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From: Ferdinando A. <na...@us...> - 2006-08-17 10:40:58
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10385 Modified Files: QuantLibObjects.vcproj todonando.txt Log Message: added periodFromFrequency function Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.31 retrieving revision 1.32 diff -C2 -d -r1.31 -r1.32 *** todonando.txt 17 Aug 2006 10:09:35 -0000 1.31 --- todonando.txt 17 Aug 2006 10:40:53 -0000 1.32 *************** *** 80,83 **** --- 80,84 ---- QUANTLIBADDIN + - default loopingparameter - default Optimization method in interpolation.xml (sabr) - return std::pair (see locate for swaptionvolmatrix) Index: QuantLibObjects.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v retrieving revision 1.26 retrieving revision 1.27 diff -C2 -d -r1.26 -r1.27 *** QuantLibObjects.vcproj 11 Aug 2006 09:07:03 -0000 1.26 --- QuantLibObjects.vcproj 17 Aug 2006 10:40:53 -0000 1.27 *************** *** 776,779 **** --- 776,782 ---- </File> <File + RelativePath=".\qlo\date.hpp"> + </File> + <File RelativePath="qlo\exercise.cpp"> </File> |
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From: Ferdinando A. <na...@us...> - 2006-08-17 10:09:41
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29770/qlo Added Files: settings.hpp Log Message: avoiding usage of QuantLib deprecated functions --- NEW FILE: settings.hpp --- /* Copyright (C) 2006 Ferdinando Ametrano 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. */ /*! \file \brief Implementations of the functions defined in settings.xml for use within the Addins. */ #ifndef qla_settings_hpp #define qla_settings_hpp namespace QuantLibAddin { /*! \group utilities diagnostic and information functions for QuantLibAddin */ /*! set the evaluation date */ inline QuantLib::Date setEvaluationDate(const QuantLib::Date &evalDate) { QuantLib::Settings::instance().evaluationDate() = evalDate; return evalDate; } } #endif |
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From: Ferdinando A. <na...@us...> - 2006-08-17 10:09:39
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29770/gensrc/metadata Modified Files: date.xml Added Files: settings.xml Log Message: avoiding usage of QuantLib deprecated functions Index: date.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** date.xml 29 Jul 2006 15:32:32 -0000 1.9 --- date.xml 17 Aug 2006 10:09:35 -0000 1.10 *************** *** 12,51 **** <Functions> - <Procedure name='qlEvaluationDate'> - <description>returns the current value of the Evaluation Date</description> - <alias>QuantLib::Settings::instance().evaluationDate</alias> - <supportedPlatforms> - <supportedPlatform>excel</supportedPlatform> - </supportedPlatforms> - <ParameterList> - <Parameters/> - </ParameterList> - <ReturnValue libraryType='QuantLib::Date'> - <type>long</type> - <tensorRank>scalar</tensorRank> - </ReturnValue> - </Procedure> - - <Procedure name='qlSetEvaluationDate'> - <description>sets the value of the Evaluation Date</description> - <alias>QuantLib::setEvaluationDate</alias> - <supportedPlatforms> - <supportedPlatform>excel</supportedPlatform> - </supportedPlatforms> - <ParameterList> - <Parameters> - <Parameter name='evalDate' libraryType='QuantLib::Date'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>new value for the evaluation date</description> - </Parameter> - </Parameters> - </ParameterList> - <ReturnValue libraryType='QuantLib::Date'> - <type>long</type> - <tensorRank>scalar</tensorRank> - </ReturnValue> - </Procedure> - <Procedure name='qlIsIMMdate' > <description>returns whether or not the given date is an IMM date.</description> --- 12,15 ---- --- NEW FILE: settings.xml --- <Category name='settings'> <description>global settings functions</description> <displayName>Settings</displayName> <xlFunctionWizardCategory>QuantLib - Date</xlFunctionWizardCategory> <copyright> Copyright (C) 2006 Ferdinando Ametrano </copyright> <Functions> <Procedure name='qlEvaluationDate'> <description>returns the current value of the Evaluation Date</description> <alias>QuantLib::Settings::instance().evaluationDate</alias> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Procedure> <Procedure name='qlSetEvaluationDate'> <description>sets the value of the Evaluation Date</description> <alias>QuantLibAddin::setEvaluationDate</alias> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='evalDate' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> <description>new value for the evaluation date</description> </Parameter> </Parameters> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Procedure> </Functions> </Category> |
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From: Ferdinando A. <na...@us...> - 2006-08-17 10:09:39
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29770 Modified Files: todonando.txt Log Message: avoiding usage of QuantLib deprecated functions Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.30 retrieving revision 1.31 diff -C2 -d -r1.30 -r1.31 *** todonando.txt 10 Aug 2006 10:24:15 -0000 1.30 --- todonando.txt 17 Aug 2006 10:09:35 -0000 1.31 *************** *** 30,36 **** QuantLib YIELDCURVEBOOTSTRAP - add new flag: depo only to cover stub period - - check RateHelper prices and QL_FAIL for invalid input - - ALERT if bootstrap fails - bootstrap: First Future stub period flag QuantLib PIECEWISEYIELDCURVE --- 30,35 ---- QuantLib YIELDCURVEBOOTSTRAP - add new flag: depo only to cover stub period - bootstrap: First Future stub period flag + - ALERT if bootstrap fails QuantLib PIECEWISEYIELDCURVE |
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From: Ferdinando A. <na...@us...> - 2006-08-17 10:09:39
