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From: Eric E. <eri...@us...> - 2006-08-28 10:09:30
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19454 Modified Files: enumclassctors.cpp Log Message: merge R000313f0-branch Index: enumclassctors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** enumclassctors.cpp 9 Aug 2006 15:24:53 -0000 1.15 --- enumclassctors.cpp 28 Aug 2006 10:09:23 -0000 1.16 *************** *** 300,393 **** EuriborHandle::instance().handleYieldTermStructure())); } ! ///EuriborSwapFixA ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA1Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA2Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA3Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA4Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA5Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA6Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA7Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA8Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA9Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA10Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA12Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA15Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA20Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA25Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA30Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } /* *** YieldTermStructure *** */ --- 300,379 ---- EuriborHandle::instance().handleYieldTermStructure())); } ! ! /* *** EuriborSwapFixA *** */ ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA1Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA2Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA3Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA4Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA5Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA6Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA7Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA8Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA9Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA10Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA12Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA15Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA20Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA25Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA30Y()); ! //} /* *** YieldTermStructure *** */ |
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From: Eric E. <eri...@us...> - 2006-08-28 10:07:52
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18640/qlo Modified Files: typefactory.hpp Log Message: merge R000313f0-branch Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.27 retrieving revision 1.28 diff -C2 -d -r1.27 -r1.28 *** typefactory.hpp 9 Aug 2006 15:24:53 -0000 1.27 --- typefactory.hpp 28 Aug 2006 10:07:49 -0000 1.28 *************** *** 26,30 **** #include <ql/Math/interpolation2D.hpp> #include <ql/Indexes/euribor.hpp> ! #include <ql/Indexes/euriborswapfixa.hpp> #include <ql/TermStructures/ratehelpers.hpp> #include <ql/CashFlows/cmscoupon.hpp> --- 26,30 ---- #include <ql/Math/interpolation2D.hpp> #include <ql/Indexes/euribor.hpp> ! //#include <ql/Indexes/euriborswapfixa.hpp> #include <ql/TermStructures/ratehelpers.hpp> #include <ql/CashFlows/cmscoupon.hpp> *************** *** 50,55 **** class RegistryManager { protected: ! template<typename KeyClass, typename ConstructorSignature> ! ConstructorSignature getType(const KeyClass& id); bool checkType(const std::string& id) { --- 50,63 ---- class RegistryManager { protected: ! template<typename KeyClass> ! void *getType(const KeyClass& id) { ! typename RegistryClass::TypeMapPtr type_map = getTypeMap(); ! KeyClass idUpper = uppercase(id); ! typename RegistryClass::TypeMap::iterator i; ! for (i = type_map->begin(); i != type_map->end(); i++) ! if (uppercase(i->first) == idUpper) ! return i->second; ! QL_FAIL("Unknown id for Type: " << id); ! } bool checkType(const std::string& id) { *************** *** 83,100 **** }; - template<typename T, typename RegistryClass> - template<typename KeyClass, typename ConstructorSignature> - ConstructorSignature - RegistryManager<T, RegistryClass>::getType(const KeyClass& id) { - typename RegistryClass::TypeMapPtr type_map = getTypeMap(); - KeyClass idUpper = uppercase(id); - typename RegistryClass::TypeMap::iterator i; - for (i = type_map->begin(); i != type_map->end(); i++) - if (uppercase(i->first) == idUpper) - return static_cast<ConstructorSignature>(i->second); - //return reinterpret_cast<ConstructorSignature>(i->second); - QL_FAIL("Unknown id for Type: " << id); - } - /* *** Enumerated Types *** */ template<typename T> --- 91,94 ---- *************** *** 102,107 **** public: T operator()(const std::string& id) { ! return *(getType<std::string, T*>(id)); ! //return *(this->getType(id)); } using RegistryManager<T, EnumTypeRegistry>::checkType; --- 96,100 ---- public: T operator()(const std::string& id) { ! return *(static_cast<T*>(this->getType(id))); } using RegistryManager<T, EnumTypeRegistry>::checkType; *************** *** 125,129 **** const double& strike) { StrikedTypePayoffConstructor1 strikedTypePayoffConstructor = ! getType<std::string, StrikedTypePayoffConstructor1>(payoffID); return strikedTypePayoffConstructor(optionType, strike); } --- 118,122 ---- const double& strike) { StrikedTypePayoffConstructor1 strikedTypePayoffConstructor = ! (StrikedTypePayoffConstructor1)(getType(payoffID)); return strikedTypePayoffConstructor(optionType, strike); } *************** *** 134,138 **** const double& strikeIncrement) { StrikedTypePayoffConstructor2 strikedTypePayoffConstructor = ! getType<std::string, StrikedTypePayoffConstructor2>(payoffID); return strikedTypePayoffConstructor(optionType, strike, strikeIncrement); } --- 127,131 ---- const double& strikeIncrement) { StrikedTypePayoffConstructor2 strikedTypePayoffConstructor = ! (StrikedTypePayoffConstructor2)(getType(payoffID)); return strikedTypePayoffConstructor(optionType, strike, strikeIncrement); } *************** *** 152,156 **** QL_REQUIRE(timeSteps>0, "timeSteps must be positive"); PricingEngineConstructor pricingEngineConstructor = ! getType<std::string, PricingEngineConstructor>(engineID); return pricingEngineConstructor(timeSteps); } --- 145,149 ---- QL_REQUIRE(timeSteps>0, "timeSteps must be positive"); PricingEngineConstructor pricingEngineConstructor = ! (PricingEngineConstructor)(getType(engineID)); return pricingEngineConstructor(timeSteps); } *************** *** 170,174 **** dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) { InterpolationConstructor interpolationConstructor = ! getType<std::string, InterpolationConstructor>(interpolationID); return interpolationConstructor(xBegin, xEnd, yBegin); } --- 163,167 ---- dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) { InterpolationConstructor interpolationConstructor = ! (InterpolationConstructor)(getType(interpolationID)); return interpolationConstructor(xBegin, xEnd, yBegin); } *************** *** 188,192 **** const QuantLib::Matrix& zData) { Interpolation2DConstructor interpolation2DConstructor = ! getType<std::string, Interpolation2DConstructor>(interpolationID); return interpolation2DConstructor(xBegin, xEnd, yBegin, yEnd, zData); } --- 181,185 ---- const QuantLib::Matrix& zData) { Interpolation2DConstructor interpolation2DConstructor = ! (Interpolation2DConstructor)(getType(interpolationID)); return interpolation2DConstructor(xBegin, xEnd, yBegin, yEnd, zData); } *************** *** 205,209 **** const std::string& handleYieldTermStructureID = "") { EuriborConstructor euriborConstructor = ! getType<std::string, EuriborConstructor>(euriborID); return euriborConstructor(handleYieldTermStructureID); } --- 198,202 ---- const std::string& handleYieldTermStructureID = "") { EuriborConstructor euriborConstructor = ! (EuriborConstructor)(getType(euriborID)); return euriborConstructor(handleYieldTermStructureID); } *************** *** 212,231 **** /* *** EuriborSwapFixA *** */ ! typedef boost::shared_ptr<QuantLib::EuriborSwapFixA>(*EuriborSwapFixAConstructor)( ! const std::string& handleYieldTermStructureID); ! template<> ! class Create<boost::shared_ptr<QuantLib::EuriborSwapFixA> > : ! private RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry> { ! public: ! boost::shared_ptr<QuantLib::EuriborSwapFixA> operator() ( ! const std::string& euriborSwapFixAID, ! const std::string& handleYieldTermStructureID = "") { ! EuriborSwapFixAConstructor euriborSwapFixAConstructor = ! getType<std::string, EuriborSwapFixAConstructor>(euriborSwapFixAID); ! return euriborSwapFixAConstructor(handleYieldTermStructureID); ! } ! using RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry>::checkType; ! }; // a singleton to store the Handle<YieldTermStructure> --- 205,222 ---- /* *** EuriborSwapFixA *** */ ! //typedef boost::shared_ptr<QuantLib::EuriborSwapFixA>(*EuriborSwapFixAConstructor)(); ! //template<> ! //class Create<boost::shared_ptr<QuantLib::EuriborSwapFixA> > : ! // private RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry> { ! //public: ! // boost::shared_ptr<QuantLib::EuriborSwapFixA> operator() ( ! // const std::string& euriborSwapFixAID) { ! // EuriborSwapFixAConstructor euriborSwapFixAConstructor = ! // getType<std::string, EuriborSwapFixAConstructor>(euriborSwapFixAID); ! // return euriborSwapFixAConstructor(); ! // } ! // using RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry>::checkType; ! //}; // a singleton to store the Handle<YieldTermStructure> *************** *** 264,268 **** KeyPair key(traitsID, interpolatorID); YieldTermStructureConstructor yieldTermStructureConstructor = ! getType<KeyPair, YieldTermStructureConstructor>(key); return yieldTermStructureConstructor(nDays, calendar, rateHelpers, dayCounter); } --- 255,259 ---- KeyPair key(traitsID, interpolatorID); YieldTermStructureConstructor yieldTermStructureConstructor = ! (YieldTermStructureConstructor)(getType(key)); return yieldTermStructureConstructor(nDays, calendar, rateHelpers, dayCounter); } |
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From: Eric E. <eri...@us...> - 2006-08-28 10:05:57
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/Addins/Calc Modified Files: AddinCalc.vcproj AddinCalc_vc8.vcproj Makefile.am calcutils.hpp conversions.cpp conversions.hpp qladdin.cpp Added Files: Makefile.vc Removed Files: Makefile.vc.debug.crtdll Log Message: merge R000313f0-branch Index: conversions.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/conversions.hpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** conversions.hpp 29 Jul 2006 15:32:31 -0000 1.1 --- conversions.hpp 28 Aug 2006 10:05:22 -0000 1.2 *************** *** 20,26 **** #include <ql/date.hpp> #include <sal/types.h> ! QuantLib::Date calcToLib(const sal_Int32&); #endif --- 20,45 ---- #include <ql/date.hpp> + #include <ql/calendar.hpp> + #include <ql/Math/matrix.hpp> + #include <Addins/Calc/qldefs.hpp> #include <sal/types.h> + #include <vector> ! void calcToLib(QuantLib::Date &, const sal_Int32&); ! void calcToLib(QuantLib::Calendar &, const STRING &id); ! void calcToLib(QuantLib::Period &, const STRING &id); ! void calcToVectorLib(std::vector<QuantLib::Date> &, const SEQSEQ(sal_Int32) &); ! void calcToVectorLib(QuantLib::Array &, const SEQSEQ(double) &); ! void calcToVectorLib(std::vector<std::string> &, const SEQSEQ(ANY) &); ! void calcToVectorLib(std::vector<long> &, const SEQSEQ(sal_Int32) &); ! void calcToVectorLib(std::vector<bool> &, const SEQSEQ(sal_Int32) &); ! void calcToVectorLib(std::vector<QuantLib::Period> &, const SEQSEQ(ANY) &); ! QuantLib::Matrix calcToQlMatrix(const SEQSEQ(double) &); ! ! void scalarToCalcLib(sal_Int32 &, const QuantLib::Date &); ! void scalarToCalcLib(double &, const QuantLib::Real &); ! void vectorToCalcLib(SEQSEQ(sal_Int32) &, const std::vector<QuantLib::Date> &); ! void vectorToCalcLib(SEQSEQ(double) &, const QuantLib::Array &); ! void matrixToCalcLib(SEQSEQ(double) &, const QuantLib::Matrix &); #endif --- Makefile.vc.debug.crtdll DELETED --- Index: AddinCalc.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/AddinCalc.vcproj,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** AddinCalc.vcproj 29 Jul 2006 15:32:31 -0000 1.3 --- AddinCalc.vcproj 28 Aug 2006 10:05:22 -0000 1.4 *************** *** 13,31 **** <Configurations> <Configuration ! Name="Debug CRTDLL|Win32" ! OutputDirectory="$(ConfigurationName)" ! IntermediateDirectory="$(ConfigurationName)" ! ConfigurationType="0" ! UseOfMFC="0" ! ATLMinimizesCRunTimeLibraryUsage="FALSE"> ! <Tool ! Name="VCNMakeTool" ! BuildCommandLine="nmake /f "Makefile.vc.debug.crtdll"" ! ReBuildCommandLine="nmake /f "Makefile.vc.debug.crtdll" /a" ! CleanCommandLine="nmake /f "Makefile.vc.debug.crtdll" clean" ! Output="AddinCalc.exe"/> ! </Configuration> ! <Configuration ! Name="Debug|Win32" OutputDirectory="$(ConfigurationName)" IntermediateDirectory="$(ConfigurationName)" --- 13,17 ---- <Configurations> <Configuration ! Name="Release CRTDLL|Win32" OutputDirectory="$(ConfigurationName)" IntermediateDirectory="$(ConfigurationName)" *************** *** 35,42 **** <Tool Name="VCNMakeTool" ! BuildCommandLine="nmake /f "Makefile.vc.debug.crtdll"" ! ReBuildCommandLine="nmake /f "Makefile.vc.debug.crtdll" /a" ! CleanCommandLine="nmake /f "Makefile.vc.debug.crtdll" clean" ! Output="AddinCalc.exe"/> </Configuration> </Configurations> --- 21,27 ---- <Tool Name="VCNMakeTool" ! BuildCommandLine="nmake /f "Makefile.vc"" ! ReBuildCommandLine="nmake /f "Makefile.vc" /a" ! CleanCommandLine="nmake /f "Makefile.vc" clean"/> </Configuration> </Configurations> *************** *** 78,81 **** --- 63,69 ---- </File> <File + RelativePath=".\utilities.cpp"> + </File> + <File RelativePath=".\volatilities.cpp"> </File> *************** *** 115,118 **** --- 103,109 ---- </File> <File + RelativePath=".\utilities.hpp"> + </File> + <File RelativePath=".\volatilities.hpp"> </File> *************** *** 123,127 **** </Filter> <File ! RelativePath="Makefile.vc.debug.crtdll"> </File> <File --- 114,118 ---- </Filter> <File ! RelativePath="Makefile.vc"> </File> <File Index: calcutils.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/calcutils.hpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** calcutils.hpp 19 May 2006 16:56:16 -0000 1.1 --- calcutils.hpp 28 Aug 2006 10:05:22 -0000 1.2 *************** *** 19,22 **** --- 19,24 ---- #define qla_calc_calcutils_hpp + #include <boost/any.hpp> + std::string ouStringToStlString(const STRING &s); ANY stlStringToCalcAny(const std::string &s); Index: conversions.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/conversions.cpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** conversions.cpp 29 Jul 2006 15:32:31 -0000 1.1 --- conversions.cpp 28 Aug 2006 10:05:22 -0000 1.2 *************** *** 17,24 **** #include <Addins/Calc/conversions.hpp> - QuantLib::Date calcToLib(const sal_Int32 &date) { - return QuantLib::Date(date); } --- 17,119 ---- #include <Addins/Calc/conversions.hpp> + #include <Addins/Calc/calcutils.hpp> + #include <qlo/calendar.hpp> + #include <qlo/typefactory.hpp> + #include <oh/objecthandler.hpp> + + void calcToLib(QuantLib::Date &ret, const sal_Int32 &date) { + ret = QuantLib::Date(date); + } + + void calcToLib(QuantLib::Calendar &ret, const STRING &id2) { + std::string id = ouStringToStlString(id2); + if (QuantLibAddin::Create<QuantLib::Calendar>().checkType(id)) { + ret = QuantLibAddin::Create<QuantLib::Calendar>()(id); + } else { + OH_GET_REFERENCE(calendarPointer, id, + QuantLibAddin::JointCalendar, QuantLib::Calendar) + ret = *calendarPointer.get(); + } + } + + void calcToLib(QuantLib::Period &ret, const STRING &id) { + } + + void calcToVectorLib(std::vector<QuantLib::Date> &ret, + const SEQSEQ(sal_Int32) &in) { + for (int i=0; i<in.getLength(); i++) + for (int j=0; j<in[i].getLength(); j++) + ret.push_back(QuantLib::Date(in[i][j])); } + void calcToVectorLib(QuantLib::Array &ret, const SEQSEQ(double) &in) { + } + + void calcToVectorLib(std::vector<std::string> &ret, const SEQSEQ(ANY) &in) { + } + + void calcToVectorLib(std::vector<long> &ret, const SEQSEQ(sal_Int32) &in) { + } + + void calcToVectorLib(std::vector<bool> &ret, const SEQSEQ(sal_Int32) &in) { + } + + void calcToVectorLib(std::vector<QuantLib::Period> &ret, const SEQSEQ(ANY) &in) { + } + + QuantLib::Matrix calcToQlMatrix(const SEQSEQ(double) &in) { + int rows = in.getLength(); + int cols; + if (rows) + cols = in[0].getLength(); + else + cols = 0; + QuantLib::Matrix m(rows, cols); + for (int i=0; i<rows; i++) { + SEQ(double) row = in[i]; + for (int j=0; j<cols; j++) { + m[i][j] = row[j]; + } + } + return m; + } + + + void scalarToCalcLib(sal_Int32 &ret, const QuantLib::Date &in) { + ret = in.serialNumber(); + } + + void scalarToCalcLib(double &ret, const QuantLib::Real &in) { + ret = in; + } + + void vectorToCalcLib(SEQSEQ(sal_Int32) &ret, const std::vector<QuantLib::Date> &v) { + ret.realloc(v.size()); + for (unsigned int i=0; i<v.size(); i++) { + SEQ(sal_Int32) s(1); + s[0] = v[i].serialNumber(); + ret[i] = s; + } + } + + void vectorToCalcLib(SEQSEQ(double) &ret, const QuantLib::Array &in) { + ret.realloc(in.size()); + for (unsigned int i=0; i<in.size(); i++) { + SEQ(double) s(1); + s[0] = in[i]; + ret[i] = s; + } + } + + void matrixToCalcLib(SEQSEQ(double) &ret, const QuantLib::Matrix &in) { + ret.realloc(in.rows()); + for (unsigned int i=0; i<in.rows(); i++) { + SEQ(double) s(in.columns()); + for (unsigned int j=0; j<in.columns(); j++) { + s[j] = in[i][j]; + } + ret[i] = s; + } + } Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/Makefile.am,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** Makefile.am 19 May 2006 16:56:16 -0000 1.1 --- Makefile.am 28 Aug 2006 10:05:22 -0000 1.2 *************** *** 3,7 **** -DUNX -DGCC -DLINUX -DCPPU_ENV=gcc3 ! COMPONENT_NAME=QLA-Calc IDL_DIR=$(OFFICE_SDK_PATH)/idl DKREGISTRYNAME=$(OFFICE_PROGRAM_PATH)/types.rdb --- 3,7 ---- -DUNX -DGCC -DLINUX -DCPPU_ENV=gcc3 ! COMPONENT_NAME=QuantLibAddinCalc IDL_DIR=$(OFFICE_SDK_PATH)/idl DKREGISTRYNAME=$(OFFICE_PROGRAM_PATH)/types.rdb *************** *** 13,17 **** endif ! libQuantLibAddinCalc_la_LIBADD = ../../qla/libQuantLibAddin.la libQuantLibAddinCalc_la_LDFLAGS = \ --- 13,17 ---- endif ! libQuantLibAddinCalc_la_LIBADD = ../../qlo/libQuantLibAddin.la libQuantLibAddinCalc_la_LDFLAGS = \ *************** *** 52,78 **** EXTRA_DIST = \ - AddinCalc.dsp \ AddinCalc.vcproj \ AddinCalc_vc8.vcproj \ ! Makefile.vc.debug.crtdll \ ! QuantLibAddin.def \ ! QuantLibAddin.idl \ readme.txt if BUILD_CALC noinst_HEADERS = \ calcutils.hpp \ calendar.hpp \ capfloor.hpp \ couponvectors.hpp \ date.hpp \ - daycounter.hpp \ exercise.hpp \ instruments.hpp \ interpolation.hpp \ mathf.hpp \ ! ohfunctions.hpp \ options.hpp \ prices.hpp \ processes.hpp \ qla_all.hpp \ --- 52,82 ---- EXTRA_DIST = \ AddinCalc.vcproj \ AddinCalc_vc8.vcproj \ ! Makefile.vc \ ! QuantLibAddinCalc.def \ ! QuantLibAddinCalc.idl \ readme.txt if BUILD_CALC noinst_HEADERS = \ + bonds.hpp \ calcutils.hpp \ calendar.hpp \ capfloor.hpp \ + capletvolstructure.hpp \ + conversions.hpp \ couponvectors.hpp \ date.hpp \ exercise.hpp \ + forwardrateagreement.hpp \ instruments.hpp \ interpolation.hpp \ mathf.hpp \ ! optimization.hpp \ options.hpp \ + payoffs.hpp \ prices.hpp \ + pricingengines.hpp \ processes.hpp \ qla_all.hpp \ *************** *** 80,120 **** qldefs.hpp \ randomsequencegenerator.hpp \ schedule.hpp \ shortratemodels.hpp \ - simpleswap.hpp \ swap.hpp \ termstructures.hpp \ utilities.hpp \ ! volatilities.hpp \ ! xibor.hpp endif libQuantLibAddinCalc_la_SOURCES = \ calcutils.cpp \ calendar.cpp \ capfloor.cpp \ couponvectors.cpp \ date.cpp \ - daycounter.cpp \ exercise.cpp \ funcdef.cpp \ instruments.cpp \ interpolation.cpp \ mathf.cpp \ ! ohfunctions.cpp \ options.cpp \ prices.cpp \ processes.cpp \ qladdin.cpp \ randomsequencegenerator.cpp \ schedule.cpp \ session.cpp \ shortratemodels.cpp \ - simpleswap.cpp \ swap.cpp \ termstructures.cpp \ utilities.cpp \ ! volatilities.cpp \ ! xibor.cpp if BUILD_CALC --- 84,133 ---- qldefs.hpp \ randomsequencegenerator.hpp \ + ratehelpers.hpp \ schedule.hpp \ shortratemodels.hpp \ swap.hpp \ + swaption.hpp \ + swaptionvolstructure.hpp \ termstructures.hpp \ utilities.hpp \ ! vanillaswap.hpp \ ! volatilities.hpp endif libQuantLibAddinCalc_la_SOURCES = \ + bonds.cpp \ calcutils.cpp \ calendar.cpp \ capfloor.cpp \ + capletvolstructure.cpp \ + conversions.cpp \ couponvectors.cpp \ date.cpp \ exercise.cpp \ + forwardrateagreement.cpp \ funcdef.cpp \ instruments.cpp \ interpolation.cpp \ mathf.cpp \ ! optimization.cpp \ options.cpp \ + payoffs.cpp \ prices.cpp \ + pricingengines.cpp \ processes.cpp \ qladdin.cpp \ randomsequencegenerator.cpp \ + ratehelpers.cpp \ schedule.cpp \ session.cpp \ shortratemodels.cpp \ swap.cpp \ + swaption.cpp \ + swaptionvolstructure.cpp \ termstructures.cpp \ utilities.cpp \ ! vanillaswap.cpp \ ! volatilities.cpp if BUILD_CALC Index: AddinCalc_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/AddinCalc_vc8.vcproj,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** AddinCalc_vc8.vcproj 29 Jul 2006 15:32:31 -0000 1.3 --- AddinCalc_vc8.vcproj 28 Aug 2006 10:05:22 -0000 1.4 *************** *** 26,31 **** <Tool Name="VCNMakeTool" ! BuildCommandLine="nmake /f "Makefile.vc.debug.crtdll"" ! ReBuildCommandLine="nmake /f "Makefile.vc.debug.crtdll" /a" CleanCommandLine="" Output="AddinCalc.exe" --- 26,31 ---- <Tool Name="VCNMakeTool" ! BuildCommandLine="nmake /f "Makefile.vc"" ! ReBuildCommandLine="nmake /f "Makefile.vc" /a" CleanCommandLine="" Output="AddinCalc.exe" *************** *** 51,54 **** --- 51,58 ---- </File> <File + RelativePath=".\conversions.cpp" + > + </File> + <File RelativePath=".\exercise.cpp" > *************** *** 96,99 **** --- 100,107 ---- </File> <File + RelativePath=".\conversions.hpp" + > + </File> + <File RelativePath=".\exercise.hpp" > *************** *** 133,137 **** </Filter> <File ! RelativePath="Makefile.vc.debug.crtdll" > </File> --- 141,145 ---- </Filter> <File ! RelativePath="Makefile.vc" > </File> --- NEW FILE: Makefile.vc --- # makefile for Calc Addin # this makefile supports only one build environment: # VC7 (Visual Studio 2003), configuration "Release CRTDLL" # for further info: http://www.quantlibaddin.org/calc.html OFFICE_PROGRAM_PATH=C:\Program Files\OpenOffice.org 2.0\program OFFICE_SDK_PATH=C:\OpenOffice.org_2.0_SDK COMPONENT_NAME=QuantLibAddinCalc DLL_NAME=$(COMPONENT_NAME)-vc71-mt-0_3_13 DLL_DIR=dll INT_DIR=build\vc71\DebugCRTDLL IDL_DIR="$(OFFICE_SDK_PATH)\idl" TYP_FILE="$(OFFICE_PROGRAM_PATH)\types.rdb" URD_FILE=$(COMPONENT_NAME).urd RDB_FILE=$(DLL_NAME).rdb DLL_FILE=$(DLL_NAME).dll FLAG1=$(INT_DIR)\$(COMPONENT_NAME).flag1 FLAG2=$(INT_DIR)\$(COMPONENT_NAME).flag2 FLAG3=$(INT_DIR)\$(COMPONENT_NAME).flag3 FLAG4=$(INT_DIR)\$(COMPONENT_NAME).flag4 FLAG5=$(INT_DIR)\$(COMPONENT_NAME).flag5 FLAG6=$(INT_DIR)\$(COMPONENT_NAME).flag6 CC_INCLUDES=-I. -I..\.. \ -I"$(QL_DIR)" -I"$(QL_DIR)\functions" \ -I"$(OBJECT_HANDLER_DIR)" \ -I"$(OFFICE_SDK_PATH)\include" CC_FLAGS=/c /nologo /MD /GX /GR \ /wd4251 /wd4275 /wd4290 /wd4675 /wd4786 /wd4800 \ /DWIN32 /DWNT /DCPPU_ENV=msci /Fo"$(INT_DIR)\\" OBJECTS= \ "$(INT_DIR)\bonds.obj" \ "$(INT_DIR)\calcutils.obj" \ "$(INT_DIR)\calendar.obj" \ "$(INT_DIR)\capfloor.obj" \ "$(INT_DIR)\capletvolstructure.obj" \ "$(INT_DIR)\conversions.obj" \ "$(INT_DIR)\couponvectors.obj" \ "$(INT_DIR)\date.obj" \ "$(INT_DIR)\exercise.obj" \ "$(INT_DIR)\forwardrateagreement.obj" \ "$(INT_DIR)\funcdef.obj" \ "$(INT_DIR)\instruments.obj" \ "$(INT_DIR)\interpolation.obj" \ "$(INT_DIR)\mathf.obj" \ "$(INT_DIR)\optimization.obj" \ "$(INT_DIR)\options.obj" \ "$(INT_DIR)\payoffs.obj" \ "$(INT_DIR)\prices.obj" \ "$(INT_DIR)\pricingengines.obj" \ "$(INT_DIR)\processes.obj" \ "$(INT_DIR)\qladdin.obj" \ "$(INT_DIR)\randomsequencegenerator.obj" \ "$(INT_DIR)\ratehelpers.obj" \ "$(INT_DIR)\schedule.obj" \ "$(INT_DIR)\session.obj" \ "$(INT_DIR)\shortratemodels.obj" \ "$(INT_DIR)\swap.obj" \ "$(INT_DIR)\swaption.obj" \ "$(INT_DIR)\swaptionvolstructure.obj" \ "$(INT_DIR)\termstructures.obj" \ "$(INT_DIR)\utilities.obj" \ "$(INT_DIR)\vanillaswap.obj" \ "$(INT_DIR)\volatilities.obj" LFLAGS=/nologo /dll /out:$(DLL_FILE) \ /def:.\$(COMPONENT_NAME).def \ /libpath:. /libpath:..\..\lib \ /libpath:"$(OFFICE_SDK_PATH)\windows\lib" \ /libpath:"$(QL_DIR)\lib" \ /libpath:"$(OBJECT_HANDLER_DIR)\lib" \ /libpath:"$(LOG4CXX_DIR)\msvc\lib" \ kernel32.lib wsock32.lib advapi32.lib \ oldnames.lib netapi32.lib advapi32.lib gdi32.lib comdlg32.lib \ comctl32.lib user32.lib winspool.lib shell32.lib ole32.lib \ oleaut32.lib uuid.lib odbc32.lib odbccp32.lib \ icppuhelper.lib icppu.lib isal.lib \ msvcrt.lib msvcprt.lib TYPES = -Tcom.sun.star.sheet.XAddIn \ -Tcom.sun.star.lang.XServiceName \ -Tcom.sun.star.lang.XServiceInfo \ -Tcom.sun.star.uno.XWeak \ -Tcom.sun.star.lang.XSingleServiceFactory \ -Tcom.sun.star.lang.XMultiServiceFactory \ -Tcom.sun.star.uno.XAggregation \ -Tcom.sun.star.lang.XTypeProvider \ -Tcom.sun.star.uno.XComponentContext \ -Tcom.sun.star.lang.XSingleComponentFactory \ -Tcom.sun.star.registry.XRegistryKey \ -Tcom.sun.star.sheet.addin.XQL ALL : $(FLAG6) $(URD_FILE) : $(COMPONENT_NAME).idl IDLC -I$(IDL_DIR) $(COMPONENT_NAME).idl "$(INT_DIR)" : if not exist "$(INT_DIR)" mkdir "$(INT_DIR)" "$(DLL_DIR)" : if not exist "$(DLL_DIR)" mkdir "$(DLL_DIR)" $(FLAG1) : $(URD_FILE) $(INT_DIR) REGMERGE $(RDB_FILE) /UCR $(URD_FILE) echo flagged > $@ $(FLAG2) : $(FLAG1) CPPUMAKER -BUCR $(TYPES) $(TYP_FILE) $(RDB_FILE) echo flagged > $@ $(OBJECTS) : $(FLAG2) .cpp{$(INT_DIR)}.obj: CL $(CC_FLAGS) $(CC_INCLUDES) $< $(FLAG3) : $(FLAG1) $(OBJECTS) LINK $(LFLAGS) $(OBJECTS) echo flagged > $@ $(FLAG4) : $(FLAG3) REGCOMP -register -r $(RDB_FILE) -c $(DLL_FILE) echo flagged > $@ $(FLAG5) : $(FLAG4) $(DLL_DIR) move $(DLL_NAME).* $(DLL_DIR) echo flagged > $@ $(FLAG6) : $(FLAG5) copy $(DLL_DIR)\$(RDB_FILE) "$(OFFICE_PROGRAM_PATH)" copy $(DLL_DIR)\$(DLL_FILE) "$(OFFICE_PROGRAM_PATH)" echo flagged > $@ CLEAN : -@ if EXIST "$(INT_DIR)\*" del /f /q "$(INT_DIR)\*" -@ if EXIST "$(DLL_DIR)\*" del /f /q "$(DLL_DIR)\*" -@ if EXIST "$(URD_FILE)" del /f /q "$(URD_FILE)" -@ if EXIST com rmdir /q /s com Index: qladdin.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/qladdin.cpp,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** qladdin.cpp 29 Jul 2006 15:32:31 -0000 1.2 --- qladdin.cpp 28 Aug 2006 10:05:22 -0000 1.3 *************** *** 1,5 **** /* ! Copyright (C) 2004, 2005 Eric Ehlers This file is part of QuantLib, a free-software/open-source library --- 1,5 ---- /* ! Copyright (C) 2004, 2005, 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library *************** *** 29,33 **** #include <rtl/uuid.h> ! #include <oh/objhandlerdefines.hpp> #ifdef BOOST_MSVC --- 29,33 ---- #include <rtl/uuid.h> ! #include <oh/objhandler.hpp> #ifdef BOOST_MSVC *************** *** 38,42 **** # include <qlo/qladdindefines.hpp> # include <qlo/auto_link.hpp> - # include <log4cxx/auto_link.hpp> # undef BOOST_LIB_DIAGNOSTIC #endif --- 38,41 ---- *************** *** 49,52 **** --- 48,54 ---- using namespace ::com::sun::star; + // instantiate the objecthandler singleton + ObjHandler::ObjectHandler oh; + REF( uno::XInterface ) SAL_CALL QL_CreateInstance( REF( uno::XComponentContext ) const & xContext ) SAL_THROW( () ) { |
