quantlibaddin-cvs Mailing List for QuantLibAddin (Page 31)
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From: Ferdinando A. <na...@us...> - 2006-08-31 17:23:10
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29131/qlo Modified Files: swaptionvolstructure.cpp Log Message: VC7 fixes Index: swaptionvolstructure.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** swaptionvolstructure.cpp 31 Aug 2006 15:43:22 -0000 1.12 --- swaptionvolstructure.cpp 31 Aug 2006 17:23:07 -0000 1.13 *************** *** 73,77 **** const std::vector<QuantLib::Date>& exerciseDates, const std::vector<QuantLib::Period>& lengths, ! const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>>& vols, const QuantLib::DayCounter& dayCounter) { libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>( --- 73,77 ---- const std::vector<QuantLib::Date>& exerciseDates, const std::vector<QuantLib::Period>& lengths, ! const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& vols, const QuantLib::DayCounter& dayCounter) { libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>( |
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From: Katiuscia M. <kma...@us...> - 2006-08-31 17:06:28
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21952/gensrc/metadata Modified Files: assetswap.xml Log Message: fixedLeg renamed bondLeg Index: assetswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** assetswap.xml 31 Aug 2006 15:44:01 -0000 1.5 --- assetswap.xml 31 Aug 2006 17:06:25 -0000 1.6 *************** *** 65,69 **** </ParameterList> </Constructor> - <Member name='qlAssetSwapFairSpread' libraryClass='AssetSwap' dependencyTrigger='true'> --- 65,68 ---- *************** *** 82,88 **** </Member> ! <Member name='qlAssetSwapFixedLeg' objectClass='AssetSwap'> ! <description>The fixed leg cash flow analysis</description> ! <libraryFunction>fixedLeg</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> --- 81,87 ---- </Member> ! <Member name='qlAssetSwapBondLeg' objectClass='AssetSwap'> ! <description>The bond leg cash flow analysis</description> ! <libraryFunction>bondLeg</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> *************** *** 98,102 **** </Member> - <Member name='qlAssetSwapFloatingLeg' objectClass='AssetSwap' dependencyTrigger='true'> <description>The floating leg cash flow analysis</description> --- 97,100 ---- |
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From: Katiuscia M. <kma...@us...> - 2006-08-31 17:06:28
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21952/qlo Modified Files: assetswap.hpp Log Message: fixedLeg renamed bondLeg Index: assetswap.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/assetswap.hpp,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** assetswap.hpp 31 Aug 2006 15:44:02 -0000 1.2 --- assetswap.hpp 31 Aug 2006 17:06:25 -0000 1.3 *************** *** 34,38 **** const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); ! std::vector<std::vector<boost::any> > fixedLeg() { return Swap::legAnalysis(0); } --- 34,38 ---- const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); ! std::vector<std::vector<boost::any> > bondLeg() { return Swap::legAnalysis(0); } |
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From: Katiuscia M. <kma...@us...> - 2006-08-31 16:40:52
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10846/gensrc/metadata Modified Files: calendar.xml Log Message: in synch with C++ Index: calendar.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** calendar.xml 31 Aug 2006 14:53:17 -0000 1.18 --- calendar.xml 31 Aug 2006 16:40:47 -0000 1.19 *************** *** 240,243 **** --- 240,248 ---- <description>rolling convention</description> </Parameter> + <Parameter name='endOfMonth' default='false'> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>flag to enforce end of month convention</description> + </Parameter> </Parameters> </ParameterList> |
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From: Ferdinando A. <na...@us...> - 2006-08-31 16:25:46
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4504/qlo Modified Files: swaptionvolstructure.hpp Log Message: VC7 fixes Index: swaptionvolstructure.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** swaptionvolstructure.hpp 31 Aug 2006 15:43:22 -0000 1.12 --- swaptionvolstructure.hpp 31 Aug 2006 16:25:38 -0000 1.13 *************** *** 53,57 **** const std::vector<QuantLib::Date>& exerciseDates, const std::vector<QuantLib::Period>& lengths, ! const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>>& vols, const QuantLib::DayCounter& dayCounter); std::vector<long> locate(const QuantLib::Date& d, --- 53,57 ---- const std::vector<QuantLib::Date>& exerciseDates, const std::vector<QuantLib::Period>& lengths, ! const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& vols, const QuantLib::DayCounter& dayCounter); std::vector<long> locate(const QuantLib::Date& d, |
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From: Chiara F. <chi...@us...> - 2006-08-31 15:44:08
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19212/qlo Modified Files: assetswap.cpp assetswap.hpp bonds.cpp bonds.hpp Log Message: added faceAmount to Bond Index: bonds.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.hpp,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** bonds.hpp 31 Jul 2006 18:17:37 -0000 1.9 --- bonds.hpp 31 Aug 2006 15:44:02 -0000 1.10 *************** *** 37,47 **** public: ZeroCouponBond( const QuantLib::Date& issueDate, const QuantLib::Date& maturityDate, ! const long settlementDays, const QuantLib::DayCounter& dayCounter, const QuantLib::Calendar& calendar, ! const QuantLib::BusinessDayConvention& convention, ! const double redemption, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); }; --- 37,48 ---- public: ZeroCouponBond( + QuantLib::Real faceAmount, const QuantLib::Date& issueDate, const QuantLib::Date& maturityDate, ! long settlementDays, const QuantLib::DayCounter& dayCounter, const QuantLib::Calendar& calendar, ! QuantLib::BusinessDayConvention convention, ! QuantLib::Real redemption, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); }; *************** *** 50,66 **** public: FixedCouponBond( const QuantLib::Date& issueDate, const QuantLib::Date& datedDate, const QuantLib::Date& maturityDate, ! const long settlementDays, const std::vector<double>& coupons, ! const double redemption, const QuantLib::Frequency& frequency, const QuantLib::DayCounter& dayCounter, ! const QuantLib::BusinessDayConvention& accrualConvention, ! const QuantLib::BusinessDayConvention& paymentConvention, const QuantLib::Calendar& calendar, ! const bool startFromEnd, ! const bool longFinal, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); }; --- 51,68 ---- public: FixedCouponBond( + QuantLib::Real faceAmount, const QuantLib::Date& issueDate, const QuantLib::Date& datedDate, const QuantLib::Date& maturityDate, ! long settlementDays, const std::vector<double>& coupons, ! QuantLib::Real redemption, const QuantLib::Frequency& frequency, const QuantLib::DayCounter& dayCounter, ! QuantLib::BusinessDayConvention accrualConvention, ! QuantLib::BusinessDayConvention paymentConvention, const QuantLib::Calendar& calendar, ! bool startFromEnd, ! bool longFinal, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); }; *************** *** 69,72 **** --- 71,75 ---- public: FloatingCouponBond( + QuantLib::Real faceAmount, const QuantLib::Date& issueDate, const QuantLib::Date& datedDate, Index: bonds.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.cpp,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** bonds.cpp 31 Jul 2006 18:17:37 -0000 1.9 --- bonds.cpp 31 Aug 2006 15:44:02 -0000 1.10 *************** *** 44,58 **** ZeroCouponBond::ZeroCouponBond( const QuantLib::Date& issueDate, const QuantLib::Date& maturityDate, ! const long settlementDays, const QuantLib::DayCounter& dayCounter, const QuantLib::Calendar& calendar, ! const QuantLib::BusinessDayConvention& convention, ! const double redemption, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( ! new QuantLib::ZeroCouponBond(issueDate, maturityDate, settlementDays, --- 44,60 ---- ZeroCouponBond::ZeroCouponBond( + QuantLib::Real faceAmount, const QuantLib::Date& issueDate, const QuantLib::Date& maturityDate, ! long settlementDays, const QuantLib::DayCounter& dayCounter, const QuantLib::Calendar& calendar, ! QuantLib::BusinessDayConvention convention, ! QuantLib::Real redemption, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( ! new QuantLib::ZeroCouponBond(faceAmount, ! issueDate, maturityDate, settlementDays, *************** *** 66,86 **** FixedCouponBond::FixedCouponBond( const QuantLib::Date& issueDate, const QuantLib::Date& datedDate, const QuantLib::Date& maturityDate, ! const long settlementDays, const std::vector<double>& coupons, ! const double redemption, const QuantLib::Frequency& frequency, const QuantLib::DayCounter& dayCounter, ! const QuantLib::BusinessDayConvention& accrualConvention, ! const QuantLib::BusinessDayConvention& paymentConvention, const QuantLib::Calendar& calendar, ! const bool startFromEnd, ! const bool longFinal, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( ! new QuantLib::FixedCouponBond(issueDate, datedDate, maturityDate, --- 68,90 ---- FixedCouponBond::FixedCouponBond( + QuantLib::Real faceAmount, const QuantLib::Date& issueDate, const QuantLib::Date& datedDate, const QuantLib::Date& maturityDate, ! long settlementDays, const std::vector<double>& coupons, ! QuantLib::Real redemption, const QuantLib::Frequency& frequency, const QuantLib::DayCounter& dayCounter, ! QuantLib::BusinessDayConvention accrualConvention, ! QuantLib::BusinessDayConvention paymentConvention, const QuantLib::Calendar& calendar, ! bool startFromEnd, ! bool longFinal, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( ! new QuantLib::FixedCouponBond(faceAmount, ! issueDate, datedDate, maturityDate, *************** *** 101,104 **** --- 105,109 ---- FloatingCouponBond::FloatingCouponBond( + QuantLib::Real faceAmount, const QuantLib::Date& issueDate, const QuantLib::Date& datedDate, *************** *** 120,124 **** { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( ! new QuantLib::FloatingRateBond(issueDate, datedDate, maturityDate, --- 125,130 ---- { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( ! new QuantLib::FloatingRateBond(faceAmount, ! issueDate, datedDate, maturityDate, Index: assetswap.