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[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata calendar.xml, 1.9, 1.10

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11992

Modified Files:
	calendar.xml 
Log Message:
renamed Calendar functions

Index: calendar.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** calendar.xml	15 Jun 2006 18:07:53 -0000	1.9
--- calendar.xml	18 Jun 2006 12:55:07 -0000	1.10
***************
*** 19,23 ****
      </EnumerationMember>
  
!     <EnumerationMember name='qlIsBusinessDay' libraryType='QuantLib::Calendar'>
        <description>returns TRUE if the date is a business day for the given calendar</description>
        <libraryFunction>isBusinessDay</libraryFunction>
--- 19,23 ----
      </EnumerationMember>
  
!     <EnumerationMember name='qlCalendarIsBusinessDay' libraryType='QuantLib::Calendar'>
        <description>returns TRUE if the date is a business day for the given calendar</description>
        <libraryFunction>isBusinessDay</libraryFunction>
***************
*** 39,43 ****
      </EnumerationMember>
  
!     <EnumerationMember name='qlIsHoliday' libraryType='QuantLib::Calendar'>
        <description>returns TRUE if the date is a holiday for the given calendar</description>
        <libraryFunction>isHoliday</libraryFunction>
--- 39,43 ----
      </EnumerationMember>
  
!     <EnumerationMember name='qlCalendarIsHoliday' libraryType='QuantLib::Calendar'>
        <description>returns TRUE if the date is a holiday for the given calendar</description>
        <libraryFunction>isHoliday</libraryFunction>
***************
*** 59,63 ****
      </EnumerationMember>
  
!     <EnumerationMember name='qlIsEndOfMonth' libraryType='QuantLib::Calendar'>
        <description>returns TRUE if the date is last business day for the month in the given calendar</description>
        <libraryFunction>isEndOfMonth</libraryFunction>
--- 59,63 ----
      </EnumerationMember>
  
!     <EnumerationMember name='qlCalendarIsEndOfMonth' libraryType='QuantLib::Calendar'>
        <description>returns TRUE if the date is last business day for the month in the given calendar</description>
        <libraryFunction>isEndOfMonth</libraryFunction>
***************
*** 79,83 ****
      </EnumerationMember>
  
!     <EnumerationMember name='qlEndOfMonth' libraryType='QuantLib::Calendar'>
        <description>returns the last business day in the given calendar of the month to which the given date belongs</description>
        <libraryFunction>endOfMonth</libraryFunction>
--- 79,83 ----
      </EnumerationMember>
  
!     <EnumerationMember name='qlCalendarEndOfMonth' libraryType='QuantLib::Calendar'>
        <description>returns the last business day in the given calendar of the month to which the given date belongs</description>
        <libraryFunction>endOfMonth</libraryFunction>
***************
*** 99,103 ****
      </EnumerationMember>
  
!     <EnumerationMember name='qlAddHoliday' libraryType='QuantLib::Calendar'>
        <description>adds an holiday to the given calendar</description>
        <libraryFunction>addHoliday</libraryFunction>
--- 99,103 ----
      </EnumerationMember>
  
!     <EnumerationMember name='qlCalendarAddHoliday' libraryType='QuantLib::Calendar'>
        <description>adds an holiday to the given calendar</description>
        <libraryFunction>addHoliday</libraryFunction>
***************
*** 119,123 ****
      </EnumerationMember>
  
!     <EnumerationMember name='qlRemoveHoliday' libraryType='QuantLib::Calendar'>
        <description>removes an holiday from the given calendar</description>
        <libraryFunction>removeHoliday</libraryFunction>
--- 119,123 ----
      </EnumerationMember>
  
!     <EnumerationMember name='qlCalendarRemoveHoliday' libraryType='QuantLib::Calendar'>
        <description>removes an holiday from the given calendar</description>
        <libraryFunction>removeHoliday</libraryFunction>
***************
*** 139,143 ****
      </EnumerationMember>
  
!     <Procedure name='qlHolidayList'>
        <description>returns the holidays in a period between two dates according to a given holiday calendar</description>
        <alias>QuantLib::Calendar::holidayList</alias>
--- 139,143 ----
      </EnumerationMember>
  
!     <Procedure name='qlCalendarHolidayList'>
        <description>returns the holidays in a period between two dates according to a given holiday calendar</description>
        <alias>QuantLib::Calendar::holidayList</alias>
***************
*** 174,178 ****
      </Procedure>
  
!     <EnumerationMember name='qlAdjust' libraryType='QuantLib::Calendar'>
        <description>Adjusts a non-business day to the appropriate near business day according to a given calendar with respect to the given convention.</description>
        <libraryFunction>adjust</libraryFunction>
--- 174,178 ----
      </Procedure>
  
!     <EnumerationMember name='qlCalendarAdjust' libraryType='QuantLib::Calendar'>
        <description>Adjusts a non-business day to the appropriate near business day according to a given calendar with respect to the given convention.</description>
        <libraryFunction>adjust</libraryFunction>
***************
*** 199,203 ****
      </EnumerationMember>
  
!     <EnumerationMember name='qlAdvance' libraryType='QuantLib::Calendar' loopParameter='period'>
        <description>advances a date according to a given calendar</description>
        <libraryFunction>advance</libraryFunction>
--- 199,203 ----
      </EnumerationMember>
  
!     <EnumerationMember name='qlCalendarAdvance' libraryType='QuantLib::Calendar' loopParameter='period'>
        <description>advances a date according to a given calendar</description>
        <libraryFunction>advance</libraryFunction>

[QuantLibAddin-cvs] QuantLibAddin QuantLibObjects.vcproj, 1.9, 1.10 todonando.txt, 1.12, 1.13

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11674

Modified Files:
	QuantLibObjects.vcproj todonando.txt 
Log Message:
updated

Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** todonando.txt	15 Jun 2006 20:23:55 -0000	1.12
--- todonando.txt	18 Jun 2006 12:54:25 -0000	1.13
***************
*** 1,7 ****
  CHANGELOG FROM MY HOME PC
  
  timestamp for the logfile
  
! PER ERIC: CHM DOCS
  
  DESIGN
--- 1,21 ----
  CHANGELOG FROM MY HOME PC
  
+ reorganize file/folder/projectfolder
+ 
  timestamp for the logfile
+ permanent object as planned
+ last error message, not last log message
+ investigate earliestDate, latestDate behaviour
+ check double recalc for bootstrapping
+ default parameter for handle as input parameter
+ roll front futures n days before
+ il metodo addfixings per gli indici?
+ ohsetlogfile nowiz
+ support for static function (as holidayList)
  
! ERIC
! - CHM DOCS
! - what to do with QuantLib default parameters
! - export Quote (see RateHelpers)
  
  DESIGN
***************
*** 12,22 ****
  
  GENSRC
- - include directive (see interpolation.xml)
  - copyright on autogenerated files
  
  QuantLib
  - chiarire enumeration SimpleThenCompounded (SimpleUpTo1YThenCompounded)
- - robustMid
- # DateProxy?
  - should InterpolatedDiscountCurve, InterpolatedZeroCurve, and
    InterpolatedForwardCurve inherit from an InterpolatedCurve class?
--- 26,35 ----
  
  GENSRC
  - copyright on autogenerated files
  
  QuantLib
+ * deprecate (int, TimeUnit) usage in favor of Period (Indexes, Calendar::advance)
+ - static Period Period::fromFrequency(Frequency freq)
  - chiarire enumeration SimpleThenCompounded (SimpleUpTo1YThenCompounded)
  - should InterpolatedDiscountCurve, InterpolatedZeroCurve, and
    InterpolatedForwardCurve inherit from an InterpolatedCurve class?
***************
*** 25,42 ****
  
  LUIGI
- - lo swapratehelper non puo' avere uno swap_ con un dummy index dentro, ma un
-   indice vero se si vuole intercettare il fixing delle 11:00
- - esporre un metodo add fixing per l'indice
  - InterpolatedYieldTermStructure<Discount,LogLinear>
  - generic LinearInterpolation using LinearInterpolationType enum
- - const OptimizationMethod?
- - pass optimization method to SABR
- - interpolation error in SABR
  - generic ForwardSpreadedYieldCurve (spread term structure)
  - bootstrap ForwardSpreadedYieldCurve using its own ratehelpers and a base curve
  
  PIECEWISEYIELDCURVE
  - FRARateHelper deve avere dentro in FRA Instrument
- - conv adj dei futures
  - turn of year
  - extended grid with all relevant dates
--- 38,51 ----
  
  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)
  
  PIECEWISEYIELDCURVE
+ * costruttore delle curve che accetta griglia di discount e griglia di zero InterestRate
  - FRARateHelper deve avere dentro in FRA Instrument
  - turn of year
  - extended grid with all relevant dates
***************
*** 44,50 ****
  - ratehelper usato da piu' curve: non si puo' utilizzare il setTermStructure
  - export discount,loglinear selection
- - add period support as input parameter
  - bootstrap ForwardSpreadedYieldCurve
- - costruttore delle curve che accetta griglia di discount e griglia di zero InterestRate
  - InterpolatedYieldTermStructure<Discount,Compounding,LogLinear>
  
--- 53,57 ----
***************
*** 54,62 ****
  CALENDAR
  - default parameter (Following doesn't work)
- - use period instead of (n, timeUnit)
- - loop parameters
- - is it possible to create joint calendar on a fly using an array of string input?
  - more calendar drop down cell menu
- - add/remove holidays example
  
  DAYCOUNTER
--- 61,65 ----
***************
*** 66,70 ****
  
  SWAP
! - extend floatingRateCouponVector to handle alfa and beta
  - implement fair rate for floating/fixed rate vector
  - trigger swap check calculation
--- 69,73 ----
  
  SWAP
! * extend floatingRateCouponVector to handle alfa and beta
  - implement fair rate for floating/fixed rate vector
  - trigger swap check calculation
***************
*** 92,96 ****
  
  SPREADSHEETS
- - use Period instead of (unit, timeUnit)
  - signed spreadsheet and macro
  - normsdist bug
--- 95,98 ----
***************
*** 100,109 ****
  
  XIBOR
! - esporre Index invece che Xibor
! - creare EURIBOR3M indexes
  - possono mancare i fixings in un seasoned swap
  
  COUPON
! - refactoring
  
  SCHEDULE
--- 102,110 ----
  
  XIBOR
! - creare indexes enumeration
  - possono mancare i fixings in un seasoned swap
  
  COUPON
! * refactoring
  
  SCHEDULE

Index: QuantLibObjects.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** QuantLibObjects.vcproj	16 Jun 2006 10:11:29 -0000	1.9
--- QuantLibObjects.vcproj	18 Jun 2006 12:54:25 -0000	1.10
***************
*** 332,499 ****
  	<Files>
  		<Filter
! 			Name="Source Files"
! 			Filter="cpp;c;cxx;rc;def;r;odl;idl;hpj;bat">
! 			<File
! 				RelativePath="qlo\asianoption.cpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\barrieroption.cpp">
! 			</File>
! 			<File
! 				RelativePath=".\qlo\bonds.cpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\calendar.cpp">
! 			</File>
  			<File
! 				RelativePath="qlo\capfloor.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\cliquetoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\complextyperegistry.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\conversions.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\couponvectors.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\dividendvanillaoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\enumregistry.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\europeanoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\exercise.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\fixedcouponbond.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\forwardrateagreement.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\forwardvanillaoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\generalutils.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\interpolation.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\processes.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\quantoforwardvanillaoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\quantovanillaoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\randomsequencegenerator.cpp">
  			</File>
  			<File
! 				RelativePath=".\qlo\ratehelpers.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\schedule.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\shortratemodels.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\swap.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\termstructures.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\utilities.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vanillaoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vanillaswap.cpp">
  			</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_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_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>
  			<File
! 				RelativePath="qlo\zerocouponbond.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
--- 332,506 ----
  	<Files>
  		<Filter
! 			Name="ValueObjects"
! 			Filter="">
  			<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_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_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_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>
  			<File
! 				RelativePath="qlo\vo_xibor.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vo_xibor.hpp">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="Indexes"
+ 			Filter="">
  			<File
! 				RelativePath="qlo\xibor.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\xibor.hpp">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="TermStructures"
+ 			Filter="">
  			<File
! 				RelativePath=".\qlo\ratehelpers.cpp">
  			</File>
  			<File
! 				RelativePath=".\qlo\ratehelpers.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\termstructures.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\termstructures.hpp">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="Math"
+ 			Filter="">
  			<File
! 				RelativePath="qlo\interpolation.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\interpolation.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\math.hpp">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="RandomNumbers"
+ 			Filter="">
  			<File
! 				RelativePath="qlo\randomsequencegenerator.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\randomsequencegenerator.hpp">
  			</File>
  		</Filter>
  		<Filter
! 			Name="Instruments"
! 			Filter="">
! 			<File
! 				RelativePath="qlo\asianoption.cpp">
! 			</File>
  			<File
  				RelativePath="qlo\asianoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\barrieroption.cpp">
  			</File>
  			<File
***************
*** 504,511 ****
  			</File>
  			<File
  				RelativePath=".\qlo\bonds.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\calendar.hpp">
  			</File>
  			<File
--- 511,521 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\bonds.cpp">
+ 			</File>
+ 			<File
  				RelativePath=".\qlo\bonds.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\capfloor.cpp">
  			</File>
  			<File
***************
*** 513,523 ****
  			</File>
  			<File
! 				RelativePath="qlo\cliquetoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\conversions.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\couponvectors.hpp">
  			</File>
  			<File
--- 523,533 ----
  			</File>
  			<File
! 				RelativePath="qlo\cliquetoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\cliquetoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\dividendvanillaoption.cpp">
  			</File>
  			<File
***************
*** 525,532 ****
  			</File>
  			<File
  				RelativePath="qlo\europeanoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\exercise.hpp">
  			</File>
  			<File
--- 535,545 ----
  			</File>
  			<File
+ 				RelativePath="qlo\europeanoption.cpp">
+ 			</File>
+ 			<File
  				RelativePath="qlo\europeanoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\fixedcouponbond.cpp">
  			</File>
  			<File
***************
*** 534,547 ****
  			</File>
  			<File
! 				RelativePath="qlo\forwardrateagreement.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\forwardvanillaoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\generalutils.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\handle.hpp">
  			</File>
  			<File
--- 547,560 ----
  			</File>
  			<File
! 				RelativePath="qlo\forwardrateagreement.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\forwardrateagreement.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\forwardvanillaoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\forwardvanillaoption.hpp">
  			</File>
  			<File
***************
*** 549,568 ****
  			</File>
  			<File
- 				RelativePath="qlo\interpolation.hpp">
- 			</File>
- 			<File
- 				RelativePath="qlo\math.hpp">
- 			</File>
- 			<File
  				RelativePath="qlo\options.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\processes.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\qladdin.hpp">
! 			</File>
! 			<File
! 				RelativePath="qlo\qladdindefines.hpp">
  			</File>
  			<File
--- 562,569 ----
  			</File>
  			<File
  				RelativePath="qlo\options.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\quantoforwardvanillaoption.cpp">
  			</File>
  			<File
***************
*** 570,586 ****
  			</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
--- 571,581 ----
  			</File>
  			<File
! 				RelativePath="qlo\quantovanillaoption.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\quantovanillaoption.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\swap.cpp">
  			</File>
  			<File
***************
*** 588,604 ****
  			</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
--- 583,587 ----
  			</File>
  			<File
! 				RelativePath="qlo\vanillaoption.cpp">
  			</File>
  			<File
***************
*** 606,675 ****
  			</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_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_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>
  			<File
! 				RelativePath="qlo\zerocouponbond.hpp">
  			</File>
  		</Filter>
  	</Files>
  	<Globals>
--- 589,703 ----
  			</File>
  			<File
! 				RelativePath="qlo\vanillaswap.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\vanillaswap.hpp">
  			</File>
  			<File
! 				RelativePath="qlo\zerocouponbond.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\zerocouponbond.hpp">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="ShortRateModels"
+ 			Filter="">
  			<File
! 				RelativePath="qlo\shortratemodels.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\shortratemodels.hpp">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="CashFlows"
+ 			Filter="">
  			<File
! 				RelativePath="qlo\couponvectors.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\couponvectors.hpp">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="Calendars"
+ 			Filter="">
  			<File
! 				RelativePath="qlo\calendar.cpp">
  			</File>
  			<File
! 				RelativePath="qlo\calendar.hpp">
  			</File>
  		</Filter>
+ 		<File
+ 			RelativePath="qlo\auto_link.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\complextyperegistry.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\conversions.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\conversions.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\enumregistry.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\exercise.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\exercise.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\generalutils.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\generalutils.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\handle.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\processes.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\processes.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\qladdin.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\qladdindefines.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\schedule.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\schedule.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\swaptionvolstructure.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\typefactory.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\typeregistry.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\utilities.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\utilities.hpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\volatilities.cpp">
+ 		</File>
+ 		<File
+ 			RelativePath="qlo\volatilities.hpp">
+ 		</File>
  	</Files>
  	<Globals>