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29770/gensrc/config Modified Files: config.xml Log Message: avoiding usage of QuantLib deprecated functions Index: config.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config/config.xml,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** config.xml 10 Aug 2006 16:09:52 -0000 1.20 --- config.xml 17 Aug 2006 10:09:35 -0000 1.21 *************** *** 22,26 **** <categoryName>instruments</categoryName> <categoryName>interpolation</categoryName> ! <!--categoryName>marketmodels</categoryName--> <categoryName>mathf</categoryName> <categoryName>optimization</categoryName> --- 22,26 ---- <categoryName>instruments</categoryName> <categoryName>interpolation</categoryName> ! <categoryName>marketmodels</categoryName> <categoryName>mathf</categoryName> <categoryName>optimization</categoryName> *************** *** 35,38 **** --- 35,39 ---- <categoryName>schedule</categoryName> <categoryName>sequencestatistics</categoryName> + <categoryName>settings</categoryName> <categoryName>shortratemodels</categoryName> <categoryName>swap</categoryName> |
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From: Ferdinando A. <na...@us...> - 2006-08-17 10:09:39
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29770/gensrc Modified Files: Makefile.vc Log Message: avoiding usage of QuantLib deprecated functions Index: Makefile.vc =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/Makefile.vc,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** Makefile.vc 10 Aug 2006 16:09:52 -0000 1.21 --- Makefile.vc 17 Aug 2006 10:09:35 -0000 1.22 *************** *** 35,38 **** --- 35,39 ---- metadata\schedule.xml \ metadata\sequencestatistics.xml \ + metadata\settings.xml \ metadata\shortratemodels.xml \ metadata\swap.xml \ |
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From: Cristina D. <cdu...@us...> - 2006-08-17 08:30:48
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20419/qlo Modified Files: .cvsignore Log Message: added riskstatistics.*pp and sequencestatistics.*pp Index: .cvsignore =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/.cvsignore,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** .cvsignore 29 Jul 2006 15:32:32 -0000 1.15 --- .cvsignore 17 Aug 2006 08:30:43 -0000 1.16 *************** *** 30,34 **** --- 30,36 ---- vo_randomsequencegenerator.*pp vo_ratehelpers.*pp + vo_riskstatistics.*pp vo_schedule.*pp + vo_sequencestatistics.*pp vo_shortratemodels.*pp vo_swap.*pp |
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From: Cristina D. <cdu...@us...> - 2006-08-11 09:49:24
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22542/gensrc Modified Files: gensrc_vc8.vcproj Log Message: Added RiskStatistics and SequenceStatistics in projects Index: gensrc_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/gensrc_vc8.vcproj,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** gensrc_vc8.vcproj 29 Jul 2006 15:32:31 -0000 1.19 --- gensrc_vc8.vcproj 11 Aug 2006 09:49:19 -0000 1.20 *************** *** 104,115 **** </File> <File - RelativePath=".\metadata\generalstatistics.xml" - > - </File> - <File - RelativePath=".\metadata\incrementalstatistics.xml" - > - </File> - <File RelativePath="metadata\index.xml" > --- 104,107 ---- *************** *** 164,171 **** --- 156,171 ---- </File> <File + RelativePath=".\metadata\riskstatistics.xml" + > + </File> + <File RelativePath="metadata\schedule.xml" > </File> <File + RelativePath=".\metadata\sequencestatistics.xml" + > + </File> + <File RelativePath="metadata\shortratemodels.xml" > |
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From: Cristina D. <cdu...@us...> - 2006-08-11 09:49:23
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22542 Modified Files: QuantLibObjects_vc8.vcproj Log Message: Added RiskStatistics and SequenceStatistics in projects Index: QuantLibObjects_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v retrieving revision 1.31 retrieving revision 1.32 diff -C2 -d -r1.31 -r1.32 *** QuantLibObjects_vc8.vcproj 14 Jul 2006 17:35:30 -0000 1.31 --- QuantLibObjects_vc8.vcproj 11 Aug 2006 09:49:19 -0000 1.32 *************** *** 514,517 **** --- 514,525 ---- </File> <File + RelativePath=".\qlo\vo_riskstatistics.cpp" + > + </File> + <File + RelativePath=".\qlo\vo_riskstatistics.hpp" + > + </File> + <File RelativePath="qlo\vo_schedule.cpp" > *************** *** 522,525 **** --- 530,541 ---- </File> <File + RelativePath=".\qlo\vo_sequencestatistics.cpp" + > + </File> + <File + RelativePath=".\qlo\vo_sequencestatistics.hpp" + > + </File> + <File RelativePath="qlo\vo_shortratemodels.cpp" > *************** *** 638,641 **** --- 654,673 ---- </File> <File + RelativePath=".\qlo\riskstatistics.cpp" + > + </File> + <File + RelativePath=".\qlo\riskstatistics.hpp" + > + </File> + <File + RelativePath=".\qlo\sequencestatistics.cpp" + > + </File> + <File + RelativePath=".\qlo\sequencestatistics.hpp" + > + </File> + <File RelativePath="qlo\symmetricschurdecomposition.cpp" > |
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From: Giorgio F. <gi...@us...> - 2006-08-11 09:07:08
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5383 Modified Files: QuantLibObjects.vcproj Log Message: Index: QuantLibObjects.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** QuantLibObjects.vcproj 10 Aug 2006 11:03:46 -0000 1.25 --- QuantLibObjects.vcproj 11 Aug 2006 09:07:03 -0000 1.26 *************** *** 352,355 **** --- 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 *************** *** 520,539 **** </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> - <Filter Name="Math" Filter=""> --- 536,539 ---- |
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From: Eric E. <eri...@us...> - 2006-08-11 00:12:57
