quantlibaddin-cvs Mailing List for QuantLibAddin (Page 63)
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From: Eric E. <eri...@us...> - 2006-06-01 11:31:52
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29140 Modified Files: todo.csv Log Message: Index: todo.csv =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** todo.csv 29 May 2006 08:36:38 -0000 1.8 --- todo.csv 1 Jun 2006 10:35:57 -0000 1.9 *************** *** 1,9 **** "project","subproject","task","status","priority","comp date","comment" ! "OH","Design","if user supplies handle stub he must ensure it's unique / link handle stub to calling cell (?)","in progress",1,,"????" ! "OH","Design","add support for permanent objects objects which aren't deconstructed/reconstructed unless their inputs (VOs) change","in progress",2,,"????" ! "QLA","Enumerations","add support for accessing member function of Enumeration e.g. publish the public Calendar interface","in progress",1,, "OH","Design","""singleton"" object - static inputs & handle - load from VO? - lazy instantiation?","in progress",2,,"implement as extension of Enumeration Registry?" ! "QLA","Xibor","automatically load EURIBOR etc. at startup from VOs (""singleton objects"")","in progress",2,,"see ObjectHandler" ! "OH","Functions","ohListInstanceNames() is broken in utilities.xls?","done",1,,"looks OK now?" ,,,,,, "OH","Design","""reflection"" - support member functions dynamically",,3,, --- 1,12 ---- "project","subproject","task","status","priority","comp date","comment" ! "OH","Design","if user supplies handle stub he must ensure it's unique / link handle stub to calling cell (?)","done",1,05/31/2006, ! "QLA","Enumerations","add support for accessing member function of Enumeration e.g. publish the public interface for Calendar, DayCounter","in progress",1,, ! "QLA","Design","revise code for Interpolation, and allow user to provide an enumeration indicating the desired class",,1,, ! "QLA","Design","yieldTermStructure user supplies two Enumerations - autogenerate nested select to instantiate indicated template",,1,, ! "QLA","Design","support for QuantLib::Handle give Excel user the ability to create a Handle and relink it as required",,1,, ! "QLA","Design","use ""instanceName"" instead of ""handle"" required to avoid confusion with QuantLib::Handle","in progress",1,, ! "QLA","Design","implement XIBOR etc as Enumerations expose their public interface QL changes required",,1,, "OH","Design","""singleton"" object - static inputs & handle - load from VO? - lazy instantiation?","in progress",2,,"implement as extension of Enumeration Registry?" ! "OH","Design","add support for permanent objects objects which aren't deconstructed/reconstructed unless their inputs (VOs) change","in progress",2,, ,,,,,, "OH","Design","""reflection"" - support member functions dynamically",,3,, *************** *** 11,15 **** "OH","Design","allow objects to be grouped",,3,, "OH","Functions","ohPack() - resolve flags and values",,1,, - "QLA","Design","use ""instanceName"" instead of ""handle""","in progress",3,, "QLA","Design","discontinue support for VC6","in progress",3,, "QLA","Design","Sessions: instead of using workbook as session, allow user to specify session number",,,, --- 14,17 ---- *************** *** 27,31 **** "QLA","Enumerations","qlListEnum() - 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","srcgen function metadata ""noWizardRecalc"" to suppress recalc under Excel Function Wizard",,2,,"also required for ctors otherwise GC breaks" "QLA","Functions","port old QLXL functionality into new QLXL",,2,, --- 29,33 ---- "QLA","Enumerations","qlListEnum() - 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",2,"20/04/2006","conflict with Adfin addin" "QLA","Excel binding","srcgen function metadata ""noWizardRecalc"" to suppress recalc under Excel Function Wizard",,2,,"also required for ctors otherwise GC breaks" "QLA","Functions","port old QLXL functionality into new QLXL",,2,, *************** *** 34,42 **** "QLA","General Support","C++ examples - add VOs, NPV calculations",,3,, "QLA","General Support","EXPORT_QL_OBJECT macro not fully polymorphic",,3,, - "QLA","srcgen","add support for direct call to member function of temporary object e.g. qlDayCount(), qlYearFraction()",,1,, "QLA","srcgen","extend rule.py to support conversion of Guile datatypes",,3,, "QLA","srcgen","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",,1,, "QLA","VBA framework","interrogate object repository",,2,,"Plamen?" "QLA","VBA framework","network launcher for VBA framework - to point to different environments / configuration files",,2,, --- 36,43 ---- "QLA","General Support","C++ examples - add VOs, NPV calculations",,3,, "QLA","General Support","EXPORT_QL_OBJECT macro not fully polymorphic",,3,, "QLA","srcgen","extend rule.py to support conversion of Guile datatypes",,3,, "QLA","srcgen","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 for VBA framework - to point to different environments / configuration files",,2,, *************** *** 58,61 **** --- 59,63 ---- "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" |
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From: Ferdinando A. <na...@us...> - 2006-05-31 18:45:18
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv32551/gensrc/metadata Modified Files: instruments.xml mathf.xml Log Message: add necessary #include Index: instruments.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** instruments.xml 24 May 2006 14:59:43 -0000 1.2 --- instruments.xml 31 May 2006 18:45:14 -0000 1.3 *************** *** 2,7 **** <description>functions to construct QuantLib instrument objects</description> <displayName>Instruments</displayName> ! <Functions> <Member name='qlBondAccruedAmount' libraryClass='FixedCouponBond'> --- 2,14 ---- <description>functions to construct QuantLib instrument objects</description> <displayName>Instruments</displayName> + <includes> + <include>ql/Instruments/fixedcouponbond.hpp</include> + <include>qlo/vo_instruments.hpp</include> + <include>qlo/fixedcouponbond.hpp</include> + <include>qlo/zerocouponbond.hpp</include> + <include>qlo/termstructures.hpp</include> + </includes> ! <Functions> <Member name='qlBondAccruedAmount' libraryClass='FixedCouponBond'> Index: mathf.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** mathf.xml 23 May 2006 16:41:18 -0000 1.1 --- mathf.xml 31 May 2006 18:45:14 -0000 1.2 *************** *** 4,7 **** --- 4,8 ---- <includes> <include>ql/Functions/mathf.hpp</include> + <include>ql/Math/primenumbers.hpp</include> </includes> |
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From: Ferdinando A. <na...@us...> - 2006-05-31 18:44:54
