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‎.gitignore‎

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################################################
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# Miscellaneous
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#
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# Common files generated by text editors,
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# operating systems, file systems, etc.
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################################################
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*~
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*#
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.DS_STORE
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.netbeans
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nbproject
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.idea
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################################################
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# C/C++ stuff
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#
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################################################
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*.o
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*.a
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*.exe
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*.gcda
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*.gcno
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*.gcov
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*.sln
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*.suo
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*.vc*proj*
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*.sdf
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*.opensdf
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*.aps
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*~
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mkmf.log
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*.js

‎.npmignore‎

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*#
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node_modules
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ssl
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.DS_STORE
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*.swo
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*.swp
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*.swn
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*.swm
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*~
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.idea
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nbproject
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.git
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build
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cmake
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.gitignore
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.travis.yml
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appveyor.yml
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CMakeLists.txt
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bower.json
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*.o
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*.a
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*.exe
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*.gcda
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*.gcno
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*.gcov
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*.sln
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*.suo
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*.vc*proj*
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*.sdf
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*.opensdf
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*.aps
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mkmf.log

‎CMakeLists.txt‎

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# CMake build script for QuantLibNode
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PROJECT(QuantLibNode)
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CMAKE_MINIMUM_REQUIRED(VERSION 2.8)
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# For non-IDE build only
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SET(CMAKE_BUILD_TYPE "Release")
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# Set build directory
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SET(CMAKE_BINARY_DIR ${CMAKE_SOURCE_DIR}/build)
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SET(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR})
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SET(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR})
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IF (MSVC_IDE)
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SET(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_RELEASE} /INCREMENTAL:NO /MT")
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SET(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /INCREMENTAL:NO /MTd")
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SET(CMAKE_SHARED_LINKER_FLAGS "${CMAKE_SHARED_LINKER_FLAGS} /SAFESEH:NO")
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ELSE ()
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SET(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -std=c++11")
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ENDIF ()
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# dynamic lookup
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IF(${CMAKE_SYSTEM_NAME} MATCHES "Darwin")
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SET (CMAKE_SHARED_LINKER_FLAGS "-undefined dynamic_lookup")
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ENDIF()
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FIND_PACKAGE(Boost)
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# Load/Find CMake Modules
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SET(CMAKE_MODULE_PATH ${CMAKE_MODULE_PATH} "${CMAKE_CURRENT_SOURCE_DIR}/cmake")
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INCLUDE(FindNode)
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INCLUDE(FindQuantLib)
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# Add include/link directories
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INCLUDE_DIRECTORIES(${NODE_GYP_DIR}/include/node)
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INCLUDE_DIRECTORIES(${NAN_DIR})
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INCLUDE_DIRECTORIES(${Boost_INCLUDE_DIRS})
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IF (MSVC_IDE)
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INCLUDE_DIRECTORIES(${QUANTLIB_DIR}/QuantLib)
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INCLUDE_DIRECTORIES(${QUANTLIB_DIR}/ObjectHandler)
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INCLUDE_DIRECTORIES(${QUANTLIB_DIR}/QuantLibAddin)
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ELSE ()
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INCLUDE_DIRECTORIES(${QUANTLIB_DIR}/include)
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ENDIF ()
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LINK_DIRECTORIES(${Boost_LIBRARY_DIRS})
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IF (MSVC_IDE)
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LINK_DIRECTORIES(${QUANTLIB_DIR}/QuantLib/lib)
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LINK_DIRECTORIES(${QUANTLIB_DIR}/QuantLibAddin/lib)
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LINK_DIRECTORIES(${QUANTLIB_DIR}/ObjectHandler/lib)
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ELSE ()
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LINK_DIRECTORIES(${QUANTLIB_DIR}/lib)
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ENDIF ()
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FILE(GLOB SRC_QUANTLIBNODE *.hpp *.cpp src/*.hpp src/*.cpp)
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IF (MSVC_IDE)
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SET_SOURCE_FILES_PROPERTIES(${SRC_QUANTLIBNODE} PROPERTIES COMPILE_FLAGS -Od)
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ENDIF ()
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ADD_LIBRARY(quantlib SHARED ${SRC_QUANTLIBNODE})
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IF (MSVC_IDE)
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IF (CMAKE_SIZEOF_VOID_P EQUAL 8)
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TARGET_LINK_LIBRARIES(quantlib ${NODE_GYP_DIR}/x64/node.lib)
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ELSE ()
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TARGET_LINK_LIBRARIES(quantlib ${NODE_GYP_DIR}/ia32/node.lib)
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ENDIF()
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ENDIF ()
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IF (MSVC_IDE)
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IF ( CMAKE_CONFIGURATION_TYPES STREQUAL "Debug" )
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TARGET_LINK_LIBRARIES(quantlib QuantLib-vc120-mt-gd.lib)
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TARGET_LINK_LIBRARIES(quantlib QuantLibObjects-vc120-mt-gd-1_7_0.lib)
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TARGET_LINK_LIBRARIES(quantlib ObjectHandler-vc120-mt-gd-1_7_0.lib)
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ELSE ()
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TARGET_LINK_LIBRARIES(quantlib QuantLib-vc120-mt-s.lib)
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TARGET_LINK_LIBRARIES(quantlib QuantLibObjects-vc120-mt-s-1_7_0.lib)
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TARGET_LINK_LIBRARIES(quantlib ObjectHandler-vc120-mt-s-1_7_0.lib)
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ENDIF ()
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ENDIF ()
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IF(${CMAKE_SYSTEM_NAME} MATCHES "Darwin")
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TARGET_LINK_LIBRARIES(quantlib QuantLib.a)
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TARGET_LINK_LIBRARIES(quantlib QuantLibAddin.a)
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TARGET_LINK_LIBRARIES(quantlib ObjectHandler.a)
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ENDIF()
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SET_TARGET_PROPERTIES(quantlib PROPERTIES SUFFIX ".node")
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SET_TARGET_PROPERTIES(quantlib PROPERTIES PREFIX "")

