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Porting the projects to double target netstandard2.0-net48 #10

88 changes: 23 additions & 65 deletions CIR/CIR.csproj
@@ -1,64 +1,42 @@
<?xml version="1.0" encoding="utf-8"?>
<Project DefaultTargets="Build" ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
<Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
<ProductVersion>10.0.0</ProductVersion>
<SchemaVersion>2.0</SchemaVersion>
<ProjectGuid>{01681786-2D92-410E-B121-6616D0C9F6E5}</ProjectGuid>
<TargetFrameworks>netstandard2.0;net48</TargetFrameworks>
<OutputType>Library</OutputType>
<RootNamespace>CIR</RootNamespace>
<AssemblyName>CIR</AssemblyName>
<TargetFrameworkVersion>v4.8</TargetFrameworkVersion>
<Prefer32Bit>false</Prefer32Bit>
<GenerateAssemblyInfo>false</GenerateAssemblyInfo>
<AssemblyTitle>CIR model</AssemblyTitle>
<Company>Fairmat SRL</Company>
<Copyright>Copyright © Fairmat SRL 2009-2015</Copyright>
<Product>CIR model</Product>
<AssemblyVersion>1.0.9</AssemblyVersion>
<FileVersion>1.0.9</FileVersion>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
<DebugSymbols>true</DebugSymbols>
<DebugType>full</DebugType>
<Optimize>false</Optimize>
<OutputPath>bin\Debug</OutputPath>
<DefineConstants>DEBUG</DefineConstants>
<ErrorReport>prompt</ErrorReport>
<WarningLevel>4</WarningLevel>
<ConsolePause>false</ConsolePause>
<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
<DebugType>none</DebugType>
<Optimize>false</Optimize>
<OutputPath>bin\Release</OutputPath>
<ErrorReport>prompt</ErrorReport>
<WarningLevel>4</WarningLevel>
<ConsolePause>false</ConsolePause>
<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
</PropertyGroup>
<ItemGroup>
<Reference Include="CoreExtensions">
<HintPath>..\..\DVPLReferences\CoreExtensions.dll</HintPath>
<Private>False</Private>
</Reference>
<Reference Include="Mono.Addins, Version=1.0.0.0, Culture=neutral, PublicKeyToken=0738eb9f132ed756, processorArchitecture=MSIL">
<HintPath>..\packages\Mono.Addins.1.4.1\lib\net472\Mono.Addins.dll</HintPath>
</Reference>
<Reference Include="QLNet, Version=1.11.4.0, Culture=neutral, processorArchitecture=MSIL">
<HintPath>..\packages\QLNet.1.11.4\lib\netstandard2.0\QLNet.dll</HintPath>
</Reference>
<Reference Include="System" />
<Reference Include="DVPLI">
<HintPath>..\..\DVPLReferences\DVPLI.dll</HintPath>
<Private>False</Private>
</Reference>
<Reference Include="DVPLDOM">
<HintPath>..\..\DVPLReferences\DVPLDOM.dll</HintPath>
<Private>False</Private>
</Reference>
<Reference Include="DVPLDOME">
<HintPath>..\..\DVPLReferences\DVPLDOME.dll</HintPath>
<Private>False</Private>
</Reference>
<Reference Include="DVPLI">
<HintPath>..\..\DVPLReferences\DVPLI.dll</HintPath>
</Reference>
<Reference Include="DVPLInterfaces">
<HintPath>..\..\DVPLReferences\DVPLInterfaces.dll</HintPath>
<Private>False</Private>
</Reference>
<Reference Include="Fairmat.Optimization">
<HintPath>..\..\DVPLReferences\Fairmat.Optimization.dll</HintPath>
Expand All @@ -68,38 +46,18 @@
<HintPath>..\..\DVPLReferences\DVPLUtils.dll</HintPath>
<Private>False</Private>
</Reference>
<Reference Include="System.Buffers, Version=4.0.3.0, Culture=neutral, PublicKeyToken=cc7b13ffcd2ddd51, processorArchitecture=MSIL">
<HintPath>..\packages\System.Buffers.4.5.1\lib\net461\System.Buffers.dll</HintPath>
</Reference>
<Reference Include="System.Collections.Immutable, Version=6.0.0.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a, processorArchitecture=MSIL">
<HintPath>..\packages\System.Collections.Immutable.6.0.0\lib\net461\System.Collections.Immutable.dll</HintPath>
</Reference>
<Reference Include="System.Memory, Version=4.0.1.1, Culture=neutral, PublicKeyToken=cc7b13ffcd2ddd51, processorArchitecture=MSIL">
<HintPath>..\packages\System.Memory.4.5.4\lib\net461\System.Memory.dll</HintPath>
</Reference>
<Reference Include="System.Numerics" />
<Reference Include="System.Numerics.Vectors, Version=4.1.4.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a, processorArchitecture=MSIL">
<HintPath>..\packages\System.Numerics.Vectors.4.5.0\lib\net46\System.Numerics.Vectors.dll</HintPath>
</Reference>
<Reference Include="System.Runtime.CompilerServices.Unsafe, Version=6.0.0.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a, processorArchitecture=MSIL">
<HintPath>..\packages\System.Runtime.CompilerServices.Unsafe.6.0.0\lib\net461\System.Runtime.CompilerServices.Unsafe.dll</HintPath>
</Reference>
</ItemGroup>
<ItemGroup>
<Compile Include="CIR2Choice.cs" />
<Compile Include="CIRChoice.cs" />
<Compile Include="Properties\AssemblyInfo.cs" />
<Compile Include="CIR2.cs" />
<Compile Include="CIR.cs" />
<Compile Include="CIRCap.cs" />
<Compile Include="CapCIREstimator.cs" />
<Compile Include="CapCIROptimizationProblem.cs" />
</ItemGroup>
<ItemGroup />
<ItemGroup>
<None Include="app.config" />
<None Include="Documentation\CIR.tex" />
<None Include="packages.config" />
<PackageReference Include="Mono.Addins">
<Version>1.4.1</Version>
</PackageReference>
<PackageReference Include="QLNet">
<Version>1.11.4</Version>
</PackageReference>
<PackageReference Include="System.Collections.Immutable" Version="8.0.0" />
<PackageReference Include="System.Memory" Version="4.5.5" />
<PackageReference Include="System.Numerics.Vectors" Version="4.5.0" />
<PackageReference Include="System.Reflection.Emit" Version="4.7.0" />
<PackageReference Include="System.Reflection.Emit.Lightweight" Version="4.7.0" />
</ItemGroup>
<Import Project="$(MSBuildBinPath)\Microsoft.CSharp.targets" />
</Project>
26 changes: 0 additions & 26 deletions CIR/Properties/AssemblyInfo.cs
Expand Up @@ -27,19 +27,6 @@
"short rate model with the feature to generate only positive " +
"rate. This plug-in allows you to simulate and calibrate the " +
"model on cap prices.")]

