Renamed headers of renamed classes (and wished that Sourceforge provi…

…ded Subversion support)
yeatech · Feb 10, 2005 · b5adca5 · b5adca5
1 parent adce365
commit b5adca5
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Showing 83 changed files with 144 additions and 293 deletions.
diff --git a/ql/CashFlows/Makefile.am b/ql/CashFlows/Makefile.am
@@ -11,7 +11,7 @@ include_HEADERS = \
         fixedratecoupon.hpp \
         floatingratecoupon.hpp \
         inarrearindexedcoupon.hpp \
-        indexcashflowvectors.hpp \
+        indexedcashflowvectors.hpp \
         indexedcoupon.hpp \
         parcoupon.hpp \
         shortfloatingcoupon.hpp \

diff --git a/ql/CashFlows/all.hpp b/ql/CashFlows/all.hpp
@@ -26,7 +26,7 @@
 #include <ql/CashFlows/fixedratecoupon.hpp>
 #include <ql/CashFlows/floatingratecoupon.hpp>
 #include <ql/CashFlows/inarrearindexedcoupon.hpp>
-#include <ql/CashFlows/indexcashflowvectors.hpp>
+#include <ql/CashFlows/indexedcashflowvectors.hpp>
 #include <ql/CashFlows/indexedcoupon.hpp>
 #include <ql/CashFlows/parcoupon.hpp>
 #include <ql/CashFlows/shortfloatingcoupon.hpp>

diff --git a/ql/CashFlows/basispointsensitivity.hpp b/ql/CashFlows/basispointsensitivity.hpp
@@ -23,7 +23,7 @@
 #ifndef quantlib_bps_calculator_hpp
 #define quantlib_bps_calculator_hpp
 
-#include <ql/termstructure.hpp>
+#include <ql/yieldtermstructure.hpp>
 #include <ql/CashFlows/fixedratecoupon.hpp>
 #include <ql/CashFlows/timebasket.hpp>
 

diff --git a/ql/CashFlows/cashflowvectors.cpp b/ql/CashFlows/cashflowvectors.cpp
@@ -19,7 +19,7 @@
 #include <ql/CashFlows/fixedratecoupon.hpp>
 #include <ql/CashFlows/shortfloatingcoupon.hpp>
 #include <ql/CashFlows/upfrontindexedcoupon.hpp>
-#include <ql/CashFlows/indexcashflowvectors.hpp>
+#include <ql/CashFlows/indexedcashflowvectors.hpp>
 
 namespace QuantLib {
 

diff --git a/ql/CashFlows/floatingratecoupon.hpp b/ql/CashFlows/floatingratecoupon.hpp
@@ -23,7 +23,7 @@
 #define quantlib_floating_rate_coupon_hpp
 
 #include <ql/CashFlows/coupon.hpp>
-#include <ql/null.hpp>
+#include <ql/Utilities/null.hpp>
 
 namespace QuantLib {
 

diff --git a/ql/CashFlows/indexcashflowvectors.hpp → ql/CashFlows/indexedcashflowvectors.hpp b/ql/CashFlows/indexcashflowvectors.hpp → ql/CashFlows/indexedcashflowvectors.hpp
@@ -16,12 +16,12 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-/*! \file indexcashflowvectors.hpp
-    \brief Index Cash flow vector builders
+/*! \file indexedcashflowvectors.hpp
+    \brief Indexed cash-flow vector builders
 */
 
-#ifndef quantlib_index_cash_flow_vectors_hpp
-#define quantlib_index_cash_flow_vectors_hpp
+#ifndef quantlib_indexed_cash_flow_vectors_hpp
+#define quantlib_indexed_cash_flow_vectors_hpp
 
 #include <ql/CashFlows/shortindexedcoupon.hpp>
 #include <ql/schedule.hpp>

diff --git a/ql/CashFlows/timebasket.hpp b/ql/CashFlows/timebasket.hpp
@@ -24,7 +24,7 @@
 #define quantlib_time_basket_hpp
 
 #include <ql/date.hpp>
-#include <ql/null.hpp>
+#include <ql/Utilities/null.hpp>
 #include <vector>
 #include <map>
 

diff --git a/ql/FiniteDifferences/boundarycondition.hpp b/ql/FiniteDifferences/boundarycondition.hpp
@@ -19,10 +19,10 @@
     \brief boundary conditions for differential operators
 */
 
-#ifndef quantlib_boundary_condition_h
-#define quantlib_boundary_condition_h
+#ifndef quantlib_boundary_condition_hpp
+#define quantlib_boundary_condition_hpp
 