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19769 Modified Files: Tag: R000313f0-branch build.tutorial.docs Log Message: update build doc Index: build.tutorial.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/build.tutorial.docs,v retrieving revision 1.1.2.2 retrieving revision 1.1.2.3 diff -C2 -d -r1.1.2.2 -r1.1.2.3 *** build.tutorial.docs 10 Aug 2006 20:57:39 -0000 1.1.2.2 --- build.tutorial.docs 11 Aug 2006 00:12:51 -0000 1.1.2.3 *************** *** 37,40 **** --- 37,41 ---- \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 *************** *** 225,228 **** --- 226,240 ---- <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 *************** *** 242,248 **** 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 ! of this document, QuantLibAddin and QuantLibXL must be installed side-by-side in ! the directory tree. The installer sets environment variable QUANTLIBADDIN_DIR. No environment variable is --- 254,259 ---- 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 *************** *** 280,286 **** - <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://quantlib.org/objecthandler">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> */ --- 291,299 ---- - <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> */ |
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From: Eric E. <eri...@us...> - 2006-08-10 20:57:43
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5522 Modified Files: Tag: R000313f0-branch build.tutorial.docs Log Message: update build tutorial Index: build.tutorial.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/build.tutorial.docs,v retrieving revision 1.1.2.1 retrieving revision 1.1.2.2 diff -C2 -d -r1.1.2.1 -r1.1.2.2 *** build.tutorial.docs 7 Aug 2006 14:59:44 -0000 1.1.2.1 --- build.tutorial.docs 10 Aug 2006 20:57:39 -0000 1.1.2.2 *************** *** 1,5 **** /* ! Copyright (C) 2005, 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library --- 1,5 ---- /* ! Copyright (C) 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library *************** *** 42,46 **** \ref sec_build_links \n ! \section sec_build_vc8 Visual C++ This section explains how to install Visual C++ (also known as VC8). VC8 is --- 42,46 ---- \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 *************** *** 74,80 **** \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: ! \code ! C:\\Projects\\boost_1_33_1>bjam "-sTOOLS=vc-8_0" install ! \endcode 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>: --- 74,80 ---- \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>: *************** *** 116,121 **** </table> ! As you're using VC8 be sure to open the workspaces named with the ! <b>_vc8.sln</b> suffix. \section sec_build_directories A Note on Directories --- 116,122 ---- </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 *************** *** 123,142 **** 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, e.g: ! \code ! C:\\projects\\QuantLibAddin-0.3.13 ! C:\\projects\\QuantLibXL-0.3.13 ! \endcode ! This is because QuantLibAddin (via gensrc) autogenerates source code into ! the QuantLibXL directory tree, on the assumption that the two directories ! are side by side. The other packages may be installed anywhere. The location of each package is indicated by the appropriate environment variable: - \li GENSRC_DIR (must be set manually) \li QL_DIR (must be set manually) ! \li OBJECT_HANDLER_DIR (set by the installer) \li LOG4CXX_DIR (set by the installer) \section sec_build_quantlib Install and Build QuantLib --- 124,158 ---- 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 *************** *** 166,170 **** 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: ! \code 1>Auto run test 1>===================================== --- 182,186 ---- 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>===================================== *************** *** 187,191 **** 1>"file://c:\Projects\QuantLib\test-suite\build\vc80\Release\BuildLog.htm" 1>testsuite - 0 error(s), 0 warning(s) ! \endcode \section sec_build_quantlibfunctions Build QuantLibFunctions --- 203,207 ---- 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 *************** *** 198,202 **** \section sec_build_log4cxx Install and Build log4cxx ! Download <tt>log4cxx-0.9.7.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 --- 214,218 ---- \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 *************** *** 204,211 **** In VC8, open the log4cxx VC8 workspace ! <tt>log4cxx-0.9.7\\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-0.9.7\\msvc\\lib\\log4cxxs-vc80-mt-s.lib</tt>. \section sec_build_objecthandler Install and Build ObjectHandler --- 220,227 ---- 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_objecthandler Install and Build ObjectHandler *************** *** 230,234 **** the directory tree. ! There are no environment variables required for the QuantLibAddin/QuantLibXL projects. The QuantLibAddin VC8 workspace loads files from the QuantLibXL directory. Therefore --- 246,251 ---- 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 *************** *** 238,244 **** In VC8, open the QuantLibAddin VC8 workspace <tt>QuantLibAddin\\QuantLibAddin_vc8.sln</tt>. Choose configuration ! <tt>Release</tt>, solution <tt>AddinExcelStatic</tt>, and do <tt>Build/Build ! AddinExcelStatic</tt>. The build process creates the QuantLibAddin XLL file ! <tt>QuantLibAddin\\Addins\\Excel\\xll\\QuantLibAddinStatic-vc80-mt-s-0_3_13.xll</tt>. \section sec_build_usage Usage --- 255,261 ---- 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 *************** *** 246,254 **** To launch the QuantLibAddin Excel addin: - start Excel ! - load the addin <tt>QuantLibAddin\\Addins\\Excel\\xll\\QuantLibAddinStatic-vc80-mt-s-0_3_13.xll</tt> ! - load a sample spreadsheet e.g. <tt>QuantLibAddin\\Clients\\Excel\\QLADemo.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 --- 263,272 ---- 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 *************** *** 263,268 **** - <a href="http://quantlib.org/developerFAQ.shtml">QuantLib developer FAQ</a> - <a href="http://quantlib.org/objecthandler">ObjectHandler home page</a> ! - <a href="http://quantlib.org/quantlibaddin">QuantLibAddin home page</a> ! - <a href="http://quantlib.org/quantlibaddin/faq.html">QuantLibAddin FAQ</a> */ --- 281,286 ---- - <a href="http://quantlib.org/developerFAQ.shtml">QuantLib developer FAQ</a> - <a href="http://quantlib.org/objecthandler">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> */ |
