Update C# projects.

gfacchinetti · Nov 12, 2015 · 7d9d664 · 7d9d664
1 parent 47d62a9
commit 7d9d664
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Showing 4 changed files with 78 additions and 2 deletions.
diff --git a/QuantLib-SWIG/CSharp/csharp/NQuantLib.csproj b/QuantLib-SWIG/CSharp/csharp/NQuantLib.csproj
@@ -160,12 +160,16 @@
     <Compile Include="AmericanExercise.cs" />
     <Compile Include="AmortizingPayment.cs" />
     <Compile Include="AnalyticBarrierEngine.cs" />
+    <Compile Include="AnalyticBinaryBarrierEngine.cs" />
     <Compile Include="AnalyticCapFloorEngine.cs" />
     <Compile Include="AnalyticContinuousGeometricAveragePriceAsianEngine.cs" />
     <Compile Include="AnalyticDigitalAmericanEngine.cs" />
+    <Compile Include="AnalyticDigitalAmericanKOEngine.cs" />
     <Compile Include="AnalyticDiscreteGeometricAveragePriceAsianEngine.cs" />
     <Compile Include="AnalyticDiscreteGeometricAverageStrikeAsianEngine.cs" />
     <Compile Include="AnalyticDividendEuropeanEngine.cs" />
+    <Compile Include="AnalyticDoubleBarrierBinaryEngine.cs" />
+    <Compile Include="AnalyticDoubleBarrierEngine.cs" />
     <Compile Include="AnalyticEuropeanEngine.cs" />
     <Compile Include="AnalyticHaganPricer.cs" />
     <Compile Include="AnalyticHestonEngine.cs" />
@@ -197,8 +201,10 @@
     <Compile Include="BGLCurrency.cs" />
     <Compile Include="BicubicSpline.cs" />
     <Compile Include="BilinearInterpolation.cs" />
+    <Compile Include="BinomialBarrierEngine.cs" />
     <Compile Include="BinomialConvertibleEngine.cs" />
     <Compile Include="BinomialDistribution.cs" />
+    <Compile Include="BinomialDoubleBarrierEngine.cs" />
     <Compile Include="BinomialVanillaEngine.cs" />
     <Compile Include="Bisection.cs" />
     <Compile Include="BivariateCumulativeNormalDistribution.cs" />
@@ -250,6 +256,7 @@
     <Compile Include="CapFloorTermVolatilityStructure.cs" />
     <Compile Include="CapFloorTermVolatilityStructureHandle.cs" />
     <Compile Include="CapFloorTermVolCurve.cs" />
+    <Compile Include="CapFloorTermVolSurface.cs" />
     <Compile Include="CapHelper.cs" />
     <Compile Include="CappedFlooredCmsCoupon.cs" />
     <Compile Include="CappedFlooredCoupon.cs" />
@@ -272,6 +279,7 @@
     <Compile Include="CmsRateBond.cs" />
     <Compile Include="CNYCurrency.cs" />
     <Compile Include="Collar.cs" />
+    <Compile Include="CompositeConstraint.cs" />
     <Compile Include="CompositeInstrument.cs" />
     <Compile Include="Compounding.cs" />
     <Compile Include="ConjugateGradient.cs" />
@@ -313,9 +321,11 @@
     <Compile Include="DefaultProbabilityHelperVector.cs" />
     <Compile Include="DefaultProbabilityTermStructure.cs" />
     <Compile Include="DefaultProbabilityTermStructureHandle.cs" />
+    <Compile Include="DeltaVolQuoteHandle.cs" />
     <Compile Include="DEMCurrency.cs" />
     <Compile Include="Denmark.cs" />
     <Compile Include="DepositRateHelper.cs" />
+    <Compile Include="DifferentialEvolution.cs" />
     <Compile Include="DirichletBC.cs" />
     <Compile Include="Discount.cs" />
     <Compile Include="DiscountCurve.cs" />
@@ -328,6 +338,8 @@
     <Compile Include="DKKCurrency.cs" />
     <Compile Include="DKKLibor.cs" />
     <Compile Include="DMinus.cs" />
+    <Compile Include="DoubleBarrier.cs" />
+    <Compile Include="DoubleBarrierOption.cs" />
     <Compile Include="DoubleVector.cs" />
     <Compile Include="DownRounding.cs" />
     <Compile Include="DPlus.cs" />
@@ -536,6 +548,7 @@
     <Compile Include="IQDCurrency.cs" />
     <Compile Include="IRRCurrency.cs" />
     <Compile Include="ISKCurrency.cs" />
+    <Compile Include="Israel.cs" />
     <Compile Include="Italy.cs" />
     <Compile Include="ITLCurrency.cs" />
     <Compile Include="JamshidianSwaptionEngine.cs" />
@@ -556,6 +569,7 @@
     <Compile Include="Leg.cs" />