// General Information about an assembly is controlled through the following
// set of attributes. Change these attribute values to modify the information
// associated with an assembly.
[assembly: AssemblyTitle("CIR model")]
[assembly: AssemblyDescription("The Cox-Ingersoll-Ross model is a simple mean reverting " +
"short rate model with the feature to generate only positive " +
"rate. This plug-in allows you to simulate and calibrate the " +
"model on cap prices.")]
[assembly: AssemblyConfiguration("")]
[assembly: AssemblyCompany("Fairmat SRL")]
[assembly: AssemblyCopyright("Copyright © Fairmat SRL 2009-2015")]
[assembly: AssemblyProduct("CIR model")]
[assembly: AssemblyTrademark("Fairmat")]
[assembly: AssemblyCulture("")]

Expand All @@ -50,16 +37,3 @@

// The following GUID is for the ID of the typelib if this project is exposed to COM
[assembly: Guid("6BA18D34-697E-4BF5-A8A4-652C7836D36B")]

// Version information for an assembly consists of the following four values:
//
// Major Version
// Minor Version
// Build Number
// Revision
//
// You can specify all the values or you can default the Build and Revision Numbers
// by using the '*' as shown below:
// [assembly: AssemblyVersion("1.0.*")]
[assembly: AssemblyVersion("1.0.9")]
[assembly: AssemblyFileVersion("1.0.9")]
12 changes: 0 additions & 12 deletions CIR/packages.config

This file was deleted.

