[Rquantlib-commits] r329 - in pkg: . QuantLib QuantLib/R QuantLib/demo QuantLib/src
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri May 31 03:32:18 CEST 2013
Author: edd
Date: 2013-05-31 03:32:17 +0200 (Fri, 31 May 2013)
New Revision: 329
Added:
pkg/QuantLib/
pkg/QuantLib/DESCRIPTION
pkg/QuantLib/NAMESPACE
pkg/QuantLib/R/
pkg/QuantLib/R/QuantLib.R
pkg/QuantLib/R/makeRData.R
pkg/QuantLib/cleanup
pkg/QuantLib/demo/
pkg/QuantLib/demo/00Index
pkg/QuantLib/demo/europeanOption.R
pkg/QuantLib/demo/fdOption.R
pkg/QuantLib/demo/graph.R
pkg/QuantLib/demo/scatter.R
pkg/QuantLib/demo/wireframe.R
pkg/QuantLib/src/
pkg/QuantLib/src/Makevars
pkg/QuantLib/src/QuantLib.cpp
Log:
very initial package based on QuantLib-SWIG bindings for R
Added: pkg/QuantLib/DESCRIPTION
===================================================================
--- pkg/QuantLib/DESCRIPTION (rev 0)
+++ pkg/QuantLib/DESCRIPTION 2013-05-31 01:32:17 UTC (rev 329)
@@ -0,0 +1,12 @@
+Package: QuantLib
+Title: QuantLib bindings for R
+Version: 1.2-1
+Date: $Date$
+Maintainer: Dirk Eddelbuettel <edd at debian.org>
+Author: Dirk Eddelbuettel <edd at debian.org>, QuantLib Group
+Description: This package provides the SWIG-generated binding from QuantLib to R
+Depends: R (>= 2.10.0)
+SystemRequirements: QuantLib library (>= 0.9.9) from http://quantlib.org,
+ Boost library from http://www.boost.org
+License: QuantLib License
+URL: http://quantlib.org
Added: pkg/QuantLib/NAMESPACE
===================================================================
--- pkg/QuantLib/NAMESPACE (rev 0)
+++ pkg/QuantLib/NAMESPACE 2013-05-31 01:32:17 UTC (rev 329)
@@ -0,0 +1,3 @@
+
+useDynLib(QuantLib)
+exportPattern("^[[:alpha:]]+")
Added: pkg/QuantLib/R/QuantLib.R
===================================================================
--- pkg/QuantLib/R/QuantLib.R (rev 0)
+++ pkg/QuantLib/R/QuantLib.R 2013-05-31 01:32:17 UTC (rev 329)
@@ -0,0 +1,70849 @@
+# This file was automatically generated by SWIG (http://www.swig.org).
+# Version 2.0.4
+#
+# Do not make changes to this file unless you know what you are doing--modify
+# the SWIG interface file instead.
+
+## Generated via the command line invocation:
+## /usr/local/bin/swig -r -c++ -o QuantLib.cpp ../SWIG/quantlib.i
+
+
+# srun.swg #
+#
+# This is the basic code that is needed at run time within R to
+# provide and define the relevant classes. It is included
+# automatically in the generated code by copying the contents of
+# srun.swg into the newly created binding code.
+
+
+# This could be provided as a separate run-time library but this
+# approach allows the code to to be included directly into the
+# generated bindings and so removes the need to have and install an
+# additional library. We may however end up with multiple copies of
+# this and some confusion at run-time as to which class to use. This
+# is an issue when we use NAMESPACES as we may need to export certain
+# classes.