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From: Cristina D. <cdu...@us...> - 2006-08-10 16:10:00
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17782/qlo Added Files: sequencestatistics.cpp sequencestatistics.hpp Log Message: --- NEW FILE: sequencestatistics.cpp --- /* Copyright (C) 2006 Cristina Duminuco 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/sequencestatistics.hpp> namespace QuantLibAddin { SequenceStatistics::SequenceStatistics(QuantLib::Size dimension, QuantLib::Matrix values, std::vector<QuantLib::Real> weights) { libraryObject_ = boost::shared_ptr<QuantLib::SequenceStatistics>( new QuantLib::SequenceStatistics(dimension)); QL_REQUIRE(weights.size()==0 || values.rows()==weights.size(), "Values and weights vectors must have the same number of elements."); if (values.rows()!=0) { if (weights.size()!=0) { for (QuantLib::Size i=0; i<values.rows(); i++) { libraryObject_->add(values.row_begin(i), values.row_end(i), weights[i]); } } else { for (QuantLib::Size i=0; i<values.rows(); i++) { libraryObject_->add(values.row_begin(i), values.row_end(i)); } } } } } --- NEW FILE: sequencestatistics.hpp --- /* Copyright (C) 2006 Ferdinando Ametrano Copyright (C) 2006 Duminuco Cristina 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_sequencestatistics_hpp #define qla_sequencestatistics_hpp #include <oh/objhandler.hpp> #include <ql/Math/sequencestatistics.hpp> #include <ql/Math/riskstatistics.hpp> #include <ql/Math/matrix.hpp> namespace QuantLibAddin { class SequenceStatistics : public ObjHandler::LibraryObject<QuantLib::SequenceStatistics> { public: SequenceStatistics(QuantLib::Size dimension, QuantLib::Matrix values, std::vector<QuantLib::Real> weights); }; } #endif |
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From: Cristina D. <cdu...@us...> - 2006-08-10 16:09:59
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17782/gensrc/metadata Added Files: sequencestatistics.xml Log Message: --- NEW FILE: sequencestatistics.xml --- <Category name='sequencestatistics'> <description>QuantLib statistics analysis of N-dimensional (sequence) data</description> <displayName>SequenceStatistics</displayName> <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory> <includes> <include>ql/Math/riskstatistics.hpp</include> <include>qlo/sequencestatistics.hpp</include> <include>qlo/vo_sequencestatistics.hpp</include> </includes> <copyright> Copyright (C) 2006 Cristina Duminuco </copyright> <Functions> <!-- SequenceStatistics methods: 1-D inspectors lifted from underlying statistics class --> <Member name='qlSequenceStatisticsSamples' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the number of samples collected</description> <libraryFunction>samples</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsWeightSum' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the sum of data weights</description> <libraryFunction>weightSum</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <!-- SequenceStatistics methods: N-D inspectors lifted from underlying statistics class --> <Member name='qlSequenceStatisticsMean' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the mean</description> <libraryFunction>mean</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsVariance' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the variance</description> <libraryFunction>variance</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsStandardDeviation' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the the standard deviation</description> <libraryFunction>standardDeviation</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsDownsideVariance' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the variance of observations below 0.0 .</description> <libraryFunction>downsideVariance</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsDownsideDeviation' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the square root of the downside variance.</description> <libraryFunction>downsideDeviation</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsSemiVariance' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the variance of observations below the mean.</description> <libraryFunction>semiVariance</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsSemiDeviation' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the square root of the semivariance.</description> <libraryFunction>semiDeviation</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsErrorEstimate' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the error estimate on the mean value</description> <libraryFunction>errorEstimate</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsSkewness' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the skewness</description> <libraryFunction>skewness</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsKurtosis' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the excess kurtosis</description> <libraryFunction>kurtosis</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsMin' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the minimum sample value</description> <libraryFunction>min</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsMax' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the maximum sample value</description> <libraryFunction>max</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsGaussianPercentile' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the x-th percentile.</description> <libraryFunction>gaussianPercentile</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='x'> <type>double</type> <tensorRank>scalar</tensorRank> <description>Must be in the range (0,1]</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsPercentile' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the x-th percentile</description> <libraryFunction>percentile</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='x'> <type>double</type> <tensorRank>scalar</tensorRank> <description>Must be in the range (0,1]</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsGaussianPotentialUpside' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the reciprocal of VAR at a given percentile.