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[QuantLibAddin-cvs] QuantLibAddin/gensrc/config config.xml, 1.7, 1.8

From: Ferdinando A. <na...@us...> - 2006-06-22 10:18:51

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28410/gensrc/config

Modified Files:
	config.xml 
Log Message:
xibor renamed index, according to the QuantLib class

Index: config.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config/config.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** config.xml	20 Jun 2006 10:05:09 -0000	1.7
--- config.xml	22 Jun 2006 10:18:48 -0000	1.8
***************
*** 17,20 ****
--- 17,21 ----
    <categoryName>exercise</categoryName>
    <categoryName>forwardrateagreement</categoryName>
+   <categoryName>index</categoryName>
    <categoryName>instruments</categoryName>
    <categoryName>interpolation</categoryName>
***************
*** 35,39 ****
    <categoryName>vanillaswap</categoryName>
    <categoryName>volatilities</categoryName>
-   <categoryName>xibor</categoryName>
  </categoryNames>
  
--- 36,39 ----

[QuantLibAddin-cvs] QuantLibAddin QuantLibObjects_vc8.vcproj, 1.19, 1.20

From: Ferdinando A. <na...@us...> - 2006-06-22 10:18:51

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28410

Modified Files:
	QuantLibObjects_vc8.vcproj 
Log Message:
xibor renamed index, according to the QuantLib class

Index: QuantLibObjects_vc8.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** QuantLibObjects_vc8.vcproj	20 Jun 2006 10:05:09 -0000	1.19
--- QuantLibObjects_vc8.vcproj	22 Jun 2006 10:18:47 -0000	1.20
***************
*** 391,394 ****
--- 391,398 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\index.cpp"
+ 				>
+ 			</File>
+ 			<File
  				RelativePath="qlo\interpolation.cpp"
  				>
***************
*** 455,768 ****
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_bonds.cpp"
! 				>
! 			</File>
! 			<File
! 				RelativePath="qlo\vo_calendar.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_capfloor.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_couponvectors.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_exercise.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_forwardrateagreement.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_interpolation.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_options.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_pricingengines.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_processes.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_randomsequencegenerator.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_ratehelpers.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_schedule.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_shortratemodels.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_swap.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_swaption.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_swaptionvolstructure.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_termstructures.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_vanillaswap.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_volatilities.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_xibor.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\volatilities.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\xibor.cpp"
  				>
  			</File>
- 		</Filter>
- 		<Filter
- 			Name="Header Files"
- 			Filter="h;hpp;hxx;hm;inl"
- 			>
  			<File
! 				RelativePath="qlo\asianoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\auto_link.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\barrieroption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\baseinstruments.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\bonds.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\calendar.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\capfloor.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\cliquetoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\conversions.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\couponvectors.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\dividendvanillaoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\europeanoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\exercise.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\forwardrateagreement.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\forwardvanillaoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\handle.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\interpolation.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\math.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\options.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\pricingengines.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\processes.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\qladdin.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\qladdindefines.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\quantoforwardvanillaoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\quantovanillaoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\randomsequencegenerator.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\ratehelpers.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\schedule.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\shortratemodels.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\swap.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\swaption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\swaptionvolstructure.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\termstructures.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\typefactory.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\typeregistry.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\utilities.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vanillaoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vanillaswap.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_bonds.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_calendar.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_capfloor.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_couponvectors.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_exercise.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_forwardrateagreement.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_interpolation.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_options.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_pricingengines.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_processes.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_randomsequencegenerator.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_ratehelpers.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_schedule.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_shortratemodels.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_swap.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_swaption.hpp"
  				>
  			</File>
--- 459,772 ----
  			</File>
  			<File
! 				RelativePath="qlo\volatilities.cpp"
  				>
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="Header Files"
+ 			Filter="h;hpp;hxx;hm;inl"
+ 			>
  			<File
! 				RelativePath="qlo\asianoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\auto_link.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\barrieroption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\baseinstruments.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\bonds.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\calendar.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\capfloor.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\cliquetoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\conversions.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\couponvectors.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\dividendvanillaoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\europeanoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\exercise.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\forwardrateagreement.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\forwardvanillaoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\handle.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\index.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\interpolation.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\math.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\options.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\pricingengines.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\processes.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\qladdin.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\qladdindefines.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\quantoforwardvanillaoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\quantovanillaoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\randomsequencegenerator.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\ratehelpers.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\schedule.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\shortratemodels.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\swap.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\swaption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\swaptionvolstructure.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\termstructures.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\typefactory.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\typeregistry.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\utilities.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vanillaoption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vanillaswap.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\volatilities.hpp"
  				>
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="ValueObjects"
+ 			>
  			<File
! 				RelativePath=".\qlo\vo_bonds.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_bonds.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_calendar.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_calendar.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_capfloor.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_capfloor.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_couponvectors.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_couponvectors.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_exercise.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_exercise.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_forwardrateagreement.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_forwardrateagreement.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_index.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_index.hpp"
  				>
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  			<File
! 				RelativePath="qlo\vo_interpolation.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_interpolation.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_options.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_options.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_pricingengines.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_pricingengines.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_processes.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_processes.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_randomsequencegenerator.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_randomsequencegenerator.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_ratehelpers.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_ratehelpers.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_schedule.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_schedule.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_shortratemodels.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_shortratemodels.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_swap.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_swap.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_swaption.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_swaption.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_swaptionvolstructure.cpp"
  				>
  			</File>
***************
*** 772,796 ****
  			</File>
  			<File
! 				RelativePath="qlo\vo_termstructures.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_vanillaswap.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_volatilities.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_xibor.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\volatilities.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\xibor.hpp"
  				>
  			</File>
--- 776,800 ----
  			</File>
  			<File
! 				RelativePath="qlo\vo_termstructures.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_termstructures.hpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_vanillaswap.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_vanillaswap.hpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_volatilities.cpp"
  				>
  			</File>
  			<File
! 				RelativePath="qlo\vo_volatilities.hpp"
  				>
  			</File>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.10, 1.11

From: Ferdinando A. <na...@us...> - 2006-06-22 10:18:11

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28069/gensrc/metadata

Modified Files:
	swaptionvolstructure.xml 
Log Message:
Handle<SwaptionVolatilityStructure>

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** swaptionvolstructure.xml	20 Jun 2006 10:59:21 -0000	1.10
--- swaptionvolstructure.xml	22 Jun 2006 10:18:08 -0000	1.11
***************
*** 9,13 ****
    <Functions>
  
-     
      <Member name='qlSwaptionVTSVolatility' libraryClass='SwaptionVolatilityStructure' loopParameter='strike'>
        <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description>
--- 9,12 ----
***************
*** 111,114 ****
--- 110,149 ----
      </Member>
  
+ 
+     <Constructor name='qlHandleSwaptionVolatilityStructure'>
+       <libraryFunction>Handle&lt;QuantLib::SwaptionVolatilityStructure&gt;</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='swaptionVolID' libraryClass='SwaptionVolatilityStructure' default='""'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>ID of the SwaptionVolatilityStructure object</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
+     <Member name='qlHandleSwaptionVolatilityStructureLinkTo' objectClass='Handle&lt;QuantLib::SwaptionVolatilityStructure&gt;'>
+       <libraryFunction>linkTo</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <description>relink handle</description>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='swaptionVolID' libraryClass='SwaptionVolatilityStructure'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>ID of the SwaptionVolatilityStructure object</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue>
+         <type>void</type>
+         <tensorRank>scalar</tensorRank>
+         <description>success/failure</description>
+       </ReturnValue>
+     </Member>
+ 
+ 
      <Constructor name='qlSwaptionVTSMatrix'>
        <libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
***************
*** 196,200 ****
      </Member>
  
- 
    </Functions>
  </Category>
--- 231,235 ----
      </Member>
  
    </Functions>
  </Category>
+

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata termstructures.xml, 1.13, 1.14

From: Ferdinando A. <na...@us...> - 2006-06-22 10:17:09

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27764/gensrc/metadata

Modified Files:
	termstructures.xml 
Log Message:
exported TermStructure interface

Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** termstructures.xml	19 Jun 2006 08:10:01 -0000	1.13
--- termstructures.xml	22 Jun 2006 10:17:05 -0000	1.14
***************
*** 14,142 ****
    <Functions>
  
-     <Constructor name='qlPiecewiseYieldCurve'>
-       <libraryFunction>PiecewiseYieldCurve</libraryFunction>
-       <functionCategory>QuantLib</functionCategory>
-       <platforms>EGO</platforms>
-       <ParameterList>
-         <Parameters>
-           <Parameter name='nDays' default='0'>
-             <type>long</type>
-             <tensorRank>scalar</tensorRank>
-             <description>number of days to advance from EvaluationDate (usually zero or two): it fixes the date at which the discount factor = 1.0</description>
-           </Parameter>
-           <Parameter name='calendar' enumeration='QuantLib::Calendar'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>holiday calendar (e.g. TARGET) to advance from global EvaluationDate</description>
-           </Parameter>
-           <Parameter name='rateHelpers'>
-             <type>string</type>
-             <tensorRank>vector</tensorRank>
-             <description>vector of rate-helpers</description>
-           </Parameter>
-           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>day counter (e.g. Actual365Fixed)</description>
-           </Parameter>
-           <Parameter name='trigger' ignore='true'>
-             <type>any</type>
-             <tensorRank>scalar</tensorRank>
-             <description>dependency tracking trigger</description>
-           </Parameter>
-         </Parameters>
-       </ParameterList>
-     </Constructor>
  
!     <Constructor name='qlDiscountCurve'>
!       <libraryFunction>DiscountCurve</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
!         <Parameters>
!           <Parameter name='curveDates' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>vector</tensorRank>
!             <description>dates of the curve</description>
!           </Parameter>
!           <Parameter name='curveDiscounts'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>discount factors for the above dates</description>
!           </Parameter>
!           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual365Fixed)</description>
!           </Parameter>
!         </Parameters>
        </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlZeroCurve'>
!       <libraryFunction>ZeroCurve</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
!         <Parameters>
!           <Parameter name='curveDates' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>vector</tensorRank>
!             <description>dates of the curve</description>
!           </Parameter>
!           <Parameter name='curveYields'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>zero rates for the above dates</description>
!           </Parameter>
!           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual365Fixed)</description>
!           </Parameter>
!         </Parameters>
        </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlForwardCurve'>
!       <libraryFunction>ForwardCurve</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
!         <Parameters>
!           <Parameter name='curveDates' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>vector</tensorRank>
!             <description>dates of the curve</description>
!           </Parameter>
!           <Parameter name='forwardYields'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>forwards rates for the above dates</description>
!           </Parameter>
!           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual365Fixed)</description>
!           </Parameter>
!         </Parameters>
        </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlForwardSpreadedTermStructure'>
!       <libraryFunction>ForwardSpreadedTermStructure</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
!         <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Base YieldTermStructure to be spreaded</description>
!           </Parameter>
!           <Parameter name='spread'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>the spread to be applied to the forward rates of the yield curve</description>
!           </Parameter>
!         </Parameters>
        </ParameterList>
!     </Constructor>
  
      <Member name='qlDiscount' libraryClass='YieldTermStructure' loopParameter='DfDates'>
--- 14,81 ----
    <Functions>
  
  
! 
!     <Member name='qlTermStructureReferenceDate' libraryClass='TermStructure'>
!       <description>Returns the reference date for the given TermStructure object</description>
!       <libraryFunction>referenceDate</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
+       <platforms>EO</platforms>
        <ParameterList>
!         <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description></description>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlTermStructureCalendar' libraryClass='TermStructure'>
!       <description>Returns the calendar used by the given TermStructure object</description>
!       <libraryFunction>calendar</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
+       <platforms>EO</platforms>
        <ParameterList>
!         <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Calendar'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description></description>
!       </ReturnValue>
!     </Member>
  
! 
!     <Member name='qlTermStructureMaxDate' libraryClass='TermStructure'>
!       <description>Returns the max date for the given TermStructure object</description>
!       <libraryFunction>maxDate</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
+       <platforms>EO</platforms>
        <ParameterList>
!         <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description></description>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlTermStructureDayCounter' libraryClass='TermStructure'>
!       <description>Returns the DayCounter used by the given TermStructure object</description>
!       <libraryFunction>dayCounter</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
+       <platforms>EO</platforms>
        <ParameterList>
!         <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::DayCounter'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description></description>
!       </ReturnValue>
!     </Member>
! 
! 
  