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From: Eric E. <eri...@us...> - 2006-08-28 10:05:56
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/Guile In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/Addins/Guile Modified Files: .cvsignore Makefile.am extra.cpp guileutils.hpp Added Files: conversions.cpp conversions.hpp Log Message: merge R000313f0-branch Index: .cvsignore =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Guile/.cvsignore,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** .cvsignore 19 May 2006 16:56:16 -0000 1.1 --- .cvsignore 28 Aug 2006 10:05:22 -0000 1.2 *************** *** 1,10 **** basic.* - date.* calendar.* - daycounter.* - mathf.* - prices.* capfloor.* couponvectors.* .deps exercise.* --- 1,9 ---- + basic.* calendar.* capfloor.* couponvectors.* + date.* + daycounter.* .deps exercise.* *************** *** 16,22 **** --- 15,25 ---- Makefile Makefile.in + mathf.* objecthandler.h ohfunctions.* options.* + payoffs.* + prices.* + pricingengines.* processes.* qladdin.c *************** *** 30,32 **** volatilities.* xibor.* - --- 33,34 ---- --- NEW FILE: conversions.hpp --- /* Copyright (C) 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email qua...@li... The license is also available online at http://quantlib.org/html/license.html This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ #ifndef qla_guile_conversions_hpp #define qla_guile_conversions_hpp #include <ql/date.hpp> void cppToLib(QuantLib::Date &, const long &); #endif Index: guileutils.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Guile/guileutils.hpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** guileutils.hpp 19 May 2006 16:56:16 -0000 1.1 --- guileutils.hpp 28 Aug 2006 10:05:22 -0000 1.2 *************** *** 21,28 **** #include <guile/gh.h> - #include <boost/any.hpp> #include <ql/errors.hpp> #include <oh/objhandler.hpp> SCM anyToPairValue(const boost::any& a); --- 21,28 ---- #include <guile/gh.h> #include <boost/any.hpp> #include <ql/errors.hpp> #include <oh/objhandler.hpp> + #include <string> SCM anyToPairValue(const boost::any& a); --- NEW FILE: conversions.cpp --- /* Copyright (C) 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email qua...@li... The license is also available online at http://quantlib.org/html/license.html This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ #include <Addins/Guile/conversions.hpp> void cppToLib(QuantLib::Date &ret, const long &in) { ret = QuantLib::Date(in); } Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Guile/Makefile.am,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** Makefile.am 19 May 2006 16:56:16 -0000 1.1 --- Makefile.am 28 Aug 2006 10:05:22 -0000 1.2 *************** *** 2,6 **** AM_CPPFLAGS = -I${top_srcdir} AM_LDFLAGS = -release $(PACKAGE_VERSION) ! includedir = $(prefix)/include/qla/Addins/Guile if BUILD_GUILE --- 2,6 ---- AM_CPPFLAGS = -I${top_srcdir} AM_LDFLAGS = -release $(PACKAGE_VERSION) ! includedir = $(prefix)/include/qlo/Addins/Guile if BUILD_GUILE *************** *** 10,73 **** endif ! libQuantLibAddinGuile_la_LIBADD = ../../qla/libQuantLibAddin.la if BUILD_GUILE noinst_HEADERS = \ ! calendar.h \ ! capfloor.h \ ! couponvectors.h \ ! date.h \ ! daycounter.h \ exercise.h \ extra.h \ ! instruments.h \ ! interpolation.h \ ! mathf.h \ ohfunctions.h \ options.h \ ! prices.h \ processes.h \ ! randomsequencegenerator.h \ ! schedule.h \ ! shortratemodels.h \ ! simpleswap.h \ ! swap.h \ ! termstructures.h \ ! utilities.h \ ! volatilities.h \ ! xibor.h ! ! include_HEADERS = \ ! guileutils.hpp endif if BUILD_GUILE libQuantLibAddinGuile_la_SOURCES = \ ! calendar.cpp \ ! capfloor.cpp \ ! couponvectors.cpp \ ! date.cpp \ ! daycounter.cpp \ exercise.cpp \ extra.cpp \ guileutils.cpp \ - instruments.cpp \ - interpolation.cpp \ - mathf.cpp \ ohfunctions.cpp \ options.cpp \ ! prices.cpp \ processes.cpp \ qladdin.c \ - randomsequencegenerator.cpp \ - schedule.cpp \ session.cpp \ ! shortratemodels.cpp \ ! simpleswap.cpp \ ! swap.cpp \ ! termstructures.cpp \ ! utilities.cpp \ ! volatilities.cpp \ ! xibor.cpp endif --- 10,43 ---- endif ! libQuantLibAddinGuile_la_LIBADD = ../../qlo/libQuantLibAddin.la if BUILD_GUILE noinst_HEADERS = \ ! conversions.hpp \ exercise.h \ extra.h \ ! guileutils.hpp \ ohfunctions.h \ options.h \ ! payoffs.h \ ! pricingengines.h \ processes.h \ ! volatilities.h endif if BUILD_GUILE libQuantLibAddinGuile_la_SOURCES = \ ! conversions.cpp \ exercise.cpp \ extra.cpp \ guileutils.cpp \ ohfunctions.cpp \ options.cpp \ ! payoffs.cpp \ ! pricingengines.cpp \ processes.cpp \ qladdin.c \ session.cpp \ ! volatilities.cpp endif Index: extra.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Guile/extra.cpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** extra.cpp 19 May 2006 16:56:16 -0000 1.1 --- extra.cpp 28 Aug 2006 10:05:22 -0000 1.2 *************** *** 17,25 **** #include <ql/date.hpp> ! #include <qla/qladdin.hpp> #include <Addins/Guile/guileutils.hpp> extern "C" { #include <Addins/Guile/extra.h> - #include <Addins/Guile/utilities.h> } --- 17,25 ---- #include <ql/date.hpp> ! #include <ql/Utilities/strings.hpp> ! #include <qlo/qladdin.hpp> #include <Addins/Guile/guileutils.hpp> extern "C" { #include <Addins/Guile/extra.h> } |
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From: Eric E. <eri...@us...> - 2006-08-28 10:05:56
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/C In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/Addins/C Modified Files: .cvsignore AddinC.vcproj AddinC_vc8.vcproj Makefile.am varies.cpp varies.h Added Files: auto_link.h conversions.cpp conversions.hpp Removed Files: qladdin.h session.cpp Log Message: merge R000313f0-branch Index: .cvsignore =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/.cvsignore,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** .cvsignore 19 May 2006 16:56:16 -0000 1.1 --- .cvsignore 28 Aug 2006 10:05:22 -0000 1.2 *************** *** 17,24 **** *.user capfloor.* couponvectors.* date.* - calendar.* daycounter.* exercise.* --- 17,24 ---- *.user + calendar.* capfloor.* couponvectors.* date.* daycounter.* exercise.* *************** *** 28,32 **** --- 28,34 ---- ohfunctions.* options.* + payoffs.* prices.* + pricingengines.* processes.* randomsequencegenerator.* *************** *** 39,40 **** --- 41,44 ---- volatilities.* xibor.* + qladdin.h + --- NEW FILE: auto_link.h --- /* Copyright (C) 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email qua...@li... The license is also available online at http://quantlib.org/html/license.html This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ #ifndef qla_c_autolink_hpp #define qla_c_autolink_hpp // select toolset: #if (_MSC_VER < 1300) # error "unsupported Microsoft compiler" #elif (_MSC_VER == 1300) # define LIB_TOOLSET "vc7" #elif (_MSC_VER == 1310) # define LIB_TOOLSET "vc71" #elif (_MSC_VER == 1400) # define LIB_TOOLSET "vc80" #else # error "unknown Microsoft compiler" #endif /*** libraries to be linked ***/ // select thread opt: #ifdef _MT # define LIB_THREAD_OPT "-mt" #else # define LIB_THREAD_OPT #endif // select linkage opt: #ifdef _DLL # if defined(_DEBUG) # define LIB_RT_OPT "-gd" # else # define LIB_RT_OPT # endif #else # if defined(_DEBUG) # define LIB_RT_OPT "-sgd" # else # define LIB_RT_OPT "-s" # endif #endif #define OH_LIB_NAME "ObjectHandler-" LIB_TOOLSET LIB_THREAD_OPT LIB_RT_OPT "-0_1_4.lib" #define QL_LIB_NAME "QuantLib-" LIB_TOOLSET LIB_THREAD_OPT LIB_RT_OPT "-0_3_13.lib" #pragma message("Linking to lib file: " OH_LIB_NAME) #pragma comment(lib, OH_LIB_NAME) #pragma message("Linking to lib file: " QL_LIB_NAME) #pragma comment(lib, QL_LIB_NAME) #endif --- NEW FILE: conversions.hpp --- /* Copyright (C) 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email qua...@li... The license is also available online at http://quantlib.org/html/license.html This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ #ifndef qla_c_conversions_hpp #define qla_c_conversions_hpp #include <ql/date.hpp> void cToLib(QuantLib::Date &, const long &); #endif Index: AddinC_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/AddinC_vc8.vcproj,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** AddinC_vc8.vcproj 11 Jun 2006 18:16:49 -0000 1.3 --- AddinC_vc8.vcproj 28 Aug 2006 10:05:22 -0000 1.4 *************** *** 42,46 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" --- 42,46 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,..\.." PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" *************** *** 118,122 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" --- 118,122 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,..\.." PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" *************** *** 195,199 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" --- 195,199 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,..\.." PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" *************** *** 271,275 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" --- 271,275 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,..\.." PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" *************** *** 327,347 **** > <File ! RelativePath=".\calendar.cpp" ! > ! </File> ! <File ! RelativePath="capfloor.cpp" ! > ! </File> ! <File ! RelativePath="couponvectors.cpp" ! > ! </File> ! <File ! RelativePath="date.cpp" ! > ! </File> ! <File ! RelativePath=".\daycounter.cpp" > </File> --- 327,331 ---- > <File ! RelativePath="conversions.cpp" > </File> *************** *** 351,367 **** </File> <File ! RelativePath="instruments.cpp" ! > ! </File> ! <File ! RelativePath="interpolation.cpp" ! > ! </File> ! <File ! RelativePath="mathf.cpp" ! > ! </File> ! <File ! RelativePath="ohfunctions.cpp" > </File> --- 335,339 ---- </File> <File ! RelativePath=".\ohfunctions.cpp" > </File> *************** *** 371,407 **** </File> <File ! RelativePath="prices.cpp" ! > ! </File> ! <File ! RelativePath="processes.cpp" ! > ! </File> ! <File ! RelativePath="randomsequencegenerator.cpp" ! > ! </File> ! <File ! RelativePath="schedule.cpp" ! > ! </File> ! <File ! RelativePath="shortratemodels.cpp" ! > ! </File> ! <File ! RelativePath="simpleswap.cpp" ! > ! </File> ! <File ! RelativePath="swap.cpp" > </File> <File ! RelativePath="termstructures.cpp" > </File> <File ! RelativePath="utilities.cpp" > </File> --- 343,355 ---- </File> <File ! RelativePath="payoffs.cpp" > </File> <File ! RelativePath="pricingengines.cpp" > </File> <File ! RelativePath="processes.cpp" > </File> *************** *** 414,421 **** > </File> - <File - RelativePath="xibor.cpp" - > - </File> </Filter> <Filter --- 362,365 ---- *************** *** 424,444 **** > <File ! RelativePath=".\calendar.h" ! > ! </File> ! <File ! RelativePath="capfloor.h" ! > ! </File> ! <File ! RelativePath="couponvectors.h" ! > ! </File> ! <File ! RelativePath="date.h" > </File> <File ! RelativePath=".\daycounter.h" > </File> --- 368,376 ---- > <File ! RelativePath=".\auto_link.h" > </File> <File ! RelativePath="conversions.hpp" > </File> *************** *** 452,476 **** </File> <File ! RelativePath="instruments.h" ! > ! </File> ! <File ! RelativePath="interpolation.h" ! > ! </File> ! <File ! RelativePath="mathf.h" > </File> <File ! RelativePath="ohfunctions.h" > </File> <File ! RelativePath="options.h" > </File> <File ! RelativePath="prices.h" > </File> --- 384,400 ---- </File> <File ! RelativePath=".\ohfunctions.h" > </File> <File ! RelativePath="options.h" > </File> <File ! RelativePath="payoffs.h" > </File> <File ! RelativePath="pricingengines.h" > </File> *************** *** 484,515 **** </File> <File - RelativePath="randomsequencegenerator.h" - > - </File> - <File - RelativePath="schedule.h" - > - </File> - <File - RelativePath="shortratemodels.h" - > - </File> - <File - RelativePath="simpleswap.h" - > - </File> - <File - RelativePath="swap.h" - > - </File> - <File - RelativePath="termstructures.h" - > - </File> - <File - RelativePath="utilities.h" - > - </File> - <File RelativePath="varies.h" > --- 408,411 ---- *************** *** 523,530 **** > </File> - <File - RelativePath="xibor.h" - > - </File> </Filter> </Files> --- 419,422 ---- --- session.cpp DELETED --- --- NEW FILE: conversions.cpp --- /* Copyright (C) 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email qua...@li... The license is also available online at http://quantlib.org/html/license.html This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ #include <Addins/C/conversions.hpp> void cToLib(QuantLib::Date &ret, const long &in) { ret = QuantLib::Date(in); } Index: AddinC.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/AddinC.vcproj,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** AddinC.vcproj 11 Jun 2006 13:39:19 -0000 1.2 --- AddinC.vcproj 28 Aug 2006 10:05:22 -0000 1.3 *************** *** 124,140 **** Filter="cpp;c;cxx;rc;def;r;odl;idl;hpj;bat"> <File ! RelativePath=".\calendar.cpp"> ! </File> ! <File ! RelativePath="capfloor.cpp"> ! </File> ! <File ! RelativePath="couponvectors.cpp"> ! </File> ! <File ! RelativePath="date.cpp"> ! </File> ! <File ! RelativePath=".\daycounter.cpp"> </File> <File --- 124,128 ---- Filter="cpp;c;cxx;rc;def;r;odl;idl;hpj;bat"> <File ! RelativePath="conversions.cpp"> </File> <File *************** *** 142,185 **** </File> <File - RelativePath="instruments.cpp"> - </File> - <File - RelativePath="interpolation.cpp"> - </File> - <File - RelativePath="mathf.cpp"> - </File> - <File - RelativePath="ohfunctions.cpp"> - </File> - <File RelativePath="options.cpp"> </File> <File ! RelativePath="prices.cpp"> ! </File> ! <File ! RelativePath="processes.cpp"> ! </File> ! <File ! RelativePath="randomsequencegenerator.cpp"> ! </File> ! <File ! RelativePath="schedule.cpp"> ! </File> ! <File ! RelativePath="shortratemodels.cpp"> ! </File> ! <File ! RelativePath="simpleswap.cpp"> </File> <File ! RelativePath="swap.cpp"> </File> <File ! RelativePath="termstructures.cpp"> </File> <File ! RelativePath="utilities.cpp"> </File> <File --- 130,146 ---- </File> <File RelativePath="options.cpp"> </File> <File ! RelativePath="payoffs.cpp"> </File> <File ! RelativePath="pricingengines.cpp"> </File> <File ! RelativePath="processes.cpp"> </File> <File ! RelativePath="session.cpp"> </File> <File *************** *** 189,195 **** RelativePath="volatilities.cpp"> </File> - <File - RelativePath="xibor.cpp"> - </File> </Filter> <Filter --- 150,153 ---- *************** *** 197,213 **** Filter="h;hpp;hxx;hm;inl"> <File ! RelativePath=".\calendar.h"> ! </File> ! <File ! RelativePath="capfloor.h"> ! </File> ! <File ! RelativePath="couponvectors.h"> ! </File> ! <File ! RelativePath="date.h"> ! </File> ! <File ! RelativePath=".\daycounter.h"> </File> <File --- 155,159 ---- Filter="h;hpp;hxx;hm;inl"> <File ! RelativePath="conversions.hpp"> </File> <File *************** *** 218,237 **** </File> <File ! RelativePath="instruments.h"> ! </File> ! <File ! RelativePath="interpolation.h"> ! </File> ! <File ! RelativePath="mathf.h"> ! </File> ! <File ! RelativePath="ohfunctions.h"> </File> <File ! RelativePath="options.h"> </File> <File ! RelativePath="prices.h"> </File> <File --- 164,174 ---- </File> <File ! RelativePath="options.h"> </File> <File ! RelativePath="payoffs.h"> </File> <File ! RelativePath="pricingengines.h"> </File> <File *************** *** 242,266 **** </File> <File - RelativePath="randomsequencegenerator.h"> - </File> - <File - RelativePath="schedule.h"> - </File> - <File - RelativePath="shortratemodels.h"> - </File> - <File - RelativePath="simpleswap.h"> - </File> - <File - RelativePath="swap.h"> - </File> - <File - RelativePath="termstructures.h"> - </File> - <File - RelativePath="utilities.h"> - </File> - <File RelativePath="varies.h"> </File> --- 179,182 ---- *************** *** 271,277 **** RelativePath="volatilities.h"> </File> - <File - RelativePath="xibor.h"> - </File> </Filter> </Files> --- 187,190 ---- Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/Makefile.am,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** Makefile.am 27 Jul 2006 14:06:30 -0000 1.2 --- Makefile.am 28 Aug 2006 10:05:22 -0000 1.3 *************** *** 12,70 **** endif ! libQuantLibAddinC_la_LIBADD = ../../qla/libQuantLibAddin.la if BUILD_C noinst_HEADERS = \ ! calendar.h \ ! capfloor.h \ ! couponvectors.h \ ! date.h \ ! daycounter.h \ defines.h \ exercise.h \ - instruments.h \ - interpolation.h \ - mathf.h \ ohfunctions.h \ options.h \ ! prices.h \ processes.h \ qladdin.h \ - randomsequencegenerator.h \ - schedule.h \ - shortratemodels.h \ - simpleswap.h \ - swap.h \ - termstructures.h \ - utilities.h \ varies.h \ varies.hpp \ ! volatilities.h \ ! xibor.h endif libQuantLibAddinC_la_SOURCES = \ ! calendar.cpp \ ! capfloor.cpp \ ! couponvectors.cpp \ ! date.cpp \ ! daycounter.cpp \ exercise.cpp \ - instruments.cpp \ - interpolation.cpp \ - mathf.cpp \ ohfunctions.cpp \ options.cpp \ ! prices.cpp \ processes.cpp \ - randomsequencegenerator.cpp \ - schedule.cpp \ - shortratemodels.cpp \ - simpleswap.cpp \ - swap.cpp \ - termstructures.cpp \ - utilities.cpp \ varies.cpp \ ! volatilities.cpp \ ! xibor.cpp --- 12,43 ---- endif ! libQuantLibAddinC_la_LIBADD = ../../qlo/libQuantLibAddin.la if BUILD_C noinst_HEADERS = \ ! auto_link.h \ ! conversions.hpp \ defines.h \ exercise.h \ ohfunctions.h \ options.h \ ! payoffs.h \ ! pricingengines.h \ processes.h \ qladdin.h \ varies.h \ varies.hpp \ ! volatilities.h endif libQuantLibAddinC_la_SOURCES = \ ! conversions.cpp \ exercise.cpp \ ohfunctions.cpp \ options.cpp \ ! payoffs.cpp \ ! pricingengines.cpp \ processes.cpp \ varies.cpp \ ! volatilities.cpp Index: varies.h =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/varies.h,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** varies.h 19 May 2006 16:56:16 -0000 1.1 --- varies.h 28 Aug 2006 10:05:22 -0000 1.2 *************** *** 52,55 **** --- 52,56 ---- void freeVaries(Varies *vl); + void initialize(); #endif --- qladdin.h DELETED --- Index: varies.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/varies.cpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** varies.cpp 19 May 2006 16:56:16 -0000 1.1 --- varies.cpp 28 Aug 2006 10:05:22 -0000 1.2 *************** *** 19,25 **** } #include <Addins/C/varies.hpp> ! #include <ql/Patterns/singleton.hpp> // code stub for unsupported sessions functionality --- 19,30 ---- } #include <Addins/C/varies.hpp> ! #include <oh/objhandler.hpp> #include <ql/Patterns/singleton.hpp> + void initialize() { + // instantiate the objecthandler singleton + static ObjHandler::ObjectHandler oh; + } + // code stub for unsupported sessions functionality |
|
From: Eric E. <eri...@us...> - 2006-08-28 10:05:56