-#include <ql/null.hpp>
+#include <ql/Utilities/null.hpp>
 #include <ql/FiniteDifferences/tridiagonaloperator.hpp>
 
 namespace QuantLib {
@@ -40,31 +40,31 @@ namespace QuantLib {
         // destructor
         virtual ~BoundaryCondition() {}
         // interface
-        /*! This method modifies an operator \f$ L \f$ before it is 
-          applied to an array \f$ u \f$ so that \f$ v = Lu \f$ will 
+        /*! This method modifies an operator \f$ L \f$ before it is
+          applied to an array \f$ u \f$ so that \f$ v = Lu \f$ will
           satisfy the given condition. */
         virtual void applyBeforeApplying(operatorType&) const = 0;
         /*! This method modifies an array \f$ u \f$ so that it satisfies
           the given condition. */
         virtual void applyAfterApplying(arrayType&) const = 0;
-        /*! This method modifies an operator \f$ L \f$ before the linear 
-          system \f$ Lu' = u \f$ is solved so that \f$ u' \f$ will 
+        /*! This method modifies an operator \f$ L \f$ before the linear
+          system \f$ Lu' = u \f$ is solved so that \f$ u' \f$ will
           satisfy the given condition. */
-        virtual void applyBeforeSolving(operatorType&, 
+        virtual void applyBeforeSolving(operatorType&,
                                         arrayType& rhs) const = 0;
         /*! This method modifies an array \f$ u \f$ so that it satisfies
           the given condition. */
         virtual void applyAfterSolving(arrayType&) const = 0;
-        /*! This method sets the current time for time-dependent 
+        /*! This method sets the current time for time-dependent
           boundary conditions. */
         virtual void setTime(Time t) = 0;
     };
 
     // Time-independent boundary conditions for tridiagonal operators
 
     //! Neumann boundary condition (i.e., constant derivative)
-    /*! \warning The value passed must not be the value of the derivative. 
-                 Instead, it must be comprehensive of the grid step 
+    /*! \warning The value passed must not be the value of the derivative.
+                 Instead, it must be comprehensive of the grid step
                  between the first two points--i.e., it must be the
                  difference between f[0] and f[1].
         \todo generalize to time-dependent conditions.

diff --git a/ql/FiniteDifferences/tridiagonaloperator.cpp b/ql/FiniteDifferences/tridiagonaloperator.cpp
@@ -17,7 +17,6 @@
 */
 
 #include <ql/FiniteDifferences/tridiagonaloperator.hpp>
-#include <ql/basicdataformatters.hpp>
 
 namespace QuantLib {
 

diff --git a/ql/Indexes/xibor.hpp b/ql/Indexes/xibor.hpp
@@ -23,7 +23,7 @@
 #define quantlib_xibor_hpp
 
 #include <ql/index.hpp>
-#include <ql/termstructure.hpp>
+#include <ql/yieldtermstructure.hpp>
 
 namespace QuantLib {
 

diff --git a/ql/Instruments/bond.hpp b/ql/Instruments/bond.hpp
@@ -28,7 +28,7 @@
 #include <ql/calendar.hpp>
 #include <ql/daycounter.hpp>
 #include <ql/interestrate.hpp>
-#include <ql/termstructure.hpp>
+#include <ql/yieldtermstructure.hpp>
 #include <vector>
 
 namespace QuantLib {

diff --git a/ql/Instruments/capfloor.hpp b/ql/Instruments/capfloor.hpp
@@ -25,7 +25,7 @@
 #include <ql/numericalmethod.hpp>
 #include <ql/instrument.hpp>
 #include <ql/cashflow.hpp>
-#include <ql/termstructure.hpp>
+#include <ql/yieldtermstructure.hpp>
 #include <ql/quote.hpp>
 
 namespace QuantLib {

diff --git a/ql/Instruments/floatingratebond.cpp b/ql/Instruments/floatingratebond.cpp
@@ -15,7 +15,7 @@
 */
 
 #include <ql/Instruments/floatingratebond.hpp>
-#include <ql/CashFlows/indexcashflowvectors.hpp>
+#include <ql/CashFlows/indexedcashflowvectors.hpp>
 #include <ql/CashFlows/upfrontindexedcoupon.hpp>
 #include <ql/CashFlows/simplecashflow.hpp>
 

diff --git a/ql/Instruments/swap.hpp b/ql/Instruments/swap.hpp
@@ -23,7 +23,7 @@
 #define quantlib_swap_hpp
 
