quantlibaddin-cvs Mailing List for QuantLibAddin (Page 42)
Brought to you by:
ericehlers,
nando
Menu
▾
▴
quantlibaddin-cvs — High-traffic list for automated CVS check-in messages.
You can subscribe to this list here.
| 2006 |
Jan
|
Feb
|
Mar
|
Apr
|
May
(51) |
Jun
(320) |
Jul
(210) |
Aug
(272) |
Sep
(169) |
Oct
(232) |
Nov
(138) |
Dec
(109) |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 |
Jan
(101) |
Feb
|
Mar
|
Apr
|
May
|
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
|
|
From: Ferdinando A. <na...@us...> - 2006-07-31 17:09:23
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20932/qlo Modified Files: couponvectors.cpp Log Message: bug fix Index: couponvectors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** couponvectors.cpp 31 Jul 2006 15:48:10 -0000 1.14 --- couponvectors.cpp 31 Jul 2006 17:09:19 -0000 1.15 *************** *** 36,61 **** //std::vector<std::vector<boost::any> > flowAnalysis(CashFlowVector cashflows) { //std::vector<std::vector<boost::any> > flowAnalysis_; ! //std::vector<boost::any> cf; ! //cf.push_back(std::string("Date")); ! //cf.push_back(std::string("Amount")); ! //cf.push_back(std::string("Nominal")); ! //cf.push_back(std::string("Accrual Start Date")); ! //cf.push_back(std::string("Accrual End Date")); ! //cf.push_back(std::string("Accrual Days")); ! //cf.push_back(std::string("Day Counter")); ! //cf.push_back(std::string("Accrual Period")); ! //cf.push_back(std::string("Effective Rate")); ! //cf.push_back(std::string("Fixing Days")); ! //cf.push_back(std::string("Fixing Dates")); ! //cf.push_back(std::string("Gearing")); ! //cf.push_back(std::string("Index Fixing")); ! //cf.push_back(std::string("Conv. Adj.")); ! //cf.push_back(std::string("Spread")); ! std::vector<std::vector<double> > flowAnalysis_; ! std::vector<double> cf; ! //for(QuantLib::Size i = 1; i <= cashflows.size(); i++) { ! for(QuantLib::Size i=0; i<cashflows.size(); i++) { cf.push_back(cashflows[i]->date().serialNumber()); --- 36,62 ---- //std::vector<std::vector<boost::any> > flowAnalysis(CashFlowVector cashflows) { + std::vector<std::vector<double> > flowAnalysis_; //std::vector<std::vector<boost::any> > flowAnalysis_; ! //std::vector<boost::any> headings; ! //headings.push_back(std::string("Date")); ! //headings.push_back(std::string("Amount")); ! //headings.push_back(std::string("Nominal")); ! //headings.push_back(std::string("Accrual Start Date")); ! //headings.push_back(std::string("Accrual End Date")); ! //headings.push_back(std::string("Accrual Days")); ! //headings.push_back(std::string("Day Counter")); ! //headings.push_back(std::string("Accrual Period")); ! //headings.push_back(std::string("Effective Rate")); ! //headings.push_back(std::string("Fixing Days")); ! //headings.push_back(std::string("Fixing Dates")); ! //headings.push_back(std::string("Gearing")); ! //headings.push_back(std::string("Index Fixing")); ! //headings.push_back(std::string("Conv. Adj.")); ! //headingspush_back(std::string("Spread")); ! //flowAnalysis_.push_back(headings); ! for(QuantLib::Size i=0; i<cashflows.size(); i++) ! { ! std::vector<double> cf; cf.push_back(cashflows[i]->date().serialNumber()); |
|
From: Giorgio F. <gi...@us...> - 2006-07-31 16:10:08
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19021/gensrc/metadata Modified Files: index.xml Log Message: Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** index.xml 31 Jul 2006 11:21:15 -0000 1.21 --- index.xml 31 Jul 2006 16:10:02 -0000 1.22 *************** *** 441,445 **** </Parameters> </ParameterList> ! </Constructor> </Functions> --- 441,445 ---- </Parameters> </ParameterList> ! </Constructor> </Functions> |
|
From: Ferdinando A. <na...@us...> - 2006-07-31 16:03:10
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15610/qlo Modified Files: index.hpp Log Message: Index: index.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.hpp,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** index.hpp 31 Jul 2006 15:48:10 -0000 1.9 --- index.hpp 31 Jul 2006 16:03:07 -0000 1.10 *************** *** 26,30 **** #include <ql/handle.hpp> #include <ql/yieldtermstructure.hpp> - #include <ql/Indexes/swapindex.hpp> namespace QuantLibAddin { --- 26,29 ---- |
|
From: Giorgio F. <gi...@us...> - 2006-07-31 15:48:17
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6215/qlo Modified Files: bonds.cpp bonds.hpp capfloor.cpp capfloor.hpp couponvectors.cpp couponvectors.hpp index.hpp swap.cpp swap.hpp vanillaswap.hpp Log Message: refactoring flowanalysis Index: couponvectors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** couponvectors.hpp 31 Jul 2006 11:21:16 -0000 1.12 --- couponvectors.hpp 31 Jul 2006 15:48:10 -0000 1.13 *************** *** 31,34 **** --- 31,35 ---- typedef std::vector<boost::shared_ptr<QuantLib::CashFlow> > CashFlowVector; + // std::vector<std::vector<boost::any> > flowAnalysis(CashFlowVector); std::vector<std::vector<double> > flowAnalysis(CashFlowVector); *************** *** 36,43 **** class CouponVector : public ObjHandler::Object { public: - virtual std::vector<std::vector<double> > getLeg() = 0; double getBPS( const QuantLib::Handle<QuantLib::YieldTermStructure>& h) const; const CashFlowVector& getVector(); protected: CashFlowVector cashFlowVector_; --- 37,48 ---- class CouponVector : public ObjHandler::Object { public: double getBPS( const QuantLib::Handle<QuantLib::YieldTermStructure>& h) const; const CashFlowVector& getVector(); + const std::vector<std::vector<double> > getLeg() + //const std::vector<std::vector<boost::any> > getLeg() + { + return flowAnalysis(cashFlowVector_); + } protected: CashFlowVector cashFlowVector_; *************** *** 52,57 **** const std::vector<double>& couponRates, const QuantLib::DayCounter& dayCountID); - - virtual std::vector<std::vector<double> > getLeg(); }; --- 57,60 ---- *************** *** 64,69 **** const boost::shared_ptr<QuantLib::Xibor>& index, const std::vector<QuantLib::Spread>& spreads); - - virtual std::vector<std::vector<double> > getLeg(); }; --- 67,70 ---- *************** *** 83,89 **** const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment); - virtual std::vector<std::vector<double> > getLeg(); }; - } --- 84,88 ---- Index: couponvectors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** couponvectors.cpp 31 Jul 2006 11:21:16 -0000 1.13 --- couponvectors.cpp 31 Jul 2006 15:48:10 -0000 1.14 *************** *** 34,41 **** std::vector<std::vector<double> > flowAnalysis(CashFlowVector cashflows) { std::vector<std::vector<double> > flowAnalysis_; ! for(QuantLib::Size i = 0; i < cashflows.size(); i++) { ! std::vector<double> cf; cf.push_back(cashflows[i]->date().serialNumber()); --- 34,61 ---- std::vector<std::vector<double> > flowAnalysis(CashFlowVector cashflows) + //std::vector<std::vector<boost::any> > flowAnalysis(CashFlowVector cashflows) { + //std::vector<std::vector<boost::any> > flowAnalysis_; + //std::vector<boost::any> cf; + //cf.push_back(std::string("Date")); + //cf.push_back(std::string("Amount")); + //cf.push_back(std::string("Nominal")); + //cf.push_back(std::string("Accrual Start Date")); + //cf.push_back(std::string("Accrual End Date")); + //cf.push_back(std::string("Accrual Days")); + //cf.push_back(std::string("Day Counter")); + //cf.push_back(std::string("Accrual Period")); + //cf.push_back(std::string("Effective Rate")); + //cf.push_back(std::string("Fixing Days")); + //cf.push_back(std::string("Fixing Dates")); + //cf.push_back(std::string("Gearing")); + //cf.push_back(std::string("Index Fixing")); + //cf.push_back(std::string("Conv. Adj.")); + //cf.push_back(std::string("Spread")); + std::vector<std::vector<double> > flowAnalysis_; ! std::vector<double> cf; ! //for(QuantLib::Size i = 1; i <= cashflows.size(); i++) { ! for(QuantLib::Size i=0; i<cashflows.size(); i++) { cf.push_back(cashflows[i]->date().serialNumber()); *************** *** 110,132 **** } - std::vector<std::vector<double> > FixedRateCouponVector::getLeg() - { - std::vector<std::vector<double> > leg; - - for (std::size_t i=0 ; i < cashFlowVector_.size() ; i++) { - std::vector<double> cf; - QuantLib::FixedRateCoupon& c = - (QuantLib::FixedRateCoupon&) *(cashFlowVector_[i]); - cf.push_back(c.accrualStartDate().serialNumber()); - cf.push_back(c.accrualEndDate().serialNumber()); - cf.push_back(c.date().serialNumber()); - cf.push_back(c.accrualPeriod()); - cf.push_back(c.accrualDays()); - cf.push_back(c.amount()); - leg.push_back(cf); - } - return leg; - } - FloatingRateCouponVector::FloatingRateCouponVector( const boost::shared_ptr<QuantLib::Schedule>& schedule, --- 130,133 ---- *************** *** 146,184 **** } - std::vector<std::vector<double> > FloatingRateCouponVector::getLeg() { - std::vector<std::vector<double> > leg; - - for (std::size_t i=0 ; i < cashFlowVector_.size() ; i++) { - std::vector<double> cf; - QuantLib::ParCoupon& c = - (QuantLib::ParCoupon&) *(cashFlowVector_[i]); - cf.push_back(c.accrualStartDate().serialNumber()); - cf.push_back(c.accrualEndDate().serialNumber()); - cf.push_back(c.date().serialNumber()); - cf.push_back(c.fixingDate().serialNumber()); - cf.push_back(c.accrualPeriod()); - cf.push_back(c.accrualDays()); - cf.push_back(c.amount()); - cf.push_back(c.indexFixing()); - leg.push_back(cf); - } - - return leg; - } - CMSCouponVector::CMSCouponVector( ! const boost::shared_ptr<QuantLib::Schedule>& schedule, ! QuantLib::BusinessDayConvention paymentAdjustment, ! const std::vector<QuantLib::Real>& nominals, ! const boost::shared_ptr<QuantLib::SwapIndex>& index, ! QuantLib::Integer fixingDays, ! const QuantLib::DayCounter& dayCounter, ! const std::vector<QuantLib::Rate>& baseRates, ! const std::vector<QuantLib::Real>& fractions, ! const std::vector<QuantLib::Rate>& caps, ! const std::vector<QuantLib::Rate>& floors, ! const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment) ! { cashFlowVector_ = QuantLib::CMSCouponVector(*schedule, paymentAdjustment, --- 147,164 ---- } CMSCouponVector::CMSCouponVector( ! const boost::shared_ptr<QuantLib::Schedule>& schedule, ! QuantLib::BusinessDayConvention paymentAdjustment, ! const std::vector<QuantLib::Real>& nominals, ! const boost::shared_ptr<QuantLib::SwapIndex>& index, ! QuantLib::Integer fixingDays, ! const QuantLib::DayCounter& dayCounter, ! const std::vector<QuantLib::Rate>& baseRates, ! const std::vector<QuantLib::Real>& fractions, ! const std::vector<QuantLib::Rate>& caps, ! const std::vector<QuantLib::Rate>& floors, ! const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment) { ! cashFlowVector_ = QuantLib::CMSCouponVector(*schedule, paymentAdjustment, *************** *** 195,217 **** } - std::vector<std::vector<double> > CMSCouponVector::getLeg() - { - std::vector<std::vector<double> > leg; - for (std::size_t i=0 ; i < cashFlowVector_.size() ; i++) { - std::vector<double> cf; - QuantLib::ParCoupon& c = - (QuantLib::ParCoupon&) *(cashFlowVector_[i]); - cf.push_back(c.accrualStartDate().serialNumber()); - cf.push_back(c.accrualEndDate().serialNumber()); - cf.push_back(c.date().serialNumber()); - cf.push_back(c.fixingDate().serialNumber()); - cf.push_back(c.accrualPeriod()); - cf.push_back(c.accrualDays()); - cf.push_back(c.amount()); - cf.push_back(c.indexFixing()); - leg.push_back(cf); - } - return leg; - } - } --- 175,177 ---- Index: capfloor.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capfloor.cpp,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** capfloor.cpp 27 Jul 2006 09:37:46 -0000 1.6 --- capfloor.cpp 31 Jul 2006 15:48:10 -0000 1.7 *************** *** 45,48 **** --- 45,49 ---- std::vector<std::vector<double> > CapFloor::legAnalysis() + //std::vector<std::vector<boost::any> > CapFloor::legAnalysis() { boost::shared_ptr<QuantLib::CapFloor> temp; Index: vanillaswap.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.hpp,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** vanillaswap.hpp 27 Jun 2006 21:17:33 -0000 1.9 --- vanillaswap.hpp 31 Jul 2006 15:48:11 -0000 1.10 *************** *** 40,47 **** const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); ! std::vector<std::vector<double> > fixedLeg() { return Swap::legAnalysis(0); } ! std::vector<std::vector<double> > floatingLeg() { return Swap::legAnalysis(1); } --- 40,52 ---- const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); ! //std::vector<std::vector<boost::any> > fixedLeg() ! std::vector<std::vector<double> > fixedLeg() ! { return Swap::legAnalysis(0); } ! ! //std::vector<std::vector<boost::any> > floatingLeg() ! std::vector<std::vector<double> > floatingLeg() ! { return Swap::legAnalysis(1); } Index: capfloor.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capfloor.hpp,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** capfloor.hpp 26 Jun 2006 21:31:03 -0000 1.5 --- capfloor.hpp 31 Jul 2006 15:48:10 -0000 1.6 *************** *** 35,38 **** --- 35,39 ---- const boost::shared_ptr<QuantLib::PricingEngine>& engine); + //std::vector<std::vector<boost::any> > legAnalysis(); std::vector<std::vector<double> > legAnalysis(); }; Index: index.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.hpp,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** index.hpp 28 Jul 2006 16:10:55 -0000 1.8 --- index.hpp 31 Jul 2006 15:48:10 -0000 1.9 *************** *** 26,29 **** --- 26,30 ---- #include <ql/handle.hpp> #include <ql/yieldtermstructure.hpp> + #include <ql/Indexes/swapindex.hpp> namespace QuantLibAddin { Index: bonds.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.hpp,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** bonds.hpp 22 Jun 2006 10:18:48 -0000 1.7 --- bonds.hpp 31 Jul 2006 15:48:10 -0000 1.8 *************** *** 28,35 **** namespace QuantLibAddin { ! class Bond : public Instrument { public: std::vector<std::vector<double> > flowAnalysis(); ! }; --- 28,36 ---- namespace QuantLibAddin { ! class Bond : public Instrument ! { public: std::vector<std::vector<double> > flowAnalysis(); ! //std::vector<std::vector<boost::any> > flowAnalysis(); }; Index: bonds.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.cpp,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** bonds.cpp 27 Jul 2006 09:37:46 -0000 1.7 --- bonds.cpp 31 Jul 2006 15:48:10 -0000 1.8 *************** *** 33,37 **** namespace QuantLibAddin { ! std::vector<std::vector<double> > Bond::flowAnalysis() { boost::shared_ptr<QuantLib::Bond> temp; getLibraryObject(temp); --- 33,39 ---- namespace QuantLibAddin { ! //std::vector<std::vector<boost::any> > Bond::flowAnalysis() ! std::vector<std::vector<double> > Bond::flowAnalysis() ! { boost::shared_ptr<QuantLib::Bond> temp; getLibraryObject(temp); Index: swap.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.cpp,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** swap.cpp 27 Jul 2006 09:37:46 -0000 1.12 --- swap.cpp 31 Jul 2006 15:48:11 -0000 1.13 *************** *** 29,36 **** namespace QuantLibAddin { ! Swap::Swap( ! const boost::shared_ptr<CouponVector>& paidLegWrapper, ! const boost::shared_ptr<CouponVector>& recvLegWrapper, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { const CashFlowVector& paidLeg = paidLegWrapper->getVector(); --- 29,35 ---- namespace QuantLibAddin { ! Swap::Swap(const boost::shared_ptr<CouponVector>& paidLegWrapper, ! const boost::shared_ptr<CouponVector>& recvLegWrapper, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { const CashFlowVector& paidLeg = paidLegWrapper->getVector(); *************** *** 40,43 **** --- 39,43 ---- } + //std::vector<std::vector<boost::any> > Swap::legAnalysis(QuantLib::Size i) std::vector<std::vector<double> > Swap::legAnalysis(QuantLib::Size i) { Index: swap.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.hpp,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** swap.hpp 26 Jun 2006 21:31:03 -0000 1.9 --- swap.hpp 31 Jul 2006 15:48:11 -0000 1.10 *************** *** 34,37 **** --- 34,38 ---- const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); + //std::vector<std::vector<boost::any> > legAnalysis(QuantLib::Size i); std::vector<std::vector<double> > legAnalysis(QuantLib::Size i); |
|
From: Ferdinando A. <na...@us...> - 2006-07-31 11:21:20
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20107/qlo Modified Files: couponvectors.cpp couponvectors.hpp enumclassctors.cpp enumclassctors.hpp index.cpp marketmodels.cpp marketmodels.hpp optimization.cpp typefactory.hpp Log Message: Index: couponvectors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** couponvectors.hpp 30 Jul 2006 07:12:21 -0000 1.11 --- couponvectors.hpp 31 Jul 2006 11:21:16 -0000 1.12 *************** *** 24,28 **** #include <qlo/index.hpp> #include <ql/CashFlows/cashflowvectors.hpp> ! //#include <ql/CashFlows/cmscoupon.hpp> #include <ql/CashFlows/analysis.hpp> --- 24,28 ---- #include <qlo/index.hpp> #include <ql/CashFlows/cashflowvectors.hpp> ! #include <ql/CashFlows/cmscoupon.hpp> #include <ql/CashFlows/analysis.hpp> *************** *** 33,52 **** std::vector<std::vector<double> > flowAnalysis(CashFlowVector); ! class CouponVector : public ObjHandler::Object { public: virtual std::vector<std::vector<double> > getLeg() = 0; ! ! double getBPS(const QuantLib::Handle< ! QuantLib::YieldTermStructure>& hYTS) const ! { ! return QuantLib::Cashflows::bps(cashFlowVector_, hYTS); ! } ! ! ! const CashFlowVector &getVector() { ! return cashFlowVector_; ! } ! protected: CashFlowVector cashFlowVector_; --- 33,43 ---- std::vector<std::vector<double> > flowAnalysis(CashFlowVector); ! class CouponVector : public ObjHandler::Object { public: virtual std::vector<std::vector<double> > getLeg() = 0; ! double getBPS( ! const QuantLib::Handle<QuantLib::YieldTermStructure>& h) const; ! const CashFlowVector& getVector(); protected: CashFlowVector cashFlowVector_; *************** *** 77,97 **** }; ! //class CMSCouponVector : public CouponVector { ! // public: ! // CMSCouponVector( ! // const boost::shared_ptr<QuantLib::Schedule>& schedule, ! // QuantLib::BusinessDayConvention paymentAdjustment, ! // const std::vector<QuantLib::Real>& nominals, ! // const boost::shared_ptr<QuantLib::SwapIndex>& index, ! // QuantLib::Integer fixingDays, ! // const QuantLib::DayCounter& dayCounter, ! // const std::vector<QuantLib::Real>& baseRates, ! // const std::vector<QuantLib::Real>& fractions, ! // const std::vector<QuantLib::Real>& caps, ! // const std::vector<QuantLib::Real>& floors, ! // const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! // QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment); ! // virtual std::vector<std::vector<double> > getLeg(); ! //}; } --- 68,89 ---- }; ! class CMSCouponVector : public CouponVector { ! public: ! CMSCouponVector( ! const boost::shared_ptr<QuantLib::Schedule>& schedule, ! QuantLib::BusinessDayConvention paymentAdjustment, ! const std::vector<QuantLib::Real>& nominals, ! const boost::shared_ptr<QuantLib::SwapIndex>& index, ! QuantLib::Integer fixingDays, ! const QuantLib::DayCounter& dayCounter, ! const std::vector<QuantLib::Real>& baseRates, ! const std::vector<QuantLib::Real>& fractions, ! const std::vector<QuantLib::Real>& caps, ! const std::vector<QuantLib::Real>& floors, ! const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment); ! virtual std::vector<std::vector<double> > getLeg(); ! }; ! } Index: couponvectors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** couponvectors.cpp 30 Jul 2006 07:12:21 -0000 1.12 --- couponvectors.cpp 31 Jul 2006 11:21:16 -0000 1.13 *************** *** 33,38 **** namespace QuantLibAddin { ! std::vector<std::vector<double> > flowAnalysis(CashFlowVector cashflows) { ! std::vector<std::vector<double> > flowAnalysis_; for(QuantLib::Size i = 0; i < cashflows.size(); i++) { --- 33,38 ---- namespace QuantLibAddin { ! std::vector<std::vector<double> > flowAnalysis(CashFlowVector cashflows) ! { std::vector<std::vector<double> > flowAnalysis_; for(QuantLib::Size i = 0; i < cashflows.size(); i++) { *************** *** 83,101 **** } FixedRateCouponVector::FixedRateCouponVector( ! const boost::shared_ptr < QuantLib::Schedule > &schedule, ! const QuantLib::BusinessDayConvention &convention, ! const std::vector<double> &nominals, ! const std::vector<double> &couponRates, ! const QuantLib::DayCounter &dayCount) { ! cashFlowVector_ = ! QuantLib::FixedRateCouponVector(*schedule, ! convention, ! nominals, ! couponRates, ! dayCount); } ! std::vector<std::vector<double> > FixedRateCouponVector::getLeg() { std::vector<std::vector<double> > leg; --- 83,115 ---- } + double CouponVector::getBPS(const QuantLib::Handle< + QuantLib::YieldTermStructure>& hYTS) const + { + return QuantLib::Cashflows::bps(cashFlowVector_, hYTS); + } + + + const CashFlowVector& CouponVector::getVector() + { + return cashFlowVector_; + } + + FixedRateCouponVector::FixedRateCouponVector( ! const boost::shared_ptr<QuantLib::Schedule>& schedule, ! const QuantLib::BusinessDayConvention& convention, ! const std::vector<double>& nominals, ! const std::vector<double>& couponRates, ! const QuantLib::DayCounter& dayCount) ! { ! cashFlowVector_ = QuantLib::FixedRateCouponVector(*schedule, ! convention, ! nominals, ! couponRates, ! dayCount); } ! std::vector<std::vector<double> > FixedRateCouponVector::getLeg() ! { std::vector<std::vector<double> > leg; *************** *** 112,116 **** leg.push_back(cf); } - return leg; } --- 126,129 ---- *************** *** 154,205 **** } ! //CMSCouponVector::CMSCouponVector( ! // const boost::shared_ptr<QuantLib::Schedule>& schedule, ! // QuantLib::BusinessDayConvention paymentAdjustment, ! // const std::vector<QuantLib::Real>& nominals, ! // const boost::shared_ptr<QuantLib::SwapIndex>& index, ! // QuantLib::Integer fixingDays, ! // const QuantLib::DayCounter& dayCounter, ! // const std::vector<QuantLib::Rate>& baseRates, ! // const std::vector<QuantLib::Real>& fractions, ! // const std::vector<QuantLib::Rate>& caps, ! // const std::vector<QuantLib::Rate>& floors, ! // const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! // QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment) { ! ! // cashFlowVector_ = QuantLib::CMSCouponVector(*schedule, ! // paymentAdjustment, ! // nominals, ! // index, ! // fixingDays, ! // dayCounter, ! // baseRates, ! // fractions, ! // caps, ! // floors, ! // vol, ! // typeOfConvexityAdjustment); ! //} ! ! //std::vector<std::vector<double> > CMSCouponVector::getLeg() { ! // std::vector<std::vector<double> > leg; ! ! // for (std::size_t i=0 ; i < cashFlowVector_.size() ; i++) { ! // std::vector<double> cf; ! // QuantLib::ParCoupon& c = ! // (QuantLib::ParCoupon&) *(cashFlowVector_[i]); ! // cf.push_back(c.accrualStartDate().serialNumber()); ! // cf.push_back(c.accrualEndDate().serialNumber()); ! // cf.push_back(c.date().serialNumber()); ! // cf.push_back(c.fixingDate().serialNumber()); ! // cf.push_back(c.accrualPeriod()); ! // cf.push_back(c.accrualDays()); ! // cf.push_back(c.amount()); ! // cf.push_back(c.indexFixing()); ! // leg.push_back(cf); ! // } ! // return leg; ! //} } --- 167,217 ---- } ! CMSCouponVector::CMSCouponVector( ! const boost::shared_ptr<QuantLib::Schedule>& schedule, ! QuantLib::BusinessDayConvention paymentAdjustment, ! const std::vector<QuantLib::Real>& nominals, ! const boost::shared_ptr<QuantLib::SwapIndex>& index, ! QuantLib::Integer fixingDays, ! const QuantLib::DayCounter& dayCounter, ! const std::vector<QuantLib::Rate>& baseRates, ! const std::vector<QuantLib::Real>& fractions, ! const std::vector<QuantLib::Rate>& caps, ! const std::vector<QuantLib::Rate>& floors, ! const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment) ! { ! cashFlowVector_ = QuantLib::CMSCouponVector(*schedule, ! paymentAdjustment, ! nominals, ! index, ! fixingDays, ! dayCounter, ! baseRates, ! fractions, ! caps, ! floors, ! vol, ! typeOfConvexityAdjustment); ! } ! std::vector<std::vector<double> > CMSCouponVector::getLeg() ! { ! std::vector<std::vector<double> > leg; ! for (std::size_t i=0 ; i < cashFlowVector_.size() ; i++) { ! std::vector<double> cf; ! QuantLib::ParCoupon& c = ! (QuantLib::ParCoupon&) *(cashFlowVector_[i]); ! cf.push_back(c.accrualStartDate().serialNumber()); ! cf.push_back(c.accrualEndDate().serialNumber()); ! cf.push_back(c.date().serialNumber()); ! cf.push_back(c.fixingDate().serialNumber()); ! cf.push_back(c.accrualPeriod()); ! cf.push_back(c.accrualDays()); ! cf.push_back(c.amount()); ! cf.push_back(c.indexFixing()); ! leg.push_back(cf); ! } ! return leg; ! } } Index: index.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.cpp,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** index.cpp 30 Jul 2006 07:12:22 -0000 1.11 --- index.cpp 31 Jul 2006 11:21:16 -0000 1.12 *************** *** 25,29 **** #include <qlo/index.hpp> #include <qlo/typefactory.hpp> ! //#include <ql/Indexes/swapindex.hpp> namespace QuantLibAddin { --- 25,29 ---- #include <qlo/index.hpp> #include <qlo/typefactory.hpp> ! #include <ql/Indexes/swapindex.hpp> namespace QuantLibAddin { *************** *** 56,64 **** const boost::shared_ptr<QuantLib::Xibor>& index) { ! //libraryObject_ = boost::shared_ptr<QuantLib::Index>( ! // new QuantLib::SwapIndex(familyName, years, ! // fixingDays, crr, calendar, ! // fixedLegFreq, fixedLegBDC, ! // fixedLegDayCounter, index)); } --- 56,64 ---- const boost::shared_ptr<QuantLib::Xibor>& index) { ! libraryObject_ = boost::shared_ptr<QuantLib::Index>( ! new QuantLib::SwapIndex(familyName, years, ! fixingDays, crr, calendar, ! fixedLegFreq, fixedLegBDC, ! fixedLegDayCounter, index)); } Index: enumclassctors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** enumclassctors.hpp 30 Jul 2006 07:12:21 -0000 1.9 --- enumclassctors.hpp 31 Jul 2006 11:21:16 -0000 1.10 *************** *** 122,140 **** /* *** EuriborSwapFixA *** */ ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y(); /* *** YieldTermStructure *** */ --- 122,140 ---- /* *** EuriborSwapFixA *** */ ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y(); /* *** YieldTermStructure *** */ Index: marketmodels.