</description> <libraryFunction>gaussianPotentialUpside</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='target'> <type>double</type> <tensorRank>scalar</tensorRank> <description>the percentile</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsPotentialUpside' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the reciprocal of VAR at a given percentile.</description> <libraryFunction>potentialUpside</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='centile'> <type>double</type> <tensorRank>scalar</tensorRank> <description>the centile</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsGaussianValueAtRisk' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the value-at-risk at a given percentile.</description> <libraryFunction>gaussianValueAtRisk</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='target'> <type>double</type> <tensorRank>scalar</tensorRank> <description>the percentile</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsValueAtRisk' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the value-at-risk at a given percentile.</description> <libraryFunction>valueAtRisk</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='target'> <type>double</type> <tensorRank>scalar</tensorRank> <description>the percentile</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsRegret' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the variance of observations below target.</description> <libraryFunction>regret</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='target'> <type>double</type> <tensorRank>scalar</tensorRank> <description>the target</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsGaussianShortfall' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the probability of missing the given target.</description> <libraryFunction>gaussianShortfall</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='target'> <type>double</type> <tensorRank>scalar</tensorRank> <description>the target</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsShortfall' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the probability of missing the given target.</description> <libraryFunction>shortfall</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='target'> <type>double</type> <tensorRank>scalar</tensorRank> <description>the target</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsGaussianAverageShortfall' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the averaged shortfallness.</description> <libraryFunction>gaussianAverageShortfall</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='target'> <type>double</type> <tensorRank>scalar</tensorRank> <description>the target</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsAverageShortfall' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the averaged shortfallness.</description> <libraryFunction>averageShortfall</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='target'> <type>double</type> <tensorRank>scalar</tensorRank> <description>the target</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>vector</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsCovariance' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the covariance Matrix</description> <libraryFunction>covariance</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Matrix'> <type>double</type> <tensorRank>matrix</tensorRank> </ReturnValue> </Member> <Member name='qlSequenceStatisticsCorrelation' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the correlation Matrix</description> <libraryFunction>correlation</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Matrix'> <type>double</type> <tensorRank>matrix</tensorRank> </ReturnValue> </Member> <!-- constructor --> <Constructor name='qlSequenceStatistics'> <description> Statistics analysis of N-dimensional (sequence) data. </description> <libraryFunction>SequenceStatistics</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> <ParameterList> <Parameters> <Parameter name='dimension'> <type>long</type> <tensorRank>scalar</tensorRank> <description>Statistics dimensionality.</description> </Parameter> <Parameter name='values' libraryType='QuantLib::Matrix'> <!--default='QuantLib::Matrix()'>--> <type>double</type> <tensorRank>matrix</tensorRank> <description>Sampled values. If omitted, an empty statistics is created.</description> </Parameter> <Parameter name='weights' default='std::vector<QuantLib::Real>()'> <type>double</type> <tensorRank>vector</tensorRank> <description>If omitted, all sampled values have the same weight.</description> </Parameter> </Parameters> </ParameterList> </Constructor> </Functions> </Category> |
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From: Cristina D. <cdu...@us...> - 2006-08-10 16:09:59
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17782/gensrc Modified Files: Makefile.vc Log Message: Index: Makefile.vc =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/Makefile.vc,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** Makefile.vc 9 Aug 2006 10:19:33 -0000 1.20 --- Makefile.vc 10 Aug 2006 16:09:52 -0000 1.21 *************** *** 34,37 **** --- 34,38 ---- metadata\riskstatistics.xml \ metadata\schedule.xml \ + metadata\sequencestatistics.xml \ metadata\shortratemodels.xml \ metadata\swap.xml \ |
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From: Cristina D. <cdu...@us...> - 2006-08-10 16:09:59
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17782/gensrc/config Modified Files: config.xml Log Message: Index: config.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config/config.xml,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** config.xml 9 Aug 2006 10:14:07 -0000 1.19 --- config.xml 10 Aug 2006 16:09:52 -0000 1.20 *************** *** 34,37 **** --- 34,38 ---- <categoryName>riskstatistics</categoryName> <categoryName>schedule</categoryName> + <categoryName>sequencestatistics</categoryName> <categoryName>shortratemodels</categoryName> <categoryName>swap</categoryName> |
