Add Bachelier Swaption Engine

.gitignore

@@ -89,6 +89,7 @@ testCaseCollection.xml
 *.pch
 *.idb
 *.ipch
+.vs
 
 # Outputs
 ObjectHandler/xll/

ObjectHandler/.gitignore

@@ -1,7 +1,5 @@
 Docs/.time-stamp-html
-Docs/.time-stamp-online
 Docs/auto.pages/
-Docs/html-online
 Examples/C++/account.xml
 aclocal.m4
 autom4te.cache/

ObjectHandler/Docs/Makefile.am

@@ -1,18 +1,11 @@
 
 EXTRA_DIST = \
-    docs_vc8.vcproj \
-    docs_vc9.vcproj \
-    docs_vc10.vcxproj \
-    docs_vc10.vcxproj.filters \
-    docs_vc11.vcxproj \
-    docs_vc11.vcxproj.filters \
-    docs_vc12.vcxproj \
-    docs_vc12.vcxproj.filters \
+    docs.vcxproj \
+    docs.vcxproj.filters \
     Makefile.vc \
     objecthandler.doxy \
     oh_footer.html \
     oh_header.html \
-    oh_headeronline.html \
     doxygen.css \
     tabs.css \
     ql.css \
@@ -31,7 +24,7 @@ OH_DIR := ..
 
 DOXYGEN_CONFIG := $(PROJECTNAME).doxy
 DOXYGEN_CONFIG_TEMP := .$(DOXYGEN_CONFIG)
-DOXYGEN_CUSTOM := doxygen.css tabs.css ql.css $(PROJECTINITIALS)_footer.html $(PROJECTINITIALS)_header.html $(PROJECTINITIALS)_headeronline.html 
+DOXYGEN_CUSTOM := doxygen.css tabs.css ql.css $(PROJECTINITIALS)_footer.html $(PROJECTINITIALS)_header.html
 SCRIPT := $(OH_DIR)/Docs/preprocess_doxyfile.py
 
 %.gz: %
@@ -41,7 +34,7 @@ SCRIPT := $(OH_DIR)/Docs/preprocess_doxyfile.py
 	tar chf $@ $<
 	rm $<
 
-.PHONY: docs-all docs-html docs-online docs-clean
+.PHONY: docs-all docs-html docs-clean
 .PHONY: docs-dist docs-html-dist 
 
 dist-hook:
@@ -55,7 +48,7 @@ docs-dist: docs-html-dist
 
 docs-html: .time-stamp-html
 .time-stamp-html: $(DOXYGEN_CONFIG) $(DOXYGEN_CUSTOM) $(DOXYGEN_INPUT)
-	python $(SCRIPT) $(DOXYGEN_CONFIG) $(DOXYGEN_CONFIG_TEMP)
+	$(PYTHON3) $(SCRIPT) $(DOXYGEN_CONFIG) $(DOXYGEN_CONFIG_TEMP)
 	$(DOXYGEN) $(DOXYGEN_CONFIG_TEMP)
 	rm $(DOXYGEN_CONFIG_TEMP)
 	cp tabs.css html
@@ -69,23 +62,7 @@ docs-html-dist: docs-html
 	tar czfvh $(FILENAME).tar.gz $(FILENAME)
 	rm $(FILENAME)
 
-docs-online: .time-stamp-online
-.time-stamp-online: $(DOXYGEN_CONFIG) $(DOXYGEN_CUSTOM) $(DOXYGEN_INPUT)
-	python $(SCRIPT) -o $(DOXYGEN_CONFIG) $(DOXYGEN_CONFIG_TEMP)
-	$(DOXYGEN) $(DOXYGEN_CONFIG_TEMP)
-	rm $(DOXYGEN_CONFIG_TEMP)
-	cp tabs.css html-online
-	cp ql.css html-online
-	mkdir -p html-online/images
-	cp -f images/*.ico images/*.jpg images/*.png html-online/images
-	touch .time-stamp-online
-
-docs-online-dist: docs-online
-	ln -s html-online $(PROJECTNAME)
-	tar czfvh $(FILENAME)-online.tar.gz $(PROJECTNAME)
-	rm $(PROJECTNAME)
-
 docs-clean:
-	rm -Rf html-online html
+	rm -Rf html
 	rm -f .time-stamp*
 

ObjectHandler/Docs/docs_vc12.vcxproj → ObjectHandler/Docs/docs.vcxproj

@@ -1,5 +1,5 @@
 <?xml version="1.0" encoding="utf-8"?>
-<Project DefaultTargets="Build" ToolsVersion="12.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+<Project DefaultTargets="Build" ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
   <ItemGroup Label="ProjectConfigurations">
     <ProjectConfiguration Include="All|Win32">
       <Configuration>All</Configuration>
@@ -16,13 +16,12 @@
     <Keyword>MakeFileProj</Keyword>
   </PropertyGroup>
   <Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
+  <Import Project="..\..\QuantLib\QuantLib.props" />
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='All|Win32'" Label="Configuration">
     <ConfigurationType>Makefile</ConfigurationType>
-    <PlatformToolset>v120</PlatformToolset>
   </PropertyGroup>
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='All|x64'" Label="Configuration">
     <ConfigurationType>Makefile</ConfigurationType>
-    <PlatformToolset>v120</PlatformToolset>
   </PropertyGroup>
   <Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
   <ImportGroup Label="ExtensionSettings">
@@ -97,8 +96,9 @@
     <None Include="tabs.css" />
   </ItemGroup>
   <ItemGroup>
-    <ProjectReference Include="..\gensrc\ohgensrc_vc12.vcxproj">
+    <ProjectReference Include="..\gensrc\ohgensrc.vcxproj">
       <Project>{88be5568-6e55-41c5-a251-670fafb44336}</Project>
+      <ReferenceOutputAssembly>false</ReferenceOutputAssembly>
     </ProjectReference>
   </ItemGroup>
   <Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />