[QuantLibAddin-cvs] QuantLibAddin/qlo xibor.cpp,1.3,1.4 xibor.hpp,1.3,1.4

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19350/qlo

Modified Files:
	xibor.cpp xibor.hpp 
Log Message:
qlXiborFixing(const Date& fixingDate, bool forecastTodaysFixing = false)

Index: xibor.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** xibor.hpp	31 May 2006 18:40:05 -0000	1.3
--- xibor.hpp	1 Jun 2006 12:51:20 -0000	1.4
***************
*** 27,42 ****
      class Xibor : public ObjHandler::Object {
      public:
!         Xibor(
!             const std::string &indexName,
!             const QuantLib::Currency& crr,
!             const long &tenor,
!             QuantLib::TimeUnit timeUnits,
!             const QuantLib::Calendar& calendar,
!             QuantLib::BusinessDayConvention fltBDC,
!             const QuantLib::DayCounter &fltDayCounter,
!             const long &fixingDays,
!             const boost::shared_ptr < QuantLib::YieldTermStructure > &fwdYC,
!             const std::vector<long> &lDates,
!             const std::vector<double> &fixings);
  
          const QuantLib::Xibor& getObject() const {return *index_;}
--- 27,41 ----
      class Xibor : public ObjHandler::Object {
      public:
!         Xibor(const std::string &indexName,
!               const QuantLib::Currency& crr,
!               const long &tenor,
!               QuantLib::TimeUnit timeUnits,
!               const QuantLib::Calendar& calendar,
!               QuantLib::BusinessDayConvention fltBDC,
!               const QuantLib::DayCounter &fltDayCounter,
!               const long &fixingDays,
!               const boost::shared_ptr <QuantLib::YieldTermStructure> &fwdYC,
!               const std::vector<QuantLib::Date>& dates,
!               const std::vector<double> &fixings);
  
          const QuantLib::Xibor& getObject() const {return *index_;}

Index: xibor.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** xibor.cpp	31 May 2006 18:40:05 -0000	1.3
--- xibor.cpp	1 Jun 2006 12:51:20 -0000	1.4
***************
*** 29,44 ****
      QuantLib::Date make_date(long d) { return QuantLib::Date(d); }
  
!     Xibor::Xibor(
!             const std::string &indexName,
!             const QuantLib::Currency& crr,
!             const long &tenor,
!             QuantLib::TimeUnit timeUnits,
!             const QuantLib::Calendar& calendar,
!             QuantLib::BusinessDayConvention fltBDC,
!             const QuantLib::DayCounter &fltDayCounter,
!             const long &fixingDays,
!             const boost::shared_ptr < QuantLib::YieldTermStructure > &fwdYC,
!             const std::vector<long> &lDates,
!             const std::vector<double> &fixings) {
  
          QuantLib::Handle<QuantLib::YieldTermStructure>
--- 29,43 ----
      QuantLib::Date make_date(long d) { return QuantLib::Date(d); }
  
!     Xibor::Xibor(const std::string &indexName,
!                  const QuantLib::Currency& crr,
!                  const long &tenor,
!                  QuantLib::TimeUnit timeUnits,
!                  const QuantLib::Calendar& calendar,
!                  QuantLib::BusinessDayConvention fltBDC,
!                  const QuantLib::DayCounter &fltDayCounter,
!                  const long &fixingDays,
!                  const boost::shared_ptr <QuantLib::YieldTermStructure> &fwdYC,
!                  const std::vector<QuantLib::Date>& dates,
!                  const std::vector<double> &fixings) {
  
          QuantLib::Handle<QuantLib::YieldTermStructure>
***************
*** 51,61 ****
                                  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(),
--- 50,57 ----
                                  fltBDC, fltDayCounter,
                                  forecastingTermStructure));
!         QL_REQUIRE(fixings.size() == dates.size(),
              "Xibor::Xibor the nuber of given dates does not match the number"
              " of fixings!");
!         if(dates.size() > 0) {
              QuantLib::History history(dates, fixings);
              QuantLib::IndexManager::instance().setHistory(index_->name(),