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

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26451

Modified Files:
	ratehelpers.xml 
Log Message:
added depency trigger to RateHelper inspectors

Index: ratehelpers.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** ratehelpers.xml	15 Jun 2006 20:23:55 -0000	1.1
--- ratehelpers.xml	17 Jun 2006 23:48:02 -0000	1.2
***************
*** 9,12 ****
--- 9,72 ----
    <Functions>
  
+     <Member name='qlEarliestDate' libraryClass='RateHelper'>
+       <description>retrieve a RateHelper's earliest date</description>
+       <libraryFunction>earliestDate</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='trigger' ignore='true'>
+             <type>any</type>
+             <tensorRank>scalar</tensorRank>
+             <description>dependency tracking trigger</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue libraryType='QuantLib::Date'>
+         <type>long</type>
+         <tensorRank>scalar</tensorRank>
+         <description>earliest date</description>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlLatestDate' libraryClass='RateHelper'>
+       <description>retrieve a RateHelper's latest date</description>
+       <libraryFunction>latestDate</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='trigger' ignore='true'>
+             <type>any</type>
+             <tensorRank>scalar</tensorRank>
+             <description>dependency tracking trigger</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue libraryType='QuantLib::Date'>
+         <type>long</type>
+         <tensorRank>scalar</tensorRank>
+         <description>latest date</description>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlSetQuote' objectClass='RateHelper'>
+       <description>update quote of existing Rate Helper object</description>
+       <libraryFunction>setQuote</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='Quote'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>the new qoute</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>scalar</tensorRank>
+         <description>diff new quote - old quote</description>
+       </ReturnValue>
+     </Member>
+ 
      <Constructor name='qlDepositRateHelper'>
        <libraryFunction>DepositRateHelper</libraryFunction>
***************
*** 136,177 ****
      </Constructor>
  
!     <Member name='qlEarliestDate' libraryClass='RateHelper'>
!       <description>retrieve a RateHelper's earliest date</description>
!       <libraryFunction>earliestDate</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>earliest date</description>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlLatestDate' libraryClass='RateHelper'>
!       <description>retrieve a RateHelper's latest date</description>
!       <libraryFunction>latestDate</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>latest date</description>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlSetQuote' objectClass='RateHelper'>
!       <description>update quote of existing Rate Helper object</description>
!       <libraryFunction>setQuote</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
          <Parameters>
!           <Parameter name='Quote'>
!             <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>the new qoute</description>
            </Parameter>
          </Parameters>
--- 196,209 ----
      </Constructor>
  
!     <Member name='qlReferenceQuote' libraryClass='RateHelper'>
!       <description>retrieve a RateHelper's reference quote</description>
!       <libraryFunction>referenceQuote</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
          <Parameters>
!           <Parameter name='trigger' ignore='true'>
!             <type>any</type>
              <tensorRank>scalar</tensorRank>
!             <description>dependency tracking trigger</description>
            </Parameter>
          </Parameters>
***************
*** 180,197 ****
          <type>double</type>
          <tensorRank>scalar</tensorRank>
-         <description>diff new quote - old quote</description>
-       </ReturnValue>
-     </Member>
- 
-     <Member name='qlReferenceQuote' libraryClass='RateHelper'>
-       <description>retrieve a RateHelper's reference quote</description>
-       <libraryFunction>referenceQuote</libraryFunction>
-       <functionCategory>QuantLib</functionCategory>
-       <ParameterList>
-         <Parameters/>
-       </ParameterList>
-       <ReturnValue>
-         <type>double</type>
-         <tensorRank>scalar</tensorRank>
          <description>reference quote</description>
        </ReturnValue>
--- 212,215 ----
***************
*** 223,226 ****
--- 241,249 ----
              <description>max number of futures to be included</description>
            </Parameter>
+           <Parameter name='trigger' ignore='true'>
+             <type>any</type>
+             <tensorRank>scalar</tensorRank>
+             <description>dependency tracking trigger</description>
+           </Parameter>
          </Parameters>
        </ParameterList>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumerations.xml, 1.4, 1.5 prices.xml, 1.1, 1.2

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7439/gensrc/metadata

Modified Files:
	enumerations.xml prices.xml 
Log Message:
added midRobust enum & function to return mid only if both bid and ask are available

Index: enumerations.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumerations.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** enumerations.xml	13 Jun 2006 08:39:15 -0000	1.4
--- enumerations.xml	16 Jun 2006 20:02:31 -0000	1.5
***************
*** 30,36 ****
            <value>QuantLib::MidEquivalent</value>
          </EnumerationDefinition>
        </EnumerationDefinitions>
      </Enumeration>
! 
      <Enumeration>
        <type>QuantLib::Position::Type</type>
--- 30,40 ----
            <value>QuantLib::MidEquivalent</value>
          </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>Mid Robust</string>
+           <value>QuantLib::MidRobust</value>
+         </EnumerationDefinition>
        </EnumerationDefinitions>
      </Enumeration>
!     
      <Enumeration>
        <type>QuantLib::Position::Type</type>

Index: prices.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/prices.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** prices.xml	23 May 2006 16:41:18 -0000	1.1
--- prices.xml	16 Jun 2006 20:02:32 -0000	1.2
***************
*** 1,46 ****
  <Category name='prices'>
! <description>QuantLib Price functions</description>
! <displayName>Prices</displayName>
! <includes>
!   <include>ql/Functions/prices.hpp</include>
! </includes>
! <Functions>
  
! <Procedure name='qlMidEquivalent' >
!   <description>returns the mid price if available, or a suitable substitute otherwise</description>
!   <functionCategory>QuantLib</functionCategory>
!   <alias>QuantLib::midEquivalent</alias>
!   <ParameterList>
!   <Parameters>
!     <Parameter name='bid' default='0'>
!       <type>double</type>
!       <tensorRank>scalar</tensorRank>
!       <description>bid price</description>
!     </Parameter>
!     <Parameter name='ask' default='0'>
!       <type>double</type>
!       <tensorRank>scalar</tensorRank>
!       <description>ask price</description>
!     </Parameter>
!     <Parameter name='last' default='0'>
!       <type>double</type>
!       <tensorRank>scalar</tensorRank>
!       <description>last price</description>
!     </Parameter>
!     <Parameter name='close' default='0'>
!       <type>double</type>
!       <tensorRank>scalar</tensorRank>
!       <description>close price</description>
!     </Parameter>
!   </Parameters>
!   </ParameterList>
!   <ReturnValue>
!     <type>double</type>
!     <tensorRank>scalar</tensorRank>
!     <description>mid (equivalent) price</description>
!   </ReturnValue>
! </Procedure>
  
! </Functions>
  </Category>
  
--- 1,71 ----
  <Category name='prices'>
!   <description>QuantLib Price functions</description>
!   <displayName>Prices</displayName>
!   <includes>
!     <include>ql/Functions/prices.hpp</include>
!   </includes>
!   <Functions>
  
!     <Procedure name='qlMidEquivalent' >
!       <description>returns the mid price if available, or a suitable substitute otherwise</description>
!       <functionCategory>QuantLib</functionCategory>
!       <alias>QuantLib::midEquivalent</alias>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='bid' default='0'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>bid price</description>
!           </Parameter>
!           <Parameter name='ask' default='0'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>ask price</description>
!           </Parameter>
!           <Parameter name='last' default='0'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>last price</description>
!           </Parameter>
!           <Parameter name='close' default='0'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>close price</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>mid (equivalent) price</description>
!       </ReturnValue>
!     </Procedure>
  
!     <Procedure name='qlMidRobust' >
!       <description>returns the mid price if both bid and ask are available.</description>
!       <functionCategory>QuantLib</functionCategory>
!       <alias>QuantLib::midRobust</alias>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='bid' default='0'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>bid price</description>
!           </Parameter>
!           <Parameter name='ask' default='0'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>ask price</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>mid (robust) price</description>
!       </ReturnValue>
!     </Procedure>
! 
!   </Functions>
  </Category>
  

[QuantLibAddin-cvs] QuantLibAddin QuantLibAddin.sln, 1.6, 1.7 QuantLibAddin_vc8.sln, 1.6, 1.7 todo.csv, 1.15, 1.16

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23965

Modified Files:
	QuantLibAddin.sln QuantLibAddin_vc8.sln todo.csv 
Log Message:
initial support for Doxygen with Visual Studio makefiles

Index: QuantLibAddin.sln
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin.sln,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** QuantLibAddin.sln	11 Jun 2006 13:39:18 -0000	1.6
--- QuantLibAddin.sln	16 Jun 2006 19:29:31 -0000	1.7
***************
*** 40,43 ****
--- 40,48 ----
  	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}
+ 	EndProjectSection
+ EndProject
  Global
  	GlobalSection(SolutionConfiguration) = preSolution
***************
*** 163,166 ****
--- 168,185 ----
  		{9E0570ED-D487-4550-B8BC-5A26EA49A6FD}.Release SingleThread.ActiveCfg = Release CRTDLL|Win32
  		{9E0570ED-D487-4550-B8BC-5A26EA49A6FD}.Release SingleThread.Build.0 = Release CRTDLL|Win32
+ 		{60E2EF10-4F8A-4745-81B2-363115E9A31A}.All.ActiveCfg = All|Win32
+ 		{60E2EF10-4F8A-4745-81B2-363115E9A31A}.All.Build.0 = All|Win32
+ 		{60E2EF10-4F8A-4745-81B2-363115E9A31A}.Debug.ActiveCfg = All|Win32
+ 		{60E2EF10-4F8A-4745-81B2-363115E9A31A}.Debug.Build.0 = All|Win32
+ 		{60E2EF10-4F8A-4745-81B2-363115E9A31A}.Debug CRTDLL.ActiveCfg = All|Win32
+ 		{60E2EF10-4F8A-4745-81B2-363115E9A31A}.Debug CRTDLL.Build.0 = All|Win32
+ 		{60E2EF10-4F8A-4745-81B2-363115E9A31A}.Debug SingleThread.ActiveCfg = All|Win32
+ 		{60E2EF10-4F8A-4745-81B2-363115E9A31A}.Debug SingleThread.Build.0 = All|Win32
+ 		{60E2EF10-4F8A-4745-81B2-363115E9A31A}.Release.ActiveCfg = All|Win32
+ 		{60E2EF10-4F8A-4745-81B2-363115E9A31A}.Release.Build.0 = All|Win32
+ 		{60E2EF10-4F8A-4745-81B2-363115E9A31A}.Release CRTDLL.ActiveCfg = All|Win32
+ 		{60E2EF10-4F8A-4745-81B2-363115E9A31A}.Release CRTDLL.Build.0 = All|Win32
+ 		{60E2EF10-4F8A-4745-81B2-363115E9A31A}.Release SingleThread.ActiveCfg = All|Win32
+ 		{60E2EF10-4F8A-4745-81B2-363115E9A31A}.Release SingleThread.Build.0 = All|Win32
  	EndGlobalSection
  	GlobalSection(ExtensibilityGlobals) = postSolution

Index: QuantLibAddin_vc8.sln
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin_vc8.sln,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** QuantLibAddin_vc8.sln	12 Jun 2006 13:43:34 -0000	1.6
--- QuantLibAddin_vc8.sln	16 Jun 2006 19:29:31 -0000	1.7
***************
*** 27,30 ****
--- 27,35 ----
  	EndProjectSection
  EndProject
+ Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "docs", "Docs\docs_vc8.vcproj", "{3A1AC508-8F57-4318-AC89-EE55513FE506}"
+ 	ProjectSection(ProjectDependencies) = postProject
+ 		{88BE5568-6E55-41C5-A251-670FAFB44336} = {88BE5568-6E55-41C5-A251-670FAFB44336}
+ 	EndProjectSection
+ EndProject
  Global
  	GlobalSection(SolutionConfigurationPlatforms) = preSolution
***************
*** 110,113 ****
--- 115,128 ----
  		{0D4D2F44-4491-4412-9782-A9F6D5ACB5E4}.Release CRTDLL|Win32.Build.0 = Release CRTDLL|Win32
  		{0D4D2F44-4491-4412-9782-A9F6D5ACB5E4}.Release|Win32.ActiveCfg = Release CRTDLL|Win32
+ 		{3A1AC508-8F57-4318-AC89-EE55513FE506}.All|Win32.ActiveCfg = All|Win32
+ 		{3A1AC508-8F57-4318-AC89-EE55513FE506}.All|Win32.Build.0 = All|Win32
+ 		{3A1AC508-8F57-4318-AC89-EE55513FE506}.Debug CRTDLL|Win32.ActiveCfg = All|Win32
+ 		{3A1AC508-8F57-4318-AC89-EE55513FE506}.Debug CRTDLL|Win32.Build.0 = All|Win32
+ 		{3A1AC508-8F57-4318-AC89-EE55513FE506}.Debug|Win32.ActiveCfg = All|Win32
+ 		{3A1AC508-8F57-4318-AC89-EE55513FE506}.Debug|Win32.Build.0 = All|Win32
+ 		{3A1AC508-8F57-4318-AC89-EE55513FE506}.Release CRTDLL|Win32.ActiveCfg = All|Win32
+ 		{3A1AC508-8F57-4318-AC89-EE55513FE506}.Release CRTDLL|Win32.Build.0 = All|Win32
+ 		{3A1AC508-8F57-4318-AC89-EE55513FE506}.Release|Win32.ActiveCfg = All|Win32
+ 		{3A1AC508-8F57-4318-AC89-EE55513FE506}.Release|Win32.Build.0 = All|Win32
  	EndGlobalSection
  	GlobalSection(SolutionProperties) = preSolution