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** marketmodels.cpp 30 Jul 2006 07:12:22 -0000 1.11 --- marketmodels.cpp 31 Jul 2006 11:21:16 -0000 1.12 *************** *** 15,19 **** FOR A PARTICULAR PURPOSE. See the license for more details. */ ! /* #if defined(HAVE_CONFIG_H) // Dynamically created by configure #include <qlo/config.hpp> --- 15,19 ---- FOR A PARTICULAR PURPOSE. See the license for more details. */ ! #if defined(HAVE_CONFIG_H) // Dynamically created by configure #include <qlo/config.hpp> *************** *** 180,182 **** } - */ \ No newline at end of file --- 180,181 ---- Index: optimization.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/optimization.cpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** optimization.cpp 30 Jul 2006 07:12:22 -0000 1.3 --- optimization.cpp 31 Jul 2006 11:21:16 -0000 1.4 *************** *** 41,48 **** const boost::shared_ptr<QuantLib::LineSearch>& lineSearch) { ! //libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>( ! // new QuantLib::ConjugateGradient(endCriteria, ! // initialValue, ! // lineSearch)); } --- 41,48 ---- const boost::shared_ptr<QuantLib::LineSearch>& lineSearch) { ! libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>( ! new QuantLib::ConjugateGradient(endCriteria, ! initialValue, ! lineSearch)); } Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.23 retrieving revision 1.24 diff -C2 -d -r1.23 -r1.24 *** typefactory.hpp 30 Jul 2006 07:12:22 -0000 1.23 --- typefactory.hpp 31 Jul 2006 11:21:16 -0000 1.24 *************** *** 26,30 **** #include <ql/Math/interpolation2D.hpp> #include <ql/Indexes/euribor.hpp> ! //#include <ql/Indexes/euriborswapfixa.hpp> #include <ql/TermStructures/ratehelpers.hpp> #include <oh/exception.hpp> --- 26,30 ---- #include <ql/Math/interpolation2D.hpp> #include <ql/Indexes/euribor.hpp> ! #include <ql/Indexes/euriborswapfixa.hpp> #include <ql/TermStructures/ratehelpers.hpp> #include <oh/exception.hpp> *************** *** 210,227 **** /* *** EuriborSwapFixA *** */ ! //typedef boost::shared_ptr<QuantLib::EuriborSwapFixA>(*EuriborSwapFixAConstructor)(); ! //template<> ! //class Create<boost::shared_ptr<QuantLib::EuriborSwapFixA> > : ! // private RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry> { ! //public: ! // boost::shared_ptr<QuantLib::EuriborSwapFixA> operator() ( ! // const std::string& euriborSwapFixAID) { ! // EuriborSwapFixAConstructor euriborSwapFixAConstructor = ! // getType<std::string, EuriborSwapFixAConstructor>(euriborSwapFixAID); ! // return euriborSwapFixAConstructor(); ! // } ! // using RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry>::checkType; ! //}; // a singleton to store the Handle<YieldTermStructure> --- 210,227 ---- /* *** EuriborSwapFixA *** */ ! typedef boost::shared_ptr<QuantLib::EuriborSwapFixA>(*EuriborSwapFixAConstructor)(); ! template<> ! class Create<boost::shared_ptr<QuantLib::EuriborSwapFixA> > : ! private RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry> { ! public: ! boost::shared_ptr<QuantLib::EuriborSwapFixA> operator() ( ! const std::string& euriborSwapFixAID) { ! EuriborSwapFixAConstructor euriborSwapFixAConstructor = ! getType<std::string, EuriborSwapFixAConstructor>(euriborSwapFixAID); ! return euriborSwapFixAConstructor(); ! } ! using RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry>::checkType; ! }; // a singleton to store the Handle<YieldTermStructure> Index: marketmodels.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** marketmodels.hpp 30 Jul 2006 07:12:22 -0000 1.10 --- marketmodels.hpp 31 Jul 2006 11:21:16 -0000 1.11 *************** *** 18,22 **** #ifndef qla_market_models_hpp #define qla_market_models_hpp ! /* #include <oh/objhandler.hpp> #include <ql/MarketModels/accountingengine.hpp> --- 18,22 ---- #ifndef qla_market_models_hpp #define qla_market_models_hpp ! #include <oh/objhandler.hpp> #include <ql/MarketModels/accountingengine.hpp> *************** *** 149,152 **** } ! */ #endif --- 149,152 ---- } ! #endif Index: enumclassctors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** enumclassctors.cpp 30 Jul 2006 07:12:21 -0000 1.11 --- enumclassctors.cpp 31 Jul 2006 11:21:16 -0000 1.12 *************** *** 302,379 **** /* *** EuriborSwapFixA *** */ ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA1Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA2Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA3Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA4Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA5Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA6Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA7Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA8Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA9Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA10Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA12Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA15Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA20Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA25Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA30Y()); ! //} /* *** YieldTermStructure *** */ --- 302,379 ---- /* *** EuriborSwapFixA *** */ ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA1Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA2Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA3Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA4Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA5Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA6Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA7Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA8Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA9Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA10Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA12Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA15Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA20Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA25Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA30Y()); ! } /* *** YieldTermStructure *** */ |
|
From: Ferdinando A. <na...@us...> - 2006-07-31 11:21:19
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20107/gensrc/metadata Modified Files: couponvectors.xml enumtypes.xml index.xml interpolation.xml optimization.xml Log Message: Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** index.xml 30 Jul 2006 07:12:21 -0000 1.20 --- index.xml 31 Jul 2006 11:21:15 -0000 1.21 *************** *** 86,90 **** <!-- InterestRateIndex interface --> ! <!-- <Member name='qlIndexFamilyName' libraryClass='InterestRateIndex'> <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> --- 86,90 ---- <!-- InterestRateIndex interface --> ! <Member name='qlIndexFamilyName' libraryClass='InterestRateIndex'> <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> *************** *** 197,201 **** </ReturnValue> </Member> - --> <!-- Xibor interface --> --- 197,200 ---- *************** *** 336,340 **** <!-- SwapIndex interface --> ! <!-- <Member name='qlSwapIndexFixedLegFreq' libraryClass='SwapIndex'> <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> --- 335,339 ---- <!-- SwapIndex interface --> ! <Member name='qlSwapIndexFixedLegFreq' libraryClass='SwapIndex'> <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> *************** *** 366,370 **** </ReturnValue> </Member> ! --> <!--<Member name='qlSwapIndexUnderlyingIndex' libraryClass='SwapIndex'> <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> --- 365,369 ---- </ReturnValue> </Member> ! <!--<Member name='qlSwapIndexUnderlyingIndex' libraryClass='SwapIndex'> <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> *************** *** 387,391 **** <!-- SwapIndex constructor --> ! <!-- <Constructor name='qlSwapIndex'> <libraryFunction>SwapIndex</libraryFunction> --- 386,390 ---- <!-- SwapIndex constructor --> ! <Constructor name='qlSwapIndex'> <libraryFunction>SwapIndex</libraryFunction> *************** *** 443,447 **** </ParameterList> </Constructor> - --> </Functions> --- 442,445 ---- Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** couponvectors.xml 30 Jul 2006 07:12:21 -0000 1.16 --- couponvectors.xml 31 Jul 2006 11:21:15 -0000 1.17 *************** *** 87,91 **** </Constructor> ! <!--Constructor name='qlCMSCouponVector'> <libraryFunction>CMSCouponVector</libraryFunction> <supportedPlatforms> --- 87,91 ---- </Constructor> ! <Constructor name='qlCMSCouponVector'> <libraryFunction>CMSCouponVector</libraryFunction> <supportedPlatforms> *************** *** 156,160 **** </Parameters> </ParameterList> ! </Constructor--> <Member name='qlGetLeg' objectClass='CouponVector' dependencyTrigger='true'> --- 156,160 ---- </Parameters> </ParameterList> ! </Constructor> <Member name='qlGetLeg' objectClass='CouponVector' dependencyTrigger='true'> *************** *** 195,197 **** --- 195,198 ---- </Functions> + </Category> Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** interpolation.xml 30 Jul 2006 07:12:21 -0000 1.25 --- interpolation.xml 31 Jul 2006 11:21:15 -0000 1.26 *************** *** 460,464 **** </Member> ! <!--Member name='qlSABRInterpolationEndCriteria' libraryClass='SABRInterpolation'> <description>Returns the optimization end criteria of the SABR fit</description> <libraryFunction>endCriteria</libraryFunction> --- 460,464 ---- </Member> ! <Member name='qlSABRInterpolationEndCriteria' libraryClass='SABRInterpolation'> <description>Returns the optimization end criteria of the SABR fit</description> <libraryFunction>endCriteria</libraryFunction> *************** *** 473,477 **** <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member--> <!-- Interpolation2D interface --> --- 473,477 ---- <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> <!-- Interpolation2D interface --> *************** *** 608,612 **** </Member> - <Member name='qlInterpolate2D' libraryClass='Interpolation2D' loopParameter='xValues'> <description>Returns interpolated values for the (x,y) inputs</description> --- 608,611 ---- *************** *** 640,644 **** </Member> - <!-- Interpolation2D constructor --> --- 639,642 ---- *************** *** 675,677 **** --- 673,676 ---- </Functions> + </Category> Index: enumtypes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** enumtypes.xml 30 Jul 2006 07:12:21 -0000 1.7 --- enumtypes.xml 31 Jul 2006 11:21:15 -0000 1.8 *************** *** 6,9 **** --- 6,10 ---- Copyright (C) 2006 Ferdinando Ametrano </enumTypeCopyright> + <Enumerations> *************** *** 900,904 **** </Enumeration> ! <!--Enumeration> <type>QuantLib::ConvexityAdjustmentPricer::Type</type> <constructor>true</constructor> --- 901,905 ---- </Enumeration> ! <Enumeration> <type>QuantLib::ConvexityAdjustmentPricer::Type</type> <constructor>true</constructor> *************** *** 913,917 **** </EnumerationDefinition> </EnumerationDefinitions> ! </Enumeration--> </Enumerations> --- 914,919 ---- </EnumerationDefinition> </EnumerationDefinitions> ! </Enumeration> ! </Enumerations> *************** *** 920,921 **** --- 922,924 ---- + Index: optimization.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** optimization.xml 30 Jul 2006 07:12:21 -0000 1.5 --- optimization.xml 31 Jul 2006 11:21:15 -0000 1.6 *************** *** 36,40 **** </Constructor> ! <!--Member name='qlEndCriteriaSetPositiveOptimization' libraryClass='EndCriteria'> <description>Set positive optimization to the EndCriteria object</description> <libraryFunction>setPositiveOptimization</libraryFunction> --- 36,40 ---- </Constructor> ! <Member name='qlEndCriteriaSetPositiveOptimization' libraryClass='EndCriteria'> <description>Set positive optimization to the EndCriteria object</description> <libraryFunction>setPositiveOptimization</libraryFunction> *************** *** 55,59 **** <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member--> <Member name='qlEndCriteriaCriteria' libraryClass='EndCriteria'> --- 55,59 ---- <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> <Member name='qlEndCriteriaCriteria' libraryClass='EndCriteria'> |
|
From: Ferdinando A. <na...@us...> - 2006-07-31 10:31:21
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30712/qlo Removed Files: vo_generalstatistics.cpp vo_generalstatistics.hpp vo_incrementalstatistics.cpp vo_incrementalstatistics.hpp Log Message: removing autogenerated files that do not belong to the CVS repository --- vo_incrementalstatistics.cpp DELETED --- --- vo_incrementalstatistics.hpp DELETED --- --- vo_generalstatistics.cpp DELETED --- --- vo_generalstatistics.hpp DELETED --- |
|
From: Eric E. <eri...@us...> - 2006-07-31 08:48:46
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19025 Modified Files: QuantLibAddin.nsi Log Message: update installer for Calc Index: QuantLibAddin.nsi =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin.nsi,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** QuantLibAddin.nsi 30 May 2006 10:50:58 -0000 1.3 --- QuantLibAddin.nsi 31 Jul 2006 08:48:37 -0000 1.4 *************** *** 11,20 **** Caption "QuantLibAddin - Setup" #do not change the name below ! OutFile "..\QuantLibAddin-${VER_NUMBER}-${NOW}.exe" ! ! ! ! ! SilentInstall normal --- 11,17 ---- Caption "QuantLibAddin - Setup" #do not change the name below ! # exclude timestamp from filename for release ! #OutFile "..\QuantLibAddin-${VER_NUMBER}-${NOW}.exe" ! OutFile "..\QuantLibAddin-${VER_NUMBER}.exe" SilentInstall normal *************** *** 53,57 **** File /r "*.c" ! SetOutPath $INSTDIR\srcgen File /r "gensrc\Makefile.vc" File /r "gensrc\*.py" --- 50,54 ---- File /r "*.c" ! SetOutPath $INSTDIR\gensrc File /r "gensrc\Makefile.vc" File /r "gensrc\*.py" *************** *** 61,67 **** SetOutPath $INSTDIR\Addins\Calc File "Addins\Calc\Makefile.vc.debug.crtdll" ! File "Addins\Calc\QLA-Calc.def" ! File "Addins\Calc\QLA-Calc.idl" ! File "Addins\Calc\readme.txt" SetOutPath $INSTDIR\Clients\Calc --- 58,63 ---- SetOutPath $INSTDIR\Addins\Calc File "Addins\Calc\Makefile.vc.debug.crtdll" ! File "Addins\Calc\QuantLibAddinCalc.def" ! File "Addins\Calc\QuantLibAddinCalc.idl" SetOutPath $INSTDIR\Clients\Calc *************** *** 110,114 **** WriteINIStr "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}\QuantLibAddin Home Page.url" \ ! "InternetShortcut" "URL" "http://quantlib.org/quantlibaddin" CreateShortCut "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}\QuantLibAddin Directory.lnk" \ --- 106,110 ---- WriteINIStr "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}\QuantLibAddin Home Page.url" \ ! "InternetShortcut" "URL" "http://www.quantlibaddin.org/" CreateShortCut "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}\QuantLibAddin Directory.lnk" \ |
|
From: Eric E. <eri...@us...> - 2006-07-30 09:15:59
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13078 Modified Files: todo.csv Log Message: update todo list with tasks for release Index: todo.csv =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v retrieving revision 1.41 retrieving revision 1.42 diff -C2 -d -r1.41 -r1.42 *** todo.csv 24 Jul 2006 18:20:19 -0000 1.41 --- todo.csv 30 Jul 2006 09:15:54 -0000 1.42 *************** *** 1,16 **** "project","subproject","task","status","priority","comp date","comment" ,,,,,, "gensrc","refactor","coercion implicit conversion between required datatypes for function input/output parameters","on hold",1,,"date->EuropeanExercise, volatility->BlackSwaptionEngine, etc." "gensrc","refactor","clean up handleToLib / libToHandle","on hold",1,, "gensrc","refactor","complete the separation of core gensrc functionality from platform- and library-specific functionality","on hold",1,, "gensrc","refactor","Handle - automate conversions so it's not necessary for developer to implement linkTo for every class","on hold",1,, ! "gensrc","refactor","remove large code snippets from addinexcel.xml","done",1,21/07/2006, ! "gensrc","refactor","consolidate XML tags libraryType/objectClass/libraryClass/getUnderlying","done",1,20/07/2006,"replace with referenceType='xxx'" ! "gensrc","refactor","consolidate all conversion code / remove conversion code from parameterlist.py","done",1,20/07/2006, ! "gensrc","refactor","cater for special cases like QL::Array/QL::Matrix (scalar variable storing array/matrix value)","done",1,20/07/2006, ! "gensrc","refactor","rule.py avoid hard-coding separate logic for each rule","done",1,19/07/2006, ,,,,,, "QLA","General Support","YC bootstrap fails if workbook RateHelpers.xls is open","on hold",0,,"unable to recreate problem (reuters required?)" ! "QLA","Design","support vector iterators as parameters to QL functions","done",0,21/07/2006, ,,,,,, "OH","Design","ohDummyObject() to create an empty object for demo purposes",,1,, --- 1,25 ---- "project","subproject","task","status","priority","comp date","comment" ,,,,,, + "all","release","prepare NIS installers","in progress",1,, + "all","release","in header files check all version numbers: boost, QuantLib, log4cxx, ObjectHandler, QuantLibObjects","in progress",1,, + "all","release","revise and clarify the website documentation","in progress",1,, + "all","release","un-hack discrepancies between trunk and branch e.g. EuriborSwapFixA","in progress",1,, + "all","release","re-enable Addins for Calc/Guile/C ?","in progress",1,, + "all","release","make corrections for Linux","in progress",1,, + "all","release","test builds/installation/compilers etc.","in progress",1,, + "all","release","package and announce releases","in progress",1,, + ,,,,,, "gensrc","refactor","coercion implicit conversion between required datatypes for function input/output parameters","on hold",1,,"date->EuropeanExercise, volatility->BlackSwaptionEngine, etc." "gensrc","refactor","clean up handleToLib / libToHandle","on hold",1,, "gensrc","refactor","complete the separation of core gensrc functionality from platform- and library-specific functionality","on hold",1,, "gensrc","refactor","Handle - automate conversions so it's not necessary for developer to implement linkTo for every class","on hold",1,, ! "gensrc","refactor","remove large code snippets from addinexcel.xml","done",1,21/07/06, ! "gensrc","refactor","consolidate XML tags libraryType/objectClass/libraryClass/getUnderlying","done",1,20/07/06,"replace with referenceType='xxx'" ! "gensrc","refactor","consolidate all conversion code / remove conversion code from parameterlist.py","done",1,20/07/06, ! "gensrc","refactor","cater for special cases like QL::Array/QL::Matrix (scalar variable storing array/matrix value)","done",1,20/07/06, ! "gensrc","refactor","rule.py avoid hard-coding separate logic for each rule","done",1,19/07/06, ,,,,,, "QLA","General Support","YC bootstrap fails if workbook RateHelpers.xls is open","on hold",0,,"unable to recreate problem (reuters required?)" ! "QLA","Design","support vector iterators as parameters to QL functions","done",0,21/07/06, ,,,,,, "OH","Design","ohDummyObject() to create an empty object for demo purposes",,1,, *************** *** 18,22 **** "OH","Design","update design doc",,2,, "OH","Design","ohLastErrorMessage() - analyze a better approach for error handling and diagnostics",,2,, - "QLA","Design","in header files check all version numbers: boost, QuantLib, log4cxx, ObjectHandler, QuantLibObjects",,2,, "QLA","Design","#include fewer headers to speed compilation",,2,, "QLA","General Support","performance profile of workbook YieldCurveMonitor.xls",,2,, --- 27,30 ---- *************** *** 25,29 **** "QLA","Design","use Excel SmartTags to allow interrogation of objects",,3,, "QLA","Docs","autogenerate documentation for datatype and default value",,3,, - "QLA","Docs","more explicit web-site documentation",,3,, "QLA","Enumerations","enums as function inputs: optional description suffixed with generic description taken from enum metadata",,3,, "QLA","Functions","port old QLXL functionality into new QLXL",,3,, --- 33,36 ---- *************** *** 44,166 **** "QLA","VBA framework","access logfile (GUI browser)",,4,, "QLA","VBA framework","interrogate object repository (GUI browser)",,4,,"Plamen?" ! "QLA","Excel binding","categorize function names in Excel Function Wizard: Math/Date/Finance/ObjectHandler","done",1,11/07/2006, ! "OH","Functions","ohPack() broken not removing empty cells from end of range e.g. for timeseries","done",1,11/07/2006,"indicate empty cell with NA() rather than " ! "QLA","Docs","include #/functions in summary page of autogenerated documentation","done",1,12/07/2006, ! "QLA","Docs","autogenerated documentation of ETs/ECs: separate descriptions of types & classes","done",1,12/07/2006, ! "gensrc","Design","add optional long description to function metadata","done",1,12/07/2006, ! "QLA","Functions","qlCompiler() to return info on version and configuration of compiler used to build QLA","done",1,12/07/2006, ! "QLA","Design","raise exception if trigger parameter has value of #ERR!/#NULL!","done",1,13/07/2006, ! "QLA","Enumerations","enum as return value always use stream operator << to convert to string","done",0,13/07/2006, ! "gensrc","Design","enhance gensrc to support references to library objects e.g. QuantLib::Evolution.","done",0,14/07/2006,"new XML tag libraryReference='xxx'" ! "QLA","Enumerations","single return value gets repeated in calling range force scalar to be returned as vector","cancelled",1,16/07/2006,"excel always repeats scalar values stored in array formulas e.g: {=1}" ! "QLA","Design","discontinue support for VC6","done",1,16/07/2006, ! "QLA","Design","use ""objectID"" instead of ""handle"" required to avoid confusion with QuantLib::Handle","done",1,16/07/2006, ! "QLA","Design","add support for QLA methods which construct other QLA objects","done",1,16/07/2006, ! "QLA","Docs","port workstation document into QLA documentation","done",1,24/07/2006, ! "QLA","Enumerations","autogenerate Enumerated Classes for curves (std::pair<std::string, std::string>","done",1,24/07/2006, ,,,,,, ! "QLA","Enumerations","QLO ctors which switch on ETs implement for YieldTermStructure, Extrapolator, PricingEngine(?)","done",,07/04/2006, ! "QLA","Enumerations","ET ctors use explicit ctors instead of default i.e. use ""HongKong::HKEx"" not ""HongKong""","done",,07/04/2006, ! "QLA","Enumerations","port gensrc EnumerationMember functionality from ETs -> ECs","done",,07/04/2006, ! "QLA","Enumerations","extend support for mixing ECs/Objects e.g. Calendar/JointCalendar, Index/EuriborXX","done",,07/04/2006, ! "QLA","Enumerations","implement EuriborXX as EC","done",,07/04/2006, ! "QLA","Enumerations","implement autogeneration of source code for ECs","done",,07/02/2006, ! "QLA","Enumerations","remove PricingEngine, StrikedTypePayoff from EC and implement as normal objects","done",,30/06/2006, ! "QLA","Enumerations","rename Enumerations->Enumerated Types (ETs), Complex Types->Enumerated Classes (ECs)","done",,30/06/2006, ! "QLA","Enumerations","revise code for Interpolation, and allow user to provide an enumeration indicating the desired class","done",,07/04/2006, ! "QLA","Enumerations","yieldTermStructure user supplies two Enumerations - autogenerate nested select to instantiate template","done",,07/04/2006, "QLA","Enumerations","port ET/EC registry from QuantLibXL to ObjectHandler","on hold",,,"requires redesign to allow multiple XLLs to share global Registry" "QLA","Enumerations","remove Create<> code from QLO ctors Create<> code to appear only in autogenerated Addin code","cancelled",,,"this is required when QLO classes wrap ECs" "QLA","Enumerations","transfer Calendar, DayCounter, Currency from ET -> EC","cancelled",,,"these belong as Enumerated Types" ,,,,,, ! "OH","Design","revise processing for permanent objects: delete old object unless user specifies permanent=TRUE","done",1,18/06/2006,"also revise GC/deletion for permanent/nonpermanent objects" ! "QLA","Design","support for QuantLib::Handle give Excel user the ability to create a Handle and relink it as required","done",0,15/06/2006,"need to add support for creation of empty QuantLib::Handle" ! "OH","Design","if user supplies objectID stub he must ensure it's unique / link objectID stub to calling cell (?)","done",1,31/05/2006, ! "OH","Functions","ohPack() - resolve flags and values","done",1,14/06/2006, ,,,,,, ! "gensrc","Design","add support for QuantLib::Array as output","done",1,07/04/2006,"e.g. qlEigenValues()" ! "gensrc","Design","Function Wizard disabled by default","done",1,07/04/2006, ! "gensrc","Design","fix problem with implicit conversion for return values of type Rate/Spread/DiscountFactor/Time (double typedefs)","done",1,07/04/2006, ! "gensrc","Design","remove description of return value from function metadata","done",,07/04/2006, ,,,,,, ! "QLA","Functions","delete VanillaOption->setEngine()","done",,07/10/2006, ! "QLA","Design","when input vector passed to loop function convert inputs on each loop iteration and catch exceptions one-by-one","done",,31/05/2006, "QLA","Functions","add support for Matrix as input / output","done",,, ! "QLA","Documentation","add VC8 makefile to generate .chm documentation from metadata","done",,16/06/2006, ! "QLA","Design","in autogenerated code - suppress call to objectPointer->setPermanent() if input parameter permanent is FALSE","done",,15/06/2006, ! "QLA","Design","don't rely on try/catch to control processing flow for deriving Enumerations (in templates in qla/conversions.hpp)","done",,16/06/2006, ! "QLA","Design","add facility to query the most recent error message","done",,16/06/2006, ,,,,,, "QLA","Design","detect if calling range is row-wise / column-wise - format return vector accordingly","done",1,, ! "OH","Design","class FunctionCall - streamline initialization - ""xltypeUninitialized""","done",,05/01/2006, ! "OH","Design","in objecthandlerxl.cpp replace bespoke parsing w/boost regexes","done",3,26/04/2006, ! "OH","Design","ohxll project mistakenly picking up autolink.hpp","done",3,27/04/2006, ! "OH","Design","functions returning empty vector: display #NUM, not 0, in calling cell e.g. getHolidayList()","done",,05/07/2006, ! "OH","Design","support for retrieval of undecorated handles","done",1,30/04/2006,"fix non-excel platforms" ! "OH","Design","std::exception -> ObjHandler::Exception","done",3,26/04/2006, ! "OH","Design","class FunctionCall to encapsulate function state","done",2,26/04/2006, ! "OH","Design","include cell address in error message?","done",3,05/01/2006, "OH","Functions","ohDependsOn() - fails if input range is nonexistent","cancelled",,,"seems to have resolved itself?" ! "OH","Functions","ohHandleList() to support regexes","done",2,26/04/2006,"renamed to ohListInstanceNames()" ! "OH","Functions","ohListInstanceNames() - 1) regex bug e.g. EUR.