      <Member name='qlDiscount' libraryClass='YieldTermStructure' loopParameter='DfDates'>
***************
*** 371,374 ****
--- 310,439 ----
      </Member>
  
+     <Constructor name='qlPiecewiseYieldCurve'>
+       <libraryFunction>PiecewiseYieldCurve</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <platforms>EGO</platforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='nDays' default='0'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>number of days to advance from EvaluationDate (usually zero or two): it fixes the date at which the discount factor = 1.0</description>
+           </Parameter>
+           <Parameter name='calendar' enumeration='QuantLib::Calendar'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>holiday calendar (e.g. TARGET) to advance from global EvaluationDate</description>
+           </Parameter>
+           <Parameter name='rateHelpers'>
+             <type>string</type>
+             <tensorRank>vector</tensorRank>
+             <description>vector of rate-helpers</description>
+           </Parameter>
+           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>day counter (e.g. Actual365Fixed)</description>
+           </Parameter>
+           <Parameter name='trigger' ignore='true'>
+             <type>any</type>
+             <tensorRank>scalar</tensorRank>
+             <description>dependency tracking trigger</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
+     <Constructor name='qlDiscountCurve'>
+       <libraryFunction>DiscountCurve</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='curveDates' libraryType='QuantLib::Date'>
+             <type>long</type>
+             <tensorRank>vector</tensorRank>
+             <description>dates of the curve</description>
+           </Parameter>
+           <Parameter name='curveDiscounts'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>discount factors for the above dates</description>
+           </Parameter>
+           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>day counter (e.g. Actual365Fixed)</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
+     <Constructor name='qlZeroCurve'>
+       <libraryFunction>ZeroCurve</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='curveDates' libraryType='QuantLib::Date'>
+             <type>long</type>
+             <tensorRank>vector</tensorRank>
+             <description>dates of the curve</description>
+           </Parameter>
+           <Parameter name='curveYields'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>zero rates for the above dates</description>
+           </Parameter>
+           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>day counter (e.g. Actual365Fixed)</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
+     <Constructor name='qlForwardCurve'>
+       <libraryFunction>ForwardCurve</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='curveDates' libraryType='QuantLib::Date'>
+             <type>long</type>
+             <tensorRank>vector</tensorRank>
+             <description>dates of the curve</description>
+           </Parameter>
+           <Parameter name='forwardYields'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>forwards rates for the above dates</description>
+           </Parameter>
+           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>day counter (e.g. Actual365Fixed)</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
+     <Constructor name='qlForwardSpreadedTermStructure'>
+       <libraryFunction>ForwardSpreadedTermStructure</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Base YieldTermStructure to be spreaded</description>
+           </Parameter>
+           <Parameter name='spread'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>the spread to be applied to the forward rates of the yield curve</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
    </Functions>
  </Category>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata pricingengines.xml, 1.2, 1.3

From: Ferdinando A. <na...@us...> - 2006-06-22 10:16:19

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27348/gensrc/metadata

Modified Files:
	pricingengines.xml 
Log Message:
in synch with QuantLib

Index: pricingengines.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** pricingengines.xml	20 Jun 2006 17:39:13 -0000	1.2
--- pricingengines.xml	22 Jun 2006 10:16:14 -0000	1.3
***************
*** 5,8 ****
--- 5,9 ----
      <include>qlo/termstructures.hpp</include>
      <include>qlo/pricingengines.hpp</include>
+     <include>qlo/swaptionvolstructure.hpp</include>
      <include>qlo/vo_pricingengines.hpp</include>
    </includes>
***************
*** 17,24 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='vol' libraryType='QuantLib::Volatility'>
!             <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>swaption Black volatility</description>
            </Parameter>
          </Parameters>
--- 18,25 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='vol' libraryClass='SwaptionVolatilityStructure' ql_handle='true'>
!             <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>SwaptionVolatilityStructure</description>
            </Parameter>
          </Parameters>

[QuantLibAddin-cvs] QuantLibAddin/qlo couponvectors.cpp,1.7,1.8

From: Ferdinando A. <na...@us...> - 2006-06-22 10:14:57

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26453/qlo

Modified Files:
	couponvectors.cpp 
Log Message:
bug fix

Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** couponvectors.cpp	22 Jun 2006 08:33:01 -0000	1.7
--- couponvectors.cpp	22 Jun 2006 10:14:51 -0000	1.8
***************
*** 59,68 ****
                  cf.push_back(floatingCoupon->gearing());
                  cf.push_back(floatingCoupon->indexFixing());
!                 //convAdj = floatingCoupon->rate()- floatingCoupon->spread();
!                 //convAdj -= floatingCoupon->gearing()*
!                 //                    floatingCoupon->indexFixing();
!                 //if (floatingCoupon->gearing()!=0)
!                 //    covAdj/floatingCoupon->gearing();
!                 //cf.push_back(convAdj);
                  cf.push_back(floatingCoupon->spread());
              } else {
--- 59,68 ----
                  cf.push_back(floatingCoupon->gearing());
                  cf.push_back(floatingCoupon->indexFixing());
!                 QuantLib::Rate convAdj = floatingCoupon->rate()- floatingCoupon->spread();
!                 convAdj -= floatingCoupon->gearing()*
!                                     floatingCoupon->indexFixing();
!                 if (floatingCoupon->gearing()!=0)
!                     convAdj /= floatingCoupon->gearing();
!                 cf.push_back(convAdj);
                  cf.push_back(floatingCoupon->spread());
              } else {

[QuantLibAddin-cvs] QuantLibAddin/qlo conversions.cpp, 1.3, 1.4 conversions.hpp, 1.3, 1.4

From: Ferdinando A. <na...@us...> - 2006-06-22 10:13:34

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25934/qlo

Modified Files:
	conversions.cpp conversions.hpp 
Log Message:
allowing Calendar output

Index: conversions.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/conversions.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** conversions.cpp	20 Jun 2006 10:59:21 -0000	1.3
--- conversions.cpp	22 Jun 2006 10:13:28 -0000	1.4
***************
*** 50,53 ****
--- 50,57 ----
      }
  
+     std::string libraryToScalar(const QuantLib::Calendar &calendar) {
+         return calendar.name();
+     }
+ 
      std::vector<long> libraryToVector(const std::vector<QuantLib::Date> &v) {
          std::vector<long> ret;

Index: conversions.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/conversions.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** conversions.hpp	20 Jun 2006 10:59:21 -0000	1.3
--- conversions.hpp	22 Jun 2006 10:13:28 -0000	1.4
***************
*** 26,29 ****
--- 26,30 ----
  
  #include <ql/date.hpp>
+ #include <ql/calendar.hpp>
  #include <ql/interestrate.hpp>
  #include <ohxl/conversions.hpp>
***************
*** 42,45 ****
--- 43,47 ----
      std::string libraryToScalar(const QuantLib::Period&);
      std::string libraryToScalar(const QuantLib::DayCounter&);
+     std::string libraryToScalar(const QuantLib::Calendar&);
      std::vector<long> libraryToVector(const std::vector<QuantLib::Date>&);
      std::vector<std::string> libraryToVector(const std::vector<QuantLib::Period>&);

[QuantLibAddin-cvs] QuantLibAddin todo.csv,1.20,1.21

From: Eric E. <eri...@us...> - 2006-06-22 10:01:27

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20584

Modified Files:
	todo.csv 
Log Message:


Index: todo.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** todo.csv	21 Jun 2006 14:35:32 -0000	1.20
--- todo.csv	22 Jun 2006 10:01:23 -0000	1.21
***************
*** 1,145 ****
! "project","subproject","task","status","hours","priority","comp date","comment"
! ,,,,,,,
! "QLA","Enumerations","rename Enumerations->Enumerated Types (ETs), Complex Types->Enumerated Objects (EOs)","in progress",0,,,
! "QLA","Enumerations","implement autogeneration of source code for EOs","in progress",2,,,
! "QLA","Enumerations","remove PricingEngine, StrikedTypePayoff from EO and implement as normal objects","in progress",4,,,
! "QLA","Enumerations","transfer Calendar, DayCounter, Currency from ET -> EO","in progress",2,,,
! "QLA","Enumerations","implement EuriborXX as EO","in progress",2,,,
! "QLA","Enumerations","port gensrc EnumerationMember functionality from ETs -> EOs","in progress",4,,,
! "QLA","Enumerations","extend support for mixing EOs/Objects e.g. Calendar/JointCalendar, Index/EuriborXX","in progress",2,,,
! "QLA","Enumerations","remove Create<> code from QLO ctors  Create<> code to appear only in autogenerated Addin code","in progress",0,,,
! "QLA","Enumerations","ET ctors  use explicit ctors instead of default i.e. use ""HongKong::HKEx"" not ""HongKong""","in progress",0,,,
! "QLA","Enumerations","QLO ctors which switch on ETs  implement for YieldTermStructure, LinearInterpolation, PricingEngine(?)","in progress",4,,,
! "QLA","Enumerations","port ET/EO registry from QuantLibXL to ObjectHandler","on hold","- -",,,"requires redesign to allow multiple XLLs to share global Registry"
! ,,,,,,,
! "QLA","Design","expose INDEX public interface instead of XIBOR  QL changes required",,,1,,
! "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",,3,09/06/2006,"consolidate code for returning object references"
! "QLA","Enumerations","add support for accessing member function of Enumeration  e.g. publish the public interface for Calendar, DayCounter","done",,1,12/06/2006,"represent stateful objects as singletons rather than Enumerations?"
! ,,,,,,,
! "QLA","Design","revise code for Interpolation, and allow user to provide an enumeration indicating the desired class",,,0,,
! "QLA","Design","yieldTermStructure  user supplies two Enumerations -  autogenerate nested select to instantiate indicated template",,,0,,
! "QLA","Design","use ""objectID"" instead of ""handle""  required to avoid confusion with QuantLib::Handle","in progress",,1,,"use id instead of instance name ???"
! "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",
! ,,,,,,,
  ,,"enumeration as return value (string)  should be same as the input value  Period, DayCounter",,,,,
! ,,"accept input params of variable type e.g. 1) date or European exercise 2) volatility or BlackSwaptionEngine",,,,,
! ,,"add support for Array as input / output",,,,,
! ,,"performance profile of workbook YieldCurveMonitor.xls",,,,,
! ,,"YC bootstrap fails if workbook RateHelpers.xls is open",,,,,
! ,,"raise exception if trigger parameter has value of #ERR!/#NULL!",,,,,
! ,,"calculate memory usage of repository",,,,,
! ,,"count the number of functions available in the addin",,,,,
! ,,"when input vector passed to loop function  convert inputs on each loop iteration and catch exceptions one-by-one",,,,,
! ,,"Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.",,,,,
! ,,"delete VanillaOption->setEngine()","cancelled",,,,"can't until pricing engines are converted into objects"
! ,,"add support for Matrix as input / output","done",,,,
! ,,"add VC8 makefile to generate .chm documentation from metadata","done",,,"16/06/2006",
! ,,"in autogenerated code - suppress call to objectPointer->setPermanent() if input parameter permanent is FALSE","done",,,"15/06/2006",
! ,,"don't rely on try/catch to control processing flow for deriving Enumerations (in templates in qla/conversions.hpp)","done",,,"16/06/2006",
! ,,"add facility to query the most recent error message","done",,,"16/06/2006",
! ,,,,,,,
! "OH","Design","""reflection"" - support member functions dynamically",,,3,,
! "OH","Design","update design doc",,,3,,
! "OH","Design","allow objects to be grouped",,,3,,
! "OH","Functions","ohPack() - resolve flags and values","done",,1,"14/06/2006",
! "QLA","Design","discontinue support for VC6","in progress",,3,,
! "QLA","Design","Sessions: instead of using workbook as session, allow user to specify session number",,,3,,
! "QLA","Design","detect if calling range is row-wise / column-wise - format return vector accordingly","done",,1,,
! "QLA","Design","#include fewer headers to speed compilation",,,2,,
! "QLA","Design","in header files  check all version numbers:  boost, QuantLib, log4cxx, ObjectHandler, QuantLibObjects",,,2,,
! "QLA","Design","use Excel SmartTags to allow interrogation of objects",,,3,,
! "QLA","Design","improve formatting of log messages",,,3,,
! "QLA","Design","transfer qla/typefactory.hpp, qla/typeregistry to ObjectHandler?",,,,,
! "QLA","Docs","autogenerate documentation for datatype and default value",,,2,,
! "QLA","Docs","provide more descriptive explanations of input/output parameters",,,2,,
! "QLA","Docs","examples in Technical Documentation relate to Functional",,,,,"?"
! "QLA","Enumerations","is Convention an enumeration?",,,2,,
! "QLA","Enumerations","add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",,,2,,
! "QLA","Enumerations","single return value gets repeated in calling range  force scalar to be returned as vector",,,,,"is there an example of an enum list containing 1 item?"
! "QLA","Enumerations","take enumeration description from metadata",,,,,
! "QLA","Excel binding","categorize function names in Excel Function Wizard","on hold",,1,"20/04/2006","conflict with Adfin addin"
! "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","Functions","port old QLXL functionality into new QLXL",,,2,,
! "QLA","Functions","qlSwapLegAnalysis() to provide column headers in output",,,3,,
! "QLA","Functions","qlCompiler() to return info on version and configuration of compiler used to build QLA ?",,,,,
! "QLA","General Support","C++ examples - add VOs, NPV calculations",,,3,,
! "QLA","gensrc","replace Serializer class with Reader class  since we will never DeSerialize anything",,,3,,
! "QLA","gensrc","extend rule.py to support conversion of Guile datatypes",,,3,,
! "QLA","gensrc","Provide schema for XML",,,3,,
! "QLA","ValueObjects","dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,,3,,
! "QLA","VBA framework","design for real-time live feed",,,2,,
! "QLA","VBA framework","interrogate object repository",,,2,,"Plamen?"
! "QLA","VBA framework","network launcher/updater for VBA framework - to point to different environments / configuration files",,,1,,
! "QLA","VBA framework","access logfile",,,3,,
! "QLA","VBA framework","menu options to load/unload XLL/XLA  implement as toggle","in progress",,,,
! "QLA","INDEX","get/set fixing for given date",,,2,,"?"
! ,,,,,,,
! "OH","Design","class FunctionCall - streamline initialization - ""xltypeUninitialized""","done",,,01/05/2006,
! "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",,,07/05/2006,
! "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",,3,01/05/2006,
! "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",,,01/05/2006,"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",,,08/05/2006,
! "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",,2,08/05/2006,
! "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",,,03/05/2006,
! "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",,,06/05/2006,
! "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",,,06/05/2006,
! "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  scalar/vector/matrix, QL datatypes, void, etc.","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",
--- 1,146 ----
! project,subproject,task,status,hours,priority,comp date,comment
! 
! QLA,Enumerations,"rename Enumerations->Enumerated Types (ETs), Complex Types->Enumerated Objects (EOs)",in progress,0,,,
! QLA,Enumerations,implement autogeneration of source code for EOs,in progress,2,,,
! QLA,Enumerations,"remove PricingEngine, StrikedTypePayoff from EO and implement as normal objects",in progress,4,,,
! QLA,Enumerations,"transfer Calendar, DayCounter, Currency from ET -> EO",in progress,2,,,
! QLA,Enumerations,implement EuriborXX as EO,in progress,2,,,
! QLA,Enumerations,port gensrc EnumerationMember functionality from ETs -> EOs,in progress,4,,,
! QLA,Enumerations,"extend support for mixing EOs/Objects e.g. Calendar/JointCalendar, Index/EuriborXX",in progress,2,,,
! QLA,Enumerations,remove Create<> code from QLO ctors  Create<> code to appear only in autogenerated Addin code,in progress,0,,,
! QLA,Enumerations,"ET ctors  use explicit ctors instead of default i.e. use ""HongKong::HKEx"" not ""HongKong""",in progress,0,,,
! QLA,Enumerations,"QLO ctors which switch on ETs  implement for YieldTermStructure, LinearInterpolation, PricingEngine(?)",in progress,4,,,
! QLA,Enumerations,port ET/EO registry from QuantLibXL to ObjectHandler,on hold,- -,,,requires redesign to allow multiple XLLs to share global Registry
! 
! QLA,Design,expose INDEX public interface instead of XIBOR  QL changes required,,,1,,
! 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,,3,9/6/2006,consolidate code for returning object references
! QLA,Enumerations,"add support for accessing member function of Enumeration  e.g. publish the public interface for Calendar, DayCounter",done,,1,12/6/2006,represent stateful objects as singletons rather than Enumerations?
! 
! QLA,Design,"revise code for Interpolation, and allow user to provide an enumeration indicating the desired class",,,0,,
! QLA,Design,yieldTermStructure  user supplies two Enumerations -  autogenerate nested select to instantiate indicated template,,,0,,
! QLA,Design,"use ""objectID"" instead of ""handle""  required to avoid confusion with QuantLib::Handle",in progress,,1,,use id instead of instance name ???
! 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,
! 
! ,,Handle - automate conversions so it's not necessary for developer to implement linkTo for every class,,,,,
  ,,"enumeration as return value (string)  should be same as the input value  Period, DayCounter",,,,,
! ,,accept input params of variable type e.g. 1) date or European exercise 2) volatility or BlackSwaptionEngine,,,,,
! ,,add support for Array as input / output,,,,,
! ,,performance profile of workbook YieldCurveMonitor.xls,,,,,
! ,,YC bootstrap fails if workbook RateHelpers.xls is open,,,,,
! ,,raise exception if trigger parameter has value of #ERR!/#NULL!,,,,,
! ,,calculate memory usage of repository,,,,,
! ,,count the number of functions available in the addin,,,,,
! ,,when input vector passed to loop function  convert inputs on each loop iteration and catch exceptions one-by-one,,,,,
! ,,Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.,,,,,
! ,,delete VanillaOption->setEngine(),cancelled,,,,can't until pricing engines are converted into objects
! ,,add support for Matrix as input / output,done,,,,
! ,,add VC8 makefile to generate .chm documentation from metadata,done,,,16/06/2006,
! ,,in autogenerated code - suppress call to objectPointer->setPermanent() if input parameter permanent is FALSE,done,,,15/06/2006,
! ,,don't rely on try/catch to control processing flow for deriving Enumerations (in templates in qla/conversions.hpp),done,,,16/06/2006,
! ,,add facility to query the most recent error message,done,,,16/06/2006,
! 
! OH,Design,"""reflection"" - support member functions dynamically",,,3,,
! OH,Design,update design doc,,,3,,
! OH,Design,allow objects to be grouped,,,3,,
! OH,Functions,ohPack() - resolve flags and values,done,,1,14/06/2006,
! QLA,Design,discontinue support for VC6,in progress,,3,,
! QLA,Design,"Sessions: instead of using workbook as session, allow user to specify session number",,,3,,
! QLA,Design,detect if calling range is row-wise / column-wise - format return vector accordingly,done,,1,,
! QLA,Design,#include fewer headers to speed compilation,,,2,,
! QLA,Design,"in header files  check all version numbers:  boost, QuantLib, log4cxx, ObjectHandler, QuantLibObjects",,,2,,
! QLA,Design,use Excel SmartTags to allow interrogation of objects,,,3,,
! QLA,Design,improve formatting of log messages,,,3,,
! QLA,Design,"transfer qla/typefactory.hpp, qla/typeregistry to ObjectHandler?",,,,,
! QLA,Docs,autogenerate documentation for datatype and default value,,,2,,
! QLA,Docs,provide more descriptive explanations of input/output parameters,,,2,,
! QLA,Docs,examples in Technical Documentation relate to Functional,,,,,?
! QLA,Enumerations,is Convention an enumeration?,,,2,,
! QLA,Enumerations,"add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",,,2,,
! QLA,Enumerations,single return value gets repeated in calling range  force scalar to be returned as vector,,,,,is there an example of an enum list containing 1 item?
! QLA,Enumerations,take enumeration description from metadata,,,,,
! QLA,Excel binding,categorize function names in Excel Function Wizard,on hold,,1,20/04/2006,conflict with Adfin addin
! 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,Functions,port old QLXL functionality into new QLXL,,,2,,
! QLA,Functions,qlSwapLegAnalysis() to provide column headers in output,,,3,,
! QLA,Functions,qlCompiler() to return info on version and configuration of compiler used to build QLA ?,,,,,
! QLA,General Support,"C++ examples - add VOs, NPV calculations",,,3,,
! QLA,gensrc,replace Serializer class with Reader class  since we will never DeSerialize anything,,,3,,
! QLA,gensrc,extend rule.py to support conversion of Guile datatypes,,,3,,
! QLA,gensrc,Provide schema for XML,,,3,,
! QLA,ValueObjects,"dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,,3,,
! QLA,VBA framework,design for real-time live feed,,,2,,
! QLA,VBA framework,interrogate object repository,,,2,,Plamen?
! QLA,VBA framework,network launcher/updater for VBA framework - to point to different environments / configuration files,,,1,,
! QLA,VBA framework,access logfile,,,3,,
! QLA,VBA framework,menu options to load/unload XLL/XLA  implement as toggle,in progress,,,,
! QLA,INDEX,get/set fixing for given date,,,2,,?
! 
! OH,Design,"class FunctionCall - streamline initialization - ""xltypeUninitialized""",done,,,1/5/2006,
! 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,,,7/5/2006,
! 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,,3,1/5/2006,
! 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,,,1/5/2006,it doesn't
! QLA,Design,in session.cpp replace bespoke parsing with boost::regex,done,,3,5/8/2006,
! 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,,,8/5/2006,
! 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,,2,8/5/2006,
! 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,,,3/5/2006,
! 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,,,6/5/2006
! 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,,,6/5/2006
! 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  scalar/vector/matrix, QL datatypes, void, etc.",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,,1,5/5/2006
! 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,,1,5/5/2006
! 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