150 changes: 39 additions & 111 deletions HullAndWhiteOneFactor/HullAndWhiteOneFactor.csproj
@@ -1,20 +1,7 @@
<?xml version="1.0" encoding="utf-8"?>
<Project DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003" ToolsVersion="4.0">
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
<Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
<ProductVersion>9.0.30729</ProductVersion>
<SchemaVersion>2.0</SchemaVersion>
<ProjectGuid>{0355501D-5C61-4EDF-B640-B83A1E741085}</ProjectGuid>
<TargetFrameworks>netstandard2.0;net48</TargetFrameworks>
<OutputType>Library</OutputType>
<AppDesignerFolder>Properties</AppDesignerFolder>
<RootNamespace>HullAndWhiteOneFactor</RootNamespace>
<AssemblyName>HullAndWhiteOneFactor</AssemblyName>
<FileAlignment>512</FileAlignment>
<FileUpgradeFlags>
</FileUpgradeFlags>
<OldToolsVersion>3.5</OldToolsVersion>
<UpgradeBackupLocation />
<PublishUrl>publish\</PublishUrl>
<Install>true</Install>
<InstallFrom>Disk</InstallFrom>
Expand All @@ -30,125 +17,66 @@
<IsWebBootstrapper>false</IsWebBootstrapper>
<UseApplicationTrust>false</UseApplicationTrust>
<BootstrapperEnabled>true</BootstrapperEnabled>
<TargetFrameworkVersion>v4.8</TargetFrameworkVersion>
<Prefer32Bit>false</Prefer32Bit>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
<DebugSymbols>true</DebugSymbols>
<DebugType>full</DebugType>
<Optimize>false</Optimize>
<OutputPath>bin\Debug\</OutputPath>
<DefineConstants>DEBUG;TRACE</DefineConstants>
<ErrorReport>prompt</ErrorReport>
<WarningLevel>4</WarningLevel>
<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
<DebugType>pdbonly</DebugType>
<Optimize>true</Optimize>
<OutputPath>bin\Release\</OutputPath>
<DefineConstants>TRACE</DefineConstants>
<ErrorReport>prompt</ErrorReport>
<WarningLevel>4</WarningLevel>
<GenerateAssemblyInfo>false</GenerateAssemblyInfo>
<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
<AssemblyTitle>Hull-WhiteOneFactorModel</AssemblyTitle>
<Product>Hull-WhiteOneFactorModel</Product>
<Company>Fairmat SRL</Company>
<Copyright>Copyright © Fairmat SRL 2009-2015</Copyright>
<AssemblyVersion>1.1.8</AssemblyVersion>
<FileVersion>1.1.8</FileVersion>
</PropertyGroup>
<ItemGroup>
<Reference Include="Mono.Addins, Version=1.0.0.0, Culture=neutral, PublicKeyToken=0738eb9f132ed756, processorArchitecture=MSIL">
<HintPath>..\packages\Mono.Addins.1.4.1\lib\net472\Mono.Addins.dll</HintPath>
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<Reference Include="QLNet, Version=1.11.4.0, Culture=neutral, processorArchitecture=MSIL">
<HintPath>..\packages\QLNet.1.11.4\lib\netstandard2.0\QLNet.dll</HintPath>
</Reference>
<Reference Include="System" />
<BootstrapperPackage Include="Microsoft.Net.Client.3.5">
<Visible>False</Visible>
<ProductName>.NET Framework 3.5 SP1 Client Profile</ProductName>
<Install>false</Install>
</BootstrapperPackage>
<BootstrapperPackage Include="Microsoft.Net.Framework.3.5.SP1">
<Visible>False</Visible>
<ProductName>.NET Framework 3.5 SP1</ProductName>
<Install>true</Install>
</BootstrapperPackage>
<BootstrapperPackage Include="Microsoft.Windows.Installer.3.1">
<Visible>False</Visible>
<ProductName>Windows Installer 3.1</ProductName>
<Install>true</Install>
</BootstrapperPackage>
</ItemGroup>
<ItemGroup>
<PackageReference Include="Mono.Addins">
<Version>1.4.1</Version>
</PackageReference>
<PackageReference Include="QLNet">
<Version>1.11.4</Version>
</PackageReference>
<PackageReference Include="System.Collections.Immutable" Version="8.0.0" />
<PackageReference Include="System.Memory" Version="4.5.5" />
<PackageReference Include="System.Numerics.Vectors" Version="4.5.0" />
<PackageReference Include="System.Reflection.Emit" Version="4.7.0" />