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv32191/gensrc/metadata Modified Files: calendar.xml date.xml Log Message: moving calendar fuction specification out of date.xml into calendar.xml Index: date.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** date.xml 31 May 2006 13:27:06 -0000 1.3 --- date.xml 31 May 2006 18:44:47 -0000 1.4 *************** *** 3,60 **** <displayName>Date</displayName> <includes> <include>ql/Functions/calendars.hpp</include> </includes> <Functions> - <Procedure name='qlIsHoliday' > - <description>returns TRUE if the date is a holiday for the given calendar</description> - <functionCategory>QuantLib</functionCategory> - <alias>QuantLib::isHoliday</alias> - <ParameterList> - <Parameters> - <Parameter name='calendar' enumeration='QuantLib::Calendar'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>Calendar to use for holiday determination</description> - </Parameter> - <Parameter name='date' libraryType='QuantLib::Date'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>date</description> - </Parameter> - </Parameters> - </ParameterList> - <ReturnValue> - <type>bool</type> - <tensorRank>scalar</tensorRank> - <description>TRUE if the date is a holiday for the given calendar</description> - </ReturnValue> - </Procedure> - - <Procedure name='qlIsEndOfMonth' > - <description>returns TRUE if the date is last business day for the month in the given calendar</description> - <functionCategory>QuantLib</functionCategory> - <alias>QuantLib::isEndOfMonth</alias> - <ParameterList> - <Parameters> - <Parameter name='calendar' enumeration='QuantLib::Calendar'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>Calendar to use for holiday determination</description> - </Parameter> - <Parameter name='date' libraryType='QuantLib::Date'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>date</description> - </Parameter> - </Parameters> - </ParameterList> - <ReturnValue> - <type>bool</type> - <tensorRank>scalar</tensorRank> - <description>TRUE if the date is last business day for the month in the given calendar</description> - </ReturnValue> - </Procedure> - <Procedure name='qlIsIMMdate' > <description>returns whether or not the given date is an IMM date.</description> --- 3,11 ---- <displayName>Date</displayName> <includes> + <!-- needed for setEvaluationDate which is in the 'wrong' QuantLibFunction file --> <include>ql/Functions/calendars.hpp</include> </includes> <Functions> <Procedure name='qlIsIMMdate' > <description>returns whether or not the given date is an IMM date.</description> *************** *** 161,167 **** <description>returns the current value of the Evaluation Date</description> <functionCategory>QuantLib</functionCategory> - <!-- TEMPORARY? WORKAROUND FOR MISSING FUNCTION - <alias>QuantLib::evaluationDate</alias> - --> <alias>QuantLib::Settings::instance().evaluationDate</alias> <ParameterList> --- 112,115 ---- Index: calendar.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** calendar.xml 24 May 2006 11:05:35 -0000 1.2 --- calendar.xml 31 May 2006 18:44:47 -0000 1.3 *************** *** 9,12 **** --- 9,62 ---- <Functions> + <Procedure name='qlIsHoliday' > + <description>returns TRUE if the date is a holiday for the given calendar</description> + <functionCategory>QuantLib</functionCategory> + <alias>QuantLib::isHoliday</alias> + <ParameterList> + <Parameters> + <Parameter name='calendar' enumeration='QuantLib::Calendar'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>Calendar to use for holiday determination</description> + </Parameter> + <Parameter name='date' libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>date</description> + </Parameter> + </Parameters> + </ParameterList> + <ReturnValue> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>TRUE if the date is a holiday for the given calendar</description> + </ReturnValue> + </Procedure> + + <Procedure name='qlIsEndOfMonth' > + <description>returns TRUE if the date is last business day for the month in the given calendar</description> + <functionCategory>QuantLib</functionCategory> + <alias>QuantLib::isEndOfMonth</alias> + <ParameterList> + <Parameters> + <Parameter name='calendar' enumeration='QuantLib::Calendar'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>Calendar to use for holiday determination</description> + </Parameter> + <Parameter name='date' libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>date</description> + </Parameter> + </Parameters> + </ParameterList> + <ReturnValue> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>TRUE if the date is last business day for the month in the given calendar</description> + </ReturnValue> + </Procedure> + <Procedure name='qlHolidayList' > <description>returns the holidays in a period between two dates according to a given holiday calendar</description> |
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From: Ferdinando A. <na...@us...> - 2006-05-31 18:41:33
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30919/gensrc/metadata Modified Files: xibor.xml Log Message: adding loop parameter to qlXiborFixing, so that is now able to return an array of fixings Index: xibor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/xibor.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** xibor.xml 24 May 2006 14:59:43 -0000 1.2 --- xibor.xml 31 May 2006 18:41:24 -0000 1.3 *************** *** 68,72 **** </Constructor> ! <Member name='qlXiborFixing' libraryClass='Xibor'> <description>retrive the fixing for the given Xibor object</description> <libraryFunction>fixing</libraryFunction> --- 68,72 ---- </Constructor> ! <Member name='qlXiborFixing' libraryClass='Xibor' loopParameter='fixingDate'> <description>retrive the fixing for the given Xibor object</description> <libraryFunction>fixing</libraryFunction> *************** *** 75,88 **** <Parameters> <Parameter name='fixingDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>fixing date</description> </Parameter> </Parameters> </ParameterList> ! <ReturnValue> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>xibor fixing</description> </ReturnValue> </Member> --- 75,88 ---- <Parameters> <Parameter name='fixingDate' libraryType='QuantLib::Date'> ! <type>any</type> ! <tensorRank>vector</tensorRank> ! <description>fixing date(s)</description> </Parameter> </Parameters> </ParameterList> ! <ReturnValue libraryType='QuantLib::Rate'> ! <type>any</type> ! <tensorRank>vector</tensorRank> ! <description>xibor fixing(s)</description> </ReturnValue> </Member> |
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From: Ferdinando A. <na...@us...> - 2006-05-31 18:40:21
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30379/qlo Modified Files: xibor.cpp xibor.hpp Log Message: removing useless code (which is now autogenerated) Index: xibor.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.hpp,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** xibor.hpp 24 May 2006 14:59:44 -0000 1.2 --- xibor.hpp 31 May 2006 18:40:05 -0000 1.3 *************** *** 42,47 **** const QuantLib::Xibor& getObject() const {return *index_;} - double fixing(const QuantLib::Date &fixingDate) const; - virtual boost::shared_ptr<void> getReference() const { return boost::static_pointer_cast<void>(index_); --- 42,45 ---- Index: xibor.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.cpp,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** xibor.cpp 24 May 2006 14:59:44 -0000 1.2 --- xibor.cpp 31 May 2006 18:40:05 -0000 1.3 *************** *** 42,64 **** const std::vector<double> &fixings) { ! QuantLib::Handle<QuantLib::YieldTermStructure> forecastingTermStructure(fwdYC); ! index_ = boost::shared_ptr<QuantLib::Xibor>(new QuantLib::Xibor(indexName, ! tenor, timeUnits, ! fixingDays, crr, calendar, ! fltBDC, fltDayCounter, forecastingTermStructure)); ! QL_REQUIRE(fixings.size() == lDates.size(), "Xibor::Xibor the nuber of given dates does not match the number of fixings!"); if(lDates.size() > 0 && !(lDates.size() == 1 && lDates[0] == 0)) { std::vector<QuantLib::Date> dates(lDates.size()); ! std::transform(lDates.begin(), lDates.end(), dates.begin(), make_date); QuantLib::History history(dates, fixings); ! QuantLib::IndexManager::instance().setHistory(index_->name(), history); } } - - double Xibor::fixing(const QuantLib::Date &fixingDate) const{ - return index_->fixing(fixingDate); - } - } - --- 42,65 ---- const std::vector<double> &fixings) { ! QuantLib::Handle<QuantLib::YieldTermStructure> ! forecastingTermStructure(fwdYC); ! index_ = boost::shared_ptr<QuantLib::Xibor>( ! new QuantLib::Xibor(indexName, ! tenor, timeUnits, ! fixingDays, crr, calendar, ! fltBDC, fltDayCounter, ! forecastingTermStructure)); ! QL_REQUIRE(fixings.size() == lDates.size(), ! "Xibor::Xibor the nuber of given dates does not match the number" ! " of fixings!"); if(lDates.size() > 0 && !(lDates.size() == 1 && lDates[0] == 0)) { std::vector<QuantLib::Date> dates(lDates.size()); ! std::transform(lDates.begin(), lDates.end(), dates.begin(), ! make_date); QuantLib::History history(dates, fixings); ! QuantLib::IndexManager::instance().setHistory(index_->name(), ! history); } } } |