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/assetswap.hpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** assetswap.hpp 25 Aug 2006 07:19:26 -0000 1.1 --- assetswap.hpp 31 Aug 2006 15:44:02 -0000 1.2 *************** *** 26,30 **** public: AssetSwap(bool payFixedRate, - QuantLib::Real nominal, const boost::shared_ptr<QuantLib::Bond>& bond, const QuantLib::Real bondCleanPrice, --- 26,29 ---- Index: assetswap.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/assetswap.cpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** assetswap.cpp 25 Aug 2006 07:19:26 -0000 1.1 --- assetswap.cpp 31 Aug 2006 15:44:02 -0000 1.2 *************** *** 27,31 **** AssetSwap::AssetSwap( bool payFixedRate, - QuantLib::Real nominal, const boost::shared_ptr<QuantLib::Bond>& bond, const QuantLib::Real bondCleanPrice, --- 27,30 ---- *************** *** 38,42 **** libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::AssetSwap(payFixedRate, - nominal, bond, bondCleanPrice, --- 37,40 ---- |
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From: Chiara F. <chi...@us...> - 2006-08-31 15:44:05
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19212/gensrc/metadata Modified Files: assetswap.xml bonds.xml Log Message: added faceAmount to Bond Index: assetswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** assetswap.xml 31 Aug 2006 15:15:37 -0000 1.4 --- assetswap.xml 31 Aug 2006 15:44:01 -0000 1.5 *************** *** 27,35 **** <description>TRUE if pay the fixed rate, FALSE to receive it</description> </Parameter> - <Parameter name='Nominal'> - <type>double</type> - <tensorRank>scalar</tensorRank> - <description>Notional Amount</description> - </Parameter> <Parameter name='underlyingBondID' libraryClass='Bond'> <type>string</type> --- 27,30 ---- Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** bonds.xml 31 Aug 2006 15:15:37 -0000 1.25 --- bonds.xml 31 Aug 2006 15:44:01 -0000 1.26 *************** *** 337,340 **** --- 337,345 ---- <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'> <type>long</type> *************** *** 389,392 **** --- 394,402 ---- <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'> <type>long</type> *************** *** 471,474 **** --- 481,489 ---- <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'> <type>long</type> |
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From: Eric E. <eri...@us...> - 2006-08-31 15:43:29
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19092/qlo Modified Files: swaptionvolstructure.cpp swaptionvolstructure.hpp Log Message: add support for input parameters with datatype std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> Index: swaptionvolstructure.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** swaptionvolstructure.cpp 31 Aug 2006 15:31:46 -0000 1.11 --- swaptionvolstructure.cpp 31 Aug 2006 15:43:22 -0000 1.12 *************** *** 70,73 **** --- 70,85 ---- } + SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const QuantLib::Date& referenceDate, + const std::vector<QuantLib::Date>& exerciseDates, + const std::vector<QuantLib::Period>& lengths, + const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>>& vols, + const QuantLib::DayCounter& dayCounter) { + libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>( + new QuantLib::SwaptionVolatilityMatrix(referenceDate, + exerciseDates, + lengths, + vols, + dayCounter)); + } std::vector<long> SwaptionVolatilityMatrix::locate( Index: swaptionvolstructure.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** swaptionvolstructure.hpp 31 Aug 2006 15:31:46 -0000 1.11 --- swaptionvolstructure.hpp 31 Aug 2006 15:43:22 -0000 1.12 *************** *** 50,53 **** --- 50,58 ---- const QuantLib::Matrix& volatilities, const QuantLib::DayCounter& dayCounter); + SwaptionVolatilityMatrix(const QuantLib::Date& referenceDate, + const std::vector<QuantLib::Date>& exerciseDates, + const std::vector<QuantLib::Period>& lengths, + const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>>& vols, + const QuantLib::DayCounter& dayCounter); std::vector<long> locate(const QuantLib::Date& d, const QuantLib::Period& p); |
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From: Eric E. <eri...@us...> - 2006-08-31 15:43:28
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19092/gensrc/metadata Modified Files: swaptionvolstructure.xml Log Message: add support for input parameters with datatype std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.38 retrieving revision 1.39 diff -C2 -d -r1.38 -r1.39 *** swaptionvolstructure.xml 31 Aug 2006 15:34:18 -0000 1.38 --- swaptionvolstructure.xml 31 Aug 2006 15:43:22 -0000 1.39 *************** *** 296,300 **** </Constructor> ! <!--<Constructor name='qlSwaptionVTSMatrix3' dependencyTrigger='true'> <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> <supportedPlatforms> --- 296,300 ---- </Constructor> ! <Constructor name='qlSwaptionVTSMatrix3' dependencyTrigger='true'> <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> <supportedPlatforms> *************** *** 304,307 **** --- 304,312 ---- <ParameterList> <Parameters> + <Parameter name='referenceDate' libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>swaption exercise dates</description> + </Parameter> <Parameter name='exerciseDates' libraryType='QuantLib::Date'> <type>long</type> *************** *** 314,320 **** <description>underlying swap lengths</description> </Parameter> ! <Parameter name='volatilities' default='QuantLib::Null<double>()'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>swaption volatilities</description> </Parameter> --- 319,325 ---- <description>underlying swap lengths</description> </Parameter> ! <Parameter name='volatilities' libToHandle='QuantLib::Quote'> <type>double</type> ! <tensorRank>matrix</tensorRank> <description>swaption volatilities</description> </Parameter> *************** *** 326,330 **** </Parameters> </ParameterList> ! </Constructor>--> <!-- SwaptionVolatilityMatrix interface --> --- 331,335 ---- </Parameters> </ParameterList> ! </Constructor> <!-- SwaptionVolatilityMatrix interface --> |
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From: Mario P. <mar...@us...> - 2006-08-31 15:31:49
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13904/qlo Modified Files: swaptionvolstructure.cpp swaptionvolstructure.hpp Log Message: work in progress... Index: swaptionvolstructure.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** swaptionvolstructure.cpp 31 Aug 2006 14:53:17 -0000 1.10 --- swaptionvolstructure.cpp 31 Aug 2006 15:31:46 -0000 1.11 *************** *** 3,6 **** --- 3,7 ---- Copyright (C) 2006 Ferdinando Ametrano Copyright (C) 2006 Silvia Frasson + Copyright (C) 2006 Mario Pucci This file is part of QuantLib, a free-software/open-source library Index: swaptionvolstructure.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** swaptionvolstructure.hpp 31 Aug 2006 14:53:17 -0000 1.10 --- swaptionvolstructure.hpp 31 Aug 2006 15:31:46 -0000 1.11 *************** *** 3,6 **** --- 3,7 ---- Copyright (C) 2006 Ferdinando Ametrano Copyright (C) 2006 Silvia Frasson + Copyright (C) 2006 Mario Pucci This file is part of QuantLib, a free-software/open-source library |
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7202/gensrc/metadata Modified Files: assetswap.xml bonds.xml capfloor.xml capletvolstructure.xml couponvectors.xml index.xml interpolation.xml marketmodels.xml mathf.xml optimization.xml options.xml pricingengines.xml randomsequencegenerator.xml ratehelpers.xml sequencestatistics.xml statistics.xml swap.xml swaption.xml swaptionvolstructure.xml vanillaswap.xml Log Message: Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.31 retrieving revision 1.32 diff -C2 -d -r1.31 -r1.32 *** index.xml 31 Aug 2006 14:56:50 -0000 1.31 --- index.xml 31 Aug 2006 15:15:37 -0000 1.32 *************** *** 5,9 **** <includes> <include>qlo/index.hpp</include> ! <include>qlo/ValueObjects/vo_index.hpp</include> <include>qlo/termstructures.hpp</include> </includes> --- 5,9 ---- <includes> <include>qlo/index.hpp</include> ! <include>qlo/vo_index.hpp</include> <include>qlo/termstructures.hpp</include> </includes> Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** vanillaswap.xml 31 Aug 2006 14:56:50 -0000 1.20 --- vanillaswap.xml 31 Aug 2006 15:15:38 -0000 1.21 *************** *** 5,9 **** <includes> <include>qlo/vanillaswap.hpp</include> ! <include>qlo/ValueObjects/vo_vanillaswap.hpp</include> <include>qlo/termstructures.hpp</include> </includes> --- 5,9 ---- <includes> <include>qlo/vanillaswap.hpp</include> ! <include>qlo/vo_vanillaswap.hpp</include> <include>qlo/termstructures.hpp</include> </includes> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** swap.xml 31 Aug 2006 14:56:50 -0000 1.21 --- swap.xml 31 Aug 2006 15:15:38 -0000 1.22 *************** *** 5,9 **** <includes> <include>qlo/swap.hpp</include> ! <include>qlo/ValueObjects/vo_swap.hpp</include> <include>qlo/termstructures.hpp</include> </includes> --- 5,9 ---- <includes> <include>qlo/swap.hpp</include> ! <include>qlo/vo_swap.hpp</include> <include>qlo/termstructures.hpp</include> </includes> Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.29 retrieving revision 1.30 diff -C2 -d -r1.29 -r1.30 *** interpolation.xml 31 Aug 2006 14:56:50 -0000 1.29 --- interpolation.xml 31 Aug 2006 15:15:37 -0000 1.30 *************** *** 6,10 **** <include>qlo/interpolation.hpp</include> <include>qlo/interpolation2D.hpp</include> ! <include>qlo/ValueObjects/vo_interpolation.hpp</include> <include>qlo/optimization.hpp</include> <include>ql/Optimization/method.hpp</include> --- 6,10 ---- <include>qlo/interpolation.hpp</include> <include>qlo/interpolation2D.hpp</include> ! <include>qlo/vo_interpolation.hpp</include> <include>qlo/optimization.hpp</include> <include>ql/Optimization/method.hpp</include> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** ratehelpers.xml 31 Aug 2006 14:56:50 -0000 1.18 --- ratehelpers.xml 31 Aug 2006 15:15:37 -0000 1.19 *************** *** 5,9 **** <includes> <include>qlo/ratehelpers.hpp</include> ! <include>qlo/ValueObjects/vo_ratehelpers.hpp</include> <include>qlo/index.hpp</include> </includes> --- 5,9 ---- <includes> <include>qlo/ratehelpers.hpp</include> ! <include>qlo/vo_ratehelpers.hpp</include> <include>qlo/index.hpp</include> </includes> Index: options.