quantlibnode · quantjin · Feb 16, 2017 · Feb 16, 2017 · Feb 16, 2017 · Feb 16, 2017
diff --git a/CMakeLists.txt b/CMakeLists.txt
@@ -71,13 +71,13 @@ ENDIF ()
 
 IF (MSVC_IDE)
   IF ( CMAKE_CONFIGURATION_TYPES STREQUAL "Debug" )
-    TARGET_LINK_LIBRARIES(quantlib QuantLib-vc120-mt-gd.lib)
-    TARGET_LINK_LIBRARIES(quantlib QuantLibObjects-vc120-mt-gd-1_7_0.lib)
-    TARGET_LINK_LIBRARIES(quantlib ObjectHandler-vc120-mt-gd-1_7_0.lib)
+    TARGET_LINK_LIBRARIES(quantlib QuantLib-vc140-mt-gd.lib)
+    TARGET_LINK_LIBRARIES(quantlib QuantLibObjects-vc140-mt-gd-1_8_0.lib)
+    TARGET_LINK_LIBRARIES(quantlib ObjectHandler-vc140-mt-gd-1_8_0.lib)
   ELSE ()
-    TARGET_LINK_LIBRARIES(quantlib QuantLib-vc120-mt-s.lib)
-    TARGET_LINK_LIBRARIES(quantlib QuantLibObjects-vc120-mt-s-1_7_0.lib)
-    TARGET_LINK_LIBRARIES(quantlib ObjectHandler-vc120-mt-s-1_7_0.lib)
+    TARGET_LINK_LIBRARIES(quantlib QuantLib-vc140-mt-s.lib)
+    TARGET_LINK_LIBRARIES(quantlib QuantLibObjects-vc140-mt-s-1_8_0.lib)
+    TARGET_LINK_LIBRARIES(quantlib ObjectHandler-vc140-mt-s-1_8_0.lib)
   ENDIF ()
 ENDIF ()
 

diff --git a/LICENSE b/LICENSE
@@ -1,6 +1,6 @@
 MIT License
 
-Copyright (c) 2016 Jerry Jin
+Copyright (c) 2016 - 2017 Jerry Jin
 
 Permission is hereby granted, free of charge, to any person obtaining a copy
 of this software and associated documentation files (the "Software"), to deal

diff --git a/README.md b/README.md
@@ -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
@@ -37,6 +33,35 @@ Please refer to [how to build](#building-the-native-addon) below
 | QuantLib | QuantLibAddin | Node.js | quantlib.node |
 | -------- | ------------- | ------- | ------------- |
 |    1.7.1 |         1.7.0 |   6.9.1 |         0.1.x |
+|    1.8.1 |         1.8.0 |   6.9.5 |         0.2.x |
+
+## Building the native addon
+
+#### Prerequisite
+
+* CMake 2.8 or above, Visual C++ for windows, Xcode for Mac, GCC for Linux
+* Node.js according to [version matrix](#version-matrix)
+* [nan](https://github.com/nodejs/nan) ^2.2.0
+* [node-gyp](https://github.com/nodejs/node-gyp) ~3.0.3
+* QuantLib, QuantLibAddin, ObjectHandler source code according to [version matrix](#version-matrix), they need to be put in the same directory
+* `boost` - which is required to build QuantLib
+
+#### Set environment variable
+
+please refer to `cmake/*.cmake` and `CMakeList.txt` files
+
+* `NAN_DIR` - location of `nan`
+* `NODE_GYP_DIR` - location of `.node-gyp` generated by `node-gyp` tool, which is at `~/.node-gyp`, if it doesn't exist, follow the instruction in [node-gyp](https://github.com/nodejs/node-gyp), and build a helloword program, it will generate the `.node-gyp` directory
+* `QUANTLIB_ROOT` - location of QuantLib, QuantLibAddin, ObjectHandler source code
+* `BOOST_ROOT` - location `boost` installed
+
+#### Use cmake to build the addon
+
+1. Build QuantLib and QuantLibAddin, please check `CMakeList.txt` for library name, and make sure generated library names are the same in `CMakeList.txt`
+2. from `quantlibnode` root directory `cd build`
+3. `cmake ..` for Windows and Linux, `cmake -G Xcode ..` for Mac OS X
+4. `cmake --build . --config Release`
+5. For Linux, you may need to put `quantlib.node` under `build/Release` manually,
 
 ## Building the native addon
 

diff --git a/cmake/FindNode.cmake b/cmake/FindNode.cmake
@@ -4,7 +4,7 @@
 #  NODE_GYP_FOUND - True if node found.
 
