[QuantLibAddin-cvs] QuantLibAddin/qlo xibor.cpp,1.2,1.3 xibor.hpp,1.2,1.3

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30379/qlo

Modified Files:
	xibor.cpp xibor.hpp 
Log Message:
removing useless code (which is now autogenerated)

Index: xibor.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** xibor.hpp	24 May 2006 14:59:44 -0000	1.2
--- xibor.hpp	31 May 2006 18:40:05 -0000	1.3
***************
*** 42,47 ****
          const QuantLib::Xibor& getObject() const {return *index_;}
  
-         double fixing(const QuantLib::Date &fixingDate) const;
- 
          virtual boost::shared_ptr<void> getReference() const {
              return boost::static_pointer_cast<void>(index_);
--- 42,45 ----

Index: xibor.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** xibor.cpp	24 May 2006 14:59:44 -0000	1.2
--- xibor.cpp	31 May 2006 18:40:05 -0000	1.3
***************
*** 42,64 ****
              const std::vector<double> &fixings) {
  
!         QuantLib::Handle<QuantLib::YieldTermStructure> forecastingTermStructure(fwdYC);
  
!         index_ = boost::shared_ptr<QuantLib::Xibor>(new QuantLib::Xibor(indexName, 
!             tenor, timeUnits,
!             fixingDays, crr, calendar, 
!             fltBDC, fltDayCounter, forecastingTermStructure));
!         QL_REQUIRE(fixings.size() == lDates.size(), "Xibor::Xibor the nuber of given dates does not match the number of fixings!");
          if(lDates.size() > 0 && !(lDates.size() == 1 && lDates[0] == 0)) {
              std::vector<QuantLib::Date> dates(lDates.size());
!             std::transform(lDates.begin(), lDates.end(), dates.begin(), make_date);
              QuantLib::History history(dates, fixings);
!             QuantLib::IndexManager::instance().setHistory(index_->name(), history);
          }
      }
- 
-     double Xibor::fixing(const QuantLib::Date &fixingDate) const{
-         return index_->fixing(fixingDate);
-     }
- 
  }
- 
--- 42,65 ----
              const std::vector<double> &fixings) {
  
!         QuantLib::Handle<QuantLib::YieldTermStructure>
!             forecastingTermStructure(fwdYC);
  
!         index_ = boost::shared_ptr<QuantLib::Xibor>(
!             new QuantLib::Xibor(indexName, 
!                                 tenor, timeUnits,
!                                 fixingDays, crr, calendar, 
!                                 fltBDC, fltDayCounter,
!                                 forecastingTermStructure));
!         QL_REQUIRE(fixings.size() == lDates.size(),
!             "Xibor::Xibor the nuber of given dates does not match the number"
!             " of fixings!");
          if(lDates.size() > 0 && !(lDates.size() == 1 && lDates[0] == 0)) {
              std::vector<QuantLib::Date> dates(lDates.size());
!             std::transform(lDates.begin(), lDates.end(), dates.begin(),
!                 make_date);
              QuantLib::History history(dates, fixings);
!             QuantLib::IndexManager::instance().setHistory(index_->name(),
!                 history);
          }
      }
  }