Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14747/qlo
Modified Files:
marketmodels.cpp marketmodels.hpp
Log Message:
evolution method exported
Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** marketmodels.hpp 25 Sep 2006 17:16:40 -0000 1.19
--- marketmodels.hpp 28 Sep 2006 15:48:18 -0000 1.20
***************
*** 38,41 ****
--- 38,43 ----
const std::vector<QuantLib::Time>& rateTimes,
const std::vector<QuantLib::Time>& evolutionTimes);
+ EvolutionDescription(
+ const QuantLib::EvolutionDescription& ev);
};
***************
*** 107,112 ****
class MarketModelMultiProduct : public ObjHandler::LibraryObject<
QuantLib::MarketModelMultiProduct> {
! //public:
! // virtual EvolutionDescription suggestedEvolution() const=0;
};
--- 109,114 ----
class MarketModelMultiProduct : public ObjHandler::LibraryObject<
QuantLib::MarketModelMultiProduct> {
! public:
! std::string evolution() const;
};
***************
*** 117,122 ****
const std::vector<QuantLib::Time>& paymentTimes,
const std::vector<QuantLib::Rate>& strikes);
- //EvolutionDescription suggestedEvolution() const;
};
class OneStepCaplets : public MarketModelMultiProduct {
public:
--- 119,124 ----
const std::vector<QuantLib::Time>& paymentTimes,
const std::vector<QuantLib::Rate>& strikes);
};
+
class OneStepCaplets : public MarketModelMultiProduct {
public:
Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** marketmodels.cpp 25 Sep 2006 17:16:40 -0000 1.20
--- marketmodels.cpp 28 Sep 2006 15:48:18 -0000 1.21
***************
*** 20,23 ****
--- 20,24 ----
#endif
#include <qlo/marketmodels.hpp>
+ #include <qlo/vo_marketmodels.hpp>
#include <ql/MarketModels/Models/expcorrflatvol.hpp>
#include <ql/MarketModels/Models/expcorrabcdvol.hpp>
***************
*** 28,31 ****
--- 29,49 ----
namespace QuantLibAddin {
+ EvolutionDescription::EvolutionDescription(
+ const std::vector<QuantLib::Time>& rateTimes,
+ const std::vector<QuantLib::Time>& evolutionTimes)
+ {
+ libraryObject_ = boost::shared_ptr<QuantLib::EvolutionDescription>(
+ new QuantLib::EvolutionDescription(rateTimes, evolutionTimes));
+ }
+
+
+ EvolutionDescription::EvolutionDescription(
+ const QuantLib::EvolutionDescription& ev)
+ {
+ libraryObject_ = boost::shared_ptr<QuantLib::EvolutionDescription>(
+ new QuantLib::EvolutionDescription(ev));
+ }
+
+
ExpCorrFlatVol::ExpCorrFlatVol(
double longTermCorr,
***************
*** 81,93 ****
- EvolutionDescription::EvolutionDescription(
- const std::vector<QuantLib::Time>& rateTimes,
- const std::vector<QuantLib::Time>& evolutionTimes)
- {
- libraryObject_ = boost::shared_ptr<QuantLib::EvolutionDescription>(
- new QuantLib::EvolutionDescription(rateTimes, evolutionTimes));
- }
-
-
CurveState::CurveState(const std::vector<QuantLib::Time>& rateTimes)
{
--- 99,102 ----
***************
*** 136,146 ****
}
! //EvolutionDescription MarketModelForwards::suggestedEvolution() const
! //{
! // QuantLib::EvolitionDescription ed = libraryObject_->suggestedEvolution();
! //
! // boost::shared_ptr<ObjHandler::Object> objectPointer(
! // new QuantLibAddin::EvolutionDescription());
! //}
OneStepCaplets::OneStepCaplets(const std::vector<QuantLib::Time>& rateTimes,
--- 145,167 ----
}
! std::string MarketModelMultiProduct::evolution() const
! {
! const QuantLib::EvolutionDescription& ev = libraryObject_->evolution();
!
! boost::shared_ptr<ObjHandler::Object> objectPointer(
! new QuantLibAddin::EvolutionDescription(ev));
!
! std::string anonymousID =
! ObjHandler::ObjectHandler::instance().storeObject("", objectPointer);
!
! objectPointer->setProperties(
! boost::shared_ptr<ObjHandler::ValueObject>(
! new ValueObjects::qlEvolutionDescription(
! anonymousID,
! ev.rateTimes(),
! ev.evolutionTimes())));
!
! return anonymousID;
! }
OneStepCaplets::OneStepCaplets(const std::vector<QuantLib::Time>& rateTimes,
|
