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Merged
quantjin merged 1 commit into from
Feb 16, 2017
Merged

convert string to enum #4

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6 changes: 1 addition & 5 deletions README.md
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Expand Up @@ -13,14 +13,10 @@ All functions in this project are Async, they are exported to [Promise](https://
npm install quantlib
```

* Windows - 32-Bit
* Windows

`npm install quantlib` will do everything, including the node package installation and pre-built native addon (no dependency) download, you can start use it right away.

* Windows - 64-Bit

I will try to build and upload the pre-built addon, before that, Please refer to [how to build](#building-the-native-addon) below

* Linux & Mac

Please refer to [how to build](#building-the-native-addon) below
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9 changes: 6 additions & 3 deletions src/capletvolstructure.cpp
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Expand Up @@ -154,6 +154,7 @@ void ConstantOptionletVolatilityWorker::Execute(){
));

// Construct the Object
std::map<std::string, QuantLib::VolatilityType> strEnum;
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::ConstantOptionletVolatility(
valueObject,
Expand All @@ -162,7 +163,7 @@ void ConstantOptionletVolatilityWorker::Execute(){
BusinessDayConventionEnum,
VolatilityLibObj,
DayCounterEnum,
mVolatilityType,
strEnum[mVolatilityType],
mDisplacement,
false
));
Expand Down Expand Up @@ -512,6 +513,7 @@ void StrippedOptionletWorker::Execute(){
));

// Construct the Object
std::map<std::string, QuantLib::VolatilityType> strEnum;
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::StrippedOptionlet(
valueObject,
Expand All @@ -523,7 +525,7 @@ void StrippedOptionletWorker::Execute(){
mStrikes,
VolatilitiesLibObj,
DayCounterEnum,
mVolatilityType,
strEnum[mVolatilityType],
mDisplacement,
false
));
Expand Down Expand Up @@ -717,6 +719,7 @@ void OptionletStripper1Worker::Execute(){
));

// Construct the Object
std::map<std::string, QuantLib::VolatilityType> strEnum;
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::OptionletStripper1(
valueObject,
Expand All @@ -725,7 +728,7 @@ void OptionletStripper1Worker::Execute(){
mSwitchStrike,
mAccuracy,
MaxIterLib,
mVolatilityType,
strEnum[mVolatilityType],
mDisplacement,
false
));
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4 changes: 3 additions & 1 deletion src/piecewiseyieldcurve.cpp
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Expand Up @@ -285,6 +285,8 @@ void PiecewiseYieldCurveMixedInterpolationWorker::Execute(){
));

// Construct the Object

std::map<std::string, QuantLib::MixedInterpolation::Behavior> strEnum;
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::PiecewiseYieldCurve(
valueObject,
Expand All @@ -297,7 +299,7 @@ void PiecewiseYieldCurveMixedInterpolationWorker::Execute(){
mAccuracy,
mTraitsID,
mInterpolatorID,
mMixedInterpolationBehavior,
strEnum[mMixedInterpolationBehavior],
PillarsBeforeChangeLib,
false
));
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6 changes: 4 additions & 2 deletions src/smilesection.cpp
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Expand Up @@ -60,6 +60,7 @@ void FlatSmileSectionWorker::Execute(){
));

// Construct the Object
std::map<std::string, QuantLib::VolatilityType> strEnum;
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::FlatSmileSection(
valueObject,
Expand All @@ -68,7 +69,7 @@ void FlatSmileSectionWorker::Execute(){
DayCounterEnum,
RefDateLib,
mAtmValue,
mVolatilityType,
strEnum[mVolatilityType],
mDisplacement,
false
));
Expand Down Expand Up @@ -989,6 +990,7 @@ void InterpolatedSmileSectionWorker::Execute(){
));

// Construct the Object
std::map<std::string, QuantLib::VolatilityType> strEnum;
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::InterpolatedSmileSection(
valueObject,
Expand All @@ -997,7 +999,7 @@ void InterpolatedSmileSectionWorker::Execute(){
StdDevsLibObj,
AtmLevelLibObj,
DayCounterEnum,
mVolatilityType,
strEnum[mVolatilityType],
mDisplacement,
false
));
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3 changes: 2 additions & 1 deletion src/termstructures.cpp
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Expand Up @@ -868,6 +868,7 @@ void InterpolatedYieldCurveWorker::Execute(){
));

// Construct the Object
std::map<std::string, QuantLib::MixedInterpolation::Behavior> strEnum;
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::InterpolatedYieldCurve(
valueObject,
Expand All @@ -879,7 +880,7 @@ void InterpolatedYieldCurveWorker::Execute(){
JumpDatesLib,
mTraitsID,
mInterpolatorID,
mMixedInterpolationBehavior,
strEnum[mMixedInterpolationBehavior],
NRateHelperLib,
false
));
Expand Down