[QuantLibAddin-cvs] QuantLibAddin/Docs/images cmdline.png, 1.1, 1.2 demo_formulas.jpg, 1.1, 1.2 demo_values.jpg, 1.1, 1.2 design.jpg, 1.1, 1.2 logo_ql.jpg, 1.1, 1.2 logo_qla.jpg, 1.1, 1.2 menu_0.jpg, 1.1, 1.2 menu_1_0.jpg, 1.1, 1.2 menu_1_2.jpg, 1.1, 1.2 menu_3_2.jpg, 1.1, 1.2 menu_bottom.jpg, 1.1, 1.2 menu_middle.jpg, 1.1, 1.2 screenshot.jpg, 1.1, 1.2

From: Eric E. <eri...@us...> - 2006-06-22 09:57:03

Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/images
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18902/Docs/images

Modified Files:
	cmdline.png demo_formulas.jpg demo_values.jpg design.jpg 
	logo_ql.jpg logo_qla.jpg menu_0.jpg menu_1_0.jpg menu_1_2.jpg 
	menu_3_2.jpg menu_bottom.jpg menu_middle.jpg screenshot.jpg 
Log Message:
restructure documentation

Index: design.jpg
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/design.jpg,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
Binary files /tmp/cvsoCML0c and /tmp/cvsWr6Gqh differ

Index: demo_values.jpg
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/demo_values.jpg,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
Binary files /tmp/cvsij7SZb and /tmp/cvsm4ANsg differ

Index: menu_3_2.jpg
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/menu_3_2.jpg,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
Binary files /tmp/cvswVmWVd and /tmp/cvs3kHxri differ

Index: menu_bottom.jpg
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/menu_bottom.jpg,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
Binary files /tmp/cvsZztpFh and /tmp/cvsZ1b8cm differ

Index: screenshot.jpg
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/screenshot.jpg,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
Binary files /tmp/cvsY6K0tg and /tmp/cvs2ZbQ3k differ

Index: menu_1_2.jpg
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/menu_1_2.jpg,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
Binary files /tmp/cvsHI0GWi and /tmp/cvsIvkpAn differ

Index: menu_1_0.jpg
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/menu_1_0.jpg,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
Binary files /tmp/cvsMMxZ2k and /tmp/cvsT9QbKp differ

Index: menu_middle.jpg
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/menu_middle.jpg,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
Binary files /tmp/cvscjKiDo and /tmp/cvsBiosmt differ

Index: logo_qla.jpg
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/logo_qla.jpg,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
Binary files /tmp/cvs89BsNl and /tmp/cvsxuqFHq differ

Index: demo_formulas.jpg
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/demo_formulas.jpg,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
Binary files /tmp/cvshz3lGn and /tmp/cvsvCPCEs differ

Index: cmdline.png
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/cmdline.png,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
Binary files /tmp/cvsiOEnXs and /tmp/cvsRGA63x differ

Index: logo_ql.jpg
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/logo_ql.jpg,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
Binary files /tmp/cvsng9DBu and /tmp/cvsBPyJKz differ

Index: menu_0.jpg
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/images/menu_0.jpg,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
Binary files /tmp/cvsNppsiw and /tmp/cvsSJibyB differ

[QuantLibAddin-cvs] QuantLibAddin/Docs docs-QuantLibAddin.vcproj, NONE, 1.1 docs-QuantLibAddin_vc8.vcproj, NONE, 1.1 qla_header.html, 1.1, 1.2 qladdin.vc.doxy, 1.2, 1.3 style.css, 1.1, 1.2 QuantLibXLdocs.vcproj, 1.1, NONE QuantLibXLdocs_vc8.vcproj, 1.1, NONE qla_footer.vc.html, 1.1, NONE qla_header.vc.html, 1.1, NONE

From: Eric E. <eri...@us...> - 2006-06-22 09:57:03

Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18902/Docs

Modified Files:
	qla_header.html qladdin.vc.doxy style.css 
Added Files:
	docs-QuantLibAddin.vcproj docs-QuantLibAddin_vc8.vcproj 
Removed Files:
	QuantLibXLdocs.vcproj QuantLibXLdocs_vc8.vcproj 
	qla_footer.vc.html qla_header.vc.html 
Log Message:
restructure documentation

--- NEW FILE: docs-QuantLibAddin_vc8.vcproj ---
<?xml version="1.0" encoding="Windows-1252"?>
<VisualStudioProject
	ProjectType="Visual C++"
	Version="8.00"
	Name="docs-QuantLibAddin"
	ProjectGUID="{3A1AC508-8F57-4318-AC89-EE55513FE506}"
	RootNamespace="docs-QuantLibAddin"
	Keyword="MakeFileProj"
	>
	<Platforms>
		<Platform
			Name="Win32"
		/>
	</Platforms>
	<ToolFiles>
	</ToolFiles>
	<Configurations>
		<Configuration
			Name="All|Win32"
			OutputDirectory="build\vc"
			IntermediateDirectory="build\vc"
			ConfigurationType="0"
			>
			<Tool
				Name="VCNMakeTool"
				BuildCommandLine="NMAKE /f &quot;Makefile.vc&quot;"
				ReBuildCommandLine="NMAKE /f &quot;Makefile.vc&quot; /a"
				CleanCommandLine="NMAKE /f &quot;Makefile.vc&quot; clean"
				Output=""
				PreprocessorDefinitions="WIN32;_DEBUG"
				IncludeSearchPath=""
				ForcedIncludes=""
				AssemblySearchPath=""
				ForcedUsingAssemblies=""
				CompileAsManaged=""
			/>
		</Configuration>
	</Configurations>
	<References>
	</References>
	<Files>
		<Filter
			Name="pages"
			>
			<File
				RelativePath=".\pages\all.docs"
				>
			</File>
			<File
				RelativePath=".\pages\bonds.docs"
				>
			</File>
			<File
				RelativePath=".\pages\calc.docs"
				>
			</File>
			<File
				RelativePath=".\pages\calendar.docs"
				>
			</File>
			<File
				RelativePath=".\pages\capfloor.docs"
				>
			</File>
			<File
				RelativePath=".\pages\categories.docs"
				>
			</File>
			<File
				RelativePath=".\pages\couponvectors.docs"
				>
			</File>
			<File
				RelativePath=".\pages\date.docs"
				>
			</File>
			<File
				RelativePath=".\pages\daycounter.docs"
				>
			</File>
			<File
				RelativePath=".\pages\design.docs"
				>
			</File>
			<File
				RelativePath=".\pages\enums.docs"
				>
			</File>
			<File
				RelativePath=".\pages\evaluationdate.docs"
				>
			</File>
			<File
				RelativePath=".\pages\examples.docs"
				>
			</File>
			<File
				RelativePath=".\pages\exercise.docs"
				>
			</File>
			<File
				RelativePath=".\pages\extending.docs"
				>
			</File>
			<File
				RelativePath=".\pages\faq.docs"
				>
			</File>
			<File
				RelativePath=".\pages\forwardrateagreement.docs"
				>
			</File>
			<File
				RelativePath=".\pages\functional.docs"
				>
			</File>
			<File
				RelativePath=".\pages\history.docs"
				>
			</File>
			<File
				RelativePath=".\pages\index.docs"
				>
			</File>
			<File
				RelativePath=".\pages\installation.docs"
				>
			</File>
			<File
				RelativePath=".\pages\instruments.docs"
				>
			</File>
			<File
				RelativePath=".\pages\interpolation.docs"
				>
			</File>
			<File
				RelativePath=".\pages\license.docs"
				>
			</File>
			<File
				RelativePath=".\pages\mathf.docs"
				>
			</File>
			<File
				RelativePath=".\pages\options.docs"
				>
			</File>
			<File
				RelativePath=".\pages\people.docs"
				>
			</File>
			<File
				RelativePath=".\pages\prices.docs"
				>
			</File>
			<File
				RelativePath=".\pages\pricingengines.docs"
				>
			</File>
			<File
				RelativePath=".\pages\processes.docs"
				>
			</File>
			<File
				RelativePath=".\pages\randomsequencegenerator.docs"
				>
			</File>
			<File
				RelativePath=".\pages\ratehelpers.docs"
				>
			</File>
			<File
				RelativePath=".\pages\schedule.docs"
				>
			</File>
			<File
				RelativePath=".\pages\shortratemodels.docs"
				>
			</File>
			<File
				RelativePath=".\pages\srcgen.docs"
				>
			</File>
			<File
				RelativePath=".\pages\swap.docs"
				>
			</File>
			<File
				RelativePath=".\pages\swaption.docs"
				>
			</File>
			<File
				RelativePath=".\pages\swaptionvolstructure.docs"
				>
			</File>
			<File
				RelativePath=".\pages\termstructures.docs"
				>
			</File>
			<File
				RelativePath=".\pages\troubleshooting.docs"
				>
			</File>
			<File
				RelativePath=".\pages\utilities.docs"
				>
			</File>
			<File
				RelativePath=".\pages\vanillaswap.docs"
				>
			</File>
			<File
				RelativePath=".\pages\volatilities.docs"
				>
			</File>
			<File
				RelativePath=".\pages\xibor.docs"
				>
			</File>
		</Filter>
		<File
			RelativePath=".\Makefile.vc"
			>
		</File>
		<File
			RelativePath=".\qla_footer.html"
			>
		</File>
		<File
			RelativePath=".\qla_header.html"
			>
		</File>
		<File
			RelativePath=".\qladdin.vc.doxy"
			>
		</File>
		<File
			RelativePath=".\style.css"
			>
		</File>
	</Files>
	<Globals>
	</Globals>
</VisualStudioProject>

Index: qla_header.html
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.html,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** qla_header.html	19 May 2006 16:56:16 -0000	1.1
--- qla_header.html	22 Jun 2006 09:56:58 -0000	1.2
***************
*** 62,66 ****
  <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>
--- 62,67 ----
  <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 class="menunolink">Class Hierarchy</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>
***************
*** 68,75 ****
  <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>
--- 69,76 ----
  <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>

--- qla_header.vc.html DELETED ---

--- NEW FILE: docs-QuantLibAddin.vcproj ---
<?xml version="1.0" encoding="Windows-1252"?>
<VisualStudioProject
	ProjectType="Visual C++"
	Version="7.10"
	Name="docs-QuantLibAddin"
	ProjectGUID="{60E2EF10-4F8A-4745-81B2-363115E9A31A}"
	Keyword="MakeFileProj">
	<Platforms>
		<Platform
			Name="Win32"/>
	</Platforms>
	<Configurations>
		<Configuration
			Name="All|Win32"
			OutputDirectory="Debug"
			IntermediateDirectory="Debug"
			ConfigurationType="0">
			<Tool
				Name="VCNMakeTool"
				BuildCommandLine="NMAKE /f &quot;Makefile.vc&quot;"
				ReBuildCommandLine="NMAKE /f &quot;Makefile.vc&quot; /a"
				CleanCommandLine="NMAKE /f &quot;Makefile.vc&quot; clean"/>
		</Configuration>
	</Configurations>
	<References>
	</References>
	<Files>
		<File
			RelativePath=".\Makefile.vc">
		</File>
		<File
			RelativePath=".\qla_footer.vc.html">
		</File>
		<File
			RelativePath=".\qla_header.vc.html">
		</File>
		<File
			RelativePath=".\qladdin.vc.doxy">
		</File>
	</Files>
	<Globals>
	</Globals>
</VisualStudioProject>

--- qla_footer.vc.html DELETED ---

Index: style.css
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/style.css,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** style.css	19 May 2006 16:56:16 -0000	1.1
--- style.css	22 Jun 2006 09:56:58 -0000	1.2
***************
*** 109,114 ****
  }
  
  .menuheadernolink {
!     color: white;
      font-family: Arial;
      font-size: 15px;
--- 109,121 ----
  }
  
