From daf50943115ba23e0a2839123a89d93a21d09ca2 Mon Sep 17 00:00:00 2001
From: Jerry Jin <jerry.yang.jin@gmail.com>
Date: Thu, 16 Feb 2017 19:35:38 +0800
Subject: [PATCH] convert enum

---
 README.md                   | 6 +-----
 src/capletvolstructure.cpp  | 9 ++++++---
 src/piecewiseyieldcurve.cpp | 4 +++-
 src/smilesection.cpp        | 6 ++++--
 src/termstructures.cpp      | 3 ++-
 5 files changed, 16 insertions(+), 12 deletions(-)

diff --git a/README.md b/README.md
index aae0e55..906bd29 100644
--- a/README.md
+++ b/README.md
@@ -13,14 +13,10 @@ All functions in this project are Async, they are exported to [Promise](https://
 npm install quantlib
 ```
 
-* Windows - 32-Bit
+* Windows
 
 `npm install quantlib` will do everything, including the node package installation and pre-built native addon (no dependency) download, you can start use it right away.
 
-* Windows - 64-Bit
-
-I will try to build and upload the pre-built addon, before that, Please refer to [how to build](#building-the-native-addon) below
-
 * Linux & Mac
 
 Please refer to [how to build](#building-the-native-addon) below
diff --git a/src/capletvolstructure.cpp b/src/capletvolstructure.cpp
index 7913f0f..cfa7ae5 100644
--- a/src/capletvolstructure.cpp
+++ b/src/capletvolstructure.cpp
@@ -154,6 +154,7 @@ void ConstantOptionletVolatilityWorker::Execute(){
       ));
 
     // Construct the Object
+	std::map<std::string, QuantLib::VolatilityType> strEnum;
     boost::shared_ptr<ObjectHandler::Object> object(
       new QuantLibAddin::ConstantOptionletVolatility(
           valueObject,
@@ -162,7 +163,7 @@ void ConstantOptionletVolatilityWorker::Execute(){
           BusinessDayConventionEnum,
           VolatilityLibObj,
           DayCounterEnum,
-          mVolatilityType,
+		  strEnum[mVolatilityType],
           mDisplacement,
           false
       ));
@@ -512,6 +513,7 @@ void StrippedOptionletWorker::Execute(){
       ));
 
     // Construct the Object
+	std::map<std::string, QuantLib::VolatilityType> strEnum;
     boost::shared_ptr<ObjectHandler::Object> object(
       new QuantLibAddin::StrippedOptionlet(
           valueObject,
@@ -523,7 +525,7 @@ void StrippedOptionletWorker::Execute(){
           mStrikes,
           VolatilitiesLibObj,
           DayCounterEnum,
-          mVolatilityType,
+		  strEnum[mVolatilityType],
           mDisplacement,
           false
       ));
@@ -717,6 +719,7 @@ void OptionletStripper1Worker::Execute(){
       ));
 
     // Construct the Object
+	std::map<std::string, QuantLib::VolatilityType> strEnum;
     boost::shared_ptr<ObjectHandler::Object> object(
       new QuantLibAddin::OptionletStripper1(
           valueObject,
@@ -725,7 +728,7 @@ void OptionletStripper1Worker::Execute(){
           mSwitchStrike,
           mAccuracy,
           MaxIterLib,
-          mVolatilityType,
+		  strEnum[mVolatilityType],
           mDisplacement,
           false
       ));
diff --git a/src/piecewiseyieldcurve.cpp b/src/piecewiseyieldcurve.cpp
index 3610d84..365dcfc 100644
--- a/src/piecewiseyieldcurve.cpp
+++ b/src/piecewiseyieldcurve.cpp
@@ -285,6 +285,8 @@ void PiecewiseYieldCurveMixedInterpolationWorker::Execute(){
       ));
 
     // Construct the Object
+
+	std::map<std::string, QuantLib::MixedInterpolation::Behavior> strEnum;
     boost::shared_ptr<ObjectHandler::Object> object(
       new QuantLibAddin::PiecewiseYieldCurve(
           valueObject,
@@ -297,7 +299,7 @@ void PiecewiseYieldCurveMixedInterpolationWorker::Execute(){
           mAccuracy,
           mTraitsID,
           mInterpolatorID,
-          mMixedInterpolationBehavior,
+		  strEnum[mMixedInterpolationBehavior],
           PillarsBeforeChangeLib,
           false
       ));
diff --git a/src/smilesection.cpp b/src/smilesection.cpp
index e268b0c..d93f50f 100644
--- a/src/smilesection.cpp
+++ b/src/smilesection.cpp
@@ -60,6 +60,7 @@ void FlatSmileSectionWorker::Execute(){
       ));
 
     // Construct the Object
+	std::map<std::string, QuantLib::VolatilityType> strEnum;
     boost::shared_ptr<ObjectHandler::Object> object(
       new QuantLibAddin::FlatSmileSection(
           valueObject,
@@ -68,7 +69,7 @@ void FlatSmileSectionWorker::Execute(){
           DayCounterEnum,
           RefDateLib,
           mAtmValue,
-          mVolatilityType,
+		  strEnum[mVolatilityType],
           mDisplacement,
           false
       ));
@@ -989,6 +990,7 @@ void InterpolatedSmileSectionWorker::Execute(){
       ));
 
     // Construct the Object
+	std::map<std::string, QuantLib::VolatilityType> strEnum;
     boost::shared_ptr<ObjectHandler::Object> object(
       new QuantLibAddin::InterpolatedSmileSection(
           valueObject,
@@ -997,7 +999,7 @@ void InterpolatedSmileSectionWorker::Execute(){
           StdDevsLibObj,
           AtmLevelLibObj,
           DayCounterEnum,
-          mVolatilityType,
+		  strEnum[mVolatilityType],
           mDisplacement,
           false
       ));
diff --git a/src/termstructures.cpp b/src/termstructures.cpp
index 92470a9..83d395a 100644
--- a/src/termstructures.cpp
+++ b/src/termstructures.cpp
@@ -868,6 +868,7 @@ void InterpolatedYieldCurveWorker::Execute(){
       ));
 
     // Construct the Object
+	std::map<std::string, QuantLib::MixedInterpolation::Behavior> strEnum;
     boost::shared_ptr<ObjectHandler::Object> object(
       new QuantLibAddin::InterpolatedYieldCurve(
           valueObject,
@@ -879,7 +880,7 @@ void InterpolatedYieldCurveWorker::Execute(){
           JumpDatesLib,
           mTraitsID,
           mInterpolatorID,
-          mMixedInterpolationBehavior,
+		  strEnum[mMixedInterpolationBehavior],
           NRateHelperLib,
           false
       ));