void operator()(
LoopFunction &loopFunction,
XLOPER &xIn,
XLOPER &xOut,
bool expandVector) {
InputType inputItem = reposit::convert2<InputType>(ConvertOper(xIn));
loopFunction(inputItem);
scalarToOper(true, xOut, expandVector);
}
void matrixToOper(const QuantLib::Matrix &m, OPER &xMatrix) {
if (m.empty()) {
xMatrix.xltype = xltypeErr;
xMatrix.val.err = xlerrNA;
return;
}
xMatrix.val.array.rows = m.rows();
xMatrix.val.array.columns = m.columns();
xMatrix.val.array.lparray = new OPER[xMatrix.val.array.rows * xMatrix.val.array.columns];
xMatrix.xltype = xltypeMulti | xlbitDLLFree;
for (unsigned int i=0; i<m.rows(); ++i)
for (unsigned int j=0; j<m.columns(); ++j)
scalarToOper(m[i][j], xMatrix.val.array.lparray[i * m.columns() + j]);
}
void vectorToOper(T begin, T end, OPER &xVector) {
std::size_t size = end - begin;
if (size == 0) {
xVector.xltype = xltypeErr;
xVector.val.err = xlerrNA;
return;
}
if (FunctionCall::instance().callerDimensions() == CallerDimensions::Row) {
xVector.val.array.columns = size;
xVector.val.array.rows = 1;
} else {
xVector.val.array.rows = size;
xVector.val.array.columns = 1;
}
xVector.val.array.lparray = new OPER[size];
xVector.xltype = xltypeMulti | xlbitDLLFree;
for (unsigned int i=0; i<size; ++i, ++begin)
scalarToOper(*begin, xVector.val.array.lparray[i], false);
}
void tableToOper(const std::vector<std::string> &columnHeadings,
const std::vector<std::string> &rowHeadings,
const std::vector<std::vector<double>> &data,
OPER &xMatrix)
{
if (data.empty())
{
xMatrix.xltype = xltypeErr;
xMatrix.val.err = xlerrNA;
return;
}
size_t dataRows = data.size();
size_t rows = dataRows;
size_t rowOffset = 0;
size_t dataColumns = data[0].size();
for (size_t i = 0; i < rows; ++i)
{
dataColumns = std::max(dataColumns, data[i].size());
}
size_t columns = dataColumns;
size_t columnOffset = 0;
if (columnHeadings.size() != 0)
{
++rows;
rowOffset = 1;
}
if (rowHeadings.size() != 0)
{
++columns;
columnOffset = 1;
}
xMatrix.val.array.rows = rows;
xMatrix.val.array.columns = columns;
xMatrix.val.array.lparray = new OPER[xMatrix.val.array.rows * xMatrix.val.array.columns];
xMatrix.xltype = xltypeMulti | xlbitDLLFree;
if (columnHeadings.size() != 0)
{
for (size_t i=columnOffset; i<columns; ++i)
{
scalarToOper(columnHeadings[i-columnOffset], xMatrix.val.array.lparray[i]);
}
}
if (rowHeadings.size() != 0)
{
for (size_t i=rowOffset; i<rows; ++i)
{
scalarToOper(rowHeadings[i-rowOffset], xMatrix.val.array.lparray[i * columns]);
}
}
for (size_t i=rowOffset; i<rows; ++i)
{
for (size_t j=columnOffset; j<columns; ++j)
{
if (j < data[i-rowOffset].size()+columnOffset)
{
scalarToOper(data[i-rowOffset][j-columnOffset], xMatrix.val.array.lparray[i * columns + j]);
}
else
{
scalarToOper(0.0, xMatrix.val.array.lparray[i * columns + j]);
}
}
}
if ((columnHeadings.size() != 0) && (rowHeadings.size() != 0))
{
scalarToOper("", xMatrix.val.array.lparray[0]);
}
}
void operator()(const std::vector<std::vector<T> >& v) {
if(m_expand)
matrixToOper(v, oper_);
else
scalarToOper("<MATRIX>", oper_);
}
void operator()(const std::vector<T>& v) {
if(m_expand)
vectorToOper(v, oper_);
else
scalarToOper("<VECTOR>", oper_);
}
void operator() (const T& t) { scalarToOper(t, oper_); }
DLL_API void scalarToOper(const char *value, OPER &xChar, bool expandVector) {
scalarToOper(std::string(value), xChar, expandVector);
}