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From: Ferdinando A. <na...@us...> - 2006-05-31 18:38:49
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29705/qlo Modified Files: utilities.cpp Log Message: proper auto_linking (Eric: is this one the best cpp file to use?) Index: utilities.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/utilities.cpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** utilities.cpp 19 May 2006 16:56:16 -0000 1.1 --- utilities.cpp 31 May 2006 18:38:45 -0000 1.2 *************** *** 23,26 **** --- 23,33 ---- #include <qlo/utilities.hpp> + #if defined BOOST_MSVC // Microsoft Visual C++ + # define BOOST_LIB_DIAGNOSTIC + # include <ql/Functions/auto_link.hpp> + # include <ql/auto_link.hpp> + # undef BOOST_LIB_DIAGNOSTIC + #endif + namespace QuantLibAddin { |
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From: Ferdinando A. <na...@us...> - 2006-05-31 18:36:53
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28936/qlo Modified Files: qladdindefines.hpp Log Message: avoiding such a broad inclusion as: #include <ql/quantlib.hpp> in order to reduce (useless) compilation time Index: qladdindefines.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/qladdindefines.hpp,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** qladdindefines.hpp 31 May 2006 10:07:45 -0000 1.2 --- qladdindefines.hpp 31 May 2006 18:36:45 -0000 1.3 *************** *** 35,43 **** #endif ! #include <ql/quantlib.hpp> #if QL_HEX_VERSION < 0x000313f0 #error using an old version of QuantLib, please update. #endif - #include <ql/Functions/auto_link.hpp> //! version string --- 35,42 ---- #endif ! #include <ql/qldefines.hpp> #if QL_HEX_VERSION < 0x000313f0 #error using an old version of QuantLib, please update. #endif //! version string |
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From: Eric E. <eri...@us...> - 2006-05-31 13:27:16
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17982/gensrc/metadata Modified Files: date.xml Log Message: workaround for missing function Index: date.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** date.xml 24 May 2006 11:05:35 -0000 1.2 --- date.xml 31 May 2006 13:27:06 -0000 1.3 *************** *** 161,165 **** --- 161,168 ---- <description>returns the current value of the Evaluation Date</description> <functionCategory>QuantLib</functionCategory> + <!-- TEMPORARY? WORKAROUND FOR MISSING FUNCTION <alias>QuantLib::evaluationDate</alias> + --> + <alias>QuantLib::Settings::instance().evaluationDate</alias> <ParameterList> <Parameters/> |
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From: Eric E. <eri...@us...> - 2006-05-31 10:07:57
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1033/qlo Modified Files: qladdindefines.hpp Log Message: #include auto_link.hpp instead of qlfunctions.hpp from ql/Functions Index: qladdindefines.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/qladdindefines.hpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** qladdindefines.hpp 19 May 2006 16:56:16 -0000 1.1 --- qladdindefines.hpp 31 May 2006 10:07:45 -0000 1.2 *************** *** 39,43 **** #error using an old version of QuantLib, please update. #endif ! #include <ql/Functions/qlfunctions.hpp> //! version string --- 39,43 ---- #error using an old version of QuantLib, please update. #endif ! #include <ql/Functions/auto_link.hpp> //! version string |
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From: Ferdinando A. <na...@us...> - 2006-05-30 10:51:17
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15990 Modified Files: QuantLibAddin.nsi Log Message: adding timestamp Index: QuantLibAddin.nsi =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin.nsi,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** QuantLibAddin.nsi 30 May 2006 10:03:54 -0000 1.2 --- QuantLibAddin.nsi 30 May 2006 10:50:58 -0000 1.3 *************** *** 2,16 **** # to be used with NSIS 2.0 and up - !define VER_NUMBER "0.3.13" SetCompressor lzma Name "QuantLibAddin" Caption "QuantLibAddin - Setup" ! OutFile "..\QuantLibAddin-${VER_NUMBER}.exe" LicenseText "You must agree with the following license before installing:" LicenseData LICENSE.TXT DirText "Please select a location to install QuantLibAddin (or use the default):" InstallDir $PROGRAMFILES\QuantLibAddin-${VER_NUMBER} ! Icon "Docs\images\favicon.ico" ! UninstallIcon "Docs\images\favicon.ico" Section --- 2,33 ---- # to be used with NSIS 2.0 and up SetCompressor lzma + + !define VER_NUMBER "0.3.13" + !define /date NOW "%Y%m%d-%H_%M" + + # HEADER CONFIGURATION COMMANDS Name "QuantLibAddin" Caption "QuantLibAddin - Setup" ! #do not change the name below ! OutFile "..\QuantLibAddin-${VER_NUMBER}-${NOW}.exe" ! ! ! ! ! ! ! SilentInstall normal ! Icon "Docs\images\favicon.ico" ! UninstallIcon "Docs\images\favicon.ico" ! CRCCheck on LicenseText "You must agree with the following license before installing:" LicenseData LICENSE.TXT DirText "Please select a location to install QuantLibAddin (or use the default):" InstallDir $PROGRAMFILES\QuantLibAddin-${VER_NUMBER} ! InstallDirRegKey HKEY_LOCAL_MACHINE SOFTWARE\QuantLibAddin-${VER_NUMBER} "Install_Dir" ! AutoCloseWindow false ! ShowInstDetails hide ! SetDateSave on Section *************** *** 67,70 **** --- 84,90 ---- WriteRegStr HKEY_CURRENT_USER "Environment" "QUANTLIBADDIN_DIR" "$INSTDIR" + WriteRegStr HKEY_LOCAL_MACHINE "SOFTWARE\QuantLibAddin-${VER_NUMBER}" \ + "Install_Dir" "$INSTDIR" + CreateShortCut "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}\Uninstall QuantLibAddin.lnk" \ "$INSTDIR\QuantLibAddinUninstall.exe" "" \ *************** *** 73,80 **** CreateShortCut "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}\README.txt.lnk" \ "$INSTDIR\README.txt" - CreateShortCut "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}\LICENSE.txt.lnk" \ "$INSTDIR\LICENSE.TXT" - CreateShortCut "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}\What's new.lnk" \ "$INSTDIR\News.txt" --- 93,98 ---- *************** *** 86,91 **** "$INSTDIR\QuantLibAddin_vc8.sln" ! CreateShortCut "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}\Documentation (WinHelp).lnk" \ ! "$INSTDIR\Docs\QuantLibAddin-docs-${VER_NUMBER}.chm" WriteINIStr "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}\QuantLibAddin Home Page.url" \ --- 104,111 ---- "$INSTDIR\QuantLibAddin_vc8.sln" ! IfFileExists "$INSTDIR\Docs\QuantLibAddin-docs-${VER_NUMBER}.chm" 0 NoWinHelpDoc ! CreateShortCut "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}\Documentation (WinHelp).lnk" \ ! "$INSTDIR\Docs\QuantLibAddin-docs-${VER_NUMBER}.chm" ! NoWinHelpDoc: WriteINIStr "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}\QuantLibAddin Home Page.url" \ *************** *** 114,117 **** --- 134,138 ---- DeleteRegKey HKEY_LOCAL_MACHINE \ "Software\Microsoft\Windows\CurrentVersion\Uninstall\QuantLibAddin-${VER_NUMBER}" + DeleteRegKey HKEY_LOCAL_MACHINE SOFTWARE\QuantLibAddin-${VER_NUMBER} DeleteRegValue HKEY_CURRENT_USER "Environment" "QUANTLIBADDIN_DIR" RMDir /r /REBOOTOK "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}" |
