Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2402/qlo
Modified Files:
termstructures.cpp termstructures.hpp xibor.cpp xibor.hpp
Log Message:
1) using Period as input parameter instead of (int, TimeUnit)
Index: termstructures.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** termstructures.hpp 9 Jun 2006 18:58:47 -0000 1.2
--- termstructures.hpp 15 Jun 2006 15:51:21 -0000 1.3
***************
*** 47,52 ****
DepositRateHelper(
const double "e,
! const long &maturity,
! const QuantLib::TimeUnit &timeUnits,
const long &fixingDays,
const QuantLib::Calendar& calendar,
--- 47,51 ----
DepositRateHelper(
const double "e,
! const QuantLib::Period& p,
const long &fixingDays,
const QuantLib::Calendar& calendar,
***************
*** 70,75 ****
SwapRateHelper(
const double "e,
! const long &maturity,
! const QuantLib::TimeUnit &timeUnits,
const long &fixingDays,
const QuantLib::Calendar& calendar,
--- 69,73 ----
SwapRateHelper(
const double "e,
! const QuantLib::Period& p,
const long &fixingDays,
const QuantLib::Calendar& calendar,
Index: termstructures.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** termstructures.cpp 9 Jun 2006 18:58:47 -0000 1.5
--- termstructures.cpp 15 Jun 2006 15:51:21 -0000 1.6
***************
*** 42,47 ****
DepositRateHelper::DepositRateHelper(
const double "e,
! const long &maturity,
! const QuantLib::TimeUnit &timeUnits,
const long &fixingDays,
const QuantLib::Calendar& calendar,
--- 42,46 ----
DepositRateHelper::DepositRateHelper(
const double "e,
! const QuantLib::Period& p,
const long &fixingDays,
const QuantLib::Calendar& calendar,
***************
*** 55,60 ****
libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(
new QuantLib::DepositRateHelper(quoteHandle_,
! maturity,
! timeUnits,
fixingDays,
calendar,
--- 54,58 ----
libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(
new QuantLib::DepositRateHelper(quoteHandle_,
! p,
fixingDays,
calendar,
***************
*** 88,93 ****
SwapRateHelper::SwapRateHelper(
const double "e,
! const long &maturity,
! const QuantLib::TimeUnit &timeUnits,
const long &fixingDays,
const QuantLib::Calendar& calendar,
--- 86,90 ----
SwapRateHelper::SwapRateHelper(
const double "e,
! const QuantLib::Period& p,
const long &fixingDays,
const QuantLib::Calendar& calendar,
***************
*** 104,109 ****
libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(
new QuantLib::SwapRateHelper(quoteHandle_,
! maturity,
! timeUnits,
fixingDays,
calendar,
--- 101,105 ----
libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(
new QuantLib::SwapRateHelper(quoteHandle_,
! p,
fixingDays,
calendar,
Index: xibor.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** xibor.hpp 9 Jun 2006 18:58:47 -0000 1.5
--- xibor.hpp 15 Jun 2006 15:51:21 -0000 1.6
***************
*** 29,34 ****
Xibor(const std::string &indexName,
const QuantLib::Currency& crr,
! const long &tenor,
! QuantLib::TimeUnit timeUnits,
const QuantLib::Calendar& calendar,
QuantLib::BusinessDayConvention fltBDC,
--- 29,33 ----
Xibor(const std::string &indexName,
const QuantLib::Currency& crr,
! const QuantLib::Period& p,
const QuantLib::Calendar& calendar,
QuantLib::BusinessDayConvention fltBDC,
Index: xibor.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.cpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** xibor.cpp 9 Jun 2006 18:58:47 -0000 1.5
--- xibor.cpp 15 Jun 2006 15:51:21 -0000 1.6
***************
*** 31,36 ****
Xibor::Xibor(const std::string &indexName,
const QuantLib::Currency& crr,
! const long &tenor,
! QuantLib::TimeUnit timeUnits,
const QuantLib::Calendar& calendar,
QuantLib::BusinessDayConvention fltBDC,
--- 31,35 ----
Xibor::Xibor(const std::string &indexName,
const QuantLib::Currency& crr,
! const QuantLib::Period& p,
const QuantLib::Calendar& calendar,
QuantLib::BusinessDayConvention fltBDC,
***************
*** 46,50 ****
libraryObject_ = boost::shared_ptr<QuantLib::Xibor>(
new QuantLib::Xibor(indexName,
! tenor, timeUnits,
fixingDays, crr, calendar,
fltBDC, fltDayCounter,
--- 45,49 ----
libraryObject_ = boost::shared_ptr<QuantLib::Xibor>(
new QuantLib::Xibor(indexName,
! p,
fixingDays, crr, calendar,
fltBDC, fltDayCounter,
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