+
+######################################################################
+
+if(length(getClassDef("RSWIGStruct")) == 0)
+ setClass("RSWIGStruct", representation("VIRTUAL"))
+
+
+
+if(length(getClassDef("ExternalReference")) == 0)
+# Should be virtual but this means it loses its slots currently
+#representation("VIRTUAL")
+ setClass("ExternalReference", representation( ref = "externalptr"))
+
+
+
+if(length(getClassDef("NativeRoutinePointer")) == 0)
+ setClass("NativeRoutinePointer",
+ representation(parameterTypes = "character",
+ returnType = "character",
+ "VIRTUAL"),
+ contains = "ExternalReference")
+
+if(length(getClassDef("CRoutinePointer")) == 0)
+ setClass("CRoutinePointer", contains = "NativeRoutinePointer")
+
+
+if(length(getClassDef("EnumerationValue")) == 0)
+ setClass("EnumerationValue", contains = "integer")
+
+
+if(!isGeneric("copyToR"))
+ setGeneric("copyToR",
+ function(value, obj = new(gsub("Ref$", "", class(value))))
+ standardGeneric("copyToR"
+ ))
+
+setGeneric("delete", function(obj) standardGeneric("delete"))
+
+
+SWIG_createNewRef =
+function(className, ..., append = TRUE)
+{
+ f = get(paste("new", className, sep = "_"), mode = "function")
+
+ f(...)
+}
+
+if(!isGeneric("copyToC"))
+ setGeneric("copyToC",
+ function(value, obj = RSWIG_createNewRef(class(value)))
+ standardGeneric("copyToC"
+ ))
+
+
+#
+defineEnumeration =
+function(name, .values, where = topenv(parent.frame()), suffix = "Value")
+{
+ # Mirror the class definitions via the E analogous to .__C__
+ defName = paste(".__E__", name, sep = "")
+ assign(defName, .values, envir = where)
+
+ if(nchar(suffix))
+ name = paste(name, suffix, sep = "")
+
+ setClass(name, contains = "EnumerationValue", where = where)
+}
+
+enumToInteger <- function(name,type)
+{
+ if (is.character(name)) {
+ ans <- as.integer(get(paste(".__E__", type, sep = ""))[name])
+ if (is.na(ans)) {warning("enum not found ", name, " ", type)}
+ ans
+ }
+}
+
+enumFromInteger =
+function(i,type)
+{
+ itemlist <- get(paste(".__E__", type, sep=""))
+ names(itemlist)[match(i, itemlist)]
+}
+
+coerceIfNotSubclass =
+function(obj, type)
+{
+ if(!is(obj, type)) {as(obj, type)} else obj
+}
+
+
+setClass("SWIGArray", representation(dims = "integer"), contains = "ExternalReference")
+
+setMethod("length", "SWIGArray", function(x) x at dims[1])
+
+
+defineEnumeration("SCopyReferences",
+ .values = c( "FALSE" = 0, "TRUE" = 1, "DEEP" = 2))
+
+assert =
+function(condition, message = "")
+{
+ if(!condition)
+ stop(message)
+
+ TRUE
+}
+
+
+if(FALSE) {
+print.SWIGFunction =
+function(x, ...)
+ {
+ }
+}
+
+
+#######################################################################
+
+R_SWIG_getCallbackFunctionStack =
+function()
+{
+ # No PACKAGE argument as we don't know what the DLL is.
+ .Call("R_SWIG_debug_getCallbackFunctionData")
+}
+
+R_SWIG_addCallbackFunctionStack =
+function(fun, userData = NULL)
+{
+ # No PACKAGE argument as we don't know what the DLL is.