+ .menunolink {
+     color: gray;
+     font-family: Arial;
+     font-size: 10px;
+     font-weight: bold;
+ }
+ 
  .menuheadernolink {
!     color: gray;
      font-family: Arial;
      font-size: 15px;

--- QuantLibXLdocs.vcproj DELETED ---

--- QuantLibXLdocs_vc8.vcproj DELETED ---

Index: qladdin.vc.doxy
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qladdin.vc.doxy,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** qladdin.vc.doxy	19 Jun 2006 17:59:19 -0000	1.2
--- qladdin.vc.doxy	22 Jun 2006 09:56:58 -0000	1.3
***************
*** 79,84 ****
  #---------------------------------------------------------------------------
  
! INPUT                  = ./pages
! FILE_PATTERNS          = *.doc
  RECURSIVE              = YES
  EXCLUDE                = 
--- 79,84 ----
  #---------------------------------------------------------------------------
  
! INPUT                  = ./pages ../qlo
! FILE_PATTERNS          = *.docs *.hpp
  RECURSIVE              = YES
  EXCLUDE                = 
***************
*** 120,129 ****
  HTML_OUTPUT            = html
  HTML_FILE_EXTENSION    = .html
! HTML_HEADER            = qla_header.vc.html
! HTML_FOOTER            = qla_footer.vc.html
  HTML_STYLESHEET        = style.css
  HTML_ALIGN_MEMBERS     = YES
  GENERATE_HTMLHELP      = YES
! CHM_FILE               = quantlibxl.chm
  HHC_LOCATION           = hhc.exe
  GENERATE_CHI           = NO
--- 120,129 ----
  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

[QuantLibAddin-cvs] QuantLibAddin QuantLibAddin.sln, 1.7, 1.8 QuantLibAddin_vc8.sln, 1.8, 1.9

From: Eric E. <eri...@us...> - 2006-06-22 09:57:02

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18902

Modified Files:
	QuantLibAddin.sln QuantLibAddin_vc8.sln 
Log Message:
restructure documentation

Index: QuantLibAddin.sln
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin.sln,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** QuantLibAddin.sln	16 Jun 2006 19:29:31 -0000	1.7
--- QuantLibAddin.sln	22 Jun 2006 09:56:58 -0000	1.8
***************
*** 40,44 ****
  	EndProjectSection
  EndProject
! Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "docs", "Docs\docs.vcproj", "{60E2EF10-4F8A-4745-81B2-363115E9A31A}"
  	ProjectSection(ProjectDependencies) = postProject
  		{19C36A53-51F2-4951-9A38-CCF6A250814F} = {19C36A53-51F2-4951-9A38-CCF6A250814F}
--- 40,44 ----
  	EndProjectSection
  EndProject
! Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "docs-QuantLibAddin", "Docs\docs-QuantLibAddin.vcproj", "{60E2EF10-4F8A-4745-81B2-363115E9A31A}"
  	ProjectSection(ProjectDependencies) = postProject
  		{19C36A53-51F2-4951-9A38-CCF6A250814F} = {19C36A53-51F2-4951-9A38-CCF6A250814F}

Index: QuantLibAddin_vc8.sln
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin_vc8.sln,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** QuantLibAddin_vc8.sln	20 Jun 2006 10:05:09 -0000	1.8
--- QuantLibAddin_vc8.sln	22 Jun 2006 09:56:59 -0000	1.9
***************
*** 27,31 ****
  	EndProjectSection
  EndProject
! Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "QuantLibXL docs", "Docs\QuantLibXLdocs_vc8.vcproj", "{3A1AC508-8F57-4318-AC89-EE55513FE506}"
  EndProject
  Global
--- 27,39 ----
  	EndProjectSection
  EndProject
! Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "docs-QuantLibAddin", "Docs\docs-QuantLibAddin_vc8.vcproj", "{3A1AC508-8F57-4318-AC89-EE55513FE506}"
! 	ProjectSection(ProjectDependencies) = postProject
! 		{88BE5568-6E55-41C5-A251-670FAFB44336} = {88BE5568-6E55-41C5-A251-670FAFB44336}
! 	EndProjectSection
! EndProject
! Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "docs-QuantLibXL", "..\QuantLibXL\Docs\docs-QuantLibXL_vc8.vcproj", "{A7768A12-75ED-480C-825A-BC70105281BC}"
! 	ProjectSection(ProjectDependencies) = postProject
! 		{88BE5568-6E55-41C5-A251-670FAFB44336} = {88BE5568-6E55-41C5-A251-670FAFB44336}
! 	EndProjectSection
  EndProject
  Global
***************
*** 122,125 ****
--- 130,143 ----
  		{3A1AC508-8F57-4318-AC89-EE55513FE506}.Release|Win32.ActiveCfg = All|Win32
  		{3A1AC508-8F57-4318-AC89-EE55513FE506}.Release|Win32.Build.0 = All|Win32
+ 		{A7768A12-75ED-480C-825A-BC70105281BC}.All|Win32.ActiveCfg = Release|Win32
+ 		{A7768A12-75ED-480C-825A-BC70105281BC}.All|Win32.Build.0 = Release|Win32
+ 		{A7768A12-75ED-480C-825A-BC70105281BC}.Debug CRTDLL|Win32.ActiveCfg = Debug|Win32
+ 		{A7768A12-75ED-480C-825A-BC70105281BC}.Debug CRTDLL|Win32.Build.0 = Debug|Win32
+ 		{A7768A12-75ED-480C-825A-BC70105281BC}.Debug|Win32.ActiveCfg = Debug|Win32
+ 		{A7768A12-75ED-480C-825A-BC70105281BC}.Debug|Win32.Build.0 = Debug|Win32
+ 		{A7768A12-75ED-480C-825A-BC70105281BC}.Release CRTDLL|Win32.ActiveCfg = Release|Win32
+ 		{A7768A12-75ED-480C-825A-BC70105281BC}.Release CRTDLL|Win32.Build.0 = Release|Win32
+ 		{A7768A12-75ED-480C-825A-BC70105281BC}.Release|Win32.ActiveCfg = Release|Win32
+ 		{A7768A12-75ED-480C-825A-BC70105281BC}.Release|Win32.Build.0 = Release|Win32
  	EndGlobalSection
  	GlobalSection(SolutionProperties) = preSolution

[QuantLibAddin-cvs] QuantLibAddin/Docs/pages .cvsignore,1.2,1.3

From: Eric E. <eri...@us...> - 2006-06-22 09:57:01

Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18902/Docs/pages

Modified Files:
	.cvsignore 
Log Message:
restructure documentation

Index: .cvsignore
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/.cvsignore,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** .cvsignore	16 Jun 2006 19:29:30 -0000	1.2
--- .cvsignore	22 Jun 2006 09:56:58 -0000	1.3
***************
*** 1 ****
! *.doc
--- 1,30 ----
! all.docs
! bonds.docs
! calendar.docs
! capfloor.docs
! categories.docs
! couponvectors.docs
! date.docs
! daycounter.docs
! enums.docs
! exercise.docs
! forwardrateagreement.docs
! instruments.docs
! interpolation.docs
! mathf.docs
! options.docs
! prices.docs
! pricingengines.docs
! processes.docs
! randomsequencegenerator.docs
! ratehelpers.docs
! schedule.docs
! shortratemodels.docs
! swap.docs
! swaption.docs
! swaptionvolstructure.docs
! termstructures.docs
! utilities.docs
! vanillaswap.docs
! volatilities.docs
! xibor.docs

[QuantLibAddin-cvs] QuantLibAddin/qlo pricingengines.cpp, 1.3, 1.4 pricingengines.hpp, 1.2, 1.3

From: Ferdinando A. <na...@us...> - 2006-06-22 09:18:20

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2620/qlo

Modified Files:
	pricingengines.cpp pricingengines.hpp 
Log Message:
in synch with QuantLib

Index: pricingengines.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** pricingengines.cpp	22 Jun 2006 08:33:01 -0000	1.3
--- pricingengines.cpp	22 Jun 2006 09:18:16 -0000	1.4
***************
*** 20,40 ****
  namespace QuantLibAddin {
  
!     BlackSwaptionEngine::BlackSwaptionEngine(QuantLib::Volatility vol)
      {
!         boost::shared_ptr<QuantLib::Quote> vol_q(
!             new QuantLib::SimpleQuote(vol));
!         QuantLib::Handle<QuantLib::Quote> vol_hq(vol_q);
! 
!         //boost::shared_ptr<QuantLib::BlackModel> model(
!         //    new QuantLib::BlackModel(vol_hq));
! 
!         //boost::shared_ptr<QuantLib::PricingEngine> eng(
!         //    new QuantLib::BlackSwaptionEngine(model));
! 
!         //libraryObject_ = boost::shared_ptr<QuantLib::PricingEngine>(
!         //    new QuantLib::BlackSwaptionEngine(model));
! 
      }
  
  }
- 
--- 20,29 ----
  namespace QuantLibAddin {
  
!     BlackSwaptionEngine::BlackSwaptionEngine(
!         const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::PricingEngine>(
!             new QuantLib::BlackSwaptionEngine(vol));
      }
  
  }

Index: pricingengines.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** pricingengines.hpp	20 Jun 2006 17:39:13 -0000	1.2
--- pricingengines.hpp	22 Jun 2006 09:18:16 -0000	1.3
***************
*** 31,35 ****
      class BlackSwaptionEngine : public PricingEngine {
        public:
!         BlackSwaptionEngine(QuantLib::Volatility vol);
      };
  }
--- 31,36 ----
      class BlackSwaptionEngine : public PricingEngine {
        public:
!           BlackSwaptionEngine(
!               const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>&);
      };
  }

[QuantLibAddin-cvs] QuantLibAddin/qlo couponvectors.cpp, 1.6, 1.7 pricingengines.cpp, 1.2, 1.3 xibor.cpp, 1.10, 1.11

From: Eric E. <eri...@us...> - 2006-06-22 08:33:11

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14390/qlo

Modified Files:
	couponvectors.cpp pricingengines.cpp xibor.cpp 
Log Message:
comment out non-compiling code

Index: pricingengines.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** pricingengines.cpp	20 Jun 2006 17:39:13 -0000	1.2
--- pricingengines.cpp	22 Jun 2006 08:33:01 -0000	1.3
***************
*** 26,37 ****
          QuantLib::Handle<QuantLib::Quote> vol_hq(vol_q);
  
!         boost::shared_ptr<QuantLib::BlackModel> model(
!             new QuantLib::BlackModel(vol_hq));
  
!         boost::shared_ptr<QuantLib::PricingEngine> eng(
!             new QuantLib::BlackSwaptionEngine(model));
  
!         libraryObject_ = boost::shared_ptr<QuantLib::PricingEngine>(
!             new QuantLib::BlackSwaptionEngine(model));
  
      }
--- 26,37 ----
          QuantLib::Handle<QuantLib::Quote> vol_hq(vol_q);
  
!         //boost::shared_ptr<QuantLib::BlackModel> model(
!         //    new QuantLib::BlackModel(vol_hq));
  
!         //boost::shared_ptr<QuantLib::PricingEngine> eng(
!         //    new QuantLib::BlackSwaptionEngine(model));
  
!         //libraryObject_ = boost::shared_ptr<QuantLib::PricingEngine>(
!         //    new QuantLib::BlackSwaptionEngine(model));
  
