[QuantLibAddin-cvs] QuantLibAddin/qlo xibor.cpp,1.3,1.4 xibor.hpp,1.3,1.4
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ericehlers,
nando
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From: Ferdinando A. <na...@us...> - 2006-06-01 12:51:33
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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(), |