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From: Ferdinando A. <na...@us...> - 2006-08-07 15:46:26
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13369/gensrc/metadata Modified Files: swaptionvolstructure.xml Log Message: Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.27 retrieving revision 1.28 diff -C2 -d -r1.27 -r1.28 *** swaptionvolstructure.xml 7 Aug 2006 15:25:32 -0000 1.27 --- swaptionvolstructure.xml 7 Aug 2006 15:46:23 -0000 1.28 *************** *** 336,347 **** </Member> - - - <Member name='qlSwaptionVTSMatrixLocate' objectClass='SwaptionVolatilityMatrix'> <description>Returns the lower indexes of sourrounding volatility matrix corners.</description> <libraryFunction>locate</libraryFunction> <functionCategory>QuantLib</functionCategory> ! <platforms>EO</platforms> <ParameterList> <Parameters> --- 336,346 ---- </Member> <Member name='qlSwaptionVTSMatrixLocate' objectClass='SwaptionVolatilityMatrix'> <description>Returns the lower indexes of sourrounding volatility matrix corners.</description> <libraryFunction>locate</libraryFunction> <functionCategory>QuantLib</functionCategory> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> *************** *** 368,372 **** <libraryFunction>SwaptionVolatilityCube</libraryFunction> <functionCategory>QuantLib</functionCategory> ! <platforms>EGO</platforms> <ParameterList> <Parameters> --- 367,373 ---- <libraryFunction>SwaptionVolatilityCube</libraryFunction> <functionCategory>QuantLib</functionCategory> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> |
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From: Ferdinando A. <na...@us...> - 2006-08-07 15:25:37
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4792/qlo Modified Files: swaptionvolstructure.cpp swaptionvolstructure.hpp Log Message: SwaptionVolCube initial implementation Index: swaptionvolstructure.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** swaptionvolstructure.cpp 26 Jun 2006 21:31:03 -0000 1.6 --- swaptionvolstructure.cpp 7 Aug 2006 15:25:32 -0000 1.7 *************** *** 22,27 **** #include <qlo/swaptionvolstructure.hpp> - #include <ql/Volatilities/swaptionvolmatrix.hpp> #include <ql/Volatilities/swaptionconstantvol.hpp> namespace QuantLibAddin { --- 22,27 ---- #include <qlo/swaptionvolstructure.hpp> #include <ql/Volatilities/swaptionconstantvol.hpp> + #include <ql/Volatilities/swaptionvolcube.hpp> namespace QuantLibAddin { *************** *** 51,54 **** --- 51,55 ---- } + SwaptionVolatilityMatrix::SwaptionVolatilityMatrix( const std::vector<QuantLib::Period>& expiries, *************** *** 67,69 **** --- 68,100 ---- dayCounter)); } + + + std::vector<long> SwaptionVolatilityMatrix::locate( + const QuantLib::Date& d, const QuantLib::Period& p) + { + std::pair<QuantLib::Size, QuantLib::Size> indexes = + boost::dynamic_pointer_cast<QuantLib::SwaptionVolatilityMatrix>( + libraryObject_)->locate(d,p); + std::vector<long> result(2); + result[0]=indexes.first; + result[1]=indexes.second; + return result; + } + + + SwaptionVolatilityCube::SwaptionVolatilityCube( + const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& atmVol, + const std::vector<QuantLib::Period>& expiries, + const std::vector<QuantLib::Period>& lengths, + const std::vector<QuantLib::Spread>& strikeSpreads, + const QuantLib::Matrix& volSpreads) + { + libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>( + new QuantLib::SwaptionVolatilityCube(atmVol, + expiries, + lengths, + strikeSpreads, + volSpreads)); + } + } Index: swaptionvolstructure.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** swaptionvolstructure.hpp 23 Jun 2006 17:53:29 -0000 1.6 --- swaptionvolstructure.hpp 7 Aug 2006 15:25:32 -0000 1.7 *************** *** 23,26 **** --- 23,27 ---- #include <ql/swaptionvolstructure.hpp> #include <qlo/termstructures.hpp> + #include <ql/Volatilities/swaptionvolmatrix.hpp> namespace QuantLibAddin { *************** *** 47,50 **** --- 48,63 ---- const QuantLib::Matrix& volatilities, const QuantLib::DayCounter& dayCounter); + std::vector<long> locate(const QuantLib::Date& d, + const QuantLib::Period& p); + }; + + class SwaptionVolatilityCube : public SwaptionVolatilityStructure { + public: + SwaptionVolatilityCube( + const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& atmVol, + const std::vector<QuantLib::Period>& expiries, + const std::vector<QuantLib::Period>& lengths, + const std::vector<QuantLib::Spread>& strikeSpreads, + const QuantLib::Matrix& volSpreads); }; |
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From: Ferdinando A. <na...@us...> - 2006-08-07 15:25:37
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4792/gensrc/metadata Modified Files: swaptionvolstructure.xml Log Message: SwaptionVolCube initial implementation Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.26 retrieving revision 1.27 diff -C2 -d -r1.26 -r1.27 *** swaptionvolstructure.xml 1 Aug 2006 18:37:07 -0000 1.26 --- swaptionvolstructure.xml 7 Aug 2006 15:25:32 -0000 1.27 *************** *** 10,15 **** </includes> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2006 Silvia Frasson </copyright> <Functions> --- 10,15 ---- </includes> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2006 Silvia Frasson </copyright> <Functions> *************** *** 88,92 **** </ReturnValue> </Member> ! <Member name='qlSwaptionVTSMaxExpiry' libraryClass='SwaptionVolatilityStructure'> <description>Returns the latest start date for which the term structure can return vols.</description> --- 88,92 ---- </ReturnValue> </Member> ! <Member name='qlSwaptionVTSMaxExpiry' libraryClass='SwaptionVolatilityStructure'> <description>Returns the latest start date for which the term structure can return vols.</description> *************** *** 106,110 **** <Member name='qlSwaptionVTSMaxSwapLength' libraryClass='SwaptionVolatilityStructure'> <description>Returns the largest length for which the term structure can return vols.</description> ! <libraryFunction>maxLength</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> --- 106,110 ---- <Member name='qlSwaptionVTSMaxSwapLength' libraryClass='SwaptionVolatilityStructure'> <description>Returns the largest length for which the term structure can return vols.</description> ! <libraryFunction>maxLength</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> *************** *** 336,339 **** --- 336,403 ---- </Member> + + + + <Member name='qlSwaptionVTSMatrixLocate' objectClass='SwaptionVolatilityMatrix'> + <description>Returns the lower indexes of sourrounding volatility matrix corners.</description> + <libraryFunction>locate</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <platforms>EO</platforms> + <ParameterList> + <Parameters> + <Parameter name='expiry' libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>swaption expiry date</description> + </Parameter> + <Parameter name='swapLength' libraryType='QuantLib::Period'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>Underlying swap length as period (e.g. 5Y)</description> + </Parameter> + </Parameters> + </ParameterList> + <ReturnValue> + <type>long</type> + <tensorRank>vector</tensorRank> + <description>lower indexes of sourrounding volatility matrix corners</description> + </ReturnValue> + </Member> + + <Constructor name='qlSwaptionVolatilityCube'> + <libraryFunction>SwaptionVolatilityCube</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <platforms>EGO</platforms> + <ParameterList> + <Parameters> + <Parameter name='atmVolStructure' libraryClass='SwaptionVolatilityStructure' ql_handle='true'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>At-the-money volatility structure</description> + </Parameter> + <Parameter name='expiries' libraryType='QuantLib::Period'> + <type>string</type> + <tensorRank>vector</tensorRank> + <description>smile cube's expiries as periods</description> + </Parameter> + <Parameter name='swapLengths' libraryType='QuantLib::Period'> + <type>string</type> + <tensorRank>vector</tensorRank> + <description>smile cube's underlying swap lengths</description> + </Parameter> + <Parameter name='strikeSpreads'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>smile cube's strike spreads over the ATM strike rate.</description> + </Parameter> + <Parameter name='volatilities' libraryType='QuantLib::Matrix'> + <type>double</type> + <tensorRank>matrix</tensorRank> + <description>smile cube's volatility spreads over the ATM vols.</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + </Functions> </Category> |
Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26160/Docs/pages Modified Files: Tag: R000313f0-branch build.tutorial.docs Removed Files: Tag: R000313f0-branch build.quantlib.docs build.sourceforge.anonymous.docs build.sourceforge.developer.docs build.vc.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 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** build.tutorial.docs 24 Jul 2006 08:53:37 -0000 1.1 --- build.tutorial.docs 7 Aug 2006 14:59:44 -0000 1.1.2.1 *************** *** 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. */ --- 1,268 ---- + + /* + Copyright (C) 2005, 2006 Eric Ehlers + + This file is part of QuantLib, a free-software/open-source library + for financial quantitative analysts and developers - http://quantlib.org/ + + QuantLib is free software 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_objecthandler \n ! \ref sec_build_quantlibaddin \n ! \ref sec_build_usage \n ! \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 ! 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: ! \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>: ! ! <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. ! ! \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, 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 ! ! 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: ! ! \code ! 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) ! \endcode ! ! \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-0.9.7.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 ! <tt>LOG4CXX_DIR</tt> equal to the top-level log4cxx installation directory. ! ! 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 ! ! 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 ! of this document, QuantLibAddin and QuantLibXL must be installed side-by-side in ! 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 ! 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>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 ! ! 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 ! \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://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> */ --- build.sourceforge.developer.docs DELETED --- --- build.sourceforge.anonymous.docs DELETED --- --- build.quantlib.docs DELETED --- --- build.vc.docs DELETED --- |
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From: Eric E. <eri...@us...> - 2006-08-07 14:59:49
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26160/Docs Modified Files: Tag: R000313f0-branch qla_header.html qla_header.subdir.html qla_headeronline.html qla_headeronline.subdir.html Log Message: update build tutorial Index: qla_header.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.subdir.html,v retrieving revision 1.2.2.6 retrieving revision 1.2.2.7 diff -C2 -d -r1.2.2.6 -r1.2.2.7 *** qla_header.subdir.html 7 Aug 2006 09:36:13 -0000 1.2.2.6 --- qla_header.subdir.html 7 Aug 2006 14:59:43 -0000 1.2.2.7 *************** *** 67,76 **** <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><img src="../images/transp.gif" width="1" height="10"></td></tr> ! <tr><td><a class="menuheader" href="../build_tutorial.html">Build 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> --- 67,71 ---- <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_headeronline.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.subdir.html,v retrieving revision 1.1.2.6 retrieving revision 1.1.2.7 diff -C2 -d -r1.1.2.6 -r1.1.2.7 *** qla_headeronline.subdir.html 7 Aug 2006 09:36:14 -0000 1.1.2.6 --- qla_headeronline.subdir.html 7 Aug 2006 14:59:44 -0000 1.1.2.7 *************** *** 67,76 **** <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><img src="../images/transp.gif" width="1" height="10"></td></tr> ! <tr><td><a class="menuheader" href="../build_tutorial.html">Build 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> --- 67,71 ---- <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.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.html,v retrieving revision 1.4.2.6 retrieving revision 1.4.2.7 diff -C2 -d -r1.4.2.6 -r1.4.2.7 *** qla_header.html 7 Aug 2006 09:36:13 -0000 1.4.2.6 --- qla_header.html 7 Aug 2006 14:59:43 -0000 1.4.2.7 *************** *** 67,76 **** <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><img src="images/transp.gif" width="1" height="10"></td></tr> ! <tr><td><a class="menuheader" href="build_tutorial.html">Build 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> --- 67,71 ---- <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_headeronline.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.html,v retrieving revision 1.2.2.6 retrieving revision 1.2.2.7 diff -C2 -d -r1.2.2.6 -r1.2.2.7 *** qla_headeronline.html 7 Aug 2006 09:36:13 -0000 1.2.2.6 --- qla_headeronline.html 7 Aug 2006 14:59:43 -0000 1.2.2.7 *************** *** 67,76 **** <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><img src="images/transp.gif" width="1" height="10"></td></tr> ! <tr><td><a class="menuheader" href="build_tutorial.html">Build 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> --- 67,71 ---- <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> |
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From: Eric E. <eri...@us...> - 2006-08-07 13:37:59
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25218/qlo Modified Files: Tag: R000313f0-branch qladdindefines.hpp Log Message: enforce version number checks Index: qladdindefines.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/qladdindefines.hpp,v retrieving revision 1.5 retrieving revision 1.5.2.1 diff -C2 -d -r1.5 -r1.5.2.1 *** qladdindefines.hpp 16 Jul 2006 10:18:48 -0000 1.5 --- qladdindefines.hpp 7 Aug 2006 13:37:55 -0000 1.5.2.1 *************** *** 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 |
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From: Eric E. <eri...@us...> - 2006-08-07 13:16:41
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv16752 Modified Files: Tag: R000313f0-branch history.docs Log Message: remove references to VBA framework Index: history.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/history.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 *** history.docs 7 Aug 2006 11:00:36 -0000 1.1.2.2 --- history.docs 7 Aug 2006 13:16:35 -0000 1.1.2.3 *************** *** 88,94 **** - richer function interface including better support for enumerated datatypes, object references, datatype conversions - - application framework written in Excel VBA (Visual Basic for - Applications), facilitating the creation and management of trade - workbooks <strong>Release 0.3.12 - March 2006</strong> --- 88,91 ---- |
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From: Eric E. <eri...@us...> - 2006-08-07 11:00:46
