[QuantLibAddin-cvs] QuantLibAddin/qlo bonds.cpp, 1.2, 1.3 bonds.hpp, 1.2, 1.3 couponvectors.cpp, 1.2, 1.3 couponvectors.hpp, 1.4, 1.5 swap.cpp, 1.7, 1.8 swap.hpp, 1.5, 1.6 vanillaswap.hpp, 1.3, 1.4

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19039/qlo

Modified Files:
	bonds.cpp bonds.hpp couponvectors.cpp couponvectors.hpp 
	swap.cpp swap.hpp vanillaswap.hpp 
Log Message:
added flowAnalysis to Bond

Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** couponvectors.hpp	14 Jun 2006 18:34:31 -0000	1.4
--- couponvectors.hpp	14 Jun 2006 20:33:10 -0000	1.5
***************
*** 1,4 ****
--- 1,5 ----
  
  /*
+  Copyright (C) 2006 Ferdinando Ametrano
   Copyright (C) 2005 Aurelien Chanudet
  
***************
*** 27,30 ****
--- 28,34 ----
      
      typedef std::vector<boost::shared_ptr<QuantLib::CashFlow> > CashFlowVector;
+ 
+     std::vector<std::vector<double> > flowAnalysis(CashFlowVector);
+ 
      
      class CouponVector : public ObjHandler::Object {

Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** couponvectors.cpp	24 May 2006 14:59:44 -0000	1.2
--- couponvectors.cpp	14 Jun 2006 20:33:10 -0000	1.3
***************
*** 1,4 ****
--- 1,5 ----
  
  /*
+  Copyright (C) 2006 Ferdinando Ametrano
   Copyright (C) 2006 Eric Ehlers
   Copyright (C) 2005 Aurelien Chanudet
***************
*** 31,34 ****
--- 32,73 ----
  namespace QuantLibAddin {
  
+     std::vector<std::vector<double> > flowAnalysis(CashFlowVector cashflows) {
+ 
+         std::vector<std::vector<double> > flowAnalysis_;
+         for(QuantLib::Size i = 0; i < cashflows.size(); i++) {
+             std::vector<double> cf;
+ 
+             cf.push_back(cashflows[i]->date().serialNumber());
+             cf.push_back(cashflows[i]->amount());
+ 
+             boost::shared_ptr<QuantLib::Coupon> c =
+                 boost::dynamic_pointer_cast<QuantLib::Coupon>(cashflows[i]);
+             cf.push_back(c->nominal());
+             cf.push_back(c->accrualStartDate().serialNumber());
+             cf.push_back(c->accrualEndDate().serialNumber());
+             cf.push_back(c->accrualDays());
+             //cf.push_back(c->dayCounter().name());
+             cf.push_back(c->accrualPeriod());
+             cf.push_back(c->rate());
+         
+             boost::shared_ptr<QuantLib::ParCoupon> floatingCoupon =
+                 boost::dynamic_pointer_cast<QuantLib::ParCoupon>(cashflows[i]);
+             if (floatingCoupon!=0) {
+                 cf.push_back(floatingCoupon->fixingDays());
+                 cf.push_back(floatingCoupon->fixingDate().serialNumber());
+                 cf.push_back(floatingCoupon->indexFixing());
+                 cf.push_back(floatingCoupon->spread());
+             } else {
+                 cf.push_back(0.0);
+                 cf.push_back(0.0);
+                 cf.push_back(0.0);
+                 cf.push_back(0.0);
+             }
+ 
+             flowAnalysis_.push_back(cf);
+         }
+         return flowAnalysis_;
+     }
+ 
      double CouponVector::getBPS(
          const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure) const {

Index: vanillaswap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** vanillaswap.hpp	9 Jun 2006 18:58:47 -0000	1.3
--- vanillaswap.hpp	14 Jun 2006 20:33:10 -0000	1.4
***************
*** 49,56 ****
              const boost::shared_ptr < QuantLib::YieldTermStructure > &discYC);
  
!         const std::vector<std::vector<double> >& fixedLeg() {
              return Swap::legAnalysis(0);
          }
!         const std::vector<std::vector<double> >& floatingLeg() {
              return Swap::legAnalysis(1);
          }
--- 49,56 ----
              const boost::shared_ptr < QuantLib::YieldTermStructure > &discYC);
  
!         std::vector<std::vector<double> > fixedLeg() {
              return Swap::legAnalysis(0);
          }
!         std::vector<std::vector<double> > floatingLeg() {
              return Swap::legAnalysis(1);
          }

Index: bonds.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** bonds.hpp	14 Jun 2006 19:27:11 -0000	1.2
--- bonds.hpp	14 Jun 2006 20:33:10 -0000	1.3
***************
*** 28,31 ****
--- 28,34 ----
  
      class Bond : public Instrument {
+     public:
+         std::vector<std::vector<double> > flowAnalysis();
+ 
      };
  

