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From: Eric E. <eri...@us...> - 2006-08-05 15:44:48
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/C In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19978/Addins/C Modified Files: Tag: R000313f0-branch Makefile.am Log Message: update distribution files Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/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 5 Aug 2006 15:44:44 -0000 1.2.2.1 *************** *** 16,70 **** if BUILD_C noinst_HEADERS = \ - calendar.h \ - capfloor.h \ - couponvectors.h \ - date.h \ - daycounter.h \ defines.h \ - exercise.h \ - instruments.h \ - interpolation.h \ - mathf.h \ - ohfunctions.h \ - options.h \ - prices.h \ - processes.h \ qladdin.h \ - randomsequencegenerator.h \ - schedule.h \ - shortratemodels.h \ - simpleswap.h \ - swap.h \ - termstructures.h \ - utilities.h \ varies.h \ ! varies.hpp \ ! volatilities.h \ ! xibor.h endif libQuantLibAddinC_la_SOURCES = \ ! calendar.cpp \ ! capfloor.cpp \ ! couponvectors.cpp \ ! date.cpp \ ! daycounter.cpp \ ! exercise.cpp \ ! instruments.cpp \ ! interpolation.cpp \ ! mathf.cpp \ ! ohfunctions.cpp \ ! options.cpp \ ! prices.cpp \ ! processes.cpp \ ! randomsequencegenerator.cpp \ ! schedule.cpp \ ! shortratemodels.cpp \ ! simpleswap.cpp \ ! swap.cpp \ ! termstructures.cpp \ ! utilities.cpp \ ! varies.cpp \ ! volatilities.cpp \ ! xibor.cpp --- 16,27 ---- if BUILD_C noinst_HEADERS = \ defines.h \ qladdin.h \ varies.h \ ! varies.hpp endif libQuantLibAddinC_la_SOURCES = \ ! session.cpp \ ! varies.cpp |
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From: Eric E. <eri...@us...> - 2006-08-05 15:44:48
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19978/qlo Modified Files: Tag: R000313f0-branch Makefile.am Log Message: update distribution files Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/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 14:06:31 -0000 1.2 --- Makefile.am 5 Aug 2006 15:44:45 -0000 1.2.2.1 *************** *** 18,21 **** --- 18,22 ---- capletvolstructure.hpp \ cliquetoption.hpp \ + config.hpp \ conversions.hpp \ couponvectors.hpp \ |
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From: Eric E. <eri...@us...> - 2006-08-05 15:44:47
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19978/Addins/Calc Modified Files: Tag: R000313f0-branch Makefile.am Log Message: update distribution files Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/Makefile.am,v retrieving revision 1.1.2.1 retrieving revision 1.1.2.2 diff -C2 -d -r1.1.2.1 -r1.1.2.2 *** Makefile.am 4 Aug 2006 22:39:26 -0000 1.1.2.1 --- Makefile.am 5 Aug 2006 15:44:44 -0000 1.1.2.2 *************** *** 55,64 **** EXTRA_DIST = \ - AddinCalc.dsp \ AddinCalc.vcproj \ AddinCalc_vc8.vcproj \ ! Makefile.vc.debug.crtdll \ ! QuantLibAddin.def \ ! QuantLibAddin.idl \ readme.txt --- 55,63 ---- EXTRA_DIST = \ AddinCalc.vcproj \ AddinCalc_vc8.vcproj \ ! Makefile.vc \ ! QuantLibAddinCalc.def \ ! QuantLibAddinCalc.idl \ readme.txt |
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From: Eric E. <eri...@us...> - 2006-08-05 15:44:47
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/Guile In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19978/Addins/Guile Modified Files: Tag: R000313f0-branch Makefile.am Log Message: update distribution files Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Guile/Makefile.am,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** Makefile.am 19 May 2006 16:56:16 -0000 1.1 --- Makefile.am 5 Aug 2006 15:44:44 -0000 1.1.2.1 *************** *** 14,40 **** if BUILD_GUILE noinst_HEADERS = \ ! calendar.h \ ! capfloor.h \ ! couponvectors.h \ ! date.h \ ! daycounter.h \ ! exercise.h \ ! extra.h \ ! instruments.h \ ! interpolation.h \ ! mathf.h \ ! ohfunctions.h \ ! options.h \ ! prices.h \ ! processes.h \ ! randomsequencegenerator.h \ ! schedule.h \ ! shortratemodels.h \ ! simpleswap.h \ ! swap.h \ ! termstructures.h \ ! utilities.h \ ! volatilities.h \ ! xibor.h include_HEADERS = \ --- 14,18 ---- if BUILD_GUILE noinst_HEADERS = \ ! extra.h include_HEADERS = \ *************** *** 44,73 **** if BUILD_GUILE libQuantLibAddinGuile_la_SOURCES = \ - calendar.cpp \ - capfloor.cpp \ - couponvectors.cpp \ - date.cpp \ - daycounter.cpp \ - exercise.cpp \ extra.cpp \ guileutils.cpp \ ! instruments.cpp \ ! interpolation.cpp \ ! mathf.cpp \ ! ohfunctions.cpp \ ! options.cpp \ ! prices.cpp \ ! processes.cpp \ ! qladdin.c \ ! randomsequencegenerator.cpp \ ! schedule.cpp \ ! session.cpp \ ! shortratemodels.cpp \ ! simpleswap.cpp \ ! swap.cpp \ ! termstructures.cpp \ ! utilities.cpp \ ! volatilities.cpp \ ! xibor.cpp endif --- 22,28 ---- if BUILD_GUILE libQuantLibAddinGuile_la_SOURCES = \ extra.cpp \ guileutils.cpp \ ! session.cpp endif |
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From: Eric E. <eri...@us...> - 2006-08-05 15:44:47
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++ In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19978/Clients/C++ Modified Files: Tag: R000313f0-branch Makefile.am Log Message: update distribution files Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++/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 5 Aug 2006 15:44:44 -0000 1.2.2.1 *************** *** 7,11 **** EXTRA_DIST = \ - ClientCppDemo.dsp \ ClientCppDemo.vcproj \ ClientCppDemo_vc8.vcproj --- 7,10 ---- |
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From: Eric E. <eri...@us...> - 2006-08-05 12:49:47
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15676/Docs Modified Files: Tag: R000313f0-branch qla_header.html qla_header.subdir.html qla_headeronline.html qla_headeronline.subdir.html Log Message: update graphics Index: qla_header.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.subdir.html,v retrieving revision 1.2.2.3 retrieving revision 1.2.2.4 diff -C2 -d -r1.2.2.3 -r1.2.2.4 *** qla_header.subdir.html 5 Aug 2006 11:20:26 -0000 1.2.2.3 --- qla_header.subdir.html 5 Aug 2006 12:49:41 -0000 1.2.2.4 *************** *** 21,27 **** </tr> <tr> ! <td><img src="../images/menu_1_0.jpg" alt="menu" border="0" width="25" height="65"></td> ! <td align=center><a href="http://quantlib.org/"><img src="../images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="65"></a></td> ! <td><img src="../images/menu_1_2.jpg" alt="menu" border="0" width="35" height="65"></td> </tr> <tr> --- 21,27 ---- </tr> <tr> ! <td><img src="../images/menu_1_0.jpg" alt="menu" border="0" width="25" height="35"></td> ! <td align=center><a href="http://quantlib.org/"><img src="../images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="35"></a></td> ! <td><img src="../images/menu_1_2.jpg" alt="menu" border="0" width="35" height="35"></td> </tr> <tr> Index: qla_headeronline.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.subdir.html,v retrieving revision 1.1.2.3 retrieving revision 1.1.2.4 diff -C2 -d -r1.1.2.3 -r1.1.2.4 *** qla_headeronline.subdir.html 5 Aug 2006 11:20:26 -0000 1.1.2.3 --- qla_headeronline.subdir.html 5 Aug 2006 12:49:41 -0000 1.1.2.4 *************** *** 21,27 **** </tr> <tr> ! <td><img src="../images/menu_1_0.jpg" alt="menu" border="0" width="25" height="65"></td> ! <td align=center><a href="http://quantlib.org/"><img src="../images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="65"></a></td> ! <td><img src="../images/menu_1_2.jpg" alt="menu" border="0" width="35" height="65"></td> </tr> <tr> --- 21,27 ---- </tr> <tr> ! <td><img src="../images/menu_1_0.jpg" alt="menu" border="0" width="25" height="35"></td> ! <td align=center><a href="http://quantlib.org/"><img src="../images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="35"></a></td> ! <td><img src="../images/menu_1_2.jpg" alt="menu" border="0" width="35" height="35"></td> </tr> <tr> Index: qla_header.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.html,v retrieving revision 1.4.2.3 retrieving revision 1.4.2.4 diff -C2 -d -r1.4.2.3 -r1.4.2.4 *** qla_header.html 5 Aug 2006 11:20:25 -0000 1.4.2.3 --- qla_header.html 5 Aug 2006 12:49:41 -0000 1.4.2.4 *************** *** 21,27 **** </tr> <tr> ! <td><img src="images/menu_1_0.jpg" alt="menu" border="0" width="25" height="65"></td> ! <td align=center><a href="http://quantlib.org/"><img src="images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="65"></a></td> ! <td><img src="images/menu_1_2.jpg" alt="menu" border="0" width="35" height="65"></td> </tr> <tr> --- 21,27 ---- </tr> <tr> ! <td><img src="images/menu_1_0.jpg" alt="menu" border="0" width="25" height="35"></td> ! <td align=center><a href="http://quantlib.org/"><img src="images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="35"></a></td> ! <td><img src="images/menu_1_2.jpg" alt="menu" border="0" width="35" height="35"></td> </tr> <tr> Index: qla_headeronline.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.html,v retrieving revision 1.2.2.3 retrieving revision 1.2.2.4 diff -C2 -d -r1.2.2.3 -r1.2.2.4 *** qla_headeronline.html 5 Aug 2006 11:20:26 -0000 1.2.2.3 --- qla_headeronline.html 5 Aug 2006 12:49:41 -0000 1.2.2.4 *************** *** 21,27 **** </tr> <tr> ! <td><img src="images/menu_1_0.jpg" alt="menu" border="0" width="25" height="65"></td> ! <td align=center><a href="http://quantlib.org/"><img src="images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="65"></a></td> ! <td><img src="images/menu_1_2.jpg" alt="menu" border="0" width="35" height="65"></td> </tr> <tr> --- 21,27 ---- </tr> <tr> ! <td><img src="images/menu_1_0.jpg" alt="menu" border="0" width="25" height="35"></td> ! <td align=center><a href="http://quantlib.org/"><img src="images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="35"></a></td> ! <td><img src="images/menu_1_2.jpg" alt="menu" border="0" width="35" height="35"></td> </tr> <tr> |
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From: Eric E. <eri...@us...> - 2006-08-05 12:49:46
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/images In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15676/Docs/images Modified Files: Tag: R000313f0-branch logo_ql.jpg menu_1_0.jpg menu_1_2.jpg Log Message: update graphics Index: logo_ql.jpg =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/logo_ql.jpg,v retrieving revision 1.2 retrieving revision 1.2.2.1 diff -C2 -d -r1.2 -r1.2.2.1 Binary files /tmp/cvsh01SqN and /tmp/cvsW6gg6i differ Index: menu_1_2.jpg =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/menu_1_2.jpg,v retrieving revision 1.2 retrieving revision 1.2.2.1 diff -C2 -d -r1.2 -r1.2.2.1 Binary files /tmp/cvsk8Pc2Q and /tmp/cvsFADl3m differ Index: menu_1_0.jpg =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/menu_1_0.jpg,v retrieving revision 1.2 retrieving revision 1.2.2.1 diff -C2 -d -r1.2 -r1.2.2.1 Binary files /tmp/cvsc5ODtU and /tmp/cvsqJR6Dq differ |
Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12500/Docs Modified Files: Tag: R000313f0-branch qla_header.html qla_header.subdir.html qla_headeronline.html qla_headeronline.subdir.html style.css Log Message: fix links Index: qla_header.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.subdir.html,v retrieving revision 1.2.2.2 retrieving revision 1.2.2.3 diff -C2 -d -r1.2.2.2 -r1.2.2.3 *** qla_header.subdir.html 3 Aug 2006 16:22:41 -0000 1.2.2.2 --- qla_header.subdir.html 5 Aug 2006 11:20:26 -0000 1.2.2.3 *************** *** 59,81 **** <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="../evaluationdate.html">Evaluation Date</a></td></tr> <tr><td><a class="menu" href="../calc.html">Calc</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="../qlo/annotated.html">Class List</a></td></tr> ! <!--tr><td><a class="menu" href="inherits.html">Class Hierarchy</a></td></tr--> ! <tr><td class="menunolink">Class Hierarchy</td></tr> <tr><td><a class="menu" href="../qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="../qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="../qlo/examples.html">Examples</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> - <!-- - <tr><td><a class="menuheader" href="srcgen.html">Source<br>Generation</a></td></tr> - <tr><td class="menunolink">Class List</td></tr> - <tr><td class="menunolink">Class Hierarchy</td></tr> - <tr><td class="menunolink">Class Members</td></tr> - <tr><td class="menunolink">File List</td></tr> - <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> - <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> - --> <tr><td><a class="menuheader" href="../build_tutorial.html">Build Tutorial</a></td></tr> <tr><td><a class="menu" href="../build_vc.html">Visual Studio</a></td></tr> --- 59,72 ---- <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="../evaluationdate.html">Evaluation Date</a></td></tr> + <tr><td><a class="menu" href="../extending.html">Enhancements</a></td></tr> <tr><td><a class="menu" href="../calc.html">Calc</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="../qlo/annotated.html">Class List</a></td></tr> ! <tr><td><a class="menu" href="../qlo/hierarchy.html">Class Hierarchy</a></td></tr> <tr><td><a class="menu" href="../qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="../qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="../qlo/examples.html">Examples</a></td></tr> <tr><td><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> Index: qla_headeronline.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.subdir.html,v retrieving revision 1.1.2.2 retrieving revision 1.1.2.3 diff -C2 -d -r1.1.2.2 -r1.1.2.3 *** qla_headeronline.subdir.html 3 Aug 2006 16:22:41 -0000 1.1.2.2 --- qla_headeronline.subdir.html 5 Aug 2006 11:20:26 -0000 1.1.2.3 *************** *** 59,81 **** <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="../evaluationdate.html">Evaluation Date</a></td></tr> <tr><td><a class="menu" href="../calc.html">Calc</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="../qlo/annotated.html">Class List</a></td></tr> ! <!--tr><td><a class="menu" href="inherits.html">Class Hierarchy</a></td></tr--> ! <tr><td class="menunolink">Class Hierarchy</td></tr> <tr><td><a class="menu" href="../qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="../qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="../qlo/examples.html">Examples</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> - <!-- - <tr><td><a class="menuheader" href="srcgen.html">Source<br>Generation</a></td></tr> - <tr><td class="menunolink">Class List</td></tr> - <tr><td class="menunolink">Class Hierarchy</td></tr> - <tr><td class="menunolink">Class Members</td></tr> - <tr><td class="menunolink">File List</td></tr> - <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> - <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> - --> <tr><td><a class="menuheader" href="../build_tutorial.html">Build Tutorial</a></td></tr> <tr><td><a class="menu" href="../build_vc.html">Visual Studio</a></td></tr> --- 59,72 ---- <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="../evaluationdate.html">Evaluation Date</a></td></tr> + <tr><td><a class="menu" href="../extending.html">Enhancements</a></td></tr> <tr><td><a class="menu" href="../calc.html">Calc</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="../qlo/annotated.html">Class List</a></td></tr> ! <tr><td><a class="menu" href="../qlo/hierarchy.html">Class Hierarchy</a></td></tr> <tr><td><a class="menu" href="../qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="../qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="../qlo/examples.html">Examples</a></td></tr> <tr><td><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> Index: style.css =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/style.css,v retrieving revision 1.2 retrieving revision 1.2.2.1 diff -C2 -d -r1.2 -r1.2.2.1 *** style.css 22 Jun 2006 09:56:58 -0000 1.2 --- style.css 5 Aug 2006 11:20:26 -0000 1.2.2.1 *************** *** 110,114 **** .menunolink { ! color: gray; font-family: Arial; font-size: 10px; --- 110,114 ---- .menunolink { ! color: white; font-family: Arial; font-size: 10px; *************** *** 117,121 **** .menuheadernolink { ! color: gray; font-family: Arial; font-size: 15px; --- 117,121 ---- .menuheadernolink { ! color: white; font-family: Arial; font-size: 15px; Index: qla_header.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.html,v retrieving revision 1.4.2.2 retrieving revision 1.4.2.3 diff -C2 -d -r1.4.2.2 -r1.4.2.3 *** qla_header.html 3 Aug 2006 16:22:41 -0000 1.4.2.2 --- qla_header.html 5 Aug 2006 11:20:25 -0000 1.4.2.3 *************** *** 59,81 **** <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr> <tr><td><a class="menu" href="calc.html">Calc</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="qlo/annotated.html">Class List</a></td></tr> ! <!--tr><td><a class="menu" href="inherits.html">Class Hierarchy</a></td></tr--> ! <tr><td class="menunolink">Class Hierarchy</td></tr> <tr><td><a class="menu" href="qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="qlo/examples.html">Examples</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr> - <!-- - <tr><td><a class="menuheader" href="srcgen.html">Source<br>Generation</a></td></tr> - <tr><td class="menunolink">Class List</td></tr> - <tr><td class="menunolink">Class Hierarchy</td></tr> - <tr><td class="menunolink">Class Members</td></tr> - <tr><td class="menunolink">File List</td></tr> - <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> - <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr> - --> <tr><td><a class="menuheader" href="build_tutorial.html">Build Tutorial</a></td></tr> <tr><td><a class="menu" href="build_vc.html">Visual Studio</a></td></tr> --- 59,72 ---- <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr> + <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><a class="menu" href="calc.html">Calc</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="qlo/annotated.html">Class List</a></td></tr> ! <tr><td><a class="menu" href="qlo/hierarchy.html">Class Hierarchy</a></td></tr> <tr><td><a class="menu" href="qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="qlo/examples.html">Examples</a></td></tr> <tr><td><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> Index: qla_headeronline.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.html,v retrieving revision 1.2.2.2 retrieving revision 1.2.2.3 diff -C2 -d -r1.2.2.2 -r1.2.2.3 *** qla_headeronline.html 3 Aug 2006 16:22:41 -0000 1.2.2.2 --- qla_headeronline.html 5 Aug 2006 11:20:26 -0000 1.2.2.3 *************** *** 59,81 **** <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr> <tr><td><a class="menu" href="calc.html">Calc</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="qlo/annotated.html">Class List</a></td></tr> ! <!--tr><td><a class="menu" href="inherits.html">Class Hierarchy</a></td></tr--> ! <tr><td class="menunolink">Class Hierarchy</td></tr> <tr><td><a class="menu" href="qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="qlo/examples.html">Examples</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr> - <!-- - <tr><td><a class="menuheader" href="srcgen.html">Source<br>Generation</a></td></tr> - <tr><td class="menunolink">Class List</td></tr> - <tr><td class="menunolink">Class Hierarchy</td></tr> - <tr><td class="menunolink">Class Members</td></tr> - <tr><td class="menunolink">File List</td></tr> - <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> - <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr> - --> <tr><td><a class="menuheader" href="build_tutorial.html">Build Tutorial</a></td></tr> <tr><td><a class="menu" href="build_vc.html">Visual Studio</a></td></tr> --- 59,72 ---- <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr> + <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><a class="menu" href="calc.html">Calc</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="qlo/annotated.html">Class List</a></td></tr> ! <tr><td><a class="menu" href="qlo/hierarchy.html">Class Hierarchy</a></td></tr> <tr><td><a class="menu" href="qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="qlo/examples.html">Examples</a></td></tr> <tr><td><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> |
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From: Eric E. <eri...@us...> - 2006-08-05 11:20:01
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12112/Docs/pages Modified Files: Tag: R000313f0-branch calc.docs Log Message: document gcc 3.4.1 patch Index: calc.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/calc.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 *** calc.docs 4 Aug 2006 21:06:37 -0000 1.1.2.1 --- calc.docs 5 Aug 2006 11:19:57 -0000 1.1.2.2 *************** *** 109,113 **** For standard binary distributions, the current version of OOo, 2.0, is compiled by the vendor with gcc 3.4.1. A complete listing of the OOo compiler versions by environment is maintained <a href="http://wiki.services.openoffice.org/wiki/Compiler_versions_used_by_port_maintainers_and_release_engineers">here</a>. ! In all likelihood gcc 3.4.1 is not shipped with your distribution and you'll need to install it alongside your existing version of gcc. You're advised to recompile and install gcc 3.4.1 from source as binary installations of gcc 3.4.1 (e.g. rpms) are unlikely to be recognized by your distribution. The gcc 3.4.1 source tarball can be acquired from one of the <a href="http://gcc.gnu.org/mirrors.html">gcc mirror sites.</a> Please see the following document describing the procedure for maintaining multiple versions of gcc concurrently: <a href="http://www.tellurian.com.au/document.php?document=multiplegcc.html&titleprefix=White+Papers">Installing and Using Multiple Versions of GCC</a> --- 109,115 ---- For standard binary distributions, the current version of OOo, 2.0, is compiled by the vendor with gcc 3.4.1. A complete listing of the OOo compiler versions by environment is maintained <a href="http://wiki.services.openoffice.org/wiki/Compiler_versions_used_by_port_maintainers_and_release_engineers">here</a>. ! \subsection calc_compiler_build Building gcc 3.4.1 ! ! In all likelihood gcc 3.4.1 is not shipped with your distribution and you'll need to install it alongside your existing version of gcc. You're advised to recompile and install gcc 3.4.1 from source (installing a required patch as noted below) because binary installations of gcc 3.4.1 (e.g. rpms) are unlikely to be recognized by your distribution. The gcc 3.4.1 source tarball can be acquired from one of the <a href="http://gcc.gnu.org/mirrors.html">gcc mirror sites.