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Clients/C In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/Clients/C Modified Files: ClientCDemo_vc8.vcproj qlademo.c Log Message: merge R000313f0-branch Index: qlademo.c =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C/qlademo.c,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** qlademo.c 16 Jul 2006 10:42:39 -0000 1.2 --- qlademo.c 28 Aug 2006 10:05:22 -0000 1.3 *************** *** 1,5 **** /* ! Copyright (C) 2004, 2005 Eric Ehlers This file is part of QuantLib, a free-software/open-source library --- 1,5 ---- /* ! Copyright (C) 2004, 2005, 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library *************** *** 26,43 **** double underlying = 36; double strike = 40; ! long exerciseDate = 43903; // (13, March, 2020); ! long settlementDate = 43537; // (13, March, 2019); char returnString[100]; ! Boolean returnCode; Varies dummy; - Varies logLevel; dummy.type = LONG; dummy.data.AsLong = 0; - logLevel.type = LONG; - logLevel.data.AsLong = 4; ! ohSetLogFile("quantlib.log", logLevel, &returnCode); // specify log file ! ohSetConsole(1, logLevel, &returnCode); // log messages to stdout ! ohLogMessage("begin example program", logLevel, &returnCode); if (qlBlackConstantVol( --- 26,42 ---- double underlying = 36; double strike = 40; ! long exerciseDate = 36297; // (17, May, 1999); ! long settlementDate = 35932; // (17, May, 1998); char returnString[100]; ! long logLevel = 4; ! Boolean result; Varies dummy; dummy.type = LONG; dummy.data.AsLong = 0; ! initialize(); ! ohSetLogFile("quantlib.log", logLevel, returnString); // specify log file ! ohSetConsole(1, logLevel, &result); // log messages to stdout ! ohLogMessage("begin example program", logLevel, &result); if (qlBlackConstantVol( *************** *** 45,51 **** settlementDate, volatility, ! "Actual360", returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlBlackConstantVol", logLevel, &returnCode); goto fail; } --- 44,51 ---- settlementDate, volatility, ! "Actual/365 (Fixed)", ! dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlBlackConstantVol", logLevel, &result); goto fail; } *************** *** 55,74 **** "my_blackconstantvol", underlying, ! "Actual360", settlementDate, riskFreeRate, dividendYield, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlBlackScholesProcess", logLevel, &returnCode); goto fail; } ! if (qlAmericanExercise( "my_exercise", ! settlementDate, ! exerciseDate, dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, &returnCode); goto fail; } --- 55,94 ---- "my_blackconstantvol", underlying, ! "Actual/365 (Fixed)", settlementDate, riskFreeRate, dividendYield, + dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlBlackScholesProcess", logLevel, &result); goto fail; } ! if (qlEuropeanExercise( "my_exercise", ! exerciseDate, dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, &result); ! goto fail; ! } ! ! if (qlStrikedTypePayoff( ! "my_payoff", ! "vanilla", ! "put", ! strike, ! dummy, ! returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, &result); ! goto fail; ! } ! ! if (qlPricingEngine( ! "my_engine", ! "AE", // analytic european ! dummy, ! returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, &result); goto fail; } *************** *** 77,95 **** "my_option", // option object ID "my_stochastic", // stochastic process object ID ! "Put", // option type ! "Vanilla", // payoff type ! strike, // strike price "my_exercise", // exercise object ID ! "JR", // engine type (jarrow rudd) dummy, // time steps returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlVanillaOption", logLevel, &returnCode); goto fail; } ! ohLogMessage("high-level interrogation - after qlVanillaOption", logLevel, &returnCode); ! ohLogObject("my_option", &returnCode); ! ohLogMessage("end example program", logLevel, &returnCode); return 0; --- 97,113 ---- "my_option", // option object ID "my_stochastic", // stochastic process object ID ! "my_payoff", // payoff object ID "my_exercise", // exercise object ID ! "my_engine", // engine object ID dummy, // time steps returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlVanillaOption", logLevel, &result); goto fail; } ! ohLogMessage("high-level interrogation - after qlVanillaOption", logLevel, &result); ! ohLogObject("my_option", &result); ! ohLogMessage("end example program", logLevel, &result); return 0; Index: ClientCDemo_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C/ClientCDemo_vc8.vcproj,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** ClientCDemo_vc8.vcproj 11 Jun 2006 18:16:49 -0000 1.3 --- ClientCDemo_vc8.vcproj 28 Aug 2006 10:05:22 -0000 1.4 *************** *** 45,49 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" --- 45,49 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),..\.." PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" *************** *** 137,141 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" --- 137,141 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),..\.." PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" *************** *** 232,236 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" --- 232,236 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),..\.." PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" *************** *** 324,328 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" --- 324,328 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),..\.." PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" |
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144 Modified Files: Contributors.txt Makefile.am QuantLibAddin.nsi QuantLibAddin.sln QuantLibAddin_vc8.sln QuantLibObjects_vc8.vcproj configure.ac Log Message: merge R000313f0-branch Index: QuantLibAddin_vc8.sln =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin_vc8.sln,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** QuantLibAddin_vc8.sln 3 Aug 2006 11:47:34 -0000 1.11 --- QuantLibAddin_vc8.sln 28 Aug 2006 10:05:21 -0000 1.12 *************** *** 1,12 ****  Microsoft Visual Studio Solution File, Format Version 9.00 ! # Visual Studio 2005 Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "AddinC", "Addins\C\AddinC_vc8.vcproj", "{ACCA0906-34AF-4CC4-8426-C3EF41315BF5}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "AddinCalc", "Addins\Calc\AddinCalc_vc8.vcproj", "{10DC0D9D-ABB3-4737-B14D-4FFAD4810A72}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ClientCDemo", "Clients\C\ClientCDemo_vc8.vcproj", "{B598DA76-9F89-4F2D-97D0-54C34C1E3CB4}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ClientCppDemo", "Clients\C++\ClientCppDemo_vc8.vcproj", "{8F04F015-23CA-4D7E-83BE-FF9371D3964D}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "QuantLibObjects", "QuantLibObjects_vc8.vcproj", "{CAB8330C-6424-4455-9285-3654587EF71F}" --- 1,21 ----  Microsoft Visual Studio Solution File, Format Version 9.00 ! # Visual C++ Express 2005 Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "AddinC", "Addins\C\AddinC_vc8.vcproj", "{ACCA0906-34AF-4CC4-8426-C3EF41315BF5}" + ProjectSection(ProjectDependencies) = postProject + {CAB8330C-6424-4455-9285-3654587EF71F} = {CAB8330C-6424-4455-9285-3654587EF71F} + EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "AddinCalc", "Addins\Calc\AddinCalc_vc8.vcproj", "{10DC0D9D-ABB3-4737-B14D-4FFAD4810A72}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ClientCDemo", "Clients\C\ClientCDemo_vc8.vcproj", "{B598DA76-9F89-4F2D-97D0-54C34C1E3CB4}" + ProjectSection(ProjectDependencies) = postProject + {ACCA0906-34AF-4CC4-8426-C3EF41315BF5} = {ACCA0906-34AF-4CC4-8426-C3EF41315BF5} + EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ClientCppDemo", "Clients\C++\ClientCppDemo_vc8.vcproj", "{8F04F015-23CA-4D7E-83BE-FF9371D3964D}" + ProjectSection(ProjectDependencies) = postProject + {CAB8330C-6424-4455-9285-3654587EF71F} = {CAB8330C-6424-4455-9285-3654587EF71F} + EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "QuantLibObjects", "QuantLibObjects_vc8.vcproj", "{CAB8330C-6424-4455-9285-3654587EF71F}" Index: QuantLibAddin.nsi =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin.nsi,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** QuantLibAddin.nsi 31 Jul 2006 08:48:37 -0000 1.4 --- QuantLibAddin.nsi 28 Aug 2006 10:05:21 -0000 1.5 *************** *** 57,66 **** SetOutPath $INSTDIR\Addins\Calc ! File "Addins\Calc\Makefile.vc.debug.crtdll" File "Addins\Calc\QuantLibAddinCalc.def" File "Addins\Calc\QuantLibAddinCalc.idl" SetOutPath $INSTDIR\Clients\Calc ! File /r "Clients\Calc\*.sxc" SetOutPath $INSTDIR\Clients\Guile --- 57,66 ---- SetOutPath $INSTDIR\Addins\Calc ! File "Addins\Calc\Makefile.vc" File "Addins\Calc\QuantLibAddinCalc.def" File "Addins\Calc\QuantLibAddinCalc.idl" SetOutPath $INSTDIR\Clients\Calc ! File /r "Clients\Calc\*.ods" SetOutPath $INSTDIR\Clients\Guile *************** *** 68,71 **** --- 68,90 ---- SetOutPath "$INSTDIR\Docs" + File "Docs\QuantLibAddin-docs-${VER_NUMBER}.chm" + File "Docs\*.doxy" + File "Docs\*.html" + File "Docs\Makefile.vc" + File "Docs\style.css" + + SetOutPath "$INSTDIR\Docs\images" + File "Docs\images\*.ico" + File "Docs\images\*.jpg" + File "Docs\images\*.png" + File "Docs\images\*.gif" + + SetOutPath "$INSTDIR\Docs\pages" + File "Docs\pages\*.docs" + + SetOutPath "$INSTDIR\Docs\auto.pages" + File "Docs\auto.pages\*.docs" + + SetOutPath "$INSTDIR\Docs" File /nonfatal "Docs\QuantLibAddin-docs-${VER_NUMBER}.chm" Index: configure.ac =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/configure.ac,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** configure.ac 29 Jul 2006 19:45:29 -0000 1.4 --- configure.ac 28 Aug 2006 10:05:21 -0000 1.5 *************** *** 94,102 **** Clients/Guile/Makefile Docs/Makefile - gensrc/config/Makefile gensrc/Makefile - gensrc/metadata/Makefile - gensrc/scripts/Makefile - gensrc/stubs/Makefile Makefile qlo/Makefile]) --- 94,98 ---- Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Makefile.am,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** Makefile.am 27 Jul 2006 14:06:30 -0000 1.2 --- Makefile.am 28 Aug 2006 10:05:21 -0000 1.3 *************** *** 2,9 **** SUBDIRS = \ gensrc \ - gensrc/config \ - gensrc/metadata \ - gensrc/scripts \ - gensrc/stubs \ qlo \ Addins/C \ --- 2,5 ---- Index: QuantLibAddin.sln =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin.sln,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** QuantLibAddin.sln 29 Jul 2006 15:32:31 -0000 1.11 --- QuantLibAddin.sln 28 Aug 2006 10:05:21 -0000 1.12 *************** *** 77,94 **** {FE5EE378-AD4E-4B32-8030-C089D7067336}.Release SingleThread.ActiveCfg = Release CRTDLL|Win32 {FE5EE378-AD4E-4B32-8030-C089D7067336}.Release SingleThread.Build.0 = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.All.ActiveCfg = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.All.Build.0 = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug.ActiveCfg = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug.Build.0 = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug CRTDLL.ActiveCfg = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug CRTDLL.Build.0 = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug SingleThread.ActiveCfg = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug SingleThread.Build.0 = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release.ActiveCfg = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release.Build.0 = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release CRTDLL.ActiveCfg = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release CRTDLL.Build.0 = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release SingleThread.ActiveCfg = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release SingleThread.Build.0 = Debug|Win32 {5719B9B4-8566-4CD9-8F74-A3E98BCC55BD}.All.ActiveCfg = Debug CRTDLL|Win32 {5719B9B4-8566-4CD9-8F74-A3E98BCC55BD}.All.Build.0 = Debug CRTDLL|Win32 --- 77,94 ---- {FE5EE378-AD4E-4B32-8030-C089D7067336}.Release SingleThread.ActiveCfg = Release CRTDLL|Win32 {FE5EE378-AD4E-4B32-8030-C089D7067336}.Release SingleThread.Build.0 = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.All.ActiveCfg = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.All.Build.0 = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug.ActiveCfg = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug.Build.0 = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug CRTDLL.ActiveCfg = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug CRTDLL.Build.0 = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug SingleThread.ActiveCfg = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug SingleThread.Build.0 = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release.ActiveCfg = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release.Build.0 = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release CRTDLL.ActiveCfg = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release CRTDLL.Build.0 = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release SingleThread.ActiveCfg = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release SingleThread.Build.0 = Release CRTDLL|Win32 {5719B9B4-8566-4CD9-8F74-A3E98BCC55BD}.All.ActiveCfg = Debug CRTDLL|Win32 {5719B9B4-8566-4CD9-8F74-A3E98BCC55BD}.All.Build.0 = Debug CRTDLL|Win32 Index: Contributors.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Contributors.txt,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** Contributors.txt 29 Jul 2006 19:45:29 -0000 1.2 --- Contributors.txt 28 Aug 2006 10:05:21 -0000 1.3 *************** *** 1,4 **** ! We gratefully acknowledge contributions from Luigi Ballabio, Cristina Duminuco, ! Silvia Frasson, Marco Marchioro, Walter Penschke, Lars Schouw. --- 1,5 ---- ! We gratefully acknowledge contributions from Luigi Ballabio, Marco Bianchetti, ! Cristina Duminuco, Giorgio Facchinetti, Chiara Fornarola, Silvia Frasson, Marco ! Marchioro, Walter Penschke, Mario Pucci, Lars Schouw. Index: QuantLibObjects_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** QuantLibObjects_vc8.vcproj 17 Aug 2006 15:20:10 -0000 1.33 --- QuantLibObjects_vc8.vcproj 28 Aug 2006 10:05:21 -0000 1.34 *************** *** 43,47 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" --- 43,47 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories=".,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" *************** *** 120,124 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" --- 120,124 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories=".,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" *************** *** 196,200 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" --- 196,200 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories=".,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" *************** *** 273,277 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" --- 273,277 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories=".,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" *************** *** 327,342 **** <Files> <Filter - Name="MarketModels" - > - <File - RelativePath="qlo\marketmodels.cpp" - > - </File> - <File - RelativePath="qlo\marketmodels.hpp" - > - </File> - </Filter> - <Filter Name="Enumerations" > --- 327,330 ---- *************** *** 442,453 **** </File> <File - RelativePath="qlo\vo_marketmodels.cpp" - > - </File> - <File - RelativePath="qlo\vo_marketmodels.hpp" - > - </File> - <File RelativePath="qlo\vo_mathf.cpp" > --- 430,433 ---- |
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From: Eric E. <eri...@us...> - 2006-08-28 10:05:56
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++ In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/Clients/C++ Modified Files: ClientCppDemo_vc8.vcproj Makefile.am qlademo.cpp Log Message: merge R000313f0-branch Index: ClientCppDemo_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++/ClientCppDemo_vc8.vcproj,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** ClientCppDemo_vc8.vcproj 11 Jun 2006 18:16:50 -0000 1.3 --- ClientCppDemo_vc8.vcproj 28 Aug 2006 10:05:22 -0000 1.4 *************** *** 44,48 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(QUANTLIBADDIN_DIR),$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" --- 44,48 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" *************** *** 139,143 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(QUANTLIBADDIN_DIR),$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" --- 139,143 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" *************** *** 232,236 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(QUANTLIBADDIN_DIR),$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" --- 232,236 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" *************** *** 324,328 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(QUANTLIBADDIN_DIR),$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" --- 324,328 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++/Makefile.am,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** Makefile.am 27 Jul 2006 14:06:30 -0000 1.2 --- Makefile.am 28 Aug 2006 10:05:22 -0000 1.3 *************** *** 7,11 **** EXTRA_DIST = \ - ClientCppDemo.dsp \ ClientCppDemo.vcproj \ ClientCppDemo_vc8.vcproj --- 7,10 ---- Index: qlademo.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++/qlademo.cpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** qlademo.cpp 27 Jul 2006 14:06:30 -0000 1.3 --- qlademo.cpp 28 Aug 2006 10:05:22 -0000 1.4 *************** *** 1,5 **** /* ! Copyright (C) 2004, 2005 Eric Ehlers This file is part of QuantLib, a free-software/open-source library --- 1,5 ---- /* ! Copyright (C) 2004, 2005, 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library *************** *** 16,19 **** --- 16,20 ---- */ + #include <oh/objhandler.hpp> #include <ql/quantlib.hpp> #include <qlo/qladdin.hpp> *************** *** 21,24 **** --- 22,33 ---- #include <iostream> + #ifdef BOOST_MSVC + # define BOOST_LIB_DIAGNOSTIC + # include <oh/auto_link.hpp> + # include <qlo/qladdindefines.hpp> + # include <qlo/auto_link.hpp> + # undef BOOST_LIB_DIAGNOSTIC + #endif + using namespace std; using namespace QuantLib; |
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From: Eric E. <eri...@us...> - 2006-08-28 10:05:31
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/Docs/pages Modified Files: build.tutorial.docs calc.docs evaluationdate.docs faq.docs functional.docs history.docs index.docs installation.docs people.docs Removed Files: build.quantlib.docs build.sourceforge.anonymous.docs build.sourceforge.developer.docs build.vc.docs Log Message: merge R000313f0-branch --- build.vc.docs DELETED --- --- build.quantlib.docs DELETED --- --- build.sourceforge.anonymous.docs DELETED --- Index: functional.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/functional.docs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** functional.docs 19 May 2006 16:56:16 -0000 1.1 --- functional.docs 28 Aug 2006 10:05:24 -0000 1.2 *************** *** 22,32 **** platform-independent documentation of %QuantLibAddin functionality. ! Section \ref functions is an alphabetic list of links to the documentation for all functions in %QuantLibAddin. ! Section \ref categories is a list of links to documentation of %QuantLibAddin functions by category. ! The \ref enums page documents alphanumeric codes which %QuantLibAddin recognizes to indicate minor or transient %QuantLib classes which are constructed as part of larger operations. --- 22,32 ---- platform-independent documentation of %QuantLibAddin functionality. ! Section <a href="auto/all.html">functions</a> is an alphabetic list of links to the documentation for all functions in %QuantLibAddin. ! Section <a href="auto/categories.html">categories</a> is a list of links to documentation of %QuantLibAddin functions by category. ! The <a href="auto/enums.html">enums</a> page documents alphanumeric codes which %QuantLibAddin recognizes to indicate minor or transient %QuantLib classes which are constructed as part of larger operations. Index: faq.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/faq.docs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** faq.docs 22 Jun 2006 10:56:35 -0000 1.2 --- faq.docs 28 Aug 2006 10:05:24 -0000 1.3 *************** *** 273,276 **** --- 273,295 ---- \section faq_excel What's the difference between QuantLibXL and QuantLibAddin? + The name QuantLibXL was originally applied to an Excel addin which supplemented + QuantLib releases 0.3.3 through 0.3.8. That project was discontinued. + + All %QuantLibAddin releases have included an Excel addin. Beginning with + %QuantLibAddin version 0.3.13, the QuantLibXL name has been resurrected and + given to the %QuantLibAddin build for the Excel platform. The + %QuantLibAddin/QuantLibXL projects are structured as follows: + - <a href="http://www.quantlibxl.org">http://www.quantlibxl.org</a> - + A compiled, documented Excel addin, for end business users + - <a href="http://www.quantlibaddin.org">http://www.quantlibaddin.org</a> - + Core project, for people who are interested in + - compiling %QuantLibAddin/QuantLibXL from source code + - implementations of %QuantLibAddin on platforms other than Excel, such + as OpenOffice.org Calc + + The table below summarizes the differences between the old QuantLibXL project + versus the new %QuantLibAddin project, including the Excel addin which has taken + over the QuantLibXL name: + <table> <tr> *************** *** 287,291 **** <td><b>Lifecycle</b></td> <td>Stable, discontinued. Last updated for QuantLib 0.3.8</td> ! <td>Prototype which at the time of this writing is under active development</td> </tr> <tr> --- 306,310 ---- <td><b>Lifecycle</b></td> <td>Stable, discontinued. Last updated for QuantLib 0.3.8</td> ! <td>Stable application which at the time of this writing is under active development</td> </tr> <tr> --- build.sourceforge.developer.docs DELETED --- Index: people.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/people.docs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** people.docs 29 Jul 2006 19:45:29 -0000 1.2 --- people.docs 28 Aug 2006 10:05:24 -0000 1.3 *************** *** 41,46 **** \section contributors Contributors ! We gratefully acknowledge contributions from Luigi Ballabio, Cristina Duminuco, ! Silvia Frasson, Marco Marchioro, Walter Penschke, Lars Schouw. \section acknowledgements Acknowledgements --- 41,47 ---- \section contributors Contributors ! We gratefully acknowledge contributions from Luigi Ballabio, Marco Bianchetti, ! Cristina Duminuco, Giorgio Facchinetti, Chiara Fornarola, Silvia Frasson, Marco ! Marchioro, Walter Penschke, Mario Pucci, Lars Schouw. \section acknowledgements Acknowledgements Index: index.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/index.docs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** index.docs 28 Jun 2006 13:27:10 -0000 1.3 --- index.docs 28 Aug 2006 10:05:24 -0000 1.4 *************** *** 24,33 **** /*! \page index QuantLibAddin \section overview Overview ! %QuantLibAddin implements an interface supporting a subset of QuantLib ! functionality. Constructor, member and utility functions are defined ! in XML metadata from which a Python application generates source code ! for supported platforms: \li Microsoft Excel --- 24,45 ---- /*! \page index QuantLibAddin + %QuantLibAddin exports the functionality of the + <a href="http://quantlib.org">QuantLib</a> C++ analytics library to a variety + of end-user platforms including Microsoft Excel and OpenOffice.org Calc. + + The %QuantLibAddin Excel implementation resides in a separate project called + QuantLibXL. If you're looking for a compiled Excel addin with documentation, + please go to the QuantLibXL website: + <a href="http://www.quantlibxl.org">www.quantlibxl.org</a> + + Stay here if you're interested in: + \li compiling %QuantLibAddin/QuantLibXL from source code + \li %QuantLibAddin implementations for non-Excel platforms + \section overview Overview ! Constructor, member and utility functions are defined in XML metadata from ! which Python application <a href="http://www.gensrc.org">gensrc</a> generates ! source code for supported platforms: \li Microsoft Excel *************** *** 38,46 **** <div class="center"><img src="images/screenshot.jpg"></div> ! The ObjectHandler repository is used to provide an object oriented ! environment even on procedural platforms such as spreadsheets - QuantLib ! objects may be constructed, interrogated, passed as arguments to other ! functions, and destructed. Polymorphism is supported, for example ! function qlNPV returns the NPV of an Instrument and can be invoked on an instance of any derived class - Swap, Bond, etc. --- 50,58 ---- <div class="center"><img src="images/screenshot.jpg"></div> ! The <a href="http://www.objecthandler.org">ObjectHandler</a> repository is used ! to provide an object oriented environment even on procedural platforms such as ! spreadsheets - QuantLib objects may be constructed, interrogated, passed as ! arguments to other functions, and destructed. Polymorphism is supported, for ! example function qlNPV returns the NPV of an Instrument and can be invoked on an instance of any derived class - Swap, Bond, etc. *************** *** 48,66 **** %QuantLibAddin shares the QuantLib project structure with regard to ! distribution, licensing, etc., all of which is documented on the main ! QuantLib website:<br> http://quantlib.org \section introduction Introduction ! Please refer to document \ref installation for instructions on ! building %QuantLibAddin. ! The section \ref functional provides platform-independent, ! end-user documentation of %QuantLibAddin functionality. ! Additional information is available from the links at the left, ! if you have a question which is not answered here please send ! email to qua...@li.... */ --- 60,78 ---- %QuantLibAddin shares the QuantLib project structure with regard to ! distribution, licensing, etc., all of which is documented on the main QuantLib ! website:<br> http://quantlib.org \section introduction Introduction ! Please refer to document \ref installation for instructions on building ! %QuantLibAddin. ! The section \ref functional provides platform-independent, end-user ! documentation of %QuantLibAddin functionality. ! Additional information is available from the links at the left, if you have a ! question which is not answered here please send email to ! qua...