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From: Ferdinando A. <na...@us...> - 2006-05-30 10:27:08
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++ In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7805/Clients/C++ Modified Files: ClientCppDemo_vc8.vcproj Log Message: using QUANTLIBADDIN_DIR environment variable Index: ClientCppDemo_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C++/ClientCppDemo_vc8.vcproj,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** ClientCppDemo_vc8.vcproj 19 May 2006 16:56:16 -0000 1.1 --- ClientCppDemo_vc8.vcproj 30 May 2006 10:26:59 -0000 1.2 *************** *** 44,48 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" --- 44,48 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(QUANTLIBADDIN_DIR),$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" *************** *** 139,143 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" --- 139,143 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(QUANTLIBADDIN_DIR),$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" *************** *** 232,236 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" --- 232,236 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(QUANTLIBADDIN_DIR),$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" *************** *** 324,328 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" --- 324,328 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(QUANTLIBADDIN_DIR),$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" |
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From: Ferdinando A. <na...@us...> - 2006-05-30 10:27:08
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Clients/C In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7805/Clients/C Modified Files: ClientCDemo_vc8.vcproj Log Message: using QUANTLIBADDIN_DIR environment variable Index: ClientCDemo_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C/ClientCDemo_vc8.vcproj,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** ClientCDemo_vc8.vcproj 19 May 2006 16:56:16 -0000 1.1 --- ClientCDemo_vc8.vcproj 30 May 2006 10:26:59 -0000 1.2 *************** *** 45,49 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR)" PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" --- 45,49 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" *************** *** 137,141 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR)" PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" --- 137,141 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" *************** *** 232,236 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR)" PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" --- 232,236 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;NDEBUG;_CONSOLE" StringPooling="true" *************** *** 324,328 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR)" PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" --- 324,328 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;_DEBUG;_CONSOLE" MinimalRebuild="true" |
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From: Ferdinando A. <na...@us...> - 2006-05-30 10:27:08
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/C In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7805/Addins/C Modified Files: AddinC_vc8.vcproj Log Message: using QUANTLIBADDIN_DIR environment variable Index: AddinC_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/AddinC_vc8.vcproj,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** AddinC_vc8.vcproj 19 May 2006 16:56:16 -0000 1.1 --- AddinC_vc8.vcproj 30 May 2006 10:26:58 -0000 1.2 *************** *** 42,46 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" --- 42,46 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" *************** *** 118,122 **** Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" --- 118,122 ---- Name="VCCLCompilerTool" Optimization="0" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" *************** *** 195,199 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" --- 195,199 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" *************** *** 271,275 **** Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="..\..,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" --- 271,275 ---- Optimization="2" InlineFunctionExpansion="1" ! AdditionalIncludeDirectories="$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions,$(QUANTLIBADDIN_DIR)" PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" |
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From: Ferdinando A. <na...@us...> - 2006-05-30 10:05:22
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv32460/qlo Modified Files: termstructures.cpp Log Message: Index: termstructures.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** termstructures.cpp 22 May 2006 14:06:49 -0000 1.2 --- termstructures.cpp 30 May 2006 10:05:01 -0000 1.3 *************** *** 131,135 **** } ! QuantLib::Cubic cubic0( QuantLib::CubicSpline::SecondDerivative, 0.0, QuantLib::CubicSpline::SecondDerivative, 0.0, --- 131,135 ---- } ! QuantLib::Cubic naturalCubic( QuantLib::CubicSpline::SecondDerivative, 0.0, QuantLib::CubicSpline::SecondDerivative, 0.0, *************** *** 148,152 **** termStructure_ = boost::shared_ptr<QuantLib::YieldTermStructure>( new QuantLib::PiecewiseYieldCurve<QuantLib::Discount, ! QuantLib::LogLinear>( nDays, calendar, rateHelpersQL, --- 148,152 ---- termStructure_ = boost::shared_ptr<QuantLib::YieldTermStructure>( new QuantLib::PiecewiseYieldCurve<QuantLib::Discount, ! QuantLib::LogLinear>( nDays, calendar, rateHelpersQL, *************** *** 156,160 **** /* termStructure_ = boost::shared_ptr<QuantLib::YieldTermStructure>( ! new QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate,QuantLib::Cubic>( nDays, calendar, rateHelpersQL, --- 156,161 ---- /* termStructure_ = boost::shared_ptr<QuantLib::YieldTermStructure>( ! new QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, ! QuantLib::Cubic>( nDays, calendar, rateHelpersQL, |
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From: Ferdinando A. <na...@us...> - 2006-05-30 10:03:58
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv32001 Modified Files: QuantLibAddin.nsi Log Message: updated Index: QuantLibAddin.nsi =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin.nsi,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** QuantLibAddin.nsi 19 May 2006 16:56:16 -0000 1.1 --- QuantLibAddin.nsi 30 May 2006 10:03:54 -0000 1.2 *************** *** 6,10 **** Name "QuantLibAddin" Caption "QuantLibAddin - Setup" ! OutFile "QuantLibAddin-${VER_NUMBER}-src.exe" LicenseText "You must agree with the following license before installing:" LicenseData LICENSE.TXT --- 6,10 ---- Name "QuantLibAddin" Caption "QuantLibAddin - Setup" ! OutFile "..\QuantLibAddin-${VER_NUMBER}.exe" LicenseText "You must agree with the following license before installing:" LicenseData LICENSE.TXT *************** *** 23,27 **** File "LICENSE.TXT" File "NEWS.txt" - File "QuantLibAddin.dsw" File "QuantLibAddin.sln" File "QuantLibAddin_vc8.sln" --- 23,26 ---- *************** *** 30,34 **** File "*.TXT" File "QuantLibAddin.nsi" - File /r "*.dsp" File /r "*.vcproj" File /r "*.vcproj" --- 29,32 ---- *************** *** 39,46 **** SetOutPath $INSTDIR\srcgen ! File /r "srcgen\Makefile.vc" ! File /r "srcgen\*.py" ! File /r "srcgen\*.xml" ! File /r "srcgen\stub.*" SetOutPath $INSTDIR\Addins\Calc --- 37,44 ---- SetOutPath $INSTDIR\srcgen ! File /r "gensrc\Makefile.vc" ! File /r "gensrc\*.py" ! File /r "gensrc\*.xml" ! File /r "gensrc\stub.*" SetOutPath $INSTDIR\Addins\Calc *************** *** 53,64 **** File /r "Clients\Calc\*.sxc" - SetOutPath $INSTDIR\Clients\Excel - File /r "Clients\Excel\*.xls" - SetOutPath $INSTDIR\Clients\Guile File /r "Clients\Guile\*.scm" SetOutPath "$INSTDIR\Docs" ! File "Docs\QuantLibAddin-docs-${VER_NUMBER}.chm" WriteRegStr HKEY_LOCAL_MACHINE \ --- 51,59 ---- File /r "Clients\Calc\*.sxc" SetOutPath $INSTDIR\Clients\Guile File /r "Clients\Guile\*.scm" SetOutPath "$INSTDIR\Docs" ! File /nonfatal "Docs\QuantLibAddin-docs-${VER_NUMBER}.chm" WriteRegStr HKEY_LOCAL_MACHINE \ *************** *** 85,91 **** "$INSTDIR\News.txt" - CreateShortCut "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}\QuantLibAddin VC 6 project workspace.lnk" \ - "$INSTDIR\QuantLibAddin.dsw" - CreateShortCut "$SMPROGRAMS\QuantLibAddin-${VER_NUMBER}\QuantLibAddin VC 7 project workspace.lnk" \ "$INSTDIR\QuantLibAddin.sln" --- 80,83 ---- |