     <Compile Include="LevenbergMarquardt.cs" />
     <Compile Include="LexicographicalView.cs" />
+    <Compile Include="Libor.cs" />
     <Compile Include="Linear.cs" />
     <Compile Include="LinearInterpolation.cs" />
     <Compile Include="LocalConstantVol.cs" />
@@ -634,6 +648,7 @@
     <Compile Include="OptimizationMethod.cs" />
     <Compile Include="Optimizer.cs" />
     <Compile Include="Option.cs" />
+    <Compile Include="OptionletStripper1.cs" />
     <Compile Include="OptionletVolatilityStructure.cs" />
     <Compile Include="OptionletVolatilityStructureHandle.cs" />
     <Compile Include="OvernightIndex.cs" />
@@ -667,6 +682,7 @@
     <Compile Include="Protection.cs" />
     <Compile Include="PTECurrency.cs" />
     <Compile Include="QlArray.cs" />
+    <Compile Include="QuantoDoubleBarrierOption.cs" />
     <Compile Include="QuantoEuropeanEngine.cs" />
     <Compile Include="QuantoForwardEuropeanEngine.cs" />
     <Compile Include="QuantoForwardVanillaOption.cs" />
@@ -686,6 +702,7 @@
     <Compile Include="RelinkableCalibratedModelHandle.cs" />
     <Compile Include="RelinkableCapFloorTermVolatilityStructureHandle.cs" />
     <Compile Include="RelinkableDefaultProbabilityTermStructureHandle.cs" />
+    <Compile Include="RelinkableDeltaVolQuoteHandle.cs" />
     <Compile Include="RelinkableLocalVolTermStructureHandle.cs" />
     <Compile Include="RelinkableOptionletVolatilityStructureHandle.cs" />
     <Compile Include="RelinkableQuoteHandle.cs" />
@@ -699,6 +716,7 @@
     <Compile Include="Ridder.cs" />
     <Compile Include="RiskStatistics.cs" />
     <Compile Include="ROLCurrency.cs" />
+    <Compile Include="Romania.cs" />
     <Compile Include="RONCurrency.cs" />
     <Compile Include="Rounding.cs" />
     <Compile Include="RUBCurrency.cs" />
@@ -748,6 +766,8 @@
     <Compile Include="StochasticProcessArray.cs" />
     <Compile Include="StochasticProcessVector.cs" />
     <Compile Include="Stock.cs" />
+    <Compile Include="StrippedOptionletAdapter.cs" />
+    <Compile Include="StrippedOptionletBase.cs" />
     <Compile Include="StrVector.cs" />
     <Compile Include="StudentDistribution.cs" />
     <Compile Include="StulzEngine.cs" />
@@ -766,6 +786,7 @@
     <Compile Include="SwaptionVolCube2.cs" />
     <Compile Include="Sweden.cs" />
     <Compile Include="SWIGTYPE_p_BlackVolTermStructure.cs" />
+    <Compile Include="SWIGTYPE_p_boost__shared_ptrT_DeltaVolQuote_t.cs" />
     <Compile Include="SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.cs" />
     <Compile Include="SWIGTYPE_p_boost__shared_ptrT_IborIndex_t.cs" />
     <Compile Include="SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t.cs" />
@@ -794,6 +815,7 @@
     <Compile Include="SWIGTYPE_p_ShortRateModel.cs" />
     <Compile Include="SWIGTYPE_p_std__size_t.cs" />
     <Compile Include="SWIGTYPE_p_StochasticProcess.cs" />
+    <Compile Include="SWIGTYPE_p_StrippedOptionletBase.cs" />
     <Compile Include="SWIGTYPE_p_SwaptionVolatilityStructure.cs" />
     <Compile Include="SWIGTYPE_p_YieldTermStructure.cs" />
     <Compile Include="SWIGTYPE_p_YoYHelper.cs" />
@@ -836,13 +858,16 @@
     <Compile Include="USDLibor.cs" />
     <Compile Include="VanillaOption.cs" />
     <Compile Include="VanillaSwap.cs" />
+    <Compile Include="VannaVolgaDoubleBarrierEngine.cs" />
     <Compile Include="VarianceGammaEngine.cs" />
     <Compile Include="VarianceGammaProcess.cs" />
     <Compile Include="Vasicek.cs" />
     <Compile Include="VEBCurrency.cs" />
     <Compile Include="VNDCurrency.cs" />
+    <Compile Include="VolatilityType.cs" />
     <Compile Include="Weekday.cs" />
     <Compile Include="WeekendsOnly.cs" />
+    <Compile Include="WulinYongDoubleBarrierEngine.cs" />
     <Compile Include="YearOnYearInflationSwap.cs" />
     <Compile Include="YearOnYearInflationSwapHelper.cs" />