‎LICENSE‎

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MIT License
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3-
Copyright (c) 2016 quantlibnode
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Copyright (c) 2016 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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QuantLib [![npm version](https://badge.fury.io/js/quantlib.svg)](http://badge.fury.io/js/quantlib)
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========
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QuantLib ASYNC Bindings for Node.js
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Usage
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-----
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```sh
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npm install quantlib
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```
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Example
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-------
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```js
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var ql = require('quantlib');
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var mtx1 =
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[
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[1.00000, 0.97560, 0.95240, 0.93040, 0.90940, 0.88940, 0.87040, 0.85230, 0.83520, 0.81880],
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[0.97560, 1.00000, 0.97560, 0.95240, 0.93040, 0.90940, 0.88940, 0.87040, 0.85230, 0.83520],
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[0.95240, 0.97560, 1.00000, 0.97560, 0.95240, 0.93040, 0.90940, 0.88940, 0.87040, 0.85230],
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[0.93040, 0.95240, 0.97560, 1.00000, 0.97560, 0.95240, 0.93040, 0.90940, 0.88940, 0.87040],
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[0.90940, 0.93040, 0.95240, 0.97560, 1.00000, 0.97560, 0.95240, 0.93040, 0.90940, 0.88940],
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[0.88940, 0.90940, 0.93040, 0.95240, 0.97560, 1.00000, 0.97560, 0.95240, 0.93040, 0.90940],
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[0.87040, 0.88940, 0.90940, 0.93040, 0.95240, 0.97560, 1.00000, 0.97560, 0.95240, 0.93040],
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[0.85230, 0.87040, 0.88940, 0.90940, 0.93040, 0.95240, 0.97560, 1.00000, 0.97560, 0.95240],
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[0.83520, 0.85230, 0.87040, 0.88940, 0.90940, 0.93040, 0.95240, 0.97560, 1.00000, 0.97560],
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[0.81880, 0.83520, 0.85230, 0.87040, 0.88940, 0.90940, 0.93040, 0.95240, 0.97560, 1.00000]
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];
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ql.SymmetricSchurDecomposition('mtx#1',mtx1).then(function(obj){
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ql.SymmetricSchurDecompositionEigenvalues(obj).then(function(r){
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console.log(r);
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});
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ql.SymmetricSchurDecompositionEigenvectors(obj).then(function(r){
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console.log(r);
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});
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}).catch(function(e){
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console.log(e);
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});
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```