</a> Please see the following document describing the procedure for maintaining multiple versions of gcc concurrently: <a href="http://www.tellurian.com.au/document.php?document=multiplegcc.html&titleprefix=White+Papers">Installing and Using Multiple Versions of GCC</a> *************** *** 115,119 **** Please see also the standard gcc installation notes: <a href="http://gcc.gnu.org/install">Installing GCC</a> ! NB: GCC's default configuration includes support for numerous platforms (such as Ada) which 1) are not required for %QuantLibAddin and 2) may not build correctly, depending on your environment. You can run configure with the \c --enable-languages option to restrict the build to only those platforms you require e.g. \verbatim --- 117,133 ---- Please see also the standard gcc installation notes: <a href="http://gcc.gnu.org/install">Installing GCC</a> ! \subsection calc_compiler_patch Patching gcc 3.4.1 ! ! The version of gcc 3.4.1 available from the mirrors noted above contains a bug (the "linkonce" bug) which must be patched in order to compile the addin. As you build gcc - after uncompressing the gcc source, but before building it - patch the source as follows: ! \li Get the patch from <a href="http://www.linuxfromscratch.org/patches/lfs/6.0/gcc-3.4.1-linkonce-1.patch">this page</a>. ! \li Copy and paste the contents of the above page into a file. Give the file an appropriate name e.g. 'gcc.linkonce.patch' and save it to the directory containing the root directory of your gcc source tree. ! \li Ensure that the paths in the patch file correspond to those in your directory tree. For example the patch file identifies the root directory of the source tree as gcc-3.4.1.orig, if on your system the root directory is gcc-3.4.1 then you need to rename your root directory or edit the patch file. ! \li In the same directory as the patch file, invoke the command<br><tt>patch -p0 <gcc.linkonce.patch</tt> ! \li Some of the patches may fail, in which case the patch utility creates <tt>.rej</tt> files, you need to manually apply the patches. ! \li You're now ready to proceed with building gcc. ! ! \subsection calc_compiler_config Configuring gcc 3.4.1 ! ! gcc's default configuration includes support for numerous platforms (such as Ada) which 1) are not required for %QuantLibAddin and 2) may not build correctly, depending on your environment. You can run configure with the \c --enable-languages option to restrict the build to only those platforms you require e.g. \verbatim |
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From: Eric E. <eri...@us...> - 2006-08-05 11:19:39
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12056/Docs/pages Modified Files: Tag: R000313f0-branch functional.docs Log Message: fix links Index: functional.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/functional.docs,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** functional.docs 19 May 2006 16:56:16 -0000 1.1 --- functional.docs 5 Aug 2006 11:19:33 -0000 1.1.2.1 *************** *** 22,32 **** platform-independent documentation of %QuantLibAddin functionality. ! Section \ref functions is an alphabetic list of links to the documentation for all functions in %QuantLibAddin. ! Section \ref categories is a list of links to documentation of %QuantLibAddin functions by category. ! The \ref enums page documents alphanumeric codes which %QuantLibAddin recognizes to indicate minor or transient %QuantLib classes which are constructed as part of larger operations. --- 22,32 ---- platform-independent documentation of %QuantLibAddin functionality. ! Section <a href="auto/all.html">functions</a> is an alphabetic list of links to the documentation for all functions in %QuantLibAddin. ! Section <a href="auto/categories.html">categories</a> is a list of links to documentation of %QuantLibAddin functions by category. ! The <a href="auto/enums.html">enums</a> page documents alphanumeric codes which %QuantLibAddin recognizes to indicate minor or transient %QuantLib classes which are constructed as part of larger operations. |
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From: Eric E. <eri...@us...> - 2006-08-04 22:39:31
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19528 Modified Files: Tag: R000313f0-branch Makefile.am qladdin.cpp Log Message: calc addin for linux Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/Makefile.am,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** Makefile.am 19 May 2006 16:56:16 -0000 1.1 --- Makefile.am 4 Aug 2006 22:39:26 -0000 1.1.2.1 *************** *** 1,7 **** AM_CPPFLAGS = -I${top_srcdir} -I$(OFFICE_SDK_PATH)/include \ -DUNX -DGCC -DLINUX -DCPPU_ENV=gcc3 ! COMPONENT_NAME=QLA-Calc IDL_DIR=$(OFFICE_SDK_PATH)/idl DKREGISTRYNAME=$(OFFICE_PROGRAM_PATH)/types.rdb --- 1,10 ---- + 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 ! COMPONENT_NAME=QuantLibAddinCalc IDL_DIR=$(OFFICE_SDK_PATH)/idl DKREGISTRYNAME=$(OFFICE_PROGRAM_PATH)/types.rdb *************** *** 13,17 **** endif ! libQuantLibAddinCalc_la_LIBADD = ../../qla/libQuantLibAddin.la libQuantLibAddinCalc_la_LDFLAGS = \ --- 16,20 ---- endif ! libQuantLibAddinCalc_la_LIBADD = ../../qlo/libQuantLibAddin.la libQuantLibAddinCalc_la_LDFLAGS = \ *************** *** 63,120 **** noinst_HEADERS = \ calcutils.hpp \ ! calendar.hpp \ ! capfloor.hpp \ ! couponvectors.hpp \ ! date.hpp \ ! daycounter.hpp \ exercise.hpp \ - instruments.hpp \ - interpolation.hpp \ - mathf.hpp \ - ohfunctions.hpp \ options.hpp \ ! prices.hpp \ processes.hpp \ qla_all.hpp \ qladdin.hpp \ qldefs.hpp \ - randomsequencegenerator.hpp \ - schedule.hpp \ - shortratemodels.hpp \ - simpleswap.hpp \ - swap.hpp \ - termstructures.hpp \ utilities.hpp \ ! volatilities.hpp \ ! xibor.hpp endif libQuantLibAddinCalc_la_SOURCES = \ calcutils.cpp \ ! calendar.cpp \ ! capfloor.cpp \ ! couponvectors.cpp \ ! date.cpp \ ! daycounter.cpp \ exercise.cpp \ funcdef.cpp \ - instruments.cpp \ - interpolation.cpp \ - mathf.cpp \ - ohfunctions.cpp \ options.cpp \ ! prices.cpp \ processes.cpp \ qladdin.cpp \ - randomsequencegenerator.cpp \ - schedule.cpp \ session.cpp \ - shortratemodels.cpp \ - simpleswap.cpp \ - swap.cpp \ - termstructures.cpp \ utilities.cpp \ ! volatilities.cpp \ ! xibor.cpp if BUILD_CALC --- 66,95 ---- noinst_HEADERS = \ calcutils.hpp \ ! conversions.hpp \ exercise.hpp \ options.hpp \ ! payoffs.hpp \ ! pricingengines.hpp \ processes.hpp \ qla_all.hpp \ qladdin.hpp \ qldefs.hpp \ utilities.hpp \ ! volatilities.hpp endif libQuantLibAddinCalc_la_SOURCES = \ calcutils.cpp \ ! conversions.cpp \ exercise.cpp \ funcdef.cpp \ options.cpp \ ! payoffs.cpp \ ! pricingengines.cpp \ processes.cpp \ qladdin.cpp \ session.cpp \ utilities.cpp \ ! volatilities.cpp if BUILD_CALC Index: qladdin.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/qladdin.cpp,v retrieving revision 1.2.2.1 retrieving revision 1.2.2.2 diff -C2 -d -r1.2.2.1 -r1.2.2.2 *** qladdin.cpp 2 Aug 2006 13:03:46 -0000 1.2.2.1 --- qladdin.cpp 4 Aug 2006 22:39:26 -0000 1.2.2.2 *************** *** 29,33 **** #include <rtl/uuid.h> ! #include <oh/objhandlerdefines.hpp> #ifdef BOOST_MSVC --- 29,33 ---- #include <rtl/uuid.h> ! #include <oh/objhandler.hpp> #ifdef BOOST_MSVC |
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From: Eric E. <eri...@us...> - 2006-08-04 21:06:43
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1819 Modified Files: Tag: R000313f0-branch calc.docs Log Message: update calc build instructions Index: calc.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/calc.docs,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** calc.docs 19 May 2006 16:56:16 -0000 1.1 --- calc.docs 4 Aug 2006 21:06:37 -0000 1.1.2.1 *************** *** 1,5 **** /* ! Copyright (C) 2004, 2005 Eric Ehlers This file is part of QuantLib, a free-software/open-source library --- 1,5 ---- /* ! Copyright (C) 2004, 2005, 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library *************** *** 27,35 **** Before compiling an Addin for OOo Calc you'll need to install: ! \li <a href="http://java.sun.com/j2se/1.4.2/download.html">Java 2 Platform, Standard Edition ("J2SE")</a> ! \li <a href="http://www.openoffice.org/dev_docs/source/sdk/index.html">OpenOffice.org Software Development Kit ("OOo SDK")</a> Unfortunately the OOo SDK requires the J2SE, even on platforms (such as Fedora) where Java dependency has been removed from OOo, and for Addins (such as %QuantLibAddin) with no dependency on Java. \subsection calc_env Environment Variables --- 27,39 ---- Before compiling an Addin for OOo Calc you'll need to install: ! \li <a href="http://java.sun.com/j2se/1.5.0/download-netbeans.html">J2SE Development Kit</a> ! \li <a href="http://download.openoffice.org/2.0.2/sdk.html">OpenOffice.org Software Development Kit ("OOo SDK")</a> Unfortunately the OOo SDK requires the J2SE, even on platforms (such as Fedora) where Java dependency has been removed from OOo, and for Addins (such as %QuantLibAddin) with no dependency on Java. + When installing the OOo SDK: + \li make sure you get the version of the OOo SDK that corresponds to the version of OOo which you have installed. QuantLibAddin 0.3.13 has been tested against OOo/OOo SDK versions 2.0.1 and 2.0.2. + \li the OOo SDK must be installed to a path which contains no spaces, because of a bug in OOo SDK utility \c idlc which prevents it from processing pathnames containing spaces. + \subsection calc_env Environment Variables *************** *** 39,62 **** <b>variable:</b> OFFICE_PROGRAM_PATH<br> <b>description:</b> location of OOo program directory<br> ! <b>value on Linux:</b> /usr/lib/ooo-1.1/program<br> ! <b>value on Windows:</b> C:\\Program Files\\OpenOffice.org1.1.3\\program<br> <b>variable:</b> OFFICE_SDK_PATH<br> <b>description:</b> location of OOo SDK<br> ! <b>value on Linux:</b> /path/to/OpenOffice.org1.1_SDK<br> ! <b>value on Windows:</b> C:\\path\\to\\OpenOffice.org1.1_SDK<br> <b>variable:</b> PATH<br> <b>description:</b> Must include location of OOo SDK bin directory<br> ! <b>value on Linux:</b> /path/to/OpenOffice.org1.1_SDK/linux/bin<br> ! <b>value on Windows:</b> C:\\path\\to\\OpenOffice.org1.1_SDK\\windows\\bin<br> </tt> On Linux, you might want to add the appropriate commands to the initialization file for your login shell, e.g: ! \verbatim ! export OFFICE_PROGRAM_PATH="/usr/lib/ooo-1.1/program" ! export OFFICE_SDK_PATH="/path/to/OpenOffice.org1.1_SDK" ! PATH=$PATH:$OFFICE_SDK_PATH/linux/bin ! \endverbatim \subsection calc_build Build --- 43,67 ---- <b>variable:</b> OFFICE_PROGRAM_PATH<br> <b>description:</b> location of OOo program directory<br> ! <b>value on Linux:</b> /usr/lib/openoffice.org2.0/program<br> ! <b>value on Windows:</b> C:\\Program Files\\OpenOffice.org 2.0\\program<br> <b>variable:</b> OFFICE_SDK_PATH<br> <b>description:</b> location of OOo SDK<br> ! <b>value on Linux:</b> /opt/openoffice.org2.0_sdk<br> ! <b>value on Windows:</b> C:\\OpenOffice.org_2.0_SDK<br> <b>variable:</b> PATH<br> <b>description:</b> Must include location of OOo SDK bin directory<br> ! <b>value on Linux:</b> /opt/openoffice.org2.0_sdk/linux/bin<br> ! <b>value on Windows:</b> C:\\OpenOffice.org_2.0_SDK\\windows\\bin<br> </tt> On Linux, you might want to add the appropriate commands to the initialization file for your login shell, e.g: ! ! <tt> ! export OFFICE_PROGRAM_PATH="/usr/lib/openoffice.org2.0/program"<br> ! export OFFICE_SDK_PATH="/opt/openoffice.org2.0_sdk"<br> ! PATH=$PATH:$OFFICE_SDK_PATH/linux/bin<br> ! </tt> \subsection calc_build Build *************** *** 64,71 **** Below are the steps required to compile and install an Addin for OpenOffice.org Calc (Windows and Linux). These steps have been incorporated into the %QuantLibAddin Calc makefiles for all compilers/platforms. ! \li \b idlc - Run OOo utility \b idlc to compile the idl (interface definition language) file QuantLibAddin.idl into urd (UNO reflection data) file QuantLibAddin.urd. The urd file comprises binary descriptions of the types in the Addin. ! \li \b regmerge - Run OOo utility \b regmerge to merge the urd file into rdb (registry database) file QuantLibAddin.rdb. The rdb is used by OOo at runtime to infer the functionality available in the Addin. \li \b cppumaker - Run OOo utility \b cppumaker to generate the source code corresponding to the definitions in the rdb. ! \li \b compile - Compile the Addin, including the source generated above, plus the function implementation source code supplied for the Addin. The Addin is compiled into a shared library, i.e. \b QuantLibAddin.dll (Windows) or <b>libQuantLibAddinCalc-0.3.13.so</b> (Linux). \li \b install - Copy the Addin's shared library and registry database to the OOo program directory. --- 69,76 ---- Below are the steps required to compile and install an Addin for OpenOffice.org Calc (Windows and Linux). These steps have been incorporated into the %QuantLibAddin Calc makefiles for all compilers/platforms. ! \li \b idlc - Run OOo utility \b idlc to compile the idl (interface definition language) file QuantLibAddinCalc.idl into urd (UNO reflection data) file QuantLibAddinCalc.urd. The urd file comprises binary descriptions of the types in the Addin. ! \li \b regmerge - Run OOo utility \b regmerge to merge the urd file into rdb (registry database) file QuantLibAddinCalc.rdb. The rdb is used by OOo at runtime to infer the functionality available in the Addin. \li \b cppumaker - Run OOo utility \b cppumaker to generate the source code corresponding to the definitions in the rdb. ! \li \b compile - Compile the Addin, including the source generated above, plus the function implementation source code supplied for the Addin. The Addin is compiled into a shared library, i.e. \b QuantLibAddinCalc-vc71-mt-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. *************** *** 78,90 **** <tt> [Bootstrap]<br> ! UNO_SHARED_PACKAGES=${$SYSBINDIR/bootstraprc:BaseInstallation}/share/uno_packages<br> UNO_SHARED_PACKAGES_CACHE=$UNO_SHARED_PACKAGES/cache<br> ! UNO_USER_PACKAGES=${$SYSBINDIR/bootstraprc:UserInstallation}/user/uno_packages<br> UNO_USER_PACKAGES_CACHE=$UNO_USER_PACKAGES/cache<br> ! UNO_TYPES=$SYSBINDIR/types.rdb ?$UNO_SHARED_PACKAGES_CACHE/types.rdb<br> ! ?$UNO_USER_PACKAGES_CACHE/types.rdb <b>$SYSBINDIR/QuantLibAddin.rdb</b><br> ! UNO_SERVICES=?$UNO_USER_PACKAGES_CACHE/services.rdb<br> ! ?$UNO_SHARED_PACKAGES_CACHE/services.rdb<br> ! $SYSBINDIR/services.rdb <b>$SYSBINDIR/QuantLibAddin.rdb</b> </tt> --- 83,100 ---- <tt> [Bootstrap]<br> ! UNO_SHARED_PACKAGES=${$ORIGIN/bootstrap.ini:BaseInstallation}/share/uno_packages<br> UNO_SHARED_PACKAGES_CACHE=$UNO_SHARED_PACKAGES/cache<br> ! UNO_USER_PACKAGES=${$ORIGIN/bootstrap.ini:UserInstallation}/user/uno_packages<br> UNO_USER_PACKAGES_CACHE=$UNO_USER_PACKAGES/cache<br> ! PKG_SharedUnoFile=$UNO_SHARED_PACKAGES_CACHE/registry/com.sun.star.comp.deployment.<br> ! component.PackageRegistryBackend/unorc<br> ! PKG_UserUnoFile=$UNO_USER_PACKAGES_CACHE/registry/com.sun.star.comp.deployment.<br> ! component.PackageRegistryBackend/unorc<br> ! UNO_TYPES=$ORIGIN/types.rdb ${\$PKG_SharedUnoFile:UNO_TYPES} ${\$PKG_UserUnoFile:UNO_TYPES}<br> ! <b>$ORIGIN/QuantLibAddinCalc-vc71-mt-gd-0_3_12.rdb</b><br> ! UNO_SERVICES=${\$PKG_UserUnoFile:UNO_SERVICES} ${\$PKG_SharedUnoFile:UNO_SERVICES}<br> ! $ORIGIN/services.rdb <b>$ORIGIN/QuantLibAddinCalc-vc71-mt-gd-0_3_12.rdb</b><br> ! UNO_JAVA_COMPONENT_PATH=$ORIGIN/classes<br> ! URE_INTERNAL_JAVA_DIR=$ORIGIN/classes<br> </tt> *************** *** 97,103 **** It's recommended that Calc Addins be compiled using the same version of gcc that was used to compile OOo itself. See the notes at the end of this document for additional background to this requirement. ! For standard binary distributions, the current version of OOo, 1.1, is compiled by the vendor with gcc 3.2.2. (The upcoming OOo 2.0 is compiled with gcc 3.4.1.) ! In all likelihood gcc 3.2.2 is not shipped with your distribution and you'll need to install it alongside your existing version of gcc. You're advised to recompile and install gcc 3.2.2 from source as binary installations of gcc 3.2.2 (e.g. rpms) are unlikely to be recognized by your distribution. The gcc 3.2.2 source tarball can be acquired from one of the <a href="http://gcc.gnu.org/mirrors.html">gcc mirror sites.</a> Please see the following document describing the procedure for maintaining multiple versions of gcc concurrently: <a href="http://www.tellurian.com.au/document.php?document=multiplegcc.html&titleprefix=White+Papers">Installing and Using Multiple Versions of GCC</a> --- 107,113 ---- It's recommended that Calc Addins be compiled using the same version of gcc that was used to compile OOo itself. See the notes at the end of this document for additional background to this requirement. ! For standard binary distributions, the current version of OOo, 2.0, is compiled by the vendor with gcc 3.4.1. A complete listing of the OOo compiler versions by environment is maintained <a href="http://wiki.services.openoffice.org/wiki/Compiler_versions_used_by_port_maintainers_and_release_engineers">here</a>. ! In all likelihood gcc 3.4.1 is not shipped with your distribution and you'll need to install it alongside your existing version of gcc. You're advised to recompile and install gcc 3.4.1 from source as binary installations of gcc 3.4.1 (e.g. rpms) are unlikely to be recognized by your distribution. The gcc 3.4.1 source tarball can be acquired from one of the <a href="http://gcc.gnu.org/mirrors.html">gcc mirror sites.</a> Please see the following document describing the procedure for maintaining multiple versions of gcc concurrently: <a href="http://www.tellurian.com.au/document.php?document=multiplegcc.html&titleprefix=White+Papers">Installing and Using Multiple Versions of GCC</a> *************** *** 113,117 **** \subsection calc_linux_build Building QuantLibAddin for OOo Calc on Linux ! All of the binaries to be linked into the QuantLib Calc Addin must be compiled with gcc 3.2.2: \li \b QuantLib --- 123,127 ---- \subsection calc_linux_build Building QuantLibAddin for OOo Calc on Linux ! All of the binaries to be linked into the QuantLib Calc Addin must be compiled with gcc 3.4.1: \li \b QuantLib *************** *** 124,130 **** \verbatim ./configure \ ! CC=/usr/local/gcc/3.2.2/bin/gcc \ ! CXX=/usr/local/gcc/3.2.2/bin/g++ \ ! CPP=/usr/local/gcc/3.2.2/bin/cpp \endverbatim --- 134,140 ---- \verbatim ./configure \ ! CC=/usr/local/gcc/3.4.1/bin/gcc \ ! CXX=/usr/local/gcc/3.4.1/bin/g++ \ ! CPP=/usr/local/gcc/3.4.1/bin/cpp \endverbatim *************** *** 137,141 **** At startup OOo loads the %QuantLibAddin library, which in turn has a runtime dependency on the shared libraries for QuantLib and ObjectHandler. ! The %QuantLibAddin Calc binary is always installed to the OOo program directory /usr/lib/ooo-1.1/program. QuantLib and ObjectHandler are by default installed to /usr/local/lib, though you may choose to override this when configuring these applications. You need to configure your system to tell your program loader the location of all relevant shared libraries. One way to accomplish this is to add the relevant paths to the file /etc/ld.so.conf, which tells the loader where to search for shared libraries. After editing this file please remember to run \c ldconfig (as root, no arguments) to refresh the linker cache. --- 147,151 ---- At startup OOo loads the %QuantLibAddin library, which in turn has a runtime dependency on the shared libraries for QuantLib and ObjectHandler. ! The %QuantLibAddin Calc binary is always installed to the OOo program directory /usr/lib/openoffice.org2.0/program. QuantLib and ObjectHandler are by default installed to /usr/local/lib, though you may choose to override this when configuring these applications. You need to configure your system to tell your program loader the location of all relevant shared libraries. One way to accomplish this is to add the relevant paths to the file /etc/ld.so.conf, which tells the loader where to search for shared libraries. After editing this file please remember to run \c ldconfig (as root, no arguments) to refresh the linker cache. *************** *** 147,154 **** Additional detail relating to OOo Addins on Linux: ! \li <b>OOo 1.1</b> is always compiled with gcc 3.2.2. OOo ships with its own versions of certain C/C++ runtime libraries, these are installed to the OOo program directory and OOo loads these in preference to those installed on your system. If your Calc Addin loads an incompatible runtime environment then OOo is likely to crash or malfunction. \li <b>Additional detail</b> is available at the following link on the OOo website: <a href="http://udk.openoffice.org/common/man/draft/gccincompatibility.html">Coping with GCC Incompatibilities</a> ! \li <b>In theory</b> it should be possible to compile a Calc Addin with any version of gcc which is ABI-compatible with gcc 3.2.2, but in practice any nontrivial Addin compiled with anything other than gcc 3.2.2 seems to crash OOo. */ --- 157,164 ---- Additional detail relating to OOo Addins on Linux: ! \li <b>OOo 2.0</b> is always compiled with gcc 3.4.1. OOo ships with its own versions of certain C/C++ runtime libraries, these are installed to the OOo program directory and OOo loads these in preference to those installed on your system. If your Calc Addin loads an incompatible runtime environment then OOo is likely to crash or malfunction. \li <b>Additional detail</b> is available at the following link on the OOo website: <a href="http://udk.openoffice.org/common/man/draft/gccincompatibility.html">Coping with GCC Incompatibilities</a> ! \li <b>In theory</b> it should be possible to compile a Calc Addin with any version of gcc which is ABI-compatible with gcc 3.4.1, but in practice any nontrivial Addin compiled with anything other than gcc 3.4.1 seems to crash OOo. */ |
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From: Eric E. <eri...@us...> - 2006-08-04 18:18:16
