[Rquantlib-commits] r302 - in pkg/RQuantLib: . src

[noreply at r-forge.r-project.org]

Author: edd
Date: 2010-11-13 16:49:32 +0100 (Sat, 13 Nov 2010)
New Revision: 302

Removed:
   pkg/RQuantLib/INDEX
Modified:
   pkg/RQuantLib/ChangeLog
   pkg/RQuantLib/src/bonds.cpp
   pkg/RQuantLib/src/zero.cpp
Log:
switched two variable length arrays (of RelinkableHandle) to std::vector to please both g++ -pedanctic and the ISO C++ Standard
removed INDEX which is no longer used under R 2.12.0 or later


Modified: pkg/RQuantLib/ChangeLog
===================================================================
--- pkg/RQuantLib/ChangeLog	2010-11-13 04:05:41 UTC (rev 301)
+++ pkg/RQuantLib/ChangeLog	2010-11-13 15:49:32 UTC (rev 302)
@@ -1,9 +1,14 @@
-2010-11-12  Dirk Eddelbuettel  <edd at debian.org>
+2010-11-13  Dirk Eddelbuettel  <edd at debian.org>
 
 	* DESCRIPTION: Release 0.3.5
 
 	* DESCRIPTION: Added RUnit to Suggests:
 
+	* src/bonds.cpp: Use std::vector< RelinkableHandle < Quote > > to
+	store a vector of quotes, rather than a variable length array which
+	g++ -pedantic and the ISO C++ standard both dislike
+	* src/zero.cpp: Idem
+
 	* tests/RQuantlib.Rout.save: Updated to results from running against
 	QuantLib 1.0.1 which affected one yield computation at the third
 	decimal, as well as one date calculation.

Deleted: pkg/RQuantLib/INDEX
===================================================================
--- pkg/RQuantLib/INDEX	2010-11-13 04:05:41 UTC (rev 301)
+++ pkg/RQuantLib/INDEX	2010-11-13 15:49:32 UTC (rev 302)
@@ -1,54 +0,0 @@
-adjust                  Calendar functions from QuantLib
-advance                 Calendar functions from QuantLib
-AmericanOption          American Option evaluation using Finite
-                        Differences
-AmericanOptionImpliedVolatility
-                        Implied Volatility calculation for American
-                        Option
-AsianOption             Asian Option evaluation using Closed-Form
-                        solution
-BarrierOption           Barrier Option evaluation using Closed-Form
-                        solution
-BermudanSwaption        Bermudan swaption valuation using several
-                        short-rate models
-BinaryOption            Binary Option evaluation using Closed-Form
-                        solution
-BinaryOptionImpliedVolatility
-                        Implied Volatility calculation for Binary
-                        Option
-Bond                    Base class for Bond price evalution
-businessDaysBetween     Calendar functions from QuantLib
-CallableBond            CallableBond evaluation
-ConvertibleFixedCouponBond
-                        Convertible Fixed Coupon Bond evaluation
-ConvertibleFloatingCouponBond
-                        Convertible Floating Coupon Bond evaluation
-ConvertibleZeroCouponBond
-                        Convertible Zero Coupon Bond evaluation
-dayCount                DayCounter functions from QuantLib
-DiscountCurve           Returns the discount curve (with zero rates and
-                        forwards) given times
-Enum                    Documentation for parameters
-EuropeanOption          European Option evaluation using Closed-Form
-                        solution
-EuropeanOptionArrays    European Option evaluation using Closed-Form
-                        solution
-EuropeanOptionImpliedVolatility
-                        Implied Volatility calculation for European
-                        Option
-FittedBondCurve         Returns the discount curve (with zero rates and
-                        forwards) given set of bonds
-FixedRateBond           Fixed-Rate bond pricing
-FixedRateBondPriceByYield
-                        Zero Coupon Bond Yield evaluation
-FixedRateBondYield      Fixed Rate Bond Yield Yield evaluation
-FloatingRateBond        Floating rate bond pricing
-ImpliedVolatility       Base class for option-price implied volatility
-                        evalution
-isBusinessDay           Calendar functions from QuantLib
-matchBDC                Bond parameter conversion utilities
-Option                  Base class for option price evalution
-yearFraction            DayCounter functions from QuantLib
-ZeroCouponBond          Zerocoupon bond pricing
-ZeroPriceByYield        Zero Coupon Bond Theoretical Price evaluation
-ZeroYield               Zero Coupon Bond Yield evaluation

Modified: pkg/RQuantLib/src/bonds.cpp
===================================================================
--- pkg/RQuantLib/src/bonds.cpp	2010-11-13 04:05:41 UTC (rev 301)
+++ pkg/RQuantLib/src/bonds.cpp	2010-11-13 15:49:32 UTC (rev 302)
@@ -1192,7 +1192,7 @@
             quote.push_back(cp);
         }
 
-        QuantLib::RelinkableHandle<QuantLib::Quote> quoteHandle[numberOfBonds];
+        std::vector< QuantLib::RelinkableHandle<QuantLib::Quote> > quoteHandle(numberOfBonds);
         for (QuantLib::Size i=0; i<numberOfBonds; i++) {
             quoteHandle[i].linkTo(quote[i]);
         }

Modified: pkg/RQuantLib/src/zero.cpp
===================================================================
--- pkg/RQuantLib/src/zero.cpp	2010-11-13 04:05:41 UTC (rev 301)
+++ pkg/RQuantLib/src/zero.cpp	2010-11-13 15:49:32 UTC (rev 302)
@@ -141,7 +141,7 @@
             quote.push_back(cp);
         }
 
-        QuantLib::RelinkableHandle<QuantLib::Quote> quoteHandle[numberOfBonds];
+        std::vector< QuantLib::RelinkableHandle<QuantLib::Quote> > quoteHandle(numberOfBonds);
         for (QuantLib::Size i=0; i<numberOfBonds; i++) {
             quoteHandle[i].linkTo(quote[i]);
         }