+ .Call("R_SWIG_R_pushCallbackFunctionData", fun, userData)
+}
+
+
+#######################################################################
+
+
+setClass('C++Reference', contains = 'ExternalReference')
+setClass('_p_Period', contains = 'C++Reference')
+setClass('_p_std__vectorT_Period_std__allocatorT_Period_t_t', contains = 'C++Reference')
+setClass('_p_Date', contains = 'C++Reference')
+setClass('_p_DateParser', contains = 'C++Reference')
+setClass('_p_PeriodParser', contains = 'C++Reference')
+setClass('_p_std__vectorT_Date_std__allocatorT_Date_t_t', contains = 'C++Reference')
+setClass('_p_IMM', contains = 'ExternalReference')
+setClass("IMM",
+ representation(
+),
+ contains = "RSWIGStruct")
+
+
+# End class IMM
+
+setClass('_p_std__vectorT_int_std__allocatorT_int_t_t', contains = 'C++Reference')
+setClass('_p_std__vectorT_unsigned_int_std__allocatorT_unsigned_int_t_t', contains = 'C++Reference')
+setClass('_p_std__vectorT_double_std__allocatorT_double_t_t', contains = 'C++Reference')
+setClass('_p_std__vectorT_std__string_std__allocatorT_std__string_t_t', contains = 'C++Reference')
+setClass('_p_std__vectorT_bool_std__allocatorT_bool_t_t', contains = 'C++Reference')
+setClass('_p_boost__shared_ptrT_Exercise_t', contains = 'C++Reference')
+setClass('_p_EuropeanExercisePtr', contains = c('_p_boost__shared_ptrT_Exercise_t'))
+setClass('_p_AmericanExercisePtr', contains = c('_p_boost__shared_ptrT_Exercise_t'))
+setClass('_p_BermudanExercisePtr', contains = c('_p_boost__shared_ptrT_Exercise_t'))
+setClass('_p_boost__shared_ptrT_Observable_t', contains = 'C++Reference')
+setClass('_p_Array', contains = 'C++Reference')
+setClass('_p_DefaultLexicographicalViewColumn', contains = 'C++Reference')
+setClass('_p_DefaultLexicographicalView', contains = 'C++Reference')
+setClass('_p_Matrix', contains = 'C++Reference')
+setClass('_p_SalvagingAlgorithm', contains = 'ExternalReference')
+setClass("SalvagingAlgorithm",
+ representation(
+),
+ contains = "RSWIGStruct")
+
+
+# End class SalvagingAlgorithm
+
+setClass('_p_SVD', contains = 'C++Reference')
+setClass('_p_boost__shared_ptrT_Quote_t', contains = 'C++Reference')
+setClass('_p_HandleT_Quote_t', contains = 'C++Reference')
+setClass('_p_RelinkableHandleT_Quote_t', contains = c('_p_HandleT_Quote_t'))
+setClass('_p_SimpleQuotePtr', contains = c('_p_boost__shared_ptrT_Quote_t'))
+setClass('_p_std__vectorT_boost__shared_ptrT_Quote_t_std__allocatorT_boost__shared_ptrT_Quote_t_t_t', contains = 'C++Reference')
+setClass('_p_std__vectorT_std__vectorT_boost__shared_ptrT_Quote_t_std__allocatorT_boost__shared_ptrT_Quote_t_t_t_std__allocatorT_std__vectorT_boost__shared_ptrT_Quote_t_std__allocatorT_boost__shared_ptrT_Quote_t_t_t_t_t', contains = 'C++Reference')
+setClass('_p_std__vectorT_HandleT_Quote_t_std__allocatorT_HandleT_Quote_t_t_t', contains = 'C++Reference')
+setClass('_p_std__vectorT_std__vectorT_HandleT_Quote_t_std__allocatorT_HandleT_Quote_t_t_t_std__allocatorT_std__vectorT_HandleT_Quote_t_std__allocatorT_HandleT_Quote_t_t_t_t_t', contains = 'C++Reference')
+setClass('_p_std__vectorT_RelinkableHandleT_Quote_t_std__allocatorT_RelinkableHandleT_Quote_t_t_t', contains = 'C++Reference')
+setClass('_p_std__vectorT_std__vectorT_RelinkableHandleT_Quote_t_std__allocatorT_RelinkableHandleT_Quote_t_t_t_std__allocatorT_std__vectorT_RelinkableHandleT_Quote_t_std__allocatorT_RelinkableHandleT_Quote_t_t_t_t_t', contains = 'C++Reference')
+setClass('_p_DayCounter', contains = 'C++Reference')
+setClass('_p_QuantLib__Actual360', contains = c('_p_DayCounter'))
+setClass('_p_QuantLib__Actual365Fixed', contains = c('_p_DayCounter'))
+setClass('_p_QuantLib__Thirty360', contains = c('_p_DayCounter'))
+setClass('_p_QuantLib__ActualActual', contains = c('_p_DayCounter'))
+setClass('_p_QuantLib__OneDayCounter', contains = c('_p_DayCounter'))
+setClass('_p_QuantLib__SimpleDayCounter', contains = c('_p_DayCounter'))
+setClass('_p_QuantLib__Business252', contains = c('_p_DayCounter'))
+setClass('_p_InterestRate', contains = 'C++Reference')
+setClass('_p_Calendar', contains = 'C++Reference')