Index: todo.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** todo.csv	16 Jun 2006 08:29:11 -0000	1.15
--- todo.csv	16 Jun 2006 19:29:31 -0000	1.16
***************
*** 1,32 ****
  "project","subproject","task","status","priority","comp date","comment"
  ,,,,,,
- "OH","Design","""singleton"" objects – loaded at startup, static handle – Calendars, Indexes","canceled",2,,"lazy instantiation?"
  "QLA","Design","expose INDEX public interface instead of XIBOR – QL changes required",,1,,
! "OH","Design"," “permanent” objects – objects which aren't deleted by ohDeleteObject()/ohDeleteAllObjects()/ohCallGC()","in progress",2,,
! "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","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"
  "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","if user supplies objectID stub he must ensure it's unique / link objectID stub to calling cell (?)","done",1,05/31/2006,
! "OH","Design","revise processing for permanent objects: delete old object unless user specifies “permanent=TRUE”",,,,"also revise GC/deletion for permanent/nonpermanent objects"
  ,,,,,,
  ,,"performance profile of workbook YieldCurveMonitor.xls",,,,
- ,,"delete VanillaOption->setEngine()",,,,
  ,,"YC bootstrap fails if workbook RateHelpers.xls is open",,,,
  ,,"raise exception if trigger parameter has value of #ERR!/#NULL!",,,,
- ,,"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",
  ,,"calculate memory usage of repository",,,,
  ,,"count the number of functions available in the addin",,,,
  ,,"add VC8 makefile to generate .chm documentation from metadata",,,,
! ,,"add facility to query the most recent error message",,,,
  ,,,,,,
  "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",,1,,
  "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,,
--- 1,32 ----
  "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","canceled",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?"
  ,,,,,,
+ "OH","Design","revise processing for permanent objects: delete old object unless user specifies “permanent=TRUE”",,,,"also revise GC/deletion for permanent/nonpermanent objects"
  "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” ???"
! "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,"05/31/2006",
  ,,,,,,
  ,,"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",,,,
  ,,"add VC8 makefile to generate .chm documentation from metadata",,,,
! ,,"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",
! ,,"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,,
***************
*** 45,49 ****
  "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",,1,,"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,,
--- 45,49 ----
  "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,"14/6/2006","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,,
***************
*** 61,72 ****
  "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()"
--- 61,72 ----
  "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()"
***************
*** 76,81 ****
  "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",
--- 76,81 ----
  "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",
***************
*** 95,105 ****
  "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,"18/5/2006",
! "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",
--- 95,105 ----
  "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,"18/5/2006",
! "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",
***************
*** 108,123 ****
  "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",,"23/5/2006",
  "QLA","gensrc","call OH_GET_REFERENCE from Addin code for functions with getObject='true' ?","done",3,"23/5/2006",
! "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",
--- 108,123 ----
  "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",,"23/5/2006",
  "QLA","gensrc","call OH_GET_REFERENCE from Addin code for functions with getObject='true' ?","done",3,"23/5/2006",
! "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",

[QuantLibAddin-cvs] QuantLibAddin/gensrc Makefile.vc,1.10,1.11

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23965/gensrc

Modified Files:
	Makefile.vc 
Log Message:
initial support for Doxygen with Visual Studio makefiles

Index: Makefile.vc
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/Makefile.vc,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** Makefile.vc	15 Jun 2006 20:23:55 -0000	1.10
--- Makefile.vc	16 Jun 2006 19:29:31 -0000	1.11
***************
*** 50,56 ****
  
  $(BUILDFLAG) : $(SCRIPT) $(INPUTS) $(BUILD_DIR)
!     set PYTHONPATH=$(GENSRC_DIR)\import
  #	$(SCRIPT) -a
! 	$(SCRIPT) -eqv
  	echo flagged > $@
  
--- 50,56 ----
  
  $(BUILDFLAG) : $(SCRIPT) $(INPUTS) $(BUILD_DIR)
!     set PYTHONPATH=$(PYTHONPATH);$(GENSRC_DIR)\import
  #	$(SCRIPT) -a
! 	$(SCRIPT) -eqvd
  	echo flagged > $@
  

[QuantLibAddin-cvs] QuantLibAddin/gensrc/scripts gensrc.py, 1.1, 1.2

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/scripts
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23965/gensrc/scripts

Modified Files:
	gensrc.py 
Log Message:
initial support for Doxygen with Visual Studio makefiles

Index: gensrc.py
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/scripts/gensrc.py,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** gensrc.py	23 May 2006 16:41:18 -0000	1.1
--- gensrc.py	16 Jun 2006 19:29:31 -0000	1.2
***************
*** 71,76 ****
      #elif o == '-g':
      #    addins.append(utilities.serializeObject(addinguile.AddinGuile))
!     #elif o == '-d':
!     #    addins.append(utilities.serializeObject(addindoxygen.AddinDoxygen))
      elif o == '-v':
          addins.append(utilities.serializeObject(valueobjects.ValueObjects))
--- 71,76 ----
      #elif o == '-g':
      #    addins.append(utilities.serializeObject(addinguile.AddinGuile))
!     elif o == '-d':
!         addins.append(utilities.serializeObject(addindoxygen.AddinDoxygen))
      elif o == '-v':
          addins.append(utilities.serializeObject(valueobjects.ValueObjects))

[QuantLibAddin-cvs] QuantLibAddin/Docs/pages .cvsignore,1.1,1.2

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23965/Docs/pages

Modified Files:
	.cvsignore 
Log Message:
initial support for Doxygen with Visual Studio makefiles

Index: .cvsignore
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/.cvsignore,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** .cvsignore	19 May 2006 16:56:16 -0000	1.1
--- .cvsignore	16 Jun 2006 19:29:30 -0000	1.2
***************
*** 1,29 ****
! all.docs
! basic.docs
! date.docs
! calendar.docs
! daycounter.docs
! mathf.docs
! prices.docs
! date.docs
! capfloor.docs
! categories.docs
! couponvectors.docs
! enums.docs
! exercise.docs
! functionsoverview.docs
! instruments.docs
! interpolation.docs
! objecthandler.docs
! ohfunctions.docs
! options.docs
! processes.docs
! randomsequencegenerator.docs
! schedule.docs
! shortratemodels.docs
! simpleswap.docs
! swap.docs
! termstructures.docs
! utilities.docs
! volatilities.docs
! xibor.docs
--- 1 ----
! *.doc

[QuantLibAddin-cvs] QuantLibAddin/Docs Makefile.vc, NONE, 1.1 docs.vcproj, NONE, 1.1 docs_vc8.vcproj, NONE, 1.1 qla_footer.vc.html, NONE, 1.1 qla_header.vc.html, NONE, 1.1 qladdin.vc.doxy, NONE, 1.1 .cvsignore, 1.1, 1.2

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23965/Docs

Modified Files:
	.cvsignore 
Added Files:
	Makefile.vc docs.vcproj docs_vc8.vcproj qla_footer.vc.html 
	qla_header.vc.html qladdin.vc.doxy 
Log Message:
initial support for Doxygen with Visual Studio makefiles

--- NEW FILE: docs_vc8.vcproj ---
<?xml version="1.0" encoding="Windows-1252"?>
<VisualStudioProject
	ProjectType="Visual C++"
	Version="8.00"
	Name="docs"
	ProjectGUID="{3A1AC508-8F57-4318-AC89-EE55513FE506}"
	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;"
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Index: .cvsignore
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/.cvsignore,v
retrieving revision 1.1
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diff -C2 -d -r1.1 -r1.2
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***************
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IMG_DIR=html\images
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	$(DOXYGEN) $(DOXY_CONFIG)
	echo flagged > $@

CLEAN :
	-@ if EXIST $(BUILD_DIR)\* del /f /q $(BUILD_DIR)\*

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata interpolation.xml, 1.8, 1.9

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11327/gensrc/metadata

Modified Files:
	interpolation.xml 
Log Message:
maxInterpolationError added

Index: interpolation.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** interpolation.xml	14 Jun 2006 18:15:24 -0000	1.8
--- interpolation.xml	16 Jun 2006 19:02:17 -0000	1.9
***************
*** 419,424 ****
      <Member name='qlSABRInterpolationError' libraryClass='SABRInterpolation'>
        <description>Returns the error of the SABR fit</description>
!       <!--libraryFunction>error</libraryFunction-->
!       <libraryFunction>forward</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
--- 419,437 ----
      <Member name='qlSABRInterpolationError' libraryClass='SABRInterpolation'>
        <description>Returns the error of the SABR fit</description>
!       <libraryFunction>interpolationError</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>error of the SABR fit</description>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlSABRInterpolationMaxError' libraryClass='SABRInterpolation'>
!       <description>Returns the max error of the SABR fit</description>
!       <libraryFunction>interpolationMaxError</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.4, 1.5 capfloor.xml, 1.2, 1.3 couponvectors.xml, 1.3, 1.4 forwardrateagreement.xml, 1.4, 1.5 options.xml, 1.3, 1.4 shortratemodels.xml, 1.3, 1.4 swap.xml, 1.7, 1.8 termstructures.xml, 1.10, 1.11 xibor.xml, 1.7, 1.8

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3851/gensrc/metadata

Modified Files:
	bonds.xml capfloor.xml couponvectors.xml 
	forwardrateagreement.xml options.xml shortratemodels.xml 
	swap.xml termstructures.xml xibor.xml 
Log Message:
using Handle<YieldTermStructure> instead of YieldTermStructure

Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** bonds.xml	14 Jun 2006 20:41:08 -0000	1.4
--- bonds.xml	16 Jun 2006 17:37:16 -0000	1.5
***************
*** 255,259 ****
              <description>holiday calendar (e.g. TARGET)</description>
            </Parameter>
!           <Parameter name='businessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 255,259 ----
              <description>holiday calendar (e.g. TARGET)</description>
            </Parameter>
!           <Parameter name='BDC' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 265,269 ****
              <description>redemption</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 265,269 ----
              <description>redemption</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 319,328 ****
              <description>day counter (e.g. Actual365Fixed)</description>
            </Parameter>
!           <Parameter name='accrualBusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>Accrual Business Day Convention (e.g. ModifiedFollowing)</description>
            </Parameter>
!           <Parameter name='paymentBusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 319,328 ----
              <description>day counter (e.g. Actual365Fixed)</description>
            </Parameter>
!           <Parameter name='accrualBDC' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>Accrual Business Day Convention (e.g. ModifiedFollowing)</description>
            </Parameter>
!           <Parameter name='paymentBDC' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 344,348 ****
              <description>long first/last period</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 344,348 ----
              <description>long first/last period</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 408,417 ****
              <description>day counter (e.g. Actual365Fixed)</description>
            </Parameter>
!           <Parameter name='accrualBusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>Accrual Business Day Convention (e.g. ModifiedFollowing)</description>
            </Parameter>
!           <Parameter name='paymentBusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 408,417 ----
              <description>day counter (e.g. Actual365Fixed)</description>
            </Parameter>
!           <Parameter name='accrualBDC' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>Accrual Business Day Convention (e.g. ModifiedFollowing)</description>
            </Parameter>
!           <Parameter name='paymentBDC' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 423,427 ****
              <description>Redemption</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 423,427 ----
              <description>Redemption</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** swap.xml	14 Jun 2006 18:53:55 -0000	1.7
--- swap.xml	16 Jun 2006 17:37:16 -0000	1.8
***************
*** 19,23 ****
              <description>receveid leg</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 19,23 ----
              <description>receveid leg</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: options.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** options.xml	14 Jun 2006 18:53:55 -0000	1.3
--- options.xml	16 Jun 2006 17:37:16 -0000	1.4
***************
*** 446,453 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>YieldTermStructure ID</description>
            </Parameter>
            <Parameter name='blackVolID' libraryClass='BlackVolTermStructure'>
--- 446,453 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>termStructureID</description>
            </Parameter>
            <Parameter name='blackVolID' libraryClass='BlackVolTermStructure'>
***************
*** 505,512 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>YieldTermStructure ID</description>
            </Parameter>
            <Parameter name='blackVolID' libraryClass='BlackVolTermStructure'>
--- 505,512 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>termStructureID</description>
            </Parameter>
            <Parameter name='blackVolID' libraryClass='BlackVolTermStructure'>

Index: forwardrateagreement.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** forwardrateagreement.xml	13 Jun 2006 16:52:35 -0000	1.4
--- forwardrateagreement.xml	16 Jun 2006 17:37:16 -0000	1.5
***************
*** 53,61 ****
              <tensorRank>scalar</tensorRank>
              <description>Business Day Convention</description>
!           </Parameter>          
!           <Parameter name='discountCurve' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>handle to discounting term structure</description>
            </Parameter>
            <Parameter name='compounding' enumeration='QuantLib::Compounding'>
--- 53,61 ----
              <tensorRank>scalar</tensorRank>
              <description>Business Day Convention</description>
!           </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>discounting term structure</description>
            </Parameter>
            <Parameter name='compounding' enumeration='QuantLib::Compounding'>
***************
*** 68,72 ****
              <tensorRank>scalar</tensorRank>
              <description>Frequency</description>
!           </Parameter>          
          </Parameters>
        </ParameterList>
--- 68,72 ----
              <tensorRank>scalar</tensorRank>
              <description>Frequency</description>
!           </Parameter>
          </Parameters>
        </ParameterList>
***************
*** 104,115 ****
            </Parameter>
            <Parameter name="indexID" libraryClass='Xibor'>
!             <type>string</type> 
!             <tensorRank>scalar</tensorRank> 
!             <description>underlying index</description> 
            </Parameter>
!           <Parameter name='discountCurve' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>handle to discounting term structure</description>
            </Parameter>
            <Parameter name='compounding' enumeration='QuantLib::Compounding'>
--- 104,115 ----
            </Parameter>
            <Parameter name="indexID" libraryClass='Xibor'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>underlying index</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>discounting term structure</description>
            </Parameter>
            <Parameter name='compounding' enumeration='QuantLib::Compounding'>
***************
*** 117,121 ****
              <tensorRank>scalar</tensorRank>
              <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
!           </Parameter>       
          </Parameters>
        </ParameterList>
--- 117,121 ----
              <tensorRank>scalar</tensorRank>
              <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
!           </Parameter>
          </Parameters>
        </ParameterList>
***************
*** 162,167 ****
          <description>Returns the spot value of the FRA.</description>
        </ReturnValue>
!     </Member>    
!     
    </Functions>
  </Category>
--- 162,167 ----
          <description>Returns the spot value of the FRA.</description>
        </ReturnValue>
!     </Member>
! 
    </Functions>
  </Category>

Index: shortratemodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** shortratemodels.xml	14 Jun 2006 18:53:55 -0000	1.3
--- shortratemodels.xml	16 Jun 2006 17:37:16 -0000	1.4
***************
*** 9,13 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructure' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 9,13 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructure' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: xibor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/xibor.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** xibor.xml	15 Jun 2006 18:07:55 -0000	1.7
--- xibor.xml	16 Jun 2006 17:37:16 -0000	1.8
***************
*** 1,5 ****
  <Category name='xibor'>
!   <description>functions to construct QuantLib Xibor objects</description>
    <displayName>Indices</displayName>
    <Functions>
  
--- 1,10 ----
  <Category name='xibor'>
!   <description>functions to construct QuantLib Index objects</description>
    <displayName>Indices</displayName>
+   <includes>
+     <include>qlo/xibor.hpp</include>
+     <include>qlo/vo_xibor.hpp</include>
+     <include>qlo/termstructures.hpp</include>
+   </includes>
    <Functions>
  
***************
*** 133,136 ****
--- 138,146 ----
              <description>day counter (e.g. Actual360)</description>
            </Parameter>
+           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>forecasting term structure</description>
+           </Parameter>
          </Parameters>
        </ParameterList>

Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** termstructures.xml	16 Jun 2006 10:14:30 -0000	1.10
--- termstructures.xml	16 Jun 2006 17:37:16 -0000	1.11
***************
*** 120,127 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='YieldTermStructure' class='YieldTermStructure' default='""'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>YieldTermStructure to be spreaded</description>
            </Parameter>
            <Parameter name='spread'>
--- 120,127 ----
        <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'>

Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** couponvectors.xml	15 Jun 2006 19:16:30 -0000	1.3
--- couponvectors.xml	16 Jun 2006 17:37:16 -0000	1.4
***************
*** 98,102 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 98,102 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: capfloor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** capfloor.xml	24 May 2006 14:59:43 -0000	1.2
--- capfloor.xml	16 Jun 2006 17:37:16 -0000	1.3
***************
*** 1,61 ****
  <Category name='capfloor'>
! <description>functions to construct QuantLib cap/floor objects</description>
! <displayName>Caps/Floors</displayName>
! <Functions>
  