 #include <ql/instrument.hpp>
-#include <ql/termstructure.hpp>
+#include <ql/yieldtermstructure.hpp>
 #include <ql/cashflow.hpp>
 #include <ql/CashFlows/timebasket.hpp>
 

diff --git a/ql/Makefile.am b/ql/Makefile.am
@@ -36,44 +36,41 @@ EXTRA_DIST= \
 include_HEADERS = \
 	core.hpp \
 	argsandresults.hpp \
-	basetermstructure.hpp \
 	basicdataformatters.hpp \
 	calendar.hpp \
 	capvolstructures.hpp \
 	cashflow.hpp \
 	config.hpp \
 	currency.hpp \
-	dataparsers.hpp \
 	date.hpp \
 	daycounter.hpp \
 	discretizedasset.hpp \
-	disposable.hpp \
 	errors.hpp \
 	exchangerate.hpp \
 	exercise.hpp \
 	grid.hpp \
+	handle.hpp \
 	history.hpp \
 	index.hpp \
 	instrument.hpp \
     interestrate.hpp \
 	money.hpp \
-	null.hpp \
 	numericalmethod.hpp \
 	option.hpp \
 	payoff.hpp \
 	pricingengine.hpp \
 	qldefines.hpp \
 	quantlib.hpp \
 	quote.hpp \
-	relinkablehandle.hpp \
 	schedule.hpp \
 	settings.hpp \
 	solver1d.hpp \
 	stochasticprocess.hpp \
 	swaptionvolstructure.hpp \
 	termstructure.hpp \
 	types.hpp \
-	voltermstructure.hpp
+	voltermstructure.hpp \
+	yieldtermstructure.hpp
 
 
 install-data-hook:
@@ -113,7 +110,6 @@ libQuantLib_la_SOURCES = \
     basicdataformatters.cpp \
     calendar.cpp \
     currency.cpp \
-    dataparsers.cpp \
     date.cpp \
 	discretizedasset.cpp \
 	errors.cpp \

diff --git a/ql/Math/array.hpp b/ql/Math/array.hpp
@@ -21,15 +21,16 @@
     \brief 1-D array used in linear algebra.
 */
 
-#ifndef quantlib_array_h
-#define quantlib_array_h
+#ifndef quantlib_array_hpp
+#define quantlib_array_hpp
 
+#include <ql/types.hpp>
 #include <ql/errors.hpp>
-#include <ql/disposable.hpp>
-#include <ql/basicdataformatters.hpp>
+#include <ql/Utilities/disposable.hpp>
 #include <boost/iterator/reverse_iterator.hpp>
 #include <functional>
 #include <numeric>
+#include <iomanip>
 
 namespace QuantLib {
 

diff --git a/ql/Math/bivariatenormaldistribution.hpp b/ql/Math/bivariatenormaldistribution.hpp
@@ -22,8 +22,8 @@
 #ifndef quantlib_bivariatenormal_distribution_hpp
 #define quantlib_bivariatenormal_distribution_hpp
 
-#include <ql/basicdataformatters.hpp>
 #include <ql/errors.hpp>
+#include <ql/types.hpp>
 
 namespace QuantLib {
 

diff --git a/ql/Math/cubicspline.hpp b/ql/Math/cubicspline.hpp
@@ -26,7 +26,7 @@
 
 #include <ql/Math/interpolation.hpp>
 #include <ql/FiniteDifferences/tridiagonaloperator.hpp>
-#include <ql/null.hpp>
+#include <ql/Utilities/null.hpp>
 #include <vector>
 
 namespace QuantLib {

diff --git a/ql/Math/generalstatistics.cpp b/ql/Math/generalstatistics.cpp
@@ -18,7 +18,6 @@
 
 #include <ql/Math/generalstatistics.hpp>
 #include <ql/Math/functional.hpp>
-#include <ql/basicdataformatters.hpp>
 
 namespace QuantLib {
 

diff --git a/ql/Math/generalstatistics.hpp b/ql/Math/generalstatistics.hpp
@@ -23,7 +23,7 @@
 #ifndef quantlib_general_statistics_hpp
 #define quantlib_general_statistics_hpp
 
-#include <ql/null.hpp>
+#include <ql/Utilities/null.hpp>
 #include <ql/errors.hpp>
 #include <vector>
 #include <utility>

diff --git a/ql/Math/incrementalstatistics.cpp b/ql/Math/incrementalstatistics.cpp
@@ -17,7 +17,6 @@
 */
 
 #include <ql/Math/incrementalstatistics.hpp>
-#include <ql/basicdataformatters.hpp>
 #include <iomanip>
 
 namespace QuantLib {

diff --git a/ql/Math/incrementalstatistics.hpp b/ql/Math/incrementalstatistics.hpp
@@ -23,7 +23,7 @@
 #ifndef quantlib_incremental_statistics_hpp
 #define quantlib_incremental_statistics_hpp
 