@li.... */ Index: history.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/history.docs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** history.docs 19 May 2006 16:56:16 -0000 1.1 --- history.docs 28 Aug 2006 10:05:24 -0000 1.2 *************** *** 24,28 **** /*! \page history Version History ! <strong>Release 0.3.13 - ??? 2006</strong> REQUIRED PACKAGES --- 24,65 ---- /*! \page history Version History ! <strong>Release 0.3.13 - August 2006</strong> ! ! %QuantLibAddin 0.3.13 is a major release comprising a several fold increase ! in the size and complexity of the application. The project has also been ! restructured as summarized below. ! ! QUANTLIBXL ! ! The name QuantLibXL was originally applied to an Excel addin which supplemented ! QuantLib releases 0.3.3 through 0.3.8. That project was discontinued. ! ! All %QuantLibAddin releases have included an Excel addin. Beginning with ! %QuantLibAddin version 0.3.13, the QuantLibXL name has been resurrected and ! given to the %QuantLibAddin build for the Excel platform. The new QuantLibXL ! project reflects the fact that the majority of interest in %QuantLibAddin ! originates from end business users on the Excel platform. The new QuantLibXL ! project has a separate web page ! (<a href="http://www.quantlibxl.org">http://www.quantlibxl.org</a>) ! and provides a Windows installer for the compiled package. ! ! For a further breakdown of the differences between the old and new QuantLibXL ! projects, please see the following item in the %QuantLibAddin FAQ: ! \ref faq_excel ! ! GENSRC ! ! gensrc (<a href="http://www.gensrc.org">http://www.gensrc.org</a>) is a Python ! application which takes XML descriptions of functions defined in a library and ! generates source code for addins on supported platforms including Microsoft ! Excel and OpenOffice.org Calc. gensrc is used to autogenerate source code for ! %QuantLibAddin and ObjectHandler. ! ! gensrc was previously called srcgen, and resided in a subdirectory of ! %QuantLibAddin versions prior to 0.3.13. gensrc has been separated from ! %QuantLibAddin 0.3.13 into a standalone project. gensrc has adopted the ! %version numbering scheme from ObjectHandler, hence %QuantLibAddin 0.3.13 ! %relies on gensrc version 0.1.4. gensrc was renamed from srcgen because of a ! %conflict with another SourceForge project. REQUIRED PACKAGES *************** *** 30,42 **** - QuantLib version 0.3.13 - ObjectHandler version 0.1.4 FUNCTIONALITY ! - xx new functions / xx in total - support for Value Objects (Plamen Neykov) (see ObjectHandler documentation for details) ! - Additional functionality for options - greeks, Bermudan payoffs, other ! minor enhancements ! - Function to set the global value of the evaluation date <strong>Release 0.3.12 - March 2006</strong> --- 67,91 ---- - QuantLib version 0.3.13 - ObjectHandler version 0.1.4 + - gensrc version 0.1.4 FUNCTIONALITY ! - 146 new functions / 227 in total ! - all functionality revised and enhanced, new functionality in following ! categories: ! calendar, capletvolstructure, date, daycounter, exercise, ! forwardrateagreement, generalstatistics, incrementalstatistics, ! index, marketmodels, mathf, optimization, payoffs, prices, ! pricingengines, processes, randomsequencegenerator, ratehelpers, ! schedule, shortratemodels, simpleswap, swap, swaption, ! swaptionvolstructure - support for Value Objects (Plamen Neykov) (see ObjectHandler documentation for details) ! - numerous refinements and enhancements to the design including: ! - lower-level access to QuantLib functionality such as Handles ! - support for "permanent objects" which aren't deleted by garbage ! collection ! - richer function interface including better support for enumerated ! datatypes, object references, datatype conversions <strong>Release 0.3.12 - March 2006</strong> Index: evaluationdate.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/evaluationdate.docs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** evaluationdate.docs 22 Jun 2006 10:56:35 -0000 1.2 --- evaluationdate.docs 28 Aug 2006 10:05:24 -0000 1.3 *************** *** 30,35 **** Alternatively QuantLib offers support for Sessions which allow the client application to implement multiple instances of the evaluation date. When this functionality is enabled, %QuantLibAddin defines a session as an Excel workbook, so that a group of related objects which require a common instance of the evaluation date can be isolated in a single workbook. ! Function \ref qlEvaluationDate can be called to query the value of the Evaluation Date in a given context. ! \section eval_quantlib QuantLib --- 30,34 ---- Alternatively QuantLib offers support for Sessions which allow the client application to implement multiple instances of the evaluation date. When this functionality is enabled, %QuantLibAddin defines a session as an Excel workbook, so that a group of related objects which require a common instance of the evaluation date can be isolated in a single workbook. ! Function <a href="auto/date.html#qlEvaluationDate">qlEvaluationDate</a> can be called to query the value of the Evaluation Date in a given context. \section eval_quantlib QuantLib Index: build.tutorial.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/build.tutorial.docs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** build.tutorial.docs 24 Jul 2006 08:53:37 -0000 1.1 --- build.tutorial.docs 28 Aug 2006 10:05:24 -0000 1.2 *************** *** 1,13 **** /*! \page build_tutorial Build Tutorial ! This document explains how to configure your computer so that you can access ! the QuantLib CVS source code repository on SourceForge and build QuantLib. ! This is a three step process:<br> ! 1) install Visual C++<br> ! 2) set up SourceForge access - either anonymous or developer<br> ! 3) build QuantLib (including ObjectHandler and QuantLibAddin) ! Please follow the links at left for step by step instructions. */ --- 1,299 ---- + + /* + Copyright (C) 2006 Eric Ehlers + + This file is part of QuantLib, a free-software/open-source library + for financial quantitative analysts and developers - http://quantlib.org/ + + QuantLib is free software developed by the QuantLib Group; you can + redistribute it and/or modify it under the terms of the QuantLib License; + either version 1.0, or (at your option) any later version. + + This program is distributed in the hope that it will be useful, + but WITHOUT ANY WARRANTY; without even the implied warranty of + MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + QuantLib License for more details. + + You should have received a copy of the QuantLib License along with this + program; if not, please email qua...@li... + + The QuantLib License is also available at http://quantlib.org/license.html + The members of the QuantLib Group are listed in the QuantLib License + */ + /*! \page build_tutorial Build Tutorial ! This document explains how to build QuantLibXL and its prerequisites from ! source code. Each step is documented in detail: ! \ref sec_build_vc8 \n ! \ref sec_build_python \n ! \ref sec_build_boost \n ! \ref sec_build_runtime \n ! \ref sec_build_naming \n ! \ref sec_build_directories \n ! \ref sec_build_quantlib \n ! \ref sec_build_quantlibtestsuite \n ! \ref sec_build_quantlibfunctions \n ! \ref sec_build_log4cxx \n ! \ref sec_build_gensrc \n ! \ref sec_build_objecthandler \n ! \ref sec_build_quantlibaddin \n ! \ref sec_build_usage \n ! \ref sec_build_links \n ! \section sec_build_vc8 Install Visual C++ ! ! This section explains how to install Visual C++ (also known as VC8). VC8 is ! available either as a free download called Visual Studio Express, or for ! purchase as a component of Microsoft Visual Studio 2005 Professional Edition. ! ! A prerequisite for VC8 is Windows XP Service Pack 2. If you have the VC8 disks ! you can get SP2 from them otherwise you need to install it online. ! ! Then launch VC8 setup, when prompted to choose <tt>default/full/custom</tt> ! installation, choose custom, and configure the next screen as shown: ! ! <img src="images/VC8_custom.jpg"> ! ! \section sec_build_python Install Python ! ! Both Boost and gensrc (described below) require you to have Python installed on ! your machine. Please go to the ! <a href="http://www.python.org/">python website</a> and download and install Python. ! ! \section sec_build_boost Install and Build Boost ! ! QuantLib depends on the Boost library. Procedures for downloading and ! installing Boost may be found at: ! <a href="http://www.boost.org/more/getting_started.html">http://www.boost.org/more/getting_started.html</a>. ! Below is a brief summary of the procedure, assuming the use of the VC8 ! compiler: ! \li Download Boost from <a href="www.boost.org">www.boost.org</a>: get the latest version of the \c boost package and the ntx86 binary version of the \c boost-jam package (<tt>boost_1_33_1.exe</tt> and <tt>boost-jam-3.1.12-1-ntx86.zip</tt> respectively at the time of this writing). ! \li Run <tt>boost_1_33_1.exe</tt> and it will extract files to a folder of your choice (for this example it's assumed to be <tt>C:\\Projects</tt>) creating a boost_1_33_1 subfolder. Your Boost top level dir will be <tt>C:\\Projects\\boost_1_33_1</tt>. ! \li Now unzip <tt>boost-jam-3.1.12-1-ntx86.zip</tt> and copy the extracted <tt>bjam.exe</tt> file into <tt>C:\\Projects\\boost_1_33_1</tt>. ! \li From the Start menu access <tt>Programs | Microsoft Visual Studio 2005 | Microsoft Visual Studio 2005 Command Prompt</tt>. Change the directory, selecting your Boost top level directory <tt>C:\\Projects\\boost_1_33_1</tt> ! \li run the command: ! \verbatim ! C:\Projects\boost_1_33_1>bjam "-sTOOLS=vc-8_0" install ! \endverbatim ! This command will create the Boost include directory <tt>C:\\Boost\\include\\boost-1_33_1</tt> and the Boost library directory <tt>C:\\Boost\\lib</tt>. Relax: it takes a long while. ! \li You need to configure VC8 with the location of the Boost header files. Under <tt>Tools/Options/Projects and Solutions/VC++ Directories</tt>, select Include files and specify the path to the top level directory containing the Boost header files <tt>C:\\Boost\\include\\boost-1_33_1</tt>: ! ! <img src="images/boost_include_path.jpg"> ! ! \li You need to configure VC8 with the location of the Boost lib files. Under <tt>Tools/Options/Projects and Solutions/VC++ Directories</tt>, select Library files and specify the path to the top level directory containing the Boost lib files <tt>C:\\Boost\\lib</tt>: ! ! <img src="images/boost_lib_path.jpg"> ! ! \section sec_build_runtime A Note on Runtime Libraries ! ! You are now ready to build QuantLib. You need to compile the following projects: ! - <a href="http://quantlib.org/">QuantLib</a> - the core C++ analytics library ! - log4cxx - a logging framework, used by ObjectHandler ! - <a href="http://www.objecthandler.org">ObjectHandler</a> - an object repository ! - <a href="http://www.quantlibaddin.org">QuantLibAddin</a> - Addins for QuantLib functionality ! - <a href="http://www.quantlibxl.org">QuantLibXL</a> - the Excel implementation of QuantLibAddin ! ! These projects are available with four different runtime libraries ! (configurations): Debug, Debug CRTDLL, Release, and Release CRTDLL. The Debug ! and Release configurations are statically linked to the Microsoft C Runtime ! environment. The CRTDLL configurations are dynamically linked, meaning that ! your executable will have a run-time dependency on the Microsoft C Runtime ! DLLs. ! ! All five of the above projects must be built with the same runtime library. ! This example assumes the use of configuration <b>Release</b>. ! ! \section sec_build_naming A Note on VC Workspace Naming Conventions ! ! QuantLib uses the following conventions for naming VC workspaces: ! ! <table> ! <tr><td><b>VC version</b></td><td><b>Workspace Name</b></td></tr> ! <tr><td>6</td><td>xxx.dsp</td></tr> ! <tr><td>7</td><td>xxx.sln</td></tr> ! <tr><td>8</td><td>xxx_vc8.sln</td></tr> ! </table> ! ! As you're using VC8 be sure to open the workspaces named with the ! <b>_vc8.sln</b> suffix. Note that VC6 workspaces are provided for QuantLib but ! not QuantLibAddin. ! ! \section sec_build_directories A Note on Directories ! ! There is one requirement with regard to the directories to which the source ! code is unzipped - QuantLibAddin and QuantLibXL must reside side by side in ! the directory tree, and the name of the QuantLibXL directory must be exactly ! "QuantLibXL" (no version number) e.g: ! \verbatim ! C:\projects\QuantLibAddin-0.3.13 ! C:\projects\QuantLibXL ! \endverbatim ! ! This is because the QuantLibAddin project contains references to the QuantLibXL ! project in the format "..\QuantLibXL". ! ! The other packages may be installed anywhere. The location of each package ! is indicated by the appropriate environment variable: ! \li QL_DIR (must be set manually) ! \li GENSRC_DIR (set by the installer) ! \li LOG4CXX_DIR (set by the installer) ! \li OBJECT_HANDLER_DIR (set by the installer) ! \li QUANTLIBADDIN_DIR (set by the installer) ! ! For purposes of this tutorial we assume all packages are installed to C:\\projects e.g.: ! \verbatim ! C:\projects\QuantLib-0.3.13 ! C:\projects\gensrc-0.1.4 ! C:\projects\log4cxx-0.9.7a ! C:\projects\ObjectHandler-0.1.4 ! C:\projects\QuantLibAddin-0.3.13 ! C:\projects\QuantLibXL ! \endverbatim ! ! You need to restart VC8 (and possibly Windows) to pick up changes to the values ! of environment variables. The environment variables above are required only ! during the build process, no environment variables are referenced at run-time. ! ! \section sec_build_quantlib Install and Build QuantLib ! ! Uncompress the QuantLibAddin zip file to your hard drive, and set environment ! variable QL_DIR. Included in the download is the QuantLib VC8 workspace file ! <tt>QuantLib_vc8.sln</tt>. This file resides in the top level QuantLib ! directory. ! ! Launch VC8 and load the QuantLib project. Ensure that runtime library ! <tt>Release</tt> is selected, highlight the <tt>QuantLib</tt> project, and ! select <tt>Build/Build QuantLib</tt>: ! ! <img src="images/ql_build.jpg"> ! ! The build process creates file <tt>QuantLib\\lib\\QuantLib-vc80-mt-s-0_3_13.lib</tt>. ! ! Create environment variable <tt>QL_DIR</tt> and set it equal to the path to the ! top-level QuantLib directory. The compilation of QuantLibAddin will rely on ! the value of <tt>QL_DIR</tt> in order to locate the QuantLib headers and lib ! file. In other words the QuantLibAddin compilation will expect to find ! - QuantLib header files in directory <tt>\$(QL_DIR)\\include</tt> ! - QuantLib lib file <tt>QuantLib-vc80-mt-s-0_3_13.lib</tt> in directory <tt>\$(QL_DIR)\\lib</tt> ! ! \section sec_build_quantlibtestsuite Run the QuantLib Testsuite ! ! It's a good idea to verify the status of the QuantLib library by compiling the testsuite. This will run the testsuite executable automatically (should take less than half an hour in Release configuration, few hours in Debug) and report something like: ! ! \verbatim ! 1>Auto run test ! 1>===================================== ! 1>Testing QuantLib-vc80-mt-s-0_3_13.lib ! 1>===================================== ! 1>Running moreThan200 test cases... ! 1>Platform: Win32 ! 1>Compiler: Microsoft Visual C++ version 8.0 ! 1>STL : Dinkumware standard library version 405 ! 1>Boost : 1.33.1 ! 1>Testing Barone-Adesi and Whaley approximation for American options... ! [...] ! 1>Testing old-style Monte Carlo multi-factor pricers... ! 1> ! 1>Tests completed in XX m ! 1>Test suite "QuantLib test suite" passed with: ! 1> moreThan200 assertions out of moreThan200 passed ! 1> moreThan200 test cases out of moreThan200 passed ! 1>Build log was saved at ! 1>"file://c:\Projects\QuantLib\test-suite\build\vc80\Release\BuildLog.htm" ! 1>testsuite - 0 error(s), 0 warning(s) ! \endverbatim ! ! \section sec_build_quantlibfunctions Build QuantLibFunctions ! ! Still in the QuantLib workspace, under configuration <tt>Release</tt>, choose ! solution <tt>QuantLibFunctions</tt>, and do <tt>Build/Build ! QuantLibFunctions</tt>. The build process creates file ! <tt>QuantLib\\lib\\QuantLibFunctions-vc80-mt-s-0_3_13.lib</tt>. ! ! \section sec_build_log4cxx Install and Build log4cxx ! ! Download <tt>log4cxx-0.9.7a.exe</tt> from the ObjectHandler 0.1.4 section of the ! <a href="http://sourceforge.net/project/showfiles.php?group_id=12740">QuantLib downloads page</a> ! and install it to your hard drive. The installer sets environment variable ! <tt>LOG4CXX_DIR</tt> equal to the top-level log4cxx installation directory. ! ! In VC8, open the log4cxx VC8 workspace ! <tt>log4cxx-0.9.7a\\msvc\\log4cxx_vc8.sln</tt>. Choose configuration ! <tt>Release</tt>, solution <tt>static</tt>, and do <tt>Build/Build Static</tt>. ! The build process creates file ! <tt>log4cxx-0.9.7a\\msvc\\lib\\log4cxxs-vc80-mt-s.lib</tt>. ! ! \section sec_build_gensrc Install gensrc ! ! Download <tt>gensrc-0.1.4.exe</tt> from the ObjectHandler 0.1.4 section of the ! <a href="http://sourceforge.net/project/showfiles.php?group_id=12740">QuantLib downloads page</a> ! and install it to your hard drive. The installer sets environment variable ! <tt>GENSRC_DIR</tt> equal to the top-level gensrc installation directory. ! ! There is nothing to build or compile for the gensrc project. gensrc is a ! library of python modules. The ObjectHandler and QuantLibAddin projects ! contain executable python scripts which load the gensrc modules. ! ! \section sec_build_objecthandler Install and Build ObjectHandler ! ! Download <tt>ObjectHandler-0.1.4.exe</tt> from the ! <a href="http://sourceforge.net/project/showfiles.php?group_id=12740">QuantLib downloads page</a> ! and install it to your hard drive. The installer sets environment variable ! <tt>OBJECT_HANDLER_DIR</tt> equal to the top-level installation directory. ! ! In VC8, open the ObjectHandler VC8 workspace ! <tt>ObjectHandler\\ObjectHandler_vc8.sln</tt>. Choose configuration ! <tt>Release</tt>, solution <tt>ohxllib</tt>, and do <tt>Build/Build ! ohxllib</tt>. The build process creates file ! <tt>ObjectHandler\\ohxl\\ohxllib\\lib\\ObjectHandler-vc80-mt-s-0_1_4.lib</tt>. ! ! \section sec_build_quantlibaddin Install and Build QuantLibAddin ! ! Download <tt>QuantLibAddin-0.3.13.exe</tt> and <tt>QuantLibXL-0.3.13.exe</tt> from the ! <a href="http://sourceforge.net/project/showfiles.php?group_id=12740">QuantLib downloads page</a> ! and install them to your hard drive. As explained above in section \ref sec_build_directories, ! QuantLibAddin and QuantLibXL must be installed side-by-side in the directory tree. ! ! The installer sets environment variable QUANTLIBADDIN_DIR. No environment variable is ! required for the QuantLibXL project. ! ! The QuantLibAddin VC8 workspace loads files from the QuantLibXL directory. Therefore ! from within the QuantLibAddin VC8 environment you can work on both QuantLibAddin and ! QuantLibXL. It is not necessary to load QuantLibXL separately into VC8. ! ! In VC8, open the QuantLibAddin VC8 workspace ! <tt>QuantLibAddin\\QuantLibAddin_vc8.sln</tt>. Choose configuration ! <tt>Release</tt>, solution <tt>QuantLibXL</tt>, and do <tt>Build/Build ! QuantLibXL</tt>. The build process creates the QuantLibAddin XLL file ! <tt>QuantLibXL\\xll\\QuantLibXL-vc80-mt-s-0_3_13.xll</tt>. ! ! \section sec_build_usage Usage ! ! To launch the QuantLibAddin Excel addin: ! - start Excel ! - load the addin <tt>QuantLibXL\\xll\\QuantLibXL-vc80-mt-s-0_3_13.xll</tt> ! - load a sample spreadsheet e.g. <tt>QuantLibXL\\Workbooks\\OriginalExamples\\instruments.xls</tt> ! - hit <tt>Ctrl-Alt-F9</tt> to force a recalculation of all formulas ! ! If you want to have the QuantLibAddin XLL loaded every time you start Excel, ! you can accomplish this as follows: ! \li start Excel ! \li ensure that at least one workbook is loaded - creating a new empty workbook if necessary ! \li do <tt>Tools/Add-Ins</tt>, and click the Browse button ! \li browse your way to the QuantLibAddin XLL and click OK ! ! \section sec_build_links Links ! ! For further information please consult the following links: ! - <a href="http://quantlib.org/">QuantLib home page</a> ! - <a href="http://quantlib.org/reference/faq.html">general QuantLib FAQ</a> ! - <a href="http://quantlib.org/developerFAQ.shtml">QuantLib developer FAQ</a> ! - <a href="http://www.gensrc.org">gensrc home page</a> ! - <a href="http://www.objecthandler.org">ObjectHandler home page</a> ! - <a href="http://www.quantlibaddin.org/">QuantLibAddin home page</a> ! - <a href="http://www.quantlibaddin.org/faq.html">QuantLibAddin FAQ</a> ! - <a href="http://www.quantlibxl.org/">QuantLibXL home page</a> */ Index: calc.