*D malfunctions 2) sort return list","done",1,18/05/2006, ! "OH","Functions","ohDependsOn() - return counter (#/recalcs) per instance","done",,18/05/2006, ! "OH","Functions","remove EO macro / function","done",3,21/04/2006, "OH","Functions","ohListInstanceNames() is broken in utilities.xls?","done",1,,"looks OK now?" "QLA","Design","FuturesRateHelper returns incorrect latestDate","cancelled",,,"it works OK" ! "QLA","Design","check whether catch(...) catches unhandled exceptions from QL e.g. negative timesteps","cancelled",,05/01/2006,"it doesn't" ! "QLA","Design","in session.cpp replace bespoke parsing with boost::regex","done",3,05/08/2006, ! "QLA","Design","gensrc flag ""ignoreError"" (default T) invoke function even if some inputs invalid e.g. qlMidEquivalent()","done",1,28/04/2006,"always ignore errors (no flag)" ! "QLA","Design","move all Create<>s from qla/*.?pp into autogenerated addin code","done",,23/05/2006, ! "QLA","Design","move Procedure functions to QuantLibFunctions","done",1,30/04/2006,"this change will probably be reversed" "QLA","Design","export IMM dates e.g. H7 -> date","done",,, ! "QLA","Design","Autogenerate source for funcs accepting vector input (qlForwardRate, qlDiscount, etc.)","done",,28/04/2006, ! "QLA","Design","if input vector contains mix of #VALUES and valid numbers - return vector should correspond","done",2,28/04/2006,"also wraps QL function in try/catch" ! "QLA","Design","match QLA function names to underlying QL function names","done",,27/04/2006, ! "QLA","Docs","qlXibor() - description of 2nd parameter incorrect","done",,21/04/2006, ! "QLA","Docs","installation - refer to Release build not Debug","done",3,21/04/2006, "QLA","Enumerations","if string name omitted from XML, use class name as default","cancelled",3,, ! "QLA","Enumerations","add support for abbreviations","cancelled",2,21/04/2006,"not required because of right-click menu" ! "QLA","Enumerations","qlListEnum() - return enumerations in mixed case (and in original sequence ??? - cancelled)","done",,18/05/2006,"retaining original sequence requires design change" ! "QLA","Excel binding","XLL description in Addin manager","cancelled",,20/04/2006,"not supported by Excel C API" ! "QLA","Excel binding","automatically name calling cell","cancelled",,20/04/2006,"not supported by Excel C API" ! "QLA","Functions","qlPiecewiseFlatForward() - don't reset eval date","done",2,26/04/2006, ! "QLA","Functions","YieldTermStructure iface - ZeroRate/Discount/ForwardRate/ParRate/MaxDate/MaxTime","done",1,27/04/2006, "QLA","Functions","modify qlPiecewiseFlatForward() to call alternate QL ctor (calendar/# days) - Observer pattern","done",,, ! "QLA","Functions","add support for QL Joint Calendar class. inputs: 1) vector of strings (calendar names) 2) AND/OR value","done",,05/08/2006, ! "QLA","Functions","qlGetDf() to return vector","done",2,21/04/2006,"renamed to qlDiscount()" ! "QLA","Functions","latestDate() for RateHelpers","done",1,26/04/2006, ! "QLA","Functions","qlMid() - returns DBL_MIN when all inputs are #VALUE should return #NULL & log error","done",1,18/05/2006, ! "QLA","General Support","Session functionality crashes QLA if active book named Book1.XLS","done",2,05/08/2006, ! "QLA","General Support","upgrade Calc addin to OOo 2 / VC 7","done",3,28/04/2006,"thanks to Joe Byers" ! "QLA","General Support","try removing redundant (?) FileConfiguration info from *.vcproj files","done",,05/03/2006, "QLA","General Support","revise NSIS uninstaller: uninstall released files whether modified or not; don't uninstall new files created by user","done",,, ! "QLA","General Support","sort out RandomSequenceGenerator","done",,19/04/2006, ! "QLA","General Support","upgrade to latest CVS snapshot of QL","done",,19/04/2006, ! "QLA","QuantLibXL","separate SourceForge projects/websites for OH, gensrc, QLA, QLXL","done",3,19/05/2006, "QLA","gensrc","allow for comments in XML (ignore '#comment' nodes)","cancelled",3,,"already works OK" ! "QLA","gensrc","remove redundant XML tag getObject='true' for Member functions","cancelled",,26/04/2006,"the tag is in use" ! "QLA","gensrc","category metadata list of <includes> - only first item in list is processed","done",,05/06/2006, ! "QLA","gensrc","add support for QuantLib::Date as datatype of return value","done",,26/04/2006, ! "QLA","gensrc","generate summary of files created/updated/changed per platform","done",3,30/04/2006, ! "QLA","gensrc","add support for vector of QuantLib::Dates as input parameter","done",,05/06/2006, ! "QLA","gensrc","fix typo in Xibor - qlSobolRsg","done",,26/04/2006, ! "QLA","gensrc","autogenerate source for Members which loop on input param","done",,28/04/2006, ! "QLA","gensrc","add support for complete conversion of datatype of function return value","done",,23/05/2006, ! "QLA","gensrc","call OH_GET_REFERENCE from Addin code for functions with getObject='true' ?","done",3,23/05/2006, ! "QLA","VBA framework","load XLLs","done",1,05/05/2006, ! "QLA","VBA framework","right click in cell to create enumeration drop down list","done",,18/04/2006, ! "QLA","VBA framework","skeleton structure","done",,18/04/2006, ! "QLA","VBA framework","create trade/market workbooks from templates","done",1,05/05/2006, ! "QLA","VBA framework","QuantLibAddin menu for Excel","done",,18/04/2006, ! "QLA","Workstation Document","explanation of runtime libraries","done",2,21/04/2006, ! "QLA","Workstation Document","explanation of VC workspace naming convention / _vc8.sln","done",2,21/04/2006, ! "QLA","Workstation Document","document use of Addin Manager","done",2,28/04/2006, ! "QLA","Workstation Document","document build for Boost, QuantLibFunctions","done",,28/04/2006, ! "QLA","Workstation Document","incorporate other feedback from Nando and Katiuscia","done",,28/04/2006, "OH","Design","""singleton"" objects loaded at startup, static handle Calendars, Indexes","cancelled",2,,"lazy instantiation?" ! "OH","Design"," permanent objects objects which aren't deleted by ohDeleteObject()/ohDeleteAllObjects()/ohCallGC()","done",2,14/06/2006, ! "QLA","General Support","getReference/OH_GET_OBJECT/OH_GET_REFERENCE vs getObject/EXPORT_UNDERLYING_OBJECT","done",3,06/09/2006,"consolidate code for returning object references" ! "QLA","Enumerations","add support for accessing member function of Enumeration","done",1,06/12/2006,"represent stateful objects as singletons rather than Enumerations?" ! "QLA","Excel binding","gensrc function metadata ""noWizardRecalc"" to suppress recalc under Excel Function Wizard","done",1,14/06/2006,"also required for ctors otherwise GC breaks" "QLA","INDEX","get/set fixing for given date","done",2,,"?" "QLA","Design","improve formatting of log messages","done",,, --- 51,173 ---- "QLA","VBA framework","access logfile (GUI browser)",,4,, "QLA","VBA framework","interrogate object repository (GUI browser)",,4,,"Plamen?" ! "QLA","Excel binding","categorize function names in Excel Function Wizard: Math/Date/Finance/ObjectHandler","done",1,11/07/06, ! "OH","Functions","ohPack() broken not removing empty cells from end of range e.g. for timeseries","done",1,11/07/06,"indicate empty cell with NA() rather than " ! "QLA","Docs","include #/functions in summary page of autogenerated documentation","done",1,12/07/06, ! "QLA","Docs","autogenerated documentation of ETs/ECs: separate descriptions of types & classes","done",1,12/07/06, ! "gensrc","Design","add optional long description to function metadata","done",1,12/07/06, ! "QLA","Functions","qlCompiler() to return info on version and configuration of compiler used to build QLA","done",1,12/07/06, ! "QLA","Design","raise exception if trigger parameter has value of #ERR!/#NULL!","done",1,13/07/06, ! "QLA","Enumerations","enum as return value always use stream operator << to convert to string","done",0,13/07/06, ! "gensrc","Design","enhance gensrc to support references to library objects e.g. QuantLib::Evolution.","done",0,14/07/06,"new XML tag libraryReference='xxx'" ! "QLA","Enumerations","single return value gets repeated in calling range force scalar to be returned as vector","cancelled",1,16/07/06,"excel always repeats scalar values stored in array formulas e.g: {=1}" ! "QLA","Design","discontinue support for VC6","done",1,16/07/06, ! "QLA","Design","use ""objectID"" instead of ""handle"" required to avoid confusion with QuantLib::Handle","done",1,16/07/06, ! "QLA","Design","add support for QLA methods which construct other QLA objects","done",1,16/07/06, ! "QLA","Docs","port workstation document into QLA documentation","done",1,24/07/06, ! "QLA","Enumerations","autogenerate Enumerated Classes for curves (std::pair<std::string, std::string>","done",1,24/07/06, ,,,,,, ! "QLA","Enumerations","QLO ctors which switch on ETs implement for YieldTermStructure, Extrapolator, PricingEngine(?)","done",,07/04/06, ! "QLA","Enumerations","ET ctors use explicit ctors instead of default i.e. use ""HongKong::HKEx"" not ""HongKong""","done",,07/04/06, ! "QLA","Enumerations","port gensrc EnumerationMember functionality from ETs -> ECs","done",,07/04/06, ! "QLA","Enumerations","extend support for mixing ECs/Objects e.g. Calendar/JointCalendar, Index/EuriborXX","done",,07/04/06, ! "QLA","Enumerations","implement EuriborXX as EC","done",,07/04/06, ! "QLA","Enumerations","implement autogeneration of source code for ECs","done",,07/02/06, ! "QLA","Enumerations","remove PricingEngine, StrikedTypePayoff from EC and implement as normal objects","done",,30/06/06, ! "QLA","Enumerations","rename Enumerations->Enumerated Types (ETs), Complex Types->Enumerated Classes (ECs)","done",,30/06/06, ! "QLA","Enumerations","revise code for Interpolation, and allow user to provide an enumeration indicating the desired class","done",,07/04/06, ! "QLA","Enumerations","yieldTermStructure user supplies two Enumerations - autogenerate nested select to instantiate template","done",,07/04/06, "QLA","Enumerations","port ET/EC registry from QuantLibXL to ObjectHandler","on hold",,,"requires redesign to allow multiple XLLs to share global Registry" "QLA","Enumerations","remove Create<> code from QLO ctors Create<> code to appear only in autogenerated Addin code","cancelled",,,"this is required when QLO classes wrap ECs" "QLA","Enumerations","transfer Calendar, DayCounter, Currency from ET -> EC","cancelled",,,"these belong as Enumerated Types" ,,,,,, ! "OH","Design","revise processing for permanent objects: delete old object unless user specifies permanent=TRUE","done",1,18/06/06,"also revise GC/deletion for permanent/nonpermanent objects" ! "QLA","Design","support for QuantLib::Handle give Excel user the ability to create a Handle and relink it as required","done",0,15/06/06,"need to add support for creation of empty QuantLib::Handle" ! "OH","Design","if user supplies objectID stub he must ensure it's unique / link objectID stub to calling cell (?)","done",1,31/05/06, ! "OH","Functions","ohPack() - resolve flags and values","done",1,14/06/06, ,,,,,, ! "gensrc","Design","add support for QuantLib::Array as output","done",1,07/04/06,"e.g. qlEigenValues()" ! "gensrc","Design","Function Wizard disabled by default","done",1,07/04/06, ! "gensrc","Design","fix problem with implicit conversion for return values of type Rate/Spread/DiscountFactor/Time (double typedefs)","done",1,07/04/06, ! "gensrc","Design","remove description of return value from function metadata","done",,07/04/06, ,,,,,, ! "QLA","Functions","delete VanillaOption->setEngine()","done",,07/10/06, ! "QLA","Design","when input vector passed to loop function convert inputs on each loop iteration and catch exceptions one-by-one","done",,31/05/06, "QLA","Functions","add support for Matrix as input / output","done",,, ! "QLA","Documentation","add VC8 makefile to generate .chm documentation from metadata","done",,16/06/06, ! "QLA","Design","in autogenerated code - suppress call to objectPointer->setPermanent() if input parameter permanent is FALSE","done",,15/06/06, ! "QLA","Design","don't rely on try/catch to control processing flow for deriving Enumerations (in templates in qla/conversions.hpp)","done",,16/06/06, ! "QLA","Design","add facility to query the most recent error message","done",,16/06/06, ,,,,,, "QLA","Design","detect if calling range is row-wise / column-wise - format return vector accordingly","done",1,, ! "OH","Design","class FunctionCall - streamline initialization - ""xltypeUninitialized""","done",,05/01/06, ! "OH","Design","in objecthandlerxl.cpp replace bespoke parsing w/boost regexes","done",3,26/04/06, ! "OH","Design","ohxll project mistakenly picking up autolink.hpp","done",3,27/04/06, ! "OH","Design","functions returning empty vector: display #NUM, not 0, in calling cell e.g. getHolidayList()","done",,05/07/06, ! "OH","Design","support for retrieval of undecorated handles","done",1,30/04/06,"fix non-excel platforms" ! "OH","Design","std::exception -> ObjHandler::Exception","done",3,26/04/06, ! "OH","Design","class FunctionCall to encapsulate function state","done",2,26/04/06, ! "OH","Design","include cell address in error message?","done",3,05/01/06, "OH","Functions","ohDependsOn() - fails if input range is nonexistent","cancelled",,,"seems to have resolved itself?" ! "OH","Functions","ohHandleList() to support regexes","done",2,26/04/06,"renamed to ohListInstanceNames()" ! "OH","Functions","ohListInstanceNames() - 1) regex bug e.g. EUR.*D malfunctions 2) sort return list","done",1,18/05/06, ! "OH","Functions","ohDependsOn() - return counter (#/recalcs) per instance","done",,18/05/06, ! "OH","Functions","remove EO macro / function","done",3,21/04/06, "OH","Functions","ohListInstanceNames() is broken in utilities.xls?","done",1,,"looks OK now?" "QLA","Design","FuturesRateHelper returns incorrect latestDate","cancelled",,,"it works OK" ! "QLA","Design","check whether catch(...) catches unhandled exceptions from QL e.g. negative timesteps","cancelled",,05/01/06,"it doesn't" ! "QLA","Design","in session.cpp replace bespoke parsing with boost::regex","done",3,05/08/06, ! "QLA","Design","gensrc flag ""ignoreError"" (default T) invoke function even if some inputs invalid e.g. qlMidEquivalent()","done",1,28/04/06,"always ignore errors (no flag)" ! "QLA","Design","move all Create<>s from qla/*.?pp into autogenerated addin code","done",,23/05/06, ! "QLA","Design","move Procedure functions to QuantLibFunctions","done",1,30/04/06,"this change will probably be reversed" "QLA","Design","export IMM dates e.g. H7 -> date","done",,, ! "QLA","Design","Autogenerate source for funcs accepting vector input (qlForwardRate, qlDiscount, etc.)","done",,28/04/06, ! "QLA","Design","if input vector contains mix of #VALUES and valid numbers - return vector should correspond","done",2,28/04/06,"also wraps QL function in try/catch" ! "QLA","Design","match QLA function names to underlying QL function names","done",,27/04/06, ! "QLA","Docs","qlXibor() - description of 2nd parameter incorrect","done",,21/04/06, ! "QLA","Docs","installation - refer to Release build not Debug","done",3,21/04/06, "QLA","Enumerations","if string name omitted from XML, use class name as default","cancelled",3,, ! "QLA","Enumerations","add support for abbreviations","cancelled",2,21/04/06,"not required because of right-click menu" ! "QLA","Enumerations","qlListEnum() - return enumerations in mixed case (and in original sequence ??? - cancelled)","done",,18/05/06,"retaining original sequence requires design change" ! "QLA","Excel binding","XLL description in Addin manager","cancelled",,20/04/06,"not supported by Excel C API" ! "QLA","Excel binding","automatically name calling cell","cancelled",,20/04/06,"not supported by Excel C API" ! "QLA","Functions","qlPiecewiseFlatForward() - don't reset eval date","done",2,26/04/06, ! "QLA","Functions","YieldTermStructure iface - ZeroRate/Discount/ForwardRate/ParRate/MaxDate/MaxTime","done",1,27/04/06, "QLA","Functions","modify qlPiecewiseFlatForward() to call alternate QL ctor (calendar/# days) - Observer pattern","done",,, ! "QLA","Functions","add support for QL Joint Calendar class. inputs: 1) vector of strings (calendar names) 2) AND/OR value","done",,05/08/06, ! "QLA","Functions","qlGetDf() to return vector","done",2,21/04/06,"renamed to qlDiscount()" ! "QLA","Functions","latestDate() for RateHelpers","done",1,26/04/06, ! "QLA","Functions","qlMid() - returns DBL_MIN when all inputs are #VALUE should return #NULL & log error","done",1,18/05/06, ! "QLA","General Support","Session functionality crashes QLA if active book named Book1.XLS","done",2,05/08/06, ! "QLA","General Support","upgrade Calc addin to OOo 2 / VC 7","done",3,28/04/06,"thanks to Joe Byers" ! "QLA","General Support","try removing redundant (?) FileConfiguration info from *.vcproj files","done",,05/03/06, "QLA","General Support","revise NSIS uninstaller: uninstall released files whether modified or not; don't uninstall new files created by user","done",,, ! "QLA","General Support","sort out RandomSequenceGenerator","done",,19/04/06, ! "QLA","General Support","upgrade to latest CVS snapshot of QL","done",,19/04/06, ! "QLA","QuantLibXL","separate SourceForge projects/websites for OH, gensrc, QLA, QLXL","done",3,19/05/06, "QLA","gensrc","allow for comments in XML (ignore '#comment' nodes)","cancelled",3,,"already works OK" ! "QLA","gensrc","remove redundant XML tag getObject='true' for Member functions","cancelled",,26/04/06,"the tag is in use" ! "QLA","gensrc","category metadata list of <includes> - only first item in list is processed","done",,05/06/06, ! "QLA","gensrc","add support for QuantLib::Date as datatype of return value","done",,26/04/06, ! "QLA","gensrc","generate summary of files created/updated/changed per platform","done",3,30/04/06, ! "QLA","gensrc","add support for vector of QuantLib::Dates as input parameter","done",,05/06/06, ! "QLA","gensrc","fix typo in Xibor - qlSobolRsg","done",,26/04/06, ! "QLA","gensrc","autogenerate source for Members which loop on input param","done",,28/04/06, ! "QLA","gensrc","add support for complete conversion of datatype of function return value","done",,23/05/06, ! "QLA","gensrc","call OH_GET_REFERENCE from Addin code for functions with getObject='true' ?","done",3,23/05/06, ! "QLA","VBA framework","load XLLs","done",1,05/05/06, ! "QLA","VBA framework","right click in cell to create enumeration drop down list","done",,18/04/06, ! "QLA","VBA framework","skeleton structure","done",,18/04/06, ! "QLA","VBA framework","create trade/market workbooks from templates","done",1,05/05/06, ! "QLA","VBA framework","QuantLibAddin menu for Excel","done",,18/04/06, ! "QLA","Workstation Document","explanation of runtime libraries","done",2,21/04/06, ! "QLA","Workstation Document","explanation of VC workspace naming convention / _vc8.sln","done",2,21/04/06, ! "QLA","Workstation Document","document use of Addin Manager","done",2,28/04/06, ! "QLA","Workstation Document","document build for Boost, QuantLibFunctions","done",,28/04/06, ! "QLA","Workstation Document","incorporate other feedback from Nando and Katiuscia","done",,28/04/06, "OH","Design","""singleton"" objects loaded at startup, static handle Calendars, Indexes","cancelled",2,,"lazy instantiation?" ! "OH","Design"," permanent objects objects which aren't deleted by ohDeleteObject()/ohDeleteAllObjects()/ohCallGC()","done",2,14/06/06, ! "QLA","General Support","getReference/OH_GET_OBJECT/OH_GET_REFERENCE vs getObject/EXPORT_UNDERLYING_OBJECT","done",3,06/09/06,"consolidate code for returning object references" ! "QLA","Enumerations","add support for accessing member function of Enumeration","done",1,06/12/06,"represent stateful objects as singletons rather than Enumerations?" ! "QLA","Excel binding","gensrc function metadata ""noWizardRecalc"" to suppress recalc under Excel Function Wizard","done",1,14/06/06,"also required for ctors otherwise GC breaks" "QLA","INDEX","get/set fixing for given date","done",2,,"?" "QLA","Design","improve formatting of log messages","done",,, |
|
From: Eric E. <eri...@us...> - 2006-07-30 07:12:27
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23471/qlo Modified Files: conversions.hpp couponvectors.cpp couponvectors.hpp enumclassctors.cpp enumclassctors.hpp index.cpp marketmodels.cpp marketmodels.hpp optimization.cpp typefactory.hpp Log Message: edit QLA trunk for compatibility with QL branch Index: couponvectors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** couponvectors.hpp 28 Jul 2006 16:35:23 -0000 1.10 --- couponvectors.hpp 30 Jul 2006 07:12:21 -0000 1.11 *************** *** 24,28 **** #include <qlo/index.hpp> #include <ql/CashFlows/cashflowvectors.hpp> ! #include <ql/CashFlows/cmscoupon.hpp> #include <ql/CashFlows/analysis.hpp> --- 24,28 ---- #include <qlo/index.hpp> #include <ql/CashFlows/cashflowvectors.hpp> ! //#include <ql/CashFlows/cmscoupon.hpp> #include <ql/CashFlows/analysis.hpp> *************** *** 77,97 **** }; ! class CMSCouponVector : public CouponVector { ! public: ! CMSCouponVector( ! const boost::shared_ptr<QuantLib::Schedule>& schedule, ! QuantLib::BusinessDayConvention paymentAdjustment, ! const std::vector<QuantLib::Real>& nominals, ! const boost::shared_ptr<QuantLib::SwapIndex>& index, ! QuantLib::Integer fixingDays, ! const QuantLib::DayCounter& dayCounter, ! const std::vector<QuantLib::Real>& baseRates, ! const std::vector<QuantLib::Real>& fractions, ! const std::vector<QuantLib::Real>& caps, ! const std::vector<QuantLib::Real>& floors, ! const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment); ! virtual std::vector<std::vector<double> > getLeg(); ! }; } --- 77,97 ---- }; ! //class CMSCouponVector : public CouponVector { ! // public: ! // CMSCouponVector( ! // const boost::shared_ptr<QuantLib::Schedule>& schedule, ! // QuantLib::BusinessDayConvention paymentAdjustment, ! // const std::vector<QuantLib::Real>& nominals, ! // const boost::shared_ptr<QuantLib::SwapIndex>& index, ! // QuantLib::Integer fixingDays, ! // const QuantLib::DayCounter& dayCounter, ! // const std::vector<QuantLib::Real>& baseRates, ! // const std::vector<QuantLib::Real>& fractions, ! // const std::vector<QuantLib::Real>& caps, ! // const std::vector<QuantLib::Real>& floors, ! // const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! // QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment); ! // virtual std::vector<std::vector<double> > getLeg(); ! //}; } Index: couponvectors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** couponvectors.cpp 28 Jul 2006 16:35:23 -0000 1.11 --- couponvectors.cpp 30 Jul 2006 07:12:21 -0000 1.12 *************** *** 154,205 **** } ! CMSCouponVector::CMSCouponVector( ! const boost::shared_ptr<QuantLib::Schedule>& schedule, ! QuantLib::BusinessDayConvention paymentAdjustment, ! const std::vector<QuantLib::Real>& nominals, ! const boost::shared_ptr<QuantLib::SwapIndex>& index, ! QuantLib::Integer fixingDays, ! const QuantLib::DayCounter& dayCounter, ! const std::vector<QuantLib::Rate>& baseRates, ! const std::vector<QuantLib::Real>& fractions, ! const std::vector<QuantLib::Rate>& caps, ! const std::vector<QuantLib::Rate>& floors, ! const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment) { ! cashFlowVector_ = QuantLib::CMSCouponVector(*schedule, ! paymentAdjustment, ! nominals, ! index, ! fixingDays, ! dayCounter, ! baseRates, ! fractions, ! caps, ! floors, ! vol, ! typeOfConvexityAdjustment); ! } ! std::vector<std::vector<double> > CMSCouponVector::getLeg() { ! std::vector<std::vector<double> > leg; ! for (std::size_t i=0 ; i < cashFlowVector_.size() ; i++) { ! std::vector<double> cf; ! QuantLib::ParCoupon& c = ! (QuantLib::ParCoupon&) *(cashFlowVector_[i]); ! cf.push_back(c.accrualStartDate().serialNumber()); ! cf.push_back(c.accrualEndDate().serialNumber()); ! cf.push_back(c.date().serialNumber()); ! cf.push_back(c.fixingDate().serialNumber()); ! cf.push_back(c.accrualPeriod()); ! cf.push_back(c.accrualDays()); ! cf.push_back(c.amount()); ! cf.push_back(c.indexFixing()); ! leg.push_back(cf); ! } ! return leg; ! } } --- 154,205 ---- } ! //CMSCouponVector::CMSCouponVector( ! // const boost::shared_ptr<QuantLib::Schedule>& schedule, ! // QuantLib::BusinessDayConvention paymentAdjustment, ! // const std::vector<QuantLib::Real>& nominals, ! // const boost::shared_ptr<QuantLib::SwapIndex>& index, ! // QuantLib::Integer fixingDays, ! // const QuantLib::DayCounter& dayCounter, ! // const std::vector<QuantLib::Rate>& baseRates, ! // const std::vector<QuantLib::Real>& fractions, ! // const std::vector<QuantLib::Rate>& caps, ! // const std::vector<QuantLib::Rate>& floors, ! // const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! // QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment) { ! // cashFlowVector_ = QuantLib::CMSCouponVector(*schedule, ! // paymentAdjustment, ! // nominals, ! // index, ! // fixingDays, ! // dayCounter, ! // baseRates, ! // fractions, ! // caps, ! // floors, ! // vol, ! // typeOfConvexityAdjustment); ! //} ! //std::vector<std::vector<double> > CMSCouponVector::getLeg() { ! // std::vector<std::vector<double> > leg; ! // for (std::size_t i=0 ; i < cashFlowVector_.size() ; i++) { ! // std::vector<double> cf; ! // QuantLib::ParCoupon& c = ! // (QuantLib::ParCoupon&) *(cashFlowVector_[i]); ! // cf.push_back(c.accrualStartDate().serialNumber()); ! // cf.push_back(c.accrualEndDate().serialNumber()); ! // cf.push_back(c.date().serialNumber()); ! // cf.push_back(c.fixingDate().serialNumber()); ! // cf.push_back(c.accrualPeriod()); ! // cf.push_back(c.accrualDays()); ! // cf.push_back(c.amount()); ! // cf.push_back(c.indexFixing()); ! // leg.push_back(cf); ! // } ! // return leg; ! //} } Index: index.