     <Compile Include="YieldTermStructure.cs" />

diff --git a/QuantLib-SWIG/CSharp/csharp/NQuantLib_vc8.csproj b/QuantLib-SWIG/CSharp/csharp/NQuantLib_vc8.csproj
@@ -92,12 +92,16 @@
     <Compile Include="AmericanExercise.cs" />
     <Compile Include="AmortizingPayment.cs" />
     <Compile Include="AnalyticBarrierEngine.cs" />
+    <Compile Include="AnalyticBinaryBarrierEngine.cs" />
     <Compile Include="AnalyticCapFloorEngine.cs" />
     <Compile Include="AnalyticContinuousGeometricAveragePriceAsianEngine.cs" />
     <Compile Include="AnalyticDigitalAmericanEngine.cs" />
+    <Compile Include="AnalyticDigitalAmericanKOEngine.cs" />
     <Compile Include="AnalyticDiscreteGeometricAveragePriceAsianEngine.cs" />
     <Compile Include="AnalyticDiscreteGeometricAverageStrikeAsianEngine.cs" />
     <Compile Include="AnalyticDividendEuropeanEngine.cs" />
+    <Compile Include="AnalyticDoubleBarrierBinaryEngine.cs" />
+    <Compile Include="AnalyticDoubleBarrierEngine.cs" />
     <Compile Include="AnalyticEuropeanEngine.cs" />
     <Compile Include="AnalyticHaganPricer.cs" />
     <Compile Include="AnalyticHestonEngine.cs" />
@@ -129,8 +133,10 @@
     <Compile Include="BGLCurrency.cs" />
     <Compile Include="BicubicSpline.cs" />
     <Compile Include="BilinearInterpolation.cs" />
+    <Compile Include="BinomialBarrierEngine.cs" />
     <Compile Include="BinomialConvertibleEngine.cs" />
     <Compile Include="BinomialDistribution.cs" />
+    <Compile Include="BinomialDoubleBarrierEngine.cs" />
     <Compile Include="BinomialVanillaEngine.cs" />
     <Compile Include="Bisection.cs" />
     <Compile Include="BivariateCumulativeNormalDistribution.cs" />
@@ -182,6 +188,7 @@
     <Compile Include="CapFloorTermVolatilityStructure.cs" />
     <Compile Include="CapFloorTermVolatilityStructureHandle.cs" />
     <Compile Include="CapFloorTermVolCurve.cs" />
+    <Compile Include="CapFloorTermVolSurface.cs" />
     <Compile Include="CapHelper.cs" />
     <Compile Include="CappedFlooredCmsCoupon.cs" />
     <Compile Include="CappedFlooredCoupon.cs" />
@@ -204,6 +211,7 @@
     <Compile Include="CmsRateBond.cs" />
     <Compile Include="CNYCurrency.cs" />
     <Compile Include="Collar.cs" />
+    <Compile Include="CompositeConstraint.cs" />
     <Compile Include="CompositeInstrument.cs" />
     <Compile Include="Compounding.cs" />
     <Compile Include="ConjugateGradient.cs" />
@@ -245,9 +253,11 @@
     <Compile Include="DefaultProbabilityHelperVector.cs" />
     <Compile Include="DefaultProbabilityTermStructure.cs" />
     <Compile Include="DefaultProbabilityTermStructureHandle.cs" />
+    <Compile Include="DeltaVolQuoteHandle.cs" />
     <Compile Include="DEMCurrency.cs" />
     <Compile Include="Denmark.cs" />
     <Compile Include="DepositRateHelper.cs" />
+    <Compile Include="DifferentialEvolution.cs" />
     <Compile Include="DirichletBC.cs" />
     <Compile Include="Discount.cs" />
     <Compile Include="DiscountCurve.cs" />
@@ -260,6 +270,8 @@
     <Compile Include="DKKCurrency.cs" />
     <Compile Include="DKKLibor.cs" />
     <Compile Include="DMinus.cs" />
+    <Compile Include="DoubleBarrier.cs" />
+    <Compile Include="DoubleBarrierOption.cs" />
     <Compile Include="DoubleVector.cs" />
     <Compile Include="DownRounding.cs" />
     <Compile Include="DPlus.cs" />
@@ -468,6 +480,7 @@
     <Compile Include="IQDCurrency.cs" />
     <Compile Include="IRRCurrency.cs" />
     <Compile Include="ISKCurrency.cs" />
+    <Compile Include="Israel.cs" />
     <Compile Include="Italy.cs" />
     <Compile Include="ITLCurrency.cs" />
     <Compile Include="JamshidianSwaptionEngine.cs" />
@@ -488,6 +501,7 @@
     <Compile Include="Leg.cs" />
     <Compile Include="LevenbergMarquardt.cs" />
     <Compile Include="LexicographicalView.cs" />
+    <Compile Include="Libor.cs" />