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/calc.docs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** calc.docs 19 May 2006 16:56:16 -0000 1.1 --- calc.docs 28 Aug 2006 10:05:24 -0000 1.2 *************** *** 1,5 **** /* ! Copyright (C) 2004, 2005 Eric Ehlers This file is part of QuantLib, a free-software/open-source library --- 1,5 ---- /* ! Copyright (C) 2004, 2005, 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library *************** *** 27,35 **** Before compiling an Addin for OOo Calc you'll need to install: ! \li <a href="http://java.sun.com/j2se/1.4.2/download.html">Java 2 Platform, Standard Edition ("J2SE")</a> ! \li <a href="http://www.openoffice.org/dev_docs/source/sdk/index.html">OpenOffice.org Software Development Kit ("OOo SDK")</a> Unfortunately the OOo SDK requires the J2SE, even on platforms (such as Fedora) where Java dependency has been removed from OOo, and for Addins (such as %QuantLibAddin) with no dependency on Java. \subsection calc_env Environment Variables --- 27,39 ---- Before compiling an Addin for OOo Calc you'll need to install: ! \li <a href="http://java.sun.com/j2se/1.5.0/download-netbeans.html">J2SE Development Kit</a> ! \li <a href="http://download.openoffice.org/2.0.2/sdk.html">OpenOffice.org Software Development Kit ("OOo SDK")</a> Unfortunately the OOo SDK requires the J2SE, even on platforms (such as Fedora) where Java dependency has been removed from OOo, and for Addins (such as %QuantLibAddin) with no dependency on Java. + When installing the OOo SDK: + \li make sure you get the version of the OOo SDK that corresponds to the version of OOo which you have installed. QuantLibAddin 0.3.13 has been tested against OOo/OOo SDK versions 2.0.1 and 2.0.2. + \li the OOo SDK must be installed to a path which contains no spaces, because of a bug in OOo SDK utility \c idlc which prevents it from processing pathnames containing spaces. + \subsection calc_env Environment Variables *************** *** 39,62 **** <b>variable:</b> OFFICE_PROGRAM_PATH<br> <b>description:</b> location of OOo program directory<br> ! <b>value on Linux:</b> /usr/lib/ooo-1.1/program<br> ! <b>value on Windows:</b> C:\\Program Files\\OpenOffice.org1.1.3\\program<br> <b>variable:</b> OFFICE_SDK_PATH<br> <b>description:</b> location of OOo SDK<br> ! <b>value on Linux:</b> /path/to/OpenOffice.org1.1_SDK<br> ! <b>value on Windows:</b> C:\\path\\to\\OpenOffice.org1.1_SDK<br> <b>variable:</b> PATH<br> <b>description:</b> Must include location of OOo SDK bin directory<br> ! <b>value on Linux:</b> /path/to/OpenOffice.org1.1_SDK/linux/bin<br> ! <b>value on Windows:</b> C:\\path\\to\\OpenOffice.org1.1_SDK\\windows\\bin<br> </tt> On Linux, you might want to add the appropriate commands to the initialization file for your login shell, e.g: ! \verbatim ! export OFFICE_PROGRAM_PATH="/usr/lib/ooo-1.1/program" ! export OFFICE_SDK_PATH="/path/to/OpenOffice.org1.1_SDK" ! PATH=$PATH:$OFFICE_SDK_PATH/linux/bin ! \endverbatim \subsection calc_build Build --- 43,67 ---- <b>variable:</b> OFFICE_PROGRAM_PATH<br> <b>description:</b> location of OOo program directory<br> ! <b>value on Linux:</b> /usr/lib/openoffice.org2.0/program<br> ! <b>value on Windows:</b> C:\\Program Files\\OpenOffice.org 2.0\\program<br> <b>variable:</b> OFFICE_SDK_PATH<br> <b>description:</b> location of OOo SDK<br> ! <b>value on Linux:</b> /opt/openoffice.org2.0_sdk<br> ! <b>value on Windows:</b> C:\\OpenOffice.org_2.0_SDK<br> <b>variable:</b> PATH<br> <b>description:</b> Must include location of OOo SDK bin directory<br> ! <b>value on Linux:</b> /opt/openoffice.org2.0_sdk/linux/bin<br> ! <b>value on Windows:</b> C:\\OpenOffice.org_2.0_SDK\\windows\\bin<br> </tt> On Linux, you might want to add the appropriate commands to the initialization file for your login shell, e.g: ! ! <tt> ! export OFFICE_PROGRAM_PATH="/usr/lib/openoffice.org2.0/program"<br> ! export OFFICE_SDK_PATH="/opt/openoffice.org2.0_sdk"<br> ! PATH=$PATH:$OFFICE_SDK_PATH/linux/bin<br> ! </tt> \subsection calc_build Build *************** *** 64,71 **** Below are the steps required to compile and install an Addin for OpenOffice.org Calc (Windows and Linux). These steps have been incorporated into the %QuantLibAddin Calc makefiles for all compilers/platforms. ! \li \b idlc - Run OOo utility \b idlc to compile the idl (interface definition language) file QuantLibAddin.idl into urd (UNO reflection data) file QuantLibAddin.urd. The urd file comprises binary descriptions of the types in the Addin. ! \li \b regmerge - Run OOo utility \b regmerge to merge the urd file into rdb (registry database) file QuantLibAddin.rdb. The rdb is used by OOo at runtime to infer the functionality available in the Addin. \li \b cppumaker - Run OOo utility \b cppumaker to generate the source code corresponding to the definitions in the rdb. ! \li \b compile - Compile the Addin, including the source generated above, plus the function implementation source code supplied for the Addin. The Addin is compiled into a shared library, i.e. \b QuantLibAddin.dll (Windows) or <b>libQuantLibAddinCalc-0.3.13.so</b> (Linux). \li \b install - Copy the Addin's shared library and registry database to the OOo program directory. --- 69,76 ---- Below are the steps required to compile and install an Addin for OpenOffice.org Calc (Windows and Linux). These steps have been incorporated into the %QuantLibAddin Calc makefiles for all compilers/platforms. ! \li \b idlc - Run OOo utility \b idlc to compile the idl (interface definition language) file QuantLibAddinCalc.idl into urd (UNO reflection data) file QuantLibAddinCalc.urd. The urd file comprises binary descriptions of the types in the Addin. ! \li \b regmerge - Run OOo utility \b regmerge to merge the urd file into rdb (registry database) file QuantLibAddinCalc.rdb. The rdb is used by OOo at runtime to infer the functionality available in the Addin. \li \b cppumaker - Run OOo utility \b cppumaker to generate the source code corresponding to the definitions in the rdb. ! \li \b compile - Compile the Addin, including the source generated above, plus the function implementation source code supplied for the Addin. The Addin is compiled into a shared library, i.e. <b>QuantLibAddinCalc-vc71-mt-0_3_13.dll</b> (Windows) or <b>libQuantLibAddinCalc-0.3.13.so</b> (Linux). \li \b install - Copy the Addin's shared library and registry database to the OOo program directory. *************** *** 78,94 **** <tt> [Bootstrap]<br> ! UNO_SHARED_PACKAGES=${$SYSBINDIR/bootstraprc:BaseInstallation}/share/uno_packages<br> UNO_SHARED_PACKAGES_CACHE=$UNO_SHARED_PACKAGES/cache<br> ! UNO_USER_PACKAGES=${$SYSBINDIR/bootstraprc:UserInstallation}/user/uno_packages<br> UNO_USER_PACKAGES_CACHE=$UNO_USER_PACKAGES/cache<br> ! UNO_TYPES=$SYSBINDIR/types.rdb ?$UNO_SHARED_PACKAGES_CACHE/types.rdb<br> ! ?$UNO_USER_PACKAGES_CACHE/types.rdb <b>$SYSBINDIR/QuantLibAddin.rdb</b><br> ! UNO_SERVICES=?$UNO_USER_PACKAGES_CACHE/services.rdb<br> ! ?$UNO_SHARED_PACKAGES_CACHE/services.rdb<br> ! $SYSBINDIR/services.rdb <b>$SYSBINDIR/QuantLibAddin.rdb</b> </tt> Once everything is in place, launch OOo Calc and hit \c Ctrl-F2 to bring up the list of available functions, if all has gone well the %QuantLibAddin functions should appear. \section calc_linux Additional Considerations for Linux Builds --- 83,108 ---- <tt> [Bootstrap]<br> ! UNO_SHARED_PACKAGES=${$ORIGIN/bootstrap.ini:BaseInstallation}/share/uno_packages<br> UNO_SHARED_PACKAGES_CACHE=$UNO_SHARED_PACKAGES/cache<br> ! UNO_USER_PACKAGES=${$ORIGIN/bootstrap.ini:UserInstallation}/user/uno_packages<br> UNO_USER_PACKAGES_CACHE=$UNO_USER_PACKAGES/cache<br> ! PKG_SharedUnoFile=$UNO_SHARED_PACKAGES_CACHE/registry/com.sun.star.comp.deployment.<br> ! component.PackageRegistryBackend/unorc<br> ! PKG_UserUnoFile=$UNO_USER_PACKAGES_CACHE/registry/com.sun.star.comp.deployment.<br> ! component.PackageRegistryBackend/unorc<br> ! UNO_TYPES=$ORIGIN/types.rdb ${\$PKG_SharedUnoFile:UNO_TYPES} ${\$PKG_UserUnoFile:UNO_TYPES}<br> ! <b>$ORIGIN/QuantLibAddinCalc-vc71-mt-0_3_13.rdb</b><br> ! UNO_SERVICES=${\$PKG_UserUnoFile:UNO_SERVICES} ${\$PKG_SharedUnoFile:UNO_SERVICES}<br> ! $ORIGIN/services.rdb <b>$ORIGIN/QuantLibAddinCalc-vc71-mt-0_3_13.rdb</b><br> ! UNO_JAVA_COMPONENT_PATH=$ORIGIN/classes<br> ! URE_INTERNAL_JAVA_DIR=$ORIGIN/classes<br> </tt> Once everything is in place, launch OOo Calc and hit \c Ctrl-F2 to bring up the list of available functions, if all has gone well the %QuantLibAddin functions should appear. + \section calc_windows Compiling Under Windows + + Please note that to compile QuantLibAddin for Calc under Windows, you need VC7 (Microsoft Visual Studio 2003). Use configuration "Release CRTDLL". + \section calc_linux Additional Considerations for Linux Builds *************** *** 97,103 **** It's recommended that Calc Addins be compiled using the same version of gcc that was used to compile OOo itself. See the notes at the end of this document for additional background to this requirement. ! For standard binary distributions, the current version of OOo, 1.1, is compiled by the vendor with gcc 3.2.2. (The upcoming OOo 2.0 is compiled with gcc 3.4.1.) ! In all likelihood gcc 3.2.2 is not shipped with your distribution and you'll need to install it alongside your existing version of gcc. You're advised to recompile and install gcc 3.2.2 from source as binary installations of gcc 3.2.2 (e.g. rpms) are unlikely to be recognized by your distribution. The gcc 3.2.2 source tarball can be acquired from one of the <a href="http://gcc.gnu.org/mirrors.html">gcc mirror sites.</a> Please see the following document describing the procedure for maintaining multiple versions of gcc concurrently: <a href="http://www.tellurian.com.au/document.php?document=multiplegcc.html&titleprefix=White+Papers">Installing and Using Multiple Versions of GCC</a> --- 111,119 ---- It's recommended that Calc Addins be compiled using the same version of gcc that was used to compile OOo itself. See the notes at the end of this document for additional background to this requirement. ! For standard binary distributions, the current version of OOo, 2.0, is compiled by the vendor with gcc 3.4.1. A complete listing of the OOo compiler versions by environment is maintained <a href="http://wiki.services.openoffice.org/wiki/Compiler_versions_used_by_port_maintainers_and_release_engineers">here</a>. ! \subsection calc_compiler_build Building gcc 3.4.1 ! ! In all likelihood gcc 3.4.1 is not shipped with your distribution and you'll need to install it alongside your existing version of gcc. You're advised to recompile and install gcc 3.4.1 from source (installing a required patch as noted below) because binary installations of gcc 3.4.1 (e.g. rpms) are unlikely to be recognized by your distribution. The gcc 3.4.1 source tarball can be acquired from one of the <a href="http://gcc.gnu.org/mirrors.html">gcc mirror sites.</a> Please see the following document describing the procedure for maintaining multiple versions of gcc concurrently: <a href="http://www.tellurian.com.au/document.php?document=multiplegcc.html&titleprefix=White+Papers">Installing and Using Multiple Versions of GCC</a> *************** *** 105,109 **** Please see also the standard gcc installation notes: <a href="http://gcc.gnu.org/install">Installing GCC</a> ! NB: GCC's default configuration includes support for numerous platforms (such as Ada) which 1) are not required for %QuantLibAddin and 2) may not build correctly, depending on your environment. You can run configure with the \c --enable-languages option to restrict the build to only those platforms you require e.g. \verbatim --- 121,137 ---- Please see also the standard gcc installation notes: <a href="http://gcc.gnu.org/install">Installing GCC</a> ! \subsection calc_compiler_patch Patching gcc 3.4.1 ! ! The version of gcc 3.4.1 available from the mirrors noted above contains a bug (the "linkonce" bug) which must be patched in order to compile the addin. As you build gcc - after uncompressing the gcc source, but before building it - patch the source as follows: ! \li Get the patch from <a href="http://www.linuxfromscratch.org/patches/lfs/6.0/gcc-3.4.1-linkonce-1.patch">this page</a>. ! \li Copy and paste the contents of the above page into a file. Give the file an appropriate name e.g. 'gcc.linkonce.patch' and save it to the directory containing the root directory of your gcc source tree. ! \li Ensure that the paths in the patch file correspond to those in your directory tree. For example the patch file identifies the root directory of the source tree as gcc-3.4.1.orig, if on your system the root directory is gcc-3.4.1 then you need to rename your root directory or edit the patch file. ! \li In the same directory as the patch file, invoke the command<br><tt>patch -p0 <gcc.linkonce.patch</tt> ! \li Some of the patches may fail, in which case the patch utility creates <tt>.rej</tt> files, you need to manually apply the patches. ! \li You're now ready to proceed with building gcc. ! ! \subsection calc_compiler_config Configuring gcc 3.4.1 ! ! gcc's default configuration includes support for numerous platforms (such as Ada) which 1) are not required for %QuantLibAddin and 2) may not build correctly, depending on your environment. You can run configure with the \c --enable-languages option to restrict the build to only those platforms you require e.g. \verbatim *************** *** 113,117 **** \subsection calc_linux_build Building QuantLibAddin for OOo Calc on Linux ! All of the binaries to be linked into the QuantLib Calc Addin must be compiled with gcc 3.2.2: \li \b QuantLib --- 141,145 ---- \subsection calc_linux_build Building QuantLibAddin for OOo Calc on Linux ! All of the binaries to be linked into the QuantLib Calc Addin must be compiled with gcc 3.4.1: \li \b QuantLib *************** *** 124,130 **** \verbatim ./configure \ ! CC=/usr/local/gcc/3.2.2/bin/gcc \ ! CXX=/usr/local/gcc/3.2.2/bin/g++ \ ! CPP=/usr/local/gcc/3.2.2/bin/cpp \endverbatim --- 152,158 ---- \verbatim ./configure \ ! CC=/usr/local/gcc/3.4.1/bin/gcc \ ! CXX=/usr/local/gcc/3.4.1/bin/g++ \ ! CPP=/usr/local/gcc/3.4.1/bin/cpp \endverbatim *************** *** 137,141 **** At startup OOo loads the %QuantLibAddin library, which in turn has a runtime dependency on the shared libraries for QuantLib and ObjectHandler. ! The %QuantLibAddin Calc binary is always installed to the OOo program directory /usr/lib/ooo-1.1/program. QuantLib and ObjectHandler are by default installed to /usr/local/lib, though you may choose to override this when configuring these applications. You need to configure your system to tell your program loader the location of all relevant shared libraries. One way to accomplish this is to add the relevant paths to the file /etc/ld.so.conf, which tells the loader where to search for shared libraries. After editing this file please remember to run \c ldconfig (as root, no arguments) to refresh the linker cache. --- 165,169 ---- At startup OOo loads the %QuantLibAddin library, which in turn has a runtime dependency on the shared libraries for QuantLib and ObjectHandler. ! The %QuantLibAddin Calc binary is always installed to the OOo program directory /usr/lib/openoffice.org2.0/program. QuantLib and ObjectHandler are by default installed to /usr/local/lib, though you may choose to override this when configuring these applications. You need to configure your system to tell your program loader the location of all relevant shared libraries. One way to accomplish this is to add the relevant paths to the file /etc/ld.so.conf, which tells the loader where to search for shared libraries. After editing this file please remember to run \c ldconfig (as root, no arguments) to refresh the linker cache. *************** *** 147,154 **** Additional detail relating to OOo Addins on Linux: ! \li <b>OOo 1.1</b> is always compiled with gcc 3.2.2. OOo ships with its own versions of certain C/C++ runtime libraries, these are installed to the OOo program directory and OOo loads these in preference to those installed on your system. If your Calc Addin loads an incompatible runtime environment then OOo is likely to crash or malfunction. \li <b>Additional detail</b> is available at the following link on the OOo website: <a href="http://udk.openoffice.org/common/man/draft/gccincompatibility.html">Coping with GCC Incompatibilities</a> ! \li <b>In theory</b> it should be possible to compile a Calc Addin with any version of gcc which is ABI-compatible with gcc 3.2.2, but in practice any nontrivial Addin compiled with anything other than gcc 3.2.2 seems to crash OOo. */ --- 175,182 ---- Additional detail relating to OOo Addins on Linux: ! \li <b>OOo 2.0</b> is always compiled with gcc 3.4.1. OOo ships with its own versions of certain C/C++ runtime libraries, these are installed to the OOo program directory and OOo loads these in preference to those installed on your system. If your Calc Addin loads an incompatible runtime environment then OOo is likely to crash or malfunction. \li <b>Additional detail</b> is available at the following link on the OOo website: <a href="http://udk.openoffice.org/common/man/draft/gccincompatibility.html">Coping with GCC Incompatibilities</a> ! \li <b>In theory</b> it should be possible to compile a Calc Addin with any version of gcc which is ABI-compatible with gcc 3.4.1, but in practice any nontrivial Addin compiled with anything other than gcc 3.4.1 seems to crash OOo. */ Index: installation.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/installation.docs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** installation.docs 22 Jun 2006 10:56:35 -0000 1.2 --- installation.docs 28 Aug 2006 10:05:24 -0000 1.3 *************** *** 28,33 **** This document provides general instructions for building and installing %QuantLibAddin 0.3.13 under Windows, and on platforms which use Autoconf ! e.g. Linux. For additional notes regarding the installation of the Calc ! addin please refer to the document \ref calc. %QuantLibAddin is available for download from the --- 28,35 ---- This document provides general instructions for building and installing %QuantLibAddin 0.3.13 under Windows, and on platforms which use Autoconf ! e.g. Linux. For a walk through of all steps required to compile the Excel ! addin and dependent projects, please refer instead to the \ref build_tutorial. ! For additional notes regarding the installation of the Calc addin please refer ! to the document \ref calc. %QuantLibAddin is available for download from the |
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From: Eric E. <eri...@us...> - 2006-08-28 10:05:30
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/qlo Modified Files: Makefile.am enumclassctors.hpp index.cpp index.hpp optimization.cpp optimization.hpp pricingengines.hpp qladdindefines.hpp Log Message: merge R000313f0-branch Index: pricingengines.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.hpp,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** pricingengines.hpp 29 Jun 2006 15:02:31 -0000 1.7 --- pricingengines.hpp 28 Aug 2006 10:05:25 -0000 1.8 *************** *** 53,60 **** }; ! class AnalyticCapFloorEngine : public ObjHandler::LibraryObject<QuantLib::PricingEngine> { public: AnalyticCapFloorEngine( ! const boost::shared_ptr < QuantLib::AffineModel >& model); }; --- 53,60 ---- }; ! class AnalyticCapFloorEngine : public PricingEngine { public: AnalyticCapFloorEngine( ! const boost::shared_ptr<QuantLib::AffineModel>& model); }; Index: index.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.cpp,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** index.cpp 31 Jul 2006 11:21:16 -0000 1.12 --- index.cpp 28 Aug 2006 10:05:25 -0000 1.13 *************** *** 25,29 **** #include <qlo/index.hpp> #include <qlo/typefactory.hpp> ! #include <ql/Indexes/swapindex.hpp> namespace QuantLibAddin { --- 25,29 ---- #include <qlo/index.hpp> #include <qlo/typefactory.hpp> ! //#include <ql/Indexes/swapindex.hpp> namespace QuantLibAddin { *************** *** 46,65 **** } ! SwapIndex::SwapIndex(const std::string& familyName, ! long years, ! long fixingDays, ! QuantLib::Currency& crr, ! const QuantLib::Calendar& calendar, ! QuantLib::Frequency fixedLegFreq, ! QuantLib::BusinessDayConvention fixedLegBDC, ! const QuantLib::DayCounter& fixedLegDayCounter, ! const boost::shared_ptr<QuantLib::Xibor>& index) ! { ! libraryObject_ = boost::shared_ptr<QuantLib::Index>( ! new QuantLib::SwapIndex(familyName, years, ! fixingDays, crr, calendar, ! fixedLegFreq, fixedLegBDC, ! fixedLegDayCounter, index)); ! } } --- 46,65 ---- } ! //SwapIndex::SwapIndex(const std::string& familyName, ! // long years, ! // long fixingDays, ! // QuantLib::Currency& crr, ! // const QuantLib::Calendar& calendar, ! // QuantLib::Frequency fixedLegFreq, ! // QuantLib::BusinessDayConvention fixedLegBDC, ! // const QuantLib::DayCounter& fixedLegDayCounter, ! // const boost::shared_ptr<QuantLib::Xibor>& index) ! //{ ! // libraryObject_ = boost::shared_ptr<QuantLib::Index>( ! // new QuantLib::SwapIndex(familyName, years, ! // fixingDays, crr, calendar, ! // fixedLegFreq, fixedLegBDC, ! // fixedLegDayCounter, index)); ! //} } Index: optimization.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/optimization.hpp,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** optimization.hpp 18 Jul 2006 16:01:08 -0000 1.2 --- optimization.hpp 28 Aug 2006 10:05:25 -0000 1.3 *************** *** 36,46 **** QuantLib::OptimizationMethod> {}; ! class ConjugateGradient : public OptimizationMethod ! { ! public: ! ConjugateGradient(const QuantLib::EndCriteria& endCriteria, ! const QuantLib::Array& initialValue, ! const boost::shared_ptr<QuantLib::LineSearch>& lineSearch); ! }; class LevenbergMarquardt : public OptimizationMethod --- 36,46 ---- QuantLib::OptimizationMethod> {}; ! //class ConjugateGradient : public OptimizationMethod ! //{ ! // public: ! // ConjugateGradient(const QuantLib::EndCriteria& endCriteria, ! // const QuantLib::Array& initialValue, ! // const boost::shared_ptr<QuantLib::LineSearch>& lineSearch); ! //}; class LevenbergMarquardt : public OptimizationMethod Index: enumclassctors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** enumclassctors.hpp 7 Aug 2006 10:33:10 -0000 1.12 --- enumclassctors.hpp 28 Aug 2006 10:05:25 -0000 1.13 *************** *** 124,142 **** /* *** EuriborSwapFixA *** */ ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y(); /* *** YieldTermStructure *** */ --- 124,142 ---- /* *** EuriborSwapFixA *** */ ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y(); /* *** YieldTermStructure *** */ Index: qladdindefines.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/qladdindefines.hpp,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** qladdindefines.hpp 16 Jul 2006 10:18:48 -0000 1.5 --- qladdindefines.hpp 28 Aug 2006 10:05:25 -0000 1.6 *************** *** 27,45 **** #include <oh/objhandler.hpp> ! #if OBJHANDLER_HEX_VERSION < 0x000103f0 ! #error using an old version of ObjectHandler, please update. #endif #include <ql/qldefines.hpp> ! #if QL_HEX_VERSION < 0x000313f0 ! #error using an old version of QuantLib, please update. #endif //! version string ! //#ifdef _DEBUG ! // #define QLADDIN_VERSION "0.3.13-debug" ! //#else #define QLADDIN_VERSION "0.3.13" ! //#endif //! version hexadecimal number --- 27,45 ---- #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 != 0x000313f0 ! #error using an incorrect version of QuantLib, please update. #endif //! version string ! #ifdef _DEBUG ! #define QLADDIN_VERSION "0.3.13-debug" ! #else #define QLADDIN_VERSION "0.3.13" ! #endif //! version hexadecimal number Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/Makefile.am,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** Makefile.am 27 Jul 2006 14:06:31 -0000 1.2 --- Makefile.am 28 Aug 2006 10:05:25 -0000 1.3 *************** *** 18,21 **** --- 18,22 ---- capletvolstructure.hpp \ cliquetoption.hpp \ + config.hpp \ conversions.hpp \ couponvectors.hpp \ Index: index.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.hpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** index.hpp 31 Jul 2006 16:03:07 -0000 1.10 --- index.hpp 28 Aug 2006 10:05:25 -0000 1.11 *************** *** 31,37 **** class Index : public ObjHandler::LibraryObject<QuantLib::Index> {}; ! class InterestRateIndex : public Index {}; ! class Xibor : public InterestRateIndex { public: Xibor(const std::string& indexName, --- 31,38 ---- class Index : public ObjHandler::LibraryObject<QuantLib::Index> {}; ! //class InterestRateIndex : public Index {}; ! //class Xibor : public InterestRateIndex { ! class Xibor : public Index { public: Xibor(const std::string& indexName, *************** *** 45,60 **** }; ! class SwapIndex : public InterestRateIndex { ! public: ! SwapIndex(const std::string& familyName, ! long years, ! long fixingDays, ! QuantLib::Currency& crr, ! const QuantLib::Calendar& calendar, ! QuantLib::Frequency fixedLegFreq, ! QuantLib::BusinessDayConvention fixedLegBDC, ! const QuantLib::DayCounter& fixedLegDayCounter, ! const boost::shared_ptr<QuantLib::Xibor>& index); ! }; } --- 46,61 ---- }; ! //class SwapIndex : public InterestRateIndex { ! //public: ! // SwapIndex(const std::string& familyName, ! // long years, ! // long fixingDays, ! // QuantLib::Currency& crr, ! // const QuantLib::Calendar& calendar, ! // QuantLib::Frequency fixedLegFreq, ! // QuantLib::BusinessDayConvention fixedLegBDC, ! // const QuantLib::DayCounter& fixedLegDayCounter, ! // const boost::shared_ptr<QuantLib::Xibor>& index); ! //}; } Index: optimization.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/optimization.cpp,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** optimization.cpp 31 Jul 2006 11:21:16 -0000 1.4 --- optimization.cpp 28 Aug 2006 10:05:25 -0000 1.5 *************** *** 36,49 **** ! ConjugateGradient::ConjugateGradient( ! const QuantLib::EndCriteria& endCriteria, ! const QuantLib::Array& initialValue, ! const boost::shared_ptr<QuantLib::LineSearch>& lineSearch) ! { ! libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>( ! new QuantLib::ConjugateGradient(endCriteria, ! initialValue, ! lineSearch)); ! } LevenbergMarquardt::LevenbergMarquardt() --- 36,49 ---- ! //ConjugateGradient::ConjugateGradient( ! // const QuantLib::EndCriteria& endCriteria, ! // const QuantLib::Array& initialValue, ! // const boost::shared_ptr<QuantLib::LineSearch>& lineSearch) ! //{ ! // libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>( ! // new QuantLib::ConjugateGradient(endCriteria, ! // initialValue, ! // lineSearch)); ! //} LevenbergMarquardt::LevenbergMarquardt() |
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From: Eric E. <eri...@us...> - 2006-08-28 10:05:29
