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quantjinquantjin
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Merge pull request #7 from quantlibnode/1.9
merge 1.9 to master
2 parents 6cb92c7 + a60e65e commit b503481

12 files changed

Lines changed: 176 additions & 162 deletions

‎README.md‎

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@@ -43,6 +43,7 @@ Please refer to [how to build](#building-the-native-addon) below
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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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| 1.9.2 | 1.9.0 | 6.9.5 | 0.3.x |
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## Building the native addon
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@@ -133,4 +134,4 @@ ql.SymmetricSchurDecomposition('mtx#1',mtx1).then(function(obj){ //C2 formula: =
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0.01580103250921176,
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0.01377474504269164,
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0.012784934140218302 ]
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```
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```

‎lib/quantlib.js‎

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@@ -353,8 +353,8 @@ exports.CreditBasketSetLossModel = promisify(rawApi.CreditBasketSetLossModel);
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exports.CreditBasketSize = promisify(rawApi.CreditBasketSize);
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exports.CreditBasketLiveNotional = promisify(rawApi.CreditBasketLiveNotional);
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exports.CreditBasketLoss = promisify(rawApi.CreditBasketLoss);
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exports.CrediBasketAttachLive = promisify(rawApi.CrediBasketAttachLive);
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exports.CrediBasketDetachLive = promisify(rawApi.CrediBasketDetachLive);
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exports.CreditBasketAttachLive = promisify(rawApi.CreditBasketAttachLive);
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exports.CreditBasketDetachLive = promisify(rawApi.CreditBasketDetachLive);
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exports.ExpectedTrancheLoss = promisify(rawApi.ExpectedTrancheLoss);
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exports.CreditBasketPercentile = promisify(rawApi.CreditBasketPercentile);
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exports.CreditBasketESF = promisify(rawApi.CreditBasketESF);

‎package.json‎

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@@ -1,7 +1,7 @@
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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": "0.2.1",
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"version": "0.3.0",
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"keywords": [
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"quantlib"
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],

‎quantlibnode.cpp‎

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@@ -373,8 +373,8 @@ NAN_MODULE_INIT(init){
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Nan::SetMethod(target, "CreditBasketSize", QuantLibNode::CreditBasketSize);
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Nan::SetMethod(target, "CreditBasketLiveNotional", QuantLibNode::CreditBasketLiveNotional);
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Nan::SetMethod(target, "CreditBasketLoss", QuantLibNode::CreditBasketLoss);
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Nan::SetMethod(target, "CrediBasketAttachLive", QuantLibNode::CrediBasketAttachLive);
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Nan::SetMethod(target, "CrediBasketDetachLive", QuantLibNode::CrediBasketDetachLive);
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Nan::SetMethod(target, "CreditBasketAttachLive", QuantLibNode::CreditBasketAttachLive);
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Nan::SetMethod(target, "CreditBasketDetachLive", QuantLibNode::CreditBasketDetachLive);
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Nan::SetMethod(target, "ExpectedTrancheLoss", QuantLibNode::ExpectedTrancheLoss);
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Nan::SetMethod(target, "CreditBasketPercentile", QuantLibNode::CreditBasketPercentile);
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Nan::SetMethod(target, "CreditBasketESF", QuantLibNode::CreditBasketESF);

‎quantlibnode.hpp‎

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@@ -421,8 +421,8 @@ class QuantLibNode : public Nan::ObjectWrap {
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static NAN_METHOD(CreditBasketSize);
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static NAN_METHOD(CreditBasketLiveNotional);
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static NAN_METHOD(CreditBasketLoss);
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static NAN_METHOD(CrediBasketAttachLive);
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static NAN_METHOD(CrediBasketDetachLive);
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static NAN_METHOD(CreditBasketAttachLive);
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static NAN_METHOD(CreditBasketDetachLive);
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static NAN_METHOD(ExpectedTrancheLoss);
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static NAN_METHOD(CreditBasketPercentile);
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static NAN_METHOD(CreditBasketESF);

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