std::vector<boost::shared_ptr<ObjectClass> > getObjectVector(
const std::vector<std::string> &objectIDs,
const int &nestingLevel = 0,
bool includeGroups = false) {
RP_REQUIRE(nestingLevel < 10, "getObjectVector - nesting level exceeds 10. "
"(Possible infinite recursion?)");
std::vector<boost::shared_ptr<ObjectClass> > ret;
for (std::vector<std::string>::const_iterator i = objectIDs.begin();
i != objectIDs.end(); ++i) {
std::string objectId = *i;
// If the object ID is a null string then silently ignore.
// This will be revised to raise an exception in the absence of explicit
// indication from the user to do otherwise.
if (objectId.empty())
continue;
boost::shared_ptr<Object> object;
Repository::instance().retrieveObject(object, objectId);
boost::shared_ptr<Group> group =
boost::dynamic_pointer_cast<Group>(object);
if (group) {
std::vector<boost::shared_ptr<ObjectClass> > ret2 =
getObjectVector<ObjectClass>(group->list(), nestingLevel + 1, includeGroups);
ret.insert(ret.end(), ret2.begin(), ret2.end());
if(includeGroups) {
boost::shared_ptr<ObjectClass> objectDerived =
boost::dynamic_pointer_cast<ObjectClass>(object);
RP_REQUIRE(objectDerived, "Error converting Group with id '"
<< objectId << "' - unable to convert to type '"
<< typeid(ObjectClass).name() << "'");
ret.push_back(objectDerived);
}
} else {
boost::shared_ptr<ObjectClass> objectDerived =
boost::dynamic_pointer_cast<ObjectClass>(object);
RP_REQUIRE(objectDerived, "Error retrieving object with id '"
<< objectId << "' - unable to convert reference to type '"
<< typeid(ObjectClass).name() << "'");
ret.push_back(objectDerived);
}
}
return ret;
}
Group(const boost::shared_ptr<ValueObject>& properties,
const std::vector<std::string>& list,
bool permanent)
: Object(properties, permanent), list_(list)
{
RP_REQUIRE(!list.empty(), "Input list is empty");
}
const CurveClass *get(const QuantLib::Extrapolator *extrapolator) const {
const CurveClass *ret = dynamic_cast<const CurveClass*>(extrapolator);
RP_REQUIRE(ret, "Unable to convert from type " << typeid(extrapolator).name()
<< " to type " << typeid(CurveClass).name());
return ret;
}
void retrieveObject(boost::shared_ptr<T> &ret,
const std::string &id) {
boost::shared_ptr<Object> object = retrieveObjectImpl(id);
ret = boost::dynamic_pointer_cast<T>(object);
RP_REQUIRE(ret, "Error retrieving object with id '"
<< id << "' - unable to convert reference to type '"
<< typeid(T).name() << "' found instead '"
<< typeid(*object).name() << "'");
}
std::string CallingRange::getKeyCount() {
static const int KEY_BASE = 16;
static const double KEY_MAX = pow((double)KEY_BASE, KEY_WIDTH);
RP_REQUIRE(keyCount_ < KEY_MAX, "CallingRange::getKeyCount() : max key value exceeded");
std::ostringstream s;
s << '_' << std::setw(KEY_WIDTH) << std::setfill('0') << std::setbase(KEY_BASE) << keyCount_++;
return s.str();
}
inline std::vector<std::string> Registry<KeyClass>::getTypeElements(
const std::string& id) const {
AllTypeMap &allTypeMap = getAllTypesMap();
typename AllTypeMap::const_iterator map = allTypeMap.find(id);
RP_REQUIRE(map != allTypeMap.end(), "Registry::getTypeElements: invalid enum id: " + id);
std::vector<std::string> ret;
for(typename TypeMap::const_iterator i = map->second->begin(); i != map->second->end(); ++i)
ret.push_back(i->first);
return ret;
}
XLL_DEC OPER *ohFilter(
OPER *xInput,
OPER *flags) {
// declare a shared pointer to the Function Call object
boost::shared_ptr<reposit::FunctionCall> functionCall;
try {
// instantiate the Function Call object
functionCall = boost::shared_ptr<reposit::FunctionCall>(
new reposit::FunctionCall("ohFilter"));
// convert input datatypes to C++ datatypes
std::vector<bool> flagsCpp = reposit::operToVector<bool>(*flags, "flags");
const OPER *xMulti;
reposit::Xloper xTemp;
if (xInput->xltype == xltypeMulti) {
xMulti = xInput;
} else {
Excel(xlCoerce, &xTemp, 2, xInput, TempInt(xltypeMulti));
xMulti = &xTemp;
}
int sizeInput = xMulti->val.array.rows * xMulti->val.array.columns;
RP_REQUIRE(sizeInput == flagsCpp.size(),
"size mismatch between value vector (" << sizeInput <<
") and flag vector (" << flagsCpp.size() << ")");
static OPER xRet;
xRet.val.array.rows = count(flagsCpp.begin(), flagsCpp.end(), true);
xRet.val.array.columns = 1;
xRet.val.array.lparray = new OPER[xRet.val.array.rows];
xRet.xltype = xltypeMulti | xlbitDLLFree;
int idx = 0;
for (int i=0; i<sizeInput; i++) {
if (flagsCpp[i]) {
operToOper(&xRet.val.array.lparray[idx++], &xMulti->val.array.lparray[i]);
}
}
return &xRet;
} catch (const std::exception &e) {
reposit::RepositoryXL::instance().logError(e.what(), functionCall);
return 0;
}
}
Group(const boost::shared_ptr<ValueObject>& properties,