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/scripts In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/gensrc/scripts Modified Files: gensrc.py Removed Files: Makefile.am Log Message: merge R000313f0-branch --- Makefile.am DELETED --- Index: gensrc.py =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/scripts/gensrc.py,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** gensrc.py 29 Jul 2006 15:32:32 -0000 1.3 --- gensrc.py 28 Aug 2006 10:05:24 -0000 1.4 *************** *** 67,87 **** elif o == '-o': addins.append(utilities.serializeObject(addincalc.AddinCalc)) ! #elif o == '-c': ! # addins.append(utilities.serializeObject(addinc.AddinC)) ! #elif o == '-g': ! # addins.append(utilities.serializeObject(addinguile.AddinGuile)) elif o == '-d': addins.append(utilities.serializeObject(addindoxygen.AddinDoxygen)) elif o == '-v': addins.append(utilities.serializeObject(valueobjects.ValueObjects)) ! #elif o == '-a': ! # if len(opts) != 1: sys.exit('flag -a cannot be combined with other flags') ! # addins.append(utilities.serializeObject(addinqla.AddinQla)) ! # addins.append(utilities.serializeObject(addinexcel.AddinExcel)) ! # addins.append(utilities.serializeObject(addincalc.AddinCalc)) ! # addins.append(utilities.serializeObject(addinc.AddinC)) ! # addins.append(utilities.serializeObject(addinguile.AddinGuile)) ! # addins.append(utilities.serializeObject(addindoxygen.AddinDoxygen)) ! # addins.append(utilities.serializeObject(valueobjects.ValueObjects)) else: usage() --- 67,87 ---- elif o == '-o': addins.append(utilities.serializeObject(addincalc.AddinCalc)) ! elif o == '-c': ! addins.append(utilities.serializeObject(addinc.AddinC)) ! elif o == '-g': ! addins.append(utilities.serializeObject(addinguile.AddinGuile)) elif o == '-d': addins.append(utilities.serializeObject(addindoxygen.AddinDoxygen)) elif o == '-v': addins.append(utilities.serializeObject(valueobjects.ValueObjects)) ! elif o == '-a': ! if len(opts) != 1: sys.exit('flag -a cannot be combined with other flags') ! addins.append(utilities.serializeObject(addinqla.AddinQla)) ! addins.append(utilities.serializeObject(addinexcel.AddinExcel)) ! addins.append(utilities.serializeObject(addincalc.AddinCalc)) ! addins.append(utilities.serializeObject(addinc.AddinC)) ! addins.append(utilities.serializeObject(addinguile.AddinGuile)) ! addins.append(utilities.serializeObject(addindoxygen.AddinDoxygen)) ! addins.append(utilities.serializeObject(valueobjects.ValueObjects)) else: usage() |
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From: Eric E. <eri...@us...> - 2006-08-28 10:05:28
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/gensrc Modified Files: Makefile.am Makefile.vc gensrc.vcproj gensrc_vc8.vcproj Log Message: merge R000313f0-branch Index: Makefile.vc =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/Makefile.vc,v retrieving revision 1.23 retrieving revision 1.24 diff -C2 -d -r1.23 -r1.24 *** Makefile.vc 24 Aug 2006 15:47:23 -0000 1.23 --- Makefile.vc 28 Aug 2006 10:05:24 -0000 1.24 *************** *** 6,9 **** --- 6,10 ---- BUILDFLAG=$(BUILD_DIR)\buildflag SCRIPT=scripts\gensrc.py + MAKEFILE=Makefile.vc METADATA= \ *************** *** 25,29 **** metadata\interpolation.xml \ metadata\mathf.xml \ ! metadata\marketmodels.xml \ metadata\optimization.xml \ metadata\options.xml \ --- 26,31 ---- metadata\interpolation.xml \ metadata\mathf.xml \ ! # metadata\marketmodels.xml \ ! metadata\ohfunctions.xml \ metadata\optimization.xml \ metadata\options.xml \ *************** *** 60,66 **** if not exist $(BUILD_DIR) mkdir $(BUILD_DIR) ! $(BUILDFLAG) : $(SCRIPT) $(INPUTS) $(BUILD_DIR) set PYTHONPATH=$(PYTHONPATH);$(GENSRC_DIR)\import ! $(SCRIPT) -eqvd echo flagged > $@ --- 62,68 ---- if not exist $(BUILD_DIR) mkdir $(BUILD_DIR) ! $(BUILDFLAG) : $(SCRIPT) $(INPUTS) $(BUILD_DIR) $(MAKEFILE) set PYTHONPATH=$(PYTHONPATH);$(GENSRC_DIR)\import ! $(SCRIPT) -a echo flagged > $@ Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/Makefile.am,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** Makefile.am 27 Jul 2006 14:06:30 -0000 1.1 --- Makefile.am 28 Aug 2006 10:05:24 -0000 1.2 *************** *** 2,88 **** # gensrc.py probably needs to be re-executed if any of these change ! #GENSRC_INPUT := addincalc.xml \ ! # addinc.xml \ ! # addindoxygen.xml \ ! # addinexcel.xml \ ! # addinguile.xml \ ! # addinqla.xml \ ! # basic.xml \ ! # capfloor.xml \ ! # config.xml \ ! # couponvectors.xml \ ! # enumerations.xml \ ! # instruments.xml \ ! # interpolation.xml \ ! # ohfunctions.xml \ ! # options.xml \ ! # processes.xml \ ! # schedule.xml \ ! # shortratemodels.xml \ ! # simpleswap.xml \ ! # swap.xml \ ! # termstructures.xml \ ! # utilities.xml \ ! # volatilities.xml \ ! # xibor.xml ! #gensrc_pys := addincalc.py \ ! # addinc.py \ ! # addindoxygen.py \ ! # addinexcel.py \ ! # addinguile.py \ ! # addin.py \ ! # addinqla.py \ ! # buffer.py \ ! # category.py \ ! # common.py \ ! # config.py \ ! # enumeration.py \ ! # factory.py \ ! # function.py \ ! # log.py \ ! # outputfile.py \ ! # parameter.py \ ! # rule.py \ ! # serializable.py \ ! # serializer.py \ ! # singleton.py \ ! # gensrc.py \ ! # xmlreader.py ! #GENSRC_STUBS := stub.calc.function \ ! # stub.calc.idlfoot \ ! # stub.calc.idlfunc \ ! # stub.calc.idlhead \ ! # stub.calc.includes \ ! # stub.calc.map \ ! # stub.c.function \ ! # stub.c.includes \ ! # stub.copyright \ ! # stub.doxygen.categories \ ! # stub.doxygen.enums \ ! # stub.doxygen.header \ ! # stub.excel.function \ ! # stub.excel.includes \ ! # stub.excel.register \ ! # stub.guile.function \ ! # stub.guile.includes \ ! # stub.guile.initfunc \ ! # stub.qla.includes # this should prevent running from a distributed tarball - #EXTRA_DIST = .time-stamp \ - # Makefile.vc \ - # gensrc.dsp \ - # gensrc.vcproj \ - # gensrc_vc8.vcproj \ - # $(GENSRC_INPUT) \ - # $(GENSRC_PYS) \ - # $(GENSRC_STUBS) - EXTRA_DIST = .time-stamp \ gensrc_vc8.vcproj \ gensrc.vcproj \ ! Makefile.vc # command line arguments --- 2,56 ---- # gensrc.py probably needs to be re-executed if any of these change ! GENSRC_INPUT := metadata/bonds.xml \ ! metadata/calendar.xml \ ! metadata/capfloor.xml \ ! metadata/capletvolstructure.xml \ ! metadata/couponvectors.xml \ ! metadata/date.xml \ ! metadata/daycounter.xml \ ! metadata/enumclasses.xml \ ! metadata/enumcurves.xml \ ! metadata/enumtypes.xml \ ! metadata/exercise.xml \ ! metadata/forwardrateagreement.xml \ ! metadata/generalstatistics.xml \ ! metadata/incrementalstatistics.xml \ ! metadata/index.xml \ ! metadata/instruments.xml \ ! metadata/interpolation.xml \ ! metadata/marketmodels.xml \ ! metadata/mathf.xml \ ! metadata/optimization.xml \ ! metadata/options.xml \ ! metadata/payoffs.xml \ ! metadata/prices.xml \ ! metadata/pricingengines.xml \ ! metadata/processes.xml \ ! metadata/randomsequencegenerator.xml \ ! metadata/ratehelpers.xml \ ! metadata/schedule.xml \ ! metadata/shortratemodels.xml \ ! metadata/swaptionvolstructure.xml \ ! metadata/swaption.xml \ ! metadata/swap.xml \ ! metadata/termstructures.xml \ ! metadata/utilities.xml \ ! metadata/vanillaswap.xml \ ! metadata/volatilities.xml ! gensrc_pys := scripts/gensrc.py ! GENSRC_STUBS := stubs/stub.copyright \ ! stubs/stub.excel.includes \ ! stubs/stub.excel.register # this should prevent running from a distributed tarball EXTRA_DIST = .time-stamp \ gensrc_vc8.vcproj \ gensrc.vcproj \ ! Makefile.vc \ ! $(GENSRC_INPUT) \ ! $(GENSRC_PYS) \ ! $(GENSRC_STUBS) # command line arguments *************** *** 106,108 **** --- 74,84 ---- python scripts/gensrc.py $(GENSRC_ARGS) touch .time-stamp + + dist-hook: + mkdir -p $(distdir)/config $(distdir)/metadata $(distdir)/scripts $(distdir)/stubs + cp -p $(srcdir)/config/*.xml $(distdir)/config + cp -p $(srcdir)/metadata/*.xml $(distdir)/metadata + cp -p $(srcdir)/scripts/*.py $(distdir)/scripts + cp -p $(srcdir)/stubs/stub.* $(distdir)/stubs + touch .time-stamp Index: gensrc_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/gensrc_vc8.vcproj,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** gensrc_vc8.vcproj 17 Aug 2006 15:20:10 -0000 1.21 --- gensrc_vc8.vcproj 28 Aug 2006 10:05:24 -0000 1.22 *************** *** 116,124 **** </File> <File ! RelativePath="metadata\marketmodels.xml" > </File> <File ! RelativePath="metadata\mathf.xml" > </File> --- 116,124 ---- </File> <File ! RelativePath="metadata\mathf.xml" > </File> <File ! RelativePath=".\metadata\ohfunctions.xml" > </File> Index: gensrc.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/gensrc.vcproj,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** gensrc.vcproj 24 Aug 2006 15:48:42 -0000 1.17 --- gensrc.vcproj 28 Aug 2006 10:05:24 -0000 1.18 *************** *** 85,89 **** </File> <File ! RelativePath=".\metadata\marketmodels.xml"> </File> <File --- 85,89 ---- </File> <File ! RelativePath="metadata\marketmodels.xml"> </File> <File *************** *** 91,95 **** </File> <File ! RelativePath=".\metadata\optimization.xml"> </File> <File --- 91,98 ---- </File> <File ! RelativePath="metadata\ohfunctions.xml"> ! </File> ! <File ! RelativePath="metadata\optimization.xml"> </File> <File |
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/gensrc/metadata Modified Files: bonds.xml calendar.xml capfloor.xml capletvolstructure.xml exercise.xml forwardrateagreement.xml instruments.xml interpolation.xml marketmodels.xml optimization.xml options.xml payoffs.xml prices.xml pricingengines.xml processes.xml randomsequencegenerator.xml ratehelpers.xml schedule.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml utilities.xml vanillaswap.xml volatilities.xml Added Files: ohfunctions.xml Removed Files: Makefile.am Log Message: merge R000313f0-branch Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** vanillaswap.xml 21 Aug 2006 07:34:29 -0000 1.18 --- vanillaswap.xml 28 Aug 2006 10:05:24 -0000 1.19 *************** *** 19,22 **** --- 19,23 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 81,84 **** --- 82,86 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 96,99 **** --- 98,102 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 111,114 **** --- 114,118 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 127,130 **** --- 131,135 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 142,145 **** --- 147,151 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 157,160 **** --- 163,167 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** ratehelpers.xml 21 Aug 2006 07:34:29 -0000 1.16 --- ratehelpers.xml 28 Aug 2006 10:05:24 -0000 1.17 *************** *** 21,24 **** --- 21,25 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 36,39 **** --- 37,41 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 51,54 **** --- 53,57 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 66,69 **** --- 69,73 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 86,89 **** --- 90,94 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 127,130 **** --- 132,136 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 179,182 **** --- 185,189 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 194,197 **** --- 201,205 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 214,217 **** --- 222,226 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 260,263 **** --- 269,273 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: payoffs.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** payoffs.xml 21 Aug 2006 07:34:29 -0000 1.4 --- payoffs.xml 28 Aug 2006 10:05:24 -0000 1.5 *************** *** 14,17 **** --- 14,19 ---- <supportedPlatform>excel</supportedPlatform> <supportedPlatform>calc</supportedPlatform> + <supportedPlatform>c</supportedPlatform> + <supportedPlatform>guile</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 40,43 **** --- 42,46 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** bonds.xml 24 Aug 2006 16:12:55 -0000 1.21 --- bonds.xml 28 Aug 2006 10:05:24 -0000 1.22 *************** *** 26,29 **** --- 26,30 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 41,44 **** --- 42,46 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 130,133 **** --- 132,136 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 145,148 **** --- 148,152 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 160,163 **** --- 164,168 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 274,277 **** --- 279,283 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 297,300 **** --- 303,307 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 348,351 **** --- 355,359 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 429,432 **** --- 437,441 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** swap.xml 21 Aug 2006 07:34:29 -0000 1.19 --- swap.xml 28 Aug 2006 10:05:24 -0000 1.20 *************** *** 21,24 **** --- 21,25 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 48,51 **** --- 49,53 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 69,72 **** --- 71,75 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 90,93 **** --- 93,97 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 105,108 **** --- 109,113 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: volatilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** volatilities.xml 21 Aug 2006 07:34:29 -0000 1.7 --- volatilities.xml 28 Aug 2006 10:05:24 -0000 1.8 *************** *** 13,16 **** --- 13,18 ---- <supportedPlatform>excel</supportedPlatform> <supportedPlatform>calc</supportedPlatform> + <supportedPlatform>c</supportedPlatform> + <supportedPlatform>guile</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 39,42 **** --- 41,45 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> --- Makefile.am DELETED --- Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** marketmodels.xml 21 Aug 2006 19:21:54 -0000 1.20 --- marketmodels.xml 28 Aug 2006 10:05:24 -0000 1.21 *************** *** 21,24 **** --- 21,25 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 37,40 **** --- 38,42 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 53,56 **** --- 55,59 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 70,73 **** --- 73,77 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 136,139 **** --- 140,144 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 151,154 **** --- 156,160 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 166,169 **** --- 172,176 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 181,184 **** --- 188,192 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 196,199 **** --- 204,208 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 211,214 **** --- 220,224 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 228,231 **** --- 238,242 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 243,246 **** --- 254,258 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 258,261 **** --- 270,274 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 279,282 **** --- 292,296 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 294,297 **** --- 308,312 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 330,333 **** --- 345,349 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 345,348 **** --- 361,365 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 359,362 **** --- 376,380 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 388,391 **** --- 406,410 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 403,406 **** --- 422,426 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 418,421 **** --- 438,442 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 433,436 **** --- 454,458 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 448,451 **** --- 470,474 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 470,473 **** --- 493,497 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 619,622 **** --- 643,647 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 689,692 **** --- 714,718 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 704,707 **** --- 730,734 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 725,728 **** --- 752,756 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 746,749 **** --- 774,778 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 767,770 **** --- 796,800 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 782,785 **** --- 812,816 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 797,800 **** --- 828,832 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 812,815 **** --- 844,848 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 833,836 **** --- 866,870 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 859,862 **** --- 893,897 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 879,882 **** --- 914,918 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 898,901 **** --- 934,938 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 919,922 **** --- 956,960 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 944,947 **** --- 982,986 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 983,986 **** --- 1022,1026 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 1003,1006 **** --- 1043,1047 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 1019,1022 **** --- 1060,1064 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 1035,1038 **** --- 1077,1081 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 1052,1055 **** --- 1095,1099 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 1079,1082 **** --- 1123,1127 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 1108,1111 **** --- 1153,1157 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.31 retrieving revision 1.32 diff -C2 -d -r1.31 -r1.32 *** swaptionvolstructure.xml 21 Aug 2006 09:44:53 -0000 1.31 --- swaptionvolstructure.xml 28 Aug 2006 10:05:24 -0000 1.32 *************** *** 93,96 **** --- 93,97 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 123,126 **** --- 124,128 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 138,141 **** --- 140,144 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 154,157 **** --- 157,161 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 171,174 **** --- 175,179 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 193,196 **** --- 198,202 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 219,222 **** --- 225,229 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 260,263 **** --- 267,271 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** forwardrateagreement.xml 21 Aug 2006 07:34:29 -0000 1.13 --- forwardrateagreement.xml 28 Aug 2006 10:05:24 -0000 1.14 *************** *** 14,17 **** --- 14,18 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 61,64 **** --- 62,66 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 76,79 **** --- 78,82 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 91,94 **** --- 94,98 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** capfloor.xml 21 Aug 2006 07:34:29 -0000 1.14 --- capfloor.xml 28 Aug 2006 10:05:24 -0000 1.15 *************** *** 35,38 **** --- 35,39 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 50,53 **** --- 51,55 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 65,68 **** --- 67,71 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 85,88 **** --- 88,92 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 113,120 **** <description>discounting term structure</description> </Parameter> ! <Parameter name='capFloorEngineID' libraryClass='BlackCapFloorEngine'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Black cap floor pricing engine</description> </Parameter> </Parameters> --- 117,124 ---- <description>discounting term structure</description> </Parameter> ! <Parameter name='capFloorEngineID' libraryClass='PricingEngine'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Cap floor pricing engine</description> </Parameter> </Parameters> *************** *** 127,130 **** --- 131,135 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: exercise.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/exercise.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** exercise.xml 21 Aug 2006 07:34:29 -0000 1.8 --- exercise.xml 28 Aug 2006 10:05:24 -0000 1.9 *************** *** 15,18 **** --- 15,19 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 30,33 **** --- 31,35 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 44,47 **** --- 46,50 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 71,74 **** --- 74,79 ---- <supportedPlatform>excel</supportedPlatform> <supportedPlatform>calc</supportedPlatform> + <supportedPlatform>c</supportedPlatform> + <supportedPlatform>guile</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 87,90 **** --- 92,96 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: utilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/utilities.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** utilities.xml 29 Jul 2006 15:32:32 -0000 1.7 --- utilities.xml 28 Aug 2006 10:05:24 -0000 1.8 *************** *** 13,16 **** --- 13,17 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 28,31 **** --- 29,33 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 43,46 **** --- 45,49 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 64,67 **** --- 67,71 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 79,82 **** --- 83,87 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: randomsequencegenerator.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** randomsequencegenerator.xml 21 Aug 2006 07:34:29 -0000 1.7 --- randomsequencegenerator.xml 28 Aug 2006 10:05:24 -0000 1.8 *************** *** 14,17 **** --- 14,18 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 47,50 **** --- 48,52 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 67,70 **** --- 69,73 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 88,91 **** --- 91,95 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 104,107 **** --- 108,112 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 125,128 **** --- 130,134 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** swaption.xml 21 Aug 2006 07:34:29 -0000 1.14 --- swaption.xml 28 Aug 2006 10:05:24 -0000 1.15 *************** *** 22,25 **** --- 22,26 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 59,62 **** --- 60,64 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 74,77 **** --- 76,80 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.29 retrieving revision 1.30 diff -C2 -d -r1.29 -r1.30 *** termstructures.xml 21 Aug 2006 07:34:29 -0000 1.29 --- termstructures.xml 28 Aug 2006 10:05:24 -0000 1.30 *************** *** 254,257 **** --- 254,258 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 271,274 **** --- 272,276 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 291,294 **** --- 293,297 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 332,335 **** --- 335,339 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 358,361 **** --- 362,366 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 384,387 **** --- 389,393 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 451,454 **** --- 457,461 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 472,475 **** --- 479,483 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: pricingengines.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** pricingengines.xml 21 Aug 2006 07:34:29 -0000 1.13 --- pricingengines.xml 28 Aug 2006 10:05:24 -0000 1.14 *************** *** 21,24 **** --- 21,26 ---- <supportedPlatform>excel</supportedPlatform> <supportedPlatform>calc</supportedPlatform> + <supportedPlatform>c</supportedPlatform> + <supportedPlatform>guile</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 37,40 **** --- 39,43 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 58,61 **** --- 61,65 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 74,77 **** --- 78,82 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 90,93 **** --- 95,99 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 106,109 **** --- 112,116 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** capletvolstructure.xml 21 Aug 2006 07:34:29 -0000 1.10 --- capletvolstructure.xml 28 Aug 2006 10:05:24 -0000 1.11 *************** *** 82,85 **** --- 82,86 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 97,100 **** --- 98,102 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 113,116 **** --- 115,119 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 130,133 **** --- 133,137 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 153,156 **** --- 157,161 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: calendar.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** calendar.xml 21 Aug 2006 07:34:29 -0000 1.16 --- calendar.xml 28 Aug 2006 10:05:24 -0000 1.17 *************** *** 155,158 **** --- 155,159 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: schedule.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/schedule.