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From: Ferdinando A. <na...@us...> - 2006-05-29 17:52:37
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19677/gensrc/metadata Modified Files: termstructures.xml Log Message: parameter renamed Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** termstructures.xml 24 May 2006 11:05:35 -0000 1.2 --- termstructures.xml 29 May 2006 17:52:30 -0000 1.3 *************** *** 382,389 **** <description>vector of dates</description> </Parameter> ! <Parameter name='iPol'> <type>bool</type> <tensorRank>scalar</tensorRank> ! <description>Interpolate Flag</description> </Parameter> <Parameter name='trigger' ignore='true'> --- 382,389 ---- <description>vector of dates</description> </Parameter> ! <Parameter name='allowExtrapolation'> <type>bool</type> <tensorRank>scalar</tensorRank> ! <description>Extrapolation Flag (TRUE allows extrapolation)</description> </Parameter> <Parameter name='trigger' ignore='true'> *************** *** 544,548 **** <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> --- 544,548 ---- <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> *************** *** 558,562 **** <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> --- 558,562 ---- <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> |
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From: Eric E. <eri...@us...> - 2006-05-29 08:36:42
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17069 Modified Files: todo.csv Log Message: Index: todo.csv =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** todo.csv 25 May 2006 17:19:57 -0000 1.7 --- todo.csv 29 May 2006 08:36:38 -0000 1.8 *************** *** 13,16 **** --- 13,17 ---- "QLA","Design","use ""instanceName"" instead of ""handle""","in progress",3,, "QLA","Design","discontinue support for VC6","in progress",3,, + "QLA","Design","Sessions: instead of using workbook as session, allow user to specify session number",,,, "QLA","Design","detect if calling range is row-wise / column-wise - format return vector accordingly",,1,, "QLA","Design","#include fewer headers to speed compilation",,2,, |
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From: Ferdinando A. <na...@us...> - 2006-05-25 17:38:31
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1370 Modified Files: QuantLibObjects_vc8.vcproj Log Message: auto_linking Index: QuantLibObjects_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** QuantLibObjects_vc8.vcproj 25 May 2006 10:21:00 -0000 1.4 --- QuantLibObjects_vc8.vcproj 25 May 2006 17:38:25 -0000 1.5 *************** *** 44,48 **** InlineFunctionExpansion="1" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="BOOST_LIB_DIAGNOSTIC;WIN32;NDEBUG;_LIB" StringPooling="true" RuntimeLibrary="2" --- 44,48 ---- InlineFunctionExpansion="1" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" RuntimeLibrary="2" *************** *** 121,125 **** InlineFunctionExpansion="1" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="BOOST_LIB_DIAGNOSTIC;WIN32;NDEBUG;_LIB" StringPooling="true" RuntimeLibrary="0" --- 121,125 ---- InlineFunctionExpansion="1" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" RuntimeLibrary="0" *************** *** 197,201 **** Optimization="0" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="BOOST_LIB_DIAGNOSTIC;WIN32;_DEBUG;_LIB" MinimalRebuild="true" BasicRuntimeChecks="3" --- 197,201 ---- Optimization="0" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" BasicRuntimeChecks="3" *************** *** 274,278 **** Optimization="0" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="BOOST_LIB_DIAGNOSTIC;WIN32;_DEBUG;_LIB" MinimalRebuild="true" BasicRuntimeChecks="3" --- 274,278 ---- Optimization="0" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" BasicRuntimeChecks="3" |
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From: Ferdinando A. <na...@us...> - 2006-05-25 17:25:08
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28721 Modified Files: QuantLibAddin_vc8.sln Log Message: auto_linking Index: QuantLibAddin_vc8.sln =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibAddin_vc8.sln,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** QuantLibAddin_vc8.sln 24 May 2006 14:34:28 -0000 1.3 --- QuantLibAddin_vc8.sln 25 May 2006 17:24:59 -0000 1.4 *************** *** 3,24 **** # Visual Studio 2005 Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "AddinC", "Addins\C\AddinC_vc8.vcproj", "{ACCA0906-34AF-4CC4-8426-C3EF41315BF5}" - ProjectSection(ProjectDependencies) = postProject - {CAB8330C-6424-4455-9285-3654587EF71F} = {CAB8330C-6424-4455-9285-3654587EF71F} - EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "AddinCalc", "Addins\Calc\AddinCalc_vc8.vcproj", "{10DC0D9D-ABB3-4737-B14D-4FFAD4810A72}" - ProjectSection(ProjectDependencies) = postProject - {CAB8330C-6424-4455-9285-3654587EF71F} = {CAB8330C-6424-4455-9285-3654587EF71F} - EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ClientCDemo", "Clients\C\ClientCDemo_vc8.vcproj", "{B598DA76-9F89-4F2D-97D0-54C34C1E3CB4}" - ProjectSection(ProjectDependencies) = postProject - {ACCA0906-34AF-4CC4-8426-C3EF41315BF5} = {ACCA0906-34AF-4CC4-8426-C3EF41315BF5} - EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ClientCppDemo", "Clients\C++\ClientCppDemo_vc8.vcproj", "{8F04F015-23CA-4D7E-83BE-FF9371D3964D}" - ProjectSection(ProjectDependencies) = postProject - {CAB8330C-6424-4455-9285-3654587EF71F} = {CAB8330C-6424-4455-9285-3654587EF71F} - EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "QuantLibObjects", "QuantLibObjects_vc8.vcproj", "{CAB8330C-6424-4455-9285-3654587EF71F}" --- 3,12 ---- |
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From: Ferdinando A. <na...@us...> - 2006-05-25 17:25:05
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28721/qlo Added Files: auto_link.hpp Removed Files: autolink.hpp Log Message: auto_linking --- autolink.hpp DELETED --- --- NEW FILE: auto_link.hpp --- /* Copyright (C) 2004 Ferdinando Ametrano 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_autolink_hpp #define qla_autolink_hpp // select toolset: #if (_MSC_VER < 1200) # error "unsupported Microsoft compiler" #elif (_MSC_VER == 1200) # define QLADDIN_LIB_TOOLSET "vc6" #elif (_MSC_VER == 1300) # define QLADDIN_LIB_TOOLSET "vc7" #elif (_MSC_VER == 1310) # define QLADDIN_LIB_TOOLSET "vc71" #elif (_MSC_VER == 1400) # define QLADDIN_LIB_TOOLSET "vc80" #else # error "unknown Microsoft compiler" #endif /*** libraries to be linked ***/ // select thread opt: #ifdef _MT # define QLADDIN_LIB_THREAD_OPT "-mt" #else # define QLADDIN_LIB_THREAD_OPT #endif // select linkage opt: #ifdef _DLL # if defined(_DEBUG) # define QLADDIN_LIB_RT_OPT "-gd" # else # define QLADDIN_LIB_RT_OPT # endif #else # if defined(_DEBUG) # define QLADDIN_LIB_RT_OPT "-sgd" # else # define QLADDIN_LIB_RT_OPT "-s" # endif #endif #define QLADDIN_LIB_NAME "QuantLibObjects-" QLADDIN_LIB_TOOLSET QLADDIN_LIB_THREAD_OPT QLADDIN_LIB_RT_OPT "-" QLADDIN_LIB_VERSION ".lib" #pragma comment(lib, QLADDIN_LIB_NAME) #ifdef BOOST_LIB_DIAGNOSTIC # pragma message("Linking to lib file: " QLADDIN_LIB_NAME) #endif #endif |