-#include <ql/null.hpp>
+#include <ql/Utilities/null.hpp>
 #include <ql/errors.hpp>
 
 namespace QuantLib {

diff --git a/ql/Math/interpolation.hpp b/ql/Math/interpolation.hpp
@@ -24,7 +24,6 @@
 #define quantlib_interpolation_hpp
 
 #include <ql/Patterns/bridge.hpp>
-#include <ql/basicdataformatters.hpp>
 
 namespace QuantLib {
 

diff --git a/ql/Math/interpolation2D.hpp b/ql/Math/interpolation2D.hpp
@@ -24,7 +24,6 @@
 #define quantlib_interpolation2D_hpp
 
 #include <ql/Patterns/bridge.hpp>
-#include <ql/basicdataformatters.hpp>
 
 namespace QuantLib {
 

diff --git a/ql/Math/kronrodintegral.hpp b/ql/Math/kronrodintegral.hpp
@@ -24,7 +24,6 @@
 #define quantlib_kronrod_integral_hpp
 
 #include <ql/errors.hpp>
-#include <ql/basicdataformatters.hpp>
 
 namespace QuantLib {
 

diff --git a/ql/Math/multicubicspline.hpp b/ql/Math/multicubicspline.hpp
@@ -23,7 +23,6 @@
 #define quantlib_multi_cubic_spline_hpp
 
 #include <ql/errors.hpp>
-#include <ql/basicdataformatters.hpp>
 #include <functional>
 #include <vector>
 

diff --git a/ql/Math/normaldistribution.hpp b/ql/Math/normaldistribution.hpp
@@ -23,7 +23,6 @@
 #ifndef quantlib_normal_distribution_hpp
 #define quantlib_normal_distribution_hpp
 
-#include <ql/basicdataformatters.hpp>
 #include <ql/Math/errorfunction.hpp>
 #include <ql/errors.hpp>
 

diff --git a/ql/Math/poissondistribution.hpp b/ql/Math/poissondistribution.hpp
@@ -23,7 +23,6 @@
 #ifndef quantlib_poisson_distribution_hpp
 #define quantlib_poisson_distribution_hpp
 
-#include <ql/basicdataformatters.hpp>
 #include <ql/Math/factorial.hpp>
 #include <ql/Math/incompletegamma.hpp>
 

diff --git a/ql/Math/pseudosqrt.cpp b/ql/Math/pseudosqrt.cpp
@@ -18,7 +18,6 @@
 #include <ql/Math/pseudosqrt.hpp>
 #include <ql/Math/choleskydecomposition.hpp>
 #include <ql/Math/symmetricschurdecomposition.hpp>
-#include <ql/basicdataformatters.hpp>
 
 namespace QuantLib {
 

diff --git a/ql/Math/trapezoidintegral.hpp b/ql/Math/trapezoidintegral.hpp
@@ -23,7 +23,7 @@
 #ifndef quantlib_trapezoid_integral_hpp
 #define quantlib_trapezoid_integral_hpp
 
-#include <ql/null.hpp>
+#include <ql/Utilities/null.hpp>
 
 namespace QuantLib {
 

diff --git a/ql/MonteCarlo/pathpricer.hpp b/ql/MonteCarlo/pathpricer.hpp
@@ -25,7 +25,6 @@
 
 #include <ql/option.hpp>
 #include <ql/types.hpp>
-#include <ql/termstructure.hpp>
 #include <functional>
 
 namespace QuantLib {

diff --git a/ql/Pricers/mcpricer.hpp b/ql/Pricers/mcpricer.hpp
@@ -22,7 +22,6 @@
 #ifndef quantlib_montecarlo_pricer_hpp
 #define quantlib_montecarlo_pricer_hpp
 
-#include <ql/basicdataformatters.hpp>
 #include <ql/MonteCarlo/montecarlomodel.hpp>
 
 namespace QuantLib {

diff --git a/ql/PricingEngines/Vanilla/mcdigitalengine.hpp b/ql/PricingEngines/Vanilla/mcdigitalengine.hpp
@@ -26,7 +26,7 @@
 #define quantlib_digital_mc_engine_hpp
 
 #include <ql/exercise.hpp>
-#include <ql/termstructure.hpp>
+#include <ql/yieldtermstructure.hpp>
 #include <ql/voltermstructure.hpp>
 #include <ql/MonteCarlo/mctraits.hpp>
 #include <ql/PricingEngines/Vanilla/mcvanillaengine.hpp>
-Original file line number
+Diff line change
@@ Expand Up / @@ -17,7 +17,6 @@ @@
     */
     #include <ql/FiniteDifferences/tridiagonaloperator.hpp>
-    #include <ql/basicdataformatters.hpp>
     namespace QuantLib {
@@ Expand Down @@