Merged 0.3.11 branch

CSharp/.cvsignore

@@ -3,4 +3,5 @@ quantlib_wrap.*
 *.dll
 Makefile
 Makefile.in
-csharp
+QuantLib.ncb
+QuantLib.suo

CSharp/Makefile.am

@@ -1,38 +1,39 @@
 
-CLEANFILES = quantlib_wrap.* libNQuantLibc.so QuantLib.dll
+CLEANFILES = cpp/quantlib_wrap.* csharp/*.cs libNQuantLibc.so NQuantLib.dll
 
-BUILT_SOURCES = quantlib_wrap.cpp
+BUILT_SOURCES = cpp/quantlib_wrap.cpp
 
 if HAVE_MCS
 
-all-local: libNQuantLibc.so QuantLib.dll
+all-local: libNQuantLibc.so NQuantLib.dll
 
-libNQuantLibc.so: quantlib_wrap.o
-	g++ -shared quantlib_wrap.o -o libNQuantLibc.so -lQuantLib
+libNQuantLibc.so: cpp/quantlib_wrap.o
+	g++ -shared cpp/quantlib_wrap.o -o libNQuantLibc.so -lQuantLib
 
-quantlib_wrap.o: quantlib_wrap.cpp
-	g++ -c -fpic quantlib_wrap.cpp
+cpp/quantlib_wrap.o: $(BUILT_SOURCES)
+	g++ -c -fpic cpp/quantlib_wrap.cpp -o cpp/quantlib_wrap.o
 
-QuantLib.dll: quantlib_wrap.cpp
-	$(MCS) -nologo -target:library -out:QuantLib.dll csharp/*.cs
+NQuantLib.dll: $(BUILT_SOURCES)
+	$(MCS) -nologo -target:library -out:NQuantLib.dll csharp/*.cs
 
 endif
 
-clean-local:
-	rm -rf csharp
-
-quantlib_wrap.cpp: csharp ../SWIG/*.i
+cpp/quantlib_wrap.cpp: ../SWIG/*.i
 	$(SWIG) -csharp -c++ -I../SWIG -outdir csharp \
-            -namespace QuantLib -o quantlib_wrap.cpp quantlib.i
-
-csharp:
-	mkdir -p csharp
-
-dist-hook:
+            -namespace QuantLib -o cpp/quantlib_wrap.cpp quantlib.i
+
+dist-hook: cpp/quantlib_wrap.cpp
+	mkdir -p $(distdir)/cpp
+	cp ./cpp/QuantlibWrapper.vcproj $(distdir)/cpp
+	cp ./cpp/quantlib_wrap.cpp $(distdir)/cpp
+	cp ./cpp/QuantlibWrapper.h ./cpp/QuantlibWrapper.cpp $(distdir)/cpp
+	cp ./cpp/stdafx.h $(distdir)/cpp
 	mkdir -p $(distdir)/csharp
+	cp ./csharp/NQuantLib.csproj $(distdir)/csharp
 	cp ./csharp/*.cs $(distdir)/csharp
 	mkdir -p $(distdir)/examples
+	cp ./examples/*.csproj $(distdir)/examples
 	cp ./examples/*.cs $(distdir)/examples
 
-EXTRA_DIST = README.txt $(BUILT_SOURCES)
+EXTRA_DIST = QuantLib.sln swig.cmd README.txt
 

CSharp/QuantLib.sln

@@ -0,0 +1,38 @@
+Microsoft Visual Studio Solution File, Format Version 8.00
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "NQuantLib", "csharp\NQuantLib.csproj", "{928F98EE-7D50-457F-9304-A6818DCF1079}"
+	ProjectSection(ProjectDependencies) = postProject
+	EndProjectSection
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BermudanSwaption", "examples\BermudanSwaption.csproj", "{1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}"
+	ProjectSection(ProjectDependencies) = postProject
+		{21183104-9963-4D4F-B7E8-C8A6169FD053} = {21183104-9963-4D4F-B7E8-C8A6169FD053}
+	EndProjectSection
+EndProject
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "NQuantLibc", "cpp\QuantlibWrapper.vcproj", "{21183104-9963-4D4F-B7E8-C8A6169FD053}"
+	ProjectSection(ProjectDependencies) = postProject
+	EndProjectSection
+EndProject
+Global
+	GlobalSection(SolutionConfiguration) = preSolution
+		Debug = Debug
+		Release = Release
+	EndGlobalSection
+	GlobalSection(ProjectConfiguration) = postSolution
+		{928F98EE-7D50-457F-9304-A6818DCF1079}.Debug.ActiveCfg = Debug|.NET
+		{928F98EE-7D50-457F-9304-A6818DCF1079}.Debug.Build.0 = Debug|.NET
+		{928F98EE-7D50-457F-9304-A6818DCF1079}.Release.ActiveCfg = Release|.NET
+		{928F98EE-7D50-457F-9304-A6818DCF1079}.Release.Build.0 = Release|.NET
+		{1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug.ActiveCfg = Debug|.NET
+		{1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug.Build.0 = Debug|.NET
+		{1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release.ActiveCfg = Release|.NET
+		{1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release.Build.0 = Release|.NET
+		{21183104-9963-4D4F-B7E8-C8A6169FD053}.Debug.ActiveCfg = Debug|Win32
+		{21183104-9963-4D4F-B7E8-C8A6169FD053}.Debug.Build.0 = Debug|Win32
+		{21183104-9963-4D4F-B7E8-C8A6169FD053}.Release.ActiveCfg = Release|Win32
+		{21183104-9963-4D4F-B7E8-C8A6169FD053}.Release.Build.0 = Release|Win32
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+	EndGlobalSection
+	GlobalSection(ExtensibilityAddIns) = postSolution
+	EndGlobalSection
+EndGlobal