! <Constructor name='qlAnalyticCapFloorEngine'>
! <libraryFunction>AnalyticCapFloorEngine</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='handleModel' libraryClass='AffineModel'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>affine model (providing a discount bond option pricing formula)</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
  
! <Constructor name='qlCapFloor'>
! <libraryFunction>CapFloor</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='couponVectorID'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>coupon vector</description>
!     </Parameter>
!     <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>handle to term structure</description>
!     </Parameter>
!     <Parameter name='capStrikes'>
!         <type>double</type>
!         <tensorRank>vector</tensorRank>
!         <description>cap strikes</description>
!     </Parameter>
!     <Parameter name='floorStrikes'>
!         <type>double</type>
!         <tensorRank>vector</tensorRank>
!         <description>floor strikes</description>
!     </Parameter>
!     <Parameter name='handleEngine'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>handle to pricing engine</description>
!     </Parameter>
!     <Parameter name='optionType' enumeration='QuantLib::CapFloor::Type'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>option type (cap, floor or collar)</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
  
! </Functions>
  </Category>
- 
--- 1,60 ----
  <Category name='capfloor'>
!   <description>functions to construct QuantLib cap/floor objects</description>
!   <displayName>Caps/Floors</displayName>
!   <Functions>
  
!     <Constructor name='qlAnalyticCapFloorEngine'>
!       <libraryFunction>AnalyticCapFloorEngine</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='handleModel' libraryClass='AffineModel'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>affine model (providing a discount bond option pricing formula)</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlCapFloor'>
!       <libraryFunction>CapFloor</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='couponVectorID'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>coupon vector</description>
!           </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>discounting term structure</description>
!           </Parameter>
!           <Parameter name='capStrikes'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>cap strikes</description>
!           </Parameter>
!           <Parameter name='floorStrikes'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>floor strikes</description>
!           </Parameter>
!           <Parameter name='handleEngine'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>handle to pricing engine</description>
!           </Parameter>
!           <Parameter name='optionType' enumeration='QuantLib::CapFloor::Type'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type (cap, floor or collar)</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!   </Functions>
  </Category>

[QuantLibAddin-cvs] QuantLibAddin/qlo bonds.cpp, 1.3, 1.4 bonds.hpp, 1.4, 1.5 capfloor.cpp, 1.3, 1.4 capfloor.hpp, 1.3, 1.4 couponvectors.cpp, 1.3, 1.4 couponvectors.hpp, 1.5, 1.6 forwardrateagreement.cpp, 1.5, 1.6 forwardrateagreement.hpp, 1.5, 1.6 quantoforwardvanillaoption.cpp, 1.3, 1.4 quantoforwardvanillaoption.hpp, 1.3, 1.4 quantovanillaoption.cpp, 1.3, 1.4 quantovanillaoption.hpp, 1.3, 1.4 shortratemodels.cpp, 1.3, 1.4 shortratemodels.hpp, 1.3, 1.4 swap.cpp, 1.8, 1.9 swap.hpp, 1.6, 1.7 termstructures.cpp, 1.8, 1.9 termstructures.hpp, 1.5, 1.6 vanillaswap.cpp, 1.4, 1.5 vanillaswap.hpp, 1.5, 1.6 xibor.cpp, 1.8, 1.9 xibor.hpp, 1.8, 1.9

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3851/qlo

Modified Files:
	bonds.cpp bonds.hpp capfloor.cpp capfloor.hpp 
	couponvectors.cpp couponvectors.hpp forwardrateagreement.cpp 
	forwardrateagreement.hpp quantoforwardvanillaoption.cpp 
	quantoforwardvanillaoption.hpp quantovanillaoption.cpp 
	quantovanillaoption.hpp shortratemodels.cpp 
	shortratemodels.hpp swap.cpp swap.hpp termstructures.cpp 
	termstructures.hpp vanillaswap.cpp vanillaswap.hpp xibor.cpp 
	xibor.hpp 
Log Message:
using Handle<YieldTermStructure> instead of YieldTermStructure

Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** couponvectors.cpp	14 Jun 2006 20:33:10 -0000	1.3
--- couponvectors.cpp	16 Jun 2006 17:37:16 -0000	1.4
***************
*** 26,30 ****
  #include <qlo/typefactory.hpp>
  
- #include <ql/CashFlows/analysis.hpp>
  #include <ql/CashFlows/fixedratecoupon.hpp>
  #include <ql/CashFlows/parcoupon.hpp>
--- 26,29 ----
***************
*** 70,81 ****
      }
  
-     double CouponVector::getBPS(
-         const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure) const {
-         QuantLib::Handle<QuantLib::YieldTermStructure> discountingTermStructure;
-         discountingTermStructure.linkTo(termStructure);
-         
-         return QuantLib::Cashflows::bps(cashFlowVector_, discountingTermStructure);
-     }
- 
      FixedRateCouponVector::FixedRateCouponVector(
              const boost::shared_ptr < QuantLib::Schedule > &schedule,
--- 69,72 ----

Index: termstructures.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** termstructures.hpp	15 Jun 2006 20:23:55 -0000	1.5
--- termstructures.hpp	16 Jun 2006 17:37:20 -0000	1.6
***************
*** 70,74 ****
        public:
          ForwardSpreadedTermStructure(
!             const std::string &baseTermStructure,
              const double &spread);
      };
--- 70,74 ----
        public:
          ForwardSpreadedTermStructure(
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
              const double &spread);
      };

Index: capfloor.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capfloor.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** capfloor.hpp	9 Jun 2006 18:58:47 -0000	1.3
--- capfloor.hpp	16 Jun 2006 17:37:16 -0000	1.4
***************
*** 30,34 ****
          CapFloor(
              const std::string& couponVectorID,
!             const boost::shared_ptr < QuantLib::YieldTermStructure >& termStructureP,
              const std::vector<double>& capStrikes,
              const std::vector<double>& floorStrikes,
--- 30,34 ----
          CapFloor(
              const std::string& couponVectorID,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
              const std::vector<double>& capStrikes,
              const std::vector<double>& floorStrikes,

Index: termstructures.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** termstructures.cpp	15 Jun 2006 20:23:55 -0000	1.8
--- termstructures.cpp	16 Jun 2006 17:37:20 -0000	1.9
***************
*** 113,132 ****
  
      ForwardSpreadedTermStructure::ForwardSpreadedTermStructure(
!             const std::string &baseTermStructure,
              const double &spread) {
  
-         QuantLib::Handle<QuantLib::YieldTermStructure> discountingTermStructure;
- 
-         if(!baseTermStructure.empty()) {
-             OH_GET_REFERENCE(discYC, baseTermStructure, 
-                 YieldTermStructure, QuantLib::YieldTermStructure)
-             discountingTermStructure.linkTo(discYC);
-         }
- 
          QuantLib::Handle<QuantLib::Quote> spreadQuote(
              boost::shared_ptr<QuantLib::Quote>(new QuantLib::SimpleQuote(spread)));
  
          libraryObject_ = boost::shared_ptr<QuantLib::YieldTermStructure>(
!             new QuantLib::ForwardSpreadedTermStructure(discountingTermStructure, spreadQuote));
      }
  
--- 113,124 ----
  
      ForwardSpreadedTermStructure::ForwardSpreadedTermStructure(
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
              const double &spread) {
  
          QuantLib::Handle<QuantLib::Quote> spreadQuote(
              boost::shared_ptr<QuantLib::Quote>(new QuantLib::SimpleQuote(spread)));
  
          libraryObject_ = boost::shared_ptr<QuantLib::YieldTermStructure>(
!             new QuantLib::ForwardSpreadedTermStructure(hYTS, spreadQuote));
      }
  

Index: quantoforwardvanillaoption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quantoforwardvanillaoption.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** quantoforwardvanillaoption.cpp	9 Jun 2006 18:58:47 -0000	1.3
--- quantoforwardvanillaoption.cpp	16 Jun 2006 17:37:20 -0000	1.4
***************
*** 32,36 ****
  
      QuantoForwardVanillaOption::QuantoForwardVanillaOption(
!             const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure,
              const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure,
              const double &correlation,
--- 32,36 ----
  
      QuantoForwardVanillaOption::QuantoForwardVanillaOption(
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
              const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure,
              const double &correlation,
***************
*** 43,50 ****
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
              const std::string &engineID,
!             const long &timeSteps) {
! 
!         QuantLib::Handle<QuantLib::YieldTermStructure> termStructureH(termStructure);
! 
          QuantLib::Handle<QuantLib::BlackVolTermStructure>
              blackVolTermStructureH(blackVolTermStructure);
--- 43,48 ----
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
              const std::string &engineID,
!             const long &timeSteps)
!     {
          QuantLib::Handle<QuantLib::BlackVolTermStructure>
              blackVolTermStructureH(blackVolTermStructure);
***************
*** 62,66 ****
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::QuantoForwardVanillaOption(
!                 termStructureH,
                  blackVolTermStructureH,
                  correlationH,
--- 60,64 ----
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::QuantoForwardVanillaOption(
!                 hYTS,
                  blackVolTermStructureH,
                  correlationH,

Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** couponvectors.hpp	14 Jun 2006 20:33:10 -0000	1.5
--- couponvectors.hpp	16 Jun 2006 17:37:16 -0000	1.6
***************
*** 24,27 ****
--- 24,28 ----
  #include <qlo/xibor.hpp>
  #include <ql/CashFlows/cashflowvectors.hpp>
+ #include <ql/CashFlows/analysis.hpp>
  
  namespace QuantLibAddin {
***************
*** 36,40 ****
          virtual std::vector<std::vector<double> >  getLeg() = 0;
          
!         double getBPS(const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure) const;
  
          const CashFlowVector &getVector() {
--- 37,46 ----
          virtual std::vector<std::vector<double> >  getLeg() = 0;
          
!         double getBPS(const QuantLib::Handle<
!             QuantLib::YieldTermStructure>& hYTS) const
!         {
!             return QuantLib::Cashflows::bps(cashFlowVector_, hYTS);
!         }
! 
  
          const CashFlowVector &getVector() {
***************
*** 72,74 ****
  
  #endif
- 
--- 78,79 ----

Index: xibor.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.hpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** xibor.hpp	15 Jun 2006 19:17:32 -0000	1.8
--- xibor.hpp	16 Jun 2006 17:37:20 -0000	1.9
***************
*** 23,26 ****
--- 23,28 ----
  #include <oh/objhandler.hpp>
  #include <ql/index.hpp>
+ #include <ql/handle.hpp>
+ #include <ql/yieldtermstructure.hpp>
  
  namespace QuantLibAddin {
***************
*** 41,45 ****
                const QuantLib::Calendar& calendar,
                QuantLib::BusinessDayConvention fltBDC,
!               const QuantLib::DayCounter& fltDayCounter);
      };
  }
--- 43,48 ----
                const QuantLib::Calendar& calendar,
                QuantLib::BusinessDayConvention fltBDC,
!               const QuantLib::DayCounter& fltDayCounter,
!               const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
      };
  }

Index: shortratemodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/shortratemodels.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** shortratemodels.cpp	9 Jun 2006 18:58:47 -0000	1.3
--- shortratemodels.cpp	16 Jun 2006 17:37:20 -0000	1.4
***************
*** 36,47 ****
  
      HullWhite::HullWhite(
!             const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructureP,
              const double &a,
!             const double &sigma) {
! 
!         QuantLib::Handle<QuantLib::YieldTermStructure> termStructureH(termStructureP);
! 
          libraryObject_ = boost::shared_ptr<QuantLib::AffineModel>(
!             new QuantLib::HullWhite(termStructureH, a, sigma));
      }
  
--- 36,45 ----
  
      HullWhite::HullWhite(
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
              const double &a,
!             const double &sigma)
!     {
          libraryObject_ = boost::shared_ptr<QuantLib::AffineModel>(
!             new QuantLib::HullWhite(hYTS, a, sigma));
      }
  

Index: quantoforwardvanillaoption.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quantoforwardvanillaoption.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** quantoforwardvanillaoption.hpp	9 Jun 2006 18:58:47 -0000	1.3
--- quantoforwardvanillaoption.hpp	16 Jun 2006 17:37:20 -0000	1.4
***************
*** 29,33 ****
      public:
          QuantoForwardVanillaOption(
!                 const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure,
                  const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure,
                  const double &correlation,
--- 29,33 ----
      public:
          QuantoForwardVanillaOption(
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
                  const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure,
                  const double &correlation,

Index: vanillaswap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** vanillaswap.hpp	15 Jun 2006 19:01:39 -0000	1.5
--- vanillaswap.hpp	16 Jun 2006 17:37:20 -0000	1.6
***************
*** 47,51 ****
              const bool &floatLongFinal,
              const QuantLib::Rate &floatSpread,
!             const QuantLib::Handle<QuantLib::YieldTermStructure> &discountingTermStructure);
  
          std::vector<std::vector<double> > fixedLeg() {
--- 47,51 ----
              const bool &floatLongFinal,
              const QuantLib::Rate &floatSpread,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
  
          std::vector<std::vector<double> > fixedLeg() {

Index: shortratemodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/shortratemodels.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** shortratemodels.hpp	9 Jun 2006 18:58:47 -0000	1.3
--- shortratemodels.hpp	16 Jun 2006 17:37:20 -0000	1.4
***************
*** 42,46 ****
        public:
          HullWhite(
!             const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructureP,
              const double &a,
              const double &sigma);
--- 42,46 ----
        public:
          HullWhite(
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
              const double &a,
              const double &sigma);

Index: bonds.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** bonds.cpp	14 Jun 2006 20:33:10 -0000	1.3
--- bonds.cpp	16 Jun 2006 17:37:16 -0000	1.4
***************
*** 51,57 ****
              const QuantLib::BusinessDayConvention& convention,
              const double redemption,
!             const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure) {
! 
!         QuantLib::Handle<QuantLib::YieldTermStructure> ts(termStructure);
  
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
--- 51,55 ----
              const QuantLib::BusinessDayConvention& convention,
              const double redemption,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) {
  
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
***************
*** 63,67 ****
                                           convention,
                                           redemption,
!                                          ts));
  
      }
--- 61,65 ----
                                           convention,
                                           redemption,
!                                          hYTS));
  
      }
***************
*** 81,88 ****
              const bool startFromEnd,
              const bool longFinal,
!             const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure) {
! 
!         QuantLib::Handle<QuantLib::YieldTermStructure> ts(termStructure);
! 
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::FixedCouponBond(issueDate,
--- 79,84 ----
              const bool startFromEnd,
              const bool longFinal,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
!     {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::FixedCouponBond(issueDate,
***************
*** 97,101 ****
                                            paymentConvention,
                                            redemption,
!                                           ts,
                                            QuantLib::Date(),
                                            startFromEnd,
--- 93,97 ----
                                            paymentConvention,
                                            redemption,
!                                           hYTS,
                                            QuantLib::Date(),
                                            startFromEnd,
***************
*** 118,127 ****
              QuantLib::BusinessDayConvention paymentConvention,
              QuantLib::Real redemption,
!             const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure,
              const QuantLib::Date& stub,
!             bool fromEnd) {
! 
!         QuantLib::Handle<QuantLib::YieldTermStructure> ts(termStructure);
! 
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::FloatingRateBond(issueDate,
--- 114,121 ----
              QuantLib::BusinessDayConvention paymentConvention,
              QuantLib::Real redemption,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
              const QuantLib::Date& stub,
!             bool fromEnd)
!     {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::FloatingRateBond(issueDate,
***************
*** 138,142 ****
                                             paymentConvention,
                                             redemption,
!                                            ts,
                                             stub,
                                             fromEnd));
--- 132,136 ----
                                             paymentConvention,
                                             redemption,
!                                            hYTS,
                                             stub,
                                             fromEnd));