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** options.xml 31 Aug 2006 14:56:50 -0000 1.18 --- options.xml 31 Aug 2006 15:15:37 -0000 1.19 *************** *** 5,9 **** <includes> <include>qlo/options.hpp</include> ! <include>qlo/ValueObjects/vo_options.hpp</include> <include>qlo/pricingengines.hpp</include> <include>qlo/payoffs.hpp</include> --- 5,9 ---- <includes> <include>qlo/options.hpp</include> ! <include>qlo/vo_options.hpp</include> <include>qlo/pricingengines.hpp</include> <include>qlo/payoffs.hpp</include> Index: mathf.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** mathf.xml 31 Aug 2006 14:56:50 -0000 1.19 --- mathf.xml 31 Aug 2006 15:15:37 -0000 1.20 *************** *** 10,14 **** <include>qlo/getcovariance.hpp</include> <include>qlo/mathf.hpp</include> ! <include>qlo/ValueObjects/vo_mathf.hpp</include> </includes> <copyright> --- 10,14 ---- <include>qlo/getcovariance.hpp</include> <include>qlo/mathf.hpp</include> ! <include>qlo/vo_mathf.hpp</include> </includes> <copyright> Index: statistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/statistics.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** statistics.xml 31 Aug 2006 14:56:50 -0000 1.2 --- statistics.xml 31 Aug 2006 15:15:38 -0000 1.3 *************** *** 5,9 **** <includes> <include>qlo/statistics.hpp</include> ! <include>qlo/ValueObjects/vo_statistics.hpp</include> </includes> <copyright> --- 5,9 ---- <includes> <include>qlo/statistics.hpp</include> ! <include>qlo/vo_statistics.hpp</include> </includes> <copyright> Index: randomsequencegenerator.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** randomsequencegenerator.xml 31 Aug 2006 14:56:50 -0000 1.11 --- randomsequencegenerator.xml 31 Aug 2006 15:15:37 -0000 1.12 *************** *** 5,9 **** <includes> <include>qlo/randomsequencegenerator.hpp</include> ! <include>qlo/ValueObjects/vo_randomsequencegenerator.hpp</include> </includes> <copyright> --- 5,9 ---- <includes> <include>qlo/randomsequencegenerator.hpp</include> ! <include>qlo/vo_randomsequencegenerator.hpp</include> </includes> <copyright> Index: pricingengines.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** pricingengines.xml 31 Aug 2006 14:56:50 -0000 1.15 --- pricingengines.xml 31 Aug 2006 15:15:37 -0000 1.16 *************** *** 5,9 **** <includes> <include>qlo/pricingengines.hpp</include> ! <include>qlo/ValueObjects/vo_pricingengines.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/swaptionvolstructure.hpp</include> --- 5,9 ---- <includes> <include>qlo/pricingengines.hpp</include> ! <include>qlo/vo_pricingengines.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/swaptionvolstructure.hpp</include> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** bonds.xml 31 Aug 2006 14:56:50 -0000 1.24 --- bonds.xml 31 Aug 2006 15:15:37 -0000 1.25 *************** *** 7,11 **** <include>ql/Instruments/zerocouponbond.hpp</include> <include>ql/Instruments/floatingratebond.hpp</include> ! <include>qlo/ValueObjects/vo_bonds.hpp</include> <include>qlo/bonds.hpp</include> <include>qlo/termstructures.hpp</include> --- 7,11 ---- <include>ql/Instruments/zerocouponbond.hpp</include> <include>ql/Instruments/floatingratebond.hpp</include> ! <include>qlo/vo_bonds.hpp</include> <include>qlo/bonds.hpp</include> <include>qlo/termstructures.hpp</include> Index: assetswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** assetswap.xml 31 Aug 2006 14:56:50 -0000 1.3 --- assetswap.xml 31 Aug 2006 15:15:37 -0000 1.4 *************** *** 6,10 **** <include>ql/Instruments/assetswap.hpp</include> <include>qlo/assetswap.hpp</include> ! <include>qlo/ValueObjects/vo_assetswap.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/bonds.hpp</include> --- 6,10 ---- <include>ql/Instruments/assetswap.hpp</include> <include>qlo/assetswap.hpp</include> ! <include>qlo/vo_assetswap.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/bonds.hpp</include> Index: sequencestatistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/sequencestatistics.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** sequencestatistics.xml 31 Aug 2006 14:56:50 -0000 1.2 --- sequencestatistics.xml 31 Aug 2006 15:15:37 -0000 1.3 *************** *** 6,10 **** <include>ql/Math/riskstatistics.hpp</include> <include>qlo/sequencestatistics.hpp</include> ! <include>qlo/ValueObjects/vo_sequencestatistics.hpp</include> </includes> <copyright> --- 6,10 ---- <include>ql/Math/riskstatistics.hpp</include> <include>qlo/sequencestatistics.hpp</include> ! <include>qlo/vo_sequencestatistics.hpp</include> </includes> <copyright> Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** capletvolstructure.xml 31 Aug 2006 14:56:50 -0000 1.12 --- capletvolstructure.xml 31 Aug 2006 15:15:37 -0000 1.13 *************** *** 5,9 **** <includes> <include>qlo/capletvolstructure.hpp</include> ! <include>qlo/ValueObjects/vo_capletvolstructure.hpp</include> <include>ql/Volatilities/capletconstantvol.hpp</include> </includes> --- 5,9 ---- <includes> <include>qlo/capletvolstructure.hpp</include> ! <include>qlo/vo_capletvolstructure.hpp</include> <include>ql/Volatilities/capletconstantvol.hpp</include> </includes> Index: optimization.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** optimization.xml 31 Aug 2006 14:56:50 -0000 1.11 --- optimization.xml 31 Aug 2006 15:15:37 -0000 1.12 *************** *** 5,9 **** <includes> <include>qlo/optimization.hpp</include> ! <include>qlo/ValueObjects/vo_optimization.hpp</include> </includes> <copyright> --- 5,9 ---- <includes> <include>qlo/optimization.hpp</include> ! <include>qlo/vo_optimization.hpp</include> </includes> <copyright> Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** marketmodels.xml 31 Aug 2006 14:56:50 -0000 1.24 --- marketmodels.xml 31 Aug 2006 15:15:37 -0000 1.25 *************** *** 5,9 **** <includes> <include>qlo/marketmodels.hpp</include> ! <include>qlo/ValueObjects/vo_marketmodels.hpp</include> </includes> <copyright> --- 5,9 ---- <includes> <include>qlo/marketmodels.hpp</include> ! <include>qlo/vo_marketmodels.hpp</include> </includes> <copyright> Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.26 retrieving revision 1.27 diff -C2 -d -r1.26 -r1.27 *** couponvectors.xml 31 Aug 2006 14:56:50 -0000 1.26 --- couponvectors.xml 31 Aug 2006 15:15:37 -0000 1.27 *************** *** 5,9 **** <includes> <include>qlo/couponvectors.hpp</include> ! <include>qlo/ValueObjects/vo_couponvectors.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/swaptionvolstructure.hpp</include> --- 5,9 ---- <includes> <include>qlo/couponvectors.hpp</include> ! <include>qlo/vo_couponvectors.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/swaptionvolstructure.hpp</include> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.36 retrieving revision 1.37 diff -C2 -d -r1.36 -r1.37 *** swaptionvolstructure.xml 31 Aug 2006 14:56:50 -0000 1.36 --- swaptionvolstructure.xml 31 Aug 2006 15:15:38 -0000 1.37 *************** *** 6,10 **** <include>ql/Volatilities/swaptionvolcube.hpp</include> <include>qlo/swaptionvolstructure.hpp</include> ! <include>qlo/ValueObjects/vo_swaptionvolstructure.hpp</include> </includes> <copyright> --- 6,10 ---- <include>ql/Volatilities/swaptionvolcube.hpp</include> <include>qlo/swaptionvolstructure.hpp</include> ! <include>qlo/vo_swaptionvolstructure.hpp</include> </includes> <copyright> Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** swaption.xml 31 Aug 2006 14:56:50 -0000 1.16 --- swaption.xml 31 Aug 2006 15:15:38 -0000 1.17 *************** *** 5,9 **** <includes> <include>qlo/swaption.hpp</include> ! <include>qlo/ValueObjects/vo_swaption.hpp</include> <include>qlo/vanillaswap.hpp</include> <include>qlo/termstructures.hpp</include> --- 5,9 ---- <includes> <include>qlo/swaption.hpp</include> ! <include>qlo/vo_swaption.hpp</include> <include>qlo/vanillaswap.hpp</include> <include>qlo/termstructures.hpp</include> Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** capfloor.xml 31 Aug 2006 14:56:50 -0000 1.16 --- capfloor.xml 31 Aug 2006 15:15:37 -0000 1.17 *************** *** 5,9 **** <includes> <include>qlo/capfloor.hpp</include> ! <include>qlo/ValueObjects/vo_capfloor.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/pricingengines.hpp</include> --- 5,9 ---- <includes> <include>qlo/capfloor.hpp</include> ! <include>qlo/vo_capfloor.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/pricingengines.hpp</include> |
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From: Ferdinando A. <na...@us...> - 2006-08-31 15:00:56
