lballabio/quantlib — pull request #85 by eefelix (2014-03-13 10:54:35+00:00)
Title: Rewrite DiscreteHedging.java with faster execution speed

- Rewrite DiscreteHedging.java example using SWIG director for callback
and SWIG "boost_shared_ptr.i" to wrap the boost::shared_ptr obj in
MonteCarloModel class

- Execution time is 28sec while the previous code is 44sec

- Modify the following SWIG interface files to support my java code:
1. quantlib.i: add (directors="1") to enable the directors feature
2. randomnumbers.i: add PseudoRandomMT class
3. montecarlo.i: add PathGeneratorPseudoRandom, PathPricerPath and
MonteCarloModelSingleVariatePseudoRandom classes

- BTW, a warning pop out when generating swig wrapper because the name
"shared_ptr" in SWIG "boost_shared_ptr.i" crashes with the one defined
in "common.i". Anyway it won't affect the compilation.