Index: swap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.cpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** swap.cpp	14 Jun 2006 20:33:10 -0000	1.8
--- swap.cpp	16 Jun 2006 17:37:20 -0000	1.9
***************
*** 33,46 ****
              const boost::shared_ptr < CouponVector > &paidLegWrapper,
              const boost::shared_ptr < CouponVector > &recvLegWrapper,
!             const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure) {
  
          const CashFlowVector& paidLeg = paidLegWrapper->getVector();
          const CashFlowVector& recvLeg = recvLegWrapper->getVector();
  
-         QuantLib::Handle<QuantLib::YieldTermStructure> discountingTermStructure;
-         discountingTermStructure.linkTo(termStructure);
-         
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
!             new QuantLib::Swap(discountingTermStructure, paidLeg, recvLeg));
      }
  
--- 33,43 ----
              const boost::shared_ptr < CouponVector > &paidLegWrapper,
              const boost::shared_ptr < CouponVector > &recvLegWrapper,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) {
  
          const CashFlowVector& paidLeg = paidLegWrapper->getVector();
          const CashFlowVector& recvLeg = recvLegWrapper->getVector();
  
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
!             new QuantLib::Swap(hYTS, paidLeg, recvLeg));
      }
  

Index: forwardrateagreement.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/forwardrateagreement.cpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** forwardrateagreement.cpp	13 Jun 2006 16:52:35 -0000	1.5
--- forwardrateagreement.cpp	16 Jun 2006 17:37:17 -0000	1.6
***************
*** 37,47 ****
              const QuantLib::Calendar& calendar,
              QuantLib::BusinessDayConvention businessDayConvention,
!             const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure,
              QuantLib::Compounding compounding,  
!             QuantLib::Frequency frequency) {
!                 
!             QuantLib::Handle<QuantLib::YieldTermStructure> discountingTermStructure;
!             discountingTermStructure.linkTo(termStructure);
! 
              libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
                  new QuantLib::ForwardRateAgreement(valueDate,
--- 37,44 ----
              const QuantLib::Calendar& calendar,
              QuantLib::BusinessDayConvention businessDayConvention,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
              QuantLib::Compounding compounding,  
!             QuantLib::Frequency frequency)
!     {
              libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
                  new QuantLib::ForwardRateAgreement(valueDate,
***************
*** 54,58 ****
                                                     calendar,
                                                     businessDayConvention,
!                                                    discountingTermStructure,
                                                     compounding,
                                                     frequency
--- 51,55 ----
                                                     calendar,
                                                     businessDayConvention,
!                                                    hYTS,
                                                     compounding,
                                                     frequency
***************
*** 67,76 ****
              double notional,
              const boost::shared_ptr<QuantLib::Xibor>& index,
!             const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure,
!             QuantLib::Compounding compounding) {
!              
!             QuantLib::Handle<QuantLib::YieldTermStructure> discountingTermStructure;
!             discountingTermStructure.linkTo(termStructure);
! 
              libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
                  new QuantLib::ForwardRateAgreement(valueDate,
--- 64,70 ----
              double notional,
              const boost::shared_ptr<QuantLib::Xibor>& index,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
!             QuantLib::Compounding compounding)
!     {
              libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
                  new QuantLib::ForwardRateAgreement(valueDate,
***************
*** 80,84 ****
                                                     notional,
                                                     index,
!                                                    discountingTermStructure,
                                                     compounding
                                                     ));
--- 74,78 ----
                                                     notional,
                                                     index,
!                                                    hYTS,
                                                     compounding
                                                     ));

Index: swap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.hpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** swap.hpp	14 Jun 2006 20:33:10 -0000	1.6
--- swap.hpp	16 Jun 2006 17:37:20 -0000	1.7
***************
*** 34,39 ****
          Swap(const boost::shared_ptr<CouponVector>& paidLegWrapper,
               const boost::shared_ptr<CouponVector>& recvLegWrapper,
!              const boost::shared_ptr<QuantLib::YieldTermStructure>&
!                                                         termStructure);
  
          std::vector<std::vector<double> > legAnalysis(QuantLib::Size i);
--- 34,38 ----
          Swap(const boost::shared_ptr<CouponVector>& paidLegWrapper,
               const boost::shared_ptr<CouponVector>& recvLegWrapper,
!              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
  
          std::vector<std::vector<double> > legAnalysis(QuantLib::Size i);

Index: capfloor.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capfloor.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** capfloor.cpp	9 Jun 2006 18:58:47 -0000	1.3
--- capfloor.cpp	16 Jun 2006 17:37:16 -0000	1.4
***************
*** 29,33 ****
      CapFloor::CapFloor(
              const std::string& couponVectorID,
!             const boost::shared_ptr < QuantLib::YieldTermStructure >& termStructureP,
              const std::vector<double>& capStrikes,
              const std::vector<double>& floorStrikes,
--- 29,33 ----
      CapFloor::CapFloor(
              const std::string& couponVectorID,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
              const std::vector<double>& capStrikes,
              const std::vector<double>& floorStrikes,
***************
*** 38,43 ****
              AnalyticCapFloorEngine, QuantLib::PricingEngine)
  
-         QuantLib::Handle<QuantLib::YieldTermStructure> termStructureH(termStructureP);
- 
          OH_GET_OBJECT(couponVectorWrapper, couponVectorID, CouponVector)
          const CashFlowVector& couponVector = couponVectorWrapper->getVector();
--- 38,41 ----
***************
*** 48,52 ****
                                     capStrikes,
                                     floorStrikes,
!                                    termStructureH,
                                     engine));
      }
--- 46,50 ----
                                     capStrikes,
                                     floorStrikes,
!                                    hYTS,
                                     engine));
      }

Index: quantovanillaoption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quantovanillaoption.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** quantovanillaoption.cpp	9 Jun 2006 18:58:47 -0000	1.3
--- quantovanillaoption.cpp	16 Jun 2006 17:37:20 -0000	1.4
***************
*** 33,37 ****
  
      QuantoVanillaOption::QuantoVanillaOption(
!             const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure,
              const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure,
              const double &correlation,
--- 33,37 ----
  
      QuantoVanillaOption::QuantoVanillaOption(
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
              const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure,
              const double &correlation,
***************
*** 42,48 ****
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
              const std::string &engineID,
!             const long &timeSteps) {
!         QuantLib::Handle<QuantLib::YieldTermStructure> termStructureH(termStructure);
! 
          QuantLib::Handle<QuantLib::BlackVolTermStructure>
              blackVolTermStructureH(blackVolTermStructure);
--- 42,47 ----
              const boost::shared_ptr < QuantLib::Exercise > &exercise,
              const std::string &engineID,
!             const long &timeSteps)
!     {
          QuantLib::Handle<QuantLib::BlackVolTermStructure>
              blackVolTermStructureH(blackVolTermStructure);
***************
*** 60,64 ****
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::QuantoVanillaOption(
!                 termStructureH,
                  blackVolTermStructureH,
                  correlationH,
--- 59,63 ----
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::QuantoVanillaOption(
!                 hYTS,
                  blackVolTermStructureH,
                  correlationH,

Index: vanillaswap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** vanillaswap.cpp	15 Jun 2006 19:01:39 -0000	1.4
--- vanillaswap.cpp	16 Jun 2006 17:37:20 -0000	1.5
***************
*** 51,55 ****
              const bool &floatLongFinal,
              const QuantLib::Rate &floatSpread,
!             const QuantLib::Handle<QuantLib::YieldTermStructure> &discountingTermStructure) {
  
  
--- 51,55 ----
              const bool &floatLongFinal,
              const QuantLib::Rate &floatSpread,
!              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) {
  
  
***************
*** 72,76 ****
                                        floatSpread,
                                        floatDayCounter,
!                                       discountingTermStructure));
      }
  
--- 72,76 ----
                                        floatSpread,
                                        floatDayCounter,
!                                       hYTS));
      }
  

Index: xibor.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.cpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** xibor.cpp	15 Jun 2006 19:17:32 -0000	1.8
--- xibor.cpp	16 Jun 2006 17:37:20 -0000	1.9
***************
*** 50,54 ****
                   const QuantLib::Calendar& calendar,
                   QuantLib::BusinessDayConvention fltBDC,
!                  const QuantLib::DayCounter& fltDayCounter)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Xibor>(
--- 50,55 ----
                   const QuantLib::Calendar& calendar,
                   QuantLib::BusinessDayConvention fltBDC,
!                  const QuantLib::DayCounter& fltDayCounter,
!                  const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Xibor>(
***************
*** 56,60 ****
                                  p,
                                  fixingDays, crr, calendar, 
!                                 fltBDC, fltDayCounter));
      }
  }
--- 57,62 ----
                                  p,
                                  fixingDays, crr, calendar, 
!                                 fltBDC, fltDayCounter,
!                                 hYTS));
      }
  }

Index: bonds.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.hpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** bonds.hpp	15 Jun 2006 19:16:30 -0000	1.4
--- bonds.hpp	16 Jun 2006 17:37:16 -0000	1.5
***************
*** 44,48 ****
              const QuantLib::BusinessDayConvention& convention,
              const double redemption,
!             const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure);
      };
  
--- 44,48 ----
              const QuantLib::BusinessDayConvention& convention,
              const double redemption,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
      };
  
***************
*** 63,67 ****
              const bool startFromEnd,
              const bool longFinal,
!             const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure);
      };
  
--- 63,67 ----
              const bool startFromEnd,
              const bool longFinal,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
      };
  
***************
*** 82,86 ****
              QuantLib::BusinessDayConvention paymentConvention,
              QuantLib::Real redemption,
!             const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure,
              const QuantLib::Date& stub,
              bool fromEnd);
--- 82,86 ----
              QuantLib::BusinessDayConvention paymentConvention,
              QuantLib::Real redemption,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
              const QuantLib::Date& stub,
              bool fromEnd);

Index: quantovanillaoption.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quantovanillaoption.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** quantovanillaoption.hpp	9 Jun 2006 18:58:47 -0000	1.3
--- quantovanillaoption.hpp	16 Jun 2006 17:37:20 -0000	1.4
***************
*** 28,32 ****
      public:
          QuantoVanillaOption::QuantoVanillaOption(
!                 const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure,
                  const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure,
                  const double &correlation,
--- 28,32 ----
      public:
          QuantoVanillaOption::QuantoVanillaOption(
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
                  const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure,
                  const double &correlation,

Index: forwardrateagreement.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/forwardrateagreement.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** forwardrateagreement.hpp	13 Jun 2006 16:52:35 -0000	1.5
--- forwardrateagreement.hpp	16 Jun 2006 17:37:20 -0000	1.6
***************
*** 39,43 ****
              const QuantLib::Calendar& calendar,
              QuantLib::BusinessDayConvention businessDayConvention,
!             const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure,
              QuantLib::Compounding compounding = QuantLib::Simple,  
              QuantLib::Frequency frequency = QuantLib::Annual);
--- 39,43 ----
              const QuantLib::Calendar& calendar,
              QuantLib::BusinessDayConvention businessDayConvention,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
              QuantLib::Compounding compounding = QuantLib::Simple,  
              QuantLib::Frequency frequency = QuantLib::Annual);
***************
*** 50,54 ****
              double notional,
              const boost::shared_ptr<QuantLib::Xibor>& index,
!             const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure,
              QuantLib::Compounding compounding = QuantLib::Simple);
      };
--- 50,54 ----
              double notional,
              const boost::shared_ptr<QuantLib::Xibor>& index,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
              QuantLib::Compounding compounding = QuantLib::Simple);
      };

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

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6228/qlo

Modified Files:
	handle.hpp 
Log Message:
support for
- objects as input parameters which may default to null pointers
- instantiation of a QuantLib::Handle which is not linked to an Observable

Index: handle.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/handle.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** handle.hpp	15 Jun 2006 19:03:52 -0000	1.1
--- handle.hpp	16 Jun 2006 10:14:30 -0000	1.2
***************
*** 28,32 ****
      public:
          Handle(const boost::shared_ptr<T> &observable) {
!             handle_.linkTo(observable);
          }
          void linkTo(const boost::shared_ptr<T> &observable) {
--- 28,33 ----
      public:
          Handle(const boost::shared_ptr<T> &observable) {
!             if (observable)
!                 handle_.linkTo(observable);
          }
          void linkTo(const boost::shared_ptr<T> &observable) {

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata termstructures.xml, 1.9, 1.10

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6228/gensrc/metadata

Modified Files:
	termstructures.xml 
Log Message:
support for
- objects as input parameters which may default to null pointers
- instantiation of a QuantLib::Handle which is not linked to an Observable

Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** termstructures.xml	15 Jun 2006 20:23:55 -0000	1.9
--- termstructures.xml	16 Jun 2006 10:14:30 -0000	1.10
***************
*** 336,340 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 336,340 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' default='""'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

[QuantLibAddin-cvs] QuantLibAddin/qlo basic.cpp, 1.1, NONE basic.hpp, 1.1, NONE basketoption.cpp, 1.1, NONE basketoption.hpp, 1.1, NONE zerocurve.cpp, 1.2, NONE zerocurve.hpp, 1.1, NONE

[Marco B. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4963/qlo

Removed Files:
	basic.cpp basic.hpp basketoption.cpp basketoption.hpp 
	zerocurve.cpp zerocurve.hpp 
Log Message:
1) VC7 catching up
2) removing obsolete files

--- basketoption.cpp DELETED ---

--- basketoption.hpp DELETED ---

--- basic.hpp DELETED ---

--- basic.cpp DELETED ---

--- zerocurve.hpp DELETED ---

--- zerocurve.cpp DELETED ---

[QuantLibAddin-cvs] QuantLibAddin/gensrc gensrc.vcproj,1.5,1.6

[Marco B. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4963/gensrc

Modified Files:
	gensrc.vcproj 
Log Message:
1) VC7 catching up
2) removing obsolete files

Index: gensrc.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/gensrc.vcproj,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** gensrc.vcproj	13 Jun 2006 08:45:38 -0000	1.5
--- gensrc.vcproj	16 Jun 2006 10:11:29 -0000	1.6
***************
*** 37,40 ****
--- 37,43 ----
  			Filter="">
  			<File
+ 				RelativePath=".\metadata\bonds.xml">
+ 			</File>
+ 			<File
  				RelativePath="metadata\calendar.xml">
  			</File>
***************
*** 82,85 ****
--- 85,91 ----
  			</File>
  			<File
+ 				RelativePath=".\metadata\ratehelpers.xml">
+ 			</File>
+ 			<File
  				RelativePath="metadata\schedule.xml">
  			</File>
***************
*** 100,103 ****
--- 106,112 ----
  			</File>
  			<File
+ 				RelativePath=".\metadata\vanillaswap.xml">
+ 			</File>
+ 			<File
  				RelativePath="metadata\volatilities.xml">
  			</File>

[QuantLibAddin-cvs] QuantLibAddin QuantLibObjects.vcproj,1.8,1.9

[Marco B. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4963

Modified Files:
	QuantLibObjects.vcproj 
Log Message:
1) VC7 catching up
2) removing obsolete files