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv764 Modified Files: QuantLibObjects.vcproj Log Message: moving vo files back into qlo/ Index: QuantLibObjects.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v retrieving revision 1.31 retrieving revision 1.32 diff -C2 -d -r1.31 -r1.32 *** QuantLibObjects.vcproj 31 Aug 2006 08:22:10 -0000 1.31 --- QuantLibObjects.vcproj 31 Aug 2006 15:00:47 -0000 1.32 *************** *** 357,532 **** Filter=""> <File ! RelativePath=".\qlo\ValueObjects\vo_assetswap.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_assetswap.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_bonds.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_bonds.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_calendar.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_calendar.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_capfloor.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_capfloor.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_capletvolstructure.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_capletvolstructure.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_couponvectors.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_couponvectors.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_exercise.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_exercise.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_forwardrateagreement.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_forwardrateagreement.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_index.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_index.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_interpolation.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_interpolation.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_marketmodels.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_marketmodels.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_mathf.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_mathf.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_optimization.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_optimization.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_options.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_options.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_payoffs.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_payoffs.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_pricingengines.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_pricingengines.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_processes.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_processes.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_randomsequencegenerator.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_randomsequencegenerator.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_ratehelpers.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_ratehelpers.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_schedule.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_schedule.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_sequencestatistics.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_sequencestatistics.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_shortratemodels.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_shortratemodels.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_statistics.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_statistics.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_swap.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_swap.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_swaption.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_swaption.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_swaptionvolstructure.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_swaptionvolstructure.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_termstructures.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_termstructures.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_vanillaswap.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_vanillaswap.hpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_volatilities.cpp"> </File> <File ! RelativePath=".\qlo\ValueObjects\vo_volatilities.hpp"> </File> </Filter> --- 357,532 ---- Filter=""> <File ! RelativePath=".\qlo\vo_assetswap.cpp"> </File> <File ! RelativePath=".\qlo\vo_assetswap.hpp"> </File> <File ! RelativePath=".\qlo\vo_bonds.cpp"> </File> <File ! RelativePath=".\qlo\vo_bonds.hpp"> </File> <File ! RelativePath=".\qlo\vo_calendar.cpp"> </File> <File ! RelativePath=".\qlo\vo_calendar.hpp"> </File> <File ! RelativePath=".\qlo\vo_capfloor.cpp"> </File> <File ! RelativePath=".\qlo\vo_capfloor.hpp"> </File> <File ! RelativePath=".\qlo\vo_capletvolstructure.cpp"> </File> <File ! RelativePath=".\qlo\vo_capletvolstructure.hpp"> </File> <File ! RelativePath=".\qlo\vo_couponvectors.cpp"> </File> <File ! RelativePath=".\qlo\vo_couponvectors.hpp"> </File> <File ! RelativePath=".\qlo\vo_exercise.cpp"> </File> <File ! RelativePath=".\qlo\vo_exercise.hpp"> </File> <File ! RelativePath=".\qlo\vo_forwardrateagreement.cpp"> </File> <File ! RelativePath=".\qlo\vo_forwardrateagreement.hpp"> </File> <File ! RelativePath=".\qlo\vo_index.cpp"> </File> <File ! RelativePath=".\qlo\vo_index.hpp"> </File> <File ! RelativePath=".\qlo\vo_interpolation.cpp"> </File> <File ! RelativePath=".\qlo\vo_interpolation.hpp"> </File> <File ! RelativePath=".\qlo\vo_marketmodels.cpp"> </File> <File ! RelativePath=".\qlo\vo_marketmodels.hpp"> </File> <File ! RelativePath=".\qlo\vo_mathf.cpp"> </File> <File ! RelativePath=".\qlo\vo_mathf.hpp"> </File> <File ! RelativePath=".\qlo\vo_optimization.cpp"> </File> <File ! RelativePath=".\qlo\vo_optimization.hpp"> </File> <File ! RelativePath=".\qlo\vo_options.cpp"> </File> <File ! RelativePath=".\qlo\vo_options.hpp"> </File> <File ! RelativePath=".\qlo\vo_payoffs.cpp"> </File> <File ! RelativePath=".\qlo\vo_payoffs.hpp"> </File> <File ! RelativePath=".\qlo\vo_pricingengines.cpp"> </File> <File ! RelativePath=".\qlo\vo_pricingengines.hpp"> </File> <File ! RelativePath=".\qlo\vo_processes.cpp"> </File> <File ! RelativePath=".\qlo\vo_processes.hpp"> </File> <File ! RelativePath=".\qlo\vo_randomsequencegenerator.cpp"> </File> <File ! RelativePath=".\qlo\vo_randomsequencegenerator.hpp"> </File> <File ! RelativePath=".\qlo\vo_ratehelpers.cpp"> </File> <File ! RelativePath=".\qlo\vo_ratehelpers.hpp"> </File> <File ! RelativePath=".\qlo\vo_schedule.cpp"> </File> <File ! RelativePath=".\qlo\vo_schedule.hpp"> </File> <File ! RelativePath=".\qlo\vo_sequencestatistics.cpp"> </File> <File ! RelativePath=".\qlo\vo_sequencestatistics.hpp"> </File> <File ! RelativePath=".\qlo\vo_shortratemodels.cpp"> </File> <File ! RelativePath=".\qlo\vo_shortratemodels.hpp"> </File> <File ! RelativePath=".\qlo\vo_statistics.cpp"> </File> <File ! RelativePath=".\qlo\vo_statistics.hpp"> </File> <File ! RelativePath=".\qlo\vo_swap.cpp"> </File> <File ! RelativePath=".\qlo\vo_swap.hpp"> </File> <File ! RelativePath=".\qlo\vo_swaption.cpp"> </File> <File ! RelativePath=".\qlo\vo_swaption.hpp"> </File> <File ! RelativePath=".\qlo\vo_swaptionvolstructure.cpp"> </File> <File ! RelativePath=".\qlo\vo_swaptionvolstructure.hpp"> </File> <File ! RelativePath=".\qlo\vo_termstructures.cpp"> </File> <File ! RelativePath=".\qlo\vo_termstructures.hpp"> </File> <File ! RelativePath=".\qlo\vo_vanillaswap.cpp"> </File> <File ! RelativePath=".\qlo\vo_vanillaswap.hpp"> </File> <File ! RelativePath=".\qlo\vo_volatilities.cpp"> </File> <File ! RelativePath=".\qlo\vo_volatilities.hpp"> </File> </Filter> |
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From: Ferdinando A. <na...@us...> - 2006-08-31 14:57:26
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31904 Modified Files: QuantLibObjects_vc8.vcproj Log Message: moving vo files back in qlo/ Index: QuantLibObjects_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v retrieving revision 1.39 retrieving revision 1.40 diff -C2 -d -r1.39 -r1.40 *** QuantLibObjects_vc8.vcproj 31 Aug 2006 08:22:10 -0000 1.39 --- QuantLibObjects_vc8.vcproj 31 Aug 2006 14:57:23 -0000 1.40 *************** *** 358,590 **** > <File ! RelativePath=".\qlo\ValueObjects\vo_assetswap.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_assetswap.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_bonds.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_bonds.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_calendar.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_calendar.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_capfloor.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_capfloor.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_capletvolstructure.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_capletvolstructure.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_couponvectors.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_couponvectors.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_exercise.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_exercise.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_forwardrateagreement.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_forwardrateagreement.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_index.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_index.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_interpolation.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_interpolation.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_marketmodels.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_marketmodels.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_mathf.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_mathf.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_optimization.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_optimization.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_options.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_options.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_payoffs.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_payoffs.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_pricingengines.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_pricingengines.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_processes.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_processes.