‎build/Release/.gitkeep‎

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‎cmake/FindNode.cmake‎

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# NODE_GYP_DIR - where to find node.h, etc.
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# NODE_GYP_VER - version of node
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# NAN_DIR - nan module
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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 "4.4.5")
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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} )
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SET(NAN_DIR $ENV{NAN_DIR})
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MESSAGE( STATUS "NAN_DIR: " ${NAN_DIR} )
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FIND_PATH(NODE_GYP_DIR installVersion)
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INCLUDE(FindPackageHandleStandardArgs)
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FIND_PACKAGE_HANDLE_STANDARD_ARGS(NODE DEFAULT_MSG NODE_GYP_DIR NAN_DIR)
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MARK_AS_ADVANCED(NODE_GYP_DIR NAN_DIR)

‎cmake/FindQuantLib.cmake‎

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# QUANTLIB_DIR - where to find quantlib.hpp, etc.
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# QUANTLIB_FOUND - True if QuantLib found.
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# Read environment variables to find node_gyp include/lib directories
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SET(QUANTLIB_DIR $ENV{QUANTLIB_ROOT})
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MESSAGE( STATUS "QUANTLIB_DIR: " ${QUANTLIB_DIR} )
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FIND_PATH(QUANTLIB_DIR QuantLib)
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INCLUDE(FindPackageHandleStandardArgs)
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FIND_PACKAGE_HANDLE_STANDARD_ARGS(QUANTLIB DEFAULT_MSG QUANTLIB_DIR)
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MARK_AS_ADVANCED(QUANTLIB_DIR)

‎loop.hpp‎

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#ifndef ohn_loop_hpp
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#define ohn_loop_hpp
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namespace ObjectHandler {
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//! Invoke the contained function once for each item in the input vector.
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template<class LoopFunction, class InputType, class OutputType>
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void loop(
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LoopFunction &loopFunction,
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std::vector<InputType> &xIn,
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std::vector<OutputType> &xOut) {
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for (unsigned int i = 0; i < xIn.size(); i++) {
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xOut.push_back(loopFunction(xIn[i]));
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}
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}
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template<class LoopFunction, class InputType>
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void loop(
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LoopFunction &loopFunction,
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std::vector<InputType> &xIn) {
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for (unsigned int i = 0; i < xIn.size(); i++) {
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loopFunction(xIn[i]);
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}
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}
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}
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#endif

‎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": "0.1.0",
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"keywords": [
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"QuantLib",
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"native"
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],
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"main": "lib/quantlib.js",
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"repository": {
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"type": "git",
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"url": "https://github.com/quantlibnode/quantlibnode.git"
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},
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"directories": {
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"build": "./build",
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"lib": "./lib"
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},
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"engines": {
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"node": ">= 0.12"
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},
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"bundledDependencies": [
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"node-pre-gyp"
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],
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"dependencies": {
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"fs-extra": "~0.26.2",
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"node-pre-gyp": "~0.6.15",
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"promisify-node": "~0.3.0"
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},
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"devDependencies": {
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"nan": "^2.2.0",
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"node-gyp": "~3.0.3"
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},
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"binary": {
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"module_name": "quantlib",
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"module_path": "./build/Release/quantlib.node",
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"host": "https://github.com",
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"package_name": "{platform}-{arch}.tar.gz",
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"remote_path": "./quantlibnode/quantlibnode/releases/download/v{version}/"
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},
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"scripts": {
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"generateJson": "node generate/scripts/json",
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"generateNativeCode": "node generate/scripts/native"
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},
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"bugs": {
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"url": "http://github.com/quantlibnode/quantlibnode/issues"
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},
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"author": "Jerry Jin",
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"license": "MIT"
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}

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