[QuantLibAddin-cvs] QuantLibAddin/qlo bonds.cpp, 1.1, 1.2 bonds.hpp, 1.1, 1.2

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19279/qlo

Modified Files:
	bonds.cpp bonds.hpp 
Log Message:
FloatingCouponBond exported

Index: bonds.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** bonds.hpp	14 Jun 2006 18:34:31 -0000	1.1
--- bonds.hpp	14 Jun 2006 19:27:11 -0000	1.2
***************
*** 62,65 ****
--- 62,88 ----
      };
  
+     class FloatingCouponBond : public Bond {
+     public:
+         FloatingCouponBond(
+             const QuantLib::Date& issueDate,
+             const QuantLib::Date& datedDate,
+             const QuantLib::Date& maturityDate,
+             QuantLib::Integer settlementDays,
+             const boost::shared_ptr<QuantLib::Xibor>& index,
+             QuantLib::Integer fixingDays,
+             const std::vector<QuantLib::Spread>& spreads,
+             QuantLib::Frequency couponFrequency,
+             const QuantLib::Calendar& calendar,
+             const QuantLib::DayCounter& dayCounter,
+             QuantLib::BusinessDayConvention accrualConvention,
+             QuantLib::BusinessDayConvention paymentConvention,
+             QuantLib::Real redemption,
+             const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure,
+             const QuantLib::Date& stub,
+             bool fromEnd);
+ 
+     };
+ 
+ 
  }
  

Index: bonds.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** bonds.cpp	14 Jun 2006 18:34:31 -0000	1.1
--- bonds.cpp	14 Jun 2006 19:27:11 -0000	1.2
***************
*** 93,95 ****
--- 93,134 ----
      }
  
+ 
+     FloatingCouponBond::FloatingCouponBond(
+             const QuantLib::Date& issueDate,
+             const QuantLib::Date& datedDate,
+             const QuantLib::Date& maturityDate,
+             QuantLib::Integer settlementDays,
+             const boost::shared_ptr<QuantLib::Xibor>& index,
+             QuantLib::Integer fixingDays,
+             const std::vector<QuantLib::Spread>& spreads,
+             QuantLib::Frequency couponFrequency,
+             const QuantLib::Calendar& calendar,
+             const QuantLib::DayCounter& dayCounter,
+             QuantLib::BusinessDayConvention accrualConvention,
+             QuantLib::BusinessDayConvention paymentConvention,
+             QuantLib::Real redemption,
+             const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure,
+             const QuantLib::Date& stub,
+             bool fromEnd) {
+ 
+         QuantLib::Handle<QuantLib::YieldTermStructure> ts(termStructure);
+ 
+         libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
+             new QuantLib::FloatingRateBond(issueDate,
+                                            datedDate,
+                                            maturityDate,
+                                            settlementDays,
+                                            index,
+                                            fixingDays,
+                                            spreads,
+                                            couponFrequency,
+                                            calendar,
+                                            dayCounter,
+                                            accrualConvention,
+                                            paymentConvention,
+                                            redemption,
+                                            ts,
+                                            stub,
+                                            fromEnd));
+     }
  }