Index: bonds.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** bonds.cpp	14 Jun 2006 19:27:11 -0000	1.2
--- bonds.cpp	14 Jun 2006 20:33:10 -0000	1.3
***************
*** 24,27 ****
--- 24,28 ----
  
  #include <qlo/bonds.hpp>
+ #include <qlo/couponvectors.hpp>
  #include <qlo/generalutils.hpp>
  #include <qlo/termstructures.hpp>
***************
*** 33,36 ****
--- 34,46 ----
  namespace QuantLibAddin {
  
+     std::vector<std::vector<double> > Bond::flowAnalysis() {
+         const boost::shared_ptr<QuantLib::Bond> temp =
+             getLibraryObject<QuantLib::Bond>();
+         const std::vector<boost::shared_ptr<QuantLib::CashFlow> >& cashflows = 
+             temp->cashflows();
+ 
+         return QuantLibAddin::flowAnalysis(cashflows);
+     }
+ 
      ZeroCouponBond::ZeroCouponBond(
              const QuantLib::Date& issueDate,

Index: swap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.cpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** swap.cpp	14 Jun 2006 18:16:45 -0000	1.7
--- swap.cpp	14 Jun 2006 20:33:10 -0000	1.8
***************
*** 25,28 ****
--- 25,29 ----
  
  #include <qlo/swap.hpp>
+ #include <qlo/couponvectors.hpp>
  #include <ql/CashFlows/parcoupon.hpp>
  
***************
*** 45,91 ****
  
  
!     const std::vector<std::vector<double> >& Swap::legAnalysis(QuantLib::Size i) {
!         const boost::shared_ptr < QuantLib::Swap > temp = getLibraryObject < QuantLib::Swap >();
          const std::vector<boost::shared_ptr<QuantLib::CashFlow> >& cashflows = 
              temp->leg(i);
  
!         flowAnalysis_.clear();
!         for(QuantLib::Size i = 0; i < cashflows.size(); i++) {
!             std::vector<double> cf;
! 
!             cf.push_back(cashflows[i]->date().serialNumber());
!             cf.push_back(cashflows[i]->amount());
! 
!             boost::shared_ptr<QuantLib::Coupon> c =
!                 boost::dynamic_pointer_cast<QuantLib::Coupon>(cashflows[i]);
!             cf.push_back(c->nominal());
!             cf.push_back(c->accrualStartDate().serialNumber());
!             cf.push_back(c->accrualEndDate().serialNumber());
!             cf.push_back(c->accrualDays());
!             //cf.push_back(c->dayCounter().name());
!             cf.push_back(c->accrualPeriod());
!             cf.push_back(c->rate());
!         
!             boost::shared_ptr<QuantLib::ParCoupon> floatingCoupon =
!                 boost::dynamic_pointer_cast<QuantLib::ParCoupon>(cashflows[i]);
!             if (floatingCoupon!=0) {
!                 cf.push_back(floatingCoupon->fixingDays());
!                 cf.push_back(floatingCoupon->fixingDate().serialNumber());
!                 cf.push_back(floatingCoupon->indexFixing());
!                 cf.push_back(floatingCoupon->spread());
!             } else {
!                 cf.push_back(0.0);
!                 cf.push_back(0.0);
!                 cf.push_back(0.0);
!                 cf.push_back(0.0);
!             }
! 
!             flowAnalysis_.push_back(cf);
!         }
!         return flowAnalysis_;
      }
  
- 
- 
  }
- 
--- 46,57 ----
  
  
!     std::vector<std::vector<double> > Swap::legAnalysis(QuantLib::Size i) {
!         const boost::shared_ptr<QuantLib::Swap> temp =
!             getLibraryObject<QuantLib::Swap>();
          const std::vector<boost::shared_ptr<QuantLib::CashFlow> >& cashflows = 
              temp->leg(i);
  
!         return flowAnalysis(cashflows);
      }
  
  }

Index: swap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** swap.hpp	9 Jun 2006 18:58:47 -0000	1.5
--- swap.hpp	14 Jun 2006 20:33:10 -0000	1.6
***************
*** 37,47 ****
                                                          termStructure);
  
!         const std::vector<std::vector<double> >& legAnalysis(QuantLib::Size i);
  
        protected:
          Swap() {}
- 
-       private:
-         std::vector<std::vector<double> > flowAnalysis_;
      };
      
--- 37,44 ----
                                                          termStructure);
  
!         std::vector<std::vector<double> > legAnalysis(QuantLib::Size i);
  
        protected:
          Swap() {}
      };