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24880/Docs/pages Modified Files: Tag: R000313f0-branch faq.docs history.docs index.docs Log Message: document differences between QuantLibAddin/QuantLibXL Index: index.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/index.docs,v retrieving revision 1.3 retrieving revision 1.3.2.1 diff -C2 -d -r1.3 -r1.3.2.1 *** index.docs 28 Jun 2006 13:27:10 -0000 1.3 --- index.docs 7 Aug 2006 11:00:36 -0000 1.3.2.1 *************** *** 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 1.1.2.1 retrieving revision 1.1.2.2 diff -C2 -d -r1.1.2.1 -r1.1.2.2 *** history.docs 7 Aug 2006 09:36:14 -0000 1.1.2.1 --- history.docs 7 Aug 2006 11:00:36 -0000 1.1.2.2 *************** *** 44,49 **** and provides a Windows installer for the compiled package. ! For a breakdown of the differences between the old and new QuantLibXL projects, ! please see the following item in the %QuantLibAddin FAQ: \ref faq_excel GENSRC --- 44,50 ---- 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 *************** *** 88,92 **** datatypes, object references, datatype conversions - application framework written in Excel VBA (Visual Basic for ! Applications), supporting the creation and management of trade workbooks --- 89,93 ---- datatypes, object references, datatype conversions - application framework written in Excel VBA (Visual Basic for ! Applications), facilitating the creation and management of trade workbooks Index: faq.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/faq.docs,v retrieving revision 1.2 retrieving revision 1.2.2.1 diff -C2 -d -r1.2 -r1.2.2.1 *** faq.docs 22 Jun 2006 10:56:35 -0000 1.2 --- faq.docs 7 Aug 2006 11:00:36 -0000 1.2.2.1 *************** *** 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> |
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From: Giorgio F. <gi...@us...> - 2006-08-07 10:33:16
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13494/qlo Modified Files: couponvectors.cpp couponvectors.hpp enumclassctors.cpp enumclassctors.hpp typefactory.hpp Log Message: new CMSCoupon/Conundrum interface (added Model of Yield Curve) Index: couponvectors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** couponvectors.hpp 3 Aug 2006 15:39:55 -0000 1.15 --- couponvectors.hpp 7 Aug 2006 10:33:10 -0000 1.16 *************** *** 25,28 **** --- 25,29 ---- #include <ql/CashFlows/cashflowvectors.hpp> #include <ql/CashFlows/cmscoupon.hpp> + #include <ql/CashFlows/conundrumpricer.hpp> #include <ql/CashFlows/analysis.hpp> *************** *** 68,72 **** class VanillaCMSCouponPricer:public ObjHandler::LibraryObject<QuantLib::VanillaCMSCouponPricer> { public: ! VanillaCMSCouponPricer(const std::string &typeOfVanillaCMSCouponPricer); boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> underlyingObject() { --- 69,74 ---- class VanillaCMSCouponPricer:public ObjHandler::LibraryObject<QuantLib::VanillaCMSCouponPricer> { public: ! VanillaCMSCouponPricer(const std::string &typeOfVanillaCMSCouponPricer, ! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve); boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> underlyingObject() { *************** *** 93,98 **** const std::vector<QuantLib::Real>& caps, const std::vector<QuantLib::Real>& floors, const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! const std::string & typeOfVanillaCMSCouponPricer); }; } --- 95,102 ---- const std::vector<QuantLib::Real>& caps, const std::vector<QuantLib::Real>& floors, + const std::vector<QuantLib::Real>& meanReversions, const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! const std::string & typeOfVanillaCMSCouponPricer, ! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve); }; } Index: couponvectors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** couponvectors.cpp 3 Aug 2006 15:39:55 -0000 1.21 --- couponvectors.cpp 7 Aug 2006 10:33:10 -0000 1.22 *************** *** 160,167 **** VanillaCMSCouponPricer::VanillaCMSCouponPricer( ! const std::string &typeOfVanillaCMSCouponPricer) { libraryObject_ = Create<boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> >() ! (typeOfVanillaCMSCouponPricer); } --- 160,168 ---- VanillaCMSCouponPricer::VanillaCMSCouponPricer( ! const std::string &typeOfVanillaCMSCouponPricer, ! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve) { libraryObject_ = Create<boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> >() ! (typeOfVanillaCMSCouponPricer,modelOfYieldCurve); } *************** *** 177,184 **** const std::vector<QuantLib::Rate>& caps, const std::vector<QuantLib::Rate>& floors, const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! const std::string & typeOfVanillaCMSCouponPricer) { ! VanillaCMSCouponPricer vanillaCMSCouponPricer(typeOfVanillaCMSCouponPricer); boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> pricer = vanillaCMSCouponPricer.underlyingObject(); cashFlowVector_ = QuantLib::CMSCouponVector(*schedule, --- 178,187 ---- const std::vector<QuantLib::Rate>& caps, const std::vector<QuantLib::Rate>& floors, + const std::vector<QuantLib::Real>& meanReversions, const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! const std::string & typeOfVanillaCMSCouponPricer, ! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve) { ! VanillaCMSCouponPricer vanillaCMSCouponPricer(typeOfVanillaCMSCouponPricer,modelOfYieldCurve); boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> pricer = vanillaCMSCouponPricer.underlyingObject(); cashFlowVector_ = QuantLib::CMSCouponVector(*schedule, *************** *** 192,195 **** --- 195,199 ---- caps, floors, + meanReversions, pricer, vol); Index: enumclassctors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** enumclassctors.cpp 3 Aug 2006 15:39:55 -0000 1.13 --- enumclassctors.cpp 7 Aug 2006 10:33:10 -0000 1.14 *************** *** 500,510 **** //VanillaCMSCouponPricer ! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_BLACK_Pricer( ){ return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>( ! new QuantLib::ConundrumPricerByBlack( )); }; ! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer( ){ return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>( ! new QuantLib::ConundrumPricerByNumericalIntegration( )); }; } --- 500,512 ---- //VanillaCMSCouponPricer ! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_BLACK_Pricer( ! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve){ return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>( ! new QuantLib::ConundrumPricerByBlack(modelOfYieldCurve)); }; ! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer( ! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve ){ return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>( ! new QuantLib::ConundrumPricerByNumericalIntegration(modelOfYieldCurve)); }; } Index: enumclassctors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** enumclassctors.hpp 3 Aug 2006 15:39:55 -0000 1.11 --- enumclassctors.hpp 7 Aug 2006 10:33:10 -0000 1.12 *************** *** 191,197 **** //VanillaCMSCouponPricer ! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_BLACK_Pricer( ); boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> ! CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer( ); } --- 191,200 ---- //VanillaCMSCouponPricer ! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> ! CONUNDRUM_BY_BLACK_Pricer( ! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve ); boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> ! CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer( ! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve ); } Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** typefactory.hpp 3 Aug 2006 15:39:55 -0000 1.25 --- typefactory.hpp 7 Aug 2006 10:33:10 -0000 1.26 *************** *** 29,32 **** --- 29,33 ---- #include <ql/TermStructures/ratehelpers.hpp> #include <ql/CashFlows/cmscoupon.hpp> + #include <ql/CashFlows/conundrumpricer.hpp> #include <oh/exception.hpp> *************** *** 267,271 **** /* *** VanillaCMSCouponPricer *** */ ! typedef boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(*VanillaCMSCouponPricerConstructor)( ); template<> --- 268,273 ---- /* *** VanillaCMSCouponPricer *** */ ! typedef boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(*VanillaCMSCouponPricerConstructor)( ! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve); template<> *************** *** 274,281 **** public: boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> operator() ( ! const std::string& vanillaCMSCouponPricerID) { VanillaCMSCouponPricerConstructor vanillaCMSCouponPricerConstructor = getType<std::string, VanillaCMSCouponPricerConstructor>(vanillaCMSCouponPricerID); ! return vanillaCMSCouponPricerConstructor(); } }; --- 276,284 ---- public: boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> operator() ( ! const std::string& vanillaCMSCouponPricerID, ! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve) { VanillaCMSCouponPricerConstructor vanillaCMSCouponPricerConstructor = getType<std::string, VanillaCMSCouponPricerConstructor>(vanillaCMSCouponPricerID); ! return vanillaCMSCouponPricerConstructor(modelOfYieldCurve); } }; |
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From: Giorgio F. <gi...@us...> - 2006-08-07 10:33:13
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13494/gensrc/metadata Modified Files: couponvectors.xml enumtypes.xml Log Message: new CMSCoupon/Conundrum interface (added Model of Yield Curve) Index: enumtypes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** enumtypes.xml 3 Aug 2006 15:39:55 -0000 1.11 --- enumtypes.xml 7 Aug 2006 10:33:09 -0000 1.12 *************** *** 909,912 **** --- 909,935 ---- </Enumeration> + <Enumeration> + <type>QuantLib::GFunctionFactory::ModelOfYieldCurve</type> + <constructor>true</constructor> + <EnumerationDefinitions> + <EnumerationDefinition> + <string>standard</string> + <value>QuantLib::GFunctionFactory::standard</value> + </EnumerationDefinition> + <EnumerationDefinition> + <string>exactYield</string> + <value>QuantLib::GFunctionFactory::exactYield</value> + </EnumerationDefinition> + <EnumerationDefinition> + <string>parallelShifts</string> + <value>QuantLib::GFunctionFactory::parallelShifts</value> + </EnumerationDefinition> + <EnumerationDefinition> + <string>nonParallelShifts</string> + <value>QuantLib::GFunctionFactory::nonParallelShifts</value> + </EnumerationDefinition> + </EnumerationDefinitions> + </Enumeration> + </Enumerations> Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** couponvectors.xml 3 Aug 2006 15:39:55 -0000 1.20 --- couponvectors.xml 7 Aug 2006 10:33:09 -0000 1.21 *************** *** 144,147 **** --- 144,152 ---- <description>floors</description> </Parameter> + <Parameter name='meanReversions'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>mean reversions</description> + </Parameter> <Parameter name='volatility' libToHandle='SwaptionVolatilityStructure'> <type>string</type> *************** *** 154,157 **** --- 159,167 ---- <description>Vanilla CMS Coupon Pricer Type (e.g ConundrumByBlack, ConundrumByNumericalIntegration)</description> </Parameter> + <Parameter name='modelOfYieldCurve' enumeration='QuantLib::GFunctionFactory::ModelOfYieldCurve'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>model Of YieldCurve (e.g standard, exactYield, parallelShifts, nonParallelShifts)</description> + </Parameter> </Parameters> </ParameterList> |
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From: Eric E. <eri...@us...> - 2006-08-07 09:36:22
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23048/Docs/pages Modified Files: Tag: R000313f0-branch history.docs Removed Files: Tag: R000313f0-branch overview.docs Log Message: consolidate documentation Index: history.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/history.docs,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** history.docs 19 May 2006 16:56:16 -0000 1.1 --- history.docs 7 Aug 2006 09:36:14 -0000 1.1.2.1 *************** *** 24,28 **** /*! \page history Version History ! <strong>Release 0.3.13 - ??? 2006</strong> REQUIRED PACKAGES --- 24,64 ---- /*! \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 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> --- 66,93 ---- - 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 ! - application framework written in Excel VBA (Visual Basic for ! Applications), supporting the creation and management of trade ! workbooks <strong>Release 0.3.12 - March 2006</strong> --- overview.docs DELETED --- |
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From: Eric E. <eri...@us...> - 2006-08-07 09:36:20
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23048/Docs Modified Files: Tag: R000313f0-branch qla_header.html qla_header.subdir.html qla_headeronline.html qla_headeronline.subdir.html Log Message: consolidate documentation Index: qla_header.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.subdir.html,v retrieving revision 1.2.2.5 retrieving revision 1.2.2.6 diff -C2 -d -r1.2.2.5 -r1.2.2.6 *** qla_header.subdir.html 5 Aug 2006 16:08:39 -0000 1.2.2.5 --- qla_header.subdir.html 7 Aug 2006 09:36:13 -0000 1.2.2.6 *************** *** 46,50 **** <table class="layout" cellpadding=0 cellspacing=0> <tr><td><a class="menuheader" href="../index.html">Home</a></td></tr> - <tr><td><a class="menu" href="../overview.html">Overview</a></td></tr> <tr><td><a class="menu" href="../installation.html">Installation</a></td></tr> <tr><td><a class="menu" href="../design.html">Design</a></td></tr> --- 46,49 ---- Index: qla_headeronline.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.subdir.html,v retrieving revision 1.1.2.5 retrieving revision 1.1.2.6 diff -C2 -d -r1.1.2.5 -r1.1.2.6 *** qla_headeronline.subdir.html 5 Aug 2006 16:08:39 -0000 1.1.2.5 --- qla_headeronline.subdir.html 7 Aug 2006 09:36:14 -0000 1.1.2.6 *************** *** 46,50 **** <table class="layout" cellpadding=0 cellspacing=0> <tr><td><a class="menuheader" href="../index.html">Home</a></td></tr> - <tr><td><a class="menu" href="../overview.html">Overview</a></td></tr> <tr><td><a class="menu" href="../installation.html">Installation</a></td></tr> <tr><td><a class="menu" href="../design.html">Design</a></td></tr> --- 46,49 ---- Index: qla_header.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.html,v retrieving revision 1.4.2.5 retrieving revision 1.4.2.6 diff -C2 -d -r1.4.2.5 -r1.4.2.6 *** qla_header.html 5 Aug 2006 16:08:39 -0000 1.4.2.5 --- qla_header.html 7 Aug 2006 09:36:13 -0000 1.4.2.6 *************** *** 46,50 **** <table class="layout" cellpadding=0 cellspacing=0> <tr><td><a class="menuheader" href="index.html">Home</a></td></tr> - <tr><td><a class="menu" href="overview.html">Overview</a></td></tr> <tr><td><a class="menu" href="installation.html">Installation</a></td></tr> <tr><td><a class="menu" href="design.html">Design</a></td></tr> --- 46,49 ---- Index: qla_headeronline.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.html,v retrieving revision 1.2.2.5 retrieving revision 1.2.2.6 diff -C2 -d -r1.2.2.5 -r1.2.2.6 *** qla_headeronline.html 5 Aug 2006 16:08:39 -0000 1.2.2.5 --- qla_headeronline.html 7 Aug 2006 09:36:13 -0000 1.2.2.6 *************** *** 46,50 **** <table class="layout" cellpadding=0 cellspacing=0> <tr><td><a class="menuheader" href="index.html">Home</a></td></tr> - <tr><td><a class="menu" href="overview.html">Overview</a></td></tr> <tr><td><a class="menu" href="installation.html">Installation</a></td></tr> <tr><td><a class="menu" href="design.html">Design</a></td></tr> --- 46,49 ---- |