Index: QuantLibObjects.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** QuantLibObjects.vcproj	15 Jun 2006 19:01:39 -0000	1.8
--- QuantLibObjects.vcproj	16 Jun 2006 10:11:29 -0000	1.9
***************
*** 341,344 ****
--- 341,347 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\bonds.cpp">
+ 			</File>
+ 			<File
  				RelativePath="qlo\calendar.cpp">
  			</File>
***************
*** 398,401 ****
--- 401,407 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\ratehelpers.cpp">
+ 			</File>
+ 			<File
  				RelativePath="qlo\schedule.cpp">
  			</File>
***************
*** 419,422 ****
--- 425,431 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\vo_bonds.cpp">
+ 			</File>
+ 			<File
  				RelativePath="qlo\vo_calendar.cpp">
  			</File>
***************
*** 434,440 ****
  			</File>
  			<File
- 				RelativePath="qlo\vo_instruments.cpp">
- 			</File>
- 			<File
  				RelativePath="qlo\vo_interpolation.cpp">
  			</File>
--- 443,446 ----
***************
*** 449,452 ****
--- 455,461 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\vo_ratehelpers.cpp">
+ 			</File>
+ 			<File
  				RelativePath="qlo\vo_schedule.cpp">
  			</File>
***************
*** 495,499 ****
  			</File>
  			<File
! 				RelativePath="qlo\basketoption.hpp">
  			</File>
  			<File
--- 504,508 ----
  			</File>
  			<File
! 				RelativePath=".\qlo\bonds.hpp">
  			</File>
  			<File
***************
*** 567,570 ****
--- 576,582 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\ratehelpers.hpp">
+ 			</File>
+ 			<File
  				RelativePath="qlo\schedule.hpp">
  			</File>
***************
*** 597,600 ****
--- 609,615 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\vo_bonds.hpp">
+ 			</File>
+ 			<File
  				RelativePath="qlo\vo_calendar.hpp">
  			</File>
***************
*** 612,618 ****
  			</File>
  			<File
- 				RelativePath="qlo\vo_instruments.hpp">
- 			</File>
- 			<File
  				RelativePath="qlo\vo_interpolation.hpp">
  			</File>
--- 627,630 ----
***************
*** 627,630 ****
--- 639,645 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\vo_ratehelpers.hpp">
+ 			</File>
+ 			<File
  				RelativePath="qlo\vo_schedule.hpp">
  			</File>

[QuantLibAddin-cvs] QuantLibAddin todo.csv,1.14,1.15

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24230

Modified Files:
	todo.csv 
Log Message:
remove reliance on try/catch in program logic for distinguishing Enumerations from Objects

Index: todo.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** todo.csv	15 Jun 2006 19:19:06 -0000	1.14
--- todo.csv	16 Jun 2006 08:29:11 -0000	1.15
***************
*** 5,13 ****
  "OH","Design"," “permanent” objects – objects which aren't deleted by ohDeleteObject()/ohDeleteAllObjects()/ohCallGC()","in progress",2,,
  "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,,"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","support for QuantLib::Handle – give Excel user the ability to create a Handle and relink it as required","done",0,,"need to add support for creation of empty QuantLib::Handle"
  "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","if user supplies objectID stub he must ensure it's unique / link objectID stub to calling cell (?)","done",1,05/31/2006,
--- 5,13 ----
  "OH","Design"," “permanent” objects – objects which aren't deleted by ohDeleteObject()/ohDeleteAllObjects()/ohCallGC()","in progress",2,,
  "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","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"
  "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","if user supplies objectID stub he must ensure it's unique / link objectID stub to calling cell (?)","done",1,05/31/2006,
***************
*** 18,26 ****
  ,,"YC bootstrap fails if workbook RateHelpers.xls is open",,,,
  ,,"raise exception if trigger parameter has value of #ERR!/#NULL!",,,,
! ,,"in autogenerated code - suppress call to objectPointer->setPermanent() if input parameter permanent is FALSE",,,,
! ,,"don't rely on try/catch to control processing flow for deriving Enumerations (in templates in qla/conversions.hpp)",,,,
  ,,"calculate memory usage of repository",,,,
  ,,"count the number of functions available in the addin",,,,
  ,,"add VC8 makefile to generate .chm documentation from metadata",,,,
  ,,,,,,
  "OH","Design","""reflection"" - support member functions dynamically",,3,,
--- 18,27 ----
  ,,"YC bootstrap fails if workbook RateHelpers.xls is open",,,,
  ,,"raise exception if trigger parameter has value of #ERR!/#NULL!",,,,
! ,,"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",
  ,,"calculate memory usage of repository",,,,
  ,,"count the number of functions available in the addin",,,,
  ,,"add VC8 makefile to generate .chm documentation from metadata",,,,
+ ,,"add facility to query the most recent error message",,,,
  ,,,,,,
  "OH","Design","""reflection"" - support member functions dynamically",,3,,

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

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24230/qlo

Modified Files:
	typefactory.hpp 
Log Message:
remove reliance on try/catch in program logic for distinguishing Enumerations from Objects

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** typefactory.hpp	13 Jun 2006 10:39:41 -0000	1.3
--- typefactory.hpp	16 Jun 2006 08:29:11 -0000	1.4
***************
*** 2,5 ****
--- 2,6 ----
  /*
   Copyright (C) 2005 Plamen Neykov
+  Copyright (C) 2006 Eric Ehlers
  
   This file is part of QuantLib, a free-software/open-source library
***************
*** 30,33 ****
--- 31,53 ----
      protected:
          void* getType(const std::string& id) {
+             TypeMapPtr type_map = getTypeMap();
+             std::string idUpper = QuantLib::uppercase(id);
+             for (TypeMap::iterator i = type_map->begin(); i != type_map->end(); i++)
+                 if (QuantLib::uppercase(i->first) == idUpper) return i->second;
+             throw ObjHandler::Exception("Unknown id for Type: " + id);
+         }
+ 
+         // alternative to getType - on failure return null pointer
+         // instead of throwing exception
+         T *checkType(const std::string& id) {
+             TypeMapPtr type_map = getTypeMap();
+             std::string idUpper = QuantLib::uppercase(id);
+             for (TypeMap::iterator i = type_map->begin(); i != type_map->end(); i++)
+                 if (QuantLib::uppercase(i->first) == idUpper)
+                     return static_cast<T*>(i->second);
+             return 0;
+         }
+     private:
+         const TypeMapPtr &getTypeMap() {
              static TypeMapPtr type_map;
              if(!type_map) {
***************
*** 39,46 ****
                      RegistryClass::instance().getAllTypesMap().find(typeid(T).name())->second;
              }
!             std::string idUpper = QuantLib::uppercase(id);
!             for (TypeMap::iterator i = type_map->begin(); i != type_map->end(); i++)
!                 if (QuantLib::uppercase(i->first) == idUpper) return i->second;
!             throw ObjHandler::Exception("Unknown id for Type: " + id);
          }
      };
--- 59,63 ----
                      RegistryClass::instance().getAllTypesMap().find(typeid(T).name())->second;
              }
!             return type_map;
          }
      };
***************
*** 52,55 ****
--- 69,75 ----
              return *(static_cast<T*>(this->getType(id)));
          }
+         T *checkType(const std::string& id) {
+             return RegistryManager<T, EnumRegistry>::checkType(id);
+         }
      };
  

[QuantLibAddin-cvs] QuantLibAddin/qlo ratehelpers.cpp, NONE, 1.1 ratehelpers.hpp, NONE, 1.1 .cvsignore, 1.4, 1.5 termstructures.cpp, 1.7, 1.8 termstructures.hpp, 1.4, 1.5

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17035/qlo

Modified Files:
	.cvsignore termstructures.cpp termstructures.hpp 
Added Files:
	ratehelpers.cpp ratehelpers.hpp 
Log Message:
ratehelpes in their own files

Index: termstructures.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.hpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** termstructures.hpp	15 Jun 2006 18:07:56 -0000	1.4
--- termstructures.hpp	15 Jun 2006 20:23:55 -0000	1.5
***************
*** 23,28 ****
  
  #include <ql/termstructure.hpp>
- #include <ql/Indexes/xibor.hpp>
- #include <ql/calendar.hpp>
  #include <ql/TermStructures/piecewiseflatforward.hpp>
  #include <ql/TermStructures/forwardspreadedtermstructure.hpp>
--- 23,26 ----
***************
*** 33,86 ****
  namespace QuantLibAddin {
  
-     class RateHelper : public ObjHandler::LibraryObject<QuantLib::RateHelper> {
-       public:
-         double setQuote(double quote);
-         QuantLib::Handle<QuantLib::Quote> quoteHandle() const {
-             return quoteHandle_;
-         }
-       protected:
-         boost::shared_ptr<QuantLib::SimpleQuote> quote_;
-         QuantLib::Handle<QuantLib::Quote> quoteHandle_;
-     };
-     
-     class DepositRateHelper : public RateHelper {
-       public:
-         DepositRateHelper(
-             const double &quote,
-             const QuantLib::Period& p,
-             const long &fixingDays,
-             const QuantLib::Calendar& calendar,
-             const QuantLib::BusinessDayConvention &convention,
-             const QuantLib::DayCounter &dayCounter);
-     };
- 
-     class FuturesRateHelper : public RateHelper {
-       public:
-         FuturesRateHelper(
-             const double &price,
-             const std::string &immDateID,
-             const QuantLib::Integer &months,
-             const QuantLib::Calendar& calendar,
-             const QuantLib::BusinessDayConvention &bDayConvention,
-             const QuantLib::DayCounter &dayCounter);
-     };
- 
-     class SwapRateHelper : public RateHelper {
-       public:
-         SwapRateHelper(
-             const double &quote,
-             const QuantLib::Period& p,
-             const long &fixingDays,
-             const QuantLib::Calendar& calendar,
-             const QuantLib::Frequency &fixedFrequency,
-             const QuantLib::BusinessDayConvention &fixedConvention,
-             const QuantLib::DayCounter &fixedDayCounter,
-             const boost::shared_ptr<QuantLib::Xibor>& index);
-     };
- 
      class YieldTermStructure : public ObjHandler::LibraryObject<QuantLib::YieldTermStructure> {
      };
  
- 
      class PiecewiseYieldCurve : public YieldTermStructure {
        public:
--- 31,37 ----
***************
*** 123,132 ****
      };
  
-     std::vector<std::string> qlRateHelperSelection(
-         const std::vector<std::string>& instrumentHandles,
-         const std::vector<bool>& includeFlag,
-         const std::vector<long>& priority,
-         const long& nFutures);
- 
  }
  
--- 74,77 ----

Index: .cvsignore
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/.cvsignore,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** .cvsignore	14 Jun 2006 18:34:31 -0000	1.4
--- .cvsignore	15 Jun 2006 20:23:55 -0000	1.5
***************
*** 20,23 ****
--- 20,24 ----
  vo_processes.*pp
  vo_randomsequencegenerator.*pp
+ vo_ratehelpers.*pp
  vo_schedule.*pp
  vo_shortratemodels.*pp

Index: termstructures.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** termstructures.cpp	15 Jun 2006 18:07:56 -0000	1.7
--- termstructures.cpp	15 Jun 2006 20:23:55 -0000	1.8
***************
*** 24,27 ****
--- 24,28 ----
  #include <oh/objhandlerdefines.hpp>
  #include <qlo/termstructures.hpp>
+ #include <qlo/ratehelpers.hpp>
  #include <qlo/typefactory.hpp>
  #include <qlo/generalutils.hpp>
***************
*** 34,112 ****
  namespace QuantLibAddin {
  
-     double RateHelper::setQuote(double quote) {
-         double diff = quote - quote_->value();
-         quote_->setValue(quote);
-         return diff;
-     }
- 
-     DepositRateHelper::DepositRateHelper(
-             const double &quote,
-             const QuantLib::Period& p,
-             const long &fixingDays,
-             const QuantLib::Calendar& calendar,
-             const QuantLib::BusinessDayConvention &convention,
-             const QuantLib::DayCounter &dayCounter) {
- 
-         quote_ = boost::shared_ptr<QuantLib::SimpleQuote>(
-             new QuantLib::SimpleQuote(quote));
-         quoteHandle_.linkTo(quote_);
- 
-         libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(
-             new QuantLib::DepositRateHelper(quoteHandle_,
-                                             p,
-                                             fixingDays,
-                                             calendar,
-                                             convention,
-                                             dayCounter));
-     }
- 
-     FuturesRateHelper::FuturesRateHelper(
-             const double &price,
-             const std::string &immDateID,
-             const QuantLib::Integer &months,
-             const QuantLib::Calendar& calendar,
-             const QuantLib::BusinessDayConvention &bDayConvention,
-             const QuantLib::DayCounter &dayCounter) {
- 
-         quote_ = boost::shared_ptr<QuantLib::SimpleQuote>(new QuantLib::SimpleQuote(price));
-         quoteHandle_.linkTo(quote_);
- 
-         QuantLib::Date expiry = QuantLib::Date::IMMdate(immDateID);
-         
-         libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(
-             new QuantLib::FuturesRateHelper(
-                 quoteHandle_,
-                 expiry,
-                 months,
-                 calendar,
-                 bDayConvention,
-                 dayCounter));
-     }
-     
-     SwapRateHelper::SwapRateHelper(
-             const double &quote,
-             const QuantLib::Period& p,
-             const long &fixingDays,
-             const QuantLib::Calendar& calendar,
-             const QuantLib::Frequency &fixedFrequency,
-             const QuantLib::BusinessDayConvention &fixedConvention,
-             const QuantLib::DayCounter &fixedDayCounter,
-             const boost::shared_ptr<QuantLib::Xibor>& index) {
- 
-         quote_ = boost::shared_ptr<QuantLib::SimpleQuote>(new QuantLib::SimpleQuote(quote));
-         quoteHandle_.linkTo(quote_);
- 
-         libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(
-             new QuantLib::SwapRateHelper(quoteHandle_,
-                                          p,
-                                          fixingDays,
-                                          calendar,
-                                          fixedFrequency,
-                                          fixedConvention,
-                                          fixedDayCounter,
-                                          index));
-     }
- 
- 
      PiecewiseYieldCurve::PiecewiseYieldCurve(
              const long &nDays,
--- 35,38 ----
***************
*** 205,310 ****
      }
  
-     // helper class
-     namespace detail {
- 
-         struct RateHelperItem {
-             QuantLib::Date latestDate;
-             long priority;
-             std::string instanceName;
-             RateHelperItem(
-                     const QuantLib::Date& latestDate, 
-                     const long& priority, 
-                     const std::string& instanceName)
-                 : latestDate(latestDate), priority(priority), instanceName(instanceName) {}
-         };
- 
-         class RateHelperPrioritySorter {
-           public:
-             // does h1 come before h2?
-             bool operator()(const RateHelperItem& h1,
-                             const RateHelperItem& h2) const {
- 
-                 if (h1.latestDate > h2.latestDate)
-                     return false;
- 
-                 if (h1.latestDate == h2.latestDate) {
-                     if (h1.priority > h2.priority) {
-                         return false;
-                     } else if (h1.priority == h2.priority) {
-                         return h1.instanceName > h2.instanceName;
-                     }
-                 }
- 
-                 return true;
- 
-             }
-         };
-     }
- 
-     std::vector<std::string> qlRateHelperSelection(
-         const std::vector<std::string>& instrumentHandles,
-         const std::vector<bool>& includeFlag,
-         const std::vector<long>& priority,
-         const long& nFutures) {
- 
-         QL_REQUIRE(!instrumentHandles.empty(), "no instrument given");
- 
-         QuantLib::Size nInstruments = instrumentHandles.size();
-         QL_REQUIRE(includeFlag.size()==nInstruments,
-             "includeFlag / instruments mismatch");
-         QL_REQUIRE(priority.size()==nInstruments,
-             "priority / instruments mismatch");
- 
-         std::vector<boost::shared_ptr<RateHelper> > instruments;
-         for (std::vector<std::string>::const_iterator it = instrumentHandles.begin();
-             it != instrumentHandles.end(); it++) {
-                 OH_GET_OBJECT(objectPointer, *it, RateHelper)
-                 instruments.push_back(objectPointer);
-         }
- 
-         // purge input rate helpers according to their includeFlag,
-         // their expiration, and maximum number of allowed futures
-         std::vector<detail::RateHelperItem> rhs;
-         QuantLib::Size i;
-         long futuresCounter = 0;
-         QuantLib::Date earliestDate, evalDate = QuantLib::Settings::instance().evaluationDate();
-         for (i=0; i<nInstruments; i++) {
-             const boost::shared_ptr < QuantLib::RateHelper > temp =
-                 instruments[i]->getLibraryObject < QuantLib::RateHelper >();
-             earliestDate = temp->earliestDate();
-             if (includeFlag[i]) {
-                 if (!boost::dynamic_pointer_cast<FuturesRateHelper>(instruments[i]) && (earliestDate >= evalDate)) {
-                     rhs.push_back(detail::RateHelperItem(temp->latestDate(), 
-                         priority[i], instrumentHandles[i]));
-                 } else if (futuresCounter<nFutures && (earliestDate-2 >= evalDate)) {
-                     futuresCounter++;
-                     rhs.push_back(detail::RateHelperItem(temp->latestDate(), 
-                         priority[i], instrumentHandles[i]));
-                 }
-             }
-         }
- 
-         std::vector<std::string> instanceNames;
- 
-         // zero or one rate helper left
-         if (rhs.size()<2) {
-             std::vector<detail::RateHelperItem>::const_iterator i;
-             for (i = rhs.begin(); i != rhs.end(); i++)
-                 instanceNames.push_back(i->instanceName);
-             return instanceNames;
-         }
- 
-         // sort rate helpers according to their latest date and priority
-         std::sort(rhs.begin(), rhs.end(), detail::RateHelperPrioritySorter());
- 
-         for (i=0; i<rhs.size()-1; i++) {
-             if (rhs[i].latestDate < rhs[i+1].latestDate) 
-                 instanceNames.push_back(rhs[i].instanceName);
-         }
-         // add the last one in any case
-         instanceNames.push_back(rhs[i].instanceName);
- 
-         return instanceNames;
-     }
  