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From: Cristina D. <cdu...@us...> - 2006-08-10 16:08:02
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv16980/gensrc/metadata Modified Files: riskstatistics.xml Log Message: Renamed qlGeneralStatistics... in qlStatistics... Index: riskstatistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/riskstatistics.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** riskstatistics.xml 9 Aug 2006 10:15:41 -0000 1.1 --- riskstatistics.xml 10 Aug 2006 16:07:56 -0000 1.2 *************** *** 16,20 **** <!-- GeneralStatistics methods --> ! <Member name='qlGeneralStatisticsSamples' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the number of samples collected</description> <libraryFunction>samples</libraryFunction> --- 16,20 ---- <!-- GeneralStatistics methods --> ! <Member name='qlStatisticsSamples' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the number of samples collected</description> <libraryFunction>samples</libraryFunction> *************** *** 31,35 **** </Member> ! <Member name='qlGeneralStatisticsWeightSum' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the sum of data weights</description> <libraryFunction>weightSum</libraryFunction> --- 31,35 ---- </Member> ! <Member name='qlStatisticsWeightSum' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the sum of data weights</description> <libraryFunction>weightSum</libraryFunction> *************** *** 46,50 **** </Member> ! <Member name='qlGeneralStatisticsMean' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the mean</description> <libraryFunction>mean</libraryFunction> --- 46,50 ---- </Member> ! <Member name='qlStatisticsMean' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the mean</description> <libraryFunction>mean</libraryFunction> *************** *** 61,65 **** </Member> ! <Member name='qlGeneralStatisticsVariance' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the variance</description> <libraryFunction>variance</libraryFunction> --- 61,65 ---- </Member> ! <Member name='qlStatisticsVariance' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the variance</description> <libraryFunction>variance</libraryFunction> *************** *** 76,80 **** </Member> ! <Member name='qlGeneralStatisticsStandardDeviation' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the the standard deviation</description> <libraryFunction>standardDeviation</libraryFunction> --- 76,80 ---- </Member> ! <Member name='qlStatisticsStandardDeviation' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the the standard deviation</description> <libraryFunction>standardDeviation</libraryFunction> *************** *** 91,95 **** </Member> ! <Member name='qlGeneralStatisticsErrorEstimate' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the error estimate on the mean value</description> <libraryFunction>errorEstimate</libraryFunction> --- 91,95 ---- </Member> ! <Member name='qlStatisticsErrorEstimate' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the error estimate on the mean value</description> <libraryFunction>errorEstimate</libraryFunction> *************** *** 106,110 **** </Member> ! <Member name='qlGeneralStatisticsSkewness' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the skewness</description> <libraryFunction>skewness</libraryFunction> --- 106,110 ---- </Member> ! <Member name='qlStatisticsSkewness' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the skewness</description> <libraryFunction>skewness</libraryFunction> *************** *** 121,125 **** </Member> ! <Member name='qlGeneralStatisticsKurtosis' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the excess kurtosis</description> <libraryFunction>kurtosis</libraryFunction> --- 121,125 ---- </Member> ! <Member name='qlStatisticsKurtosis' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the excess kurtosis</description> <libraryFunction>kurtosis</libraryFunction> *************** *** 136,140 **** </Member> ! <Member name='qlGeneralStatisticsMin' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the minimum sample value</description> <libraryFunction>min</libraryFunction> --- 136,140 ---- </Member> ! <Member name='qlStatisticsMin' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the minimum sample value</description> <libraryFunction>min</libraryFunction> *************** *** 151,155 **** </Member> ! <Member name='qlGeneralStatisticsMax' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the maximum sample value</description> <libraryFunction>max</libraryFunction> --- 151,155 ---- </Member> ! <Member name='qlStatisticsMax' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the maximum sample value</description> <libraryFunction>max</libraryFunction> *************** *** 166,170 **** </Member> ! <Member name='qlGeneralStatisticsPercentile' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the x-th percentile</description> <libraryFunction>percentile</libraryFunction> --- 166,170 ---- </Member> ! <Member name='qlStatisticsPercentile' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the x-th percentile</description> <libraryFunction>percentile</libraryFunction> *************** *** 187,191 **** </Member> ! <Member name='qlGeneralStatisticsTopPercentile' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the x-th top percentile.</description> <libraryFunction>topPercentile</libraryFunction> --- 187,191 ---- </Member> ! <Member name='qlStatisticsTopPercentile' libraryClass='RiskStatistics' dependencyTrigger='true'> <description>Returns the x-th top percentile.</description> <libraryFunction>topPercentile</libraryFunction> *************** *** 598,602 **** <!-- constructor --> ! <Constructor name='qlStatistics' libraryClass='RiskStatistics'> <description> Default risk measures tool --- 598,602 ---- <!-- constructor --> ! <Constructor name='qlStatistics'> <description> Default risk measures tool |