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10181 Modified Files: Tag: R000313f0-branch typefactory.hpp Log Message: fix for gcc Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.24.2.3 retrieving revision 1.24.2.4 diff -C2 -d -r1.24.2.3 -r1.24.2.4 *** typefactory.hpp 3 Aug 2006 18:05:22 -0000 1.24.2.3 --- typefactory.hpp 4 Aug 2006 18:18:11 -0000 1.24.2.4 *************** *** 48,53 **** class RegistryManager { protected: ! template<typename KeyClass, typename ConstructorSignature> ! ConstructorSignature getType(const KeyClass& id); bool checkType(const std::string& id) { --- 48,61 ---- class RegistryManager { protected: ! template<typename KeyClass> ! void *getType(const KeyClass& id) { ! typename RegistryClass::TypeMapPtr type_map = getTypeMap(); ! KeyClass idUpper = uppercase(id); ! typename RegistryClass::TypeMap::iterator i; ! for (i = type_map->begin(); i != type_map->end(); i++) ! if (uppercase(i->first) == idUpper) ! return i->second; ! QL_FAIL("Unknown id for Type: " << id); ! } bool checkType(const std::string& id) { *************** *** 81,98 **** }; - template<typename T, typename RegistryClass> - template<typename KeyClass, typename ConstructorSignature> - ConstructorSignature - RegistryManager<T, RegistryClass>::getType(const KeyClass& id) { - typename RegistryClass::TypeMapPtr type_map = getTypeMap(); - KeyClass idUpper = uppercase(id); - typename RegistryClass::TypeMap::iterator i; - for (i = type_map->begin(); i != type_map->end(); i++) - if (uppercase(i->first) == idUpper) - //return static_cast<ConstructorSignature>(i->second); - return (ConstructorSignature)(i->second); - QL_FAIL("Unknown id for Type: " << id); - } - /* *** Enumerated Types *** */ template<typename T> --- 89,92 ---- *************** *** 100,105 **** public: T operator()(const std::string& id) { ! //return *(getType<std::string, T*>(id)); ! return *(this->getType(id)); } using RegistryManager<T, EnumTypeRegistry>::checkType; --- 94,98 ---- public: T operator()(const std::string& id) { ! return *(static_cast<T*>(this->getType(id))); } using RegistryManager<T, EnumTypeRegistry>::checkType; *************** *** 123,127 **** const double& strike) { StrikedTypePayoffConstructor1 strikedTypePayoffConstructor = ! getType<std::string, StrikedTypePayoffConstructor1>(payoffID); return strikedTypePayoffConstructor(optionType, strike); } --- 116,120 ---- const double& strike) { StrikedTypePayoffConstructor1 strikedTypePayoffConstructor = ! (StrikedTypePayoffConstructor1)(getType(payoffID)); return strikedTypePayoffConstructor(optionType, strike); } *************** *** 132,136 **** const double& strikeIncrement) { StrikedTypePayoffConstructor2 strikedTypePayoffConstructor = ! getType<std::string, StrikedTypePayoffConstructor2>(payoffID); return strikedTypePayoffConstructor(optionType, strike, strikeIncrement); } --- 125,129 ---- const double& strikeIncrement) { StrikedTypePayoffConstructor2 strikedTypePayoffConstructor = ! (StrikedTypePayoffConstructor2)(getType(payoffID)); return strikedTypePayoffConstructor(optionType, strike, strikeIncrement); } *************** *** 150,154 **** QL_REQUIRE(timeSteps>0, "timeSteps must be positive"); PricingEngineConstructor pricingEngineConstructor = ! getType<std::string, PricingEngineConstructor>(engineID); return pricingEngineConstructor(timeSteps); } --- 143,147 ---- QL_REQUIRE(timeSteps>0, "timeSteps must be positive"); PricingEngineConstructor pricingEngineConstructor = ! (PricingEngineConstructor)(getType(engineID)); return pricingEngineConstructor(timeSteps); } *************** *** 168,172 **** dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) { InterpolationConstructor interpolationConstructor = ! getType<std::string, InterpolationConstructor>(interpolationID); return interpolationConstructor(xBegin, xEnd, yBegin); } --- 161,165 ---- dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) { InterpolationConstructor interpolationConstructor = ! (InterpolationConstructor)(getType(interpolationID)); return interpolationConstructor(xBegin, xEnd, yBegin); } *************** *** 186,190 **** const QuantLib::Matrix& zData) { Interpolation2DConstructor interpolation2DConstructor = ! getType<std::string, Interpolation2DConstructor>(interpolationID); return interpolation2DConstructor(xBegin, xEnd, yBegin, yEnd, zData); } --- 179,183 ---- const QuantLib::Matrix& zData) { Interpolation2DConstructor interpolation2DConstructor = ! (Interpolation2DConstructor)(getType(interpolationID)); return interpolation2DConstructor(xBegin, xEnd, yBegin, yEnd, zData); } *************** *** 203,207 **** const std::string& handleYieldTermStructureID = "") { EuriborConstructor euriborConstructor = ! getType<std::string, EuriborConstructor>(euriborID); return euriborConstructor(handleYieldTermStructureID); } --- 196,200 ---- const std::string& handleYieldTermStructureID = "") { EuriborConstructor euriborConstructor = ! (EuriborConstructor)(getType(euriborID)); return euriborConstructor(handleYieldTermStructureID); } *************** *** 260,264 **** KeyPair key(traitsID, interpolatorID); YieldTermStructureConstructor yieldTermStructureConstructor = ! getType<KeyPair, YieldTermStructureConstructor>(key); return yieldTermStructureConstructor(nDays, calendar, rateHelpers, dayCounter); } --- 253,257 ---- KeyPair key(traitsID, interpolatorID); YieldTermStructureConstructor yieldTermStructureConstructor = ! (YieldTermStructureConstructor)(getType(key)); return yieldTermStructureConstructor(nDays, calendar, rateHelpers, dayCounter); } |
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From: Katiuscia M. <kma...@us...> - 2006-08-04 10:03:22
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10111/gensrc/metadata Modified Files: index.xml Log Message: renamed index functions names Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.23 retrieving revision 1.24 diff -C2 -d -r1.23 -r1.24 *** index.xml 2 Aug 2006 19:14:53 -0000 1.23 --- index.xml 4 Aug 2006 10:03:17 -0000 1.24 *************** *** 87,91 **** <!-- InterestRateIndex interface --> ! <Member name='qlIndexFamilyName' libraryClass='InterestRateIndex'> <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> <libraryFunction>familyName</libraryFunction> --- 87,91 ---- <!-- InterestRateIndex interface --> ! <Member name='qlInterestRateIndexFamilyName' libraryClass='InterestRateIndex'> <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> <libraryFunction>familyName</libraryFunction> *************** *** 102,106 **** </Member> ! <Member name='qlIndexTenor' libraryClass='InterestRateIndex'> <description>retrieve the tenor for the given Index (e.g. 6m)</description> <libraryFunction>tenor</libraryFunction> --- 102,106 ---- </Member> ! <Member name='qlInterestRateIndexTenor' libraryClass='InterestRateIndex'> <description>retrieve the tenor for the given Index (e.g. 6m)</description> <libraryFunction>tenor</libraryFunction> *************** *** 117,121 **** </Member> ! <Member name='qlIndexSettlementDays' libraryClass='InterestRateIndex'> <description>retrieve the settlement days for the given Index (e.g. 2)</description> <libraryFunction>settlementDays</libraryFunction> --- 117,121 ---- </Member> ! <Member name='qlInterestRateIndexSettlementDays' libraryClass='InterestRateIndex'> <description>retrieve the settlement days for the given Index (e.g. 2)</description> <libraryFunction>settlementDays</libraryFunction> *************** *** 132,136 **** </Member> ! <Member name='qlIndexCurrency' libraryClass='InterestRateIndex'> <description>retrieve the currency for the given Index (e.g. EUR)</description> <libraryFunction>currency</libraryFunction> --- 132,136 ---- </Member> ! <Member name='qlInterestRateIndexCurrency' libraryClass='InterestRateIndex'> <description>retrieve the currency for the given Index (e.g. EUR)</description> <libraryFunction>currency</libraryFunction> *************** *** 147,151 **** </Member> ! <Member name='qlIndexCalendar' libraryClass='InterestRateIndex'> <description>retrieve the calendar for the given Index (e.g. TARGET)</description> <libraryFunction>calendar</libraryFunction> --- 147,151 ---- </Member> ! <Member name='qlInterestRateIndexCalendar' libraryClass='InterestRateIndex'> <description>retrieve the calendar for the given Index (e.g. TARGET)</description> <libraryFunction>calendar</libraryFunction> *************** *** 162,166 **** </Member> ! <Member name='qlIndexDayCounter' libraryClass='InterestRateIndex'> <description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description> <libraryFunction>dayCounter</libraryFunction> --- 162,166 ---- </Member> ! <Member name='qlInterestRateIndexDayCounter' libraryClass='InterestRateIndex'> <description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description> <libraryFunction>dayCounter</libraryFunction> *************** *** 177,181 **** </Member> ! <Member name='qlIndexForecastFixing' libraryClass='InterestRateIndex' loopParameter='fixingDate'> <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> --- 177,181 ---- </Member> ! <Member name='qlInterestRateIndexForecastFixing' libraryClass='InterestRateIndex' loopParameter='fixingDate'> <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> *************** *** 200,204 **** <!-- Xibor interface --> ! <Member name='qlIndexFrequency' libraryClass='Xibor'> <description>retrieve the frequency for the given Index (e.g. annual)</description> <libraryFunction>frequency</libraryFunction> --- 200,204 ---- <!-- Xibor interface --> ! <Member name='qlXiborIndexFrequency' libraryClass='Xibor'> <description>retrieve the frequency for the given Index (e.g. annual)</description> <libraryFunction>frequency</libraryFunction> *************** *** 215,219 **** </Member> ! <Member name='qlIndexIsAdjusted' libraryClass='Xibor'> <description>returns TRUE if business day convention is of type adjusted and FALSE otherwise.</description> <libraryFunction>isAdjusted</libraryFunction> --- 215,219 ---- </Member> ! <Member name='qlXiborIndexIsAdjusted' libraryClass='Xibor'> <description>returns TRUE if business day convention is of type adjusted and FALSE otherwise.</description> <libraryFunction>isAdjusted</libraryFunction> *************** *** 230,234 **** </Member> ! <Member name='qlIndexBusinessDayConv' libraryClass='Xibor'> <description>retrieve the business day convention for the given Index (e.g. Modified Following)</description> <libraryFunction>businessDayConvention</libraryFunction> --- 230,234 ---- </Member> ! <Member name='qlXiborIndexBusinessDayConv' libraryClass='Xibor'> <description>retrieve the business day convention for the given Index (e.g. Modified Following)</description> <libraryFunction>businessDayConvention</libraryFunction> |
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From: Eric E. <eri...@us...> - 2006-08-04 09:34:47
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/scripts In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27581/scripts Modified Files: Tag: R000313f0-branch gensrc.py Log Message: re-enable flag a (all) Index: gensrc.py =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/scripts/gensrc.py,v retrieving revision 1.3 retrieving revision 1.3.2.1 diff -C2 -d -r1.3 -r1.3.2.1 *** gensrc.py 29 Jul 2006 15:32:32 -0000 1.3 --- gensrc.py 4 Aug 2006 09:34:41 -0000 1.3.2.1 *************** *** 75,87 **** elif o == '-v': addins.append(utilities.serializeObject(valueobjects.ValueObjects)) ! #elif o == '-a': ! # if len(opts) != 1: sys.exit('flag -a cannot be combined with other flags') ! # addins.append(utilities.serializeObject(addinqla.AddinQla)) ! # addins.append(utilities.serializeObject(addinexcel.AddinExcel)) ! # addins.append(utilities.serializeObject(addincalc.AddinCalc)) # addins.append(utilities.serializeObject(addinc.AddinC)) # addins.append(utilities.serializeObject(addinguile.AddinGuile)) ! # addins.append(utilities.serializeObject(addindoxygen.AddinDoxygen)) ! # addins.append(utilities.serializeObject(valueobjects.ValueObjects)) else: usage() --- 75,87 ---- elif o == '-v': addins.append(utilities.serializeObject(valueobjects.ValueObjects)) ! elif o == '-a': ! if len(opts) != 1: sys.exit('flag -a cannot be combined with other flags') ! addins.append(utilities.serializeObject(addinqla.AddinQla)) ! addins.append(utilities.serializeObject(addinexcel.AddinExcel)) ! addins.append(utilities.serializeObject(addincalc.AddinCalc)) # addins.append(utilities.serializeObject(addinc.AddinC)) # addins.append(utilities.serializeObject(addinguile.AddinGuile)) ! addins.append(utilities.serializeObject(addindoxygen.AddinDoxygen)) ! addins.append(utilities.serializeObject(valueobjects.ValueObjects)) else: usage() |
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From: Eric E. <eri...@us...> - 2006-08-03 18:05:25