CSharp/README.txt

@@ -0,0 +1,8 @@
+
+Visual Studio .NET projects are provided; note that before launching
+the IDE, you'll have to define an environment variable QL_DIR whose
+value must equal the path to your QuantLib installation.
+
+The interfaces should also work with Mono on Linux; run 'make' in this
+directory.
+

CSharp/cpp/.cvsignore

@@ -0,0 +1,2 @@
+quantlib_wrap.*
+bin

CSharp/cpp/QuantlibWrapper.cpp

@@ -0,0 +1,36 @@
+// QuantlibWrapper.cpp : Defines the entry point for the DLL application.
+//
+
+#include "stdafx.h"
+#include "QuantlibWrapper.h"
+BOOL APIENTRY DllMain( HANDLE hModule, 
+                       DWORD  ul_reason_for_call, 
+                       LPVOID lpReserved
+					 )
+{
+	switch (ul_reason_for_call)
+	{
+	case DLL_PROCESS_ATTACH:
+	case DLL_THREAD_ATTACH:
+	case DLL_THREAD_DETACH:
+	case DLL_PROCESS_DETACH:
+		break;
+	}
+    return TRUE;
+}
+
+// This is an example of an exported variable
+QUANTLIBWRAPPER_API int nQuantlibWrapper=0;
+
+// This is an example of an exported function.
+QUANTLIBWRAPPER_API int fnQuantlibWrapper(void)
+{
+	return 42;
+}
+
+// This is the constructor of a class that has been exported.
+// see QuantlibWrapper.h for the class definition
+CQuantlibWrapper::CQuantlibWrapper()
+{ 
+	return; 
+}

CSharp/cpp/QuantlibWrapper.h

@@ -0,0 +1,22 @@
+// The following ifdef block is the standard way of creating macros which make exporting 
+// from a DLL simpler. All files within this DLL are compiled with the QUANTLIBWRAPPER_EXPORTS
+// symbol defined on the command line. this symbol should not be defined on any project
+// that uses this DLL. This way any other project whose source files include this file see 
+// QUANTLIBWRAPPER_API functions as being imported from a DLL, whereas this DLL sees symbols
+// defined with this macro as being exported.
+#ifdef QUANTLIBWRAPPER_EXPORTS
+#define QUANTLIBWRAPPER_API __declspec(dllexport)
+#else
+#define QUANTLIBWRAPPER_API __declspec(dllimport)
+#endif
+
+// This class is exported from the QuantlibWrapper.dll
+class QUANTLIBWRAPPER_API CQuantlibWrapper {
+public:
+	CQuantlibWrapper(void);
+	// TODO: add your methods here.
+};
+
+extern QUANTLIBWRAPPER_API int nQuantlibWrapper;
+
+QUANTLIBWRAPPER_API int fnQuantlibWrapper(void);