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From: Eric E. <eri...@us...> - 2006-08-06 19:27:54
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31052 Modified Files: Tag: R000313f0-branch Makefile.am configure.ac Log Message: extend support for calc Index: configure.ac =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/configure.ac,v retrieving revision 1.4 retrieving revision 1.4.2.1 diff -C2 -d -r1.4 -r1.4.2.1 *** configure.ac 29 Jul 2006 19:45:29 -0000 1.4 --- configure.ac 6 Aug 2006 19:27:20 -0000 1.4.2.1 *************** *** 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 1.2.2.1 diff -C2 -d -r1.2 -r1.2.2.1 *** Makefile.am 27 Jul 2006 14:06:30 -0000 1.2 --- Makefile.am 6 Aug 2006 19:27:20 -0000 1.2.2.1 *************** *** 2,9 **** SUBDIRS = \ gensrc \ - gensrc/config \ - gensrc/metadata \ - gensrc/scripts \ - gensrc/stubs \ qlo \ Addins/C \ --- 2,5 ---- |
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31052/gensrc/metadata Modified Files: Tag: R000313f0-branch bonds.xml calendar.xml capfloor.xml capletvolstructure.xml couponvectors.xml date.xml exercise.xml forwardrateagreement.xml generalstatistics.xml incrementalstatistics.xml index.xml instruments.xml interpolation.xml marketmodels.xml mathf.xml optimization.xml options.xml payoffs.xml prices.xml pricingengines.xml randomsequencegenerator.xml ratehelpers.xml schedule.xml shortratemodels.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml utilities.xml vanillaswap.xml volatilities.xml Removed Files: Tag: R000313f0-branch Makefile.am Log Message: extend support for calc Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.13 retrieving revision 1.13.2.1 diff -C2 -d -r1.13 -r1.13.2.1 *** vanillaswap.xml 29 Jul 2006 15:32:32 -0000 1.13 --- vanillaswap.xml 6 Aug 2006 19:27:22 -0000 1.13.2.1 *************** *** 19,22 **** --- 19,23 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 86,89 **** --- 87,91 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 101,104 **** --- 103,107 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 116,119 **** --- 119,123 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 132,135 **** --- 136,140 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 147,150 **** --- 152,156 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 162,165 **** --- 168,172 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: incrementalstatistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/incrementalstatistics.xml,v retrieving revision 1.2 retrieving revision 1.2.2.1 diff -C2 -d -r1.2 -r1.2.2.1 *** incrementalstatistics.xml 29 Jul 2006 15:32:32 -0000 1.2 --- incrementalstatistics.xml 6 Aug 2006 19:27:21 -0000 1.2.2.1 *************** *** 14,17 **** --- 14,18 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 29,32 **** --- 30,34 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 44,47 **** --- 46,50 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 59,62 **** --- 62,66 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 74,77 **** --- 78,82 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 89,92 **** --- 94,98 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 104,107 **** --- 110,114 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 119,122 **** --- 126,130 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 134,137 **** --- 142,146 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 149,152 **** --- 158,162 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 164,167 **** --- 174,178 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 179,182 **** --- 190,194 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 197,200 **** --- 209,213 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 222,225 **** --- 235,239 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.14 retrieving revision 1.14.2.1 diff -C2 -d -r1.14 -r1.14.2.1 *** ratehelpers.xml 29 Jul 2006 15:32:32 -0000 1.14 --- ratehelpers.xml 6 Aug 2006 19:27:22 -0000 1.14.2.1 *************** *** 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: shortratemodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v retrieving revision 1.9 retrieving revision 1.9.2.1 diff -C2 -d -r1.9 -r1.9.2.1 *** shortratemodels.xml 29 Jul 2006 15:32:32 -0000 1.9 --- shortratemodels.xml 6 Aug 2006 19:27:22 -0000 1.9.2.1 *************** *** 13,16 **** --- 13,17 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 39,42 **** --- 40,44 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: payoffs.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v retrieving revision 1.3 retrieving revision 1.3.2.1 diff -C2 -d -r1.3 -r1.3.2.1 *** payoffs.xml 29 Jul 2006 15:32:32 -0000 1.3 --- payoffs.xml 6 Aug 2006 19:27:22 -0000 1.3.2.1 *************** *** 40,43 **** --- 40,44 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.21.2.1 retrieving revision 1.21.2.2 diff -C2 -d -r1.21.2.1 -r1.21.2.2 *** index.xml 1 Aug 2006 11:54:05 -0000 1.21.2.1 --- index.xml 6 Aug 2006 19:27:21 -0000 1.21.2.2 *************** *** 92,95 **** --- 92,96 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 107,110 **** --- 108,112 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 122,125 **** --- 124,128 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 137,140 **** --- 140,144 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 152,155 **** --- 156,160 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 167,170 **** --- 172,176 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 250,253 **** --- 256,260 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 341,344 **** --- 348,352 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 356,359 **** --- 364,368 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 371,374 **** --- 380,384 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 391,394 **** --- 401,405 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.16 retrieving revision 1.16.2.1 diff -C2 -d -r1.16 -r1.16.2.1 *** bonds.xml 29 Jul 2006 15:32:32 -0000 1.16 --- bonds.xml 6 Aug 2006 19:27:21 -0000 1.16.2.1 *************** *** 25,28 **** --- 25,29 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 40,43 **** --- 41,45 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 55,58 **** --- 57,61 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 70,73 **** --- 73,77 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 85,88 **** --- 89,93 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 199,202 **** --- 204,208 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 222,225 **** --- 228,232 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 273,276 **** --- 280,284 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 354,357 **** --- 362,366 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.16 retrieving revision 1.16.2.1 diff -C2 -d -r1.16 -r1.16.2.1 *** swap.xml 29 Jul 2006 15:32:32 -0000 1.16 --- swap.xml 6 Aug 2006 19:27:22 -0000 1.16.2.1 *************** *** 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 1.6 retrieving revision 1.6.2.1 diff -C2 -d -r1.6 -r1.6.2.1 *** volatilities.xml 29 Jul 2006 15:32:32 -0000 1.6 --- volatilities.xml 6 Aug 2006 19:27:22 -0000 1.6.2.1 *************** *** 39,42 **** --- 39,43 ---- <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 1.16 retrieving revision 1.16.2.1 diff -C2 -d -r1.16 -r1.16.2.1 *** marketmodels.xml 29 Jul 2006 15:32:32 -0000 1.16 --- marketmodels.xml 6 Aug 2006 19:27:21 -0000 1.16.2.1 *************** *** 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> *************** *** 104,107 **** --- 108,112 