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_randomsequencegenerator.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_randomsequencegenerator.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_ratehelpers.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_ratehelpers.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_schedule.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_schedule.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_sequencestatistics.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_sequencestatistics.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_shortratemodels.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_shortratemodels.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_statistics.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_statistics.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_swap.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_swap.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_swaption.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_swaption.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_swaptionvolstructure.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_swaptionvolstructure.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_termstructures.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_termstructures.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_vanillaswap.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_vanillaswap.hpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_volatilities.cpp" > </File> <File ! RelativePath=".\qlo\ValueObjects\vo_volatilities.hpp" > </File> --- 358,590 ---- > <File ! RelativePath=".\qlo\vo_assetswap.cpp" > </File> <File ! RelativePath=".\qlo\vo_assetswap.hpp" > </File> <File ! RelativePath=".\qlo\vo_bonds.cpp" > </File> <File ! RelativePath=".\qlo\vo_bonds.hpp" > </File> <File ! RelativePath=".\qlo\vo_calendar.cpp" > </File> <File ! RelativePath=".\qlo\vo_calendar.hpp" > </File> <File ! RelativePath=".\qlo\vo_capfloor.cpp" > </File> <File ! RelativePath=".\qlo\vo_capfloor.hpp" > </File> <File ! RelativePath=".\qlo\vo_capletvolstructure.cpp" > </File> <File ! RelativePath=".\qlo\vo_capletvolstructure.hpp" > </File> <File ! RelativePath=".\qlo\vo_couponvectors.cpp" > </File> <File ! RelativePath=".\qlo\vo_couponvectors.hpp" > </File> <File ! RelativePath=".\qlo\vo_exercise.cpp" > </File> <File ! RelativePath=".\qlo\vo_exercise.hpp" > </File> <File ! RelativePath=".\qlo\vo_forwardrateagreement.cpp" > </File> <File ! RelativePath=".\qlo\vo_forwardrateagreement.hpp" > </File> <File ! RelativePath=".\qlo\vo_index.cpp" > </File> <File ! RelativePath=".\qlo\vo_index.hpp" > </File> <File ! RelativePath=".\qlo\vo_interpolation.cpp" > </File> <File ! RelativePath=".\qlo\vo_interpolation.hpp" > </File> <File ! RelativePath=".\qlo\vo_marketmodels.cpp" > </File> <File ! RelativePath=".\qlo\vo_marketmodels.hpp" > </File> <File ! RelativePath=".\qlo\vo_mathf.cpp" > </File> <File ! RelativePath=".\qlo\vo_mathf.hpp" > </File> <File ! RelativePath=".\qlo\vo_optimization.cpp" > </File> <File ! RelativePath=".\qlo\vo_optimization.hpp" > </File> <File ! RelativePath=".\qlo\vo_options.cpp" > </File> <File ! RelativePath=".\qlo\vo_options.hpp" > </File> <File ! RelativePath=".\qlo\vo_payoffs.cpp" > </File> <File ! RelativePath=".\qlo\vo_payoffs.hpp" > </File> <File ! RelativePath=".\qlo\vo_pricingengines.cpp" > </File> <File ! RelativePath=".\qlo\vo_pricingengines.hpp" > </File> <File ! RelativePath=".\qlo\vo_processes.cpp" > </File> <File ! RelativePath=".\qlo\vo_processes.hpp" > </File> <File ! RelativePath=".\qlo\vo_randomsequencegenerator.cpp" > </File> <File ! RelativePath=".\qlo\vo_randomsequencegenerator.hpp" > </File> <File ! RelativePath=".\qlo\vo_ratehelpers.cpp" > </File> <File ! RelativePath=".\qlo\vo_ratehelpers.hpp" > </File> <File ! RelativePath=".\qlo\vo_schedule.cpp" > </File> <File ! RelativePath=".\qlo\vo_schedule.hpp" > </File> <File ! RelativePath=".\qlo\vo_sequencestatistics.cpp" > </File> <File ! RelativePath=".\qlo\vo_sequencestatistics.hpp" > </File> <File ! RelativePath=".\qlo\vo_shortratemodels.cpp" > </File> <File ! RelativePath=".\qlo\vo_shortratemodels.hpp" > </File> <File ! RelativePath=".\qlo\vo_statistics.cpp" > </File> <File ! RelativePath=".\qlo\vo_statistics.hpp" > </File> <File ! RelativePath=".\qlo\vo_swap.cpp" > </File> <File ! RelativePath=".\qlo\vo_swap.hpp" > </File> <File ! RelativePath=".\qlo\vo_swaption.cpp" > </File> <File ! RelativePath=".\qlo\vo_swaption.hpp" > </File> <File ! RelativePath=".\qlo\vo_swaptionvolstructure.cpp" > </File> <File ! RelativePath=".\qlo\vo_swaptionvolstructure.hpp" > </File> <File ! RelativePath=".\qlo\vo_termstructures.cpp" > </File> <File ! RelativePath=".\qlo\vo_termstructures.hpp" > </File> <File ! RelativePath=".\qlo\vo_vanillaswap.cpp" > </File> <File ! RelativePath=".\qlo\vo_vanillaswap.hpp" > </File> <File ! RelativePath=".\qlo\vo_volatilities.cpp" > </File> <File ! RelativePath=".\qlo\vo_volatilities.hpp" > </File> |
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31469/gensrc/metadata Modified Files: assetswap.xml bonds.xml capfloor.xml capletvolstructure.xml couponvectors.xml index.xml interpolation.xml marketmodels.xml mathf.xml optimization.xml options.xml pricingengines.xml randomsequencegenerator.xml ratehelpers.xml sequencestatistics.xml statistics.xml swap.xml swaption.xml swaptionvolstructure.xml vanillaswap.xml Log Message: update include path for ValueObject files Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.30 retrieving revision 1.31 diff -C2 -d -r1.30 -r1.31 *** index.xml 30 Aug 2006 18:17:48 -0000 1.30 --- index.xml 31 Aug 2006 14:56:50 -0000 1.31 *************** *** 5,9 **** <includes> <include>qlo/index.hpp</include> ! <include>qlo/vo_index.hpp</include> <include>qlo/termstructures.hpp</include> </includes> --- 5,9 ---- <includes> <include>qlo/index.hpp</include> ! <include>qlo/ValueObjects/vo_index.hpp</include> <include>qlo/termstructures.hpp</include> </includes> Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** vanillaswap.xml 28 Aug 2006 10:05:24 -0000 1.19 --- vanillaswap.xml 31 Aug 2006 14:56:50 -0000 1.20 *************** *** 5,9 **** <includes> <include>qlo/vanillaswap.hpp</include> ! <include>qlo/vo_vanillaswap.hpp</include> <include>qlo/termstructures.hpp</include> </includes> --- 5,9 ---- <includes> <include>qlo/vanillaswap.hpp</include> ! <include>qlo/ValueObjects/vo_vanillaswap.hpp</include> <include>qlo/termstructures.hpp</include> </includes> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** swap.xml 28 Aug 2006 10:05:24 -0000 1.20 --- swap.xml 31 Aug 2006 14:56:50 -0000 1.21 *************** *** 5,9 **** <includes> <include>qlo/swap.hpp</include> ! <include>qlo/vo_swap.hpp</include> <include>qlo/termstructures.hpp</include> </includes> --- 5,9 ---- <includes> <include>qlo/swap.hpp</include> ! <include>qlo/ValueObjects/vo_swap.hpp</include> <include>qlo/termstructures.hpp</include> </includes> Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.28 retrieving revision 1.29 diff -C2 -d -r1.28 -r1.29 *** interpolation.xml 28 Aug 2006 10:05:24 -0000 1.28 --- interpolation.xml 31 Aug 2006 14:56:50 -0000 1.29 *************** *** 6,10 **** <include>qlo/interpolation.hpp</include> <include>qlo/interpolation2D.hpp</include> ! <include>qlo/vo_interpolation.hpp</include> <include>qlo/optimization.hpp</include> <include>ql/Optimization/method.hpp</include> --- 6,10 ---- <include>qlo/interpolation.hpp</include> <include>qlo/interpolation2D.hpp</include> ! <include>qlo/ValueObjects/vo_interpolation.hpp</include> <include>qlo/optimization.hpp</include> <include>ql/Optimization/method.hpp</include> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** ratehelpers.xml 28 Aug 2006 10:05:24 -0000 1.17 --- ratehelpers.xml 31 Aug 2006 14:56:50 -0000 1.18 *************** *** 5,9 **** <includes> <include>qlo/ratehelpers.hpp</include> ! <include>qlo/vo_ratehelpers.hpp</include> <include>qlo/index.hpp</include> </includes> --- 5,9 ---- <includes> <include>qlo/ratehelpers.hpp</include> ! <include>qlo/ValueObjects/vo_ratehelpers.hpp</include> <include>qlo/index.hpp</include> </includes> Index: options.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** options.xml 28 Aug 2006 10:05:24 -0000 1.17 --- options.xml 31 Aug 2006 14:56:50 -0000 1.18 *************** *** 5,9 **** <includes> <include>qlo/options.hpp</include> ! <include>qlo/vo_options.hpp</include> <include>qlo/pricingengines.hpp</include> <include>qlo/payoffs.hpp</include> --- 5,9 ---- <includes> <include>qlo/options.hpp</include> ! <include>qlo/ValueObjects/vo_options.hpp</include> <include>qlo/pricingengines.hpp</include> <include>qlo/payoffs.hpp</include> Index: mathf.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** mathf.xml 30 Aug 2006 10:12:49 -0000 1.18 --- mathf.xml 31 Aug 2006 14:56:50 -0000 1.19 *************** *** 10,14 **** <include>qlo/getcovariance.hpp</include> <include>qlo/mathf.hpp</include> ! <include>qlo/vo_mathf.hpp</include> </includes> <copyright> --- 10,14 ---- <include>qlo/getcovariance.hpp</include> <include>qlo/mathf.hpp</include> ! <include>qlo/ValueObjects/vo_mathf.hpp</include> </includes> <copyright> Index: statistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/statistics.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** statistics.xml 28 Aug 2006 16:00:15 -0000 1.1 --- statistics.xml 31 Aug 2006 14:56:50 -0000 1.2 *************** *** 5,9 **** <includes> <include>qlo/statistics.hpp</include> ! <include>qlo/vo_statistics.hpp</include> </includes> <copyright> --- 5,9 ---- <includes> <include>qlo/statistics.hpp</include> ! <include>qlo/ValueObjects/vo_statistics.hpp</include> </includes> <copyright> Index: randomsequencegenerator.