CSharp/cpp/QuantlibWrapper.vcproj

@@ -0,0 +1,149 @@
+<?xml version="1.0" encoding="Windows-1252"?>
+<VisualStudioProject
+	ProjectType="Visual C++"
+	Version="7.10"
+	Name="NQuantLibc"
+	ProjectGUID="{21183104-9963-4D4F-B7E8-C8A6169FD053}"
+	Keyword="Win32Proj">
+	<Platforms>
+		<Platform
+			Name="Win32"/>
+	</Platforms>
+	<Configurations>
+		<Configuration
+			Name="Debug|Win32"
+			OutputDirectory="bin\Debug"
+			IntermediateDirectory="bin\Debug"
+			ConfigurationType="2"
+			CharacterSet="2">
+			<Tool
+				Name="VCCLCompilerTool"
+				Optimization="0"
+				AdditionalIncludeDirectories="$(QL_DIR)"
+				PreprocessorDefinitions="WIN32;_DEBUG;_WINDOWS;_USRDLL;QUANTLIBWRAPPER_EXPORTS;_cplusplus;NOMINMAX"
+				MinimalRebuild="TRUE"
+				BasicRuntimeChecks="3"
+				RuntimeLibrary="1"
+				RuntimeTypeInfo="TRUE"
+				UsePrecompiledHeader="0"
+				WarningLevel="3"
+				Detect64BitPortabilityProblems="TRUE"
+				DebugInformationFormat="4"/>
+			<Tool
+				Name="VCCustomBuildTool"/>
+			<Tool
+				Name="VCLinkerTool"
+				OutputFile="$(OutDir)/NQuantLibc.dll"
+				LinkIncremental="2"
+				AdditionalLibraryDirectories="$(QL_DIR)\lib"
+				GenerateDebugInformation="TRUE"
+				ProgramDatabaseFile="$(OutDir)/QuantlibWrapper.pdb"
+				SubSystem="2"
+				ImportLibrary="$(OutDir)/NQuantlibc.lib"
+				TargetMachine="1"/>
+			<Tool
+				Name="VCMIDLTool"/>
+			<Tool
+				Name="VCPostBuildEventTool"/>
+			<Tool
+				Name="VCPreBuildEventTool"/>
+			<Tool
+				Name="VCPreLinkEventTool"/>
+			<Tool
+				Name="VCResourceCompilerTool"/>
+			<Tool
+				Name="VCWebServiceProxyGeneratorTool"/>
+			<Tool
+				Name="VCXMLDataGeneratorTool"/>
+			<Tool
+				Name="VCWebDeploymentTool"/>
+			<Tool
+				Name="VCManagedWrapperGeneratorTool"/>
+			<Tool
+				Name="VCAuxiliaryManagedWrapperGeneratorTool"/>
+		</Configuration>
+		<Configuration
+			Name="Release|Win32"
+			OutputDirectory="bin\Release"
+			IntermediateDirectory="bin\Release"
+			ConfigurationType="2"
+			CharacterSet="2">
+			<Tool
+				Name="VCCLCompilerTool"
+				AdditionalIncludeDirectories="$(QL_DIR)"
+				PreprocessorDefinitions="WIN32;NDEBUG;_WINDOWS;_USRDLL;QUANTLIBWRAPPER_EXPORTS"
+				RuntimeLibrary="0"
+				RuntimeTypeInfo="TRUE"
+				UsePrecompiledHeader="2"
+				WarningLevel="3"
+				Detect64BitPortabilityProblems="TRUE"
+				DebugInformationFormat="3"/>
+			<Tool
+				Name="VCCustomBuildTool"/>
+			<Tool
+				Name="VCLinkerTool"
+				OutputFile="$(OutDir)/NQuantlibc.dll"
+				LinkIncremental="1"
+				AdditionalLibraryDirectories="$(QL_DIR)\lib"
+				GenerateDebugInformation="TRUE"
+				SubSystem="2"
+				OptimizeReferences="2"
+				EnableCOMDATFolding="2"
+				ImportLibrary="$(OutDir)/NQuantlibc.lib"
+				TargetMachine="1"/>
+			<Tool
+				Name="VCMIDLTool"/>
+			<Tool
+				Name="VCPostBuildEventTool"/>
+			<Tool
+				Name="VCPreBuildEventTool"/>
+			<Tool
+				Name="VCPreLinkEventTool"/>
+			<Tool
+				Name="VCResourceCompilerTool"/>
+			<Tool
+				Name="VCWebServiceProxyGeneratorTool"/>
+			<Tool
+				Name="VCXMLDataGeneratorTool"/>
+			<Tool
+				Name="VCWebDeploymentTool"/>
+			<Tool
+				Name="VCManagedWrapperGeneratorTool"/>
+			<Tool
+				Name="VCAuxiliaryManagedWrapperGeneratorTool"/>
+		</Configuration>
+	</Configurations>
+	<References>
+	</References>
+	<Files>
+		<Filter
+			Name="Source Files"
+			Filter="cpp;c;cxx;def;odl;idl;hpj;bat;asm;asmx"
+			UniqueIdentifier="{4FC737F1-C7A5-4376-A066-2A32D752A2FF}">
+			<File
+				RelativePath=".\quantlib_wrap.cpp">
+			</File>
+			<File
+				RelativePath=".\QuantlibWrapper.cpp">
+			</File>
+		</Filter>
+		<Filter
+			Name="Header Files"
+			Filter="h;hpp;hxx;hm;inl;inc;xsd"
+			UniqueIdentifier="{93995380-89BD-4b04-88EB-625FBE52EBFB}">
+			<File
+				RelativePath=".\QuantlibWrapper.h">
+			</File>
+			<File
+				RelativePath=".\stdafx.h">
+			</File>
+		</Filter>
+		<Filter
+			Name="Resource Files"
+			Filter="rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx"
+			UniqueIdentifier="{67DA6AB6-F800-4c08-8B7A-83BB121AAD01}">
+		</Filter>
+	</Files>
+	<Globals>
+	</Globals>
+</VisualStudioProject>

CSharp/cpp/stdafx.h

@@ -0,0 +1,13 @@
+// stdafx.h : include file for standard system include files,
+// or project specific include files that are used frequently, but
+// are changed infrequently
+//
+
+#pragma once
+
+
+#define WIN32_LEAN_AND_MEAN		// Exclude rarely-used stuff from Windows headers
+// Windows Header Files:
+#include <windows.h>
+
+// TODO: reference additional headers your program requires here

CSharp/csharp/.cvsignore

@@ -0,0 +1,4 @@
+*.cs
+bin
+obj
+NQuantLib.csproj.user