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From: Eric E. <eri...@us...> - 2006-08-10 15:48:14
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8613/Addins/Calc Modified Files: Tag: R000313f0-branch AddinCalc.vcproj Makefile.vc qladdin.cpp Log Message: fixes for calc build environment Index: Makefile.vc =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/Attic/Makefile.vc,v retrieving revision 1.1.2.1 retrieving revision 1.1.2.2 diff -C2 -d -r1.1.2.1 -r1.1.2.2 *** Makefile.vc 2 Aug 2006 13:03:46 -0000 1.1.2.1 --- Makefile.vc 10 Aug 2006 15:48:09 -0000 1.1.2.2 *************** *** 1,7 **** 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=$(COMPONENT_NAME)-vc71-mt-gd-0_3_12 DLL_DIR=dll INT_DIR=build\vc71\DebugCRTDLL --- 1,12 ---- + # makefile for Calc Addin + # this makefile supports only one build environment: + # VC7 (Visual Studio 2003), configuration "Release CRTDLL" + # for further info: http://www.quantlibaddin.org/calc.html + OFFICE_PROGRAM_PATH=C:\Program Files\OpenOffice.org 2.0\program OFFICE_SDK_PATH=C:\OpenOffice.org_2.0_SDK COMPONENT_NAME=QuantLibAddinCalc ! DLL_NAME=$(COMPONENT_NAME)-vc71-mt-0_3_13 DLL_DIR=dll INT_DIR=build\vc71\DebugCRTDLL *************** *** 19,24 **** FLAG6=$(INT_DIR)\$(COMPONENT_NAME).flag6 ! CC_INCLUDES=-I. -I..\.. -I"$(QL_DIR)" -I"$(OBJECT_HANDLER_DIR)" \ ! -I"$(LOG4CXX_DIR)/include" -I"$(OFFICE_SDK_PATH)\include" CC_FLAGS=/c /nologo /MD /GX /GR \ --- 24,31 ---- FLAG6=$(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 \ *************** *** 26,50 **** /DWIN32 /DWNT /DCPPU_ENV=msci /Fo"$(INT_DIR)\\" - # - CC_FLAGS that will be required for debug build - #/Zi full debug info in pdb - #/Od disable optimization - #/GZ runtime error checks - # - other defines that may be needed? - #CC_DEFINES=/D_DEBUG /DWINDOWS /D_MBCS /D_USRDLL - OBJECTS= \ "$(INT_DIR)\calcutils.obj" \ "$(INT_DIR)\conversions.obj" \ "$(INT_DIR)\exercise.obj" \ "$(INT_DIR)\funcdef.obj" \ "$(INT_DIR)\options.obj" \ "$(INT_DIR)\payoffs.obj" \ "$(INT_DIR)\pricingengines.obj" \ "$(INT_DIR)\processes.obj" \ "$(INT_DIR)\qladdin.obj" \ "$(INT_DIR)\session.obj" \ "$(INT_DIR)\utilities.obj" \ "$(INT_DIR)\volatilities.obj" ! LFLAGS=/nologo /dll /out:$(DLL_FILE) \ /def:.\$(COMPONENT_NAME).def \ --- 33,71 ---- /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:$(DLL_FILE) \ /def:.\$(COMPONENT_NAME).def \ *************** *** 52,57 **** /libpath:"$(OFFICE_SDK_PATH)\windows\lib" \ /libpath:"$(QL_DIR)\lib" \ - /libpath:"$(LOG4CXX_DIR)\msvc\lib" \ /libpath:"$(OBJECT_HANDLER_DIR)\lib" \ kernel32.lib wsock32.lib advapi32.lib \ oldnames.lib netapi32.lib advapi32.lib gdi32.lib comdlg32.lib \ --- 73,78 ---- /libpath:"$(OFFICE_SDK_PATH)\windows\lib" \ /libpath:"$(QL_DIR)\lib" \ /libpath:"$(OBJECT_HANDLER_DIR)\lib" \ + /libpath:"$(LOG4CXX_DIR)\msvc\lib" \ kernel32.lib wsock32.lib advapi32.lib \ oldnames.lib netapi32.lib advapi32.lib gdi32.lib comdlg32.lib \ Index: AddinCalc.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/AddinCalc.vcproj,v retrieving revision 1.3.2.1 retrieving revision 1.3.2.2 diff -C2 -d -r1.3.2.1 -r1.3.2.2 *** AddinCalc.vcproj 2 Aug 2006 13:03:46 -0000 1.3.2.1 --- AddinCalc.vcproj 10 Aug 2006 15:48:09 -0000 1.3.2.2 *************** *** 13,19 **** <Configurations> <Configuration ! Name="Debug CRTDLL|Win32" ! OutputDirectory="build\vc71\DebugCRTDLL" ! IntermediateDirectory="build\vc71\DebugCRTDLL" ConfigurationType="0" UseOfMFC="0" --- 13,19 ---- <Configurations> <Configuration ! Name="Release CRTDLL|Win32" ! OutputDirectory="$(ConfigurationName)" ! IntermediateDirectory="$(ConfigurationName)" ConfigurationType="0" UseOfMFC="0" *************** *** 23,28 **** BuildCommandLine="nmake /f "Makefile.vc"" ReBuildCommandLine="nmake /f "Makefile.vc" /a" ! CleanCommandLine="nmake /f "Makefile.vc" clean" ! Output="AddinCalc.exe"/> </Configuration> </Configurations> --- 23,27 ---- BuildCommandLine="nmake /f "Makefile.vc"" ReBuildCommandLine="nmake /f "Makefile.vc" /a" ! CleanCommandLine="nmake /f "Makefile.vc" clean"/> </Configuration> </Configurations> Index: qladdin.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/qladdin.cpp,v retrieving revision 1.2.2.2 retrieving revision 1.2.2.3 diff -C2 -d -r1.2.2.2 -r1.2.2.3 *** qladdin.cpp 4 Aug 2006 22:39:26 -0000 1.2.2.2 --- qladdin.cpp 10 Aug 2006 15:48:09 -0000 1.2.2.3 *************** *** 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 *************** *** 38,42 **** # include <qlo/qladdindefines.hpp> # include <qlo/auto_link.hpp> - # include <log4cxx/auto_link.hpp> # undef BOOST_LIB_DIAGNOSTIC #endif --- 38,41 ---- |
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From: Eric E. <eri...@us...> - 2006-08-10 15:48:14
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8613 Modified Files: Tag: R000313f0-branch QuantLibAddin.sln Log Message: fixes for calc build environment Index: QuantLibAddin.sln =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin.sln,v retrieving revision 1.11.2.1 retrieving revision 1.11.2.2 diff -C2 -d -r1.11.2.1 -r1.11.2.2 *** QuantLibAddin.sln 2 Aug 2006 13:03:46 -0000 1.11.2.1 --- QuantLibAddin.sln 10 Aug 2006 15:48:10 -0000 1.11.2.2 *************** *** 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 CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.All.Build.0 = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug.ActiveCfg = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug.Build.0 = Debug CRTDLL|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 CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug SingleThread.Build.0 = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release.ActiveCfg = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release.Build.0 = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release CRTDLL.ActiveCfg = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release CRTDLL.Build.0 = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release SingleThread.ActiveCfg = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release SingleThread.Build.0 = Debug CRTDLL|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 |