+setClass('_p_QuantLib__Argentina', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Australia', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Brazil', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Canada', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__China', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__CzechRepublic', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Denmark', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Finland', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Germany', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__HongKong', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Hungary', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Iceland', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__India', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Indonesia', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Italy', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Japan', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Mexico', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__NewZealand', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Norway', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Poland', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Russia', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__SaudiArabia', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Singapore', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Slovakia', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__SouthAfrica', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__SouthKorea', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Sweden', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Switzerland', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Taiwan', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__TARGET', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Turkey', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__Ukraine', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__UnitedKingdom', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__UnitedStates', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__NullCalendar', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__WeekendsOnly', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__JointCalendar', contains = c('_p_Calendar'))
+setClass('_p_QuantLib__BespokeCalendar', contains = c('_p_Calendar'))
+setClass('_p_Rounding', contains = 'C++Reference')
+setClass('_p_UpRounding', contains = c('_p_Rounding'))
+setClass('_p_DownRounding', contains = c('_p_Rounding'))
+setClass('_p_ClosestRounding', contains = c('_p_Rounding'))
+setClass('_p_CeilingTruncation', contains = c('_p_Rounding'))
+setClass('_p_FloorTruncation', contains = c('_p_Rounding'))
+setClass('_p_Currency', contains = 'C++Reference')
+setClass('_p_QuantLib__ARSCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__ATSCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__AUDCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__BDTCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__BEFCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__BGLCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__BRLCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__BYRCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__CADCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__CHFCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__CLPCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__CNYCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__COPCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__CYPCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__CZKCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__DEMCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__DKKCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__EEKCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__ESPCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__EURCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__FIMCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__FRFCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__GBPCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__GRDCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__HKDCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__HUFCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__IEPCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__ILSCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__INRCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__IQDCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__IRRCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__ISKCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__ITLCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__JPYCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__KRWCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__KWDCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__LTLCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__LUFCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__LVLCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__MTLCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__MXNCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__NLGCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__NOKCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__NPRCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__NZDCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__PEHCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__PEICurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__PENCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__PKRCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__PLNCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__PTECurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__ROLCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__RONCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__SARCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__SEKCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__SGDCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__SITCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__SKKCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__THBCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__TRLCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__TRYCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__TTDCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__TWDCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__USDCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__VEBCurrency', contains = c('_p_Currency'))
+setClass('_p_QuantLib__ZARCurrency', contains = c('_p_Currency'))
+setClass('_p_SafeLinearInterpolation', contains = 'C++Reference')
+setClass('_p_SafeLogLinearInterpolation', contains = 'C++Reference')
+setClass('_p_SafeBackwardFlatInterpolation', contains = 'C++Reference')
+setClass('_p_SafeForwardFlatInterpolation', contains = 'C++Reference')
+setClass('_p_SafeCubicNaturalSpline', contains = 'C++Reference')
+setClass('_p_SafeLogCubicNaturalSpline', contains = 'C++Reference')
+setClass('_p_SafeMonotonicCubicNaturalSpline', contains = 'C++Reference')
+setClass('_p_SafeMonotonicLogCubicNaturalSpline', contains = 'C++Reference')
+setClass('_p_SafeKrugerCubic', contains = 'C++Reference')
+setClass('_p_SafeKrugerLogCubic', contains = 'C++Reference')
+setClass('_p_SafeFritschButlandCubic', contains = 'C++Reference')
+setClass('_p_SafeFritschButlandLogCubic', contains = 'C++Reference')
+setClass('_p_SafeParabolic', contains = 'C++Reference')
+setClass('_p_SafeLogParabolic', contains = 'C++Reference')
+setClass('_p_SafeMonotonicParabolic', contains = 'C++Reference')
+setClass('_p_SafeMonotonicLogParabolic', contains = 'C++Reference')
+setClass('_p_SafeBilinearInterpolation', contains = 'C++Reference')
+setClass('_p_SafeBicubicSpline', contains = 'C++Reference')
+setClass('_p_BackwardFlat', contains = 'ExternalReference')
+setClass("BackwardFlat",
+ representation(
+),
+ contains = "RSWIGStruct")
+
+
+# End class BackwardFlat
+
+setClass('_p_ForwardFlat', contains = 'ExternalReference')
+setClass("ForwardFlat",
+ representation(
+),
+ contains = "RSWIGStruct")
+
+
+# End class ForwardFlat
+
+setClass('_p_Linear', contains = 'ExternalReference')
+setClass("Linear",
+ representation(
+),
+ contains = "RSWIGStruct")
+
+
+# End class Linear
+
+setClass('_p_LogLinear', contains = 'ExternalReference')
+setClass("LogLinear",
+ representation(
+),
+ contains = "RSWIGStruct")
+
+
+# End class LogLinear
+
+setClass('_p_Cubic', contains = 'ExternalReference')
+setClass("Cubic",
+ representation(
+),
+ contains = "RSWIGStruct")
+
+
+# End class Cubic
+
+setClass('_p_boost__shared_ptrT_YieldTermStructure_t', contains = 'C++Reference')
+setClass('_p_HandleT_YieldTermStructure_t', contains = 'C++Reference')
+setClass('_p_RelinkableHandleT_YieldTermStructure_t', contains = c('_p_HandleT_YieldTermStructure_t'))
+setClass('_p_ImpliedTermStructurePtr', contains = c('_p_boost__shared_ptrT_YieldTermStructure_t'))
+setClass('_p_ZeroSpreadedTermStructurePtr', contains = c('_p_boost__shared_ptrT_YieldTermStructure_t'))
+setClass('_p_ForwardSpreadedTermStructurePtr', contains = c('_p_boost__shared_ptrT_YieldTermStructure_t'))