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** schedule.xml 21 Aug 2006 07:34:29 -0000 1.8 --- schedule.xml 28 Aug 2006 10:05:24 -0000 1.9 *************** *** 12,15 **** --- 12,16 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 64,67 **** --- 65,69 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> --- NEW FILE: ohfunctions.xml --- <Category name='ohfunctions'> <description>ObjectHandler functions</description> <displayName>ObjectHandler</displayName> <includes> <include>oh/objecthandler.hpp</include> </includes> <copyright> Copyright (C) 2006 Eric Ehlers </copyright> <Functions> <Procedure name='ohSetLogFile'> <description>begin logging to named file</description> <alias>ObjHandler::setLogFile</alias> <supportedPlatforms> <supportedPlatform>c</supportedPlatform> <supportedPlatform>guile</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='logFileName'> <type>string</type> <tensorRank>scalar</tensorRank> <description>path and name of log file</description> </Parameter> <Parameter name='logLevel' default='4'> <type>long</type> <tensorRank>scalar</tensorRank> <description>threshold for log messages</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>string</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Procedure> <Procedure name='ohLogMessage'> <description>log a message</description> <alias>ObjHandler::logMessage</alias> <supportedPlatforms> <supportedPlatform>c</supportedPlatform> <supportedPlatform>guile</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='logMessage'> <type>string</type> <tensorRank>scalar</tensorRank> <description>message to be logged</description> </Parameter> <Parameter name='logLevel' default='4'> <type>long</type> <tensorRank>scalar</tensorRank> <description>threshold for log messages</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>void</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Procedure> <Procedure name='ohLogObject'> <description>write object description to log file</description> <alias>ObjHandler::logObject</alias> <supportedPlatforms> <supportedPlatform>c</supportedPlatform> <supportedPlatform>guile</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='handleObject'> <type>string</type> <tensorRank>scalar</tensorRank> <description>handle of object to be logged</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>void</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Procedure> <Procedure name='ohSetConsole'> <description>fork output to stdout</description> <alias>ObjHandler::setConsole</alias> <supportedPlatforms> <supportedPlatform>c</supportedPlatform> <supportedPlatform>guile</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='console'> <type>int</type> <tensorRank>scalar</tensorRank> <description>1 (enable) / 0 (disable)</description> </Parameter> <Parameter name='logLevel' default='4'> <type>long</type> <tensorRank>scalar</tensorRank> <description>threshold for log messages</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>void</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Procedure> </Functions> </Category> Index: instruments.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** instruments.xml 21 Aug 2006 07:34:29 -0000 1.15 --- instruments.xml 28 Aug 2006 10:05:24 -0000 1.16 *************** *** 19,22 **** --- 19,23 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 34,37 **** --- 35,39 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 49,52 **** --- 51,55 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 64,67 **** --- 67,71 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: prices.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/prices.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** prices.xml 21 Aug 2006 07:34:29 -0000 1.7 --- prices.xml 28 Aug 2006 10:05:24 -0000 1.8 *************** *** 16,19 **** --- 16,20 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 52,55 **** --- 53,57 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: options.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** options.xml 21 Aug 2006 07:34:29 -0000 1.16 --- options.xml 28 Aug 2006 10:05:24 -0000 1.17 *************** *** 14,46 **** <Functions> - <!-- - *** test example - testing member functions returning objects - --> - - <Member name='qlAaaJunkTest' objectClass='VanillaOption'> - <description>itm cash probability of an option</description> - <libraryFunction>aaaJunkTest</libraryFunction> - <supportedPlatforms> - <supportedPlatform>excel</supportedPlatform> - </supportedPlatforms> - <ParameterList> - <Parameters> - <Parameter name='d' libraryType='QuantLib::Date'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>fixing dates</description> - </Parameter> - </Parameters> - </ParameterList> - <ReturnValue> - <type>string</type> - <tensorRank>scalar</tensorRank> - </ReturnValue> - </Member> - <Constructor name='qlBarrierOption'> <libraryFunction>BarrierOption</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> --- 14,22 ---- <Functions> <Constructor name='qlBarrierOption'> <libraryFunction>BarrierOption</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 89,92 **** --- 65,69 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 158,161 **** --- 135,139 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 209,212 **** --- 187,191 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 250,253 **** --- 229,233 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 292,295 **** --- 272,277 ---- <supportedPlatform>excel</supportedPlatform> <supportedPlatform>calc</supportedPlatform> + <supportedPlatform>c</supportedPlatform> + <supportedPlatform>guile</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 323,326 **** --- 305,309 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 354,357 **** --- 337,341 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 400,403 **** --- 384,388 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 457,460 **** --- 442,446 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 472,475 **** --- 458,462 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 487,490 **** --- 474,478 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 502,505 **** --- 490,494 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 517,520 **** --- 506,510 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 532,535 **** --- 522,526 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 547,550 **** --- 538,542 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 562,565 **** --- 554,558 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 577,580 **** --- 570,574 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 592,595 **** --- 586,590 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.27 retrieving revision 1.28 diff -C2 -d -r1.27 -r1.28 *** interpolation.xml 21 Aug 2006 07:34:29 -0000 1.27 --- interpolation.xml 28 Aug 2006 10:05:24 -0000 1.28 *************** *** 25,28 **** --- 25,29 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 161,164 **** --- 162,166 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 176,179 **** --- 178,182 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 213,216 **** --- 216,220 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 239,242 **** --- 243,247 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 285,288 **** --- 290,294 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 345,348 **** --- 351,355 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 360,363 **** --- 367,371 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 375,378 **** --- 383,387 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 390,393 **** --- 399,403 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 405,408 **** --- 415,419 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 420,423 **** --- 431,435 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 435,438 **** --- 447,451 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 450,453 **** --- 463,467 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 460,463 **** --- 474,478 ---- </Member> + <!-- <Member name='qlSABRInterpolationEndCriteria' libraryClass='SABRInterpolation'> <description>Returns the optimization end criteria of the SABR fit</description> *************** *** 465,468 **** --- 480,484 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 474,477 **** --- 490,494 ---- </ReturnValue> </Member> + --> <!-- Interpolation2D interface --> *************** *** 482,485 **** --- 499,503 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 497,500 **** --- 515,519 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 512,515 **** --- 531,535 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 527,530 **** --- 547,551 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 542,545 **** --- 563,567 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 557,560 **** --- 579,583 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 572,575 **** --- 595,599 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 645,652 **** <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> ! <Parameter name='type'> <type>string</type> <tensorRank>scalar</tensorRank> --- 669,677 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> ! <Parameter name='interpolationType'> <type>string</type> <tensorRank>scalar</tensorRank> Index: optimization.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** optimization.xml 21 Aug 2006 07:34:29 -0000 1.7 --- optimization.xml 28 Aug 2006 10:05:24 -0000 1.8 *************** *** 19,22 **** --- 19,23 ---- <supportedPlatforms> ... [truncated message content] |
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From: Eric E. <eri...@us...> - 2006-08-28 10:05:28
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/stubs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/gensrc/stubs Removed Files: Makefile.am Log Message: merge R000313f0-branch --- Makefile.am DELETED --- |
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From: Eric E. <eri...@us...> - 2006-08-28 10:05:28
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/Docs Modified Files: .cvsignore Makefile.am qla_header.html qla_header.subdir.html qla_headeronline.html qla_headeronline.subdir.html qladdin.auto.doxy qladdin.qlo.doxy qladdin.root.doxy style.css Removed Files: QuantLibAddin-docs.hhp Log Message: merge R000313f0-branch Index: .cvsignore =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/.cvsignore,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** .cvsignore 28 Jun 2006 13:27:10 -0000 1.3 --- .cvsignore 28 Aug 2006 10:05:24 -0000 1.4 *************** *** 1,12 **** ! doxywarnings*txt html html-online Makefile Makefile.in - .qladdin.doxy QuantLibAddin-docs-*.* ! .srcgen.doxy ! .time-stamp* ! build ! *.user ! auto.pages \ No newline at end of file --- 1,12 ---- ! *.chm ! *.user ! .time-stamp* ! auto.pages ! build ! doxywarnings.txt html html-online Makefile Makefile.in QuantLibAddin-docs-*.* ! Index: qla_headeronline.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.subdir.html,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** qla_headeronline.subdir.html 29 Jul 2006 15:41:52 -0000 1.1 --- qla_headeronline.subdir.html 28 Aug 2006 10:05:24 -0000 1.2 *************** *** 6,11 **** <title>$title</title> <link rel="stylesheet" href="../style.css" type="text/css"> ! <link rel="shortcut icon" href="../favicon.ico" type="image/x-icon"> ! <link rel="icon" href="../favicon.ico" type="image/x-icon"> </head> <body> --- 6,11 ---- <title>$title</title> <link rel="stylesheet" href="../style.css" type="text/css"> ! <link rel="shortcut icon" href="../images/favicon.ico" type="image/x-icon"> ! <link rel="icon" href="../images/favicon.ico" type="image/x-icon"> </head> <body> *************** *** 21,27 **** </tr> <tr> ! <td><img src="../images/menu_1_0.jpg" alt="menu" border="0" width="25" height="65"></td> ! <td align=center><a href="http://quantlib.org/"><img src="../images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="65"></a></td> ! <td><img src="../images/menu_1_2.jpg" alt="menu" border="0" width="35" height="65"></td> </tr> <tr> --- 21,27 ---- </tr> <tr> ! <td><img src="../images/menu_1_0.jpg" alt="menu" border="0" width="25" height="35"></td> ! <td align=center><a href="http://quantlib.org/"><img src="../images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="35"></a></td> ! <td><img src="../images/menu_1_2.jpg" alt="menu" border="0" width="35" height="35"></td> </tr> <tr> *************** *** 58,85 **** <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="../evaluationdate.html">Evaluation Date</a></td></tr> ! <tr><td><a class="menu" href="../calc.html">Calc</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="../qlo/annotated.html">Class List</a></td></tr> ! <!--tr><td><a class="menu" href="inherits.html">Class Hierarchy</a></td></tr--> ! <tr><td class="menunolink">Class Hierarchy</td></tr> <tr><td><a class="menu" href="../qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="../qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="../qlo/examples.html">Examples</a></td></tr> ! <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> ! <!-- ! <tr><td><a class="menuheader" href="srcgen.html">Source<br>Generation</a></td></tr> ! <tr><td class="menunolink">Class List</td></tr> ! <tr><td class="menunolink">Class Hierarchy</td></tr> ! <tr><td class="menunolink">Class Members</td></tr> ! <tr><td class="menunolink">File List</td></tr> ! <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> ! <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> ! --> ! <tr><td><a class="menuheader" href="../build_tutorial.html">Build<br>Tutorial</a></td></tr> ! <tr><td><a class="menu" href="../build_vc.html">Visual Studio</a></td></tr> ! <tr><td><a class="menu" href="../build_sourceforge_anonymous.html">Anonymous</a></td></tr> ! <tr><td><a class="menu" href="../build_sourceforge_developer.html">Developer</a></td></tr> ! <tr><td><a class="menu" href="../build_quantlib.html">QuantLib</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> </table> --- 58,71 ---- <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="../evaluationdate.html">Evaluation Date</a></td></tr> ! <tr><td><a class="menu" href="../extending.html">Enhancements</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="../qlo/annotated.html">Class List</a></td></tr> ! <tr><td><a class="menu" href="../qlo/hierarchy.html">Class Hierarchy</a></td></tr> <tr><td><a class="menu" href="../qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="../qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="../qlo/examples.html">Examples</a></td></tr> ! <tr><td><a class="menu" href="../calc.html">Calc</a></td></tr> ! <tr><td><a class="menu" href="../build_tutorial.html">Build Tutorial</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> </table> Index: qla_header.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.subdir.html,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** qla_header.subdir.html 24 Jul 2006 08:53:37 -0000 1.2 --- qla_header.subdir.html 28 Aug 2006 10:05:24 -0000 1.3 *************** *** 6,11 **** <title>$title</title> <link rel="stylesheet" href="../style.css" type="text/css"> ! <link rel="shortcut icon" href="../favicon.ico" type="image/x-icon"> ! <link rel="icon" href="../favicon.ico" type="image/x-icon"> </head> <body> --- 6,11 ---- <title>$title</title> <link rel="stylesheet" href="../style.css" type="text/css"> ! <link rel="shortcut icon" href="../images/favicon.ico" type="image/x-icon"> ! <link rel="icon" href="../images/favicon.ico" type="image/x-icon"> </head> <body> *************** *** 21,27 **** </tr> <tr> ! <td><img src="../images/menu_1_0.jpg" alt="menu" border="0" width="25" height="65"></td> ! <td align=center><a href="http://quantlib.org/"><img src="../images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="65"></a></td> ! <td><img src="../images/menu_1_2.jpg" alt="menu" border="0" width="35" height="65"></td> </tr> <tr> --- 21,27 ---- </tr> <tr> ! <td><img src="../images/menu_1_0.jpg" alt="menu" border="0" width="25" height="35"></td> ! <td align=center><a href="http://quantlib.org/"><img src="../images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="35"></a></td> ! <td><img src="../images/menu_1_2.jpg" alt="menu" border="0" width="35" height="35"></td> </tr> <tr> *************** *** 58,85 **** <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="../evaluationdate.html">Evaluation Date</a></td></tr> ! <tr><td><a class="menu" href="../calc.html">Calc</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="../qlo/annotated.html">Class List</a></td></tr> ! <!--tr><td><a class="menu" href="inherits.html">Class Hierarchy</a></td></tr--> ! <tr><td class="menunolink">Class Hierarchy</td></tr> <tr><td><a class="menu" href="../qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="../qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="../qlo/examples.html">Examples</a></td></tr> ! <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> ! <!-- ! <tr><td><a class="menuheader" href="srcgen.html">Source<br>Generation</a></td></tr> ! <tr><td class="menunolink">Class List</td></tr> ! <tr><td class="menunolink">Class Hierarchy</td></tr> ! <tr><td class="menunolink">Class Members</td></tr> ! <tr><td class="menunolink">File List</td></tr> ! <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> ! <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> ! --> ! <tr><td><a class="menuheader" href="../build_tutorial.html">Build<br>Tutorial</a></td></tr> ! <tr><td><a class="menu" href="../build_vc.html">Visual Studio</a></td></tr> ! <tr><td><a class="menu" href="../build_sourceforge_anonymous.html">Anonymous</a></td></tr> ! <tr><td><a class="menu" href="../build_sourceforge_developer.html">Developer</a></td></tr> ! <tr><td><a class="menu" href="../build_quantlib.html">QuantLib</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> </table> --- 58,71 ---- <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="../evaluationdate.html">Evaluation Date</a></td></tr> ! <tr><td><a class="menu" href="../extending.html">Enhancements</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="../qlo/annotated.html">Class List</a></td></tr> ! <tr><td><a class="menu" href="../qlo/hierarchy.html">Class Hierarchy</a></td></tr> <tr><td><a class="menu" href="../qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="../qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="../qlo/examples.html">Examples</a></td></tr> ! <tr><td><a class="menu" href="../calc.html">Calc</a></td></tr> ! <tr><td><a class="menu" href="../build_tutorial.html">Build Tutorial</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> </table> Index: qladdin.auto.doxy =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qladdin.auto.doxy,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** qladdin.auto.doxy 29 Jul 2006 15:41:52 -0000 1.1 --- qladdin.auto.doxy 28 Aug 2006 10:05:24 -0000 1.2 *************** *** 124,130 **** HTML_STYLESHEET = style.css HTML_ALIGN_MEMBERS = YES ! GENERATE_HTMLHELP = YES ! CHM_FILE = quantlibaddin.chm ! HHC_LOCATION = hhc.exe GENERATE_CHI = NO BINARY_TOC = NO --- 124,130 ---- HTML_STYLESHEET = style.css HTML_ALIGN_MEMBERS = YES ! GENERATE_HTMLHELP = NO ! CHM_FILE = ! HHC_LOCATION = GENERATE_CHI = NO BINARY_TOC = NO Index: qla_headeronline.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.html,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** qla_headeronline.html 29 Jul 2006 15:41:52 -0000 1.2 --- qla_headeronline.html 28 Aug 2006 10:05:24 -0000 1.3 *************** *** 6,11 **** <title>$title</title> <link rel="stylesheet" href="style.css" type="text/css"> ! <link rel="shortcut icon" href="favicon.ico" type="image/x-icon"> ! <link rel="icon" href="favicon.ico" type="image/x-icon"> </head> <body> --- 6,11 ---- <title>$title</title> <link rel="stylesheet" href="style.css" type="text/css"> ! <link rel="shortcut icon" href="images/favicon.ico" type="image/x-icon"> ! <link rel="icon" href="images/favicon.ico" type="image/x-icon"> </head> <body> *************** *** 21,27 **** </tr> <tr> ! <td><img src="images/menu_1_0.jpg" alt="menu" border="0" width="25" height="65"></td> ! <td align=center><a href="http://quantlib.org/"><img src="images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="65"></a></td> ! <td><img src="images/menu_1_2.jpg" alt="menu" border="0" width="35" height="65"></td> </tr> <tr> --- 21,27 ---- </tr> <tr> ! <td><img src="images/menu_1_0.jpg" alt="menu" border="0" width="25" height="35"></td> ! <td align=center><a href="http://quantlib.org/"><img src="images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="35"></a></td> ! <td><img src="images/menu_1_2.jpg" alt="menu" border="0" width="35" height="35"></td> </tr> <tr> *************** *** 58,85 **** <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr> ! <tr><td><a class="menu" href="calc.html">Calc</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="qlo/annotated.html">Class List</a></td></tr> ! <!--tr><td><a class="menu" href="inherits.html">Class Hierarchy</a></td></tr--> ! <tr><td class="menunolink">Class Hierarchy</td></tr> <tr><td><a class="menu" href="qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="qlo/examples.html">Examples</a></td></tr> ! <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr> ! <!-- ! <tr><td><a class="menuheader" href="srcgen.html">Source<br>Generation</a></td></tr> ! <tr><td class="menunolink">Class List</td></tr> ! <tr><td class="menunolink">Class Hierarchy</td></tr> ! <tr><td class="menunolink">Class Members</td></tr> ! <tr><td class="menunolink">File List</td></tr> ! <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> ! <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr> ! --> ! <tr><td><a class="menuheader" href="build_tutorial.html">Build<br>Tutorial</a></td></tr> ! <tr><td><a class="menu" href="build_vc.html">Visual Studio</a></td></tr> ! <tr><td><a class="menu" href="build_sourceforge_anonymous.html">Anonymous</a></td></tr> ! <tr><td><a class="menu" href="build_sourceforge_developer.html">Developer</a></td></tr> ! <tr><td><a class="menu" href="build_quantlib.html">QuantLib</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> </table> --- 58,71 ---- <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr> ! <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="qlo/annotated.html">Class List</a></td></tr> ! <tr><td><a class="menu" href="qlo/hierarchy.html">Class Hierarchy</a></td></tr> <tr><td><a class="menu" href="qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="qlo/examples.html">Examples</a></td></tr> ! <tr><td><a class="menu" href="calc.html">Calc</a></td></tr> ! <tr><td><a class="menu" href="build_tutorial.html">Build Tutorial</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> </table> Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/Makefile.am,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** Makefile.am 29 Jul 2006 15:41:52 -0000 1.2 --- Makefile.am 28 Aug 2006 10:05:24 -0000 1.3 *************** *** 13,17 **** qla_header.subdir.html \ qla_headeronline.subdir.html \ - QuantLibAddin-docs.hhp \ style.css --- 13,16 ---- *************** *** 36,41 **** dist-hook: ! mkdir -p $(distdir)/pages $(distdir)/images cp -p $(srcdir)/pages/*.docs $(distdir)/pages cp -p $(srcdir)/images/*.gif $(srcdir)/images/*.ico \ $(srcdir)/images/*.jpg $(srcdir)/images/*.png \ --- 35,41 ---- dist-hook: ! mkdir -p $(distdir)/pages $(distdir)/auto.pages $(distdir)/images cp -p $(srcdir)/pages/*.docs $(distdir)/pages + cp -p $(srcdir)/auto.pages/*.docs $(distdir)/auto.pages cp -p $(srcdir)/images/*.gif $(srcdir)/images/*.ico \ $(srcdir)/images/*.jpg $(srcdir)/images/*.png \ Index: style.css =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/style.css,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** style.css 22 Jun 2006 09:56:58 -0000 1.2 --- style.css 28 Aug 2006 10:05:24 -0000 1.3 *************** *** 110,114 **** .menunolink { ! color: gray; font-family: Arial; font-size: 10px; --- 110,114 ---- .menunolink { ! color: white; font-family: Arial; font-size: 10px; *************** *** 117,121 **** .menuheadernolink { ! color: gray; font-family: Arial; font-size: 15px; --- 117,121 ---- .menuheadernolink { ! color: white; font-family: Arial; font-size: 15px; Index: qla_header.