const std::vector<boost::shared_ptr<reposit::Group> >& g,
bool permanent)
: Object(properties, permanent)
{
RP_REQUIRE(!g.empty(), "Group list is empty");
list_ = g[0]->list();
for (size_t i=1; i<g.size(); ++i) {
const std::vector<std::string>& newList = g[i]->list();
list_.insert(list_.end(), newList.begin(), newList.end());
}
}
std::string CallingRange::initializeID(const std::string &objectID) {
static const std::string anonPrefix("obj");
static const std::string ANONPREFIX("OBJ");
if (objectID.empty()) {
if (callerType_ == CallerType::Cell) {
return anonPrefix + key_;
} else {
RP_FAIL("Null string specified for object ID");
}
}
RP_REQUIRE(objectID.find(counterDelimiter, 0) == std::string::npos,
objectID << " is an invalid ID: cannot contain " << counterDelimiter);
std::string ID = boost::algorithm::to_upper_copy(objectID);
RP_REQUIRE(ID.rfind(ANONPREFIX, ANONPREFIX.size() - 1) == std::string::npos,
objectID << " is an invalid ID: cannot start with " << anonPrefix);
return objectID;
}
inline std::vector<std::string> Registry<KeyPair>::getTypeElements(
const std::string& id) const {
AllTypeMap &allTypeMap = getAllTypesMap();
AllTypeMap::const_iterator map = allTypeMap.find(id);
RP_REQUIRE(map != allTypeMap.end(), "Registry::getTypeElements: invalid enum id: " + id);
std::vector<std::string> ret;
for(TypeMap::const_iterator i = map->second->begin(); i != map->second->end(); ++i) {
std::ostringstream s;
s << i->first.first << " | " << i->first.second;
ret.push_back(s.str());
}
return ret;
}
CallingRange::CallingRange()
: updateCount_(0), callerType_(FunctionCall::instance().callerType()) {
if (callerType_ == CallerType::Cell) {
// name the calling range
key_ = getKeyCount();
XLOPER xRet;
Excel(xlfSetName, &xRet, 2, TempStrStl(key_), FunctionCall::instance().callerReference());
//RP_REQUIRE(xRet.xltype == xltypeBool && xRet.val.boolean, "Error on call to xlfSetName");
RP_REQUIRE(xRet.xltype == xltypeBool && xRet.val.xbool, "Error on call to xlfSetName");
} else {
key_ = "VBA";
}
}
QuantLib::Array operToQlArray(const OPER &xVector,
const std::string paramName) {
OPER xTemp;
bool excelToFree = false;
bool xllToFree = false;
try {
RP_REQUIRE(!(xVector.xltype & xltypeErr),
"input value '" << paramName << "' has type=error");
if (xVector.xltype & (xltypeMissing | xltypeNil))
return QuantLib::Array();
const OPER *xMulti;
if (xVector.xltype == xltypeMulti) {
xMulti = &xVector;
} else if (xVector.xltype == xltypeStr) {
splitOper(&xVector, &xTemp);
xMulti = &xTemp;
xllToFree = true;
} else {
Excel(xlCoerce, &xTemp, 2, &xVector, TempInt(xltypeMulti));
xMulti = &xTemp;
excelToFree = true;
}
int size = xMulti->val.array.rows * xMulti->val.array.columns;
QuantLib::Array a(size);
for (int i=0; i<size; ++i) {
a[i] = reposit::convert2<double>(reposit::ConvertOper(xMulti->val.array.lparray[i]));
}
if (excelToFree) {
Excel(xlFree, 0, 1, &xTemp);
} else if (xllToFree) {
freeOper(&xTemp);
}
return a;
} catch (const std::exception &e) {
if (excelToFree) {
Excel(xlFree, 0, 1, &xTemp);
} else if (xllToFree) {
freeOper(&xTemp);
}
RP_FAIL("operToVector: error converting parameter '" << paramName << "' : " << e.what());
}
}
std::vector<std::vector<T> > operToMatrixImpl(
const ConvertOper &xMatrix,
const std::string ¶mName) {
try {
if (xMatrix.missing()) return std::vector<std::vector<T> >();
RP_REQUIRE(!xMatrix.error(), "input value has type=error");
const OPER *xMulti;
Xloper xCoerce; // Freed automatically
if (xMatrix->xltype == xltypeMulti)
xMulti = xMatrix.get();
else {
Excel(xlCoerce, &xCoerce, 2, xMatrix.get(), TempInt(xltypeMulti));
xMulti = &xCoerce;
}
std::vector<std::vector<T> > ret;
ret.reserve(xMulti->val.array.rows);
for (int i=0; i<xMulti->val.array.rows; ++i) {
std::vector<T> row;
row.reserve(xMulti->val.array.columns);
for (int j=0; j<xMulti->val.array.columns; ++j) {
row.push_back(convert2<T>(ConvertOper(xMulti->val.array.lparray[i * xMulti->val.array.columns + j])));
}
ret.push_back(row);
}
return ret;
} catch (const std::exception &e) {
RP_FAIL("operToMatrixImpl: error converting parameter '" << paramName
<< "' to type '" << typeid(T).name() << "' : " << e.what());
}
}
// Retrieve the Caller pointer corresponding to a given InterpolatedYieldCurvePair
const CallerBase *getCaller(InterpolatedYieldCurvePair tokenPair) const {
CallerMap::const_iterator i = callerMap_.find(tokenPair);
RP_REQUIRE(i!=callerMap_.end(), "Unable to retrieve caller for type " << tokenPair);
return i->second;
}
void validateReference(const XLOPER *xReference, const std::string &name) {
RP_REQUIRE(xReference->xltype != xltypeErr && xReference->val.err != xlerrRef,
"parameter '" << name << "' is not a valid range reference");
}