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Merge pull request #5 from quantlibnode/1.8
update for QuantLib 1.8
2 parents d1eb11c + 3482ebb commit 62ca4ed

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‎CMakeLists.txt‎

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@@ -71,13 +71,13 @@ ENDIF ()
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IF (MSVC_IDE)
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IF ( CMAKE_CONFIGURATION_TYPES STREQUAL "Debug" )
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TARGET_LINK_LIBRARIES(quantlib QuantLib-vc120-mt-gd.lib)
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TARGET_LINK_LIBRARIES(quantlib QuantLibObjects-vc120-mt-gd-1_7_0.lib)
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TARGET_LINK_LIBRARIES(quantlib ObjectHandler-vc120-mt-gd-1_7_0.lib)
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TARGET_LINK_LIBRARIES(quantlib QuantLib-vc140-mt-gd.lib)
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TARGET_LINK_LIBRARIES(quantlib QuantLibObjects-vc140-mt-gd-1_8_0.lib)
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TARGET_LINK_LIBRARIES(quantlib ObjectHandler-vc140-mt-gd-1_8_0.lib)
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ELSE ()
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TARGET_LINK_LIBRARIES(quantlib QuantLib-vc120-mt-s.lib)
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TARGET_LINK_LIBRARIES(quantlib QuantLibObjects-vc120-mt-s-1_7_0.lib)
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TARGET_LINK_LIBRARIES(quantlib ObjectHandler-vc120-mt-s-1_7_0.lib)
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TARGET_LINK_LIBRARIES(quantlib QuantLib-vc140-mt-s.lib)
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TARGET_LINK_LIBRARIES(quantlib QuantLibObjects-vc140-mt-s-1_8_0.lib)
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TARGET_LINK_LIBRARIES(quantlib ObjectHandler-vc140-mt-s-1_8_0.lib)
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ENDIF ()
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ENDIF ()
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‎LICENSE‎

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MIT License
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Copyright (c) 2016 Jerry Jin
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Copyright (c) 2016 - 2017 Jerry Jin
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal

‎README.md‎

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@@ -13,14 +13,10 @@ All functions in this project are Async, they are exported to [Promise](https://
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npm install quantlib
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```
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* Windows - 32-Bit
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* Windows
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`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.
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* Windows - 64-Bit
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I will try to build and upload the pre-built addon, before that, Please refer to [how to build](#building-the-native-addon) below
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* Linux & Mac
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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
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| QuantLib | QuantLibAddin | Node.js | quantlib.node |
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| -------- | ------------- | ------- | ------------- |
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| 1.7.1 | 1.7.0 | 6.9.1 | 0.1.x |
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| 1.8.1 | 1.8.0 | 6.9.5 | 0.2.x |
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## Building the native addon
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#### Prerequisite
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* CMake 2.8 or above, Visual C++ for windows, Xcode for Mac, GCC for Linux
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* Node.js according to [version matrix](#version-matrix)
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* [nan](https://github.com/nodejs/nan) ^2.2.0
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* [node-gyp](https://github.com/nodejs/node-gyp) ~3.0.3
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* QuantLib, QuantLibAddin, ObjectHandler source code according to [version matrix](#version-matrix), they need to be put in the same directory
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* `boost` - which is required to build QuantLib
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#### Set environment variable
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please refer to `cmake/*.cmake` and `CMakeList.txt` files
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* `NAN_DIR` - location of `nan`
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* `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
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* `QUANTLIB_ROOT` - location of QuantLib, QuantLibAddin, ObjectHandler source code
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* `BOOST_ROOT` - location `boost` installed
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#### Use cmake to build the addon
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1. Build QuantLib and QuantLibAddin, please check `CMakeList.txt` for library name, and make sure generated library names are the same in `CMakeList.txt`
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2. from `quantlibnode` root directory `cd build`
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3. `cmake ..` for Windows and Linux, `cmake -G Xcode ..` for Mac OS X
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4. `cmake --build . --config Release`
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5. For Linux, you may need to put `quantlib.node` under `build/Release` manually,
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## Building the native addon
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‎cmake/FindNode.cmake‎

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# NODE_GYP_FOUND - True if node found.
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# Read environment variables to find node_gyp include/lib directories
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SET(NODE_GYP_VER "6.9.1")
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SET(NODE_GYP_VER "6.9.5")
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MESSAGE( STATUS "NODE_GYP_VER: " ${NODE_GYP_VER} )
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SET(NODE_GYP_DIR $ENV{NODE_GYP_DIR}/${NODE_GYP_VER})
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MESSAGE( STATUS "NODE_GYP_DIR: " ${NODE_GYP_DIR} )