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv856/qlo Modified Files: Tag: R000313f0-branch typefactory.hpp Log Message: fix for gcc4 Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.24.2.2 retrieving revision 1.24.2.3 diff -C2 -d -r1.24.2.2 -r1.24.2.3 *** typefactory.hpp 2 Aug 2006 13:04:41 -0000 1.24.2.2 --- typefactory.hpp 3 Aug 2006 18:05:22 -0000 1.24.2.3 *************** *** 90,94 **** for (i = type_map->begin(); i != type_map->end(); i++) if (uppercase(i->first) == idUpper) ! return static_cast<ConstructorSignature>(i->second); QL_FAIL("Unknown id for Type: " << id); } --- 90,95 ---- for (i = type_map->begin(); i != type_map->end(); i++) if (uppercase(i->first) == idUpper) ! //return static_cast<ConstructorSignature>(i->second); ! return (ConstructorSignature)(i->second); QL_FAIL("Unknown id for Type: " << id); } *************** *** 99,104 **** public: T operator()(const std::string& id) { ! return *(getType<std::string, T*>(id)); ! //return *(this->getType(id)); } using RegistryManager<T, EnumTypeRegistry>::checkType; --- 100,105 ---- public: T operator()(const std::string& id) { ! //return *(getType<std::string, T*>(id)); ! return *(this->getType(id)); } using RegistryManager<T, EnumTypeRegistry>::checkType; |
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From: Eric E. <eri...@us...> - 2006-08-03 17:21:53
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14551 Modified Files: Tag: R000313f0-branch overview.docs Log Message: update project overview doc Index: overview.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/Attic/overview.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 *** overview.docs 3 Aug 2006 15:32:20 -0000 1.1.2.1 --- overview.docs 3 Aug 2006 17:21:47 -0000 1.1.2.2 *************** *** 122,128 **** Unfortunately, various legal and logistical problems arose from the above move, and it is necessary to migrate the above code back into the QuantLib ! SourceForge project. If you want to acquire the latest CVS snapshot of these ! projects, please first check with qua...@li.... The latest home ! of these projects will also be indicated by the associated domain names: \li <a href="http://www.gensrc.org">http://www.gensrc.org</a> --- 122,130 ---- Unfortunately, various legal and logistical problems arose from the above move, and it is necessary to migrate the above code back into the QuantLib ! SourceForge project. Apologies for the confusion on this issue. ! ! If you want to acquire the latest CVS snapshot of these projects, please first ! check with qua...@li.... The current home of these projects will ! also be indicated by the associated domain names: \li <a href="http://www.gensrc.org">http://www.gensrc.org</a> *************** *** 134,138 **** <a href="http://sourceforge.net/project/showfiles.php?group_id=12740">QuantLib downloads page</a>. ! Apologies for the confusion on this issue. */ --- 136,191 ---- <a href="http://sourceforge.net/project/showfiles.php?group_id=12740">QuantLib downloads page</a>. ! \section po_history Release History ! ! The table below summarizes in reverse chronological order the releases which have shipped for the projects discussed in this document. ! ! <table> ! <tr><td> ! <strong>Release 0.3.13 - August 2006</strong> ! <ul> ! <li>QuantLib version 0.3.13 ! <li>QuantLibAddin version 0.3.13 ! <li>QuantLibXL version 0.3.13, new design ! <li>gensrc version 0.1.4 ! <li>ObjectHandler version 0.1.4, including a customized copy of log4cxx 0.9.7 ! </ul> ! </tr></td> ! <tr><td> ! <strong>Release 0.3.12 - March 2006</strong> ! <ul> ! <li>QuantLib version 0.3.12 ! <li>QuantLibAddin version 0.3.12, including the projects that are now QuantLibXL and gensrc ! <li>ObjectHandler version 0.1.3, including a customized copy of log4cxx 0.9.7 ! </ul> ! </tr></td> ! <tr><td> ! <strong>Release 0.3.11 - October 2005</strong> ! <ul> ! <li>QuantLib version 0.3.11 ! <li>QuantLibAddin version 0.3.11, including the projects that are now QuantLibXL and gensrc ! <li>ObjectHandler version 0.1.2, relying on the official version of log4cxx 0.9.7 ! </ul> ! </tr></td> ! <tr><td> ! <strong>Release 0.3.10 - July 2005</strong> ! <ul> ! <li>QuantLib version 0.3.10 ! <li>QuantLibAddin version 0.3.10, including the projects that are now QuantLibXL and gensrc ! <li>ObjectHandler version 0.1.1, relying on the official version of log4cxx 0.9.7 ! </ul> ! </tr></td> ! <tr><td> ! <strong>Release 0.3.9 - May 2005</strong> ! <ul> ! <li>QuantLib version 0.3.9 ! </tr></td> ! <tr><td> ! <strong>Release 0.3.8 - January 2005</strong> ! <ul> ! <li>QuantLib version 0.3.8 ! <li>QuantLibXL version 0.3.8, old design ! </ul> ! </tr></td> ! </table> */ |
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From: Eric E. <eri...@us...> - 2006-08-03 16:22:48
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22787/Docs Modified Files: Tag: R000313f0-branch qla_header.html qla_header.subdir.html qla_headeronline.html qla_headeronline.subdir.html Log Message: fix link Index: qla_header.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.subdir.html,v retrieving revision 1.2.2.1 retrieving revision 1.2.2.2 diff -C2 -d -r1.2.2.1 -r1.2.2.2 *** qla_header.subdir.html 3 Aug 2006 15:32:17 -0000 1.2.2.1 --- qla_header.subdir.html 3 Aug 2006 16:22:41 -0000 1.2.2.2 *************** *** 6,11 **** <title>$title</title> <link rel="stylesheet" href="../style.css" type="text/css"> ! <link rel="shortcut icon" href="../favicon.ico" type="image/x-icon"> ! <link rel="icon" href="../favicon.ico" type="image/x-icon"> </head> <body> --- 6,11 ---- <title>$title</title> <link rel="stylesheet" href="../style.css" type="text/css"> ! <link rel="shortcut icon" href="../images/favicon.ico" type="image/x-icon"> ! <link rel="icon" href="../images/favicon.ico" type="image/x-icon"> </head> <body> *************** *** 78,82 **** <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> --> ! <tr><td><a class="menuheader" href="../build_tutorial.html">Build<br>Tutorial</a></td></tr> <tr><td><a class="menu" href="../build_vc.html">Visual Studio</a></td></tr> <tr><td><a class="menu" href="../build_sourceforge_anonymous.html">Anonymous</a></td></tr> --- 78,82 ---- <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> Index: qla_headeronline.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.subdir.html,v retrieving revision 1.1.2.1 retrieving revision 1.1.2.2 diff -C2 -d -r1.1.2.1 -r1.1.2.2 *** qla_headeronline.subdir.html 3 Aug 2006 15:32:17 -0000 1.1.2.1 --- qla_headeronline.subdir.html 3 Aug 2006 16:22:41 -0000 1.1.2.2 *************** *** 6,11 **** <title>$title</title> <link rel="stylesheet" href="../style.css" type="text/css"> ! <link rel="shortcut icon" href="../favicon.ico" type="image/x-icon"> ! <link rel="icon" href="../favicon.ico" type="image/x-icon"> </head> <body> --- 6,11 ---- <title>$title</title> <link rel="stylesheet" href="../style.css" type="text/css"> ! <link rel="shortcut icon" href="../images/favicon.ico" type="image/x-icon"> ! <link rel="icon" href="../images/favicon.ico" type="image/x-icon"> </head> <body> *************** *** 78,82 **** <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> --> ! <tr><td><a class="menuheader" href="../build_tutorial.html">Build<br>Tutorial</a></td></tr> <tr><td><a class="menu" href="../build_vc.html">Visual Studio</a></td></tr> <tr><td><a class="menu" href="../build_sourceforge_anonymous.html">Anonymous</a></td></tr> --- 78,82 ---- <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> Index: qla_header.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.html,v retrieving revision 1.4.2.1 retrieving revision 1.4.2.2 diff -C2 -d -r1.4.2.1 -r1.4.2.2 *** qla_header.html 3 Aug 2006 15:32:17 -0000 1.4.2.1 --- qla_header.html 3 Aug 2006 16:22:41 -0000 1.4.2.2 *************** *** 6,11 **** <title>$title</title> <link rel="stylesheet" href="style.css" type="text/css"> ! <link rel="shortcut icon" href="favicon.ico" type="image/x-icon"> ! <link rel="icon" href="favicon.ico" type="image/x-icon"> </head> <body> --- 6,11 ---- <title>$title</title> <link rel="stylesheet" href="style.css" type="text/css"> ! <link rel="shortcut icon" href="images/favicon.ico" type="image/x-icon"> ! <link rel="icon" href="images/favicon.ico" type="image/x-icon"> </head> <body> *************** *** 78,82 **** <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr> --> ! <tr><td><a class="menuheader" href="build_tutorial.html">Build<br>Tutorial</a></td></tr> <tr><td><a class="menu" href="build_vc.html">Visual Studio</a></td></tr> <tr><td><a class="menu" href="build_sourceforge_anonymous.html">Anonymous</a></td></tr> --- 78,82 ---- <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> Index: qla_headeronline.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.html,v retrieving revision 1.2.2.1 retrieving revision 1.2.2.2 diff -C2 -d -r1.2.2.1 -r1.2.2.2 *** qla_headeronline.html 3 Aug 2006 15:32:17 -0000 1.2.2.1 --- qla_headeronline.html 3 Aug 2006 16:22:41 -0000 1.2.2.2 *************** *** 6,11 **** <title>$title</title> <link rel="stylesheet" href="style.css" type="text/css"> ! <link rel="shortcut icon" href="favicon.ico" type="image/x-icon"> ! <link rel="icon" href="favicon.ico" type="image/x-icon"> </head> <body> --- 6,11 ---- <title>$title</title> <link rel="stylesheet" href="style.css" type="text/css"> ! <link rel="shortcut icon" href="images/favicon.ico" type="image/x-icon"> ! <link rel="icon" href="images/favicon.ico" type="image/x-icon"> </head> <body> *************** *** 78,82 **** <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr> --> ! <tr><td><a class="menuheader" href="build_tutorial.html">Build<br>Tutorial</a></td></tr> <tr><td><a class="menu" href="build_vc.html">Visual Studio</a></td></tr> <tr><td><a class="menu" href="build_sourceforge_anonymous.html">Anonymous</a></td></tr> --- 78,82 ---- <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> |
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From: Giorgio F. <gi...@us...> - 2006-08-03 15:39:58
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5325/qlo Modified Files: couponvectors.cpp couponvectors.hpp enumclassctors.cpp enumclassctors.hpp typefactory.hpp Log Message: new CMSCoupon/Conundrum interface Index: couponvectors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** couponvectors.hpp 31 Jul 2006 18:17:37 -0000 1.14 --- couponvectors.hpp 3 Aug 2006 15:39:55 -0000 1.15 *************** *** 65,68 **** --- 65,82 ---- const std::vector<QuantLib::Spread>& spreads); }; + + class VanillaCMSCouponPricer:public ObjHandler::LibraryObject<QuantLib::VanillaCMSCouponPricer> { + public: + VanillaCMSCouponPricer(const std::string &typeOfVanillaCMSCouponPricer); + boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> underlyingObject() + { + return libraryObject_; + } + }; + + //class ConundrumPricer : public VanillaCMSCouponPricer { + // public: + // ConundrumPricer(const std::string &typeOfVanillaCMSCouponPricer); + //}; class CMSCouponVector : public CouponVector { *************** *** 80,84 **** const std::vector<QuantLib::Real>& floors, const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment); }; } --- 94,98 ---- const std::vector<QuantLib::Real>& floors, const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! const std::string & typeOfVanillaCMSCouponPricer); }; } Index: couponvectors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** couponvectors.cpp 2 Aug 2006 07:08:00 -0000 1.20 --- couponvectors.cpp 3 Aug 2006 15:39:55 -0000 1.21 *************** *** 92,96 **** cf[ 9]=floatingCoupon->fixingDays(); cf[10]=floatingCoupon->fixingDate().serialNumber(); ! cf[11]=std::string("N/A"); cf[12]=std::string("N/A"); cf[13]=floatingCoupon->gearing(); --- 92,96 ---- cf[ 