: qla_header.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.subdir.html,v retrieving revision 1.4 retrieving revision 1.4.2.1 diff -C2 -d -r1.4 -r1.4.2.1 *** qla_header.subdir.html 11 Oct 2006 13:39:06 -0000 1.4 --- qla_header.subdir.html 2 Jan 2007 14:18:38 -0000 1.4.2.1 *************** *** 57,61 **** <tr><td><a class="menu" href="../auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="../evaluationdate.html">Evaluation Date</a></td></tr> <tr><td><a class="menu" href="../extending.html">Enhancements</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> --- 57,61 ---- <tr><td><a class="menu" href="../auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="../topics.html">Topics</a></td></tr> <tr><td><a class="menu" href="../extending.html">Enhancements</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> Index: qla_headeronline.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.html,v retrieving revision 1.4 retrieving revision 1.4.2.1 diff -C2 -d -r1.4 -r1.4.2.1 *** qla_headeronline.html 11 Oct 2006 13:39:06 -0000 1.4 --- qla_headeronline.html 2 Jan 2007 14:18:39 -0000 1.4.2.1 *************** *** 57,61 **** <tr><td><a class="menu" href="auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr> <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> --- 57,61 ---- <tr><td><a class="menu" href="auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="topics.html">Topics</a></td></tr> <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> *************** *** 75,79 **** <table class="layout" cellpadding=0 cellspacing=0 width=100%> ! <tr><td align=center><a href="http://sourceforge.net"><img src="http://sourceforge.net/sflogo.php?group_id=12740" alt="SourceForge Logo" border="0" width="88" height="31"></a></td></tr> </table> --- 75,79 ---- <table class="layout" cellpadding=0 cellspacing=0 width=100%> ! <tr><td align=center><a href="http://sourceforge.net"><img src="http://sflogo.sourceforge.net/sflogo.php?group_id=12470&type=1" width="88" height="31" border="0" alt="SourceForge.net Logo" /></a></td></tr> </table> Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/Makefile.am,v retrieving revision 1.3.2.1 retrieving revision 1.3.2.2 diff -C2 -d -r1.3.2.1 -r1.3.2.2 *** Makefile.am 13 Dec 2006 17:59:10 -0000 1.3.2.1 --- Makefile.am 2 Jan 2007 14:18:38 -0000 1.3.2.2 *************** *** 17,21 **** QLA_CONFIG := qladdin.qlo.doxy QLA_CUSTOM := style.css qla_footer.html qla_footer.subdir.html \ ! qla_header.html qla_headeronline.html qla_headeronline.subdir.html QLA_INPUT := $(shell find ${top_srcdir}/qlo -name *.hpp) \ $(wildcard pages/*.docs) \ --- 17,21 ---- QLA_CONFIG := qladdin.qlo.doxy QLA_CUSTOM := style.css qla_footer.html qla_footer.subdir.html \ ! qla_header.html qla_headeronline.html qla_header.subdir.html qla_headeronline.subdir.html QLA_INPUT := $(shell find ${top_srcdir}/qlo -name *.hpp) \ $(wildcard pages/*.docs) \ *************** *** 79,84 **** -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.auto.doxy > .qladdin.auto.doxy $(DOXYGEN) .qladdin.auto.doxy rm .qladdin.auto.doxy --- 79,84 ---- -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.auto.doxy > .qladdin.auto.doxy $(DOXYGEN) .qladdin.auto.doxy rm .qladdin.auto.doxy *************** *** 91,96 **** -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.qlo.doxy > .qladdin.qlo.doxy $(DOXYGEN) .qladdin.qlo.doxy rm .qladdin.qlo.doxy --- 91,96 ---- -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.qlo.doxy > .qladdin.qlo.doxy $(DOXYGEN) .qladdin.qlo.doxy rm .qladdin.qlo.doxy *************** *** 103,108 **** -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.root.doxy > .qladdin.root.doxy $(DOXYGEN) .qladdin.root.doxy rm .qladdin.root.doxy --- 103,108 ---- -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.root.doxy > .qladdin.root.doxy $(DOXYGEN) .qladdin.root.doxy rm .qladdin.root.doxy *************** *** 112,121 **** .time-stamp-auto-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) mkdir -p html-online ! $(SED) -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.auto.doxy > .qladdin.auto.doxy $(DOXYGEN) .qladdin.auto.doxy rm .qladdin.auto.doxy --- 112,122 ---- .time-stamp-auto-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) mkdir -p html-online ! $(SED) -e "s/qla_header/qla_headeronline/" \ ! -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.auto.doxy > .qladdin.auto.doxy $(DOXYGEN) .qladdin.auto.doxy rm .qladdin.auto.doxy *************** *** 125,134 **** .time-stamp-qlo-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) mkdir -p html-online ! $(SED) -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.qlo.doxy > .qladdin.qlo.doxy $(DOXYGEN) .qladdin.qlo.doxy rm .qladdin.qlo.doxy --- 126,136 ---- .time-stamp-qlo-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) mkdir -p html-online ! $(SED) -e "s/qla_header/qla_headeronline/" \ ! -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.qlo.doxy > .qladdin.qlo.doxy $(DOXYGEN) .qladdin.qlo.doxy rm .qladdin.qlo.doxy *************** *** 138,147 **** .time-stamp-root-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) mkdir -p html-online ! $(SED) -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.root.doxy > .qladdin.root.doxy $(DOXYGEN) .qladdin.root.doxy rm .qladdin.root.doxy --- 140,150 ---- .time-stamp-root-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) mkdir -p html-online ! $(SED) -e "s/qla_header/qla_headeronline/" \ ! -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.root.doxy > .qladdin.root.doxy $(DOXYGEN) .qladdin.root.doxy rm .qladdin.root.doxy Index: qladdin.root.doxy =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qladdin.root.doxy,v retrieving revision 1.4 retrieving revision 1.4.2.1 diff -C2 -d -r1.4 -r1.4.2.1 *** qladdin.root.doxy 11 Oct 2006 13:39:06 -0000 1.4 --- qladdin.root.doxy 2 Jan 2007 14:18:39 -0000 1.4.2.1 *************** *** 80,83 **** --- 80,85 ---- INPUT = ./pages \ + ../../QuantLibXL/Docs/pages/topics.docs \ + ../../QuantLibXL/Docs/pages/trigger.docs \ ../../QuantLibXL/Docs/pages/evaluationdate.docs FILE_PATTERNS = *.docs Index: qla_header.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.html,v retrieving revision 1.6 retrieving revision 1.6.2.1 diff -C2 -d -r1.6 -r1.6.2.1 *** qla_header.html 11 Oct 2006 13:39:06 -0000 1.6 --- qla_header.html 2 Jan 2007 14:18:38 -0000 1.6.2.1 *************** *** 57,61 **** <tr><td><a class="menu" href="auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr> <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> --- 57,61 ---- <tr><td><a class="menu" href="auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> ! <tr><td><a class="menu" href="topics.html">Topics</a></td></tr> <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> |
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From: Ferdinando A. <na...@us...> - 2007-01-02 12:09:42
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo/Conversions In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5741/qlo/Conversions Modified Files: conversions.cpp Log Message: "Use reserve to avoid unnecessary reallocations" -- Scott Mayers "Effective STL", item 14 Index: conversions.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/Conversions/conversions.cpp,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** conversions.cpp 22 Nov 2006 21:38:47 -0000 1.4 --- conversions.cpp 2 Jan 2007 12:09:37 -0000 1.5 *************** *** 44,49 **** 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; --- 44,50 ---- std::vector<std::string> libraryToVector(const std::vector<QuantLib::Period> &v) { std::vector<std::string> ret; + ret.reserve(v.size()); for (std::vector<QuantLib::Period>::const_iterator i = v.begin(); ! i != v.end(); i++) ret.push_back(libraryToScalar(*i)); return ret; *************** *** 52,55 **** --- 53,57 ---- std::vector<long> libraryToVector(const std::vector<QuantLib::Date> &v) { std::vector<long> ret; + ret.reserve(v.size()); for (std::vector<QuantLib::Date>::const_iterator i = v.begin(); i != v.end(); i++) *************** *** 60,63 **** --- 62,66 ---- std::vector<long> libraryToVector(const std::vector<QuantLib::Size> &v) { std::vector<long> ret; + ret.reserve(v.size()); for (std::vector<QuantLib::Size>::const_iterator i = v.begin(); i != v.end(); i++) |
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From: Ferdinando A. <na...@us...> - 2007-01-02 12:06:50