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.cpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** index.cpp 28 Jul 2006 17:30:21 -0000 1.10 --- index.cpp 30 Jul 2006 07:12:22 -0000 1.11 *************** *** 25,29 **** #include <qlo/index.hpp> #include <qlo/typefactory.hpp> ! #include <ql/Indexes/swapindex.hpp> namespace QuantLibAddin { --- 25,29 ---- #include <qlo/index.hpp> #include <qlo/typefactory.hpp> ! //#include <ql/Indexes/swapindex.hpp> namespace QuantLibAddin { *************** *** 56,64 **** const boost::shared_ptr<QuantLib::Xibor>& index) { ! libraryObject_ = boost::shared_ptr<QuantLib::Index>( ! new QuantLib::SwapIndex(familyName, years, ! fixingDays, crr, calendar, ! fixedLegFreq, fixedLegBDC, ! fixedLegDayCounter, index)); } --- 56,64 ---- const boost::shared_ptr<QuantLib::Xibor>& index) { ! //libraryObject_ = boost::shared_ptr<QuantLib::Index>( ! // new QuantLib::SwapIndex(familyName, years, ! // fixingDays, crr, calendar, ! // fixedLegFreq, fixedLegBDC, ! // fixedLegDayCounter, index)); } Index: conversions.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/conversions.hpp,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** conversions.hpp 27 Jul 2006 14:06:31 -0000 1.14 --- conversions.hpp 30 Jul 2006 07:12:21 -0000 1.15 *************** *** 25,28 **** --- 25,29 ---- #define qla_conversions_hpp + #include <qlo/qladdindefines.hpp> #include <ql/date.hpp> #include <ql/calendar.hpp> Index: enumclassctors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** enumclassctors.hpp 24 Jul 2006 15:45:24 -0000 1.8 --- enumclassctors.hpp 30 Jul 2006 07:12:21 -0000 1.9 *************** *** 122,140 **** /* *** EuriborSwapFixA *** */ ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y(); ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y(); /* *** YieldTermStructure *** */ --- 122,140 ---- /* *** EuriborSwapFixA *** */ ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y(); ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y(); /* *** YieldTermStructure *** */ Index: marketmodels.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** marketmodels.cpp 24 Jul 2006 11:16:25 -0000 1.10 --- marketmodels.cpp 30 Jul 2006 07:12:22 -0000 1.11 *************** *** 15,19 **** FOR A PARTICULAR PURPOSE. See the license for more details. */ ! #if defined(HAVE_CONFIG_H) // Dynamically created by configure #include <qlo/config.hpp> --- 15,19 ---- FOR A PARTICULAR PURPOSE. See the license for more details. */ ! /* #if defined(HAVE_CONFIG_H) // Dynamically created by configure #include <qlo/config.hpp> *************** *** 129,141 **** } ! /* ! EvolutionDescription MarketModelForwards::suggestedEvolution() const ! { ! QuantLib::EvolitionDescription ed = libraryObject_->suggestedEvolution(); ! ! boost::shared_ptr<ObjHandler::Object> objectPointer( ! new QuantLibAddin::EvolutionDescription()); ! } ! */ --- 129,139 ---- } ! //EvolutionDescription MarketModelForwards::suggestedEvolution() const ! //{ ! // QuantLib::EvolitionDescription ed = libraryObject_->suggestedEvolution(); ! // ! // boost::shared_ptr<ObjHandler::Object> objectPointer( ! // new QuantLibAddin::EvolutionDescription()); ! //} *************** *** 182,183 **** --- 180,182 ---- } + */ \ No newline at end of file Index: optimization.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/optimization.cpp,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** optimization.cpp 18 Jul 2006 14:37:12 -0000 1.2 --- optimization.cpp 30 Jul 2006 07:12:22 -0000 1.3 *************** *** 41,48 **** const boost::shared_ptr<QuantLib::LineSearch>& lineSearch) { ! libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>( ! new QuantLib::ConjugateGradient(endCriteria, ! initialValue, ! lineSearch)); } --- 41,48 ---- const boost::shared_ptr<QuantLib::LineSearch>& lineSearch) { ! //libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>( ! // new QuantLib::ConjugateGradient(endCriteria, ! // initialValue, ! // lineSearch)); } Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** typefactory.hpp 27 Jul 2006 14:50:17 -0000 1.22 --- typefactory.hpp 30 Jul 2006 07:12:22 -0000 1.23 *************** *** 26,30 **** #include <ql/Math/interpolation2D.hpp> #include <ql/Indexes/euribor.hpp> ! #include <ql/Indexes/euriborswapfixa.hpp> #include <ql/TermStructures/ratehelpers.hpp> #include <oh/exception.hpp> --- 26,30 ---- #include <ql/Math/interpolation2D.hpp> #include <ql/Indexes/euribor.hpp> ! //#include <ql/Indexes/euriborswapfixa.hpp> #include <ql/TermStructures/ratehelpers.hpp> #include <oh/exception.hpp> *************** *** 210,227 **** /* *** EuriborSwapFixA *** */ ! typedef boost::shared_ptr<QuantLib::EuriborSwapFixA>(*EuriborSwapFixAConstructor)(); ! template<> ! class Create<boost::shared_ptr<QuantLib::EuriborSwapFixA> > : ! private RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry> { ! public: ! boost::shared_ptr<QuantLib::EuriborSwapFixA> operator() ( ! const std::string& euriborSwapFixAID) { ! EuriborSwapFixAConstructor euriborSwapFixAConstructor = ! getType<std::string, EuriborSwapFixAConstructor>(euriborSwapFixAID); ! return euriborSwapFixAConstructor(); ! } ! using RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry>::checkType; ! }; // a singleton to store the Handle<YieldTermStructure> --- 210,227 ---- /* *** EuriborSwapFixA *** */ ! //typedef boost::shared_ptr<QuantLib::EuriborSwapFixA>(*EuriborSwapFixAConstructor)(); ! //template<> ! //class Create<boost::shared_ptr<QuantLib::EuriborSwapFixA> > : ! // private RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry> { ! //public: ! // boost::shared_ptr<QuantLib::EuriborSwapFixA> operator() ( ! // const std::string& euriborSwapFixAID) { ! // EuriborSwapFixAConstructor euriborSwapFixAConstructor = ! // getType<std::string, EuriborSwapFixAConstructor>(euriborSwapFixAID); ! // return euriborSwapFixAConstructor(); ! // } ! // using RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry>::checkType; ! //}; // a singleton to store the Handle<YieldTermStructure> Index: marketmodels.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** marketmodels.hpp 21 Jul 2006 13:54:44 -0000 1.9 --- marketmodels.hpp 30 Jul 2006 07:12:22 -0000 1.10 *************** *** 18,22 **** #ifndef qla_market_models_hpp #define qla_market_models_hpp ! #include <oh/objhandler.hpp> #include <ql/MarketModels/accountingengine.hpp> --- 18,22 ---- #ifndef qla_market_models_hpp #define qla_market_models_hpp ! /* #include <oh/objhandler.hpp> #include <ql/MarketModels/accountingengine.hpp> *************** *** 149,152 **** } ! #endif --- 149,152 ---- } ! */ #endif Index: enumclassctors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** enumclassctors.cpp 27 Jul 2006 14:06:31 -0000 1.10 --- enumclassctors.cpp 30 Jul 2006 07:12:21 -0000 1.11 *************** *** 302,379 **** /* *** EuriborSwapFixA *** */ ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA1Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA2Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA3Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA4Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA5Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA6Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA7Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA8Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA9Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA10Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA12Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA15Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA20Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA25Y()); ! } ! boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y() { ! return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! new QuantLib::EuriborSwapFixA30Y()); ! } /* *** YieldTermStructure *** */ --- 302,379 ---- /* *** EuriborSwapFixA *** */ ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA1Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA2Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA3Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA4Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA5Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA6Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA7Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA8Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA9Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA10Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA12Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA15Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA20Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA25Y()); ! //} ! //boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y() { ! // return boost::shared_ptr<QuantLib::EuriborSwapFixA>( ! // new QuantLib::EuriborSwapFixA30Y()); ! //} /* *** YieldTermStructure *** */ |
|
From: Eric E. <eri...@us...> - 2006-07-30 07:12:25
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23471/gensrc/metadata Modified Files: couponvectors.xml enumtypes.xml index.xml interpolation.xml optimization.xml Log Message: edit QLA trunk for compatibility with QL branch Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** index.xml 29 Jul 2006 15:32:32 -0000 1.19 --- index.xml 30 Jul 2006 07:12:21 -0000 1.20 *************** *** 86,90 **** <!-- InterestRateIndex interface --> ! <Member name='qlIndexFamilyName' libraryClass='InterestRateIndex'> <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> --- 86,90 ---- <!-- InterestRateIndex interface --> ! <!-- <Member name='qlIndexFamilyName' libraryClass='InterestRateIndex'> <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> *************** *** 197,200 **** --- 197,201 ---- </ReturnValue> </Member> + --> <!-- Xibor interface --> *************** *** 335,339 **** <!-- SwapIndex interface --> ! <Member name='qlSwapIndexFixedLegFreq' libraryClass='SwapIndex'> <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> --- 336,340 ---- <!-- SwapIndex interface --> ! <!-- <Member name='qlSwapIndexFixedLegFreq' libraryClass='SwapIndex'> <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> *************** *** 365,369 **** </ReturnValue> </Member> ! <!--<Member name='qlSwapIndexUnderlyingIndex' libraryClass='SwapIndex'> <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> --- 366,370 ---- </ReturnValue> </Member> ! --> <!--<Member name='qlSwapIndexUnderlyingIndex' libraryClass='SwapIndex'> <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> *************** *** 386,390 **** <!-- SwapIndex constructor --> ! <Constructor name='qlSwapIndex'> <libraryFunction>SwapIndex</libraryFunction> --- 387,391 ---- <!-- SwapIndex constructor --> ! <!-- <Constructor name='qlSwapIndex'> <libraryFunction>SwapIndex</libraryFunction> *************** *** 442,445 **** --- 443,447 ---- </ParameterList> </Constructor> + --> </Functions> Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** couponvectors.xml 29 Jul 2006 15:32:32 -0000 1.15 --- couponvectors.xml 30 Jul 2006 07:12:21 -0000 1.16 *************** *** 87,91 **** </Constructor> ! <Constructor name='qlCMSCouponVector'> <libraryFunction>CMSCouponVector</libraryFunction> <supportedPlatforms> --- 87,91 ---- </Constructor> ! <!--Constructor name='qlCMSCouponVector'> <libraryFunction>CMSCouponVector</libraryFunction> <supportedPlatforms> *************** *** 156,160 **** </Parameters> </ParameterList> ! </Constructor> <Member name='qlGetLeg' objectClass='CouponVector' dependencyTrigger='true'> --- 156,160 ---- </Parameters> </ParameterList> ! </Constructor--> <Member name='qlGetLeg' objectClass='CouponVector' dependencyTrigger='true'> Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** interpolation.xml 29 Jul 2006 15:32:32 -0000 1.24 --- interpolation.xml 30 Jul 2006 07:12:21 -0000 1.25 *************** *** 460,464 **** </Member> ! <Member name='qlSABRInterpolationEndCriteria' libraryClass='SABRInterpolation'> <description>Returns the optimization end criteria of the SABR fit</description> <libraryFunction>endCriteria</libraryFunction> --- 460,464 ---- </Member> ! <!--Member name='qlSABRInterpolationEndCriteria' libraryClass='SABRInterpolation'> <description>Returns the optimization end criteria of the SABR fit</description> <libraryFunction>endCriteria</libraryFunction> *************** *** 473,477 **** <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> <!-- Interpolation2D interface --> --- 473,477 ---- <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member--> <!-- Interpolation2D interface --> Index: enumtypes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** enumtypes.xml 28 Jul 2006 16:34:59 -0000 1.6 --- enumtypes.xml 30 Jul 2006 07:12:21 -0000 1.7 *************** *** 900,904 **** </Enumeration> ! <Enumeration> <type>QuantLib::ConvexityAdjustmentPricer::Type</type> <constructor>true</constructor> --- 900,904 ---- </Enumeration> ! <!--Enumeration> <type>QuantLib::ConvexityAdjustmentPricer::Type</type> <constructor>true</constructor> *************** *** 913,918 **** </EnumerationDefinition> </EnumerationDefinitions> ! </Enumeration> </Enumerations> </root> --- 913,919 ---- </EnumerationDefinition> </EnumerationDefinitions> ! </Enumeration--> </Enumerations> + </root> Index: optimization.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** optimization.xml 29 Jul 2006 15:32:32 -0000 1.4 --- optimization.xml 30 Jul 2006 07:12:21 -0000 1.5 *************** *** 36,40 **** </Constructor> ! <Member name='qlEndCriteriaSetPositiveOptimization' libraryClass='EndCriteria'> <description>Set positive optimization to the EndCriteria object</description> <libraryFunction>setPositiveOptimization</libraryFunction> --- 36,40 ---- </Constructor> ! <!--Member name='qlEndCriteriaSetPositiveOptimization' libraryClass='EndCriteria'> <description>Set positive optimization to the EndCriteria object</description> <libraryFunction>setPositiveOptimization</libraryFunction> *************** *** 55,59 **** <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> <Member name='qlEndCriteriaCriteria' libraryClass='EndCriteria'> --- 55,59 ---- <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member--> <Member name='qlEndCriteriaCriteria' libraryClass='EndCriteria'> |
|
From: Eric E. <eri...@us...> - 2006-07-29 19:45:33
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1465 Modified Files: Authors.txt Contributors.txt LICENSE.TXT configure.ac Log Message: update copyrights Index: Contributors.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Contributors.txt,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** Contributors.txt 19 May 2006 16:56:16 -0000 1.1 --- Contributors.txt 29 Jul 2006 19:45:29 -0000 1.2 *************** *** 1,5 **** ! We gratefully acknowledge contributions from Ferdinando Ametrano, Luigi ! Ballabio, Joe Byers, Katiuscia Manzoni, Marco Marchioro, Walter Penschke, Lars ! Schouw. --- 1,4 ---- ! We gratefully acknowledge contributions from Luigi Ballabio, Cristina Duminuco, ! Silvia Frasson, Marco Marchioro, Walter Penschke, Lars Schouw. Index: Authors.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Authors.txt,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** Authors.txt 19 May 2006 16:56:16 -0000 1.1 --- Authors.txt 29 Jul 2006 19:45:29 -0000 1.2 *************** *** 1,5 **** --- 1,7 ---- + Ferdinando Ametrano Aurelien Chanudet Eric Ehlers (maintainer) + Katiuscia Manzoni Plamen Neykov Index: configure.ac =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/configure.ac,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** configure.ac 29 Jul 2006 15:41:52 -0000 1.3 --- configure.ac 29 Jul 2006 19:45:29 -0000 1.4 *************** *** 11,19 **** AC_COPYRIGHT([ Copyright (C) 2004, 2005, 2006 Eric Ehlers ! Copyright (C) 2004, 2005 Ferdinando Ametrano ! Copyright (C) 2005 Aurelien Chanudet ! Copyright (C) 2005 Plamen Neykov Copyright (C) 2005 Walter Penschke ! Copyright (C) 2004, 2005 StatPro Italia srl This file is part of QuantLib, a free-software/open-source library --- 11,22 ---- AC_COPYRIGHT([ Copyright (C) 2004, 2005, 2006 Eric Ehlers ! Copyright (C) 2004, 2005, 2006 Ferdinando Ametrano ! Copyright (C) 2005, 2006 Aurelien Chanudet ! Copyright (C) 2006 Cristina Duminuco ! Copyright (C) 2006 Silvia Frasson ! Copyright (C) 2006 Katiuscia Manzoni ! Copyright (C) 2005, 2006 Plamen Neykov Copyright (C) 2005 Walter Penschke ! Copyright (C) 2004, 2005, 2006 StatPro Italia srl This file is part of QuantLib, a free-software/open-source library Index: LICENSE.TXT =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/LICENSE.TXT,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** LICENSE.TXT 19 May 2006 16:56:16 -0000 1.1 --- LICENSE.TXT 29 Jul 2006 19:45:29 -0000 1.2 *************** *** 3,12 **** Copyright (C) 2004, 2005, 2006 Ferdinando Ametrano ! Copyright (C) 2005 Aurelien Chanudet Copyright (C) 2006 Katiuscia Manzoni - Copyright (C) 2006 Marco Marchioro--StatPro Italia Copyright (C) 2005, 2006 Plamen Neykov Copyright (C) 2005 Walter Penschke ! Copyright (C) 2004, 2005 StatPro Italia srl Redistribution and use in source and binary forms, with or without --- 3,13 ---- Copyright (C) 2004, 2005, 2006 Ferdinando Ametrano ! Copyright (C) 2005, 2006 Aurelien Chanudet ! Copyright (C) 2006 Cristina Duminuco ! Copyright (C) 2006 Silvia Frasson Copyright (C) 2006 Katiuscia Manzoni Copyright (C) 2005, 2006 Plamen Neykov Copyright (C) 2005 Walter Penschke ! Copyright (C) 2004, 2005, 2006 StatPro Italia srl Redistribution and use in source and binary forms, with or without |
|
From: Eric E. <eri...@us...> - 2006-07-29 19:45:32
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1465/Docs/pages Modified Files: license.docs people.docs Log Message: update copyrights Index: people.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/people.docs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** people.docs 19 May 2006 16:56:16 -0000 1.1 --- people.docs 29 Jul 2006 19:45:29 -0000 1.2 *************** *** 31,36 **** --- 31,38 ---- <dt></dt> <dd><dl> + <dt>Ferdinando Ametrano</dt> <dt>Aurélien Chanudet</dt> <dt>Eric Ehlers (maintainer)</dt> + <dt>Katiuscia Manzoni</dt> <dt>Plamen Neykov</dt> </dl></dd> *************** *** 39,44 **** \section contributors Contributors ! We gratefully acknowledge contributions from Ferdinando Ametrano, Luigi ! Ballabio, Marco Marchioro, Walter Penschke, Lars Schouw. \section acknowledgements Acknowledgements --- 41,46 ---- \section contributors Contributors ! We gratefully acknowledge contributions from Luigi Ballabio, Cristina Duminuco, ! Silvia Frasson, Marco Marchioro, Walter Penschke, Lars Schouw. \section acknowledgements Acknowledgements Index: license.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/license.docs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** license.docs 19 May 2006 16:56:16 -0000 1.1 --- license.docs 29 Jul 2006 19:45:29 -0000 1.2 *************** *** 29,38 **** Copyright (C) 2004, 2005, 2006 Eric Ehlers ! Copyright (C) 2004, 2005 Ferdinando Ametrano ! Copyright (C) 2005 Aurelien Chanudet ! Copyright (C) 2006 Marco Marchioro--StatPro Italia ! Copyright (C) 2005 Plamen Neykov Copyright (C) 2005 Walter Penschke ! Copyright (C) 2004, 2005 StatPro Italia srl \endverbatim --- 29,40 ---- Copyright (C) 2004, 2005, 2006 Eric Ehlers ! Copyright (C) 2004, 2005, 2006 Ferdinando Ametrano ! Copyright (C) 2005, 2006 Aurelien Chanudet ! Copyright (C) 2006 Cristina Duminuco ! Copyright (C) 2006 Silvia Frasson ! Copyright (C) 2006 Katiuscia Manzoni ! Copyright (C) 2005, 2006 Plamen Neykov Copyright (C) 2005 Walter Penschke ! Copyright (C) 2004, 2005, 2006 StatPro Italia srl \endverbatim |
Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2645/Docs Modified Files: Makefile.am Makefile.vc docs-QuantLibAddin.vcproj docs-QuantLibAddin_vc8.vcproj qla_headeronline.html Added Files: qla_headeronline.subdir.html qladdin.auto.doxy qladdin.qlo.doxy qladdin.root.doxy Removed Files: qladdin.doxy qladdin.vc.auto.doxy qladdin.vc.qlo.doxy qladdin.vc.root.doxy srcgen.doxy srcgen_footer.html srcgen_header.html srcgen_headeronline.html Log Message: update documentation for linux Index: docs-QuantLibAddin_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/docs-QuantLibAddin_vc8.vcproj,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** docs-QuantLibAddin_vc8.vcproj 24 Jul 2006 08:53:37 -0000 1.4 --- docs-QuantLibAddin_vc8.vcproj 29 Jul 2006 15:41:52 -0000 1.5 *************** *** 269,281 **** </File> <File ! RelativePath=".\qladdin.vc.auto.doxy" > </File> <File ! RelativePath=".\qladdin.vc.qlo.doxy" > </File> <File ! RelativePath=".\qladdin.vc.root.doxy" > </File> --- 269,281 ---- </File> <File ! RelativePath=".\qladdin.auto.doxy" > </File> <File ! RelativePath=".\qladdin.qlo.doxy" > </File> <File ! RelativePath=".\qladdin.root.doxy" > </File> --- srcgen_headeronline.html DELETED --- --- srcgen_header.html DELETED --- --- qladdin.vc.auto.doxy DELETED --- --- NEW FILE: qladdin.auto.doxy --- ## Doxyfile 1.4.6 ##--------------------------------------------------------------------------- ## Project related configuration options ##--------------------------------------------------------------------------- PROJECT_NAME = QuantLibAddin PROJECT_NUMBER = qla_version OUTPUT_DIRECTORY = CREATE_SUBDIRS = NO OUTPUT_LANGUAGE = English USE_WINDOWS_ENCODING = NO BRIEF_MEMBER_DESC = YES REPEAT_BRIEF = YES ABBREVIATE_BRIEF = ALWAYS_DETAILED_SEC = NO INLINE_INHERITED_MEMB = YES FULL_PATH_NAMES = YES STRIP_FROM_PATH = qla_basepath STRIP_FROM_INC_PATH = qla_basepath SHORT_NAMES = NO JAVADOC_AUTOBRIEF = NO MULTILINE_CPP_IS_BRIEF = NO DETAILS_AT_TOP = NO INHERIT_DOCS = YES SEPARATE_MEMBER_PAGES = NO TAB_SIZE = 8 ALIASES = OPTIMIZE_OUTPUT_FOR_C = NO OPTIMIZE_OUTPUT_JAVA = NO DISTRIBUTE_GROUP_DOC = NO SUBGROUPING = YES #--------------------------------------------------------------------------- # Build related configuration options #--------------------------------------------------------------------------- EXTRACT_ALL = YES EXTRACT_PRIVATE = YES EXTRACT_STATIC = YES EXTRACT_LOCAL_CLASSES = YES EXTRACT_LOCAL_METHODS = NO HIDE_UNDOC_MEMBERS = NO HIDE_UNDOC_CLASSES = NO HIDE_FRIEND_COMPOUNDS = NO HIDE_IN_BODY_DOCS = NO INTERNAL_DOCS = NO CASE_SENSE_NAMES = NO HIDE_SCOPE_NAMES = NO SHOW_INCLUDE_FILES = YES INLINE_INFO = YES SORT_MEMBER_DOCS = YES SORT_BRIEF_DOCS = NO SORT_BY_SCOPE_NAME = NO GENERATE_TODOLIST = YES GENERATE_TESTLIST = YES GENERATE_BUGLIST = YES GENERATE_DEPRECATEDLIST= YES ENABLED_SECTIONS = MAX_INITIALIZER_LINES = 30 SHOW_USED_FILES = YES SHOW_DIRECTORIES = YES FILE_VERSION_FILTER = #--------------------------------------------------------------------------- # configuration options related to warning and progress messages #--------------------------------------------------------------------------- QUIET = YES WARNINGS = YES WARN_IF_UNDOCUMENTED = YES WARN_IF_DOC_ERROR = YES WARN_NO_PARAMDOC = NO WARN_FORMAT = "$file:$line: $text" WARN_LOGFILE = doxywarnings.txt #--------------------------------------------------------------------------- # configuration options related to the input files #--------------------------------------------------------------------------- INPUT = ./auto.pages FILE_PATTERNS = *.docs RECURSIVE = EXCLUDE = EXCLUDE_SYMLINKS = EXCLUDE_PATTERNS = EXAMPLE_PATH = EXAMPLE_PATTERNS = EXAMPLE_RECURSIVE = IMAGE_PATH = INPUT_FILTER = FILTER_PATTERNS = FILTER_SOURCE_FILES = #--------------------------------------------------------------------------- # configuration options related to source browsing #--------------------------------------------------------------------------- SOURCE_BROWSER = NO INLINE_SOURCES = NO STRIP_CODE_COMMENTS = YES REFERENCED_BY_RELATION = YES REFERENCES_RELATION = YES USE_HTAGS = NO VERBATIM_HEADERS = NO #--------------------------------------------------------------------------- # configuration options related to the alphabetical class index #--------------------------------------------------------------------------- ALPHABETICAL_INDEX = NO COLS_IN_ALPHA_INDEX = 5 IGNORE_PREFIX = #--------------------------------------------------------------------------- # configuration options related to the HTML output #--------------------------------------------------------------------------- GENERATE_HTML = YES HTML_OUTPUT = html/auto HTML_FILE_EXTENSION = .html HTML_HEADER = qla_header.subdir.html HTML_FOOTER = qla_footer.subdir.html HTML_STYLESHEET = style.css HTML_ALIGN_MEMBERS = YES GENERATE_HTMLHELP = YES CHM_FILE = quantlibaddin.chm HHC_LOCATION = hhc.exe GENERATE_CHI = NO BINARY_TOC = NO TOC_EXPAND = NO DISABLE_INDEX = YES ENUM_VALUES_PER_LINE = 4 GENERATE_TREEVIEW = NO TREEVIEW_WIDTH = 250 #--------------------------------------------------------------------------- # configuration options related to the LaTeX output #--------------------------------------------------------------------------- GENERATE_LATEX = NO LATEX_OUTPUT = latex LATEX_CMD_NAME = latex MAKEINDEX_CMD_NAME = makeindex COMPACT_LATEX = NO PAPER_TYPE = a4wide EXTRA_PACKAGES = LATEX_HEADER = PDF_HYPERLINKS = NO USE_PDFLATEX = NO LATEX_BATCHMODE = NO LATEX_HIDE_INDICES = NO #--------------------------------------------------------------------------- # configuration options related to the RTF output #--------------------------------------------------------------------------- GENERATE_RTF = NO RTF_OUTPUT = rtf COMPACT_RTF = NO RTF_HYPERLINKS = NO RTF_STYLESHEET_FILE = RTF_EXTENSIONS_FILE = #--------------------------------------------------------------------------- # configuration options related to the man page output #--------------------------------------------------------------------------- GENERATE_MAN = NO MAN_OUTPUT = man MAN_EXTENSION = .3 MAN_LINKS = NO #--------------------------------------------------------------------------- # configuration options related to the XML output #--------------------------------------------------------------------------- GENERATE_XML = NO XML_OUTPUT = xml XML_SCHEMA = XML_DTD = XML_PROGRAMLISTING = YES #--------------------------------------------------------------------------- # configuration options for the AutoGen Definitions output #--------------------------------------------------------------------------- GENERATE_AUTOGEN_DEF = NO #--------------------------------------------------------------------------- # configuration options related to the Perl module output #--------------------------------------------------------------------------- GENERATE_PERLMOD = NO PERLMOD_LATEX = NO PERLMOD_PRETTY = YES PERLMOD_MAKEVAR_PREFIX = #--------------------------------------------------------------------------- # Configuration options related to the preprocessor #--------------------------------------------------------------------------- ENABLE_PREPROCESSING = YES MACRO_EXPANSION = NO EXPAND_ONLY_PREDEF = NO SEARCH_INCLUDES = YES INCLUDE_PATH = INCLUDE_FILE_PATTERNS = PREDEFINED = EXPAND_AS_DEFINED = SKIP_FUNCTION_MACROS = YES #--------------------------------------------------------------------------- # Configuration::additions related to external references #--------------------------------------------------------------------------- TAGFILES = GENERATE_TAGFILE = ALLEXTERNALS = NO EXTERNAL_GROUPS = YES PERL_PATH = /usr/bin/perl #--------------------------------------------------------------------------- # Configuration options related to the dot tool #--------------------------------------------------------------------------- CLASS_DIAGRAMS = YES HIDE_UNDOC_RELATIONS = NO HAVE_DOT = NO CLASS_GRAPH = YES COLLABORATION_GRAPH = NO GROUP_GRAPHS = NO UML_LOOK = NO TEMPLATE_RELATIONS = NO INCLUDE_GRAPH = YES INCLUDED_BY_GRAPH = NO CALL_GRAPH = NO GRAPHICAL_HIERARCHY = YES DIRECTORY_GRAPH = NO DOT_IMAGE_FORMAT = png DOT_PATH = DOTFILE_DIRS = MAX_DOT_GRAPH_WIDTH = 1024 MAX_DOT_GRAPH_HEIGHT = 1024 MAX_DOT_GRAPH_DEPTH = 0 DOT_TRANSPARENT = NO DOT_MULTI_TARGETS = NO GENERATE_LEGEND = YES DOT_CLEANUP = YES #--------------------------------------------------------------------------- # Configuration::additions related to the search engine #--------------------------------------------------------------------------- SEARCHENGINE = NO --- srcgen_footer.html DELETED --- Index: qla_headeronline.html =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_headeronline.html,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** qla_headeronline.html 19 May 2006 16:56:16 -0000 1.1 --- qla_headeronline.html 29 Jul 2006 15:41:52 -0000 1.2 *************** *** 54,77 **** <tr><td><img src="images/transp.gif" width="1" height="5"></td> <tr><td><a class="menuheader" href="functional.html">Functional<br>Documentation</a></td></tr> ! <tr><td><a class="menu" href="all.html">Functions</a></td></tr> ! <tr><td><a class="menu" href="categories.html">Categories</a></td></tr> ! <tr><td><a class="menu" href="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="annotated.html">Class List</a></td></tr> ! <tr><td><a class="menu" href="inherits.html">Class Hierarchy</a></td></tr> ! <tr><td><a class="menu" href="functions.html">Class Members</a></td></tr> ! <tr><td><a class="menu" href="files.html">File List</a></td></tr> ! <tr><td><a class="menu" href="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><a class="menu" href="srcgen/annotated.html">Class List</a></td></tr> ! <tr><td><a class="menu" href="srcgen/inherits.html">Class Hierarchy</a></td></tr> ! <tr><td><a class="menu" href="srcgen/functions.html">Class Members</a></td></tr> ! <tr><td><a class="menu" href="srcgen/files.html">File List</a></td></tr> <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr> </table> </td> --- 54,86 ---- <tr><td><img src="images/transp.gif" width="1" height="5"></td> <tr><td><a class="menuheader" href="functional.html">Functional<br>Documentation</a></td></tr> ! <tr><td><a class="menu" href="auto/all.html">Functions</a></td></tr> ! <tr><td><a class="menu" href="auto/categories.html">Categories</a></td></tr> ! <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr> <tr><td><a class="menu" href="calc.html">Calc</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> ! <tr><td><a class="menu" href="qlo/annotated.html">Class List</a></td></tr> ! <!--tr><td><a class="menu" href="inherits.html">Class Hierarchy</a></td></tr--> ! <tr><td class="menunolink">Class Hierarchy</td></tr> ! <tr><td><a class="menu" href="qlo/functions.html">Class Members</a></td></tr> ! <tr><td><a class="menu" href="qlo/files.html">File List</a></td></tr> ! <tr><td><a class="menu" href="qlo/examples.html">Examples</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr> + <!-- <tr><td><a class="menuheader" href="srcgen.html">Source<br>Generation</a></td></tr> ! <tr><td class="menunolink">Class List</td></tr> ! <tr><td class="menunolink">Class Hierarchy</td></tr> ! <tr><td class="menunolink">Class Members</td></tr> ! <tr><td class="menunolink">File List</td></tr> <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr> + --> + <tr><td><a class="menuheader" href="build_tutorial.html">Build<br>Tutorial</a></td></tr> + <tr><td><a class="menu" href="build_vc.html">Visual Studio</a></td></tr> + <tr><td><a class="menu" href="build_sourceforge_anonymous.html">Anonymous</a></td></tr> + <tr><td><a class="menu" href="build_sourceforge_developer.html">Developer</a></td></tr> + <tr><td><a class="menu" href="build_quantlib.html">QuantLib</a></td></tr> + <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> </table> </td> *************** *** 80,84 **** <table class="layout" cellpadding=0 cellspacing=0 width=100%> ! <tr><td align=center><a href="http://sourceforge.net"><img src="http://sourceforge.net/sflogo.php?group_id=12740" width="88" height="31" border="0" alt="SourceForge Logo"></a></td></tr> </table> --- 89,93 ---- <table class="layout" cellpadding=0 cellspacing=0 width=100%> ! <tr><td align=center><a href="http://sourceforge.net"><img src="http://sourceforge.net/sflogo.php?group_id=12740" alt="SourceForge Logo" border="0" width="88" height="31"></a></td></tr> </table> --- srcgen.doxy DELETED --- --- NEW FILE: qladdin.root.doxy --- ## Doxyfile 1.4.6 ##--------------------------------------------------------------------------- ## Project related configuration options ##--------------------------------------------------------------------------- PROJECT_NAME = QuantLibAddin PROJECT_NUMBER = qla_version OUTPUT_DIRECTORY = CREATE_SUBDIRS = NO OUTPUT_LANGUAGE = English USE_WINDOWS_ENCODING = NO BRIEF_MEMBER_DESC = YES REPEAT_BRIEF = YES ABBREVIATE_BRIEF = ALWAYS_DETAILED_SEC = NO INLINE_INHERITED_MEMB = YES FULL_PATH_NAMES = YES STRIP_FROM_PATH = qla_basepath STRIP_FROM_INC_PATH = qla_basepath SHORT_NAMES = NO JAVADOC_AUTOBRIEF = NO MULTILINE_CPP_IS_BRIEF = NO DETAILS_AT_TOP = NO INHERIT_DOCS = YES SEPARATE_MEMBER_PAGES = NO TAB_SIZE = 8 ALIASES = OPTIMIZE_OUTPUT_FOR_C = NO OPTIMIZE_OUTPUT_JAVA = NO DISTRIBUTE_GROUP_DOC = NO SUBGROUPING = YES #--------------------------------------------------------------------------- # Build related configuration options #--------------------------------------------------------------------------- EXTRACT_ALL = YES EXTRACT_PRIVATE = YES EXTRACT_STATIC = YES EXTRACT_LOCAL_CLASSES = YES EXTRACT_LOCAL_METHODS = NO HIDE_UNDOC_MEMBERS = NO HIDE_UNDOC_CLASSES = NO HIDE_FRIEND_COMPOUNDS = NO HIDE_IN_BODY_DOCS = NO INTERNAL_DOCS = NO CASE_SENSE_NAMES = NO HIDE_SCOPE_NAMES = NO SHOW_INCLUDE_FILES = YES INLINE_INFO = YES SORT_MEMBER_DOCS = YES SORT_BRIEF_DOCS = NO SORT_BY_SCOPE_NAME = NO GENERATE_TODOLIST = YES GENERATE_TESTLIST = YES GENERATE_BUGLIST = YES GENERATE_DEPRECATEDLIST= YES ENABLED_SECTIONS = MAX_INITIALIZER_LINES = 30 SHOW_USED_FILES = YES SHOW_DIRECTORIES = YES FILE_VERSION_FILTER = #--------------------------------------------------------------------------- # configuration options related to warning and progress messages #--------------------------------------------------------------------------- QUIET = YES WARNINGS = YES WARN_IF_UNDOCUMENTED = YES WARN_IF_DOC_ERROR = YES WARN_NO_PARAMDOC = NO WARN_FORMAT = "$file:$line: $text" WARN_LOGFILE = doxywarnings.txt #--------------------------------------------------------------------------- # configuration options related to the input files #--------------------------------------------------------------------------- INPUT = ./pages FILE_PATTERNS = *.docs RECURSIVE = EXCLUDE = examples.docs EXCLUDE_SYMLINKS = EXCLUDE_PATTERNS = EXAMPLE_PATH = EXAMPLE_PATTERNS = EXAMPLE_RECURSIVE = IMAGE_PATH = INPUT_FILTER = FILTER_PATTERNS = FILTER_SOURCE_FILES = #--------------------------------------------------------------------------- # configuration options related to source browsing #--------------------------------------------------------------------------- SOURCE_BROWSER = NO INLINE_SOURCES = NO STRIP_CODE_COMMENTS = YES REFERENCED_BY_RELATION = YES REFERENCES_RELATION = YES USE_HTAGS = NO VERBATIM_HEADERS = NO #--------------------------------------------------------------------------- # configuration options related to the alphabetical class index #--------------------------------------------------------------------------- ALPHABETICAL_INDEX = NO COLS_IN_ALPHA_INDEX = 5 IGNORE_PREFIX = #--------------------------------------------------------------------------- # configuration options related to the HTML output #--------------------------------------------------------------------------- GENERATE_HTML = YES HTML_OUTPUT = html HTML_FILE_EXTENSION = .html HTML_HEADER = qla_header.html HTML_FOOTER = qla_footer.html HTML_STYLESHEET = style.css HTML_ALIGN_MEMBERS = YES GENERATE_HTMLHELP = YES CHM_FILE = quantlibaddin.chm HHC_LOCATION = hhc.exe GENERATE_CHI = NO BINARY_TOC = NO TOC_EXPAND = NO DISABLE_INDEX = YES ENUM_VALUES_PER_LINE = 4 GENERATE_TREEVIEW = NO TREEVIEW_WIDTH = 250 #--------------------------------------------------------------------------- # configuration options related to the LaTeX output #--------------------------------------------------------------------------- GENERATE_LATEX = NO LATEX_OUTPUT = latex LATEX_CMD_NAME = latex MAKEINDEX_CMD_NAME = makeindex COMPACT_LATEX = NO PAPER_TYPE = a4wide EXTRA_PACKAGES = LATEX_HEADER = PDF_HYPERLINKS = NO USE_PDFLATEX = NO LATEX_BATCHMODE = NO LATEX_HIDE_INDICES = NO #--------------------------------------------------------------------------- # configuration options related to the RTF output #--------------------------------------------------------------------------- GENERATE_RTF = NO RTF_OUTPUT = rtf COMPACT_RTF = NO RTF_HYPERLINKS = NO RTF_STYLESHEET_FILE = RTF_EXTENSIONS_FILE = #--------------------------------------------------------------------------- # configuration options related to the man page output #--------------------------------------------------------------------------- GENERATE_MAN = NO MAN_OUTPUT = man MAN_EXTENSION = .3 MAN_LINKS = NO #--------------------------------------------------------------------------- # configuration options related to the XML output #--------------------------------------------------------------------------- GENERATE_XML = NO XML_OUTPUT = xml XML_SCHEMA = XML_DTD = XML_PROGRAMLISTING = YES #--------------------------------------------------------------------------- # configuration options for the AutoGen Definitions output #--------------------------------------------------------------------------- GENERATE_AUTOGEN_DEF = NO #--------------------------------------------------------------------------- # configuration options related to the Perl module output #--------------------------------------------------------------------------- GENERATE_PERLMOD = NO PERLMOD_LATEX = NO PERLMOD_PRETTY = YES PERLMOD_MAKEVAR_PREFIX = #--------------------------------------------------------------------------- # Configuration options related to the preprocessor #--------------------------------------------------------------------------- ENABLE_PREPROCESSING = YES MACRO_EXPANSION = NO EXPAND_ONLY_PREDEF = NO SEARCH_INCLUDES = YES INCLUDE_PATH = INCLUDE_FILE_PATTERNS = PREDEFINED = EXPAND_AS_DEFINED = SKIP_FUNCTION_MACROS = YES #--------------------------------------------------------------------------- # Configuration::additions related to external references #--------------------------------------------------------------------------- TAGFILES = GENERATE_TAGFILE = ALLEXTERNALS = NO EXTERNAL_GROUPS = YES PERL_PATH = /usr/bin/perl #--------------------------------------------------------------------------- # Configuration options related to the dot tool #--------------------------------------------------------------------------- CLASS_DIAGRAMS = YES HIDE_UNDOC_RELATIONS = NO HAVE_DOT = NO CLASS_GRAPH = YES COLLABORATION_GRAPH = NO GROUP_GRAPHS = NO UML_LOOK = NO TEMPLATE_RELATIONS = NO INCLUDE_GRAPH = YES INCLUDED_BY_GRAPH = NO CALL_GRAPH = NO GRAPHICAL_HIERARCHY = YES DIRECTORY_GRAPH = NO DOT_IMAGE_FORMAT = png DOT_PATH = DOTFILE_DIRS = MAX_DOT_GRAPH_WIDTH = 1024 MAX_DOT_GRAPH_HEIGHT = 1024 MAX_DOT_GRAPH_DEPTH = 0 DOT_TRANSPARENT = NO DOT_MULTI_TARGETS = NO GENERATE_LEGEND = YES DOT_CLEANUP = YES #--------------------------------------------------------------------------- # Configuration::additions related to the search engine #--------------------------------------------------------------------------- SEARCHENGINE = NO --- qladdin.vc.qlo.doxy DELETED --- Index: Makefile.vc =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/Makefile.vc,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** Makefile.vc 28 Jun 2006 13:27:10 -0000 1.2 --- Makefile.vc 29 Jul 2006 15:41:52 -0000 1.3 *************** *** 6,12 **** BUILDFLAG=$(BUILD_DIR)\buildflag DOXYGEN=doxygen.exe ! DOXY_CONFIG_AUTO=qladdin.vc.auto.doxy ! DOXY_CONFIG_QLO=qladdin.vc.qlo.doxy ! DOXY_CONFIG_ROOT=qladdin.vc.root.doxy ALL : $(BUILDFLAG) --- 6,12 ---- BUILDFLAG=$(BUILD_DIR)\buildflag DOXYGEN=doxygen.exe ! DOXY_CONFIG_AUTO=qladdin.auto.doxy ! DOXY_CONFIG_QLO=qladdin.qlo.doxy ! DOXY_CONFIG_ROOT=qladdin.root.doxy ALL : $(BUILDFLAG) Index: docs-QuantLibAddin.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/docs-QuantLibAddin.vcproj,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** docs-QuantLibAddin.vcproj 24 Jul 2006 08:53:37 -0000 1.6 --- docs-QuantLibAddin.vcproj 29 Jul 2006 15:41:52 -0000 1.7 *************** *** 188,195 **** </File> <File ! RelativePath="..\..\QuantLibXL\Docs\quantlibxl.vc.auto.doxy"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\quantlibxl.vc.root.doxy"> </File> <File --- 188,198 ---- </File> <File ! RelativePath="..\..\QuantLibXL\Docs\quantlibxl.auto.doxy"> </File> <File ! RelativePath="..\..\QuantLibXL\Docs\quantlibxl.root.doxy"> ! </File> ! <File ! RelativePath="..\..\QuantLibXL\Docs\quantlibxl.qlo.doxy"> </File> <File --- qladdin.doxy DELETED --- --- NEW FILE: qladdin.qlo.doxy --- ## Doxyfile 1.4.6 ##--------------------------------------------------------------------------- ## Project related configuration options ##--------------------------------------------------------------------------- PROJECT_NAME = QuantLibAddin PROJECT_NUMBER = qla_version OUTPUT_DIRECTORY = CREATE_SUBDIRS = NO OUTPUT_LANGUAGE = English USE_WINDOWS_ENCODING = NO BRIEF_MEMBER_DESC = YES REPEAT_BRIEF = YES ABBREVIATE_BRIEF = ALWAYS_DETAILED_SEC = NO INLINE_INHERITED_MEMB = YES FULL_PATH_NAMES = YES STRIP_FROM_PATH = qla_basepath STRIP_FROM_INC_PATH = qla_basepath SHORT_NAMES = NO JAVADOC_AUTOBRIEF = NO MULTILINE_CPP_IS_BRIEF = NO DETAILS_AT_TOP = NO INHERIT_DOCS = YES SEPARATE_MEMBER_PAGES = NO TAB_SIZE = 8 ALIASES = OPTIMIZE_OUTPUT_FOR_C = NO OPTIMIZE_OUTPUT_JAVA = NO DISTRIBUTE_GROUP_DOC = NO SUBGROUPING = YES #--------------------------------------------------------------------------- # Build related configuration options #--------------------------------------------------------------------------- EXTRACT_ALL = YES EXTRACT_PRIVATE = YES EXTRACT_STATIC = YES EXTRACT_LOCAL_CLASSES = YES EXTRACT_LOCAL_METHODS = NO HIDE_UNDOC_MEMBERS = NO HIDE_UNDOC_CLASSES = NO HIDE_FRIEND_COMPOUNDS = NO HIDE_IN_BODY_DOCS = NO INTERNAL_DOCS = NO CASE_SENSE_NAMES = NO HIDE_SCOPE_NAMES = NO SHOW_INCLUDE_FILES = YES INLINE_INFO = YES SORT_MEMBER_DOCS = YES SORT_BRIEF_DOCS = NO SORT_BY_SCOPE_NAME = NO GENERATE_TODOLIST = YES GENERATE_TESTLIST = YES GENERATE_BUGLIST = YES GENERATE_DEPRECATEDLIST= YES ENABLED_SECTIONS = MAX_INITIALIZER_LINES = 30 SHOW_USED_FILES = YES SHOW_DIRECTORIES = YES FILE_VERSION_FILTER = #--------------------------------------------------------------------------- # configuration options related to warning and progress messages #--------------------------------------------------------------------------- QUIET = YES WARNINGS = YES WARN_IF_UNDOCUMENTED = YES WARN_IF_DOC_ERROR = YES WARN_NO_PARAMDOC = NO WARN_FORMAT = "$file:$line: $text" WARN_LOGFILE = doxywarnings.txt #--------------------------------------------------------------------------- # configuration options related to the input files #--------------------------------------------------------------------------- INPUT = ../qlo ./pages FILE_PATTERNS = *.hpp examples.docs RECURSIVE = YES EXCLUDE = EXCLUDE_SYMLINKS = EXCLUDE_PATTERNS = EXAMPLE_PATH = ../Clients/C++ EXAMPLE_PATTERNS = *.cpp EXAMPLE_RECURSIVE = IMAGE_PATH = INPUT_FILTER = FILTER_PATTERNS = FILTER_SOURCE_FILES = #--------------------------------------------------------------------------- # configuration options related to source browsing #--------------------------------------------------------------------------- SOURCE_BROWSER = NO INLINE_SOURCES = NO STRIP_CODE_COMMENTS = YES REFERENCED_BY_RELATION = YES REFERENCES_RELATION = YES USE_HTAGS = NO VERBATIM_HEADERS = NO #--------------------------------------------------------------------------- # configuration options related to the alphabetical class index #--------------------------------------------------------------------------- ALPHABETICAL_INDEX = NO COLS_IN_ALPHA_INDEX = 5 IGNORE_PREFIX = #--------------------------------------------------------------------------- # configuration options related to the HTML output #--------------------------------------------------------------------------- GENERATE_HTML = YES HTML_OUTPUT = html/qlo HTML_FILE_EXTENSION = .html HTML_HEADER = qla_header.subdir.html HTML_FOOTER = qla_footer.subdir.html HTML_STYLESHEET = style.css HTML_ALIGN_MEMBERS = YES GENERATE_HTMLHELP = YES CHM_FILE = quantlibaddin.chm HHC_LOCATION = hhc.exe GENERATE_CHI = NO BINARY_TOC = NO TOC_EXPAND = NO DISABLE_INDEX = YES ENUM_VALUES_PER_LINE = 4 GENERATE_TREEVIEW = NO TREEVIEW_WIDTH = 250 #--------------------------------------------------------------------------- # configuration options related to the LaTeX output #--------------------------------------------------------------------------- GENERATE_LATEX = NO LATEX_OUTPUT = latex LATEX_CMD_NAME = latex MAKEINDEX_CMD_NAME = makeindex COMPACT_LATEX = NO PAPER_TYPE = a4wide EXTRA_PACKAGES = LATEX_HEADER = PDF_HYPERLINKS = NO USE_PDFLATEX = NO LATEX_BATCHMODE = NO LATEX_HIDE_INDICES = NO #--------------------------------------------------------------------------- # configuration options related to the RTF output #--------------------------------------------------------------------------- GENERATE_RTF = NO RTF_OUTPUT = rtf COMPACT_RTF = NO RTF_HYPERLINKS = NO RTF_STYLESHEET_FILE = RTF_EXTENSIONS_FILE = #--------------------------------------------------------------------------- # configuration options related to the man page output #--------------------------------------------------------------------------- GENERATE_MAN = NO MAN_OUTPUT = man MAN_EXTENSION = .3 MAN_LINKS = NO #--------------------------------------------------------------------------- # configuration options related to the XML output #--------------------------------------------------------------------------- GENERATE_XML = NO XML_OUTPUT = xml XML_SCHEMA = XML_DTD = XML_PROGRAMLISTING = YES #--------------------------------------------------------------------------- # configuration options for the AutoGen Definitions output #--------------------------------------------------------------------------- GENERATE_AUTOGEN_DEF = NO #--------------------------------------------------------------------------- # configuration options related to the Perl module output #--------------------------------------------------------------------------- GENERATE_PERLMOD = NO PERLMOD_LATEX = NO PERLMOD_PRETTY = YES PERLMOD_MAKEVAR_PREFIX = #--------------------------------------------------------------------------- # Configuration options related to the preprocessor #--------------------------------------------------------------------------- ENABLE_PREPROCESSING = YES MACRO_EXPANSION = NO EXPAND_ONLY_PREDEF = NO SEARCH_INCLUDES = YES INCLUDE_PATH = INCLUDE_FILE_PATTERNS = PREDEFINED = EXPAND_AS_DEFINED = SKIP_FUNCTION_MACROS = YES #--------------------------------------------------------------------------- # Configuration::additions related to external references #--------------------------------------------------------------------------- TAGFILES = GENERATE_TAGFILE = ALLEXTERNALS = NO EXTERNAL_GROUPS = YES PERL_PATH = /usr/bin/perl #--------------------------------------------------------------------------- # Configuration options related to the dot tool #--------------------------------------------------------------------------- CLASS_DIAGRAMS = YES HIDE_UNDOC_RELATIONS = NO HAVE_DOT = NO CLASS_GRAPH = YES COLLABORATION_GRAPH = NO GROUP_GRAPHS = NO UML_LOOK = NO TEMPLATE_RELATIONS = NO INCLUDE_GRAPH = YES INCLUDED_BY_GRAPH = NO CALL_GRAPH = NO GRAPHICAL_HIERARCHY = YES DIRECTORY_GRAPH = NO DOT_IMAGE_FORMAT = png DOT_PATH = DOTFILE_DIRS = MAX_DOT_GRAPH_WIDTH = 1024 MAX_DOT_GRAPH_HEIGHT = 1024 MAX_DOT_GRAPH_DEPTH = 0 DOT_TRANSPARENT = NO DOT_MULTI_TARGETS = NO GENERATE_LEGEND = YES DOT_CLEANUP = YES #--------------------------------------------------------------------------- # Configuration::additions related to the search engine #--------------------------------------------------------------------------- SEARCHENGINE = NO --- NEW FILE: qla_headeronline.subdir.html --- <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN"> <html> <head> <meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1"> <meta name="robots" content="none"> <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> <table class="layout" cellpadding=0 cellspacing=0 height=100%> <tr valign="top"> <td background="../images/menu_middle.jpg"> <table class="layout" cellpadding=0 cellspacing=0> <tr> <td colspan="3"><img src="../images/menu_0.jpg" alt="menu" border="0" width="185" height="25"></td> </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> <td colspan="3"><img src="../images/menu_2.jpg" alt="menu" border="0" width="185" height="12"></td> </tr> <tr> <td><img src="../images/menu_3_0.jpg" alt="menu" border="0" width="25" height="65"></td> <td align=center><a class="menugraphic" href="../index.html"><img src="../images/logo_qla.jpg" alt="QuantLibAddin Logo" border="0" width="125" height="65"></a></td> <td><img src="../images/menu_3_2.jpg" alt="menu" border="0" width="35" height="65"></td> </tr> </table> <center> <table class="layout" cellpadding=0 cellspacing=0 width=100%> <tr><td align="center" class="version">version 0.3.13</td></tr> </table> </center> <table class="layout" cellpadding=0 cellspacing=0> <tr><td><img src="../images/transp.gif" width="25" height="1"></td> <td> <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="../installation.html">Installation</a></td></tr> <tr><td><a class="menu" href="../design.html">Design</a></td></tr> <tr><td><a class="menu" href="../history.html">History</a></td></tr> <tr><td><a class="menu" href="../license.html">License</a></td></tr> <tr><td><a class="menu" href="../people.html">People</a></td></tr> <tr><td><a class="menu" href="../faq.html">FAQ</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> <tr><td><a class="menuheader" href="../functional.html">Functional<br>Documentation</a></td></tr> <tr><td><a class="menu" href="../auto/all.html">Functions</a></td></tr> <tr><td><a class="menu" href="../auto/categories.html">Categories</a></td></tr> <tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr> <tr><td><a class="menu" href="../evaluationdate.html">Evaluation Date</a></td></tr> <tr><td><a class="menu" href="../calc.html">Calc</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="5"></td> <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr> <tr><td><a class="menu" href="../qlo/annotated.html">Class List</a></td></tr> <!--tr><td><a class="menu" href="inherits.html">Class Hierarchy</a></td></tr--> <tr><td class="menunolink">Class Hierarchy</td></tr> <tr><td><a class="menu" href="../qlo/functions.html">Class Members</a></td></tr> <tr><td><a class="menu" href="../qlo/files.html">File List</a></td></tr> <tr><td><a class="menu" href="../qlo/examples.html">Examples</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> <!