9]=floatingCoupon->fixingDays(); cf[10]=floatingCoupon->fixingDate().serialNumber(); ! cf[11]=floatingCoupon->index()->name(); cf[12]=std::string("N/A"); cf[13]=floatingCoupon->gearing(); *************** *** 159,162 **** --- 159,169 ---- } + VanillaCMSCouponPricer::VanillaCMSCouponPricer( + const std::string &typeOfVanillaCMSCouponPricer) + { + libraryObject_ = Create<boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> >() + (typeOfVanillaCMSCouponPricer); + } + CMSCouponVector::CMSCouponVector( const boost::shared_ptr<QuantLib::Schedule>& schedule, *************** *** 171,176 **** const std::vector<QuantLib::Rate>& floors, const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment) { cashFlowVector_ = QuantLib::CMSCouponVector(*schedule, paymentAdjustment, --- 178,185 ---- 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, paymentAdjustment, *************** *** 183,188 **** caps, floors, ! vol, ! typeOfConvexityAdjustment); } --- 192,197 ---- caps, floors, ! pricer, ! vol); } Index: enumclassctors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** enumclassctors.cpp 31 Jul 2006 11:21:16 -0000 1.12 --- enumclassctors.cpp 3 Aug 2006 15:39:55 -0000 1.13 *************** *** 499,502 **** --- 499,511 ---- } + //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( )); + }; } Index: enumclassctors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** enumclassctors.hpp 31 Jul 2006 11:21:16 -0000 1.10 --- enumclassctors.hpp 3 Aug 2006 15:39:55 -0000 1.11 *************** *** 30,33 **** --- 30,35 ---- #include <ql/Math/bilinearinterpolation.hpp> #include <ql/Math/bicubicsplineinterpolation.hpp> + #include <ql/cashflows/cmscoupon.hpp> + #include <ql/cashflows/conundrumpricer.hpp> namespace QuantLibAddin { *************** *** 188,191 **** --- 190,197 ---- const QuantLib::DayCounter &dayCounter); + //VanillaCMSCouponPricer + boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_BLACK_Pricer( ); + boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> + CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer( ); } Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** typefactory.hpp 31 Jul 2006 11:21:16 -0000 1.24 --- typefactory.hpp 3 Aug 2006 15:39:55 -0000 1.25 *************** *** 28,31 **** --- 28,32 ---- #include <ql/Indexes/euriborswapfixa.hpp> #include <ql/TermStructures/ratehelpers.hpp> + #include <ql/CashFlows/cmscoupon.hpp> #include <oh/exception.hpp> *************** *** 265,268 **** --- 266,284 ---- }; + /* *** VanillaCMSCouponPricer *** */ + typedef boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(*VanillaCMSCouponPricerConstructor)( ); + + template<> + class Create<boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> > : + private RegistryManager<QuantLib::VanillaCMSCouponPricer, EnumClassRegistry> { + public: + boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> operator() ( + const std::string& vanillaCMSCouponPricerID) { + VanillaCMSCouponPricerConstructor vanillaCMSCouponPricerConstructor = + getType<std::string, VanillaCMSCouponPricerConstructor>(vanillaCMSCouponPricerID); + return vanillaCMSCouponPricerConstructor(); + } + }; + } |
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From: Giorgio F. <gi...@us...> - 2006-08-03 15:39:58
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5325/gensrc/metadata Modified Files: couponvectors.xml enumclasses.xml enumtypes.xml Log Message: new CMSCoupon/Conundrum interface Index: enumtypes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** enumtypes.xml 31 Jul 2006 18:59:37 -0000 1.10 --- enumtypes.xml 3 Aug 2006 15:39:55 -0000 1.11 *************** *** 909,926 **** </Enumeration> - <Enumeration> - <type>QuantLib::ConvexityAdjustmentPricer::Type</type> - <constructor>true</constructor> - <EnumerationDefinitions> - <EnumerationDefinition> - <string>ConundrumByBlack</string> - <value>QuantLib::ConvexityAdjustmentPricer::ConundrumByBlack</value> - </EnumerationDefinition> - <EnumerationDefinition> - <string>ConundrumByNumericalIntegration</string> - <value>QuantLib::ConvexityAdjustmentPricer::ConundrumByNumericalIntegration</value> - </EnumerationDefinition> - </EnumerationDefinitions> - </Enumeration> </Enumerations> --- 909,912 ---- Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** couponvectors.xml 1 Aug 2006 06:50:40 -0000 1.19 --- couponvectors.xml 3 Aug 2006 15:39:55 -0000 1.20 *************** *** 86,160 **** </ParameterList> </Constructor> ! ! <Constructor name='qlCMSCouponVector'> ! <libraryFunction>CMSCouponVector</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='scheduleID' libraryClass='Schedule'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>schedule</description> ! </Parameter> ! <Parameter name='paymentAdjustment' enumeration='QuantLib::BusinessDayConvention'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>payment adjustment</description> ! </Parameter> ! <Parameter name='nominals'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>coupon nominals</description> ! </Parameter> ! <Parameter name='indexID' libraryClass='SwapIndex'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>underlying swap index</description> ! </Parameter> ! <Parameter name='fixingDays'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>fixingDays</description> ! </Parameter> ! <Parameter name='dayCountID' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter</description> ! </Parameter> ! <Parameter name='spreads'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>spreads</description> ! </Parameter> ! <Parameter name='gearings'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>gearings</description> ! </Parameter> ! <Parameter name='caps'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>caps</description> ! </Parameter> ! <Parameter name='floors'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>floors</description> ! </Parameter> ! <Parameter name='volatility' libToHandle='SwaptionVolatilityStructure'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Swaption Volatility Structure</description> ! </Parameter> ! <Parameter name='typeOfConvexityAdjustment' enumeration='QuantLib::ConvexityAdjustmentPricer::Type'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>type Of Convexity Adjustment</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> <Member name='qlGetLeg' objectClass='CouponVector' dependencyTrigger='true'> --- 86,160 ---- </ParameterList> </Constructor> ! ! <Constructor name='qlCMSCouponVector'> ! <libraryFunction>CMSCouponVector</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='scheduleID' libraryClass='Schedule'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>schedule</description> ! </Parameter> ! <Parameter name='paymentAdjustment' enumeration='QuantLib::BusinessDayConvention'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>payment adjustment</description> ! </Parameter> ! <Parameter name='nominals'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>coupon nominals</description> ! </Parameter> ! <Parameter name='indexID' libraryClass='SwapIndex'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>underlying swap index</description> ! </Parameter> ! <Parameter name='fixingDays'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>fixingDays</description> ! </Parameter> ! <Parameter name='dayCountID' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter</description> ! </Parameter> ! <Parameter name='spreads'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>spreads</description> ! </Parameter> ! <Parameter name='gearings'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>gearings</description> ! </Parameter> ! <Parameter name='caps'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>caps</description> ! </Parameter> ! <Parameter name='floors'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>floors</description> ! </Parameter> ! <Parameter name='volatility' libToHandle='SwaptionVolatilityStructure'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Swaption Volatility Structure</description> ! </Parameter> ! <Parameter name='VanillaCMSCouponPricerType'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Vanilla CMS Coupon Pricer Type (e.g ConundrumByBlack, ConundrumByNumericalIntegration)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> <Member name='qlGetLeg' objectClass='CouponVector' dependencyTrigger='true'> Index: enumclasses.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** enumclasses.xml 27 Jul 2006 14:06:31 -0000 1.5 --- enumclasses.xml 3 Aug 2006 15:39:55 -0000 1.6 *************** *** 28,31 **** --- 28,47 ---- </EnumerationDefinitions> </Enumeration> + + <Enumeration> + <type>QuantLib::VanillaCMSCouponPricer</type> + <EnumerationDefinitions> + <EnumerationDefinition> + <string>ConundrumByBlack</string> + <value>CONUNDRUM_BY_BLACK_Pricer</value> + <libraryClass>QuantLib::ConundrumPricerByBlack</libraryClass> + </EnumerationDefinition> + <EnumerationDefinition> + <string>ConundrumByNumericalIntegration</string> + <value>CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer</value> + <libraryClass>QuantLib::ConundrumPricerByNumericalIntegration</libraryClass> + </EnumerationDefinition> + </EnumerationDefinitions> + </Enumeration> <Enumeration> |
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From: Eric E. <eri...@us...> - 2006-08-03 15:32:27
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2301/Docs Modified Files: Tag: R000313f0-branch qla_header.html qla_header.subdir.html qla_headeronline.html qla_headeronline.subdir.html Log Message: document restructuring of QuantLibAddin and related projects Index: qla_header.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.subdir.html,v retrieving revision 1.2 retrieving revision 1.2.2.1 diff -C2 -d -r1.2 -r1.2.2.1 *** qla_header.subdir.html 24 Jul 2006 08:53:37 -0000 1.2 --- qla_header.subdir.html 3 Aug 2006 15:32:17 -0000 1.2.2.1 *************** *** 46,49 **** --- 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> Index: qla_headeronline.subdir.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.subdir.html,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** qla_headeronline.subdir.html 29 Jul 2006 15:41:52 -0000 1.1 --- qla_headeronline.subdir.html 3 Aug 2006 15:32:17 -0000 1.1.2.1 *************** *** 46,49 **** --- 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> Index: qla_header.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.html,v retrieving revision 1.4 retrieving revision 1.4.2.1 diff -C2 -d -r1.4 -r1.4.2.1 *** qla_header.html 24 Jul 2006 08:53:37 -0000 1.4 --- qla_header.html 3 Aug 2006 15:32:17 -0000 1.4.2.1 *************** *** 46,49 **** --- 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> Index: qla_headeronline.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.html,v retrieving revision 1.2 retrieving revision 1.2.2.1 diff -C2 -d -r1.2 -r1.2.2.1 *** qla_headeronline.html 29 Jul 2006 15:41:52 -0000 1.2 --- qla_headeronline.html 3 Aug 2006 15:32:17 -0000 1.2.2.1 *************** *** 46,49 **** --- 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> |
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From: Eric E. <eri...@us...> - 2006-08-03 15:32:25