 #  Read environment variables to find node_gyp include/lib directories
-SET(NODE_GYP_VER "6.9.1")
+SET(NODE_GYP_VER "6.9.5")
 MESSAGE( STATUS "NODE_GYP_VER:         " ${NODE_GYP_VER} )
 SET(NODE_GYP_DIR $ENV{NODE_GYP_DIR}/${NODE_GYP_VER})
 MESSAGE( STATUS "NODE_GYP_DIR:         " ${NODE_GYP_DIR} )

diff --git a/lib/quantlib.js b/lib/quantlib.js
@@ -1,4 +1,7 @@
-// This is a generated file, modify: generate/templates/quantlib.js
+/*
+  Copyright (C) 2016 -2017 Jerry Jin
+*/
+
 
 var promisify = require("promisify-node");
 var rawApi = require("../build/Release/quantlib");
@@ -1060,6 +1063,12 @@ exports.PiecewiseConstantVarianceVariance = promisify(rawApi.PiecewiseConstantVa
 exports.PiecewiseConstantVarianceVolatility = promisify(rawApi.PiecewiseConstantVarianceVolatility);
 exports.PiecewiseConstantVarianceTotalVariance = promisify(rawApi.PiecewiseConstantVarianceTotalVariance);
 exports.PiecewiseConstantVarianceTotalVolatility = promisify(rawApi.PiecewiseConstantVarianceTotalVolatility);
+
+exports.PiecewiseYieldCurveMixedInterpolation = promisify(PiecewiseYieldCurveMixedInterpolation);
+exports.BachelierCapFloorEngine = promisify(BachelierCapFloorEngine);
+exports.BachelierCapFloorEngine2 = promisify(BachelierCapFloorEngine2);
+exports.BachelierBlackFormulaImpliedVol = promisify(BachelierBlackFormulaImpliedVol);
+
 exports.ObjectPropertyNames = promisify(rawApi.ObjectPropertyNames);
 exports.DeleteObject = promisify(rawApi.DeleteObject);
 exports.DeleteObjects = promisify(rawApi.DeleteObjects);

diff --git a/package.json b/package.json
@@ -1,11 +1,9 @@
 {
   "name": "quantlib",
   "description": "QuantLib Asyn Bindings for Node.js",
-  "version": "0.1.5",
+  "version": "0.2.0",
   "keywords": [
-    "quantlib",
-    "native",
-    "addon"
+    "quantlib"
   ],
   "main": "lib/quantlib.js",
   "repository": {

diff --git a/quantlibnode.cpp b/quantlibnode.cpp
@@ -1,3 +1,7 @@
+/*
+  Copyright (C) 2016 -2017 Jerry Jin
+*/
+
 #include <v8.h>
 #include <node.h>
 #include <nan.h>
@@ -1080,6 +1084,11 @@ NAN_MODULE_INIT(init){
   Nan::SetMethod(target, "PiecewiseConstantVarianceTotalVariance", QuantLibNode::PiecewiseConstantVarianceTotalVariance);
   Nan::SetMethod(target, "PiecewiseConstantVarianceTotalVolatility", QuantLibNode::PiecewiseConstantVarianceTotalVolatility);
 