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** randomsequencegenerator.xml 30 Aug 2006 18:01:53 -0000 1.10 --- randomsequencegenerator.xml 31 Aug 2006 14:56:50 -0000 1.11 *************** *** 5,9 **** <includes> <include>qlo/randomsequencegenerator.hpp</include> ! <include>qlo/vo_randomsequencegenerator.hpp</include> </includes> <copyright> --- 5,9 ---- <includes> <include>qlo/randomsequencegenerator.hpp</include> ! <include>qlo/ValueObjects/vo_randomsequencegenerator.hpp</include> </includes> <copyright> Index: pricingengines.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** pricingengines.xml 28 Aug 2006 10:05:24 -0000 1.14 --- pricingengines.xml 31 Aug 2006 14:56:50 -0000 1.15 *************** *** 5,9 **** <includes> <include>qlo/pricingengines.hpp</include> ! <include>qlo/vo_pricingengines.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/swaptionvolstructure.hpp</include> --- 5,9 ---- <includes> <include>qlo/pricingengines.hpp</include> ! <include>qlo/ValueObjects/vo_pricingengines.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/swaptionvolstructure.hpp</include> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.23 retrieving revision 1.24 diff -C2 -d -r1.23 -r1.24 *** bonds.xml 28 Aug 2006 15:19:01 -0000 1.23 --- bonds.xml 31 Aug 2006 14:56:50 -0000 1.24 *************** *** 7,11 **** <include>ql/Instruments/zerocouponbond.hpp</include> <include>ql/Instruments/floatingratebond.hpp</include> ! <include>qlo/vo_bonds.hpp</include> <include>qlo/bonds.hpp</include> <include>qlo/termstructures.hpp</include> --- 7,11 ---- <include>ql/Instruments/zerocouponbond.hpp</include> <include>ql/Instruments/floatingratebond.hpp</include> ! <include>qlo/ValueObjects/vo_bonds.hpp</include> <include>qlo/bonds.hpp</include> <include>qlo/termstructures.hpp</include> Index: assetswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** assetswap.xml 28 Aug 2006 18:57:38 -0000 1.2 --- assetswap.xml 31 Aug 2006 14:56:50 -0000 1.3 *************** *** 6,10 **** <include>ql/Instruments/assetswap.hpp</include> <include>qlo/assetswap.hpp</include> ! <include>qlo/vo_assetswap.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/bonds.hpp</include> --- 6,10 ---- <include>ql/Instruments/assetswap.hpp</include> <include>qlo/assetswap.hpp</include> ! <include>qlo/ValueObjects/vo_assetswap.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/bonds.hpp</include> Index: sequencestatistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/sequencestatistics.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** sequencestatistics.xml 10 Aug 2006 16:09:52 -0000 1.1 --- sequencestatistics.xml 31 Aug 2006 14:56:50 -0000 1.2 *************** *** 6,10 **** <include>ql/Math/riskstatistics.hpp</include> <include>qlo/sequencestatistics.hpp</include> ! <include>qlo/vo_sequencestatistics.hpp</include> </includes> <copyright> --- 6,10 ---- <include>ql/Math/riskstatistics.hpp</include> <include>qlo/sequencestatistics.hpp</include> ! <include>qlo/ValueObjects/vo_sequencestatistics.hpp</include> </includes> <copyright> Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** capletvolstructure.xml 28 Aug 2006 10:05:24 -0000 1.11 --- capletvolstructure.xml 31 Aug 2006 14:56:50 -0000 1.12 *************** *** 5,9 **** <includes> <include>qlo/capletvolstructure.hpp</include> ! <include>qlo/vo_capletvolstructure.hpp</include> <include>ql/Volatilities/capletconstantvol.hpp</include> </includes> --- 5,9 ---- <includes> <include>qlo/capletvolstructure.hpp</include> ! <include>qlo/ValueObjects/vo_capletvolstructure.hpp</include> <include>ql/Volatilities/capletconstantvol.hpp</include> </includes> Index: optimization.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** optimization.xml 28 Aug 2006 15:53:16 -0000 1.10 --- optimization.xml 31 Aug 2006 14:56:50 -0000 1.11 *************** *** 5,9 **** <includes> <include>qlo/optimization.hpp</include> ! <include>qlo/vo_optimization.hpp</include> </includes> <copyright> --- 5,9 ---- <includes> <include>qlo/optimization.hpp</include> ! <include>qlo/ValueObjects/vo_optimization.hpp</include> </includes> <copyright> Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.23 retrieving revision 1.24 diff -C2 -d -r1.23 -r1.24 *** marketmodels.xml 31 Aug 2006 14:15:57 -0000 1.23 --- marketmodels.xml 31 Aug 2006 14:56:50 -0000 1.24 *************** *** 5,9 **** <includes> <include>qlo/marketmodels.hpp</include> ! <include>qlo/vo_marketmodels.hpp</include> </includes> <copyright> --- 5,9 ---- <includes> <include>qlo/marketmodels.hpp</include> ! <include>qlo/ValueObjects/vo_marketmodels.hpp</include> </includes> <copyright> Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** couponvectors.xml 28 Aug 2006 15:53:16 -0000 1.25 --- couponvectors.xml 31 Aug 2006 14:56:50 -0000 1.26 *************** *** 5,9 **** <includes> <include>qlo/couponvectors.hpp</include> ! <include>qlo/vo_couponvectors.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/swaptionvolstructure.hpp</include> --- 5,9 ---- <includes> <include>qlo/couponvectors.hpp</include> ! <include>qlo/ValueObjects/vo_couponvectors.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/swaptionvolstructure.hpp</include> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.35 retrieving revision 1.36 diff -C2 -d -r1.35 -r1.36 *** swaptionvolstructure.xml 31 Aug 2006 14:53:17 -0000 1.35 --- swaptionvolstructure.xml 31 Aug 2006 14:56:50 -0000 1.36 *************** *** 6,10 **** <include>ql/Volatilities/swaptionvolcube.hpp</include> <include>qlo/swaptionvolstructure.hpp</include> ! <include>qlo/vo_swaptionvolstructure.hpp</include> </includes> <copyright> --- 6,10 ---- <include>ql/Volatilities/swaptionvolcube.hpp</include> <include>qlo/swaptionvolstructure.hpp</include> ! <include>qlo/ValueObjects/vo_swaptionvolstructure.hpp</include> </includes> <copyright> Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** swaption.xml 28 Aug 2006 10:05:24 -0000 1.15 --- swaption.xml 31 Aug 2006 14:56:50 -0000 1.16 *************** *** 5,9 **** <includes> <include>qlo/swaption.hpp</include> ! <include>qlo/vo_swaption.hpp</include> <include>qlo/vanillaswap.hpp</include> <include>qlo/termstructures.hpp</include> --- 5,9 ---- <includes> <include>qlo/swaption.hpp</include> ! <include>qlo/ValueObjects/vo_swaption.hpp</include> <include>qlo/vanillaswap.hpp</include> <include>qlo/termstructures.hpp</include> Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** capfloor.xml 28 Aug 2006 10:05:24 -0000 1.15 --- capfloor.xml 31 Aug 2006 14:56:50 -0000 1.16 *************** *** 5,9 **** <includes> <include>qlo/capfloor.hpp</include> ! <include>qlo/vo_capfloor.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/pricingengines.hpp</include> --- 5,9 ---- <includes> <include>qlo/capfloor.hpp</include> ! <include>qlo/ValueObjects/vo_capfloor.hpp</include> <include>qlo/termstructures.hpp</include> <include>qlo/pricingengines.hpp</include> |
|
From: Mario P. <mar...@us...> - 2006-08-31 14:53:23
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30166/gensrc/metadata Modified Files: calendar.xml processes.xml swaptionvolstructure.xml volatilities.xml Log Message: 1) reverting vo_ files back into qlo 2) exported new SwaptionVolCube class Index: volatilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** volatilities.xml 28 Aug 2006 10:05:24 -0000 1.8 --- volatilities.xml 31 Aug 2006 14:53:17 -0000 1.9 *************** *** 3,6 **** --- 3,10 ---- <displayName>Volatilities</displayName> <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> + <includes> + <include>qlo/volatilities.hpp</include> + <include>qlo/vo_volatilities.hpp</include> + </includes> <copyright> Copyright (C) 2005, 2006 Eric Ehlers Index: calendar.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** calendar.xml 28 Aug 2006 10:05:24 -0000 1.17 --- calendar.xml 31 Aug 2006 14:53:17 -0000 1.18 *************** *** 3,6 **** --- 3,10 ---- <displayName>Calendar</displayName> <xlFunctionWizardCategory>QuantLib - Date</xlFunctionWizardCategory> + <includes> + <include>qlo/calendar.hpp</include> + <include>qlo/vo_calendar.hpp</include> + </includes> <copyright> Copyright (C) 2006 Eric Ehlers Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.34 retrieving revision 1.35 diff -C2 -d -r1.34 -r1.35 *** swaptionvolstructure.xml 31 Aug 2006 10:17:24 -0000 1.34 --- swaptionvolstructure.xml 31 Aug 2006 14:53:17 -0000 1.35 *************** *** 481,484 **** --- 481,563 ---- </Constructor> + <!-- SwaptionVolatilityCubeBySabr constructors --> + + <Constructor name='qlSwaptionVolatilityCubeBySabr' dependencyTrigger='true'> + <libraryFunction>SwaptionVolatilityCubeBySabr</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='atmVolStructure' libToHandle='SwaptionVolatilityStructure'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>At-the-money volatility structure</description> + </Parameter> + <Parameter name='expiries' libraryType='QuantLib::Period'> + <type>string</type> + <tensorRank>vector</tensorRank> + <description>smile cube's expiries as periods</description> + </Parameter> + <Parameter name='swapLengths' libraryType='QuantLib::Period'> + <type>string</type> + <tensorRank>vector</tensorRank> + <description>smile cube's underlying swap lengths</description> + </Parameter> + <Parameter name='strikeSpreads'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>smile cube's strike spreads over the ATM strike rate.</description> + </Parameter> + <Parameter name='volatilities' libraryType='QuantLib::Matrix'> + <type>double</type> + <tensorRank>matrix</tensorRank> + <description>smile cube's volatility spreads over the ATM vols.