-- <tr><td><a class="menuheader" href="srcgen.html">Source<br>Generation</a></td></tr> <tr><td class="menunolink">Class List</td></tr> <tr><td class="menunolink">Class Hierarchy</td></tr> <tr><td class="menunolink">Class Members</td></tr> <tr><td class="menunolink">File List</td></tr> <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> --> <tr><td><a class="menuheader" href="../build_tutorial.html">Build<br>Tutorial</a></td></tr> <tr><td><a class="menu" href="../build_vc.html">Visual Studio</a></td></tr> <tr><td><a class="menu" href="../build_sourceforge_anonymous.html">Anonymous</a></td></tr> <tr><td><a class="menu" href="../build_sourceforge_developer.html">Developer</a></td></tr> <tr><td><a class="menu" href="../build_quantlib.html">QuantLib</a></td></tr> <tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr> </table> </td> </tr> </table> <table class="layout" cellpadding=0 cellspacing=0 width=100%> <tr><td align=center><a href="http://sourceforge.net"><img src="http://sourceforge.net/sflogo.php?group_id=12740" alt="SourceForge Logo" border="0" width="88" height="31"></a></td></tr> </table> </td> <td width=100%> <!-- begin Doxygen-generated content --> Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/Makefile.am,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** Makefile.am 19 May 2006 16:56:16 -0000 1.1 --- Makefile.am 29 Jul 2006 15:41:52 -0000 1.2 *************** *** 1,25 **** EXTRA_DIST = \ ! qladdin.doxy \ qla_footer.html \ qla_header.html \ qla_headeronline.html \ QuantLibAddin-docs.hhp \ - srcgen.doxy \ - srcgen_footer.html \ - srcgen_header.html \ - srcgen_headeronline.html \ style.css ! QLA_CONFIG := qladdin.doxy ! QLA_CUSTOM := style.css \ ! qla_footer.html qla_header.html qla_headeronline.html ! QLA_INPUT := $(shell find ${top_srcdir}/qla -name *.hpp) \ ! $(wildcard pages/*.docs) ! ! SRCGEN_CONFIG := srcgen.doxy ! SRCGEN_CUSTOM := style.css \ ! srcgen_footer.html srcgen_header.html srcgen_headeronline.html ! SRCGEN_INPUT := $(wildcard ../srcgen/*.py) %.gz: % --- 1,25 ---- EXTRA_DIST = \ ! docs-QuantLibAddin_vc8.vcproj \ ! docs-QuantLibAddin.vcproj \ ! Makefile.vc \ ! qladdin.auto.doxy \ ! qladdin.qlo.doxy \ ! qladdin.root.doxy \ qla_footer.html \ + qla_footer.subdir.html \ qla_header.html \ qla_headeronline.html \ + qla_header.subdir.html \ + qla_headeronline.subdir.html \ QuantLibAddin-docs.hhp \ style.css ! QLA_CONFIG := qladdin.qlo.doxy ! QLA_CUSTOM := style.css qla_footer.html qla_footer.subdir.html \ ! qla_header.html qla_headeronline.html qla_headeronline.subdir.html ! QLA_INPUT := $(shell find ${top_srcdir}/qlo -name *.hpp) \ ! $(wildcard pages/*.docs) \ ! $(wildcard auto.pages/*.docs) %.gz: % *************** *** 30,35 **** rm $< ! .PHONY: docs-all docs-html docs-online docs-clean ! .PHONY: docs-qla docs-srcgen docs-qla-online docs-srcgen-online .PHONY: docs-dist docs-html-dist --- 30,36 ---- rm $< ! .PHONY: docs-all docs-html docs-clean ! .PHONY: docs-auto docs-qlo docs-root ! .PHONY: docs-auto-online docs-qlo-online docs-root-online .PHONY: docs-dist docs-html-dist *************** *** 45,49 **** docs-html: .time-stamp-html ! .time-stamp-html: .time-stamp-qla .time-stamp-srcgen mkdir -p html/images cp images/*.gif html/images --- 46,50 ---- docs-html: .time-stamp-html ! .time-stamp-html: .time-stamp-auto .time-stamp-qlo .time-stamp-root mkdir -p html/images cp images/*.gif html/images *************** *** 53,56 **** --- 54,66 ---- touch .time-stamp-html + docs-online: .time-stamp-html-online + .time-stamp-html-online: .time-stamp-auto-online .time-stamp-qlo-online .time-stamp-root-online + mkdir -p html-online/images + cp images/*.gif html-online/images + cp images/*.ico html-online/images + cp images/*.jpg html-online/images + cp images/*.png html-online/images + touch .time-stamp-html-online + docs-html-dist: docs-html ln -s html QuantLibAddin-docs-$(VERSION)-html *************** *** 58,95 **** rm QuantLibAddin-docs-$(VERSION)-html ! docs-qla-online: .time-stamp-qla-online ! .time-stamp-qla-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) mkdir -p html-online ! $(SED) -e "s/qla_header/qla_headeronline/" \ ! -e "s/GENERATE_HTML = NO/GENERATE_HTML = YES/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.doxy > .qladdin.doxy ! $(DOXYGEN) .qladdin.doxy ! rm .qladdin.doxy ! touch .time-stamp-qla-online ! docs-srcgen-online: .time-stamp-srcgen-online ! .time-stamp-srcgen-online: $(SRCGEN_CONFIG) $(SRCGEN_CUSTOM) $(SRCGEN_INPUT) ! mkdir -p html-online/srcgen ! $(SED) -e "s/qla_header/qla_headeronline/" \ ! -e "s/GENERATE_HTML = NO/GENERATE_HTML = YES/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! srcgen.doxy > .srcgen.doxy ! $(DOXYGEN) .srcgen.doxy ! rm .srcgen.doxy ! touch .time-stamp-srcgen-online ! docs-online: .time-stamp-online ! .time-stamp-online: docs-qla-online docs-srcgen-online ! mkdir -p html-online/images ! cp images/*.gif html-online/images ! cp images/*.ico html-online/images ! cp images/*.jpg html-online/images ! cp images/*.png html-online/images ! touch .time-stamp-online docs-clean: --- 68,145 ---- rm QuantLibAddin-docs-$(VERSION)-html ! docs-auto: .time-stamp-auto ! .time-stamp-auto: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) ! mkdir -p html ! $(SED) -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.auto.doxy > .qladdin.auto.doxy ! $(DOXYGEN) .qladdin.auto.doxy ! rm .qladdin.auto.doxy ! touch .time-stamp-auto ! ! docs-qlo: .time-stamp-qlo ! .time-stamp-qlo: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) ! mkdir -p html ! $(SED) -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.qlo.doxy > .qladdin.qlo.doxy ! $(DOXYGEN) .qladdin.qlo.doxy ! rm .qladdin.qlo.doxy ! touch .time-stamp-qlo ! ! docs-root: .time-stamp-root ! .time-stamp-root: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) ! mkdir -p html ! $(SED) -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.root.doxy > .qladdin.root.doxy ! $(DOXYGEN) .qladdin.root.doxy ! rm .qladdin.root.doxy ! touch .time-stamp-root ! ! docs-auto-online: .time-stamp-auto-online ! .time-stamp-auto-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) mkdir -p html-online ! $(SED) -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.auto.doxy > .qladdin.auto.doxy ! $(DOXYGEN) .qladdin.auto.doxy ! rm .qladdin.auto.doxy ! touch .time-stamp-auto-online ! docs-qlo-online: .time-stamp-qlo-online ! .time-stamp-qlo-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) ! mkdir -p html-online ! $(SED) -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.qlo.doxy > .qladdin.qlo.doxy ! $(DOXYGEN) .qladdin.qlo.doxy ! rm .qladdin.qlo.doxy ! touch .time-stamp-qlo-online ! docs-root-online: .time-stamp-root-online ! .time-stamp-root-online: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) ! mkdir -p html-online ! $(SED) -e "s/HAVE_DOT = NO/HAVE_DOT = YES/" \ ! -e "s/GENERATE_HTMLHELP = YES/GENERATE_HTMLHELP = NO/" \ ! -e "s/HTML_OUTPUT = html/HTML_OUTPUT = html-online/" \ ! -e "s|qla_basepath|${BASEPATH}/|" \ ! -e "s|qla_version|$(VERSION)|" \ ! qladdin.root.doxy > .qladdin.root.doxy ! $(DOXYGEN) .qladdin.root.doxy ! rm .qladdin.root.doxy ! touch .time-stamp-root-online docs-clean: *************** *** 97,120 **** rm -f .time-stamp* - docs-qla: .time-stamp-qla - .time-stamp-qla: $(QLA_CONFIG) $(QLA_CUSTOM) $(QLA_INPUT) - mkdir -p html - $(SED) -e "s/GENERATE_HTML = NO/GENERATE_HTML = YES/" \ - -e "s|qla_basepath|${BASEPATH}/|" \ - -e "s|qla_version|$(VERSION)|" \ - qladdin.doxy > .qladdin.doxy - $(DOXYGEN) .qladdin.doxy - rm .qladdin.doxy - touch .time-stamp-qla - - docs-srcgen: .time-stamp-srcgen - .time-stamp-srcgen: $(SRCGEN_CONFIG) $(SRCGEN_CUSTOM) $(SRCGEN_INPUT) - mkdir -p html/srcgen - $(SED) -e "s/GENERATE_HTML = NO/GENERATE_HTML = YES/" \ - -e "s|qla_basepath|${BASEPATH}/|" \ - -e "s|qla_version|$(VERSION)|" \ - srcgen.doxy > .srcgen.doxy - $(DOXYGEN) .srcgen.doxy - rm .srcgen.doxy - touch .time-stamp-srcgen - --- 147,148 ---- --- qladdin.vc.root.doxy DELETED --- |
|
From: Eric E. <eri...@us...> - 2006-07-29 15:41:59
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2645 Modified Files: configure.ac Log Message: update documentation for linux Index: configure.ac =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/configure.ac,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** configure.ac 27 Jul 2006 14:06:30 -0000 1.2 --- configure.ac 29 Jul 2006 15:41:52 -0000 1.3 *************** *** 4,8 **** [QuantLibAddin]) AC_PREREQ(2.50) ! AC_CONFIG_SRCDIR([qlo/qladdin.hpp]) AC_CONFIG_AUX_DIR([config]) AC_CONFIG_HEADERS([qlo/config.hpp]) --- 4,8 ---- [QuantLibAddin]) AC_PREREQ(2.50) ! AC_CONFIG_SRCDIR([qlo/qladdindefines.hpp]) AC_CONFIG_AUX_DIR([config]) AC_CONFIG_HEADERS([qlo/config.hpp]) |
|
From: Eric E. <eri...@us...> - 2006-07-29 15:35:50
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31286/qlo Modified Files: .cvsignore Log Message: support for Calc Index: .cvsignore =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/.cvsignore,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** .cvsignore 14 Jul 2006 17:35:30 -0000 1.14 --- .cvsignore 29 Jul 2006 15:32:32 -0000 1.15 *************** *** 17,21 **** --- 17,23 ---- vo_exercise.*pp vo_forwardrateagreement.*pp + vo_generalstatistics.*pp vo_index.*pp + vo_incrementalstatistics.*pp vo_interpolation.*pp vo_mathf.*pp |
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31286/gensrc/metadata Modified Files: bonds.xml calendar.xml capfloor.xml capletvolstructure.xml couponvectors.xml date.xml daycounter.xml exercise.xml forwardrateagreement.xml generalstatistics.xml incrementalstatistics.xml index.xml instruments.xml interpolation.xml marketmodels.xml mathf.xml optimization.xml options.xml payoffs.xml prices.xml pricingengines.xml processes.xml randomsequencegenerator.xml ratehelpers.xml schedule.xml shortratemodels.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml utilities.xml vanillaswap.xml volatilities.xml Log Message: support for Calc Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** vanillaswap.xml 19 Jul 2006 16:39:46 -0000 1.12 --- vanillaswap.xml 29 Jul 2006 15:32:32 -0000 1.13 *************** *** 17,20 **** --- 17,23 ---- <Constructor name='qlVanillaSwap'> <libraryFunction>VanillaSwap</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 81,84 **** --- 84,90 ---- <description>the fair rate of a swap</description> <libraryFunction>fairRate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 93,96 **** --- 99,105 ---- <description>the fair rate of a swap</description> <libraryFunction>fairSpread</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 105,108 **** --- 114,120 ---- <description>The fixed leg cash flow analysis</description> <libraryFunction>fixedLeg</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 118,121 **** --- 130,136 ---- <description>the BPS of the fixed leg</description> <libraryFunction>fixedLegBPS</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 130,133 **** --- 145,151 ---- <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 142,145 **** --- 160,166 ---- <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> Index: incrementalstatistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/incrementalstatistics.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** incrementalstatistics.xml 28 Jul 2006 13:05:57 -0000 1.1 --- incrementalstatistics.xml 29 Jul 2006 15:32:32 -0000 1.2 *************** *** 12,15 **** --- 12,18 ---- <description>Returns the number of samples collected</description> <libraryFunction>samples</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 24,27 **** --- 27,33 ---- <description>Returns the sum of data weights</description> <libraryFunction>weightSum</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 36,39 **** --- 42,48 ---- <description>Returns the mean</description> <libraryFunction>mean</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 48,51 **** --- 57,63 ---- <description>Returns the standard deviation</description> <libraryFunction>variance</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 60,63 **** --- 72,78 ---- <description>Returns the the standard deviation</description> <libraryFunction>standardDeviation</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 72,75 **** --- 87,93 ---- <description>Returns the error estimate on the mean value</description> <libraryFunction>errorEstimate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 84,87 **** --- 102,108 ---- <description>Returns the skewness</description> <libraryFunction>skewness</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 96,99 **** --- 117,123 ---- <description>Returns the excess kurtosis</description> <libraryFunction>kurtosis</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 108,111 **** --- 132,138 ---- <description>Returns the minimum sample value</description> <libraryFunction>min</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 120,123 **** --- 147,153 ---- <description>Returns the maximum sample value</description> <libraryFunction>max</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 132,135 **** --- 162,168 ---- <description>Returns the downside variance</description> <libraryFunction>downsideVariance</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 144,147 **** --- 177,183 ---- <description>Returns the square root of the downside variance</description> <libraryFunction>downsideDeviation</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 159,162 **** --- 195,201 ---- </description> <libraryFunction>IncrementalStatistics</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 181,184 **** --- 220,226 ---- </description> <libraryFunction>IncrementalStatistics</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters></Parameters> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** ratehelpers.xml 13 Jul 2006 09:41:01 -0000 1.13 --- ratehelpers.xml 29 Jul 2006 15:32:32 -0000 1.14 *************** *** 19,22 **** --- 19,25 ---- <description>retrieve a RateHelper's earliest date</description> <libraryFunction>earliestDate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 31,34 **** --- 34,40 ---- <description>retrieve a RateHelper's latest date</description> <libraryFunction>latestDate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 43,46 **** --- 49,55 ---- <description>retrieve a RateHelper's reference quote</description> <libraryFunction>referenceQuote</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 55,58 **** --- 64,70 ---- <description>update quote of existing Rate Helper object</description> <libraryFunction>setQuote</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 72,75 **** --- 84,90 ---- <Constructor name='qlDepositRateHelper'> <libraryFunction>DepositRateHelper</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 110,113 **** --- 125,131 ---- <Constructor name='qlSwapRateHelper'> <libraryFunction>SwapRateHelper</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 159,162 **** --- 177,183 ---- <description>get convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>convexityAdjustment</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 171,174 **** --- 192,198 ---- <description>update convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>setConvexityAdjustment</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 188,191 **** --- 212,218 ---- <Constructor name='qlFuturesRateHelper'> <libraryFunction>FuturesRateHelper</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 231,234 **** --- 258,264 ---- <Procedure name='qlRateHelperSelection' dependencyTrigger='true'> <description>select rate helpers for bootstrapping</description> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: shortratemodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** shortratemodels.xml 19 Jul 2006 16:39:46 -0000 1.8 --- shortratemodels.xml 29 Jul 2006 15:32:32 -0000 1.9 *************** *** 11,14 **** --- 11,17 ---- <Constructor name='qlHullWhite'> <libraryFunction>HullWhite</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 34,37 **** --- 37,43 ---- <Constructor name='qlVasicek'> <libraryFunction>Vasicek</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: payoffs.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** payoffs.xml 11 Jul 2006 13:30:53 -0000 1.2 --- payoffs.xml 29 Jul 2006 15:32:32 -0000 1.3 *************** *** 11,14 **** --- 11,18 ---- <Constructor name='qlStrikedTypePayoff'> <libraryFunction>StrikedTypePayoff</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 34,37 **** --- 38,44 ---- <Constructor name='qlStrikedTypePayoff2'> <libraryFunction>StrikedTypePayoff</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** index.xml 28 Jul 2006 17:30:21 -0000 1.18 --- index.xml 29 Jul 2006 15:32:32 -0000 1.19 *************** *** 21,24 **** --- 21,27 ---- <description>retrive the name for the given Index object</description> <libraryFunction>name</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 33,36 **** --- 36,42 ---- <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 56,59 **** --- 62,68 ---- <description>add fixings for the given Index object</description> <libraryFunction>addFixings</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 81,84 **** --- 90,96 ---- <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> <libraryFunction>familyName</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 93,96 **** --- 105,111 ---- <description>retrieve the tenor for the given Index (e.g. 6m)</description> <libraryFunction>tenor</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 105,108 **** --- 120,126 ---- <description>retrieve the settlement days for the given Index (e.g. 2)</description> <libraryFunction>settlementDays</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 117,120 **** --- 135,141 ---- <description>retrieve the currency for the given Index (e.g. EUR)</description> <libraryFunction>currency</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 129,132 **** --- 150,156 ---- <description>retrieve the calendar for the given Index (e.g. TARGET)</description> <libraryFunction>calendar</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 141,144 **** --- 165,171 ---- <description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description> <libraryFunction>dayCounter</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 153,156 **** --- 180,186 ---- <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 173,176 **** --- 203,209 ---- <description>retrieve the frequency for the given Index (e.g. annual)</description> <libraryFunction>frequency</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 185,188 **** --- 218,224 ---- <description>returns TRUE if business day convention is of type adjusted and FALSE otherwise.</description> <libraryFunction>isAdjusted</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 197,200 **** --- 233,239 ---- <description>retrieve the business day convention for the given Index (e.g. Modified Following)</description> <libraryFunction>businessDayConvention</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 209,212 **** --- 248,254 ---- <description>retrieve the term structure for the given Index (e.g. EURYC)</description> <libraryFunction>termStructure</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 222,225 **** --- 264,270 ---- <Constructor name='qlXibor'> <libraryFunction>Xibor</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 271,274 **** --- 316,322 ---- <description>set the yield term structure which is linked to by the handle shared by all enumerated Euribor objects</description> <alias>QuantLibAddin::EuriborHandle::instance().linkEuriborHandle</alias> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 291,294 **** --- 339,345 ---- <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> <libraryFunction>fixedLegFrequency</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 303,306 **** --- 354,360 ---- <description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description> <libraryFunction>fixedLegConvention</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 315,318 **** --- 369,375 ---- <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> <libraryFunction>libor</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 332,335 **** --- 389,395 ---- <Constructor name='qlSwapIndex'> <libraryFunction>SwapIndex</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** bonds.xml 19 Jul 2006 16:39:46 -0000 1.15 --- bonds.xml 29 Jul 2006 15:32:32 -0000 1.16 *************** *** 23,26 **** --- 23,29 ---- <description>Cash flow analysis.</description> <libraryFunction>flowAnalysis</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 35,38 **** --- 38,44 ---- <description>Returns the settlement date of the bond.</description> <libraryFunction>settlementDate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 47,50 **** --- 53,59 ---- <description>Theoretical clean price: The default bond settlement is used for calculation.</description> <libraryFunction>cleanPrice</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 59,62 **** --- 68,74 ---- <description>Theoretical dirty price. The default bond settlement is used for calculation.</description> <libraryFunction>dirtyPrice</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 71,74 **** --- 83,89 ---- <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description> <libraryFunction>yield</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 89,92 **** --- 104,110 ---- <description>Clean price given a yield and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>cleanPrice</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 117,120 **** --- 135,141 ---- <description>Dirty price(s) given yield(s) and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>dirtyPrice</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 145,148 **** --- 166,172 ---- <description>Yield(s) given clean price(s) and settlement date. The default bond settlement is used if no date is given</description> <libraryFunction>yield</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 173,176 **** --- 197,203 ---- <description>Accrued amount at a given date. The default bond settlement is used if no date is given.</description> <libraryFunction>accruedAmount</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 193,196 **** --- 220,226 ---- <Constructor name='qlZeroCouponBond'> <libraryFunction>ZeroCouponBond</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 241,244 **** --- 271,277 ---- <Constructor name='qlFixedCouponBond'> <libraryFunction>FixedCouponBond</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 319,322 **** --- 352,358 ---- <Constructor name='qlFloatingCouponBond'> <libraryFunction>FloatingCouponBond</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** swap.xml 19 Jul 2006 16:39:46 -0000 1.15 --- swap.xml 29 Jul 2006 15:32:32 -0000 1.16 *************** *** 19,22 **** --- 19,25 ---- <Constructor name='qlSwap'> <libraryFunction>Swap</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 43,46 **** --- 46,52 ---- <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legAnalysis</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 61,64 **** --- 67,73 ---- <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legBPS</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 79,82 **** --- 88,94 ---- <description>the start date of the swap</description> <libraryFunction>startDate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 91,94 **** --- 103,109 ---- <description>the maturity date of the swap</description> <libraryFunction>maturity</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> Index: volatilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** volatilities.xml 11 Jul 2006 13:30:53 -0000 1.5 --- volatilities.xml 29 Jul 2006 15:32:32 -0000 1.6 *************** *** 10,13 **** --- 10,17 ---- <Constructor name='qlBlackConstantVol'> <libraryFunction>BlackConstantVol</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 33,36 **** --- 37,43 ---- <Constructor name='qlBlackVarianceSurface'> <libraryFunction>BlackVarianceSurface</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** marketmodels.xml 24 Jul 2006 10:33:26 -0000 1.15 --- marketmodels.xml 29 Jul 2006 15:32:32 -0000 1.16 *************** *** 19,22 **** --- 19,25 ---- <libraryFunction>possibleCashFlowTimes</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 32,35 **** --- 35,41 ---- <libraryFunction>numberOfProducts</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 45,48 **** --- 51,57 ---- <libraryFunction>maxNumberOfCashFlowsPerProductPerStep</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 59,62 **** --- 68,74 ---- <libraryFunction>MarketModelForwards</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 90,93 **** --- 102,108 ---- <description>rates fixing times for the EvolutionDescription object</description> <libraryFunction>rateTimes</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 102,105 **** --- 117,123 ---- <description>rates taus for the EvolutionDescription object</description> <libraryFunction>rateTaus</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 114,117 **** --- 132,138 ---- <description>evolution times for the EvolutionDescription object</description> <libraryFunction>evolutionTimes</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 126,129 **** --- 147,153 ---- <description>for each step returns a row with the effective evolution taus for each rate</description> <libraryFunction>evolutionTaus</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 138,141 **** --- 162,168 ---- <description>first alive rate at each evolution time for the EvolutionDescription object</description> <libraryFunction>firstAliveRate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 150,153 **** --- 177,183 ---- <description>numeraires for the EvolutionDescription object</description> <libraryFunction>numeraires</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 164,167 **** --- 194,200 ---- <description>number of rates for the EvolutionDescription object</description> <libraryFunction>numberOfRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 176,179 **** --- 209,215 ---- <description>number of steps for the EvolutionDescription object</description> <libraryFunction>numberOfSteps</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 188,191 **** --- 224,230 ---- <description>Set the numeraires to the EvolutionDescription object</description> <libraryFunction>setNumeraires</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 206,209 **** --- 245,251 ---- <description>Set the terminal measure to the EvolutionDescription object</description> <libraryFunction>setTerminalMeasure</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 218,221 **** --- 260,266 ---- <description>Set the money market measure to the EvolutionDescription object</description> <libraryFunction>setMoneyMarketMeasure</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 230,233 **** --- 275,281 ---- <description>Returns TRUE if the EvolutionDescription object is using terminal measure</description> <libraryFunction>isInTerminalMeasure</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 242,245 **** --- 290,296 ---- <description>Returns TRUE if the EvolutionDescription object is using money market measure</description> <libraryFunction>isInMoneyMarketMeasure</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 253,256 **** --- 304,310 ---- <Constructor name='qlEvolutionDescription'> <libraryFunction>EvolutionDescription</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 279,282 **** --- 333,339 ---- <description>initial rates for the PseudoRoot object</description> <libraryFunction>initialRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 291,294 **** --- 348,354 ---- <description>rates' displacemets for the PseudoRoot object</description> <libraryFunction>displacements</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 303,306 **** --- 363,369 ---- <description>number of rates for the PseudoRoot object</description> <libraryFunction>numberOfRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 315,318 **** --- 378,384 ---- <description>number of factors for the PseudoRoot object</description> <libraryFunction>numberOfFactors</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 327,330 **** --- 393,399 ---- <description>Returns the pseudo root for the i-th step.