  }
--- 131,134 ----

--- NEW FILE: ratehelpers.hpp ---

/*
 Copyright (C) 2005, 2006 Eric Ehlers
 Copyright (C) 2006 Ferdinando Ametrano
 Copyright (C) 2005 Plamen Neykov
 Copyright (C) 2005 Aurelien Chanudet

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email qua...@li...
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#ifndef qla_ratehelpers_hpp
#define qla_ratehelpers_hpp

#include <ql/Indexes/xibor.hpp>
#include <ql/TermStructures/ratehelpers.hpp>

#include <oh/objhandler.hpp>

namespace QuantLibAddin {

    class RateHelper : public ObjHandler::LibraryObject<QuantLib::RateHelper> {
      public:
        double setQuote(double quote);
        QuantLib::Handle<QuantLib::Quote> quoteHandle() const {
            return quoteHandle_;
        }
      protected:
        boost::shared_ptr<QuantLib::SimpleQuote> quote_;
        QuantLib::Handle<QuantLib::Quote> quoteHandle_;
    };
    
    class DepositRateHelper : public RateHelper {
      public:
        DepositRateHelper(
            const double &quote,
            const QuantLib::Period& p,
            const long &fixingDays,
            const QuantLib::Calendar& calendar,
            const QuantLib::BusinessDayConvention &convention,
            const QuantLib::DayCounter &dayCounter);
    };

    class FuturesRateHelper : public RateHelper {
      public:
        FuturesRateHelper(
            const double &price,
            const std::string &immDateID,
            const QuantLib::Integer &months,
            const QuantLib::Calendar& calendar,
            const QuantLib::BusinessDayConvention &bDayConvention,
            const QuantLib::DayCounter &dayCounter);
    };

    class SwapRateHelper : public RateHelper {
      public:
        SwapRateHelper(
            const double &quote,
            const QuantLib::Period& p,
            const long &fixingDays,
            const QuantLib::Calendar& calendar,
            const QuantLib::Frequency &fixedFrequency,
            const QuantLib::BusinessDayConvention &fixedConvention,
            const QuantLib::DayCounter &fixedDayCounter,
            const boost::shared_ptr<QuantLib::Xibor>& index);
    };

    std::vector<std::string> qlRateHelperSelection(
        const std::vector<std::string>& instrumentHandles,
        const std::vector<bool>& includeFlag,
        const std::vector<long>& priority,
        const long& nFutures);

}

#endif


--- NEW FILE: ratehelpers.cpp ---

/*
 Copyright (C) 2005, 2006 Eric Ehlers
 Copyright (C) 2006 Ferdinando Ametrano
 Copyright (C) 2005 Plamen Neykov
 Copyright (C) 2005 Aurelien Chanudet

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email qua...@li...
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#ifdef HAVE_CONFIG_H
#include <qlo/config.hpp>
#endif
#include <oh/objhandlerdefines.hpp>
#include <qlo/ratehelpers.hpp>
#include <qlo/typefactory.hpp>
#include <qlo/generalutils.hpp>

#include <ql/date.hpp>
#include <ql/Math/cubicspline.hpp>
#include <ql/TermStructures/discountcurve.hpp>
#include <ql/TermStructures/forwardcurve.hpp>

namespace QuantLibAddin {

    double RateHelper::setQuote(double quote) {
        double diff = quote - quote_->value();
        quote_->setValue(quote);
        return diff;
    }

    DepositRateHelper::DepositRateHelper(
            const double &quote,
            const QuantLib::Period& p,
            const long &fixingDays,
            const QuantLib::Calendar& calendar,
            const QuantLib::BusinessDayConvention &convention,
            const QuantLib::DayCounter &dayCounter) {

        quote_ = boost::shared_ptr<QuantLib::SimpleQuote>(
            new QuantLib::SimpleQuote(quote));
        quoteHandle_.linkTo(quote_);

        libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(
            new QuantLib::DepositRateHelper(quoteHandle_,
                                            p,
                                            fixingDays,
                                            calendar,
                                            convention,
                                            dayCounter));
    }

    FuturesRateHelper::FuturesRateHelper(
            const double &price,
            const std::string &immDateID,
            const QuantLib::Integer &months,
            const QuantLib::Calendar& calendar,
            const QuantLib::BusinessDayConvention &bDayConvention,
            const QuantLib::DayCounter &dayCounter) {

        quote_ = boost::shared_ptr<QuantLib::SimpleQuote>(new QuantLib::SimpleQuote(price));
        quoteHandle_.linkTo(quote_);

        QuantLib::Date expiry = QuantLib::Date::IMMdate(immDateID);
        
        libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(
            new QuantLib::FuturesRateHelper(
                quoteHandle_,
                expiry,
                months,
                calendar,
                bDayConvention,
                dayCounter));
    }
    
    SwapRateHelper::SwapRateHelper(
            const double &quote,
            const QuantLib::Period& p,
            const long &fixingDays,
            const QuantLib::Calendar& calendar,
            const QuantLib::Frequency &fixedFrequency,
            const QuantLib::BusinessDayConvention &fixedConvention,
            const QuantLib::DayCounter &fixedDayCounter,
            const boost::shared_ptr<QuantLib::Xibor>& index) {

        quote_ = boost::shared_ptr<QuantLib::SimpleQuote>(new QuantLib::SimpleQuote(quote));
        quoteHandle_.linkTo(quote_);

        libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(
            new QuantLib::SwapRateHelper(quoteHandle_,
                                         p,
                                         fixingDays,
                                         calendar,
                                         fixedFrequency,
                                         fixedConvention,
                                         fixedDayCounter,
                                         index));
    }


    // helper class
    namespace detail {

        struct RateHelperItem {
            QuantLib::Date latestDate;
            long priority;
            std::string instanceName;
            RateHelperItem(
                    const QuantLib::Date& latestDate, 
                    const long& priority, 
                    const std::string& instanceName)
                : latestDate(latestDate), priority(priority), instanceName(instanceName) {}
        };

        class RateHelperPrioritySorter {
          public:
            // does h1 come before h2?
            bool operator()(const RateHelperItem& h1,
                            const RateHelperItem& h2) const {

                if (h1.latestDate > h2.latestDate)
                    return false;

                if (h1.latestDate == h2.latestDate) {
                    if (h1.priority > h2.priority) {
                        return false;
                    } else if (h1.priority == h2.priority) {
                        return h1.instanceName > h2.instanceName;
                    }
                }

                return true;

            }
        };
    }

    std::vector<std::string> qlRateHelperSelection(
        const std::vector<std::string>& instrumentHandles,
        const std::vector<bool>& includeFlag,
        const std::vector<long>& priority,
        const long& nFutures) {

        QL_REQUIRE(!instrumentHandles.empty(), "no instrument given");

        QuantLib::Size nInstruments = instrumentHandles.size();
        QL_REQUIRE(includeFlag.size()==nInstruments,
            "includeFlag / instruments mismatch");
        QL_REQUIRE(priority.size()==nInstruments,
            "priority / instruments mismatch");

        std::vector<boost::shared_ptr<RateHelper> > instruments;
        for (std::vector<std::string>::const_iterator it = instrumentHandles.begin();
            it != instrumentHandles.end(); it++) {
                OH_GET_OBJECT(objectPointer, *it, RateHelper)
                instruments.push_back(objectPointer);
        }

        // purge input rate helpers according to their includeFlag,
        // their expiration, and maximum number of allowed futures
        std::vector<detail::RateHelperItem> rhs;
        QuantLib::Size i;
        long futuresCounter = 0;
        QuantLib::Date earliestDate, evalDate = QuantLib::Settings::instance().evaluationDate();
        for (i=0; i<nInstruments; i++) {
            const boost::shared_ptr < QuantLib::RateHelper > temp =
                instruments[i]->getLibraryObject < QuantLib::RateHelper >();
            earliestDate = temp->earliestDate();
            if (includeFlag[i]) {
                if (!boost::dynamic_pointer_cast<FuturesRateHelper>(instruments[i]) && (earliestDate >= evalDate)) {
                    rhs.push_back(detail::RateHelperItem(temp->latestDate(), 
                        priority[i], instrumentHandles[i]));
                } else if (futuresCounter<nFutures && (earliestDate-2 >= evalDate)) {
                    futuresCounter++;
                    rhs.push_back(detail::RateHelperItem(temp->latestDate(), 
                        priority[i], instrumentHandles[i]));
                }
            }
        }

        std::vector<std::string> instanceNames;

        // zero or one rate helper left
        if (rhs.size()<2) {
            std::vector<detail::RateHelperItem>::const_iterator i;
            for (i = rhs.begin(); i != rhs.end(); i++)
                instanceNames.push_back(i->instanceName);
            return instanceNames;
        }

        // sort rate helpers according to their latest date and priority
        std::sort(rhs.begin(), rhs.end(), detail::RateHelperPrioritySorter());

        for (i=0; i<rhs.size()-1; i++) {
            if (rhs[i].latestDate < rhs[i+1].latestDate) 
                instanceNames.push_back(rhs[i].instanceName);
        }
        // add the last one in any case
        instanceNames.push_back(rhs[i].instanceName);

        return instanceNames;
    }

}

[QuantLibAddin-cvs] QuantLibAddin/gensrc Makefile.vc, 1.9, 1.10 gensrc_vc8.vcproj, 1.7, 1.8

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17035/gensrc

Modified Files:
	Makefile.vc gensrc_vc8.vcproj 
Log Message:
ratehelpes in their own files

Index: Makefile.vc
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/Makefile.vc,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** Makefile.vc	14 Jun 2006 18:34:31 -0000	1.9
--- Makefile.vc	15 Jun 2006 20:23:55 -0000	1.10
***************
*** 24,27 ****
--- 24,28 ----
           metadata\processes.xml \
           metadata\randomsequencegenerator.xml \
+          metadata\ratehelpers.xml \
           metadata\schedule.xml \
           metadata\shortratemodels.xml \

Index: gensrc_vc8.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/gensrc_vc8.vcproj,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** gensrc_vc8.vcproj	14 Jun 2006 18:34:31 -0000	1.7
--- gensrc_vc8.vcproj	15 Jun 2006 20:23:55 -0000	1.8
***************
*** 119,122 ****
--- 119,126 ----
  			</File>
  			<File
+ 				RelativePath=".\metadata\ratehelpers.xml"
+ 				>
+ 			</File>
+ 			<File
  				RelativePath="metadata\schedule.xml"
  				>

[QuantLibAddin-cvs] QuantLibAddin QuantLibObjects_vc8.vcproj, 1.14, 1.15 todonando.txt, 1.11, 1.12

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17035

Modified Files:
	QuantLibObjects_vc8.vcproj todonando.txt 
Log Message:
ratehelpes in their own files

Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** todonando.txt	14 Jun 2006 20:41:08 -0000	1.11
--- todonando.txt	15 Jun 2006 20:23:55 -0000	1.12
***************
*** 1,4 ****
--- 1,5 ----
  CHANGELOG FROM MY HOME PC
  
+ timestamp for the logfile
  
  PER ERIC: CHM DOCS

Index: QuantLibObjects_vc8.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** QuantLibObjects_vc8.vcproj	15 Jun 2006 19:01:39 -0000	1.14
--- QuantLibObjects_vc8.vcproj	15 Jun 2006 20:23:55 -0000	1.15
***************
*** 415,418 ****
--- 415,422 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\ratehelpers.cpp"
+ 				>
+ 			</File>
+ 			<File
  				RelativePath="qlo\schedule.cpp"
  				>
***************
*** 483,486 ****
--- 487,494 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\vo_ratehelpers.cpp"
+ 				>
+ 			</File>
+ 			<File
  				RelativePath="qlo\vo_schedule.cpp"
  				>
***************
*** 628,631 ****
--- 636,643 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\ratehelpers.hpp"
+ 				>
+ 			</File>
+ 			<File
  				RelativePath="qlo\schedule.hpp"
  				>
***************
*** 708,711 ****
--- 720,727 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\vo_ratehelpers.hpp"
+ 				>
+ 			</File>
+ 			<File
  				RelativePath="qlo\vo_schedule.hpp"
  				>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/config config.xml, 1.4, 1.5

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17035/gensrc/config

Modified Files:
	config.xml 
Log Message:
ratehelpes in their own files

Index: config.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config/config.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** config.xml	14 Jun 2006 18:34:31 -0000	1.4
--- config.xml	15 Jun 2006 20:23:55 -0000	1.5
***************
*** 24,27 ****
--- 24,28 ----
    <categoryName>processes</categoryName>
    <categoryName>randomsequencegenerator</categoryName>
+   <categoryName>ratehelpers</categoryName>
    <categoryName>schedule</categoryName>
    <categoryName>shortratemodels</categoryName>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata ratehelpers.xml, NONE, 1.1 termstructures.xml, 1.8, 1.9

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17035/gensrc/metadata

Modified Files:
	termstructures.xml 
Added Files:
	ratehelpers.xml 
Log Message:
ratehelpes in their own files

Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** termstructures.xml	15 Jun 2006 19:01:39 -0000	1.8
--- termstructures.xml	15 Jun 2006 20:23:55 -0000	1.9
***************
*** 5,235 ****
      <include>qlo/termstructures.hpp</include>
      <include>qlo/vo_termstructures.hpp</include>
-     <include>qlo/xibor.hpp</include>
    </includes>
    <Functions>
  