</description> + </Parameter> + <Parameter name='calendar' enumeration='QuantLib::Calendar'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>holiday calendar (e.g. TARGET)</description> + </Parameter> + <Parameter name='swapSettlementDays'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>underlying swap settlement days (e.g. 2)</description> + </Parameter> + <Parameter name='fixedLegFrequency' enumeration='QuantLib::Frequency'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>swap's fixed leg frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> + </Parameter> + <Parameter name='fixedLegConvention' enumeration='QuantLib::BusinessDayConvention'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>swap's fixed leg business day convention</description> + </Parameter> + <Parameter name='fixedLegDayCounter' enumeration='QuantLib::DayCounter'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>swap's fixed leg day counter (e.g. Actual/360)</description> + </Parameter> + <Parameter name='iborIndexID' libraryClass='Xibor'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>floating leg Index</description> + </Parameter> + <Parameter name='shortTenor'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>time indicating the short tenor</description> + </Parameter> + <Parameter name='iborIndexShortTenorID' libraryClass='Xibor'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>floating leg short tenor Index</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + <!-- SwaptionVolatilityCube interface --> Index: processes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/processes.xml,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** processes.xml 28 Aug 2006 10:05:24 -0000 1.9 --- processes.xml 31 Aug 2006 14:53:17 -0000 1.10 *************** *** 3,6 **** --- 3,10 ---- <displayName>Processes</displayName> <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> + <includes> + <include>qlo/processes.hpp</include> + <include>qlo/vo_processes.hpp</include> + </includes> <copyright> Copyright (C) 2004, 2005 Eric Ehlers |
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From: Cristina D. <cdu...@us...> - 2006-08-31 14:16:05
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14108/qlo Modified Files: marketmodels.cpp marketmodels.hpp Log Message: Added: - qlAbcdVariance - qlAbcdCovariance Index: marketmodels.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** marketmodels.hpp 21 Aug 2006 08:17:07 -0000 1.14 --- marketmodels.hpp 31 Aug 2006 14:15:57 -0000 1.15 *************** *** 43,47 **** class Abcd : public ObjHandler::LibraryObject<QuantLib::Abcd> { public: ! Abcd(QuantLib::Real a, QuantLib::Real b, QuantLib::Real c, QuantLib::Real d, QuantLib::Real T, QuantLib::Real S); }; --- 43,47 ---- class Abcd : public ObjHandler::LibraryObject<QuantLib::Abcd> { public: ! Abcd(QuantLib::Real a, QuantLib::Real b, QuantLib::Real c, QuantLib::Real d); }; Index: marketmodels.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** marketmodels.cpp 21 Aug 2006 08:17:07 -0000 1.15 --- marketmodels.cpp 31 Aug 2006 14:15:57 -0000 1.16 *************** *** 71,77 **** ! Abcd::Abcd(QuantLib::Real a, QuantLib::Real b, QuantLib::Real c, QuantLib::Real d, QuantLib::Real T, QuantLib::Real S) { libraryObject_ = boost::shared_ptr<QuantLib::Abcd>( ! new QuantLib::Abcd(a, b, c, d, T, S)); } --- 71,77 ---- ! Abcd::Abcd(QuantLib::Real a, QuantLib::Real b, QuantLib::Real c, QuantLib::Real d) { libraryObject_ = boost::shared_ptr<QuantLib::Abcd>( ! new QuantLib::Abcd(a, b, c, d)); } |
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From: Cristina D. <cdu...@us...> - 2006-08-31 14:16:02
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14108/gensrc/metadata Modified Files: marketmodels.xml Log Message: Added: - qlAbcdVariance - qlAbcdCovariance Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** marketmodels.xml 30 Aug 2006 09:18:02 -0000 1.22 --- marketmodels.xml 31 Aug 2006 14:15:57 -0000 1.23 *************** *** 538,541 **** --- 538,608 ---- <!-- Abcd Volatility --> + <Member name='qlAbcdCovariance' libraryClass='Abcd'> + <description>Returns covariance in [tMin,tMax] between T and S fixing rates.</description> + <libraryFunction>covariance</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='tMin'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>lower bound of the covariance integral</description> + </Parameter> + <Parameter name='tMax'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>upper bound of the covariance integral</description> + </Parameter> + <Parameter name='T'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>fixing time of fisrt rate</description> + </Parameter> + <Parameter name='S'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>fixing time of second rate</description> + </Parameter> + </Parameters> + </ParameterList> + <ReturnValue> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + + <Member name='qlAbcdVariance' libraryClass='Abcd'> + <description>Returns variance in [tMin,tMax] of T fixing rate.</description> + <libraryFunction>variance</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='tMin'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>lower bound of the covariance integral</description> + </Parameter> + <Parameter name='tMax'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>upper bound of the covariance integral</description> + </Parameter> + <Parameter name='T'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>fixing time of the rate</description> + </Parameter> + </Parameters> + </ParameterList> + <ReturnValue> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + <Member name='qlAbcdShortTermVolatility' libraryClass='Abcd'> <description>Returns the short term volatility implied by Abcd volatility.</description> *************** *** 625,638 **** <description>the d coefficient in the abcd vol parametrization</description> </Parameter> - <Parameter name='T'> - <type>double</type> - <tensorRank>scalar</tensorRank> - <description></description> - </Parameter> - <Parameter name='S'> - <type>double</type> - <tensorRank>scalar</tensorRank> - <description></description> - </Parameter> </Parameters> </ParameterList> --- 692,695 ---- |
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From: Katiuscia M. <kma...@us...> - 2006-08-31 10:17:28
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8536/gensrc/metadata Modified Files: swaptionvolstructure.xml Log Message: added a commented constructor qlSwaptionVTSMatrix3 which refers to the first constructor of QuantLib::SwaptionVolatilityMatrix where volatilities are defined as std::vector<std::vector<Handle<Quote>>>&. Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** swaptionvolstructure.xml 29 Aug 2006 12:07:18 -0000 1.33 --- swaptionvolstructure.xml 31 Aug 2006 10:17:24 -0000 1.34 *************** *** 295,298 **** --- 295,330 ---- </Constructor> + <!--<Constructor name='qlSwaptionVTSMatrix3' dependencyTrigger='true'> + <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> + </supportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='exerciseDates' libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>vector</tensorRank> + <description>swaption exercise dates</description> + </Parameter> + <Parameter name='swapLengths' libraryType='QuantLib::Period'> + <type>string</type> + <tensorRank>vector</tensorRank> + <description>underlying swap lengths</description> + </Parameter> + <Parameter name='volatilities' default='QuantLib::Null<double>()'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>swaption volatilities</description> + </Parameter> + <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>day counter (e.g. Actual/360)</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor>--> + <!-- SwaptionVolatilityMatrix interface --> |
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From: Ferdinando A. <na...@us...> - 2006-08-31 08:22:13
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20792 Modified Files: QuantLibObjects.vcproj QuantLibObjects_vc8.vcproj Log Message: version number up Index: QuantLibObjects_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v retrieving revision 1.38 retrieving revision 1.39 diff -C2 -d -r1.38 -r1.39 *** QuantLibObjects_vc8.vcproj 30 Aug 2006 18:01:53 -0000 1.38 --- QuantLibObjects_vc8.vcproj 31 Aug 2006 08:22:10 -0000 1.39 *************** *** 70,74 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc80-mt-0_3_13.lib" SuppressStartupBanner="true" /> --- 70,74 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc80-mt-0_3_14.lib" SuppressStartupBanner="true" /> *************** *** 147,151 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc80-mt-s-0_3_13.lib" SuppressStartupBanner="true" /> --- 147,151 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc80-mt-s-0_3_14.lib" SuppressStartupBanner="true" /> *************** *** 224,228 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc80-mt-sgd-0_3_13.lib" SuppressStartupBanner="true" /> --- 224,228 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc80-mt-sgd-0_3_14.lib" SuppressStartupBanner="true" /> *************** *** 301,305 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc80-mt-gd-0_3_13.lib" SuppressStartupBanner="true" /> --- 301,305 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc80-mt-gd-0_3_14.lib" SuppressStartupBanner="true" /> Index: QuantLibObjects.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v retrieving revision 1.30 retrieving revision 1.31 diff -C2 -d -r1.30 -r1.31 *** QuantLibObjects.vcproj 30 Aug 2006 18:01:53 -0000 1.30 --- QuantLibObjects.vcproj 31 Aug 2006 08:22:10 -0000 1.31 *************** *** 42,46 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc71-mt-0_3_13.lib" SuppressStartupBanner="TRUE"/> <Tool --- 42,46 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc71-mt-0_3_14.lib" SuppressStartupBanner="TRUE"/> <Tool *************** *** 95,99 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc71-mt-s-0_3_13.lib" SuppressStartupBanner="TRUE"/> <Tool --- 95,99 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc71-mt-s-0_3_14.lib" SuppressStartupBanner="TRUE"/> <Tool *************** *** 147,151 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc71-mt-sgd-0_3_13.lib" SuppressStartupBanner="TRUE"/> <Tool --- 147,151 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc71-mt-sgd-0_3_14.lib" SuppressStartupBanner="TRUE"/> <Tool *************** *** 200,204 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc71-s-0_3_13.lib" SuppressStartupBanner="TRUE"/> <Tool --- 200,204 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc71-s-0_3_14.lib" SuppressStartupBanner="TRUE"/> <Tool *************** *** 252,256 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc71-sgd-0_3_13.lib" SuppressStartupBanner="TRUE"/> <Tool --- 252,256 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc71-sgd-0_3_14.lib" SuppressStartupBanner="TRUE"/> <Tool *************** *** 304,308 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc71-mt-gd-0_3_13.lib" SuppressStartupBanner="TRUE"/> <Tool --- 304,308 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\QuantLibObjects-vc71-mt-gd-0_3_14.lib" SuppressStartupBanner="TRUE"/> <Tool |