      }

Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** couponvectors.cpp	21 Jun 2006 12:50:21 -0000	1.6
--- couponvectors.cpp	22 Jun 2006 08:33:01 -0000	1.7
***************
*** 59,68 ****
                  cf.push_back(floatingCoupon->gearing());
                  cf.push_back(floatingCoupon->indexFixing());
!                 convAdj = floatingCoupon->rate()- floatingCoupon->spread();
!                 convAdj -= floatingCoupon->gearing()*
!                                     floatingCoupon->indexFixing();
!                 if (floatingCoupon->gearing()!=0)
!                     covAdj/floatingCoupon->gearing();
!                 cf.push_back(convAdj);
                  cf.push_back(floatingCoupon->spread());
              } else {
--- 59,68 ----
                  cf.push_back(floatingCoupon->gearing());
                  cf.push_back(floatingCoupon->indexFixing());
!                 //convAdj = floatingCoupon->rate()- floatingCoupon->spread();
!                 //convAdj -= floatingCoupon->gearing()*
!                 //                    floatingCoupon->indexFixing();
!                 //if (floatingCoupon->gearing()!=0)
!                 //    covAdj/floatingCoupon->gearing();
!                 //cf.push_back(convAdj);
                  cf.push_back(floatingCoupon->spread());
              } else {

Index: xibor.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.cpp,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** xibor.cpp	20 Jun 2006 09:44:18 -0000	1.10
--- xibor.cpp	22 Jun 2006 08:33:03 -0000	1.11
***************
*** 35,43 ****
             "Index::addFixings the nuber of given dates does not "
             "match the number of fixings!");
!        if(dates.size() > 0) {
!            QuantLib::History history(dates, fixings);
!            QuantLib::IndexManager::instance().setHistory(libraryObject_->name(),
!                history);
!        }
  
      }
--- 35,43 ----
             "Index::addFixings the nuber of given dates does not "
             "match the number of fixings!");
!        //if(dates.size() > 0) {
!        //    QuantLib::History history(dates, fixings);
!        //    QuantLib::IndexManager::instance().setHistory(libraryObject_->name(),
!        //        history);
!        //}
  
      }

[QuantLibAddin-cvs] QuantLibAddin todo.csv,1.19,1.20

From: Eric E. <eri...@us...> - 2006-06-21 14:35:36

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5621

Modified Files:
	todo.csv 
Log Message:
add estimates for changes for Enumerations

Index: todo.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** todo.csv	20 Jun 2006 19:13:18 -0000	1.19
--- todo.csv	21 Jun 2006 14:35:32 -0000	1.20
***************
*** 1,132 ****
! "project","subproject","task","status","priority","comp date","comment"
! ,,,,,,
! "QLA","Design","expose INDEX public interface instead of XIBOR  QL changes required",,1,,
! "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",3,09/06/2006,"consolidate code for returning object references"
! "QLA","Enumerations","add support for accessing member function of Enumeration  e.g. publish the public interface for Calendar, DayCounter","done",1,12/06/2006,"represent stateful objects as singletons rather than Enumerations?"
! ,,,,,,
! "QLA","Design","revise code for Interpolation, and allow user to provide an enumeration indicating the desired class",,0,,
! "QLA","Design","yieldTermStructure  user supplies two Enumerations -  autogenerate nested select to instantiate indicated template",,0,,
! "QLA","Design","use ""objectID"" instead of ""handle""  required to avoid confusion with QuantLib::Handle","in progress",1,,"use id instead of instance name ???"
! "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",
! ,,,,,,
! ,,"accept input params of variable type e.g. 1) date or European exercise 2) volatility or BlackSwaptionEngine",,,,
! ,,"add support for Array as input / output",,,,
! ,,"performance profile of workbook YieldCurveMonitor.xls",,,,
! ,,"YC bootstrap fails if workbook RateHelpers.xls is open",,,,
! ,,"raise exception if trigger parameter has value of #ERR!/#NULL!",,,,
! ,,"calculate memory usage of repository",,,,
! ,,"count the number of functions available in the addin",,,,
! ,,"when input vector passed to loop function  convert inputs on each loop iteration and catch exceptions one-by-one",,,,
! ,,"Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.",,,,
! ,,"delete VanillaOption->setEngine()","cancelled",,,"can't until pricing engines are converted into objects"
! ,,"add support for Matrix as input / output","done",,,
! ,,"add VC8 makefile to generate .chm documentation from metadata","done",,"16/06/2006",
! ,,"in autogenerated code - suppress call to objectPointer->setPermanent() if input parameter permanent is FALSE","done",,"15/06/2006",
! ,,"don't rely on try/catch to control processing flow for deriving Enumerations (in templates in qla/conversions.hpp)","done",,"16/06/2006",
! ,,"add facility to query the most recent error message","done",,"16/06/2006",
! ,,,,,,
! "OH","Design","""reflection"" - support member functions dynamically",,3,,
! "OH","Design","update design doc",,3,,
! "OH","Design","allow objects to be grouped",,3,,
! "OH","Functions","ohPack() - resolve flags and values","done",1,"14/06/2006",
! "QLA","Design","discontinue support for VC6","in progress",3,,
! "QLA","Design","Sessions: instead of using workbook as session, allow user to specify session number",,3,,
! "QLA","Design","detect if calling range is row-wise / column-wise - format return vector accordingly","done",1,,
! "QLA","Design","#include fewer headers to speed compilation",,2,,
! "QLA","Design","in header files  check all version numbers:  boost, QuantLib, log4cxx, ObjectHandler, QuantLibObjects",,2,,
! "QLA","Design","use Excel SmartTags to allow interrogation of objects",,3,,
! "QLA","Design","improve formatting of log messages",,3,,
! "QLA","Design","transfer qla/typefactory.hpp, qla/typeregistry to ObjectHandler?",,,,
! "QLA","Docs","autogenerate documentation for datatype and default value",,2,,
! "QLA","Docs","provide more descriptive explanations of input/output parameters",,2,,
! "QLA","Docs","examples in Technical Documentation relate to Functional",,,,"?"
! "QLA","Enumerations","is Convention an enumeration?",,2,,
! "QLA","Enumerations","add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",,2,,
! "QLA","Enumerations","single return value gets repeated in calling range  force scalar to be returned as vector",,,,"is there an example of an enum list containing 1 item?"
! "QLA","Enumerations","take enumeration description from metadata",,,,
! "QLA","Excel binding","categorize function names in Excel Function Wizard","on hold",1,"20/04/2006","conflict with Adfin addin"
! "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","Functions","port old QLXL functionality into new QLXL",,2,,
! "QLA","Functions","qlSwapLegAnalysis() to provide column headers in output",,3,,
! "QLA","Functions","qlCompiler() to return info on version and configuration of compiler used to build QLA ?",,,,
! "QLA","General Support","C++ examples - add VOs, NPV calculations",,3,,
! "QLA","gensrc","replace Serializer class with Reader class  since we will never DeSerialize anything",,3,,
! "QLA","gensrc","extend rule.py to support conversion of Guile datatypes",,3,,
! "QLA","gensrc","Provide schema for XML",,3,,
! "QLA","ValueObjects","dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,3,,
! "QLA","VBA framework","design for real-time live feed",,2,,
! "QLA","VBA framework","interrogate object repository",,2,,"Plamen?"
! "QLA","VBA framework","network launcher/updater for VBA framework - to point to different environments / configuration files",,1,,
! "QLA","VBA framework","access logfile",,3,,
! "QLA","VBA framework","menu options to load/unload XLL/XLA  implement as toggle","in progress",,,
! "QLA","INDEX","get/set fixing for given date",,2,,"?"
! ,,,,,,
! "OH","Design","class FunctionCall - streamline initialization - ""xltypeUninitialized""","done",,01/05/2006,
! "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",,07/05/2006,
! "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",3,01/05/2006,
! "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",,01/05/2006,"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",,08/05/2006,
! "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",2,08/05/2006,
! "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",,03/05/2006,
! "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",,06/05/2006,
! "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",,06/05/2006,
! "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  scalar/vector/matrix, QL datatypes, void, etc.","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",
--- 1,145 ----
! "project","subproject","task","status","hours","priority","comp date","comment"
! ,,,,,,,
! "QLA","Enumerations","rename Enumerations->Enumerated Types (ETs), Complex Types->Enumerated Objects (EOs)","in progress",0,,,
! "QLA","Enumerations","implement autogeneration of source code for EOs","in progress",2,,,
! "QLA","Enumerations","remove PricingEngine, StrikedTypePayoff from EO and implement as normal objects","in progress",4,,,
! "QLA","Enumerations","transfer Calendar, DayCounter, Currency from ET -> EO","in progress",2,,,
! "QLA","Enumerations","implement EuriborXX as EO","in progress",2,,,
! "QLA","Enumerations","port gensrc EnumerationMember functionality from ETs -> EOs","in progress",4,,,
! "QLA","Enumerations","extend support for mixing EOs/Objects e.g. Calendar/JointCalendar, Index/EuriborXX","in progress",2,,,
! "QLA","Enumerations","remove Create<> code from QLO ctors  Create<> code to appear only in autogenerated Addin code","in progress",0,,,
! "QLA","Enumerations","ET ctors  use explicit ctors instead of default i.e. use ""HongKong::HKEx"" not ""HongKong""","in progress",0,,,
! "QLA","Enumerations","QLO ctors which switch on ETs  implement for YieldTermStructure, LinearInterpolation, PricingEngine(?)","in progress",4,,,
! "QLA","Enumerations","port ET/EO registry from QuantLibXL to ObjectHandler","on hold","- -",,,"requires redesign to allow multiple XLLs to share global Registry"
! ,,,,,,,
! "QLA","Design","expose INDEX public interface instead of XIBOR  QL changes required",,,1,,
! "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",,3,09/06/2006,"consolidate code for returning object references"
! "QLA","Enumerations","add support for accessing member function of Enumeration  e.g. publish the public interface for Calendar, DayCounter","done",,1,12/06/2006,"represent stateful objects as singletons rather than Enumerations?"
! ,,,,,,,
! "QLA","Design","revise code for Interpolation, and allow user to provide an enumeration indicating the desired class",,,0,,
! "QLA","Design","yieldTermStructure  user supplies two Enumerations -  autogenerate nested select to instantiate indicated template",,,0,,
! "QLA","Design","use ""objectID"" instead of ""handle""  required to avoid confusion with QuantLib::Handle","in progress",,1,,"use id instead of instance name ???"
! "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",
! ,,,,,,,
! ,,"enumeration as return value (string)  should be same as the input value  Period, DayCounter",,,,,
! ,,"accept input params of variable type e.g. 1) date or European exercise 2) volatility or BlackSwaptionEngine",,,,,
! ,,"add support for Array as input / output",,,,,
! ,,"performance profile of workbook YieldCurveMonitor.xls",,,,,
! ,,"YC bootstrap fails if workbook RateHelpers.xls is open",,,,,
! ,,"raise exception if trigger parameter has value of #ERR!/#NULL!",,,,,
! ,,"calculate memory usage of repository",,,,,
! ,,"count the number of functions available in the addin",,,,,
! ,,"when input vector passed to loop function  convert inputs on each loop iteration and catch exceptions one-by-one",,,,,
! ,,"Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.",,,,,
! ,,"delete VanillaOption->setEngine()","cancelled",,,,"can't until pricing engines are converted into objects"
! ,,"add support for Matrix as input / output","done",,,,
! ,,"add VC8 makefile to generate .chm documentation from metadata","done",,,"16/06/2006",
! ,,"in autogenerated code - suppress call to objectPointer->setPermanent() if input parameter permanent is FALSE","done",,,"15/06/2006",
! ,,"don't rely on try/catch to control processing flow for deriving Enumerations (in templates in qla/conversions.hpp)","done",,,"16/06/2006",
! ,,"add facility to query the most recent error message","done",,,"16/06/2006",
! ,,,,,,,
! "OH","Design","""reflection"" - support member functions dynamically",,,3,,
! "OH","Design","update design doc",,,3,,
! "OH","Design","allow objects to be grouped",,,3,,
! "OH","Functions","ohPack() - resolve flags and values","done",,1,"14/06/2006",
! "QLA","Design","discontinue support for VC6","in progress",,3,,
! "QLA","Design","Sessions: instead of using workbook as session, allow user to specify session number",,,3,,
! "QLA","Design","detect if calling range is row-wise / column-wise - format return vector accordingly","done",,1,,
! "QLA","Design","#include fewer headers to speed compilation",,,2,,
! "QLA","Design","in header files  check all version numbers:  boost, QuantLib, log4cxx, ObjectHandler, QuantLibObjects",,,2,,
! "QLA","Design","use Excel SmartTags to allow interrogation of objects",,,3,,
! "QLA","Design","improve formatting of log messages",,,3,,
! "QLA","Design","transfer qla/typefactory.hpp, qla/typeregistry to ObjectHandler?",,,,,
! "QLA","Docs","autogenerate documentation for datatype and default value",,,2,,
! "QLA","Docs","provide more descriptive explanations of input/output parameters",,,2,,
! "QLA","Docs","examples in Technical Documentation relate to Functional",,,,,"?"
! "QLA","Enumerations","is Convention an enumeration?",,,2,,
! "QLA","Enumerations","add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",,,2,,
! "QLA","Enumerations","single return value gets repeated in calling range  force scalar to be returned as vector",,,,,"is there an example of an enum list containing 1 item?"
! "QLA","Enumerations","take enumeration description from metadata",,,,,
! "QLA","Excel binding","categorize function names in Excel Function Wizard","on hold",,1,"20/04/2006","conflict with Adfin addin"
! "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","Functions","port old QLXL functionality into new QLXL",,,2,,
! "QLA","Functions","qlSwapLegAnalysis() to provide column headers in output",,,3,,
! "QLA","Functions","qlCompiler() to return info on version and configuration of compiler used to build QLA ?",,,,,
! "QLA","General Support","C++ examples - add VOs, NPV calculations",,,3,,
! "QLA","gensrc","replace Serializer class with Reader class  since we will never DeSerialize anything",,,3,,
! "QLA","gensrc","extend rule.py to support conversion of Guile datatypes",,,3,,
! "QLA","gensrc","Provide schema for XML",,,3,,
! "QLA","ValueObjects","dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,,3,,
! "QLA","VBA framework","design for real-time live feed",,,2,,
! "QLA","VBA framework","interrogate object repository",,,2,,"Plamen?"
! "QLA","VBA framework","network launcher/updater for VBA framework - to point to different environments / configuration files",,,1,,
! "QLA","VBA framework","access logfile",,,3,,
! "QLA","VBA framework","menu options to load/unload XLL/XLA  implement as toggle","in progress",,,,
! "QLA","INDEX","get/set fixing for given date",,,2,,"?"
! ,,,,,,,
! "OH","Design","class FunctionCall - streamline initialization - ""xltypeUninitialized""","done",,,01/05/2006,
! "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",,,07/05/2006,
! "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",,3,01/05/2006,
! "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",,,01/05/2006,"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",,,08/05/2006,
! "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",,2,08/05/2006,
! "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",,,03/05/2006,
! "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",,,06/05/2006,
! "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",,,06/05/2006,
! "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  scalar/vector/matrix, QL datatypes, void, etc.","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",