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 119,122 **** --- 124,128 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 134,137 **** --- 140,144 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 149,152 **** --- 156,160 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 164,167 **** --- 172,176 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 179,182 **** --- 188,192 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 196,199 **** --- 206,210 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 211,214 **** --- 222,226 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 226,229 **** --- 238,242 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 247,250 **** --- 260,264 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 262,265 **** --- 276,280 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 277,280 **** --- 292,296 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 292,295 **** --- 308,312 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 306,309 **** --- 323,327 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 335,338 **** --- 353,357 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 350,353 **** --- 369,373 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 365,368 **** --- 385,389 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 380,383 **** --- 401,405 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 395,398 **** --- 417,421 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 417,420 **** --- 440,444 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 463,466 **** --- 487,491 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 533,536 **** --- 558,562 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 548,551 **** --- 574,578 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 569,572 **** --- 596,600 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 590,593 **** --- 618,622 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 611,614 **** --- 640,644 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 626,629 **** --- 656,660 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 641,644 **** --- 672,676 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 656,659 **** --- 688,692 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 677,680 **** --- 710,714 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 703,706 **** --- 737,741 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 723,726 **** --- 758,762 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 742,745 **** --- 778,782 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 763,766 **** --- 800,804 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 788,791 **** --- 826,830 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 827,830 **** --- 866,870 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 847,850 **** --- 887,891 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 863,866 **** --- 904,908 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 879,882 **** --- 921,925 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 896,899 **** --- 939,943 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 923,926 **** --- 967,971 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 952,955 **** --- 997,1001 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.25 retrieving revision 1.25.2.1 diff -C2 -d -r1.25 -r1.25.2.1 *** swaptionvolstructure.xml 29 Jul 2006 15:32:32 -0000 1.25 --- swaptionvolstructure.xml 6 Aug 2006 19:27:22 -0000 1.25.2.1 *************** *** 58,61 **** --- 58,62 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 88,91 **** --- 89,93 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 103,106 **** --- 105,109 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 119,122 **** --- 122,126 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 136,139 **** --- 140,144 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 159,162 **** --- 164,168 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 185,188 **** --- 191,195 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 226,229 **** --- 233,237 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.12 retrieving revision 1.12.2.1 diff -C2 -d -r1.12 -r1.12.2.1 *** forwardrateagreement.xml 29 Jul 2006 15:32:32 -0000 1.12 --- forwardrateagreement.xml 6 Aug 2006 19:27:21 -0000 1.12.2.1 *************** *** 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 1.11 retrieving revision 1.11.2.1 diff -C2 -d -r1.11 -r1.11.2.1 *** capfloor.xml 29 Jul 2006 15:32:32 -0000 1.11 --- capfloor.xml 6 Aug 2006 19:27:21 -0000 1.11.2.1 *************** *** 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> *************** *** 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 1.7 retrieving revision 1.7.2.1 diff -C2 -d -r1.7 -r1.7.2.1 *** exercise.xml 29 Jul 2006 15:32:32 -0000 1.7 --- exercise.xml 6 Aug 2006 19:27:21 -0000 1.7.2.1 *************** *** 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> *************** *** 87,90 **** --- 90,94 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: utilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/utilities.xml,v retrieving revision 1.7.2.1 retrieving revision 1.7.2.2 diff -C2 -d -r1.7.2.1 -r1.7.2.2 *** utilities.xml 2 Aug 2006 13:03:46 -0000 1.7.2.1 --- utilities.xml 6 Aug 2006 19:27:22 -0000 1.7.2.2 *************** *** 29,32 **** --- 29,33 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 44,47 **** --- 45,49 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 65,68 **** --- 67,71 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 80,83 **** --- 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 1.6 retrieving revision 1.6.2.1 diff -C2 -d -r1.6 -r1.6.2.1 *** randomsequencegenerator.xml 29 Jul 2006 15:32:32 -0000 1.6 --- randomsequencegenerator.xml 6 Aug 2006 19:27:22 -0000 1.6.2.1 *************** *** 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: mathf.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v retrieving revision 1.15 retrieving revision 1.15.2.1 diff -C2 -d -r1.15 -r1.15.2.1 *** mathf.xml 29 Jul 2006 15:32:32 -0000 1.15 --- mathf.xml 6 Aug 2006 19:27:21 -0000 1.15.2.1 *************** *** 25,28 **** --- 25,29 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 46,49 **** --- 47,51 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 82,85 **** --- 84,88 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 103,106 **** --- 106,110 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 134,137 **** --- 138,142 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 157,160 **** --- 162,166 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 172,175 **** --- 178,182 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 188,191 **** --- 195,199 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 207,210 **** --- 215,219 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 233,236 **** --- 242,246 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 259,262 **** --- 269,273 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 329,332 **** --- 340,344 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 344,347 **** --- 356,360 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 359,362 **** --- 372,376 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 375,378 **** --- 389,393 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.13 retrieving revision 1.13.2.1 diff -C2 -d -r1.13 -r1.13.2.1 *** swaption.xml 29 Jul 2006 15:32:32 -0000 1.13 --- swaption.xml 6 Aug 2006 19:27:22 -0000 1.13.2.1 *************** *** 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 1.27 retrieving revision 1.27.2.1 diff -C2 -d -r1.27 -r1.27.2.1 *** termstructures.xml 29 Jul 2006 15:32:32 -0000 1.27 --- termstructures.xml 6 Aug 2006 19:27:22 -0000 1.27.2.1 *************** *** 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> *************** *** 410,413 **** --- 416,420 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 431,434 **** --- 438,442 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: pricingengines.