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From: Eric E. <eri...@us...> - 2006-08-10 15:45:26
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7433 Modified Files: Tag: R000313f0-branch calc.docs Log Message: clarify docs for calc build Index: calc.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/calc.docs,v retrieving revision 1.1.2.3 retrieving revision 1.1.2.4 diff -C2 -d -r1.1.2.3 -r1.1.2.4 *** calc.docs 5 Aug 2006 19:33:53 -0000 1.1.2.3 --- calc.docs 10 Aug 2006 15:45:22 -0000 1.1.2.4 *************** *** 72,76 **** \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-gd-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. --- 72,76 ---- \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. *************** *** 92,98 **** component.PackageRegistryBackend/unorc<br> UNO_TYPES=$ORIGIN/types.rdb ${\$PKG_SharedUnoFile:UNO_TYPES} ${\$PKG_UserUnoFile:UNO_TYPES}<br> ! <b>$ORIGIN/QuantLibAddinCalc-vc71-mt-gd-0_3_12.rdb</b><br> UNO_SERVICES=${\$PKG_UserUnoFile:UNO_SERVICES} ${\$PKG_SharedUnoFile:UNO_SERVICES}<br> ! $ORIGIN/services.rdb <b>$ORIGIN/QuantLibAddinCalc-vc71-mt-gd-0_3_12.rdb</b><br> UNO_JAVA_COMPONENT_PATH=$ORIGIN/classes<br> URE_INTERNAL_JAVA_DIR=$ORIGIN/classes<br> --- 92,98 ---- 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> *************** *** 101,104 **** --- 101,108 ---- 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 |
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From: Eric E. <eri...@us...> - 2006-08-10 14:53:16
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++ In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18290/Clients/C++ Modified Files: Tag: R000313f0-branch qlademo.cpp Log Message: remove redundant link directive Index: qlademo.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++/qlademo.cpp,v retrieving revision 1.3.2.1 retrieving revision 1.3.2.2 diff -C2 -d -r1.3.2.1 -r1.3.2.2 *** qlademo.cpp 10 Aug 2006 13:55:27 -0000 1.3.2.1 --- qlademo.cpp 10 Aug 2006 14:53:11 -0000 1.3.2.2 *************** *** 24,29 **** #ifdef BOOST_MSVC # define BOOST_LIB_DIAGNOSTIC - # include <ql/qldefines.hpp> - # include <ql/auto_link.hpp> # include <oh/auto_link.hpp> # include <qlo/qladdindefines.hpp> --- 24,27 ---- |
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From: Eric E. <eri...@us...> - 2006-08-10 13:55:32
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++ In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26673/Clients/C++ Modified Files: Tag: R000313f0-branch ClientCppDemo_vc8.vcproj qlademo.cpp Log Message: fix C++ client Index: ClientCppDemo_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++/ClientCppDemo_vc8.vcproj,v retrieving revision 1.3 retrieving revision 1.3.2.1 diff -C2 -d -r1.3 -r1.3.2.1 *** ClientCppDemo_vc8.vcproj 11 Jun 2006 18:16:50 -0000 1.3 --- ClientCppDemo_vc8.vcproj 10 Aug 2006 13:55:27 -0000 1.3.2.1 *************** *** 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: qlademo.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++/qlademo.cpp,v retrieving revision 1.3 retrieving revision 1.3.2.1 diff -C2 -d -r1.3 -r1.3.2.1 *** qlademo.cpp 27 Jul 2006 14:06:30 -0000 1.3 --- qlademo.cpp 10 Aug 2006 13:55:27 -0000 1.3.2.1 *************** *** 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 **** --- 22,35 ---- #include <iostream> + #ifdef BOOST_MSVC + # define BOOST_LIB_DIAGNOSTIC + # include <ql/qldefines.hpp> + # include <ql/auto_link.hpp> + # 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...> - 2006-08-10 13:55:32
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26673 Modified Files: Tag: R000313f0-branch QuantLibAddin_vc8.sln Log Message: fix C++ client Index: QuantLibAddin_vc8.sln =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin_vc8.sln,v retrieving revision 1.10.2.1 retrieving revision 1.10.2.2 diff -C2 -d -r1.10.2.1 -r1.10.2.2 *** QuantLibAddin_vc8.sln 9 Aug 2006 12:50:53 -0000 1.10.2.1 --- QuantLibAddin_vc8.sln 10 Aug 2006 13:55:27 -0000 1.10.2.2 *************** *** 15,18 **** --- 15,21 ---- 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}" |
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From: Eric E. <eri...@us...> - 2006-08-10 13:37:56
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19423/Docs/pages Modified Files: Tag: R000313f0-branch index.docs Log Message: refer queries to quantlib-users not quantlib-dev Index: index.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/index.docs,v retrieving revision 1.3.2.1 retrieving revision 1.3.2.2 diff -C2 -d -r1.3.2.1 -r1.3.2.2 *** index.docs 7 Aug 2006 11:00:36 -0000 1.3.2.1 --- index.docs 10 Aug 2006 13:37:52 -0000 1.3.2.2 *************** *** 74,78 **** 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.... */ --- 74,78 ---- 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.... */ |
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From: Ferdinando A. <na...@us...> - 2006-08-10 11:03:53
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20814 Modified Files: QuantLibObjects.vcproj Log Message: VC7 catching up Index: QuantLibObjects.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** QuantLibObjects.vcproj 18 Jul 2006 14:05:06 -0000 1.24 --- QuantLibObjects.vcproj 10 Aug 2006 11:03:46 -0000 1.25 *************** *** 465,468 **** --- 465,474 ---- </File> <File + RelativePath=".\qlo\vo_riskstatistics.cpp"> + </File> + <File + RelativePath=".\qlo\vo_riskstatistics.hpp"> + </File> + <File RelativePath="qlo\vo_schedule.cpp"> </File> *************** *** 560,563 **** --- 566,575 ---- </File> <File + RelativePath=".\qlo\riskstatistics.cpp"> + </File> + <File + RelativePath=".\qlo\riskstatistics.hpp"> + </File> + <File RelativePath="qlo\symmetricschurdecomposition.cpp"> </File> |