     <Compile Include="Linear.cs" />
     <Compile Include="LinearInterpolation.cs" />
     <Compile Include="LocalConstantVol.cs" />
@@ -566,6 +580,7 @@
     <Compile Include="OptimizationMethod.cs" />
     <Compile Include="Optimizer.cs" />
     <Compile Include="Option.cs" />
+    <Compile Include="OptionletStripper1.cs" />
     <Compile Include="OptionletVolatilityStructure.cs" />
     <Compile Include="OptionletVolatilityStructureHandle.cs" />
     <Compile Include="OvernightIndex.cs" />
@@ -599,6 +614,7 @@
     <Compile Include="Protection.cs" />
     <Compile Include="PTECurrency.cs" />
     <Compile Include="QlArray.cs" />
+    <Compile Include="QuantoDoubleBarrierOption.cs" />
     <Compile Include="QuantoEuropeanEngine.cs" />
     <Compile Include="QuantoForwardEuropeanEngine.cs" />
     <Compile Include="QuantoForwardVanillaOption.cs" />
@@ -618,6 +634,7 @@
     <Compile Include="RelinkableCalibratedModelHandle.cs" />
     <Compile Include="RelinkableCapFloorTermVolatilityStructureHandle.cs" />
     <Compile Include="RelinkableDefaultProbabilityTermStructureHandle.cs" />
+    <Compile Include="RelinkableDeltaVolQuoteHandle.cs" />
     <Compile Include="RelinkableLocalVolTermStructureHandle.cs" />
     <Compile Include="RelinkableOptionletVolatilityStructureHandle.cs" />
     <Compile Include="RelinkableQuoteHandle.cs" />
@@ -631,6 +648,7 @@
     <Compile Include="Ridder.cs" />
     <Compile Include="RiskStatistics.cs" />
     <Compile Include="ROLCurrency.cs" />
+    <Compile Include="Romania.cs" />
     <Compile Include="RONCurrency.cs" />
     <Compile Include="Rounding.cs" />
     <Compile Include="RUBCurrency.cs" />
@@ -680,6 +698,8 @@
     <Compile Include="StochasticProcessArray.cs" />
     <Compile Include="StochasticProcessVector.cs" />
     <Compile Include="Stock.cs" />
+    <Compile Include="StrippedOptionletAdapter.cs" />
+    <Compile Include="StrippedOptionletBase.cs" />
     <Compile Include="StrVector.cs" />
     <Compile Include="StudentDistribution.cs" />
     <Compile Include="StulzEngine.cs" />
@@ -698,6 +718,7 @@
     <Compile Include="SwaptionVolCube2.cs" />
     <Compile Include="Sweden.cs" />
     <Compile Include="SWIGTYPE_p_BlackVolTermStructure.cs" />
+    <Compile Include="SWIGTYPE_p_boost__shared_ptrT_DeltaVolQuote_t.cs" />
     <Compile Include="SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.cs" />
     <Compile Include="SWIGTYPE_p_boost__shared_ptrT_IborIndex_t.cs" />
     <Compile Include="SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t.cs" />
@@ -726,6 +747,7 @@
     <Compile Include="SWIGTYPE_p_ShortRateModel.cs" />
     <Compile Include="SWIGTYPE_p_std__size_t.cs" />
     <Compile Include="SWIGTYPE_p_StochasticProcess.cs" />
+    <Compile Include="SWIGTYPE_p_StrippedOptionletBase.cs" />
     <Compile Include="SWIGTYPE_p_SwaptionVolatilityStructure.cs" />
     <Compile Include="SWIGTYPE_p_YieldTermStructure.cs" />
     <Compile Include="SWIGTYPE_p_YoYHelper.cs" />
@@ -768,13 +790,16 @@
     <Compile Include="USDLibor.cs" />
     <Compile Include="VanillaOption.cs" />
     <Compile Include="VanillaSwap.cs" />
+    <Compile Include="VannaVolgaDoubleBarrierEngine.cs" />
     <Compile Include="VarianceGammaEngine.cs" />
     <Compile Include="VarianceGammaProcess.cs" />
     <Compile Include="Vasicek.cs" />
     <Compile Include="VEBCurrency.cs" />
     <Compile Include="VNDCurrency.cs" />
+    <Compile Include="VolatilityType.cs" />
     <Compile Include="Weekday.cs" />
     <Compile Include="WeekendsOnly.cs" />
+    <Compile Include="WulinYongDoubleBarrierEngine.cs" />
     <Compile Include="YearOnYearInflationSwap.cs" />
     <Compile Include="YearOnYearInflationSwapHelper.cs" />
     <Compile Include="YieldTermStructure.cs" />
@@ -824,4 +849,4 @@
     <PostBuildEvent>
     </PostBuildEvent>
   </PropertyGroup>
-</Project>
+</Project>