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v retrieving revision 1.12 retrieving revision 1.12.2.1 diff -C2 -d -r1.12 -r1.12.2.1 *** pricingengines.xml 29 Jul 2006 15:32:32 -0000 1.12 --- pricingengines.xml 6 Aug 2006 19:27:22 -0000 1.12.2.1 *************** *** 37,40 **** --- 37,41 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 58,61 **** --- 59,63 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 74,77 **** --- 76,80 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 90,93 **** --- 93,97 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 106,109 **** --- 110,114 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.9 retrieving revision 1.9.2.1 diff -C2 -d -r1.9 -r1.9.2.1 *** capletvolstructure.xml 29 Jul 2006 15:32:32 -0000 1.9 --- capletvolstructure.xml 6 Aug 2006 19:27:21 -0000 1.9.2.1 *************** *** 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 1.15 retrieving revision 1.15.2.1 diff -C2 -d -r1.15 -r1.15.2.1 *** calendar.xml 29 Jul 2006 15:32:32 -0000 1.15 --- calendar.xml 6 Aug 2006 19:27:21 -0000 1.15.2.1 *************** *** 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 1.6 retrieving revision 1.6.2.1 diff -C2 -d -r1.6 -r1.6.2.1 *** schedule.xml 29 Jul 2006 15:32:32 -0000 1.6 --- schedule.xml 6 Aug 2006 19:27:22 -0000 1.6.2.1 *************** *** 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> Index: instruments.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v retrieving revision 1.14 retrieving revision 1.14.2.1 diff -C2 -d -r1.14 -r1.14.2.1 *** instruments.xml 29 Jul 2006 15:32:32 -0000 1.14 --- instruments.xml 6 Aug 2006 19:27:21 -0000 1.14.2.1 *************** *** 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 1.6 retrieving revision 1.6.2.1 diff -C2 -d -r1.6 -r1.6.2.1 *** prices.xml 29 Jul 2006 15:32:32 -0000 1.6 --- prices.xml 6 Aug 2006 19:27:22 -0000 1.6.2.1 *************** *** 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 1.15.2.1 retrieving revision 1.15.2.2 diff -C2 -d -r1.15.2.1 -r1.15.2.2 *** options.xml 3 Aug 2006 13:48:49 -0000 1.15.2.1 --- options.xml 6 Aug 2006 19:27:22 -0000 1.15.2.2 *************** *** 18,21 **** --- 18,22 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 64,67 **** --- 65,69 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 133,136 **** --- 135,139 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 184,187 **** --- 187,191 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 225,228 **** --- 229,233 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 298,301 **** --- 303,307 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 329,332 **** --- 335,339 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 375,378 **** --- 382,386 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 432,435 **** --- 440,444 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 447,450 **** --- 456,460 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 462,465 **** --- 472,476 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 477,480 **** --- 488,492 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 492,495 **** --- 504,508 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 507,510 **** --- 520,524 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 522,525 **** --- 536,540 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 537,540 **** --- 552,556 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 552,555 **** --- 568,572 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 567,570 **** --- 584,588 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: date.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v retrieving revision 1.9 retrieving revision 1.9.2.1 diff -C2 -d -r1.9 -r1.9.2.1 *** date.xml 29 Jul 2006 15:32:32 -0000 1.9 --- date.xml 6 Aug 2006 19:27:21 -0000 1.9.2.1 *************** *** 17,20 **** --- 17,21 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 32,35 **** --- 33,37 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 53,56 **** --- 55,59 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 74,77 **** --- 77,81 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 95,98 **** --- 99,103 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> *************** *** 116,119 **** --- 121,125 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> </supportedPlatforms> <ParameterList> Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.26.2.1 retrieving revision 1.26.2.2 diff -C2 -d -r1.26.2.1 -r1.26.2.2 *** interpolation.xml 1 Aug 2006 12:00:39 -0000 1.26.2.1 --- interpolation.xml 6 Aug 2006 19:27:21 -0000 1.26.2.2 *************** *** 25,28 **** --- 25,29 ---- <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> ... 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From: Eric E. <eri...@us...> - 2006-08-06 19:27:25
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/stubs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31052/gensrc/stubs Removed Files: Tag: R000313f0-branch Makefile.am Log Message: extend support for calc --- Makefile.am DELETED --- |
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From: Eric E. <eri...@us...> - 2006-08-06 19:27:25
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/scripts In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31052/gensrc/scripts Removed Files: Tag: R000313f0-branch Makefile.am Log Message: extend support for calc --- Makefile.am DELETED --- |
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From: Eric E. <eri...@us...> - 2006-08-06 19:27:24
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31052/gensrc Modified Files: Tag: R000313f0-branch Makefile.am Log Message: extend support for calc Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/Makefile.am,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** Makefile.am 27 Jul 2006 14:06:30 -0000 1.1 --- Makefile.am 6 Aug 2006 19:27:20 -0000 1.1.2.1 *************** *** 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 *************** *** 105,108 **** .time-stamp: $(GENSRC_INPUT) $(GENSRC_PYS) $(GENSRC_STUBS) python scripts/gensrc.py $(GENSRC_ARGS) ! touch .time-stamp --- 73,82 ---- .time-stamp: $(GENSRC_INPUT) $(GENSRC_PYS) $(GENSRC_STUBS) python scripts/gensrc.py $(GENSRC_ARGS) ! ! 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)/stubstouch .time-stamp |
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From: Eric E. <eri...@us...> - 2006-08-06 19:27:24
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31052/gensrc/config Removed Files: Tag: R000313f0-branch Makefile.am Log Message: extend support for calc --- Makefile.am DELETED --- |
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From: Eric E. <eri...@us...> - 2006-08-06 19:27:23