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2301/Docs/pages Added Files: Tag: R000313f0-branch overview.docs Log Message: document restructuring of QuantLibAddin and related projects --- NEW FILE: overview.docs --- /* Copyright (C) 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software developed by the QuantLib Group; you can redistribute it and/or modify it under the terms of the QuantLib License; either version 1.0, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the QuantLib License for more details. You should have received a copy of the QuantLib License along with this program; if not, please email qua...@li... The QuantLib License is also available at http://quantlib.org/license.html The members of the QuantLib Group are listed in the QuantLib License */ /*! \page overview Project Overview %QuantLibAddin and related projects have been restructured for release 0.3.13. This document summarizes the current state of affairs. \section po_list Project List Below is a list of all projects related to QuantLibAddin, and a brief summary of their status. \subsection po_quantlib QuantLib QuantLib (<a href="http://quantlib.org">http://quantlib.org</a>) is an open source analytics library written in C++. QuantLib provides the core functionality and calculation engine which QuantLibAddin exports to end user platforms. \subsection po_objecthandler ObjectHandler ObjectHandler (<a href="http://www.objecthandler.org">http://www.objecthandler.org</a>) implements an object repository allowing objects to be stored, shared, updated, interrogated, and destroyed. ObjectHandler facilitates the integration of the object-oriented QuantLib library into procedural end-user environments such as spreadsheets. \subsection po_log4cxx log4cxx ObjectHandler logging is performed by the log4cxx logging framework. log4cxx is a subproject of the Apache project. The log4cxx project is in an inconsistent state: the last official release, version 0.9.7, is broken. The next version, possibly to be numbered 0.9.8, resolves the design flaws of 0.9.7, but it appears that work on 0.9.8 is stalled at the pre-release stage. The ObjectHandler project addresses these issues by maintaining a customized copy of log4cxx 0.9.7. Most customizations are aimed at streamlining the log4cxx build environment. The many reported log4cxx 0.9.7 bugs and design flaws haven't been addressed, however these bugs so far haven't manifested themselves in the very rudimentary use which ObjectHandler makes of log4cxx. Each ObjectHandler release is accompanied by a customized, updated build of log4cxx 0.9.7. When you build ObjectHandler you must ensure that you build it against this corresponding log4cxx release. \subsection po_quantlibaddin QuantLibAddin %QuantLibAddin (<a href="http://www.quantlibaddin.org">http://www.quantlibaddin.org</a>) exports QuantLib functionality to a variety of platforms %including Microsoft Excel and OpenOffice.org Calc. QuantLib releases 0.3.10 %through 0.3.13 have been accompanied by a %QuantLibAddin release of the same %version number. \subsection po_quantlibxl 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 \subsection po_gensrc 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. In order to emphasize the fact that gensrc is a standalone application independent of QuantLib/%QuantLibAddin, 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. \section po_cvs CVS The following projects originated as modules in the QuantLib CVS repository: \li %QuantLibAddin, including the projects that are now QuantLibXL and gensrc \li ObjectHandler, including the corresponding customized copy of log4cxx These modules were migrated into separate SourceForge projects: \li <a href="http://sourceforge.net/projects/gensrc">http://sourceforge.net/projects/gensrc</a> \li <a href="http://sourceforge.net/projects/objecthandler">http://sourceforge.net/projects/objecthandler</a> \li <a href="http://sourceforge.net/projects/quantlibaddin">http://sourceforge.net/projects/quantlibaddin</a> \li <a href="http://sourceforge.net/projects/quantlibxl">http://sourceforge.net/projects/quantlibxl</a> Unfortunately, various legal and logistical problems arose from the above move, and it is necessary to migrate the above code back into the QuantLib SourceForge project. If you want to acquire the latest CVS snapshot of these projects, please first check with qua...@li.... The latest home of these projects will also be indicated by the associated domain names: \li <a href="http://www.gensrc.org">http://www.gensrc.org</a> \li <a href="http://www.objecthandler.org">http://www.objecthandler.org</a> \li <a href="http://www.quantlibaddin.org">http://www.quantlibaddin.org</a> \li <a href="http://www.quantlibxl.org">http://www.quantlibxl.org</a> All releases for the projects discussed in this document have always been hosted on the <a href="http://sourceforge.net/project/showfiles.php?group_id=12740">QuantLib downloads page</a>. Apologies for the confusion on this issue. */ |
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From: Eric E. <eri...@us...> - 2006-08-03 13:48:54
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22470 Modified Files: Tag: R000313f0-branch options.xml Log Message: remove test code Index: options.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v retrieving revision 1.15 retrieving revision 1.15.2.1 diff -C2 -d -r1.15 -r1.15.2.1 *** options.xml 29 Jul 2006 15:32:32 -0000 1.15 --- options.xml 3 Aug 2006 13:48:49 -0000 1.15.2.1 *************** *** 14,42 **** <Functions> - <!-- - *** test example - testing member functions returning objects - --> - - <Member name='qlAaaJunkTest' objectClass='VanillaOption'> - <description>itm cash probability of an option</description> - <libraryFunction>aaaJunkTest</libraryFunction> - <supportedPlatforms> - <supportedPlatform>excel</supportedPlatform> - </supportedPlatforms> - <ParameterList> - <Parameters> - <Parameter name='d' libraryType='QuantLib::Date'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>fixing dates</description> - </Parameter> - </Parameters> - </ParameterList> - <ReturnValue> - <type>string</type> - <tensorRank>scalar</tensorRank> - </ReturnValue> - </Member> - <Constructor name='qlBarrierOption'> <libraryFunction>BarrierOption</libraryFunction> --- 14,17 ---- |
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From: Ferdinando A. <na...@us...> - 2006-08-03 11:47:38
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4808 Modified Files: QuantLibAddin_vc8.sln todonando.txt Log Message: Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.27 retrieving revision 1.28 diff -C2 -d -r1.27 -r1.28 *** todonando.txt 25 Jul 2006 16:38:35 -0000 1.27 --- todonando.txt 3 Aug 2006 11:47:34 -0000 1.28 *************** *** 1,8 **** QuantLib ! - static Period Period::fromFrequency(Frequency freq) - vola model, corr model - - cap bug - corregere OneAssetOption impliedVol - spreaded swaption vol matrix - SWAP implement fair rate for floating/fixed rate vector --- 1,8 ---- QuantLib ! - Period::Period(Frequency freq) - vola model, corr model - corregere OneAssetOption impliedVol + - cap ATM strike - spreaded swaption vol matrix - SWAP implement fair rate for floating/fixed rate vector *************** *** 18,22 **** - Inherit Exercise from Event? - fixing days in Vanilla Swap - - implement accruedAmount in Coupon - use strategy pattern for simulation termination criteria --- 18,21 ---- Index: QuantLibAddin_vc8.sln =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin_vc8.sln,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** QuantLibAddin_vc8.sln 22 Jun 2006 10:35:03 -0000 1.10 --- QuantLibAddin_vc8.sln 3 Aug 2006 11:47:34 -0000 1.11 *************** *** 20,23 **** --- 20,24 ---- ProjectSection(ProjectDependencies) = postProject {CAB8330C-6424-4455-9285-3654587EF71F} = {CAB8330C-6424-4455-9285-3654587EF71F} + {88BE5568-6E55-41C5-A251-670FAFB44336} = {88BE5568-6E55-41C5-A251-670FAFB44336} EndProjectSection EndProject *************** *** 25,28 **** --- 26,30 ---- ProjectSection(ProjectDependencies) = postProject {CAB8330C-6424-4455-9285-3654587EF71F} = {CAB8330C-6424-4455-9285-3654587EF71F} + {88BE5568-6E55-41C5-A251-670FAFB44336} = {88BE5568-6E55-41C5-A251-670FAFB44336} EndProjectSection EndProject |
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From: Ferdinando A. <na...@us...> - 2006-08-02 19:16:16
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25540/gensrc/metadata Modified Files: termstructures.xml Log Message: exporting FlatForward Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.27 retrieving revision 1.28 diff -C2 -d -r1.27 -r1.28 *** termstructures.xml 29 Jul 2006 15:32:32 -0000 1.27 --- termstructures.xml 2 Aug 2006 19:16:12 -0000 1.28 *************** *** 120,132 **** <description>result DayCounter</description> </Parameter> ! <Parameter name='compID' enumeration='QuantLib::Compounding'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>comp</description> </Parameter> ! <Parameter name='freqID' enumeration='QuantLib::Frequency' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>freq</description> </Parameter> <Parameter name='extrapolate' default='false'> --- 120,132 ---- <description>result DayCounter</description> </Parameter> ! <Parameter name='compounding' enumeration='QuantLib::Compounding'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> </Parameter> <Parameter name='extrapolate' default='false'> *************** *** 161,173 **** <description>resultDayCounter</description> </Parameter> ! <Parameter name='compID' enumeration='QuantLib::Compounding'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>comp</description> </Parameter> ! <Parameter name='freqID' enumeration='QuantLib::Frequency' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>freq</description> </Parameter> <Parameter name='extrapolate' default='false'> --- 161,173 ---- <description>resultDayCounter</description> </Parameter> ! <Parameter name='compounding' enumeration='QuantLib::Compounding'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> </Parameter> <Parameter name='extrapolate' default='false'> *************** *** 202,209 **** <description>start date</description> </Parameter> ! <Parameter name='freqID' enumeration='QuantLib::Frequency' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>freq (e.g. 6M, 10Y)</description> </Parameter> <Parameter name='extrapolate' default='false'> --- 202,209 ---- <description>start date</description> </Parameter> ! <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> </Parameter> <Parameter name='extrapolate' default='false'> *************** *** 406,409 **** --- 406,450 ---- </Constructor> + <Constructor name='qlFlatForward' dependencyTrigger='true'> + <libraryFunction>FlatForward</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='nDays' default='0'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>number of days to advance from EvaluationDate (usually zero or two): it fixes the date at which the discount factor = 1.0</description> + </Parameter> + <Parameter name='calendar' enumeration='QuantLib::Calendar'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>holiday calendar (e.g. TARGET) to advance from global EvaluationDate</description> + </Parameter> + <Parameter name='rate'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>the curve level</description> + </Parameter> + <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>day counter (e.g. Actual/360)</description> + </Parameter> + <Parameter name='compounding' enumeration='QuantLib::Compounding'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> + </Parameter> + <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + <Constructor name='qlForwardSpreadedTermStructure'> <libraryFunction>ForwardSpreadedTermStructure</libraryFunction> |