[QuantLibAddin-cvs] QuantLibAddin/qlo couponvectors.cpp,1.5,1.6

From: Ferdinando A. <na...@us...> - 2006-06-21 12:50:24

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23007/qlo

Modified Files:
	couponvectors.cpp 
Log Message:
extended flow analysis

Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** couponvectors.cpp	18 Jun 2006 19:47:14 -0000	1.5
--- couponvectors.cpp	21 Jun 2006 12:50:21 -0000	1.6
***************
*** 27,30 ****
--- 27,31 ----
  
  #include <ql/CashFlows/fixedratecoupon.hpp>
+ #include <ql/CashFlows/floatingratecoupon.hpp>
  #include <ql/CashFlows/parcoupon.hpp>
  
***************
*** 49,59 ****
              cf.push_back(c->accrualPeriod());
              cf.push_back(c->rate());
!         
!             boost::shared_ptr<QuantLib::ParCoupon> floatingCoupon =
!                 boost::dynamic_pointer_cast<QuantLib::ParCoupon>(cashflows[i]);
              if (floatingCoupon!=0) {
                  cf.push_back(floatingCoupon->fixingDays());
                  cf.push_back(floatingCoupon->fixingDate().serialNumber());
                  cf.push_back(floatingCoupon->indexFixing());
                  cf.push_back(floatingCoupon->spread());
              } else {
--- 50,68 ----
              cf.push_back(c->accrualPeriod());
              cf.push_back(c->rate());
! 
!             boost::shared_ptr<QuantLib::FloatingRateCoupon> floatingCoupon =
!                 boost::dynamic_pointer_cast<QuantLib::FloatingRateCoupon>(
!                     cashflows[i]);
              if (floatingCoupon!=0) {
                  cf.push_back(floatingCoupon->fixingDays());
                  cf.push_back(floatingCoupon->fixingDate().serialNumber());
+                 cf.push_back(floatingCoupon->gearing());
                  cf.push_back(floatingCoupon->indexFixing());
+                 convAdj = floatingCoupon->rate()- floatingCoupon->spread();
+                 convAdj -= floatingCoupon->gearing()*
+                                     floatingCoupon->indexFixing();
+                 if (floatingCoupon->gearing()!=0)
+                     covAdj/floatingCoupon->gearing();
+                 cf.push_back(convAdj);
                  cf.push_back(floatingCoupon->spread());
              } else {
***************
*** 62,65 ****
--- 71,76 ----
                  cf.push_back(0.0);
                  cf.push_back(0.0);
+                 cf.push_back(0.0);
+                 cf.push_back(0.0);
              }

[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.16,1.17

From: Ferdinando A. <na...@us...> - 2006-06-21 12:50:24

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23007

Modified Files:
	todonando.txt 
Log Message:
extended flow analysis

Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** todonando.txt	20 Jun 2006 17:39:13 -0000	1.16
--- todonando.txt	21 Jun 2006 12:50:21 -0000	1.17
***************
*** 3,9 ****
  getting back all module into QuantLib
  
- timestamp for the logfile
  permanent object as discussed
- last error message, not last log message
  earliest days dovrebbe tener conto dei fixing days
  
--- 3,7 ----
***************
*** 50,53 ****
--- 48,52 ----
  - export discount,loglinear selection
  - bootstrap ForwardSpreadedYieldCurve
+ - First Future stub period
  
  DATE
***************
*** 86,91 ****
--- 85,92 ----
  
  VBA Framework
+ - YYYYDDMM_HHMM timestamp in log file name
  
  SPREADSHEETS
+ - Next/Previous Day in YCBootstrapping
  - signed spreadsheet and macro
  - normsdist bug

[QuantLibAddin-cvs] QuantLibAddin/qlo swaption.hpp,1.2,1.3

From: Ferdinando A. <na...@us...> - 2006-06-21 12:49:54

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22535/qlo

Modified Files:
	swaption.hpp 
Log Message:
input filter for European Exercise

Index: swaption.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaption.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** swaption.hpp	20 Jun 2006 10:05:09 -0000	1.2
--- swaption.hpp	21 Jun 2006 12:49:51 -0000	1.3
***************
*** 31,35 ****
                   const boost::shared_ptr<QuantLib::Exercise>& exercise,
                   const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
!                 const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine);
          std::string underlyingSwap()
          {
--- 31,35 ----
                   const boost::shared_ptr<QuantLib::Exercise>& exercise,
                   const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
!                  const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine);
          std::string underlyingSwap()
          {

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaption.xml, 1.2, 1.3

From: Ferdinando A. <na...@us...> - 2006-06-21 12:49:54

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22535/gensrc/metadata

Modified Files:
	swaption.xml 
Log Message:
input filter for European Exercise

Index: swaption.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** swaption.xml	20 Jun 2006 10:05:09 -0000	1.2
--- swaption.xml	21 Jun 2006 12:49:51 -0000	1.3
***************
*** 26,30 ****
              <description>underlying swap (vanilla)</description>
            </Parameter>
!           <Parameter name='Exercise' libraryClass='Exercise'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 26,30 ----
              <description>underlying swap (vanilla)</description>
            </Parameter>
!           <Parameter name='Exercise' libraryClass='EuropeanExercise'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

[QuantLibAddin-cvs] QuantLibAddin todo.csv,1.18,1.19

From: Eric E. <eri...@us...> - 2006-06-20 19:13:25

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25340

Modified Files:
	todo.csv 
Log Message:
add support for QuantLib::Matrix as return value

Index: todo.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** todo.csv	20 Jun 2006 09:18:11 -0000	1.18
--- todo.csv	20 Jun 2006 19:13:18 -0000	1.19
***************
*** 14,18 ****
  "OH","Design","if user supplies objectID stub he must ensure it's unique / link objectID stub to calling cell (?)","done",1,"31/05/2006",
  ,,,,,,
! ,,"add support for Matrix / Array as input / output","in progress",,,
  ,,"performance profile of workbook YieldCurveMonitor.xls",,,,
  ,,"YC bootstrap fails if workbook RateHelpers.xls is open",,,,
--- 14,19 ----
  "OH","Design","if user supplies objectID stub he must ensure it's unique / link objectID stub to calling cell (?)","done",1,"31/05/2006",
  ,,,,,,
! ,,"accept input params of variable type e.g. 1) date or European exercise 2) volatility or BlackSwaptionEngine",,,,
! ,,"add support for Array as input / output",,,,
  ,,"performance profile of workbook YieldCurveMonitor.xls",,,,
  ,,"YC bootstrap fails if workbook RateHelpers.xls is open",,,,
***************
*** 20,25 ****
  ,,"calculate memory usage of repository",,,,
  ,,"count the number of functions available in the addin",,,,
! ,,"add VC8 makefile to generate .chm documentation from metadata","done",,"16/06/2006",
  ,,"delete VanillaOption->setEngine()","cancelled",,,"can't until pricing engines are converted into objects"
  ,,"in autogenerated code - suppress call to objectPointer->setPermanent() if input parameter permanent is FALSE","done",,"15/06/2006",
  ,,"don't rely on try/catch to control processing flow for deriving Enumerations (in templates in qla/conversions.hpp)","done",,"16/06/2006",
--- 21,29 ----
  ,,"calculate memory usage of repository",,,,
  ,,"count the number of functions available in the addin",,,,
! ,,"when input vector passed to loop function  convert inputs on each loop iteration and catch exceptions one-by-one",,,,
! ,,"Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.",,,,
  ,,"delete VanillaOption->setEngine()","cancelled",,,"can't until pricing engines are converted into objects"
+ ,,"add support for Matrix as input / output","done",,,
+ ,,"add VC8 makefile to generate .chm documentation from metadata","done",,"16/06/2006",
  ,,"in autogenerated code - suppress call to objectPointer->setPermanent() if input parameter permanent is FALSE","done",,"15/06/2006",
  ,,"don't rely on try/catch to control processing flow for deriving Enumerations (in templates in qla/conversions.hpp)","done",,"16/06/2006",

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata pricingengines.xml, 1.1, 1.2

From: Ferdinando A. <na...@us...> - 2006-06-20 17:39:16

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14603/gensrc/metadata

Modified Files:
	pricingengines.xml 
Log Message:
deprecated BlackModel constructor with TermStructure input parameter