+  Nan::SetMethod(target, "PiecewiseYieldCurveMixedInterpolation", QuantLibNode::PiecewiseYieldCurveMixedInterpolation);
+  Nan::SetMethod(target, "BachelierCapFloorEngine", QuantLibNode::BachelierCapFloorEngine);
+  Nan::SetMethod(target, "BachelierCapFloorEngine2", QuantLibNode::BachelierCapFloorEngine2);
+  Nan::SetMethod(target, "BachelierBlackFormulaImpliedVol", QuantLibNode::BachelierBlackFormulaImpliedVol);
+
   Nan::SetMethod(target, "DeleteObject", QuantLibNode::DeleteObject);
   Nan::SetMethod(target, "DeleteObjects", QuantLibNode::DeleteObjects);
   Nan::SetMethod(target, "DeleteAllObjects", QuantLibNode::DeleteAllObjects);

diff --git a/quantlibnode.hpp b/quantlibnode.hpp
@@ -1,3 +1,8 @@
+/*
+  Copyright (C) 2016 -2017 Jerry Jin
+*/
+
+
 #ifndef quantlibnode_hpp
 #define quantlibnode_hpp
 
@@ -1127,6 +1132,11 @@ class QuantLibNode : public Nan::ObjectWrap {
 	static NAN_METHOD(PiecewiseConstantVarianceTotalVariance);
 	static NAN_METHOD(PiecewiseConstantVarianceTotalVolatility);
 
+	static NAN_METHOD(PiecewiseYieldCurveMixedInterpolation);
+	static NAN_METHOD(BachelierCapFloorEngine);
+	static NAN_METHOD(BachelierCapFloorEngine2);
+	static NAN_METHOD(BachelierBlackFormulaImpliedVol);
+
 	static NAN_METHOD(DeleteObject);
 	static NAN_METHOD(DeleteObjects);
 	static NAN_METHOD(DeleteAllObjects);

diff --git a/src/abcd.cpp b/src/abcd.cpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #include <nan.h>

diff --git a/src/abcd.hpp b/src/abcd.hpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #ifndef abcd_h

diff --git a/src/accountingengines.cpp b/src/accountingengines.cpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #include <nan.h>

diff --git a/src/accountingengines.hpp b/src/accountingengines.hpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #ifndef accountingengines_h

diff --git a/src/alphaform.cpp b/src/alphaform.cpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #include <nan.h>

diff --git a/src/alphaform.hpp b/src/alphaform.hpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #ifndef alphaform_h

diff --git a/src/assetswap.cpp b/src/assetswap.cpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #include <nan.h>

diff --git a/src/assetswap.hpp b/src/assetswap.hpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #ifndef assetswap_h

diff --git a/src/basketlossmodels.cpp b/src/basketlossmodels.cpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #include <nan.h>

diff --git a/src/basketlossmodels.hpp b/src/basketlossmodels.hpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #ifndef basketlossmodels_h

diff --git a/src/bonds.cpp b/src/bonds.cpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #include <nan.h>

diff --git a/src/bonds.hpp b/src/bonds.hpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #ifndef bonds_h

diff --git a/src/browniangenerators.cpp b/src/browniangenerators.cpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #include <nan.h>

diff --git a/src/browniangenerators.hpp b/src/browniangenerators.hpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #ifndef browniangenerators_h

diff --git a/src/btp.cpp b/src/btp.cpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #include <nan.h>

diff --git a/src/btp.hpp b/src/btp.hpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #ifndef btp_h

diff --git a/src/calendar.cpp b/src/calendar.cpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #include <nan.h>

diff --git a/src/calendar.hpp b/src/calendar.hpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #ifndef calendar_h

diff --git a/src/calibrationhelpers.cpp b/src/calibrationhelpers.cpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #include <nan.h>

diff --git a/src/calibrationhelpers.hpp b/src/calibrationhelpers.hpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #ifndef calibrationhelpers_h

diff --git a/src/capfloor.cpp b/src/capfloor.cpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #include <nan.h>

diff --git a/src/capfloor.hpp b/src/capfloor.hpp
@@ -1,5 +1,5 @@
 /* 
-  Copyright (C) 2016 Jerry Jin
+  Copyright (C) 2016 -2017 Jerry Jin
 */
 
 #ifndef capfloor_h