+setClass('_p_FlatForwardPtr', contains = c('_p_boost__shared_ptrT_YieldTermStructure_t'))
+setClass('_p_TimeSeriesT_double_std__mapT_Date_double_t_t', contains = 'C++Reference')
+setClass('_p_TimeSeriesT_IntervalPrice_std__mapT_Date_IntervalPrice_t_t', contains = 'C++Reference')
+setClass('_p_std__vectorT_IntervalPrice_std__allocatorT_IntervalPrice_t_t', contains = 'C++Reference')
+setClass('_p_IntervalPrice', contains = 'C++Reference')
+setClass('_p_IndexManager', contains = 'C++Reference')
+setClass('_p_boost__shared_ptrT_Index_t', contains = 'C++Reference')
+setClass('_p_InterestRateIndexPtr', contains = c('_p_boost__shared_ptrT_Index_t'))
+setClass('_p_IborIndexPtr', contains = c('_p_InterestRateIndexPtr'))
+setClass('_p_SwapIndexPtr', contains = c('_p_InterestRateIndexPtr'))
+setClass('_p_AUDLiborPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_CADLiborPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_CdorPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_CHFLiborPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_DKKLiborPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_EuriborPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_EuriborSWPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor2WPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor3WPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor1MPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor2MPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor3MPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor4MPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor5MPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor6MPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor7MPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor8MPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor9MPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor10MPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor11MPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor1YPtr', contains = c('_p_EuriborPtr'))
+setClass('_p_Euribor365Ptr', contains = c('_p_IborIndexPtr'))
+setClass('_p_Euribor365_SWPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_Euribor365_2WPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_Euribor365_3WPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_Euribor365_1MPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_Euribor365_2MPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_Euribor365_3MPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_Euribor365_4MPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_Euribor365_5MPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_Euribor365_6MPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_Euribor365_7MPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_Euribor365_8MPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_Euribor365_9MPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_Euribor365_10MPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_Euribor365_11MPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_Euribor365_1YPtr', contains = c('_p_Euribor365Ptr'))
+setClass('_p_EURLiborPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_EURLiborSWPtr', contains = c('_p_EURLiborPtr'))
+setClass('_p_EURLibor2WPtr', contains = c('_p_EURLiborPtr'))
+setClass('_p_EURLibor1MPtr', contains = c('_p_EURLiborPtr'))
+setClass('_p_EURLibor2MPtr', contains = c('_p_EURLiborPtr'))
+setClass('_p_EURLibor3MPtr', contains = c('_p_EURLiborPtr'))
+setClass('_p_EURLibor4MPtr', contains = c('_p_EURLiborPtr'))
+setClass('_p_EURLibor5MPtr', contains = c('_p_EURLiborPtr'))
+setClass('_p_EURLibor6MPtr', contains = c('_p_EURLiborPtr'))
+setClass('_p_EURLibor7MPtr', contains = c('_p_EURLiborPtr'))
+setClass('_p_EURLibor8MPtr', contains = c('_p_EURLiborPtr'))
+setClass('_p_EURLibor9MPtr', contains = c('_p_EURLiborPtr'))
+setClass('_p_EURLibor10MPtr', contains = c('_p_EURLiborPtr'))
+setClass('_p_EURLibor11MPtr', contains = c('_p_EURLiborPtr'))
+setClass('_p_EURLibor1YPtr', contains = c('_p_EURLiborPtr'))
+setClass('_p_GBPLiborPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_JibarPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_JPYLiborPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_NZDLiborPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_SEKLiborPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_TiborPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_TRLiborPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_USDLiborPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_ZiborPtr', contains = c('_p_IborIndexPtr'))