<PackageReference Include="System.Reflection.Emit.Lightweight" Version="4.7.0" />
</ItemGroup>
<ItemGroup>
<Reference Include="CoreExtensions">
<HintPath>..\..\DVPLReferences\CoreExtensions.dll</HintPath>
<Private>False</Private>
</Reference>
<Reference Include="DVPLDOM">
<HintPath>..\..\DVPLReferences\DVPLDOM.dll</HintPath>
<Private>False</Private>
</Reference>
<Reference Include="DVPLDOME">
<HintPath>..\..\DVPLReferences\DVPLDOME.dll</HintPath>
<Private>False</Private>
</Reference>
<Reference Include="DVPLI">
<HintPath>..\..\DVPLReferences\DVPLI.dll</HintPath>
<Private>False</Private>
</Reference>
<Reference Include="DVPLInterfaces">
<HintPath>..\..\DVPLReferences\DVPLInterfaces.dll</HintPath>
<Private>False</Private>
</Reference>
<Reference Include="DVPLUtils">
<HintPath>..\..\DVPLReferences\DVPLUtils.dll</HintPath>
<Private>False</Private>
</Reference>
<Reference Include="Fairmat.Optimization">
<HintPath>..\..\DVPLReferences\Fairmat.Optimization.dll</HintPath>
<Private>False</Private>
</Reference>
<Reference Include="System.Buffers, Version=4.0.3.0, Culture=neutral, PublicKeyToken=cc7b13ffcd2ddd51, processorArchitecture=MSIL">
<HintPath>..\packages\System.Buffers.4.5.1\lib\net461\System.Buffers.dll</HintPath>
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<HintPath>..\packages\System.Memory.4.5.4\lib\net461\System.Memory.dll</HintPath>
</Reference>
<Reference Include="System.Numerics" />
<Reference Include="System.Numerics.Vectors, Version=4.1.4.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a, processorArchitecture=MSIL">
<HintPath>..\packages\System.Numerics.Vectors.4.5.0\lib\net46\System.Numerics.Vectors.dll</HintPath>
</Reference>
<Reference Include="System.Runtime.CompilerServices.Unsafe, Version=6.0.0.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a, processorArchitecture=MSIL">
<HintPath>..\packages\System.Runtime.CompilerServices.Unsafe.6.0.0\lib\net461\System.Runtime.CompilerServices.Unsafe.dll</HintPath>
</Reference>
</ItemGroup>
<ItemGroup>
<Compile Include="HW1Choice.cs" />
<Compile Include="HW1.cs" />
<Compile Include="HW1DummyCalibator.cs" />
<Compile Include="HWCompactSimulator.cs" />
<Compile Include="Properties\AssemblyInfo.cs" />
<Compile Include="CapsHW1.cs" />
<Compile Include="CapsHW1OptimizationProblem.cs" />
<Compile Include="CapsHWEstimator.cs" />
<Compile Include="CapsHWEstimatorLegacy.cs" />
<Compile Include="SwaptionHW1.cs" />
<Compile Include="SwaptionHW1OptimizationProblem.cs" />
<Compile Include="SwaptionHW1Estimator.cs" />
<Compile Include="SwaptionHW1RealWorldEstimator.cs" />
<Compile Include="SwaptionHWEstimatorNormal.cs" />
</ItemGroup>
<ItemGroup>
<None Include="app.config" />
<None Include="Documentation\HullAndWhiteOneFactor.tex" />
<None Include="packages.config" />
</ItemGroup>
<Import Project="$(MSBuildBinPath)\Microsoft.CSharp.targets" />
<!-- To modify your build process, add your task inside one of the targets below and uncomment it.
Other similar extension points exist, see Microsoft.Common.targets.
<Target Name="BeforeBuild">
</Target>
<Target Name="AfterBuild">
</Target>
-->
<ItemGroup>
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<ProductName>.NET Framework 3.5 SP1 Client Profile</ProductName>
<Install>false</Install>
</BootstrapperPackage>
<BootstrapperPackage Include="Microsoft.Net.Framework.3.5.SP1">
<Visible>False</Visible>
<ProductName>.NET Framework 3.5 SP1</ProductName>
<Install>true</Install>
</BootstrapperPackage>
<BootstrapperPackage Include="Microsoft.Windows.Installer.3.1">
<Visible>False</Visible>
<ProductName>Windows Installer 3.1</ProductName>
<Install>true</Install>
</BootstrapperPackage>
</ItemGroup>
</Project>