</description> <libraryFunction>pseudoRoot</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 346,349 **** --- 415,421 ---- <Constructor name='qlExponentialCorrelation'> <libraryFunction>ExponentialCorrelation</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 389,392 **** --- 461,467 ---- <Constructor name='qlAbcdVolatility'> <libraryFunction>AbcdVolatility</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 456,459 **** --- 531,537 ---- <libraryFunction>rateTimes</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 468,471 **** --- 546,552 ---- <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>setOnForwardRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 486,489 **** --- 567,573 ---- <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>setOnDiscountRatios</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 504,507 **** --- 588,594 ---- <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>setOnCoterminalSwapRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 522,525 **** --- 609,615 ---- <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>forwardRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 534,537 **** --- 624,630 ---- <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>discountRatios</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 546,549 **** --- 639,645 ---- <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>coterminalSwapRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 558,561 **** --- 654,660 ---- <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>forwardRate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 576,579 **** --- 675,681 ---- <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>discountRatio</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 599,602 **** --- 701,707 ---- <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>coterminalSwapRate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 616,619 **** --- 721,727 ---- <Constructor name='qlCurveState'> <libraryFunction>CurveState</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 632,635 **** --- 740,746 ---- <description>compute the drifts using the DriftCalculator object</description> <libraryFunction>compute</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 650,653 **** --- 761,767 ---- <description>Joshi's algorithm compute the drifts using the DriftCalculator object</description> <libraryFunction>computeReduced</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 672,675 **** --- 786,792 ---- <Constructor name='qlDriftCalculator'> <libraryFunction>DriftCalculator</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 708,711 **** --- 825,831 ---- <libraryFunction>MTBrownianGeneratorFactory</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 725,728 **** --- 845,851 ---- <libraryFunction>startNewPath</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 738,741 **** --- 861,867 ---- <libraryFunction>advanceStep</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 751,754 **** --- 877,883 ---- <libraryFunction>currentStep</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 765,768 **** --- 894,900 ---- <libraryFunction>ForwardRateEvolver</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 789,792 **** --- 921,927 ---- <libraryFunction>ForwardRateIpcEvolver</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 815,818 **** --- 950,956 ---- <libraryFunction>AccountingEngine</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** swaptionvolstructure.xml 27 Jul 2006 17:46:12 -0000 1.24 --- swaptionvolstructure.xml 29 Jul 2006 15:32:32 -0000 1.25 *************** *** 20,23 **** --- 20,26 ---- <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description> <libraryFunction>volatility</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 53,56 **** --- 56,62 ---- <description>Returns the latest start date for which the term structure can return vols.</description> <libraryFunction>maxStartDate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 64,68 **** <Member name='qlSwaptionVTSMaxSwapLength' libraryClass='SwaptionVolatilityStructure'> <description>Returns the largest length for which the term structure can return vols.</description> ! <libraryFunction>maxLength</libraryFunction> <ParameterList> <Parameters/> </ParameterList> --- 70,78 ---- <Member name='qlSwaptionVTSMaxSwapLength' libraryClass='SwaptionVolatilityStructure'> <description>Returns the largest length for which the term structure can return vols.</description> ! <libraryFunction>maxLength</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> ! <ParameterList> <Parameters/> </ParameterList> *************** *** 76,79 **** --- 86,92 ---- <description>Returns the minimum strike for which the term structure can return vols.</description> <libraryFunction>minStrike</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 88,91 **** --- 101,107 ---- <description>Returns the maximum strike for which the term structure can return vols.</description> <libraryFunction>maxStrike</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 101,104 **** --- 117,123 ---- <Constructor name='qlHandleSwaptionVolatilityStructure'> <libraryFunction>Handle<QuantLib::SwaptionVolatilityStructure></libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 115,118 **** --- 134,140 ---- <libraryFunction>linkTo</libraryFunction> <description>relink handle</description> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 135,138 **** --- 157,163 ---- <Constructor name='qlSwaptionVTSConstant' dependencyTrigger='true'> <libraryFunction>SwaptionConstantVolatility</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 158,161 **** --- 183,189 ---- <Constructor name='qlSwaptionVTSMatrix' dependencyTrigger='true'> <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 196,199 **** --- 224,230 ---- <Constructor name='qlSwaptionVTSMatrix2' dependencyTrigger='true'> <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 227,230 **** --- 258,264 ---- <description>Returns the underlying swap day counter.</description> <libraryFunction>dayCounter</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 239,242 **** --- 273,279 ---- <description>Returns the vector of swaption exercise dates.</description> <libraryFunction>exerciseDates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 251,254 **** --- 288,294 ---- <description>Returns the vector of underlying swap lengths.</description> <libraryFunction>lengths</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** forwardrateagreement.xml 19 Jul 2006 16:39:46 -0000 1.11 --- forwardrateagreement.xml 29 Jul 2006 15:32:32 -0000 1.12 *************** *** 12,15 **** --- 12,18 ---- <Constructor name='qlFRA'> <libraryFunction>ForwardRateAgreement</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 56,59 **** --- 59,65 ---- <description>Returns the relevant forward rate associated with the FRA term.</description> <libraryFunction>forwardRate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 68,71 **** --- 74,80 ---- <description>Returns the forward value of the FRA.</description> <libraryFunction>forwardValue</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 80,83 **** --- 89,95 ---- <description>Returns the spot value of the FRA.</description> <libraryFunction>spotValue</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** capfloor.xml 19 Jul 2006 16:39:46 -0000 1.10 --- capfloor.xml 29 Jul 2006 15:32:32 -0000 1.11 *************** *** 18,21 **** --- 18,24 ---- <description>CapFloortype (e.g. Cap, Floor, Collar)</description> <libraryFunction>type</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 30,33 **** --- 33,39 ---- <description>cap rates</description> <libraryFunction>capRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 42,45 **** --- 48,54 ---- <description>floor rates</description> <libraryFunction>floorRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 54,57 **** --- 63,69 ---- <description>implied volatility</description> <libraryFunction>impliedVolatility</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 71,74 **** --- 83,89 ---- <Constructor name='qlCapFloor'> <libraryFunction>CapFloor</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 110,113 **** --- 125,131 ---- <description>The cap/floor cash flow analysis</description> <libraryFunction>legAnalysis</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> Index: exercise.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/exercise.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** exercise.xml 11 Jul 2006 13:30:53 -0000 1.6 --- exercise.xml 29 Jul 2006 15:32:32 -0000 1.7 *************** *** 13,16 **** --- 13,19 ---- <description>Returns all exercise dates</description> <libraryFunction>dates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 25,28 **** --- 28,34 ---- <description>Returns last exercise date</description> <libraryFunction>lastDate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 36,39 **** --- 42,48 ---- <Constructor name='qlAmericanExercise'> <libraryFunction>AmericanExercise</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 59,62 **** --- 68,75 ---- <Constructor name='qlEuropeanExercise'> <libraryFunction>EuropeanExercise</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 72,75 **** --- 85,91 ---- <Constructor name='qlBermudanExercise'> <libraryFunction>BermudanExercise</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: utilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/utilities.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** utilities.xml 14 Jul 2006 10:20:32 -0000 1.6 --- utilities.xml 29 Jul 2006 15:32:32 -0000 1.7 *************** *** 11,14 **** --- 11,17 ---- <Procedure name='qlVersion'> <description>returns the version number of QuantLib</description> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 23,26 **** --- 26,32 ---- <description>list supported enumerated types</description> <alias>QuantLibAddin::EnumTypeRegistry::instance().getAllRegisteredTypes</alias> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 35,38 **** --- 41,47 ---- <description>return the members of a given enumerated type</description> <alias>QuantLibAddin::EnumTypeRegistry::instance().getTypeElements</alias> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 53,56 **** --- 62,68 ---- <description>list supported enumerated classes</description> <alias>QuantLibAddin::EnumClassRegistry::instance().getAllRegisteredTypes</alias> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 65,68 **** --- 77,83 ---- <description>return the members of a given enumerated class</description> <alias>QuantLibAddin::EnumClassRegistry::instance().getTypeElements</alias> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: randomsequencegenerator.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** randomsequencegenerator.xml 13 Jul 2006 09:41:01 -0000 1.5 --- randomsequencegenerator.xml 29 Jul 2006 15:32:32 -0000 1.6 *************** *** 12,15 **** --- 12,18 ---- <description>returns a random number between 0 and 1.</description> <alias>QuantLib::rand</alias> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 42,45 **** --- 45,51 ---- <description>generate variates</description> <libraryFunction>variates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 59,62 **** --- 65,71 ---- <Constructor name='qlMersenneTwisterRsg'> <libraryFunction>MersenneTwisterRsg</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 77,80 **** --- 86,92 ---- <Constructor name='qlFaureRsg'> <libraryFunction>FaureRsg<... [truncated message content] |
|
From: Eric E. <eri...@us...> - 2006-07-29 15:35:47
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31286/gensrc/config Modified Files: config.xml Log Message: support for Calc Index: config.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config/config.xml,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** config.xml 28 Jul 2006 13:04:20 -0000 1.17 --- config.xml 29 Jul 2006 15:32:31 -0000 1.18 *************** *** 19,25 **** <categoryName>exercise</categoryName> <categoryName>forwardrateagreement</categoryName> ! <categoryName>generalstatistics</categoryName> <categoryName>index</categoryName> ! <categoryName>incrementalstatistics</categoryName> <categoryName>instruments</categoryName> <categoryName>interpolation</categoryName> --- 19,25 ---- <categoryName>exercise</categoryName> <categoryName>forwardrateagreement</categoryName> ! <!--categoryName>generalstatistics</categoryName--> <categoryName>index</categoryName> ! <!--categoryName>incrementalstatistics</categoryName--> <categoryName>instruments</categoryName> <categoryName>interpolation</categoryName> |
|
From: Eric E. <eri...@us...> - 2006-07-29 15:35:47
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31286/Addins/Calc Modified Files: .cvsignore AddinCalc.vcproj AddinCalc_vc8.vcproj Makefile.vc.debug.crtdll qladdin.cpp Added Files: QuantLibAddinCalc.def conversions.cpp conversions.hpp Removed Files: QLA-Calc.def Log Message: support for Calc Index: .cvsignore =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/.cvsignore,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** .cvsignore 19 May 2006 16:56:16 -0000 1.1 --- .cvsignore 29 Jul 2006 15:32:31 -0000 1.2 *************** *** 1,46 **** AddinCalc.plg autogen.hpp ! qla_all.hpp ! basic.*pp ! date.*pp ! calendar.*pp ! daycounter.*pp ! mathf.*pp ! prices.*pp build capfloor.*pp com couponvectors.*pp ! Debug ! .deps dll exercise.*pp ! *.flag* funcdef.cpp ! instruments.* interpolation.*pp libQuantLibAddinCalc.la - .libs - *.lo Makefile Makefile.in ! objecthandler.hpp ! ohfunctions.* ! options.* processes.*pp QuantLibAddin*.exp - QLA-Calc.idl QuantLibAddin*.lib - *.rdb randomsequencegenerator.*pp schedule.*pp shortratemodels.*pp - simpleswap.*pp swap.*pp termstructures.*pp ! *.urd ! *.user ! utilities.* volatilities.*pp xibor.*pp ! --- 1,54 ---- + *.flag* + *.lo + *.rdb + *.urd + *.user + .deps + .libs AddinCalc.plg autogen.hpp ! bonds.*pp build + calendar.*pp capfloor.*pp + capletvolstructure.*pp com couponvectors.*pp ! date.*pp ! daycounter.*pp dll exercise.*pp ! forwardrateagreement.*pp funcdef.cpp ! index.*pp ! instruments.*pp interpolation.*pp libQuantLibAddinCalc.la Makefile Makefile.in ! mathf.*pp ! optimization.*pp ! options.*pp ! payoffs.*pp ! prices.*pp ! pricingengines.*pp processes.*pp + QuantLibAddinCalc.idl + qla_all.hpp QuantLibAddin*.exp QuantLibAddin*.lib randomsequencegenerator.*pp + ratehelpers.*pp schedule.*pp shortratemodels.*pp swap.*pp + swaption.*pp + swaptionvolstructure.*pp termstructures.*pp ! utilities.*pp ! vanillaswap.*pp volatilities.*pp xibor.*pp ! *.dll ! *.ilk ! Debug\ CRTDLL \ No newline at end of file --- NEW FILE: conversions.hpp --- /* Copyright (C) 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email qua...@li... The license is also available online at http://quantlib.org/html/license.html This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ #ifndef qla_calc_conversions_hpp #define qla_calc_conversions_hpp #include <ql/date.hpp> #include <sal/types.h> QuantLib::Date calcToLib(const sal_Int32&); #endif --- QLA-Calc.def DELETED --- Index: Makefile.vc.debug.crtdll =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/Makefile.vc.debug.crtdll,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** Makefile.vc.debug.crtdll 19 May 2006 16:56:16 -0000 1.1 --- Makefile.vc.debug.crtdll 29 Jul 2006 15:32:31 -0000 1.2 *************** *** 2,7 **** DLL_NAME=$(COMPONENT_NAME)-vc71-mt-gd-0_3_12 - LOG4X_NAME=log4cxxs-vc71-mt-gd.lib - DLL_DIR=dll INT_DIR=build\vc71\DebugCRTDLL --- 2,5 ---- *************** *** 23,27 **** CC_INCLUDES=-I. -I..\.. -I"$(QL_DIR)" -I"$(OBJECT_HANDLER_DIR)" \ ! -I"$(OFFICE_SDK_PATH)\include" CC_DEFINES=/DWIN32 /D_DEBUG /DWINDOWS /D_MBCS /D_USRDLL /DWNT --- 21,25 ---- CC_INCLUDES=-I. -I..\.. -I"$(QL_DIR)" -I"$(OBJECT_HANDLER_DIR)" \ ! -I"$(LOG4CXX_DIR)/include" -I"$(OFFICE_SDK_PATH)\include" CC_DEFINES=/DWIN32 /D_DEBUG /DWINDOWS /D_MBCS /D_USRDLL /DWNT *************** *** 31,56 **** OBJECTS= \ "$(INT_DIR)\calcutils.obj" \ ! "$(INT_DIR)\calendar.obj" \ ! "$(INT_DIR)\date.obj" \ ! "$(INT_DIR)\daycounter.obj" \ ! "$(INT_DIR)\capfloor.obj" \ ! "$(INT_DIR)\couponvectors.obj" \ "$(INT_DIR)\funcdef.obj" \ - "$(INT_DIR)\instruments.obj" \ - "$(INT_DIR)\interpolation.obj" \ - "$(INT_DIR)\ohfunctions.obj" \ "$(INT_DIR)\options.obj" \ ! "$(INT_DIR)\prices.obj" \ "$(INT_DIR)\processes.obj" \ "$(INT_DIR)\qladdin.obj" \ - "$(INT_DIR)\schedule.obj" \ "$(INT_DIR)\session.obj" \ ! "$(INT_DIR)\shortratemodels.obj" \ ! "$(INT_DIR)\simpleswap.obj" \ ! "$(INT_DIR)\swap.obj" \ ! "$(INT_DIR)\termstructures.obj" \ ! "$(INT_DIR)\utilities.obj" \ ! "$(INT_DIR)\volatilities.obj" \ ! "$(INT_DIR)\xibor.obj" LFLAGS=msvcrtd.lib msvcprtd.lib kernel32.lib wsock32.lib \ --- 29,42 ---- OBJECTS= \ "$(INT_DIR)\calcutils.obj" \ ! "$(INT_DIR)\conversions.obj" \ ! "$(INT_DIR)\exercise.obj" \ "$(INT_DIR)\funcdef.obj" \ "$(INT_DIR)\options.obj" \ ! "$(INT_DIR)\payoffs.obj" \ ! "$(INT_DIR)\pricingengines.obj" \ "$(INT_DIR)\processes.obj" \ "$(INT_DIR)\qladdin.obj" \ "$(INT_DIR)\session.obj" \ ! "$(INT_DIR)\volatilities.obj" LFLAGS=msvcrtd.lib msvcprtd.lib kernel32.lib wsock32.lib \ *************** *** 58,73 **** comctl32.lib user32.lib winspool.lib shell32.lib ole32.lib \ oleaut32.lib uuid.lib odbc32.lib odbccp32.lib \ ! icppu.lib icppuhelper.lib isal.lib $(LOG4X_NAME) \ /nologo /dll /pdb:$(INT_DIR)\$(COMPONENT_NAME).pdb /debug /machine:I386 \ /def:.\$(COMPONENT_NAME).def /out:$(DLL_FILE) \ /pdbtype:sept /libpath:. /libpath:..\..\lib /libpath:"$(OFFICE_SDK_PATH)\windows\lib" \ /libpath:"$(QL_DIR)\lib" /libpath:"$(OBJECT_HANDLER_DIR)\lib" \ ! /libpath:"$(LOG4CXX_DIR)\msvc\Lib" ! ! !IF "$(OS)" == "Windows_NT" ! NULL= ! !ELSE ! NULL=nul ! !ENDIF TYPES = -Tcom.sun.star.sheet.XAddIn \ --- 44,53 ---- comctl32.lib user32.lib winspool.lib shell32.lib ole32.lib \ oleaut32.lib uuid.lib odbc32.lib odbccp32.lib \ ! icppu.lib icppuhelper.lib isal.lib \ /nologo /dll /pdb:$(INT_DIR)\$(COMPONENT_NAME).pdb /debug /machine:I386 \ /def:.\$(COMPONENT_NAME).def /out:$(DLL_FILE) \ /pdbtype:sept /libpath:. /libpath:..\..\lib /libpath:"$(OFFICE_SDK_PATH)\windows\lib" \ /libpath:"$(QL_DIR)\lib" /libpath:"$(OBJECT_HANDLER_DIR)\lib" \ ! /libpath:"$(LOG4CXX_DIR)\msvc\lib" TYPES = -Tcom.sun.star.sheet.XAddIn \ *************** *** 85,102 **** ALL : $(FLAG6) ! ! # this copy gets around problems with spaces in pathnames $(URD_FILE) : $(COMPONENT_NAME).idl ! copy $(COMPONENT_NAME).idl $(TEMP) ! idlc -I$(IDL_DIR) "$(TEMP)\$(COMPONENT_NAME).idl" "$(INT_DIR)" : ! if not exist "$(INT_DIR)/$(NULL)" mkdir "$(INT_DIR)" "$(DLL_DIR)" : ! if not exist "$(DLL_DIR)/$(NULL)" mkdir "$(DLL_DIR)" $(FLAG1) : $(URD_FILE) $(INT_DIR) ! regmerge $(RDB_FILE) /UCR "$(TEMP)\$(URD_FILE)" echo flagged > $@ --- 65,80 ---- ALL : $(FLAG6) ! $(URD_FILE) : $(COMPONENT_NAME).idl ! idlc -I$(IDL_DIR) $(COMPONENT_NAME).idl "$(INT_DIR)" : ! if not exist "$(INT_DIR)" mkdir "$(INT_DIR)" "$(DLL_DIR)" : ! if not exist "$(DLL_DIR)" mkdir "$(DLL_DIR)" $(FLAG1) : $(URD_FILE) $(INT_DIR) ! regmerge $(RDB_FILE) /UCR $(URD_FILE) echo flagged > $@ *************** *** 130,134 **** -@ if EXIST "$(INT_DIR)\*" del /f /q "$(INT_DIR)\*" -@ if EXIST "$(DLL_DIR)\*" del /f /q "$(DLL_DIR)\*" ! -@ if EXIST "$(TEMP)\$(URD_FILE)" del /f /q "$(TEMP)\$(URD_FILE)" -@ if EXIST com rmdir /q /s com --- 108,112 ---- -@ if EXIST "$(INT_DIR)\*" del /f /q "$(INT_DIR)\*" -@ if EXIST "$(DLL_DIR)\*" del /f /q "$(DLL_DIR)\*" ! -@ if EXIST "$(URD_FILE)" del /f /q "$(URD_FILE)" -@ if EXIST com rmdir /q /s com Index: AddinCalc.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/AddinCalc.vcproj,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** AddinCalc.vcproj 11 Jun 2006 13:39:19 -0000 1.2 --- AddinCalc.vcproj 29 Jul 2006 15:32:31 -0000 1.3 *************** *** 14,19 **** <Configuration Name="Debug CRTDLL|Win32" ! OutputDirectory=".\build\vc71\$(ConfigurationName)" ! IntermediateDirectory=".\build\vc71\$(ConfigurationName)" ConfigurationType="0" UseOfMFC="0" --- 14,33 ---- <Configuration Name="Debug CRTDLL|Win32" ! OutputDirectory="$(ConfigurationName)" ! IntermediateDirectory="$(ConfigurationName)" ! ConfigurationType="0" ! UseOfMFC="0" ! ATLMinimizesCRunTimeLibraryUsage="FALSE"> ! <Tool ! Name="VCNMakeTool" ! BuildCommandLine="nmake /f "Makefile.vc.debug.crtdll"" ! ReBuildCommandLine="nmake /f "Makefile.vc.debug.crtdll" /a" ! CleanCommandLine="nmake /f "Makefile.vc.debug.crtdll" clean" ! Output="AddinCalc.exe"/> ! </Configuration> ! <Configuration ! Name="Debug|Win32" ! OutputDirectory="$(ConfigurationName)" ! IntermediateDirectory="$(ConfigurationName)" ConfigurationType="0" UseOfMFC="0" *************** *** 23,26 **** --- 37,41 ---- BuildCommandLine="nmake /f "Makefile.vc.debug.crtdll"" ReBuildCommandLine="nmake /f "Makefile.vc.debug.crtdll" /a" + CleanCommandLine="nmake /f "Makefile.vc.debug.crtdll" clean" Output="AddinCalc.exe"/> </Configuration> *************** *** 33,115 **** Filter="cpp;c;cxx;rc;def;r;odl;idl;hpj;bat"> <File ! RelativePath="calcutils.cpp"> ! </File> ! <File ! RelativePath=".\calendar.cpp"> ! </File> ! <File ! RelativePath="capfloor.cpp"> ! </File> ! <File ! RelativePath="couponvectors.cpp"> ! </File> ! <File ! RelativePath="date.cpp"> ! </File> ! <File ! RelativePath=".\daycounter.cpp"> ! </File> ! <File ! RelativePath="exercise.cpp"> ! </File> ! <File ! RelativePath="funcdef.cpp"> ! </File> ! <File ! RelativePath="instruments.cpp"> ! </File> ! <File ! RelativePath="interpolation.cpp"> ! </File> ! <File ! RelativePath="mathf.cpp"> ! </File> ! <File ! RelativePath="ohfunctions.cpp"> ! </File> ! <File ! RelativePath="options.cpp"> ! </File> ! <File ! RelativePath="prices.cpp"> ! </File> ! <File ! RelativePath="processes.cpp"> ! </File> ! <File ! RelativePath="QLA-Calc.idl"> ! </File> ! <File ! RelativePath="qladdin.cpp"> </File> <File ! RelativePath="randomsequencegenerator.cpp"> </File> <File ! RelativePath="schedule.cpp"> </File> <File ! RelativePath="session.cpp"> </File> <File ! RelativePath="shortratemodels.cpp"> </File> <File ! RelativePath="simpleswap.cpp"> </File> <File ! RelativePath="swap.cpp"> </File> <File ! RelativePath="termstructures.cpp"> </File> <File ! RelativePath="utilities.cpp"> </File> <File ! RelativePath="volatilities.cpp"> </File> <File ! RelativePath="xibor.cpp"> </File> </Filter> --- 48,82 ---- Filter="cpp;c;cxx;rc;def;r;odl;idl;hpj;bat"> <File ! RelativePath=".\calcutils.cpp"> </File> <File ! RelativePath=".\conversions.cpp"> </File> <File ! RelativePath=".\exercise.cpp"> </File> <File ! RelativePath=".\funcdef.cpp"> </File> <File ! RelativePath=".\options.cpp"> </File> <File ! RelativePath=".\payoffs.cpp"> </File> <File ! RelativePath=".\pricingengines.cpp"> </File> <File ! RelativePath=".\processes.cpp"> </File> <File ! RelativePath=".\qladdin.cpp"> </File> <File ! RelativePath=".\session.cpp"> </File> <File ! RelativePath=".\volatilities.cpp"> </File> </Filter> *************** *** 118,197 **** Filter="h;hpp;hxx;hm;inl"> <File ! RelativePath="calcutils.hpp"> ! </File> ! <File ! RelativePath=".\calendar.hpp"> ! </File> ! <File ! RelativePath="capfloor.hpp"> ! </File> ! <File ! RelativePath="couponvectors.hpp"> ! </File> ! <File ! RelativePath="date.hpp"> ! </File> ! <File ! RelativePath=".