[QuantLibAddin-cvs] QuantLibAddin/qlo forwardrateagreement.cpp, 1.4, 1.5 forwardrateagreement.hpp, 1.4, 1.5

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3974/qlo

Modified Files:
	forwardrateagreement.cpp forwardrateagreement.hpp 
Log Message:
added third FRA constructor using Index

Index: forwardrateagreement.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/forwardrateagreement.hpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** forwardrateagreement.hpp	13 Jun 2006 08:42:46 -0000	1.4
--- forwardrateagreement.hpp	13 Jun 2006 16:52:35 -0000	1.5
***************
*** 23,26 ****
--- 23,27 ----
  #include <qlo/baseinstruments.hpp>
  #include <qlo/termstructures.hpp>
+ #include <qlo/xibor.hpp>
  
  namespace QuantLibAddin {
***************
*** 31,35 ****
              const QuantLib::Date& valueDate,
              const QuantLib::Date& maturityDate,
-             //QuantLib::Instrument::Position type,
  			QuantLib::Position::Type type,
              QuantLib::Rate strike,
--- 32,35 ----
***************
*** 42,45 ****
--- 42,55 ----
              QuantLib::Compounding compounding = QuantLib::Simple,  
              QuantLib::Frequency frequency = QuantLib::Annual);
+ 
+         ForwardRateAgreement(
+             const QuantLib::Date& valueDate,
+             const QuantLib::Date& maturityDate,
+ 			QuantLib::Position::Type type,
+             QuantLib::Rate strike,
+             double notional,
+             const boost::shared_ptr<QuantLib::Xibor>& index,
+             const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure,
+             QuantLib::Compounding compounding = QuantLib::Simple);
      };
  

Index: forwardrateagreement.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/forwardrateagreement.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** forwardrateagreement.cpp	13 Jun 2006 08:42:46 -0000	1.4
--- forwardrateagreement.cpp	13 Jun 2006 16:52:35 -0000	1.5
***************
*** 30,34 ****
              const QuantLib::Date& valueDate,
              const QuantLib::Date& maturityDate,
-             //QuantLib::Instrument::Position type,
  			QuantLib::Position::Type type,
              QuantLib::Rate strike,
--- 30,33 ----
***************
*** 41,46 ****
              QuantLib::Compounding compounding,  
              QuantLib::Frequency frequency) {
- 
- 
                  
              QuantLib::Handle<QuantLib::YieldTermStructure> discountingTermStructure;
--- 40,43 ----
***************
*** 63,65 ****
--- 60,87 ----
      }
  
+     ForwardRateAgreement::ForwardRateAgreement(
+             const QuantLib::Date& valueDate,
+             const QuantLib::Date& maturityDate,
+ 			QuantLib::Position::Type type,
+             QuantLib::Rate strike,
+             double notional,
+             const boost::shared_ptr<QuantLib::Xibor>& index,
+             const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure,
+             QuantLib::Compounding compounding) {
+              
+             QuantLib::Handle<QuantLib::YieldTermStructure> discountingTermStructure;
+             discountingTermStructure.linkTo(termStructure);
+ 
+             libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
+                 new QuantLib::ForwardRateAgreement(valueDate,
+                                                    maturityDate,
+                                                    type,
+                                                    strike,
+                                                    notional,
+                                                    index,
+                                                    discountingTermStructure,
+                                                    compounding
+                                                    ));
+     }
+ 
  }