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From: Ferdinando A. <na...@us...> - 2006-08-31 08:22:13
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/C In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20792/Addins/C Modified Files: AddinC.vcproj AddinC_vc8.vcproj Log Message: version number up Index: AddinC.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/AddinC.vcproj,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** AddinC.vcproj 28 Aug 2006 10:05:22 -0000 1.3 --- AddinC.vcproj 31 Aug 2006 08:22:10 -0000 1.4 *************** *** 40,44 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\AddinC-vc71-mt-gd-0_3_13.lib" SuppressStartupBanner="TRUE"/> <Tool --- 40,44 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\AddinC-vc71-mt-gd-0_3_14.lib" SuppressStartupBanner="TRUE"/> <Tool *************** *** 93,97 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\AddinC-vc71-mt-0_3_13.lib" SuppressStartupBanner="TRUE"/> <Tool --- 93,97 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\AddinC-vc71-mt-0_3_14.lib" SuppressStartupBanner="TRUE"/> <Tool Index: AddinC_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/AddinC_vc8.vcproj,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** AddinC_vc8.vcproj 28 Aug 2006 10:05:22 -0000 1.4 --- AddinC_vc8.vcproj 31 Aug 2006 08:22:10 -0000 1.5 *************** *** 69,73 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\AddinC-vc80-mt-sgd-0_3_13.lib" SuppressStartupBanner="true" /> --- 69,73 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\AddinC-vc80-mt-sgd-0_3_14.lib" SuppressStartupBanner="true" /> *************** *** 145,149 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\AddinC-vc80-mt-gd-0_3_13.lib" SuppressStartupBanner="true" /> --- 145,149 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\AddinC-vc80-mt-gd-0_3_14.lib" SuppressStartupBanner="true" /> *************** *** 221,225 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\AddinC-vc80-mt-0_3_13.lib" SuppressStartupBanner="true" /> --- 221,225 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\AddinC-vc80-mt-0_3_14.lib" SuppressStartupBanner="true" /> *************** *** 297,301 **** <Tool Name="VCLibrarianTool" ! OutputFile="lib\AddinC-vc80-mt-s-0_3_13.lib" SuppressStartupBanner="true" /> --- 297,301 ---- <Tool Name="VCLibrarianTool" ! OutputFile="lib\AddinC-vc80-mt-s-0_3_14.lib" SuppressStartupBanner="true" /> |
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From: Ferdinando A. <na...@us...> - 2006-08-31 08:21:56
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20405/qlo Modified Files: qladdindefines.hpp Log Message: version number up Index: qladdindefines.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/qladdindefines.hpp,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** qladdindefines.hpp 28 Aug 2006 12:04:52 -0000 1.7 --- qladdindefines.hpp 31 Aug 2006 08:21:48 -0000 1.8 *************** *** 27,36 **** #include <oh/objhandler.hpp> ! #if OBJHANDLER_HEX_VERSION != 0x000104f0 #error using an incorrect version of ObjectHandler, please update. #endif #include <ql/qldefines.hpp> ! #if QL_HEX_VERSION != 0x000314f0 #error using an incorrect version of QuantLib, please update. #endif --- 27,36 ---- #include <oh/objhandler.hpp> ! #if OBJHANDLER_HEX_VERSION < 0x000104f0 #error using an incorrect version of ObjectHandler, please update. #endif #include <ql/qldefines.hpp> ! #if QL_HEX_VERSION < 0x000314f0 #error using an incorrect version of QuantLib, please update. #endif *************** *** 38,50 **** //! version string #ifdef _DEBUG ! #define QLADDIN_VERSION "0.3.13-debug" #else ! #define QLADDIN_VERSION "0.3.13" #endif //! version hexadecimal number ! #define QLADDIN_HEX_VERSION 0x000313f0 //! version string for output lib name ! #define QLADDIN_LIB_VERSION "0_3_13" #if defined BOOST_MSVC --- 38,50 ---- //! version string #ifdef _DEBUG ! #define QLADDIN_VERSION "0.3.14-debug" #else ! #define QLADDIN_VERSION "0.3.14" #endif //! version hexadecimal number ! #define QLADDIN_HEX_VERSION 0x000314a0 //! version string for output lib name ! #define QLADDIN_LIB_VERSION "0_3_14" #if defined BOOST_MSVC *************** *** 53,55 **** #endif - --- 53,54 ---- |
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From: Ferdinando A. <na...@us...> - 2006-08-31 08:21:52
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/stubs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20405/gensrc/stubs Modified Files: stub.excel.register Log Message: version number up Index: stub.excel.register =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/stubs/stub.excel.register,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** stub.excel.register 9 Jun 2006 18:58:47 -0000 1.2 --- stub.excel.register 31 Aug 2006 08:21:48 -0000 1.3 *************** *** 59,63 **** if (1 == xlReturn.val.w) { ObjHandler::scalarToXloper(xlLongName, ! std::string("QuantLibAddin 0.3.13")); } else { xlLongName.xltype = xltypeErr; --- 59,63 ---- if (1 == xlReturn.val.w) { ObjHandler::scalarToXloper(xlLongName, ! std::string("QuantLibAddin 0.3.14")); } else { xlLongName.xltype = xltypeErr; |
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From: Katiuscia M. <kma...@us...> - 2006-08-30 18:17:54
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28228/gensrc/metadata Modified Files: index.xml Log Message: uncommented swapindex methods Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.29 retrieving revision 1.30 diff -C2 -d -r1.29 -r1.30 *** index.xml 29 Aug 2006 08:07:52 -0000 1.29 --- index.xml 30 Aug 2006 18:17:48 -0000 1.30 *************** *** 379,383 **** <!-- SwapIndex interface --> ! <!--Member name='qlSwapIndexFixedLegFreq' libraryClass='SwapIndex'> <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> <libraryFunction>fixedLegFrequency</libraryFunction> --- 379,383 ---- <!-- SwapIndex interface --> ! <Member name='qlSwapIndexFixedLegFreq' libraryClass='SwapIndex'> <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> <libraryFunction>fixedLegFrequency</libraryFunction> *************** *** 392,398 **** <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member--> ! <!--Member name='qlSwapIndexFixedLegBDC' libraryClass='SwapIndex'> <description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description> <libraryFunction>fixedLegConvention</libraryFunction> --- 392,398 ---- <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> ! <Member name='qlSwapIndexFixedLegBDC' libraryClass='SwapIndex'> <description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description> <libraryFunction>fixedLegConvention</libraryFunction> *************** *** 407,415 **** <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member--> <!--<Member name='qlSwapIndexUnderlyingIndex' libraryClass='SwapIndex'> <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> ! <libraryFunction>libor</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> --- 407,415 ---- <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> <!--<Member name='qlSwapIndexUnderlyingIndex' libraryClass='SwapIndex'> <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> ! <libraryFunction>iborIndex</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> |
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From: Ferdinando A. <na...@us...> - 2006-08-30 18:01:59
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21306/gensrc/config Modified Files: config.xml Log Message: moving vo_*.*pp in their own ValueObjects folder Index: config.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config/config.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** config.xml 28 Aug 2006 16:00:13 -0000 1.24 --- config.xml 30 Aug 2006 18:01:53 -0000 1.25 *************** *** 2,6 **** <qlaRootDirectory>../qlo/</qlaRootDirectory> ! <voRootDirectory>../qlo/</voRootDirectory> <excelRootDirectory>../../QuantLibXL/qlxl/</excelRootDirectory> --- 2,6 ---- <qlaRootDirectory>../qlo/</qlaRootDirectory> ! <voRootDirectory>../qlo/ValueObjects/</voRootDirectory> <excelRootDirectory>../../QuantLibXL/qlxl/</excelRootDirectory> |
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From: Ferdinando A. <na...@us...> - 2006-08-30 18:01:59
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21306 Modified Files: QuantLibObjects.vcproj QuantLibObjects_vc8.vcproj Log Message: moving vo_*.*pp in their own ValueObjects folder Index: QuantLibObjects_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v retrieving revision 1.37 retrieving revision 1.38 diff -C2 -d -r1.37 -r1.38 *** QuantLibObjects_vc8.vcproj 28 Aug 2006 21:17:40 -0000 1.37 --- QuantLibObjects_vc8.vcproj 30 Aug 2006 18:01:53 -0000 1.38 *************** *** 358,590 **** > <File ! RelativePath=".\qlo\vo_assetswap.cpp" > </File> <File ! RelativePath=".\qlo\vo_assetswap.hpp" > </File> <File ! RelativePath="qlo\vo_bonds.cpp" > </File> <File ! RelativePath="qlo\vo_bonds.hpp" > </File> <File ! RelativePath="qlo\vo_calendar.cpp" > </File> <File ! RelativePath="qlo\vo_calendar.hpp" > </File> <File ! 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