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31052/Addins/Calc Modified Files: Tag: R000313f0-branch Makefile.am calcutils.hpp conversions.cpp conversions.hpp Log Message: extend support for calc Index: conversions.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/conversions.cpp,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** conversions.cpp 29 Jul 2006 15:32:31 -0000 1.1 --- conversions.cpp 6 Aug 2006 19:27:20 -0000 1.1.2.1 *************** *** 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: conversions.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/conversions.hpp,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** conversions.hpp 29 Jul 2006 15:32:31 -0000 1.1 --- conversions.hpp 6 Aug 2006 19:27:20 -0000 1.1.2.1 *************** *** 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 Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/Makefile.am,v retrieving revision 1.1.2.2 retrieving revision 1.1.2.3 diff -C2 -d -r1.1.2.2 -r1.1.2.3 *** Makefile.am 5 Aug 2006 15:44:44 -0000 1.1.2.2 --- Makefile.am 6 Aug 2006 19:27:20 -0000 1.1.2.3 *************** *** 1,6 **** - OFFICE_SDK_PATH=/opt/openoffice.org2.0_sdk - OFFICE_PROGRAM_PATH=/usr/lib/openoffice.org2.0/program - # -DCPPU_ENV=gcc3 AM_CPPFLAGS = -I${top_srcdir} -I$(OFFICE_SDK_PATH)/include \ -DUNX -DGCC -DLINUX -DCPPU_ENV=gcc3 --- 1,3 ---- *************** *** 64,72 **** --- 61,81 ---- 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 \ *************** *** 74,93 **** --- 83,132 ---- qladdin.hpp \ 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 Index: calcutils.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/calcutils.hpp,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** calcutils.hpp 19 May 2006 16:56:16 -0000 1.1 --- calcutils.hpp 6 Aug 2006 19:27:20 -0000 1.1.2.1 *************** *** 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); |
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From: Eric E. <eri...@us...> - 2006-08-06 06:57:43
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/images In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29222/Docs/images Modified Files: Tag: R000313f0-branch logo_ql.jpg Log Message: edit graphic Index: logo_ql.jpg =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/logo_ql.jpg,v retrieving revision 1.2.2.2 retrieving revision 1.2.2.3 diff -C2 -d -r1.2.2.2 -r1.2.2.3 Binary files /tmp/cvsifwATb and /tmp/cvs249Bqi differ |
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From: Eric E. <eri...@us...> - 2006-08-05 22:34:13
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/images In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23412/Docs/images Modified Files: Tag: R000313f0-branch favicon.ico Log Message: update graphic Index: favicon.ico =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/favicon.ico,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 Binary files /tmp/cvsxQXFEi and /tmp/cvstePL0L differ |
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From: Eric E. <eri...@us...> - 2006-08-05 22:21:16
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/images In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18332/Docs/images Modified Files: Tag: R000313f0-branch logo_ql.jpg Log Message: update graphic Index: logo_ql.jpg =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/logo_ql.jpg,v retrieving revision 1.2.2.1 retrieving revision 1.2.2.2 diff -C2 -d -r1.2.2.1 -r1.2.2.2 Binary files /tmp/cvsSrieQC and /tmp/cvsCe0FUp differ |
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From: Eric E. <eri...@us...> - 2006-08-05 19:33:59
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14334 Modified Files: Tag: R000313f0-branch Contributors.txt Log Message: update attributions Index: Contributors.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Contributors.txt,v retrieving revision 1.2 retrieving revision 1.2.2.1 diff -C2 -d -r1.2 -r1.2.2.1 *** Contributors.txt 29 Jul 2006 19:45:29 -0000 1.2 --- Contributors.txt 5 Aug 2006 19:33:53 -0000 1.2.2.1 *************** *** 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. |
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From: Eric E. <eri...@us...> - 2006-08-05 19:33:58
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14334/Docs/pages Modified Files: Tag: R000313f0-branch calc.docs people.docs Log Message: update attributions Index: people.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/people.docs,v retrieving revision 1.2 retrieving revision 1.2.2.1 diff -C2 -d -r1.2 -r1.2.2.1 *** people.docs 29 Jul 2006 19:45:29 -0000 1.2 --- people.docs 5 Aug 2006 19:33:53 -0000 1.2.2.1 *************** *** 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: calc.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/calc.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 *** calc.docs 5 Aug 2006 11:19:57 -0000 1.1.2.2 --- calc.docs 5 Aug 2006 19:33:53 -0000 1.1.2.3 *************** *** 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 (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-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. |
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From: Eric E. <eri...@us...> - 2006-08-05 16:08:42
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29491 Modified Files: Tag: R000313f0-branch qla_header.html qla_header.subdir.html qla_headeronline.html qla_headeronline.subdir.html Log Message: move calc installation doc from functional to technical section Index: qla_header.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.subdir.html,v retrieving revision 1.2.2.4 retrieving revision 1.2.2.5 diff -C2 -d -r1.2.2.4 -r1.2.2.5 *** qla_header.subdir.html 5 Aug 2006 12:49:41 -0000 1.2.2.4 --- qla_header.subdir.html 5 Aug 2006 16:08:39 -0000 1.2.2.5 *************** *** 60,64 **** <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><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> --- 60,63 ---- *************** *** 68,71 **** --- 67,71 ---- <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><img src="../images/transp.gif" width="1" height="10"></td></tr> <tr><td><a class="menuheader" href="../build_tutorial.html">Build Tutorial</a></td></tr> Index: qla_headeronline.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.subdir.html,v retrieving revision 1.1.2.4 retrieving revision 1.1.2.5 diff -C2 -d -r1.1.2.4 -r1.1.2.5 *** qla_headeronline.subdir.html 5 Aug 2006 12:49:41 -0000 1.1.2.4 --- qla_headeronline.subdir.html 5 Aug 2006 16:08:39 -0000 1.1.2.5 *************** *** 60,64 **** <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><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> --- 60,63 ---- *************** *** 68,71 **** --- 67,71 ---- <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><img src="../images/transp.gif" width="1" height="10"></td></tr> <tr><td><a class="menuheader" href="../build_tutorial.html">Build Tutorial</a></td></tr> Index: qla_header.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.html,v retrieving revision 1.4.2.4 retrieving revision 1.4.2.5 diff -C2 -d -r1.4.2.4 -r1.4.2.5 *** qla_header.html 5 Aug 2006 12:49:41 -0000 1.4.2.4 --- qla_header.html 5 Aug 2006 16:08:39 -0000 1.4.2.5 *************** *** 60,64 **** <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><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> --- 60,63 ---- *************** *** 68,71 **** --- 67,71 ---- <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><img src="images/transp.gif" width="1" height="10"></td></tr> <tr><td><a class="menuheader" href="build_tutorial.html">Build Tutorial</a></td></tr> Index: qla_headeronline.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.html,v retrieving revision 1.2.2.4 retrieving revision 1.2.2.5 diff -C2 -d -r1.2.2.4 -r1.2.2.5 *** qla_headeronline.html 5 Aug 2006 12:49:41 -0000 1.2.2.4 --- qla_headeronline.html 5 Aug 2006 16:08:39 -0000 1.2.2.5 *************** *** 60,64 **** <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><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> --- 60,63 ---- *************** *** 68,71 **** --- 67,71 ---- <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><img src="images/transp.gif" width="1" height="10"></td></tr> <tr><td><a class="menuheader" href="build_tutorial.html">Build Tutorial</a></td></tr> |