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3913/qlo Modified Files: sequencestatistics.cpp statistics.cpp Log Message: "Call empty() instead of checking size() against zero" -- Scott Mayers "Effective STL", item 4 Index: sequencestatistics.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/sequencestatistics.cpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** sequencestatistics.cpp 10 Aug 2006 16:09:53 -0000 1.1 --- sequencestatistics.cpp 2 Jan 2007 12:06:45 -0000 1.2 *************** *** 30,38 **** new QuantLib::SequenceStatistics(dimension)); ! QL_REQUIRE(weights.size()==0 || values.rows()==weights.size(), "Values and weights vectors must have the same number of elements."); ! if (values.rows()!=0) { ! if (weights.size()!=0) { for (QuantLib::Size i=0; i<values.rows(); i++) { libraryObject_->add(values.row_begin(i), --- 30,38 ---- new QuantLib::SequenceStatistics(dimension)); ! QL_REQUIRE(weights.empty() || values.rows()==weights.size(), "Values and weights vectors must have the same number of elements."); ! if (values.rows()>0) { ! if (!weights.empty()) { for (QuantLib::Size i=0; i<values.rows(); i++) { libraryObject_->add(values.row_begin(i), Index: statistics.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/statistics.cpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** statistics.cpp 28 Aug 2006 16:00:14 -0000 1.1 --- statistics.cpp 2 Jan 2007 12:06:45 -0000 1.2 *************** *** 29,37 **** new QuantLib::Statistics()); ! QL_REQUIRE(weights.size()==0 || values.size()==weights.size(), "Values and weights vectors must have the same number of elements."); ! if (values.size()!=0) { ! if (weights.size()!=0) libraryObject_->addSequence(values.begin(), values.end(), --- 29,37 ---- new QuantLib::Statistics()); ! QL_REQUIRE(weights.empty() || values.size()==weights.size(), "Values and weights vectors must have the same number of elements."); ! if (!values.empty()) { ! if (!weights.empty()) libraryObject_->addSequence(values.begin(), values.end(), |
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From: Ferdinando A. <na...@us...> - 2007-01-02 12:04:58
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3060/qlo Modified Files: calendarfactory.cpp typefactory.hpp Log Message: using boost::algorithm::to_upper_copy instead of QuantLib::uppercase Index: calendarfactory.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/calendarfactory.cpp,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** calendarfactory.cpp 5 Dec 2006 10:20:20 -0000 1.9 --- calendarfactory.cpp 2 Jan 2007 12:04:53 -0000 1.10 *************** *** 57,61 **** */ bool Create<QuantLib::Calendar>::testID() { ! idUpper = QuantLib::uppercase(idOriginal); static std::string join("JOIN"); return idUpper.compare(0, 4, join) == 0; --- 57,61 ---- */ bool Create<QuantLib::Calendar>::testID() { ! idUpper = boost::algorithm::to_upper_copy(idOriginal); static std::string join("JOIN"); return idUpper.compare(0, 4, join) == 0; Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.50 retrieving revision 1.51 diff -C2 -d -r1.50 -r1.51 *** typefactory.hpp 6 Dec 2006 15:30:55 -0000 1.50 --- typefactory.hpp 2 Jan 2007 12:04:53 -0000 1.51 *************** *** 22,26 **** #include <qlo/typeregistry.hpp> #include <ql/Instruments/payoffs.hpp> - #include <ql/Utilities/strings.hpp> #include <ql/Math/matrix.hpp> #include <ql/Math/interpolation2D.hpp> --- 22,25 ---- *************** *** 37,40 **** --- 36,40 ---- #include <ql/Calendars/jointcalendar.hpp> #include <oh/exception.hpp> + #include <boost/algorithm/string/case_conv.hpp> namespace QuantLibAddin { *************** *** 46,50 **** void *getType(const KeyClass& id) { typename RegistryClass::TypeMapPtr type_map = getTypeMap(); ! KeyClass idUpper = uppercase(id); typename RegistryClass::TypeMap::iterator i; for (i = type_map->begin(); i != type_map->end(); i++) --- 46,50 ---- void *getType(const KeyClass& id) { typename RegistryClass::TypeMapPtr type_map = getTypeMap(); ! KeyClass idUpper = QuantLibAddin::uppercase(id); typename RegistryClass::TypeMap::iterator i; for (i = type_map->begin(); i != type_map->end(); i++) *************** *** 63,69 **** type_map = i->second; } ! std::string idUpper = QuantLib::uppercase(id); for (typename RegistryClass::TypeMap::iterator i = type_map->begin(); i != type_map->end(); i++) ! if (QuantLib::uppercase(i->first) == idUpper) return true; return false; --- 63,69 ---- type_map = i->second; } ! std::string idUpper = boost::algorithm::to_upper_copy(id); for (typename RegistryClass::TypeMap::iterator i = type_map->begin(); i != type_map->end(); i++) ! if (boost::algorithm::to_upper_copy(i->first) == idUpper) return true; return false; *************** *** 286,294 **** inline std::string uppercase(const std::string &s) { ! return QuantLib::uppercase(s); } inline KeyPair uppercase(const KeyPair &s) { ! return KeyPair(QuantLib::uppercase(s.first), QuantLib::uppercase(s.second)); } --- 286,295 ---- inline std::string uppercase(const std::string &s) { ! return boost::algorithm::to_upper_copy(s); } inline KeyPair uppercase(const KeyPair &s) { ! return KeyPair(boost::algorithm::to_upper_copy(s.first), ! boost::algorithm::to_upper_copy(s.second)); } |