‎lib/quantlib.js‎

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// This is a generated file, modify: generate/templates/quantlib.js
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/*
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Copyright (C) 2016 -2017 Jerry Jin
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*/
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var promisify = require("promisify-node");
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var rawApi = require("../build/Release/quantlib");
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exports.PiecewiseConstantVarianceVolatility = promisify(rawApi.PiecewiseConstantVarianceVolatility);
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exports.PiecewiseConstantVarianceTotalVariance = promisify(rawApi.PiecewiseConstantVarianceTotalVariance);
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exports.PiecewiseConstantVarianceTotalVolatility = promisify(rawApi.PiecewiseConstantVarianceTotalVolatility);
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exports.PiecewiseYieldCurveMixedInterpolation = promisify(PiecewiseYieldCurveMixedInterpolation);
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exports.BachelierCapFloorEngine = promisify(BachelierCapFloorEngine);
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exports.BachelierCapFloorEngine2 = promisify(BachelierCapFloorEngine2);
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exports.BachelierBlackFormulaImpliedVol = promisify(BachelierBlackFormulaImpliedVol);
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exports.ObjectPropertyNames = promisify(rawApi.ObjectPropertyNames);
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exports.DeleteObject = promisify(rawApi.DeleteObject);
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exports.DeleteObjects = promisify(rawApi.DeleteObjects);

‎package.json‎

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{
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"name": "quantlib",
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"description": "QuantLib Asyn Bindings for Node.js",
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"version": "0.1.5",
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"version": "0.2.0",
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"keywords": [
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"quantlib",
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"native",
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"addon"
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"quantlib"
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],
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"main": "lib/quantlib.js",
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"repository": {

‎quantlibnode.cpp‎

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/*
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Copyright (C) 2016 -2017 Jerry Jin
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*/
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#include <v8.h>
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#include <node.h>
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#include <nan.h>
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Nan::SetMethod(target, "PiecewiseConstantVarianceTotalVariance", QuantLibNode::PiecewiseConstantVarianceTotalVariance);
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Nan::SetMethod(target, "PiecewiseConstantVarianceTotalVolatility", QuantLibNode::PiecewiseConstantVarianceTotalVolatility);
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Nan::SetMethod(target, "PiecewiseYieldCurveMixedInterpolation", QuantLibNode::PiecewiseYieldCurveMixedInterpolation);
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Nan::SetMethod(target, "BachelierCapFloorEngine", QuantLibNode::BachelierCapFloorEngine);
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Nan::SetMethod(target, "BachelierCapFloorEngine2", QuantLibNode::BachelierCapFloorEngine2);
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Nan::SetMethod(target, "BachelierBlackFormulaImpliedVol", QuantLibNode::BachelierBlackFormulaImpliedVol);
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Nan::SetMethod(target, "DeleteObject", QuantLibNode::DeleteObject);
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Nan::SetMethod(target, "DeleteObjects", QuantLibNode::DeleteObjects);
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Nan::SetMethod(target, "DeleteAllObjects", QuantLibNode::DeleteAllObjects);

‎quantlibnode.hpp‎

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/*
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Copyright (C) 2016 -2017 Jerry Jin
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*/
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#ifndef quantlibnode_hpp
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#define quantlibnode_hpp
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static NAN_METHOD(PiecewiseConstantVarianceTotalVariance);
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static NAN_METHOD(PiecewiseConstantVarianceTotalVolatility);
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static NAN_METHOD(PiecewiseYieldCurveMixedInterpolation);
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static NAN_METHOD(BachelierCapFloorEngine);
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static NAN_METHOD(BachelierCapFloorEngine2);
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static NAN_METHOD(BachelierBlackFormulaImpliedVol);
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static NAN_METHOD(DeleteObject);
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static NAN_METHOD(DeleteObjects);
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static NAN_METHOD(DeleteAllObjects);

‎src/abcd.cpp‎

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/*
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Copyright (C) 2016 Jerry Jin
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Copyright (C) 2016 -2017 Jerry Jin
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*/
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#include <nan.h>

‎src/abcd.hpp‎

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/*
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Copyright (C) 2016 Jerry Jin
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Copyright (C) 2016 -2017 Jerry Jin
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*/
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#ifndef abcd_h

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