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.html,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** qla_header.html 24 Jul 2006 08:53:37 -0000 1.4 --- qla_header.html 28 Aug 2006 10:05:24 -0000 1.5 *************** *** 6,11 **** <title>$title</title> <link rel="stylesheet" href="style.css" type="text/css"> ! <link rel="shortcut icon" href="favicon.ico" type="image/x-icon"> ! <link rel="icon" href="favicon.ico" type="image/x-icon"> </head> <body> --- 6,11 ---- <title>$title</title> <link rel="stylesheet" href="style.css" type="text/css"> ! <link rel="shortcut icon" href="images/favicon.ico" type="image/x-icon"> ! <link rel="icon" href="images/favicon.ico" type="image/x-icon"> </head> <body> *************** *** 21,27 **** </tr> <tr> ! <td><img src="images/menu_1_0.jpg" alt="menu" border="0" width="25" height="65"></td> ! <td align=center><a href="http://quantlib.org/"><img src="images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="65"></a></td> ! <td><img src="images/menu_1_2.jpg" alt="menu" border="0" width="35" height="65"></td> </tr> <tr> --- 21,27 ---- </tr> <tr> ! <td><img src="images/menu_1_0.jpg" alt="menu" border="0" width="25" height="35"></td> ! <td align=center><a href="http://quantlib.org/"><img src="images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="35"></a></td> ! <td><img src="images/menu_1_2.jpg" alt="menu" border="0" width="35" height="35"></td> </tr> <tr> *************** *** 58,85 **** <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr> ! <tr><td><a class="menu" href="calc.html">Calc</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="qlo/annotated.html">Class List</a></td></tr> ! <!--tr><td><a class="menu" href="inherits.html">Class Hierarchy</a></td></tr--> ! <tr><td class="menunolink">Class Hierarchy</td></tr> <tr><td><a class="menu" href="qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="qlo/examples.html">Examples</a></td></tr> ! <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr> ! <!-- ! <tr><td><a class="menuheader" href="srcgen.html">Source<br>Generation</a></td></tr> ! <tr><td class="menunolink">Class List</td></tr> ! <tr><td class="menunolink">Class Hierarchy</td></tr> ! <tr><td class="menunolink">Class Members</td></tr> ! <tr><td class="menunolink">File List</td></tr> ! <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> ! <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr> ! --> ! <tr><td><a class="menuheader" href="build_tutorial.html">Build<br>Tutorial</a></td></tr> ! <tr><td><a class="menu" href="build_vc.html">Visual Studio</a></td></tr> ! <tr><td><a class="menu" href="build_sourceforge_anonymous.html">Anonymous</a></td></tr> ! <tr><td><a class="menu" href="build_sourceforge_developer.html">Developer</a></td></tr> ! <tr><td><a class="menu" href="build_quantlib.html">QuantLib</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> </table> --- 58,71 ---- <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr> ! <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="qlo/annotated.html">Class List</a></td></tr> ! <tr><td><a class="menu" href="qlo/hierarchy.html">Class Hierarchy</a></td></tr> <tr><td><a class="menu" href="qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="qlo/examples.html">Examples</a></td></tr> ! <tr><td><a class="menu" href="calc.html">Calc</a></td></tr> ! <tr><td><a class="menu" href="build_tutorial.html">Build Tutorial</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> </table> Index: qladdin.qlo.doxy =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qladdin.qlo.doxy,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** qladdin.qlo.doxy 29 Jul 2006 15:41:52 -0000 1.1 --- qladdin.qlo.doxy 28 Aug 2006 10:05:24 -0000 1.2 *************** *** 124,130 **** HTML_STYLESHEET = style.css HTML_ALIGN_MEMBERS = YES ! GENERATE_HTMLHELP = YES ! CHM_FILE = quantlibaddin.chm ! HHC_LOCATION = hhc.exe GENERATE_CHI = NO BINARY_TOC = NO --- 124,130 ---- HTML_STYLESHEET = style.css HTML_ALIGN_MEMBERS = YES ! GENERATE_HTMLHELP = NO ! CHM_FILE = ! HHC_LOCATION = GENERATE_CHI = NO BINARY_TOC = NO --- QuantLibAddin-docs.hhp DELETED --- Index: qladdin.root.doxy =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qladdin.root.doxy,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** qladdin.root.doxy 29 Jul 2006 15:41:52 -0000 1.1 --- qladdin.root.doxy 28 Aug 2006 10:05:24 -0000 1.2 *************** *** 125,129 **** HTML_ALIGN_MEMBERS = YES GENERATE_HTMLHELP = YES ! CHM_FILE = quantlibaddin.chm HHC_LOCATION = hhc.exe GENERATE_CHI = NO --- 125,129 ---- HTML_ALIGN_MEMBERS = YES GENERATE_HTMLHELP = YES ! CHM_FILE = ../QuantLibAddin-docs-0.3.13.chm HHC_LOCATION = hhc.exe GENERATE_CHI = NO |
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From: Eric E. <eri...@us...> - 2006-08-28 10:05:28
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/gensrc/config Modified Files: config.xml Removed Files: Makefile.am Log Message: merge R000313f0-branch Index: config.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config/config.xml,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** config.xml 25 Aug 2006 07:27:01 -0000 1.22 --- config.xml 28 Aug 2006 10:05:24 -0000 1.23 *************** *** 1,6 **** <Config> ! <qlaRootDirectory>../../QuantLibAddin/qlo/</qlaRootDirectory> ! <voRootDirectory>../../QuantLibAddin/qlo/</voRootDirectory> <excelRootDirectory>../../QuantLibXL/qlxl/</excelRootDirectory> --- 1,6 ---- <Config> ! <qlaRootDirectory>../qlo/</qlaRootDirectory> ! <voRootDirectory>../qlo/</voRootDirectory> <excelRootDirectory>../../QuantLibXL/qlxl/</excelRootDirectory> *************** *** 25,28 **** --- 25,29 ---- <categoryName>marketmodels</categoryName> <categoryName>mathf</categoryName> + <categoryName>ohfunctions</categoryName> <categoryName>optimization</categoryName> <categoryName>options</categoryName> --- Makefile.am DELETED --- |
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From: Eric E. <eri...@us...> - 2006-08-28 10:05:28
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Clients/Calc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/Clients/Calc Modified Files: Makefile.am Added Files: options.ods Log Message: merge R000313f0-branch --- NEW FILE: options.ods --- (This appears to be a binary file; contents omitted.) Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/Calc/Makefile.am,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** Makefile.am 19 May 2006 16:56:16 -0000 1.1 --- Makefile.am 28 Aug 2006 10:05:23 -0000 1.2 *************** *** 3,6 **** --- 3,7 ---- capfloors.sxc \ instruments.sxc \ + options.ods \ options.sxc \ QLADemo.sxc |
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From: Chiara F. <chi...@us...> - 2006-08-25 07:27:07
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7108/gensrc/config Modified Files: config.xml Log Message: Index: config.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config/config.xml,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** config.xml 17 Aug 2006 10:09:35 -0000 1.21 --- config.xml 25 Aug 2006 07:27:01 -0000 1.22 *************** *** 10,13 **** --- 10,14 ---- <categoryNames> + <categoryName>assetswap</categoryName> <categoryName>bonds</categoryName> <categoryName>calendar</categoryName> |
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From: Chiara F. <chi...@us...> - 2006-08-25 07:24:10
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5693/Docs Modified Files: docs-QuantLibAddin.vcproj Log Message: Index: docs-QuantLibAddin.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/docs-QuantLibAddin.vcproj,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** docs-QuantLibAddin.vcproj 29 Jul 2006 15:41:52 -0000 1.7 --- docs-QuantLibAddin.vcproj 25 Aug 2006 07:24:06 -0000 1.8 *************** *** 33,36 **** --- 33,39 ---- </File> <File + RelativePath=".\auto.pages\assetswap.docs"> + </File> + <File RelativePath=".\auto.pages\bonds.docs"> </File> *************** *** 133,173 **** Filter=""> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\evaluationdate.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\faq.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\functional.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\history.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\index.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\installation.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\license.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\people.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\build.quantlib.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\build.sourceforge.anonymous.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\build.sourceforge.developer.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\build.tutorial.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\build.vc.docs"> </File> </Filter> --- 136,176 ---- Filter=""> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\build.quantlib.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\build.sourceforge.anonymous.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\build.sourceforge.developer.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\build.tutorial.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\build.vc.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\evaluationdate.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\faq.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\functional.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\history.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\index.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\installation.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\license.docs"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\pages\people.docs"> </File> </Filter> *************** *** 191,198 **** </File> <File ! RelativePath="..\..\QuantLibXL\Docs\quantlibxl.root.doxy"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\quantlibxl.qlo.doxy"> </File> <File --- 194,201 ---- </File> <File ! RelativePath="..\..\QuantLibXL\Docs\quantlibxl.qlo.doxy"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\quantlibxl.root.doxy"> </File> <File |
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From: Chiara F. <chi...@us...> - 2006-08-25 07:22:53
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4694 Modified Files: QuantLibObjects.vcproj Log Message: Index: QuantLibObjects.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v retrieving revision 1.27 retrieving revision 1.28 diff -C2 -d -r1.27 -r1.28 *** QuantLibObjects.vcproj 17 Aug 2006 10:40:53 -0000 1.27 --- QuantLibObjects.vcproj 25 Aug 2006 07:22:50 -0000 1.28 *************** *** 352,371 **** RelativePath="qlo\typeregistry.hpp"> </File> - <Filter - Name="TermStructures" - Filter=""> - <File - RelativePath="qlo\ratehelpers.cpp"> - </File> - <File - RelativePath="qlo\ratehelpers.hpp"> - </File> - <File - RelativePath="qlo\termstructures.cpp"> - </File> - <File - RelativePath="qlo\termstructures.hpp"> - </File> - </Filter> </Filter> <Filter --- 352,355 ---- *************** *** 373,376 **** --- 357,366 ---- Filter=""> <File + RelativePath=".\qlo\vo_assetswap.cpp"> + </File> + <File + RelativePath=".\qlo\vo_assetswap.hpp"> + </File> + <File RelativePath="qlo\vo_bonds.cpp"> </File> *************** *** 598,601 **** --- 588,597 ---- </File> <File + RelativePath=".\qlo\assetswap.cpp"> + </File> + <File + RelativePath=".\qlo\assetswap.hpp"> + </File> + <File RelativePath="qlo\barrieroption.cpp"> </File> *************** *** 766,769 **** --- 762,781 ---- </File> </Filter> + <Filter + Name="TermStructures" + Filter=""> + <File + RelativePath="qlo\ratehelpers.cpp"> + </File> + <File + RelativePath="qlo\ratehelpers.hpp"> + </File> + <File + RelativePath="qlo\termstructures.cpp"> + </File> + <File + RelativePath="qlo\termstructures.hpp"> + </File> + </Filter> <File RelativePath="qlo\auto_link.hpp"> |
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From: Chiara F. <chi...@us...> - 2006-08-25 07:20:32
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3349/qlo Added Files: vo_assetswap.cpp vo_assetswap.hpp Log Message: --- NEW FILE: vo_assetswap.cpp --- /* Copyright (C) 2005, 2006 Plamen Neykov This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email qua...@li... The license is also available online at http://quantlib.org/html/license.html This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ // this file generated automatically by gensrc.py // editing this file manually is not recommended #include <qlo/qladdindefines.hpp> #include <qlo/typefactory.hpp> #include <qlo/conversions.hpp> #include <qlo/assetswap.hpp> #include <qlo/vo_assetswap.hpp> namespace QuantLibAddin { namespace ValueObjects { const char* qlAssetSwap::mPropertyNames[] = { "objectID", "PayFixed", "Nominal", "underlyingBondID", "bondCleanPrice", "floatingLegScheduleID", "indexID", "floatingLegSpread", "floatingLegDayCounter", "termStructureID"}; std::vector<std::string> qlAssetSwap::getPropertyNames() const { return std::vector<std::string>( mPropertyNames, mPropertyNames + sizeof(mPropertyNames)/sizeof(const char*)); } boost::any qlAssetSwap::getProperty(const std::string& name) const { if(name == "objectID") return objectID_; else if(name == "PayFixed") return PayFixed_; else if(name == "Nominal") return Nominal_; else if(name == "underlyingBondID") return underlyingBondID_; else if(name == "bondCleanPrice") return bondCleanPrice_; else if(name == "floatingLegScheduleID") return floatingLegScheduleID_; else if(name == "indexID") return indexID_; else if(name == "floatingLegSpread") return floatingLegSpread_; else if(name == "floatingLegDayCounter") return floatingLegDayCounter_; else if(name == "termStructureID") return termStructureID_; else throw ObjHandler::Exception("Error: attempt to retrieve non-existent Property: '" + name + "'"); return boost::any(); /* Dummy return - just to avoid stupid compiler warnings/errors */ } qlAssetSwap::qlAssetSwap( const std::string& objectID, bool PayFixed, double Nominal, const std::string& underlyingBondID, double bondCleanPrice, const std::string& floatingLegScheduleID, const std::string& indexID, double floatingLegSpread, const std::string& floatingLegDayCounter, const std::string& termStructureID) : objectID_(objectID), PayFixed_(PayFixed), Nominal_(Nominal), underlyingBondID_(underlyingBondID), bondCleanPrice_(bondCleanPrice), floatingLegScheduleID_(floatingLegScheduleID), indexID_(indexID), floatingLegSpread_(floatingLegSpread), floatingLegDayCounter_(floatingLegDayCounter), termStructureID_(termStructureID) {} } } --- NEW FILE: vo_assetswap.hpp --- /* Copyright (C) 2005, 2006 Plamen Neykov This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email qua...@li... The license is also available online at http://quantlib.org/html/license.html This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ // this file generated automatically by gensrc.py // editing this file manually is not recommended #ifndef qla_vo_assetswap_hpp #define qla_vo_assetswap_hpp #include <oh/valueobject.hpp> #include <string> #include <vector> #include <boost/any.hpp> namespace QuantLibAddin { namespace ValueObjects { class qlAssetSwap : public ObjHandler::ValueObject { public: qlAssetSwap( const std::string& objectID, bool PayFixed, double Nominal, const std::string& underlyingBondID, double bondCleanPrice, const std::string& floatingLegScheduleID, const std::string& indexID, double floatingLegSpread, const std::string& floatingLegDayCounter, const std::string& termStructureID); std::vector<std::string> getPropertyNames() const; boost::any getProperty(const std::string& name) const; protected: static const char* mPropertyNames[]; std::string objectID_; bool PayFixed_; double Nominal_; std::string underlyingBondID_; double bondCleanPrice_; std::string floatingLegScheduleID_; std::string indexID_; double floatingLegSpread_; std::string floatingLegDayCounter_; std::string termStructureID_; }; } } #endif |
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From: Chiara F. <chi...@us...> - 2006-08-25 07:19:30
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2620/qlo Added Files: assetswap.cpp assetswap.hpp Log Message: --- NEW FILE: assetswap.cpp --- /* Copyright (C) 2006 Chiara Fornarola This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email qua...@li... The license is also available online at http://quantlib.org/html/license.html This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ #if defined(HAVE_CONFIG_H) #include <qlo/config.hpp> #endif #include <qlo/assetswap.hpp> #include <ql/Instruments/assetswap.hpp> namespace QuantLibAddin { AssetSwap::AssetSwap( bool payFixedRate, QuantLib::Real nominal, const boost::shared_ptr<QuantLib::Bond>& bond, const QuantLib::Real bondCleanPrice, const boost::shared_ptr<QuantLib::Schedule>& floatSchedule, const boost::shared_ptr<QuantLib::Xibor>& index, QuantLib::Spread spread, const QuantLib::DayCounter& floatingDayCount, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::AssetSwap(payFixedRate, nominal, bond, bondCleanPrice, *floatSchedule, index, spread, floatingDayCount, hYTS)); } } --- NEW FILE: assetswap.hpp --- /* Copyright (C) 2006 Chiara Fornarola This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email qua...@li... The license is also available online at http://quantlib.org/html/license.html This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ #ifndef qla_asset_swap_hpp #define qla_asset_swap_hpp #include <qlo/swap.hpp> namespace QuantLibAddin { class AssetSwap : public Swap { public: AssetSwap(bool payFixedRate, QuantLib::Real nominal, const boost::shared_ptr<QuantLib::Bond>& bond, const QuantLib::Real bondCleanPrice, const boost::shared_ptr<QuantLib::Schedule>& floatSchedule, const boost::shared_ptr<QuantLib::Xibor>& index, QuantLib::Spread spread, const QuantLib::DayCounter& floatingDayCount, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); std::vector<std::vector<boost::any> > fixedLeg() { return Swap::legAnalysis(0); } std::vector<std::vector<boost::any> > floatingLeg() { return Swap::legAnalysis(1); } }; } #endif |
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From: Chiara F. <chi...@us...> - 2006-08-24 16:12:59
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17528/gensrc/metadata Modified Files: bonds.xml Log Message: exposed the following bond's methods: frequency, calendar, daycounter, payment business day convention, accrual business day convention Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** bonds.xml 21 Aug 2006 07:34:29 -0000 1.20 --- bonds.xml 24 Aug 2006 16:12:55 -0000 1.21 *************** *** 12,15 **** --- 12,16 ---- </includes> <copyright> + Copyright (C) 2006 Chiara Fornarola Copyright (C) 2006 Ferdinando Ametrano Copyright (C) 2005, 2006 Eric Ehlers *************** *** 49,53 **** </ReturnValue> </Member> ! <Member name='qlBondThCleanPrice' libraryClass='FixedCouponBond' dependencyTrigger='true'> <description>Theoretical clean price: The default bond settlement is used for calculation.</description> --- 50,128 ---- </ReturnValue> </Member> ! ! <Member name='qlBondCalendar' libraryClass='Bond'> ! <description>Returns the calendar of the bond, e.g. TARGET.</description> ! <libraryFunction>calendar</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue enumeration='QuantLib::Calendar'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlBondAccrualBDC' libraryClass='Bond'> ! <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> ! <libraryFunction>accrualConvention</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue enumeration='QuantLib::BusinessDayConvention'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlBondPaymentBDC' libraryClass='Bond'> ! <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> ! <libraryFunction>paymentConvention</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue enumeration='QuantLib::BusinessDayConvention'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlBondDayCount' libraryClass='Bond'> ! <description>Retrieves the day count fraction for the given Bond, e.g. Act/Act.</description> ! <libraryFunction>dayCounter</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlBondFrequency' libraryClass='Bond'> ! <description>Retrieves the frequency for the given Bond, e.g. Annual.</description> ! <libraryFunction>frequency</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue enumeration='QuantLib::Frequency'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> <Member name='qlBondThCleanPrice' libraryClass='FixedCouponBond' dependencyTrigger='true'> <description>Theoretical clean price: The default bond settlement is used for calculation.</description> |
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From: Chiara F. <chi...@us...> - 2006-08-24 16:08:52
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15583/gensrc/metadata Added Files: assetswap.xml Log Message: the following functions to construct and use AssetSwap objects were exported in Excel: qlAssetSwap- generates AssetSwap Object qlAssetSwapFairSpread- returns the fair rate of the asset swap qlAssetSwapFixedLeg- returns the fixed leg cash flow analysis qlAssetSwapFloatingLeg- returns the floating leg cash flow analysis qlAssetSwapFloatingLegBPS- returns the BPS of the floating leg --- NEW FILE: assetswap.xml --- <Category name='assetswap'> <description>functions to construct and use AssetSwap objects</description> <displayName>Asset Swap</displayName> <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <includes> <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> </includes> <copyright> Copyright (C) 2006 Chiara Fornarola </copyright> <Functions> <Constructor name='qlAssetSwap'> <libraryFunction>AssetSwap</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='PayFixed'> <type>bool</type> <tensorRank>scalar</tensorRank> <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> <tensorRank>scalar</tensorRank> <description>Object ID for the underlying bond</description> </Parameter> <Parameter name='bondCleanPrice'> <type>double</type> <tensorRank>scalar</tensorRank> <description>market price of the underlying bond</description> </Parameter> <Parameter name='floatingLegScheduleID' libraryClass='Schedule'> <type>string</type> <tensorRank>scalar</tensorRank> <description>floating leg schedule</description> </Parameter> <Parameter name='indexID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> <description>floating leg Index</description> </Parameter> <Parameter name='floatingLegSpread'> <type>double</type> <tensorRank>scalar</tensorRank> <description>Index Spread</description> </Parameter> <Parameter name='floatingLegDayCounter' enumeration='QuantLib::DayCounter'> <type>string</type> <tensorRank>scalar</tensorRank> <description>floating day counter (e.g. Actual/360)</description> </Parameter> <Parameter name='termStructureID' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> <description>discounting term structure</description> </Parameter> </Parameters> </ParameterList> </Constructor> <Member name='qlAssetSwapFairSpread' libraryClass='AssetSwap' dependencyTrigger='true'> <description>the fair rate of the asset swap, i.e. the asset swap spread</description> <libraryFunction>fairSpread</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlAssetSwapFixedLeg' objectClass='AssetSwap'> <description>The fixed leg cash flow analysis</description> <libraryFunction>fixedLeg</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> </Parameters> </ParameterList> <ReturnValue> <type>any</type> <tensorRank>matrix</tensorRank> </ReturnValue> </Member> <Member name='qlAssetSwapFloatingLeg' objectClass='AssetSwap' dependencyTrigger='true'> <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>any</type> <tensorRank>matrix</tensorRank> </ReturnValue> </Member> <Member name='qlAssetSwapFloatingLegBPS' libraryClass='AssetSwap' dependencyTrigger='true'> <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> </Functions> </Category> |