Index: pricingengines.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** pricingengines.xml	20 Jun 2006 10:05:09 -0000	1.1
--- pricingengines.xml	20 Jun 2006 17:39:13 -0000	1.2
***************
*** 22,30 ****
              <description>swaption Black volatility</description>
            </Parameter>
-           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>discounting term structure</description>
-           </Parameter>
          </Parameters>
        </ParameterList>
--- 22,25 ----

[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.15,1.16

From: Ferdinando A. <na...@us...> - 2006-06-20 17:39:16

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14603

Modified Files:
	todonando.txt 
Log Message:
deprecated BlackModel constructor with TermStructure input parameter

Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** todonando.txt	20 Jun 2006 09:51:34 -0000	1.15
--- todonando.txt	20 Jun 2006 17:39:13 -0000	1.16
***************
*** 1,17 ****
- CHANGELOG FROM MY HOME PC
  
  reorganize file/folder/projectfolder
  
  timestamp for the logfile
  permanent object as discussed
  last error message, not last log message
- investigate earliestDate, latestDate behaviour
- default parameter for handle as input parameter
- il metodo addfixings per gli indici?
  earliest days dovrebbe tener conto dei fixing days
  
  ERIC
- - CHM DOCS
- - what to do with QuantLib default parameters
  - export Quote (see RateHelpers)
  - check double recalc for bootstrapping
--- 1,13 ----
  
  reorganize file/folder/projectfolder
+ getting back all module into QuantLib
  
  timestamp for the logfile
  permanent object as discussed
  last error message, not last log message
  earliest days dovrebbe tener conto dei fixing days
  
+ 
  ERIC
  - export Quote (see RateHelpers)
  - check double recalc for bootstrapping
***************
*** 29,65 ****
  
  QuantLib
! - static Period Period::fromFrequency(Frequency freq)
! - should InterpolatedDiscountCurve, InterpolatedZeroCurve, and
!   InterpolatedForwardCurve inherit from an InterpolatedCurve class?
!   I need all three and PiecewiseYieldCurve to expose the underlying grid and
!   the underlying _discount_ grid
  
  LUIGI
  - InterpolatedYieldTermStructure<Discount,LogLinear>
! - generic LinearInterpolation using LinearInterpolationType enum
  - generic ForwardSpreadedYieldCurve (spread term structure)
  - bootstrap ForwardSpreadedYieldCurve using its own ratehelpers and a base curve
- - verify Handle<Quote> convexityAdjustment
- - verify RateHelpers initializeDates_ when evalDate changes(latestDate, earliestDate)
- - how to have QL_ERROR_LINES and QL_ERROR_FUNCTIONS only in header files?
- - why Swap/Swaption do not take default empy handle?
- - BlackModel dovrebbe accettare una swptionvoltermstructure e non avere la yield termstructure
- - capfloor engine deve prendere la termstructure non da BlackModel
  
  PIECEWISEYIELDCURVE
- - costruttore delle curve che accetta griglia di discount e griglia di zero InterestRate:
-   because of existing signatures it is possible only when
-   InterpolatedYieldTermStructure<Discount,LogLinear> will be available
  - FRARateHelper deve avere dentro in FRA Instrument
  - turn of year
  - extended grid with all relevant dates
  - revise bondhelpers
! - ratehelper usato da piu' curve: non si puo' utilizzare il setTermStructure
  - export discount,loglinear selection
  - bootstrap ForwardSpreadedYieldCurve
- - InterpolatedYieldTermStructure<Discount,Compounding,LogLinear>
  
  DATE
- - format the cell to date when returning a serialnumber
  
  CALENDAR
--- 25,55 ----
  
  QuantLib
! - corregere OneAssetOption impliedVol
! - impliedVol per Swaption
  
  LUIGI
+ - Weekly CHANGELOG update
+ - Index::addfixings(dates, fixings)
+ - make BlackSwaptionEngine accept a SwaptionVolStructure input parameter
+ - make BlackCapFloorEngine accept a CapFloorVolStructure input parameter
+ - strip down furter BlackModel
  - InterpolatedYieldTermStructure<Discount,LogLinear>
! - InterpolatedYieldTermStructure<Discount,LogLinear> constructor using an input
!   discount grid
! - InterpolatedYieldTermStructure<Discount,LogLinear>::gridDates()
! - static Period Period::fromFrequency(Frequency freq)
  - generic ForwardSpreadedYieldCurve (spread term structure)
  - bootstrap ForwardSpreadedYieldCurve using its own ratehelpers and a base curve
  
  PIECEWISEYIELDCURVE
  - FRARateHelper deve avere dentro in FRA Instrument
  - turn of year
  - extended grid with all relevant dates
  - revise bondhelpers
! - ratehelper usato da piu' curve: funziona?
  - export discount,loglinear selection
  - bootstrap ForwardSpreadedYieldCurve
  
  DATE
  
  CALENDAR

[QuantLibAddin-cvs] QuantLibAddin/qlo pricingengines.cpp, 1.1, 1.2 pricingengines.hpp, 1.1, 1.2

From: Ferdinando A. <na...@us...> - 2006-06-20 17:39:16

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14603/qlo

Modified Files:
	pricingengines.cpp pricingengines.hpp 
Log Message:
deprecated BlackModel constructor with TermStructure input parameter

Index: pricingengines.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** pricingengines.cpp	20 Jun 2006 10:05:09 -0000	1.1
--- pricingengines.cpp	20 Jun 2006 17:39:13 -0000	1.2
***************
*** 20,26 ****
  namespace QuantLibAddin {
  
!     BlackSwaptionEngine::BlackSwaptionEngine(
!         QuantLib::Volatility vol,
!         const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
      {
          boost::shared_ptr<QuantLib::Quote> vol_q(
--- 20,24 ----
  namespace QuantLibAddin {
  
!     BlackSwaptionEngine::BlackSwaptionEngine(QuantLib::Volatility vol)
      {
          boost::shared_ptr<QuantLib::Quote> vol_q(
***************
*** 29,33 ****
  
          boost::shared_ptr<QuantLib::BlackModel> model(
!             new QuantLib::BlackModel(vol_hq, hYTS));
  
          boost::shared_ptr<QuantLib::PricingEngine> eng(
--- 27,31 ----
  
          boost::shared_ptr<QuantLib::BlackModel> model(
!             new QuantLib::BlackModel(vol_hq));
  
          boost::shared_ptr<QuantLib::PricingEngine> eng(

Index: pricingengines.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** pricingengines.hpp	20 Jun 2006 10:05:09 -0000	1.1
--- pricingengines.hpp	20 Jun 2006 17:39:13 -0000	1.2
***************
*** 31,37 ****
      class BlackSwaptionEngine : public PricingEngine {
        public:
!         BlackSwaptionEngine(
!             QuantLib::Volatility vol,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
      };
  }
--- 31,35 ----
      class BlackSwaptionEngine : public PricingEngine {
        public:
!         BlackSwaptionEngine(QuantLib::Volatility vol);
      };
  }

[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.2, 1.3 swaptionvolstructure.hpp, 1.3, 1.4 volatilities.cpp, 1.4, 1.5 volatilities.hpp, 1.3, 1.4

From: Eric E. <eri...@us...> - 2006-06-20 15:29:59

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17020/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
	volatilities.cpp volatilities.hpp 
Log Message:
replace boost::shared_ptr<QuantLib::Matrix> with QuantLib::Matrix

Index: volatilities.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/volatilities.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** volatilities.cpp	20 Jun 2006 09:44:18 -0000	1.4
--- volatilities.cpp	20 Jun 2006 15:29:54 -0000	1.5
***************
*** 41,45 ****
              const std::vector < QuantLib::Date > &dates,
              const std::vector < double > &strikes,
!             const boost::shared_ptr<QuantLib::Matrix> &vols,
              const QuantLib::DayCounter &dayCounter) {
  
--- 41,45 ----
              const std::vector < QuantLib::Date > &dates,
              const std::vector < double > &strikes,
!             const QuantLib::Matrix &vols,
              const QuantLib::DayCounter &dayCounter) {
  
***************
*** 49,53 ****
                  dates,
                  strikes,
!                 *vols,
                  dayCounter));
      }
--- 49,53 ----
                  dates,
                  strikes,
!                 vols,
                  dayCounter));
      }

Index: volatilities.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/volatilities.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** volatilities.hpp	20 Jun 2006 09:18:11 -0000	1.3
--- volatilities.hpp	20 Jun 2006 15:29:54 -0000	1.4
***************
*** 42,46 ****
              const std::vector < QuantLib::Date > &dates,
              const std::vector < double > &strikes,
!             const boost::shared_ptr<QuantLib::Matrix> &vols,
              const QuantLib::DayCounter &dayCounter);
      };
--- 42,46 ----
              const std::vector < QuantLib::Date > &dates,
              const std::vector < double > &strikes,
!             const QuantLib::Matrix &vols,
              const QuantLib::DayCounter &dayCounter);
      };

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** swaptionvolstructure.cpp	20 Jun 2006 09:22:19 -0000	1.2
--- swaptionvolstructure.cpp	20 Jun 2006 15:29:54 -0000	1.3
***************
*** 27,31 ****
                                   const std::vector<QuantLib::Date>& exerciseDates,
                                   const std::vector<QuantLib::Period>& lengths,
!                                  const boost::shared_ptr<QuantLib::Matrix>& volatilities,
  								 const QuantLib::DayCounter& dayCounter)
      {
--- 27,31 ----
                                   const std::vector<QuantLib::Date>& exerciseDates,
                                   const std::vector<QuantLib::Period>& lengths,
!                                  const QuantLib::Matrix& volatilities,
  								 const QuantLib::DayCounter& dayCounter)
      {
***************
*** 34,38 ****
                                                     exerciseDates,
                                                     lengths,
!                                                    *(volatilities.get()),
                                                     dayCounter));
  	}
--- 34,38 ----
                                                     exerciseDates,
                                                     lengths,
!                                                    volatilities,
                                                     dayCounter));
  	}

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** swaptionvolstructure.hpp	20 Jun 2006 09:22:19 -0000	1.3
--- swaptionvolstructure.hpp	20 Jun 2006 15:29:54 -0000	1.4
***************
*** 34,38 ****
                                   const std::vector<QuantLib::Date>& exerciseDates,
                                   const std::vector<QuantLib::Period>& lengths,
! 								 const boost::shared_ptr<QuantLib::Matrix>& volatilities,
                                   const QuantLib::DayCounter& dayCounter);
      };
--- 34,38 ----
                                   const std::vector<QuantLib::Date>& exerciseDates,
                                   const std::vector<QuantLib::Period>& lengths,
! 								 const QuantLib::Matrix& volatilities,
                                   const QuantLib::DayCounter& dayCounter);
      };

[QuantLibAddin-cvs] QuantLibAddin/gensrc gensrc_vc8.vcproj, 1.10, 1.11

From: Cristina D. <cdu...@us...> - 2006-06-20 11:16:02

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28418/gensrc

Modified Files:
	gensrc_vc8.vcproj 
Log Message:
added missing file

Index: gensrc_vc8.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/gensrc_vc8.vcproj,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** gensrc_vc8.vcproj	19 Jun 2006 17:08:21 -0000	1.10
--- gensrc_vc8.vcproj	20 Jun 2006 11:15:56 -0000	1.11
***************
*** 112,115 ****
--- 112,119 ----
  			</File>
  			<File
+ 				RelativePath=".\metadata\pricingengines.xml"
+ 				>
+ 			</File>
+ 			<File
  				RelativePath="metadata\processes.xml"
  				>

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