text: 
  /*
   Copyright (C) 2006 Eric Ehlers
  
   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.
  */
  
  #include <qlxl/conversions/opertomatrix.hpp>
  
  namespace QuantLibXL {
  
      QuantLib::Matrix operToQlMatrix(const FP &fpVector) {
          QuantLib::Matrix m(fpVector.rows, fpVector.columns);
          for (int i=0; i<fpVector.rows; ++i)
              for (int j=0; j<fpVector.columns; ++j)
                  m[i][j] = fpVector.array[i * fpVector.columns + j];
          return m;
      }
  }
  
  