+setClass('_p_EuriborSwapIsdaFixAPtr', contains = c('_p_SwapIndexPtr'))
+setClass('_p_EuriborSwapIsdaFixBPtr', contains = c('_p_SwapIndexPtr'))
+setClass('_p_EuriborSwapIfrFixPtr', contains = c('_p_SwapIndexPtr'))
+setClass('_p_EurLiborSwapIsdaFixAPtr', contains = c('_p_SwapIndexPtr'))
+setClass('_p_EurLiborSwapIsdaFixBPtr', contains = c('_p_SwapIndexPtr'))
+setClass('_p_EurLiborSwapIfrFixPtr', contains = c('_p_SwapIndexPtr'))
+setClass('_p_Brent', contains = 'C++Reference')
+setClass('_p_Bisection', contains = 'C++Reference')
+setClass('_p_FalsePosition', contains = 'C++Reference')
+setClass('_p_Ridder', contains = 'C++Reference')
+setClass('_p_Secant', contains = 'C++Reference')
+setClass('_p_Constraint', contains = 'C++Reference')
+setClass('_p_BoundaryConstraint', contains = c('_p_Constraint'))
+setClass('_p_NoConstraint', contains = c('_p_Constraint'))
+setClass('_p_PositiveConstraint', contains = c('_p_Constraint'))
+setClass('_p_EndCriteria', contains = 'C++Reference')
+setClass('_p_OptimizationMethod', contains = 'C++Reference')
+setClass('_p_ConjugateGradient', contains = c('_p_OptimizationMethod'))
+setClass('_p_Simplex', contains = c('_p_OptimizationMethod'))
+setClass('_p_SteepestDescent', contains = c('_p_OptimizationMethod'))
+setClass('_p_BFGS', contains = c('_p_OptimizationMethod'))
+setClass('_p_Optimizer', contains = 'C++Reference')
+setClass('_p_boost__shared_ptrT_BlackVolTermStructure_t', contains = 'C++Reference')
+setClass('_p_HandleT_BlackVolTermStructure_t', contains = 'C++Reference')
+setClass('_p_RelinkableHandleT_BlackVolTermStructure_t', contains = c('_p_HandleT_BlackVolTermStructure_t'))
+setClass('_p_boost__shared_ptrT_LocalVolTermStructure_t', contains = 'C++Reference')
+setClass('_p_HandleT_LocalVolTermStructure_t', contains = 'C++Reference')
+setClass('_p_RelinkableHandleT_LocalVolTermStructure_t', contains = c('_p_HandleT_LocalVolTermStructure_t'))
+setClass('_p_boost__shared_ptrT_OptionletVolatilityStructure_t', contains = 'C++Reference')
+setClass('_p_HandleT_OptionletVolatilityStructure_t', contains = 'C++Reference')
+setClass('_p_RelinkableHandleT_OptionletVolatilityStructure_t', contains = c('_p_HandleT_OptionletVolatilityStructure_t'))
+setClass('_p_boost__shared_ptrT_SwaptionVolatilityStructure_t', contains = 'C++Reference')
+setClass('_p_HandleT_SwaptionVolatilityStructure_t', contains = 'C++Reference')
+setClass('_p_RelinkableHandleT_SwaptionVolatilityStructure_t', contains = c('_p_HandleT_SwaptionVolatilityStructure_t'))
+setClass('_p_BlackConstantVolPtr', contains = c('_p_boost__shared_ptrT_BlackVolTermStructure_t'))
+setClass('_p_BlackVarianceCurvePtr', contains = c('_p_boost__shared_ptrT_BlackVolTermStructure_t'))
+setClass('_p_BlackVarianceSurfacePtr', contains = c('_p_boost__shared_ptrT_BlackVolTermStructure_t'))
+setClass('_p_LocalConstantVolPtr', contains = c('_p_boost__shared_ptrT_LocalVolTermStructure_t'))
+setClass('_p_ConstantOptionletVolatilityPtr', contains = c('_p_boost__shared_ptrT_OptionletVolatilityStructure_t'))
+setClass('_p_ConstantSwaptionVolatilityPtr', contains = c('_p_boost__shared_ptrT_SwaptionVolatilityStructure_t'))
+setClass('_p_SwaptionVolatilityMatrixPtr', contains = c('_p_boost__shared_ptrT_SwaptionVolatilityStructure_t'))
+setClass('_p_SwaptionVolCube1Ptr', contains = c('_p_boost__shared_ptrT_SwaptionVolatilityStructure_t'))
+setClass('_p_SwaptionVolCube2Ptr', contains = c('_p_boost__shared_ptrT_SwaptionVolatilityStructure_t'))
+setClass('_p_boost__shared_ptrT_StochasticProcess_t', contains = 'C++Reference')
+setClass('_p_StochasticProcess1DPtr', contains = c('_p_boost__shared_ptrT_StochasticProcess_t'))
+setClass('_p_GeneralizedBlackScholesProcessPtr', contains = c('_p_StochasticProcess1DPtr'))
+setClass('_p_BlackScholesProcessPtr', contains = c('_p_GeneralizedBlackScholesProcessPtr'))
+setClass('_p_BlackScholesMertonProcessPtr', contains = c('_p_GeneralizedBlackScholesProcessPtr'))
+setClass('_p_BlackProcessPtr', contains = c('_p_GeneralizedBlackScholesProcessPtr'))
+setClass('_p_GarmanKohlagenProcessPtr', contains = c('_p_GeneralizedBlackScholesProcessPtr'))
+setClass('_p_Merton76ProcessPtr', contains = c('_p_StochasticProcess1DPtr'))
+setClass('_p_StochasticProcessArrayPtr', contains = c('_p_boost__shared_ptrT_StochasticProcess_t'))