\daycounter.hpp"> ! </File> ! <File ! RelativePath="exercise.hpp"> ! </File> ! <File ! RelativePath="instruments.hpp"> ! </File> ! <File ! RelativePath="interpolation.hpp"> ! </File> ! <File ! RelativePath="mathf.hpp"> ! </File> ! <File ! RelativePath="ohfunctions.hpp"> ! </File> ! <File ! RelativePath="options.hpp"> ! </File> ! <File ! RelativePath="prices.hpp"> ! </File> ! <File ! RelativePath="processes.hpp"> ! </File> ! <File ! RelativePath="qla_all.hpp"> ! </File> ! <File ! RelativePath="qladdin.hpp"> </File> <File ! RelativePath="qldefs.hpp"> </File> <File ! RelativePath="randomsequencegenerator.hpp"> </File> <File ! RelativePath="schedule.hpp"> </File> <File ! RelativePath="shortratemodels.hpp"> </File> <File ! RelativePath="simpleswap.hpp"> </File> <File ! RelativePath="swap.hpp"> </File> <File ! RelativePath="termstructures.hpp"> </File> <File ! RelativePath="utilities.hpp"> </File> <File ! RelativePath="volatilities.hpp"> </File> <File ! RelativePath="xibor.hpp"> </File> </Filter> --- 85,119 ---- Filter="h;hpp;hxx;hm;inl"> <File ! RelativePath=".\calcutils.hpp"> </File> <File ! RelativePath=".\conversions.hpp"> </File> <File ! RelativePath=".\exercise.hpp"> </File> <File ! RelativePath=".\options.hpp"> </File> <File ! RelativePath=".\payoffs.hpp"> </File> <File ! RelativePath=".\pricingengines.hpp"> </File> <File ! RelativePath=".\processes.hpp"> </File> <File ! RelativePath=".\qla_all.hpp"> </File> <File ! RelativePath=".\qladdin.hpp"> </File> <File ! RelativePath=".\qldefs.hpp"> </File> <File ! RelativePath=".\volatilities.hpp"> </File> </Filter> *************** *** 203,206 **** --- 125,131 ---- RelativePath="Makefile.vc.debug.crtdll"> </File> + <File + RelativePath=".\QuantLibAddinCalc.idl"> + </File> </Files> <Globals> --- NEW FILE: conversions.cpp --- /* Copyright (C) 2006 Eric Ehlers This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email qua...@li... The license is also available online at http://quantlib.org/html/license.html This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ #include <Addins/Calc/conversions.hpp> QuantLib::Date calcToLib(const sal_Int32 &date) { return QuantLib::Date(date); } Index: AddinCalc_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/AddinCalc_vc8.vcproj,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** AddinCalc_vc8.vcproj 11 Jun 2006 18:16:49 -0000 1.2 --- AddinCalc_vc8.vcproj 29 Jul 2006 15:32:31 -0000 1.3 *************** *** 47,155 **** > <File ! RelativePath="calcutils.cpp" ! > ! </File> ! <File ! RelativePath=".\calendar.cpp" ! > ! </File> ! <File ! RelativePath="capfloor.cpp" ! > ! </File> ! <File ! RelativePath="couponvectors.cpp" ! > ! </File> ! <File ! RelativePath="date.cpp" ! > ! </File> ! <File ! RelativePath=".\daycounter.cpp" ! > ! </File> ! <File ! RelativePath="exercise.cpp" ! > ! </File> ! <File ! RelativePath="funcdef.cpp" ! > ! </File> ! <File ! RelativePath="instruments.cpp" ! > ! </File> ! <File ! RelativePath="interpolation.cpp" ! > ! </File> ! <File ! RelativePath="mathf.cpp" ! > ! </File> ! <File ! RelativePath="ohfunctions.cpp" ! > ! </File> ! <File ! RelativePath="options.cpp" ! > ! </File> ! <File ! RelativePath="prices.cpp" ! > ! </File> ! <File ! RelativePath="processes.cpp" ! > ! </File> ! <File ! RelativePath="QLA-Calc.idl" ! > ! </File> ! <File ! RelativePath="qladdin.cpp" ! > ! </File> ! <File ! RelativePath="randomsequencegenerator.cpp" > </File> <File ! RelativePath="schedule.cpp" > </File> <File ! RelativePath="session.cpp" > </File> <File ! RelativePath="shortratemodels.cpp" > </File> <File ! RelativePath="simpleswap.cpp" > </File> <File ! RelativePath="swap.cpp" > </File> <File ! RelativePath="termstructures.cpp" > </File> <File ! RelativePath="utilities.cpp" > </File> <File ! RelativePath="volatilities.cpp" > </File> <File ! RelativePath="xibor.cpp" > </File> --- 47,87 ---- > <File ! RelativePath=".\calcutils.cpp" > </File> <File ! RelativePath=".\exercise.cpp" > </File> <File ! RelativePath=".\funcdef.cpp" > </File> <File ! RelativePath=".\options.cpp" > </File> <File ! RelativePath=".\payoffs.cpp" > </File> <File ! RelativePath=".\pricingengines.cpp" > </File> <File ! RelativePath=".\processes.cpp" > </File> <File ! RelativePath=".\qladdin.cpp" > </File> <File ! RelativePath=".\session.cpp" > </File> <File ! RelativePath=".\volatilities.cpp" > </File> *************** *** 160,264 **** > <File ! RelativePath="calcutils.hpp" ! > ! </File> ! <File ! RelativePath=".\calendar.hpp" ! > ! </File> ! <File ! RelativePath="capfloor.hpp" ! > ! </File> ! <File ! RelativePath="couponvectors.hpp" ! > ! </File> ! <File ! RelativePath="date.hpp" ! > ! </File> ! <File ! RelativePath=".\daycounter.hpp" ! > ! </File> ! <File ! RelativePath="exercise.hpp" ! > ! </File> ! <File ! RelativePath="instruments.hpp" ! > ! </File> ! <File ! RelativePath="interpolation.hpp" ! > ! </File> ! <File ! RelativePath="mathf.hpp" ! > ! </File> ! <File ! RelativePath="ohfunctions.hpp" ! > ! </File> ! <File ! RelativePath="options.hpp" ! > ! </File> ! <File ! RelativePath="prices.hpp" ! > ! </File> ! <File ! RelativePath="processes.hpp" ! > ! </File> ! <File ! RelativePath="qla_all.hpp" ! > ! </File> ! <File ! RelativePath="qladdin.hpp" ! > ! </File> ! <File ! RelativePath="qldefs.hpp" > </File> <File ! RelativePath="randomsequencegenerator.hpp" > </File> <File ! RelativePath="schedule.hpp" > </File> <File ! RelativePath="shortratemodels.hpp" > </File> <File ! RelativePath="simpleswap.hpp" > </File> <File ! RelativePath="swap.hpp" > </File> <File ! RelativePath="termstructures.hpp" > </File> <File ! RelativePath="utilities.hpp" > </File> <File ! RelativePath="volatilities.hpp" > </File> <File ! RelativePath="xibor.hpp" > </File> --- 92,132 ---- > <File ! RelativePath=".\calcutils.hpp" > </File> <File ! RelativePath=".\exercise.hpp" > </File> <File ! RelativePath=".\options.hpp" > </File> <File ! RelativePath=".\payoffs.hpp" > </File> <File ! RelativePath=".\pricingengines.hpp" > </File> <File ! RelativePath=".\processes.hpp" > </File> <File ! RelativePath=".\qla_all.hpp" > </File> <File ! RelativePath=".\qladdin.hpp" > </File> <File ! RelativePath=".\qldefs.hpp" > </File> <File ! RelativePath=".\volatilities.hpp" > </File> *************** *** 268,271 **** --- 136,143 ---- > </File> + <File + RelativePath=".\QuantLibAddinCalc.idl" + > + </File> </Files> <Globals> --- NEW FILE: QuantLibAddinCalc.def --- EXPORTS component_getImplementationEnvironment component_writeInfo component_getFactory Index: qladdin.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/qladdin.cpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** qladdin.cpp 19 May 2006 16:56:16 -0000 1.1 --- qladdin.cpp 29 Jul 2006 15:32:31 -0000 1.2 *************** *** 17,22 **** #ifdef WIN32 - #pragma warning(disable: 4786) #pragma warning(disable: 4503) #endif --- 17,23 ---- #ifdef WIN32 #pragma warning(disable: 4503) + #pragma warning(disable: 4786) + #pragma warning(disable: 4800) #endif *************** *** 27,30 **** --- 28,44 ---- #include <osl/mutex.hxx> #include <rtl/uuid.h> + + #include <oh/objhandlerdefines.hpp> + + #ifdef BOOST_MSVC + # define BOOST_LIB_DIAGNOSTIC + # include <ql/qldefines.hpp> + # include <ql/auto_link.hpp> + # include <oh/auto_link.hpp> + # include <qlo/qladdindefines.hpp> + # include <qlo/auto_link.hpp> + # include <log4cxx/auto_link.hpp> + # undef BOOST_LIB_DIAGNOSTIC + #endif #define ADDIN_SERVICE "com.sun.star.sheet.AddIn" |
|
From: Eric E. <eri...@us...> - 2006-07-29 15:32:35
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31286/gensrc Modified Files: Makefile.vc debug.bat debug.py gensrc.vcproj gensrc_vc8.vcproj Log Message: support for Calc Index: debug.py =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/debug.py,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** debug.py 27 Jul 2006 14:24:31 -0000 1.1 --- debug.py 29 Jul 2006 15:32:31 -0000 1.2 *************** *** 1,7 **** --- 1,15 ---- import addinexcel + import addincalc + import valueobjects import utilities import config import pdb + # import pdb + # import debug + # pdb.run('debug.debug1()') + # b filename.py:## + # c + def debug1(): pdb.set_trace() *************** *** 9,12 **** --- 17,22 ---- addins = [] addins.append(utilities.serializeObject(addinexcel.AddinExcel)) + #addins.append(utilities.serializeObject(addincalc.AddinCalc)) + #addins.append(utilities.serializeObject(valueobjects.ValueObjects)) utilities.generate(addins) Index: Makefile.vc =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/Makefile.vc,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** Makefile.vc 24 Jul 2006 18:06:01 -0000 1.18 --- Makefile.vc 29 Jul 2006 15:32:31 -0000 1.19 *************** *** 20,24 **** --- 20,26 ---- metadata\exercise.xml \ metadata\forwardrateagreement.xml \ + metadata\generalstatistics.xml \ metadata\index.xml \ + metadata\incrementalstatistics.xml \ metadata\instruments.xml \ metadata\interpolation.xml \ *************** *** 58,62 **** $(BUILDFLAG) : $(SCRIPT) $(INPUTS) $(BUILD_DIR) set PYTHONPATH=$(PYTHONPATH);$(GENSRC_DIR)\import - # $(SCRIPT) -a $(SCRIPT) -eqvd echo flagged > $@ --- 60,63 ---- Index: debug.bat =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/debug.bat,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** debug.bat 27 Jul 2006 14:24:31 -0000 1.1 --- debug.bat 29 Jul 2006 15:32:31 -0000 1.2 *************** *** 1,2 **** ! set PYTHONPATH=%GENSRC_DIR\import ! python.exe --- 1,2 ---- ! set PYTHONPATH=%GENSRC_DIR%\import ! "C:\Program Files\Python24\python.exe" Index: gensrc_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/gensrc_vc8.vcproj,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** gensrc_vc8.vcproj 24 Jul 2006 18:06:01 -0000 1.18 --- gensrc_vc8.vcproj 29 Jul 2006 15:32:31 -0000 1.19 *************** *** 104,107 **** --- 104,115 ---- </File> <File + RelativePath=".\metadata\generalstatistics.xml" + > + </File> + <File + RelativePath=".\metadata\incrementalstatistics.xml" + > + </File> + <File RelativePath="metadata\index.xml" > Index: gensrc.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/gensrc.vcproj,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** gensrc.vcproj 24 Jul 2006 18:06:01 -0000 1.13 --- gensrc.vcproj 29 Jul 2006 15:32:31 -0000 1.14 *************** *** 73,76 **** --- 73,82 ---- </File> <File + RelativePath=".\metadata\generalstatistics.xml"> + </File> + <File + RelativePath=".\metadata\incrementalstatistics.xml"> + </File> + <File RelativePath="metadata\index.xml"> </File> |
|
From: Eric E. <eri...@us...> - 2006-07-29 15:32:35
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/scripts In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31286/gensrc/scripts Modified Files: gensrc.py Log Message: support for Calc Index: gensrc.py =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/scripts/gensrc.py,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** gensrc.py 16 Jun 2006 19:29:31 -0000 1.2 --- gensrc.py 29 Jul 2006 15:32:32 -0000 1.3 *************** *** 65,70 **** elif o == '-e': addins.append(utilities.serializeObject(addinexcel.AddinExcel)) ! #elif o == '-o': ! # addins.append(utilities.serializeObject(addincalc.AddinCalc)) #elif o == '-c': # addins.append(utilities.serializeObject(addinc.AddinC)) --- 65,70 ---- elif o == '-e': addins.append(utilities.serializeObject(addinexcel.AddinExcel)) ! elif o == '-o': ! addins.append(utilities.serializeObject(addincalc.AddinCalc)) #elif o == '-c': # addins.append(utilities.serializeObject(addinc.AddinC)) |
|
From: Eric E. <eri...@us...> - 2006-07-29 15:32:35
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31286 Modified Files: QuantLibAddin.sln Log Message: support for Calc Index: QuantLibAddin.sln =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin.sln,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** QuantLibAddin.sln 21 Jul 2006 13:54:44 -0000 1.10 --- QuantLibAddin.sln 29 Jul 2006 15:32:31 -0000 1.11 *************** *** 77,94 **** {FE5EE378-AD4E-4B32-8030-C089D7067336}.Release SingleThread.ActiveCfg = Release CRTDLL|Win32 {FE5EE378-AD4E-4B32-8030-C089D7067336}.Release SingleThread.Build.0 = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.All.ActiveCfg = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.All.Build.0 = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug.ActiveCfg = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug.Build.0 = Debug CRTDLL|Win32 {D8B630DB-69ED-455C-AC79-22903E750175}.Debug CRTDLL.ActiveCfg = Debug CRTDLL|Win32 {D8B630DB-69ED-455C-AC79-22903E750175}.Debug CRTDLL.Build.0 = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug SingleThread.ActiveCfg = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug SingleThread.Build.0 = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release.ActiveCfg = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release.Build.0 = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release CRTDLL.ActiveCfg = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release CRTDLL.Build.0 = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release SingleThread.ActiveCfg = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release SingleThread.Build.0 = Debug CRTDLL|Win32 {5719B9B4-8566-4CD9-8F74-A3E98BCC55BD}.All.ActiveCfg = Debug CRTDLL|Win32 {5719B9B4-8566-4CD9-8F74-A3E98BCC55BD}.All.Build.0 = Debug CRTDLL|Win32 --- 77,94 ---- {FE5EE378-AD4E-4B32-8030-C089D7067336}.Release SingleThread.ActiveCfg = Release CRTDLL|Win32 {FE5EE378-AD4E-4B32-8030-C089D7067336}.Release SingleThread.Build.0 = Release CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.All.ActiveCfg = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.All.Build.0 = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug.ActiveCfg = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug.Build.0 = Debug|Win32 {D8B630DB-69ED-455C-AC79-22903E750175}.Debug CRTDLL.ActiveCfg = Debug CRTDLL|Win32 {D8B630DB-69ED-455C-AC79-22903E750175}.Debug CRTDLL.Build.0 = Debug CRTDLL|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug SingleThread.ActiveCfg = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Debug SingleThread.Build.0 = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release.ActiveCfg = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release.Build.0 = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release CRTDLL.ActiveCfg = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release CRTDLL.Build.0 = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release SingleThread.ActiveCfg = Debug|Win32 ! {D8B630DB-69ED-455C-AC79-22903E750175}.Release SingleThread.Build.0 = Debug|Win32 {5719B9B4-8566-4CD9-8F74-A3E98BCC55BD}.All.ActiveCfg = Debug CRTDLL|Win32 {5719B9B4-8566-4CD9-8F74-A3E98BCC55BD}.All.Build.0 = Debug CRTDLL|Win32 |
|
From: Giorgio F. <gi...@us...> - 2006-07-28 22:19:22
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22102/qlo Modified Files: couponvectors.cpp couponvectors.hpp Log Message: in synch with QuantLib Index: couponvectors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** couponvectors.hpp 28 Jul 2006 16:08:35 -0000 1.9 --- couponvectors.hpp 28 Jul 2006 16:35:23 -0000 1.10 *************** *** 83,87 **** QuantLib::BusinessDayConvention paymentAdjustment, const std::vector<QuantLib::Real>& nominals, ! const boost::shared_ptr<QuantLib::SwapRate>& index, QuantLib::Integer fixingDays, const QuantLib::DayCounter& dayCounter, --- 83,87 ---- QuantLib::BusinessDayConvention paymentAdjustment, const std::vector<QuantLib::Real>& nominals, ! const boost::shared_ptr<QuantLib::SwapIndex>& index, QuantLib::Integer fixingDays, const QuantLib::DayCounter& dayCounter, Index: couponvectors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** couponvectors.cpp 28 Jul 2006 16:08:35 -0000 1.10 --- couponvectors.cpp 28 Jul 2006 16:35:23 -0000 1.11 *************** *** 158,162 **** QuantLib::BusinessDayConvention paymentAdjustment, const std::vector<QuantLib::Real>& nominals, ! const boost::shared_ptr<QuantLib::SwapRate>& index, QuantLib::Integer fixingDays, const QuantLib::DayCounter& dayCounter, --- 158,162 ---- QuantLib::BusinessDayConvention paymentAdjustment, const std::vector<QuantLib::Real>& nominals, ! const boost::shared_ptr<QuantLib::SwapIndex>& index, QuantLib::Integer fixingDays, const QuantLib::DayCounter& dayCounter, |
|
From: Cristina D. <cdu...@us...> - 2006-07-28 22:03:25
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24919/gensrc/metadata Added Files: generalstatistics.xml incrementalstatistics.xml Log Message: --- NEW FILE: generalstatistics.xml --- <Category name='generalstatistics'> <description>functions to construct QuantLib statistics tool</description> <displayName>GeneralStatistics</displayName> <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory> <!--<includes> <include>qlo/baseinstruments.hpp</include> <include>qlo/pricingengines.hpp</include> </includes>--> <copyright> Copyright (C) 2006 Cristina Duminuco </copyright> <Functions> <Member name='qlGeneralStatisticsSamples' libraryClass='GeneralStatistics' dependencyTrigger='true'> <description>Returns the number of samples collected</description> <libraryFunction>samples</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlGeneralStatisticsWeightSum' libraryClass='GeneralStatistics' dependencyTrigger='true'> <description>Returns the sum of data weights</description> <libraryFunction>weightSum</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlGeneralStatisticsMean' libraryClass='GeneralStatistics' dependencyTrigger='true'> <description>Returns the mean</description> <libraryFunction>mean</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlGeneralStatisticsVariance' libraryClass='GeneralStatistics' dependencyTrigger='true'> <description>Returns the standard deviation</description> <libraryFunction>variance</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlGeneralStatisticsStandardDeviation' libraryClass='GeneralStatistics' dependencyTrigger='true'> <description>Returns the the standard deviation</description> <libraryFunction>standardDeviation</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlGeneralStatisticsErrorEstimate' libraryClass='GeneralStatistics' dependencyTrigger='true'> <description>Returns the error estimate on the mean value</description> <libraryFunction>errorEstimate</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlGeneralStatisticsSkewness' libraryClass='GeneralStatistics' dependencyTrigger='true'> <description>Returns the skewness</description> <libraryFunction>skewness</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlGeneralStatisticsKurtosis' libraryClass='GeneralStatistics' dependencyTrigger='true'> <description>Returns the excess kurtosis</description> <libraryFunction>kurtosis</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlGeneralStatisticsMin' libraryClass='GeneralStatistics' dependencyTrigger='true'> <description>Returns the minimum sample value</description> <libraryFunction>min</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlGeneralStatisticsMax' libraryClass='GeneralStatistics' dependencyTrigger='true'> <description>Returns the maximum sample value</description> <libraryFunction>max</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlGeneralStatisticsPercentile' libraryClass='GeneralStatistics' dependencyTrigger='true'> <description>Returns the percentile</description> <libraryFunction>percentile</libraryFunction> <ParameterList> <Parameters> <Parameter name='x'> <type>double</type> <tensorRank>scalar</tensorRank> <description>...</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlGeneralStatisticsTopPercentile' libraryClass='GeneralStatistics' dependencyTrigger='true'> <description>Returns the top percentile</description> <libraryFunction>topPercentile</libraryFunction> <ParameterList> <Parameters> <Parameter name='y'> <type>double</type> <tensorRank>scalar</tensorRank> <description>...</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Constructor name='qlGeneralStatistics' libraryClass='GeneralStatistics'> <description> General Statistics accumulates a set of data and returns their statistics based on the empirical distribution. </description> <libraryFunction>GeneralStatistics</libraryFunction> <ParameterList> <Parameters> <Parameter name='values'> <type>double</type> <tensorRank>vector</tensorRank> <description>Sampled values</description> </Parameter> <Parameter name='weights'> <type>double</type> <tensorRank>vector</tensorRank> <description>Weights</description> </Parameter> </Parameters> </ParameterList> </Constructor> <Constructor name='qlGeneralStatistics2' libraryClass='GeneralStatistics'> <description> General Statistics accumulates a set of data and returns their statistics based on the empirical distribution. </description> <libraryFunction>GeneralStatistics</libraryFunction> <ParameterList> <Parameters></Parameters> </ParameterList> </Constructor> </Functions> </Category> --- NEW FILE: incrementalstatistics.xml --- <Category name='incrementalstatistics'> <description>Statistics tool based on incremental accumulation</description> <displayName>IncrementalStatistics</displayName> <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory> <copyright> Copyright (C) 2006 Cristina Duminuco </copyright> <Functions> <Member name='qlIncrementalStatisticsSamples' libraryClass='IncrementalStatistics' dependencyTrigger='true'> <description>Returns the number of samples collected</description> <libraryFunction>samples</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlIncrementalStatisticsWeightSum' libraryClass='IncrementalStatistics' dependencyTrigger='true'> <description>Returns the sum of data weights</description> <libraryFunction>weightSum</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlIncrementalStatisticsMean' libraryClass='IncrementalStatistics' dependencyTrigger='true'> <description>Returns the mean</description> <libraryFunction>mean</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlIncrementalStatisticsVariance' libraryClass='IncrementalStatistics' dependencyTrigger='true'> <description>Returns the standard deviation</description> <libraryFunction>variance</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlIncrementalStatisticsStandardDeviation' libraryClass='IncrementalStatistics' dependencyTrigger='true'> <description>Returns the the standard deviation</description> <libraryFunction>standardDeviation</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlIncrementalStatisticsErrorEstimate' libraryClass='IncrementalStatistics' dependencyTrigger='true'> <description>Returns the error estimate on the mean value</description> <libraryFunction>errorEstimate</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlIncrementalStatisticsSkewness' libraryClass='IncrementalStatistics' dependencyTrigger='true'> <description>Returns the skewness</description> <libraryFunction>skewness</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlIncrementalStatisticsKurtosis' libraryClass='IncrementalStatistics' dependencyTrigger='true'> <description>Returns the excess kurtosis</description> <libraryFunction>kurtosis</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlIncrementalStatisticsMin' libraryClass='IncrementalStatistics' dependencyTrigger='true'> <description>Returns the minimum sample value</description> <libraryFunction>min</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlIncrementalStatisticsMax' libraryClass='IncrementalStatistics' dependencyTrigger='true'> <description>Returns the maximum sample value</description> <libraryFunction>max</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlIncrementalStatisticsDownsideVariance' libraryClass='IncrementalStatistics' dependencyTrigger='true'> <description>Returns the downside variance</description> <libraryFunction>downsideVariance</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Member name='qlIncrementalStatisticsDownsideDeviation' libraryClass='IncrementalStatistics' dependencyTrigger='true'> <description>Returns the square root of the downside variance</description> <libraryFunction>downsideDeviation</libraryFunction> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Member> <Constructor name='qlIncrementalStatistics' libraryClass='IncrementalStatistics'> <description> General Statistics accumulates a set of data and returns their statistics based on the empirical distribution. </description> <libraryFunction>IncrementalStatistics</libraryFunction> <ParameterList> <Parameters> <Parameter name='values'> <type>double</type> <tensorRank>vector</tensorRank> <description>Sampled values</description> </Parameter> <Parameter name='weights'> <type>double</type> <tensorRank>vector</tensorRank> <description>Weights</description> </Parameter> </Parameters> </ParameterList> </Constructor> <Constructor name='qlIncrementalStatistics2' libraryClass='IncrementalStatistics'> <description> General Statistics accumulates a set of data and returns their statistics based on the empirical distribution. </description> <libraryFunction>IncrementalStatistics</libraryFunction> <ParameterList> <Parameters></Parameters> </ParameterList> </Constructor> </Functions> </Category> |
|
From: Eric E. <eri...@us...> - 2006-07-28 22:00:20
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6741/gensrc Added Files: debug.bat debug.py Log Message: debugging utilities --- NEW FILE: debug.py --- import addinexcel import utilities import config import pdb def debug1(): pdb.set_trace() config.Config.getInstance().initialize() addins = [] addins.append(utilities.serializeObject(addinexcel.AddinExcel)) utilities.generate(addins) --- NEW FILE: debug.bat --- set PYTHONPATH=%GENSRC_DIR\import python.exe |
