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=begin
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
=end
require 'QuantLibc'
module QuantLibc
class Observer
alias cpp_initialize initialize
def initialize(*args,&block)
if (block)
cpp_initialize(block)
elsif (args.size > 0 and args[0].respond_to? "call")
cpp_initialize(args[0])
else
raise "block or callable object needed"
end
end
def registerWith(x)
_registerWith(x.toObservable)
end
def unregisterWith(x)
_unregisterWith(x.toObservable)
end
end
class Date
alias cpp_add +
alias cpp_sub -
def +(x)
if x.class == Array and x.length == 2
cpp_add(Period.new(x[0],x[1]))
else
cpp_add(x)
end
end
def -(x)
if x.class == Array and x.length == 2
cpp_sub(Period.new(x[0],x[1]))
else
cpp_sub(x)
end
end
end
end
QuantLib = QuantLibc
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