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From: Eric E. <eri...@us...> - 2006-05-25 17:20:04
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26833 Modified Files: todo.csv Log Message: Index: todo.csv =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** todo.csv 25 May 2006 16:05:10 -0000 1.6 --- todo.csv 25 May 2006 17:19:57 -0000 1.7 *************** *** 11,20 **** "OH","Design","allow objects to be grouped",,3,, "OH","Functions","ohPack() - resolve flags and values",,1,, - "QLA","Design","detect if calling range is row-wise / column-wise - format return vector accordingly",,1,, - "QLA","Design","#include fewer headers to speed compilation",,2,, - "QLA","Design","improve formatting of log messages",,3,, "QLA","Design","use ""instanceName"" instead of ""handle""","in progress",3,, "QLA","Design","discontinue support for VC6","in progress",3,, "QLA","Design","use Excel SmartTags to allow interrogation of objects",,3,, "QLA","Design","transfer qla/typefactory.hpp, qla/typeregistry to ObjectHandler?",,,, "QLA","Docs","autogenerate documentation for datatype and default value",,2,, --- 11,21 ---- "OH","Design","allow objects to be grouped",,3,, "OH","Functions","ohPack() - resolve flags and values",,1,, "QLA","Design","use ""instanceName"" instead of ""handle""","in progress",3,, "QLA","Design","discontinue support for VC6","in progress",3,, + "QLA","Design","detect if calling range is row-wise / column-wise - format return vector accordingly",,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,, |
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From: Eric E. <eri...@us...> - 2006-05-25 16:05:18
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv543 Modified Files: todo.csv Log Message: Index: todo.csv =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** todo.csv 25 May 2006 09:45:33 -0000 1.5 --- todo.csv 25 May 2006 16:05:10 -0000 1.6 *************** *** 1,9 **** "project","subproject","task","status","priority","comp date","comment" ! "OH","Design","if user supplies handle stub he must ensure it's unique / link handle stub to calling cell (?)",,1,,"????" ! "OH","Design","add support for permanent objects objects which aren't deconstructed/reconstructed unless their inputs (VOs) change",,2,,"????" ! "OH","Design","""singleton"" object - static inputs & handle - load from VO? - lazy instantiation?",,2,,"implement as extension of Enumeration Registry?" "OH","Functions","ohListInstanceNames() is broken in utilities.xls?","done",1,,"looks OK now?" - "QLA","Xibor","automatically load EURIBOR etc. at startup from VOs (""singleton objects"")",,2,,"see ObjectHandler" - "QLA","Enumerations","add support for accessing member function of Enumeration e.g. publish the public Calendar interface",,1,, ,,,,,, "OH","Design","""reflection"" - support member functions dynamically",,3,, --- 1,9 ---- "project","subproject","task","status","priority","comp date","comment" ! "OH","Design","if user supplies handle stub he must ensure it's unique / link handle stub to calling cell (?)","in progress",1,,"????" ! "OH","Design","add support for permanent objects objects which aren't deconstructed/reconstructed unless their inputs (VOs) change","in progress",2,,"????" ! "QLA","Enumerations","add support for accessing member function of Enumeration e.g. publish the public Calendar interface","in progress",1,, ! "OH","Design","""singleton"" object - static inputs & handle - load from VO? - lazy instantiation?","in progress",2,,"implement as extension of Enumeration Registry?" ! "QLA","Xibor","automatically load EURIBOR etc. at startup from VOs (""singleton objects"")","in progress",2,,"see ObjectHandler" "OH","Functions","ohListInstanceNames() is broken in utilities.xls?","done",1,,"looks OK now?" ,,,,,, "OH","Design","""reflection"" - support member functions dynamically",,3,, |
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From: Ferdinando A. <na...@us...> - 2006-05-25 10:21:15
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3940 Modified Files: QuantLibObjects_vc8.vcproj Log Message: Index: QuantLibObjects_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** QuantLibObjects_vc8.vcproj 24 May 2006 11:05:35 -0000 1.3 --- QuantLibObjects_vc8.vcproj 25 May 2006 10:21:00 -0000 1.4 *************** *** 44,48 **** InlineFunctionExpansion="1" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" RuntimeLibrary="2" --- 44,48 ---- InlineFunctionExpansion="1" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="BOOST_LIB_DIAGNOSTIC;WIN32;NDEBUG;_LIB" StringPooling="true" RuntimeLibrary="2" *************** *** 121,125 **** InlineFunctionExpansion="1" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="WIN32;NDEBUG;_LIB" StringPooling="true" RuntimeLibrary="0" --- 121,125 ---- InlineFunctionExpansion="1" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="BOOST_LIB_DIAGNOSTIC;WIN32;NDEBUG;_LIB" StringPooling="true" RuntimeLibrary="0" *************** *** 197,201 **** Optimization="0" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" BasicRuntimeChecks="3" --- 197,201 ---- Optimization="0" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="BOOST_LIB_DIAGNOSTIC;WIN32;_DEBUG;_LIB" MinimalRebuild="true" BasicRuntimeChecks="3" *************** *** 274,278 **** Optimization="0" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="WIN32;_DEBUG;_LIB" MinimalRebuild="true" BasicRuntimeChecks="3" --- 274,278 ---- Optimization="0" AdditionalIncludeDirectories="./,$(OBJECT_HANDLER_DIR),$(QL_DIR),$(QL_DIR)/functions" ! PreprocessorDefinitions="BOOST_LIB_DIAGNOSTIC;WIN32;_DEBUG;_LIB" MinimalRebuild="true" BasicRuntimeChecks="3" |
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From: Eric E. <eri...@us...> - 2006-05-25 09:45:37
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23820 Modified Files: todo.csv Log Message: Index: todo.csv =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** todo.csv 24 May 2006 16:04:20 -0000 1.4 --- todo.csv 25 May 2006 09:45:33 -0000 1.5 *************** *** 3,11 **** "OH","Design","add support for permanent objects objects which aren't deconstructed/reconstructed unless their inputs (VOs) change",,2,,"????" "OH","Design","""singleton"" object - static inputs & handle - load from VO? - lazy instantiation?",,2,,"implement as extension of Enumeration Registry?" "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,, - "OH","Functions","ohListInstanceNames() is broken in utilities.xls?",,1,, "QLA","Design","detect if calling range is row-wise / column-wise - format return vector accordingly",,1,, "QLA","Design","#include fewer headers to speed compilation",,2,, --- 3,14 ---- "OH","Design","add support for permanent objects objects which aren't deconstructed/reconstructed unless their inputs (VOs) change",,2,,"????" "OH","Design","""singleton"" object - static inputs & handle - load from VO? - lazy instantiation?",,2,,"implement as extension of Enumeration Registry?" + "OH","Functions","ohListInstanceNames() is broken in utilities.xls?","done",1,,"looks OK now?" + "QLA","Xibor","automatically load EURIBOR etc. at startup from VOs (""singleton objects"")",,2,,"see ObjectHandler" + "QLA","Enumerations","add support for accessing member function of Enumeration e.g. publish the public Calendar interface",,1,, + ,,,,,, "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","detect if calling range is row-wise / column-wise - format return vector accordingly",,1,, "QLA","Design","#include fewer headers to speed compilation",,2,, *************** *** 18,22 **** "QLA","Docs","provide more descriptive explanations of input/output parameters",,2,, "QLA","Docs","examples in Technical Documentation relate to Functional",,,,"?" - "QLA","Enumerations","add support for accessing member function of Enumeration e.g. publish the public Calendar interface",,1,, "QLA","Enumerations","is Convention an enumeration?",,2,, "QLA","Enumerations","add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",,2,, --- 21,24 ---- *************** *** 40,44 **** "QLA","VBA framework","menu options to load/unload XLL implement as toggle",,,, "QLA","Xibor","get/set fixing for given date",,2,,"?" - "QLA","Xibor","automatically load EURIBOR etc. at startup from VOs (""singleton objects"")",,2,,"see ObjectHandler" ,,,,,, "OH","Design","class FunctionCall - streamline initialization - ""xltypeUninitialized""","done",,01/05/2006, --- 42,45 ---- |
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From: Eric E. <eri...@us...> - 2006-05-24 16:04:25
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27247 Modified Files: todo.csv Log Message: Index: todo.csv =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** todo.csv 24 May 2006 15:01:52 -0000 1.3 --- todo.csv 24 May 2006 16:04:20 -0000 1.4 *************** *** 1,102 **** "project","subproject","task","status","priority","comp date","comment" ! "QLA","Functions","qlCompiler() to return info on version and configuration of compiler used to build QLA ?",,,, ! "QLA","Functions","qlGetFixLeg() to provide column headers in output",,"L",, ! "QLA","Functions","qlMid() - returns DBL_MIN when all inputs are #VALUE should return #NULL & log error","done","H","18/5/2006", ! "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","latestDate() for RateHelpers","done","H","26/04/2006", ! "QLA","Functions","YieldTermStructure iface - ZeroRate/Discount/ForwardRate/ParRate/MaxDate/MaxTime","done","H","27/04/2006", ! "QLA","Functions","qlPiecewiseFlatForward() - don't reset eval date","done","M","26/04/2006", ! "QLA","Functions","qlGetDf() to return vector","done","M","21/04/2006","renamed to qlDiscount()" ! "QLA","Design","use ""instanceName"" instead of ""handle""","in progress","L",, ! "QLA","Design","detect if calling range is row-wise / column-wise - format return vector accordingly",,"M",, "QLA","Design","transfer qla/typefactory.hpp, qla/typeregistry to ObjectHandler?",,,, ! "QLA","Design","discontinue support for VC6","in progress","L",, ! "QLA","Design","use Excel SmartTags to allow interrogation of objects",,"L",, ! "QLA","Design","#include fewer headers to speed compilation",,"L",, ! "QLA","Design","improve formatting of log messages",,"L",, "QLA","Design","move all Create<>s from qla/*.?pp into autogenerated addin code","done",,"23/05/2006", "QLA","Design","export IMM dates e.g. H7 -> date","done",,, - "QLA","Design","in session.cpp replace bespoke parsing with boost::regex","done","L",05/08/2006, - "QLA","Design","move Procedure functions to QuantLibFunctions","done","H","30/04/2006","this change will probably be reversed" - "QLA","Design","if input vector contains mix of #VALUES and valid numbers - return vector should correspond","done","M","28/04/2006","also wraps QL function in try/catch" "QLA","Design","Autogenerate source for funcs accepting vector input (qlForwardRate, qlDiscount, etc.)","done",,"28/04/2006", ! "QLA","Design","srcgen flag ""ignoreError"" (default T) invoke function even if some inputs invalid e.g. qlMidEquivalent()","done","H","28/04/2006","always ignore errors (no flag)" "QLA","Design","match QLA function names to underlying QL function names","done",,"27/04/2006", ! "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","VBA framework","menu options to load/unload XLL implement as toggle",,,, ! "QLA","VBA framework","network launcher for VBA framework - to point to different environments / configuration files",,,, ! "QLA","VBA framework","access logfile",,"M",, ! "QLA","VBA framework","interrogate object repository",,"M",,"Plamen?" ! "QLA","VBA framework","create trade/market workbooks from templates","done","H",05/05/2006, ! "QLA","VBA framework","load XLLs","done","H",05/05/2006, ! "QLA","VBA framework","skeleton structure","done",,"18/04/2006", ! "QLA","VBA framework","QuantLibAddin menu for Excel","done",,"18/04/2006", ! "QLA","VBA framework","right click in cell to create enumeration drop down list","done",,"18/04/2006", ! "QLA","QuantLibXL","separate SourceForge projects/websites for OH, srcgen, QLA, QLXL","done","L","19/5/2006", ! "QLA","ValueObjects","dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,"L",, ! "QLA","Enumerations","qlListEnum() - 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","add support for accessing member function of Enumeration e.g. publish the public Calendar interface",,,, ! "QLA","Enumerations","add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",,"M",, ! "QLA","Enumerations","is Convention an enumeration?",,"M",, "QLA","Enumerations","qlListEnum() - return enumerations in mixed case (and in original sequence ??? - cancelled)","done",,"18/5/2006","retaining original sequence requires design change" - "QLA","Enumerations","if string name omitted from XML, use class name as default","cancelled","L",, - "QLA","Enumerations","add support for abbreviations","cancelled","M","21/04/2006","not required because of right-click menu" - "QLA","Excel binding","srcgen function metadata ""noWizardRecalc"" to suppress recalc under Excel Function Wizard",,,,"also required for ctors otherwise GC breaks" - "QLA","Excel binding","categorize function names in Excel Function Wizard","suspended",,"20/04/2006","conflict with Adfin addin" "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","Docs","autogenerate documentation for datatype and default value",,"M",, ! "QLA","Docs","provide more descriptive explanations of input/output parameters",,"M",, ! "QLA","Docs","examples in Technical Documentation relate to Functional",,,,"?" ! "QLA","Docs","installation - refer to Release build not Debug","done","L","21/04/2006", ! "QLA","Docs","qlXibor() - description of 2nd parameter incorrect","done",,"21/04/2006", ! "QLA","Xibor","automatically load EURIBOR etc. at startup from VOs (""singleton objects"")",,,,"see ObjectHandler" ! "QLA","Xibor","get/set fixing for given date",,,,"?" ! "QLA","General Support","revise NSIS uninstaller: uninstall released files whether modified or not; don't uninstall new files created by user",,,, ! "QLA","General Support","EXPORT_QL_OBJECT macro not fully polymorphic",,"L",, ! "QLA","General Support","C++ examples - add VOs, NPV calculations",,"L",, ! "QLA","General Support","Session functionality crashes QLA if active book named Book1.XLS","done","M",08/05/2006, "QLA","General Support","try removing redundant (?) FileConfiguration info from *.vcproj files","done",,03/05/2006, ! "QLA","General Support","upgrade Calc addin to OOo 2 / VC 7","done","L","28/04/2006","thanks to Joe Byers" ! "QLA","General Support","upgrade to latest CVS snapshot of QL","done",,"19/04/2006", "QLA","General Support","sort out RandomSequenceGenerator","done",,"19/04/2006", ! "QLA","srcgen","add support for direct call to member function of temporary object e.g. qlDayCount(), qlYearFraction()",,,, ! "QLA","srcgen","extend rule.py to support conversion of Guile