+setClass('_p_GeometricBrownianMotionProcessPtr', contains = c('_p_StochasticProcess1DPtr'))
+setClass('_p_VarianceGammaProcessPtr', contains = c('_p_StochasticProcess1DPtr'))
+setClass('_p_HestonProcessPtr', contains = c('_p_boost__shared_ptrT_StochasticProcess_t'))
+setClass('_p_BatesProcessPtr', contains = c('_p_HestonProcessPtr'))
+setClass('_p_std__vectorT_boost__shared_ptrT_StochasticProcess_t_std__allocatorT_boost__shared_ptrT_StochasticProcess_t_t_t', contains = 'C++Reference')
+setClass('_p_boost__shared_ptrT_PricingEngine_t', contains = 'C++Reference')
+setClass('_p_boost__shared_ptrT_Instrument_t', contains = 'C++Reference')
+setClass('_p_StockPtr', contains = c('_p_boost__shared_ptrT_Instrument_t'))
+setClass('_p_CompositeInstrumentPtr', contains = c('_p_boost__shared_ptrT_Instrument_t'))
+setClass('_p_Option', contains = 'C++Reference')
+setClass('_p_Barrier', contains = 'ExternalReference')
+setClass("Barrier",
+ representation(
+),
+ contains = "RSWIGStruct")
+
+
+# End class Barrier
+
+setClass('_p_boost__shared_ptrT_Payoff_t', contains = 'C++Reference')
+setClass('_p_VanillaOptionPtr', contains = c('_p_boost__shared_ptrT_Instrument_t'))
+setClass('_p_EuropeanOptionPtr', contains = c('_p_VanillaOptionPtr'))
+setClass('_p_ForwardVanillaOptionPtr', contains = c('_p_VanillaOptionPtr'))
+setClass('_p_QuantoVanillaOptionPtr', contains = c('_p_VanillaOptionPtr'))
+setClass('_p_QuantoForwardVanillaOptionPtr', contains = c('_p_QuantoVanillaOptionPtr'))
+setClass('_p_MultiAssetOptionPtr', contains = c('_p_boost__shared_ptrT_Instrument_t'))
+setClass('_p_AnalyticEuropeanEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_boost__shared_ptrT_CalibratedModel_t', contains = 'C++Reference')
+setClass('_p_HestonModelPtr', contains = c('_p_boost__shared_ptrT_CalibratedModel_t'))
+setClass('_p_AnalyticHestonEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_BatesModelPtr', contains = c('_p_boost__shared_ptrT_CalibratedModel_t'))
+setClass('_p_BatesEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_IntegralEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_FDBermudanEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_FDEuropeanEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_BinomialVanillaEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_MCEuropeanEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_FDAmericanEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_FDShoutEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_BaroneAdesiWhaleyApproximationEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_BjerksundStenslandApproximationEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_AnalyticDigitalAmericanEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_DividendVanillaOptionPtr', contains = c('_p_boost__shared_ptrT_Instrument_t'))
+setClass('_p_AnalyticDividendEuropeanEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_FDDividendEuropeanEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_FDDividendAmericanEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_BarrierOptionPtr', contains = c('_p_boost__shared_ptrT_Instrument_t'))
+setClass('_p_AnalyticBarrierEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_MCBarrierEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_ForwardEuropeanEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_QuantoEuropeanEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_QuantoForwardEuropeanEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_BlackCalculator', contains = 'C++Reference')
+setClass('_p_Average', contains = 'ExternalReference')
+setClass("Average",
+ representation(
+),
+ contains = "RSWIGStruct")
+
+
+# End class Average
+
+setClass('_p_ContinuousAveragingAsianOptionPtr', contains = c('_p_boost__shared_ptrT_Instrument_t'))
+setClass('_p_DiscreteAveragingAsianOptionPtr', contains = c('_p_boost__shared_ptrT_Instrument_t'))
+setClass('_p_AnalyticContinuousGeometricAveragePriceAsianEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_AnalyticDiscreteGeometricAveragePriceAsianEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_AnalyticDiscreteGeometricAverageStrikeAsianEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
+setClass('_p_MCDiscreteArithmeticAPEnginePtr', contains = c('_p_boost__shared_ptrT_PricingEngine_t'))
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/rquantlib -r 329
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