-     <Constructor name='qlDepositRateHelper'>
-       <libraryFunction>DepositRateHelper</libraryFunction>
-       <functionCategory>QuantLib</functionCategory>
-       <ParameterList>
-         <Parameters>
-           <Parameter name='quote'>
-             <type>double</type>
-             <tensorRank>scalar</tensorRank>
-             <description>quote</description>
-           </Parameter>
-           <Parameter name='period' libraryType='QuantLib::Period'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>deposit legth (e.g. 3M for three months)</description>
-           </Parameter>
-           <Parameter name='fixingDays'>
-             <type>long</type>
-             <tensorRank>scalar</tensorRank>
-             <description>fixing days (e.g. 2)</description>
-           </Parameter>
-           <Parameter name='calendar' enumeration='QuantLib::Calendar'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>holiday calendar (e.g. TARGET)</description>
-           </Parameter>
-           <Parameter name='convention' enumeration='QuantLib::BusinessDayConvention'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>business day convention (e.g. ModifiedFollowing)</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='qlFuturesRateHelper'>
-       <libraryFunction>FuturesRateHelper</libraryFunction>
-       <functionCategory>QuantLib</functionCategory>
-       <ParameterList>
-         <Parameters>
-           <Parameter name='price'>
-             <type>double</type>
-             <tensorRank>scalar</tensorRank>
-             <description>future price</description>
-           </Parameter>
-           <Parameter name='IMM'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>IMM code</description>
-           </Parameter>
-           <Parameter name='months'>
-             <type>long</type>
-             <tensorRank>scalar</tensorRank>
-             <description>future contract lenght in months</description>
-           </Parameter>
-           <Parameter name='calendar' enumeration ='QuantLib::Calendar'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>holiday calendar (e.g. TARGET)</description>
-           </Parameter>
-           <Parameter name='bDayConvention' enumeration='QuantLib::BusinessDayConvention'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>Business Day Convention (e.g. ModifiedFollowing)</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='qlSwapRateHelper'>
-       <libraryFunction>SwapRateHelper</libraryFunction>
-       <functionCategory>QuantLib</functionCategory>
-       <ParameterList>
-         <Parameters>
-           <Parameter name='quote'>
-             <type>double</type>
-             <tensorRank>scalar</tensorRank>
-             <description>quote</description>
-           </Parameter>
-           <Parameter name='period' libraryType='QuantLib::Period'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>deposit legth (e.g. 5Y for five years)</description>
-           </Parameter>
-           <Parameter name='fixingDays'>
-             <type>long</type>
-             <tensorRank>scalar</tensorRank>
-             <description>fixing days (e.g. 2)</description>
-           </Parameter>
-           <Parameter name='calendar' enumeration='QuantLib::Calendar'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>holiday calendar (e.g. TARGET)</description>
-           </Parameter>
-           <Parameter name='fixedLegFrequency' enumeration='QuantLib::Frequency'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>fixed leg frequency (e.g. Annual)</description>
-           </Parameter>
-           <Parameter name='fixedLegConvention' enumeration='QuantLib::BusinessDayConvention'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>fixed leg convention (e.g. Unadjusted)</description>
-           </Parameter>
-           <Parameter name='fixedLegDayCounter' enumeration='QuantLib::DayCounter'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>day counter (e.g. Actual365Fixed)</description>
-           </Parameter>
-           <Parameter name="indexID" libraryClass='Xibor'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>floating leg index</description>
-           </Parameter>
-         </Parameters>
-       </ParameterList>
-     </Constructor>
- 
-     <Member name='qlEarliestDate' libraryClass='RateHelper'>
-       <description>retrieve a RateHelper's earliest date</description>
-       <libraryFunction>earliestDate</libraryFunction>
-       <functionCategory>QuantLib</functionCategory>
-       <ParameterList>
-         <Parameters/>
-       </ParameterList>
-       <ReturnValue libraryType='QuantLib::Date'>
-         <type>long</type>
-         <tensorRank>scalar</tensorRank>
-         <description>earliest date</description>
-       </ReturnValue>
-     </Member>
- 
-     <Member name='qlLatestDate' libraryClass='RateHelper'>
-       <description>retrieve a RateHelper's latest date</description>
-       <libraryFunction>latestDate</libraryFunction>
-       <functionCategory>QuantLib</functionCategory>
-       <ParameterList>
-         <Parameters/>
-       </ParameterList>
-       <ReturnValue libraryType='QuantLib::Date'>
-         <type>long</type>
-         <tensorRank>scalar</tensorRank>
-         <description>latest date</description>
-       </ReturnValue>
-     </Member>
- 
-     <Member name='qlSetQuote' objectClass='RateHelper'>
-       <description>update quote of existing Rate Helper object</description>
-       <libraryFunction>setQuote</libraryFunction>
-       <functionCategory>QuantLib</functionCategory>
-       <ParameterList>
-         <Parameters>
-           <Parameter name='Quote'>
-             <type>double</type>
-             <tensorRank>scalar</tensorRank>
-             <description>the new qoute</description>
-           </Parameter>
-         </Parameters>
-       </ParameterList>
-       <ReturnValue>
-         <type>double</type>
-         <tensorRank>scalar</tensorRank>
-         <description>diff new quote - old quote</description>
-       </ReturnValue>
-     </Member>
- 
-     <Member name='qlReferenceQuote' libraryClass='RateHelper'>
-       <description>retrieve a RateHelper's reference quote</description>
-       <libraryFunction>referenceQuote</libraryFunction>
-       <functionCategory>QuantLib</functionCategory>
-       <ParameterList>
-         <Parameters/>
-       </ParameterList>
-       <ReturnValue>
-         <type>double</type>
-         <tensorRank>scalar</tensorRank>
-         <description>reference quote</description>
-       </ReturnValue>
-     </Member>
- 
-     <Procedure name='qlRateHelperSelection'>
-       <description>select rate helpers for bootstrapping</description>
-       <functionCategory>QuantLib</functionCategory>
-       <ParameterList>
-         <Parameters>
-           <Parameter name='rateHelpers'>
-             <type>string</type>
-             <tensorRank>vector</tensorRank>
-             <description>vector of rate-helper</description>
-           </Parameter>
-           <Parameter name='includeFlag'>
-             <type>bool</type>
-             <tensorRank>vector</tensorRank>
-             <description>inclusion boolean</description>
-           </Parameter>
-           <Parameter name='priority'>
-             <type>long</type>
-             <tensorRank>vector</tensorRank>
-             <description>priority integer (higher number for higher priority)</description>
-           </Parameter>
-           <Parameter name='nFutures'>
-             <type>long</type>
-             <tensorRank>scalar</tensorRank>
-             <description>max number of futures to be included</description>
-           </Parameter>
-         </Parameters>
-       </ParameterList>
-       <ReturnValue>
-         <type>string</type>
-         <tensorRank>vector</tensorRank>
-         <description>list of instance names of selected rate helpers</description>
-       </ReturnValue>
-     </Procedure>
- 
      <Constructor name='qlPiecewiseYieldCurve'>
        <libraryFunction>PiecewiseYieldCurve</libraryFunction>
--- 5,11 ----

--- NEW FILE: ratehelpers.xml ---
<Category name='ratehelpers'>
  <description>functions to construct QuantLib RateHelper objects</description>
  <displayName>RateHelper</displayName>
  <includes>
    <include>qlo/ratehelpers.hpp</include>
    <include>qlo/vo_ratehelpers.hpp</include>
    <include>qlo/xibor.hpp</include>
  </includes>
  <Functions>

    <Constructor name='qlDepositRateHelper'>
      <libraryFunction>DepositRateHelper</libraryFunction>
      <functionCategory>QuantLib</functionCategory>
      <ParameterList>
        <Parameters>
          <Parameter name='quote'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>quote</description>
          </Parameter>
          <Parameter name='period' libraryType='QuantLib::Period'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>deposit legth (e.g. 3M for three months)</description>
          </Parameter>
          <Parameter name='fixingDays'>
            <type>long</type>
            <tensorRank>scalar</tensorRank>
            <description>fixing days (e.g. 2)</description>
          </Parameter>
          <Parameter name='calendar' enumeration='QuantLib::Calendar'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>holiday calendar (e.g. TARGET)</description>
          </Parameter>
          <Parameter name='convention' enumeration='QuantLib::BusinessDayConvention'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>business day convention (e.g. ModifiedFollowing)</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='qlFuturesRateHelper'>
      <libraryFunction>FuturesRateHelper</libraryFunction>
      <functionCategory>QuantLib</functionCategory>
      <ParameterList>
        <Parameters>
          <Parameter name='price'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>future price</description>
          </Parameter>
          <Parameter name='IMM'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>IMM code</description>
          </Parameter>
          <Parameter name='months'>
            <type>long</type>
            <tensorRank>scalar</tensorRank>
            <description>future contract lenght in months</description>
          </Parameter>
          <Parameter name='calendar' enumeration ='QuantLib::Calendar'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>holiday calendar (e.g. TARGET)</description>
          </Parameter>
          <Parameter name='bDayConvention' enumeration='QuantLib::BusinessDayConvention'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>Business Day Convention (e.g. ModifiedFollowing)</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='qlSwapRateHelper'>
      <libraryFunction>SwapRateHelper</libraryFunction>
      <functionCategory>QuantLib</functionCategory>
      <ParameterList>
        <Parameters>
          <Parameter name='quote'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>quote</description>
          </Parameter>
          <Parameter name='period' libraryType='QuantLib::Period'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>deposit legth (e.g. 5Y for five years)</description>
          </Parameter>
          <Parameter name='fixingDays'>
            <type>long</type>
            <tensorRank>scalar</tensorRank>
            <description>fixing days (e.g. 2)</description>
          </Parameter>
          <Parameter name='calendar' enumeration='QuantLib::Calendar'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>holiday calendar (e.g. TARGET)</description>
          </Parameter>
          <Parameter name='fixedLegFrequency' enumeration='QuantLib::Frequency'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>fixed leg frequency (e.g. Annual)</description>
          </Parameter>
          <Parameter name='fixedLegConvention' enumeration='QuantLib::BusinessDayConvention'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>fixed leg convention (e.g. Unadjusted)</description>
          </Parameter>
          <Parameter name='fixedLegDayCounter' enumeration='QuantLib::DayCounter'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>day counter (e.g. Actual365Fixed)</description>
          </Parameter>
          <Parameter name="indexID" libraryClass='Xibor'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>floating leg index</description>
          </Parameter>
        </Parameters>
      </ParameterList>
    </Constructor>

    <Member name='qlEarliestDate' libraryClass='RateHelper'>
      <description>retrieve a RateHelper's earliest date</description>
      <libraryFunction>earliestDate</libraryFunction>
      <functionCategory>QuantLib</functionCategory>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue libraryType='QuantLib::Date'>
        <type>long</type>
        <tensorRank>scalar</tensorRank>
        <description>earliest date</description>
      </ReturnValue>
    </Member>

    <Member name='qlLatestDate' libraryClass='RateHelper'>
      <description>retrieve a RateHelper's latest date</description>
      <libraryFunction>latestDate</libraryFunction>
      <functionCategory>QuantLib</functionCategory>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue libraryType='QuantLib::Date'>
        <type>long</type>
        <tensorRank>scalar</tensorRank>
        <description>latest date</description>
      </ReturnValue>
    </Member>

    <Member name='qlSetQuote' objectClass='RateHelper'>
      <description>update quote of existing Rate Helper object</description>
      <libraryFunction>setQuote</libraryFunction>
      <functionCategory>QuantLib</functionCategory>
      <ParameterList>
        <Parameters>
          <Parameter name='Quote'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the new qoute</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
        <description>diff new quote - old quote</description>
      </ReturnValue>
    </Member>

    <Member name='qlReferenceQuote' libraryClass='RateHelper'>
      <description>retrieve a RateHelper's reference quote</description>
      <libraryFunction>referenceQuote</libraryFunction>
      <functionCategory>QuantLib</functionCategory>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
        <description>reference quote</description>
      </ReturnValue>
    </Member>

    <Procedure name='qlRateHelperSelection'>
      <description>select rate helpers for bootstrapping</description>
      <functionCategory>QuantLib</functionCategory>
      <ParameterList>
        <Parameters>
          <Parameter name='rateHelpers'>
            <type>string</type>
            <tensorRank>vector</tensorRank>
            <description>vector of rate-helper</description>
          </Parameter>
          <Parameter name='includeFlag'>
            <type>bool</type>
            <tensorRank>vector</tensorRank>
            <description>inclusion boolean</description>
          </Parameter>
          <Parameter name='priority'>
            <type>long</type>
            <tensorRank>vector</tensorRank>
            <description>priority integer (higher number for higher priority)</description>
          </Parameter>
          <Parameter name='nFutures'>
            <type>long</type>
            <tensorRank>scalar</tensorRank>
            <description>max number of futures to be included</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>string</type>
        <tensorRank>vector</tensorRank>
        <description>list of instance names of selected rate helpers</description>
      </ReturnValue>
    </Procedure>

  </Functions>
</Category>

[QuantLibAddin-cvs] QuantLibAddin todo.csv,1.13,1.14

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21444

Modified Files:
	todo.csv 
Log Message:


Index: todo.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** todo.csv	14 Jun 2006 18:34:31 -0000	1.13
--- todo.csv	15 Jun 2006 19:19:06 -0000	1.14
***************
*** 1,115 ****
! project,subproject,task,status,priority,comp date,comment
! 
! OH,Design,"""singleton"" objects – loaded at startup, static handle – Calendars, Indexes",canceled,2,,lazy instantiation?
! QLA,Design,expose INDEX public interface instead of XIBOR – QL changes required,,1,,
! OH,Design, “permanent” objects – objects which aren't deleted by ohDeleteObject()/ohDeleteAllObjects()/ohCallGC(),in progress,2,,
! 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,,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,support for QuantLib::Handle – give Excel user the ability to create a Handle and relink it as required,,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,if user supplies objectID stub he must ensure it's unique / link objectID stub to calling cell (?),done,1,5/31/2006,
! 
! 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,,1,,
! 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",,1,,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,1,18/5/2006,
! OH,Functions,ohDependsOn() - return counter (#/recalcs) – per instance,done,,18/5/2006,
! 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,,18/5/2006,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,1,18/5/2006,
! 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,3,19/5/2006,
! 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,,23/5/2006,
! QLA,gensrc,call OH_GET_REFERENCE from Addin code for functions with getObject='true' ?,done,3,23/5/2006,
! 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
--- 1,126 ----
! "project","subproject","task","status","priority","comp date","comment"
! ,,,,,,
! "OH","Design","""singleton"" objects – loaded at startup, static handle – Calendars, Indexes","canceled",2,,"lazy instantiation?"
! "QLA","Design","expose INDEX public interface instead of XIBOR – QL changes required",,1,,
! "OH","Design"," “permanent” objects – objects which aren't deleted by ohDeleteObject()/ohDeleteAllObjects()/ohCallGC()","in progress",2,,
! "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,,"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","support for QuantLib::Handle – give Excel user the ability to create a Handle and relink it as required","done",0,,"need to add support for creation of empty QuantLib::Handle"
! "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","if user supplies objectID stub he must ensure it's unique / link objectID stub to calling cell (?)","done",1,05/31/2006,
! "OH","Design","revise processing for permanent objects: delete old object unless user specifies “permanent=TRUE”",,,,"also revise GC/deletion for permanent/nonpermanent objects"
! ,,,,,,
! ,,"performance profile of workbook YieldCurveMonitor.xls",,,,
! ,,"delete VanillaOption->setEngine()",,,,
! ,,"YC bootstrap fails if workbook RateHelpers.xls is open",,,,
! ,,"raise exception if trigger parameter has value of #ERR!/#NULL!",,,,
! ,,"in autogenerated code - suppress call to objectPointer->setPermanent() if input parameter permanent is FALSE",,,,
! ,,"don't rely on try/catch to control processing flow for deriving Enumerations (in templates in qla/conversions.hpp)",,,,
! ,,"calculate memory usage of repository",,,,
! ,,"count the number of functions available in the addin",,,,
! ,,"add VC8 makefile to generate .chm documentation from metadata",,,,
! ,,,,,,
! "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",,1,,
! "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",,1,,"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,"18/5/2006",
! "OH","Functions","ohDependsOn() - return counter (#/recalcs) – per instance","done",,"18/5/2006",
! "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",,"18/5/2006","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,"18/5/2006",
! "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,"19/5/2006",
! "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",,"23/5/2006",
! "QLA","gensrc","call OH_GET_REFERENCE from Addin code for functions with getObject='true' ?","done",3,"23/5/2006",
! "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",