datatypes",,"L",, ! "QLA","srcgen","Provide schema for XML",,"L",, ! "QLA","srcgen","add support for complete conversion of datatype of function return value scalar/vector/matrix, QL datatypes, void, etc.","done",,"23/5/2006", ! "QLA","srcgen","call OH_GET_REFERENCE from Addin code for functions with getObject='true' ?","done","L","23/5/2006", ! "QLA","srcgen","add support for vector of QuantLib::Dates as input parameter","done",,06/05/2006, "QLA","srcgen","category metadata list of <includes> - only first item in list is processed","done",,06/05/2006, - "QLA","srcgen","generate summary of files created/updated/changed per platform","done","L","30/04/2006", - "QLA","srcgen","autogenerate source for Members which loop on input param","done",,"28/04/2006", "QLA","srcgen","add support for QuantLib::Date as datatype of return value","done",,"26/04/2006", "QLA","srcgen","fix typo in Xibor - qlSobolRsg","done",,"26/04/2006", ! "QLA","srcgen","remove redundant XML tag getObject='true' for Member functions","cancelled",,"26/04/2006","the tag is in use" ! "QLA","srcgen","allow for comments in XML (ignore '#comment' nodes)","cancelled","L",,"already works OK" "QLA","Workstation Document","document build for Boost, QuantLibFunctions","done",,"28/04/2006", - "QLA","Workstation Document","document use of Addin Manager","done","M","28/04/2006", "QLA","Workstation Document","incorporate other feedback from Nando and Katiuscia","done",,"28/04/2006", - "QLA","Workstation Document","explanation of VC workspace naming convention / _vc8.sln","done","M","21/04/2006", - "QLA","Workstation Document","explanation of runtime libraries","done","M","21/04/2006", - "OH","Functions","ohPack() - resolve flags and values",,"H",, - "OH","Functions","ohDependsOn() - fails if input range is nonexistent","cancelled",,,"seems to have resolved itself?" - "OH","Functions","ohListInstanceNames() - 1) regex bug e.g. EUR.*D malfunctions 2) sort return list","done","H","18/5/2006", - "OH","Functions","ohDependsOn() - return counter (#/recalcs) per instance","done",,"18/5/2006", - "OH","Functions","ohHandleList() to support regexes","done","M","26/04/2006","renamed to ohListInstanceNames()" - "OH","Functions","remove EO macro / function","done","L","21/04/2006", - "OH","Design","allow objects to be grouped",,"M",, - "OH","Design","""singleton"" object - static inputs & handle - load from VO? - lazy instantiation?",,"M",,"implement as extension of Enumeration Registry?" - "OH","Design","update design doc",,"L",, - "OH","Design","""reflection"" - support member functions dynamically",,"L",, - "OH","Design","if user supplies handle stub he must ensure it's unique / link handle stub to calling cell (?)",,,,"????" - "OH","Design","add support for permanent objects objects which aren't deconstructed/reconstructed unless their inputs (VOs) change",,,,"????" - "OH","Design","functions returning empty vector: display #NUM, not 0, in calling cell e.g. getHolidayList()","done",,07/05/2006, - "OH","Design","include cell address in error message?","done","L",01/05/2006, - "OH","Design","class FunctionCall - streamline initialization - ""xltypeUninitialized""","done",,01/05/2006, - "OH","Design","support for retrieval of undecorated handles","done","H","30/04/2006","fix non-excel platforms" - "OH","Design","ohxll project mistakenly picking up autolink.hpp","done","L","27/04/2006", - "OH","Design","in objecthandlerxl.cpp replace bespoke parsing w/boost regexes","done","L","26/04/2006", - "OH","Design","std::exception -> ObjHandler::Exception","done","L","26/04/2006", - "OH","Design","class FunctionCall to encapsulate function state","done","M","26/04/2006", --- 1,107 ---- "project","subproject","task","status","priority","comp date","comment" ! "OH","Design","if user supplies handle stub he must ensure it's unique / link handle stub to calling cell (?)",,1,,"????" ! "OH","Design","add support for permanent objects objects which aren't deconstructed/reconstructed unless their inputs (VOs) change",,2,,"????" ! "OH","Design","""singleton"" object - static inputs & handle - load from VO? - lazy instantiation?",,2,,"implement as extension of Enumeration Registry?" ! "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,, ! "OH","Functions","ohListInstanceNames() is broken in utilities.xls?",,1,, ! "QLA","Design","detect if calling range is row-wise / column-wise - format return vector accordingly",,1,, ! "QLA","Design","#include fewer headers to speed compilation",,2,, ! "QLA","Design","improve formatting of log messages",,3,, ! "QLA","Design","use ""instanceName"" instead of ""handle""","in progress",3,, ! "QLA","Design","discontinue support for VC6","in progress",3,, ! "QLA","Design","use Excel SmartTags to allow interrogation of objects",,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","add support for accessing member function of Enumeration e.g. publish the public Calendar interface",,1,, ! "QLA","Enumerations","is Convention an enumeration?",,2,, ! "QLA","Enumerations","add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",,2,, ! "QLA","Enumerations","qlListEnum() - 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","srcgen function metadata ""noWizardRecalc"" to suppress recalc under Excel Function Wizard",,2,,"also required for ctors otherwise GC breaks" ! "QLA","Functions","port old QLXL functionality into new QLXL",,2,, ! "QLA","Functions","qlGetFixLeg() 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","General Support","EXPORT_QL_OBJECT macro not fully polymorphic",,3,, ! "QLA","srcgen","add support for direct call to member function of temporary object e.g. qlDayCount(), qlYearFraction()",,1,, ! "QLA","srcgen","extend rule.py to support conversion of Guile datatypes",,3,, ! "QLA","srcgen","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",,1,, ! "QLA","VBA framework","interrogate object repository",,2,,"Plamen?" ! "QLA","VBA framework","network launcher for VBA framework - to point to different environments / configuration files",,2,, ! "QLA","VBA framework","access logfile",,3,, ! "QLA","VBA framework","menu options to load/unload XLL implement as toggle",,,, ! "QLA","Xibor","get/set fixing for given date",,2,,"?" ! "QLA","Xibor","automatically load EURIBOR etc. at startup from VOs (""singleton objects"")",,2,,"see ObjectHandler" ! ,,,,,, ! "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", ! "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","srcgen 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, srcgen, QLA, QLXL","done",3,"19/5/2006", ! "QLA","srcgen","allow for comments in XML (ignore '#comment' nodes)","cancelled",3,,"already works OK" ! "QLA","srcgen","remove redundant XML tag getObject='true' for Member functions","cancelled",,"26/04/2006","the tag is in use" "QLA","srcgen","category metadata list of <includes> - only first item in list is processed","done",,06/05/2006, "QLA","srcgen","add support for QuantLib::Date as datatype of return value","done",,"26/04/2006", + "QLA","srcgen","generate summary of files created/updated/changed per platform","done",3,"30/04/2006", + "QLA","srcgen","add support for vector of QuantLib::Dates as input parameter","done",,06/05/2006, "QLA","srcgen","fix typo in Xibor - qlSobolRsg","done",,"26/04/2006", ! "QLA","srcgen","autogenerate source for Members which loop on input param","done",,"28/04/2006", ! "QLA","srcgen","add support for complete conversion of datatype of function return value scalar/vector/matrix, QL datatypes, void, etc.","done",,"23/5/2006", ! "QLA","srcgen","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", |
