[QuantLibAddin-cvs] QuantLibAddin/qlo termstructures.cpp, 1.6, 1.7 termstructures.hpp, 1.3, 1.4 xibor.cpp, 1.6, 1.7 xibor.hpp, 1.6, 1.7

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18879/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 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** termstructures.hpp	15 Jun 2006 15:51:21 -0000	1.3
--- termstructures.hpp	15 Jun 2006 18:07:56 -0000	1.4
***************
*** 23,26 ****
--- 23,27 ----
  
  #include <ql/termstructure.hpp>
+ #include <ql/Indexes/xibor.hpp>
  #include <ql/calendar.hpp>
  #include <ql/TermStructures/piecewiseflatforward.hpp>
***************
*** 75,81 ****
              const QuantLib::BusinessDayConvention &fixedConvention,
              const QuantLib::DayCounter &fixedDayCounter,
!             const QuantLib::Frequency &floatingFrequency,
!             const QuantLib::BusinessDayConvention &floatingConvention,
!             const QuantLib::DayCounter &floatingDayCounter);
      };
  
--- 76,80 ----
              const QuantLib::BusinessDayConvention &fixedConvention,
              const QuantLib::DayCounter &fixedDayCounter,
!             const boost::shared_ptr<QuantLib::Xibor>& index);
      };
  

Index: termstructures.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** termstructures.cpp	15 Jun 2006 15:51:21 -0000	1.6
--- termstructures.cpp	15 Jun 2006 18:07:56 -0000	1.7
***************
*** 92,98 ****
              const QuantLib::BusinessDayConvention &fixedConvention,
              const QuantLib::DayCounter &fixedDayCounter,
!             const QuantLib::Frequency &floatingFrequency,
!             const QuantLib::BusinessDayConvention &floatingConvention,
!             const QuantLib::DayCounter &floatingDayCounter) {
  
          quote_ = boost::shared_ptr<QuantLib::SimpleQuote>(new QuantLib::SimpleQuote(quote));
--- 92,96 ----
              const QuantLib::BusinessDayConvention &fixedConvention,
              const QuantLib::DayCounter &fixedDayCounter,
!             const boost::shared_ptr<QuantLib::Xibor>& index) {
  
          quote_ = boost::shared_ptr<QuantLib::SimpleQuote>(new QuantLib::SimpleQuote(quote));
***************
*** 107,113 ****
                                           fixedConvention,
                                           fixedDayCounter,
!                                          floatingFrequency,
!                                          floatingConvention,
!                                          floatingDayCounter));
      }
  
--- 105,109 ----
                                           fixedConvention,
                                           fixedDayCounter,
!                                          index));
      }
  

Index: xibor.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.hpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** xibor.hpp	15 Jun 2006 15:51:21 -0000	1.6
--- xibor.hpp	15 Jun 2006 18:07:56 -0000	1.7
***************
*** 1,4 ****
--- 1,5 ----
  
  /*
+  Copyright (C) 2006 Ferdinando Ametrano
   Copyright (C) 2005 Eric Ehlers
   Copyright (C) 2005 Plamen Neykov
***************
*** 25,40 ****
  
  namespace QuantLibAddin {
!     class Xibor : public ObjHandler::LibraryObject<QuantLib::Xibor> {
      public:
!         Xibor(const std::string &indexName,
!               const QuantLib::Currency& crr,
                const QuantLib::Period& p,
                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);
      };
  }
--- 26,46 ----
  
  namespace QuantLibAddin {
! 
!     class Index : public ObjHandler::LibraryObject<QuantLib::Index> {
      public:
!         void addFixings(const std::vector<QuantLib::Date> dates,
!                         const std::vector<QuantLib::Rate> fixings);
!     };
! 
! 
!     class Xibor : public Index {
!     public:
!         Xibor(const std::string& indexName,
                const QuantLib::Period& p,
+               const long fixingDays,
+               const QuantLib::Currency& crr,
                const QuantLib::Calendar& calendar,
                QuantLib::BusinessDayConvention fltBDC,
!               const QuantLib::DayCounter& fltDayCounter);
      };
  }

Index: xibor.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.cpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** xibor.cpp	15 Jun 2006 15:51:21 -0000	1.6
--- xibor.cpp	15 Jun 2006 18:07:56 -0000	1.7
***************
*** 1,4 ****
--- 1,5 ----
  
  /*
+  Copyright (C) 2006 Ferdinando Ametrano
   Copyright (C) 2005 Eric Ehlers
   Copyright (C) 2005 Plamen Neykov
***************
*** 27,60 ****
  
  namespace QuantLibAddin {
-     QuantLib::Date make_date(long d) { return QuantLib::Date(d); }
  
!     Xibor::Xibor(const std::string &indexName,
!                  const QuantLib::Currency& crr,
                   const QuantLib::Period& p,
                   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>
!             forecastingTermStructure(fwdYC);
! 
          libraryObject_ = boost::shared_ptr<QuantLib::Xibor>(
              new QuantLib::Xibor(indexName, 
                                  p,
                                  fixingDays, crr, calendar, 
!                                 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(libraryObject_->name(),
!                 history);
!         }
      }
  }
--- 28,59 ----
  
  namespace QuantLibAddin {
  
!     void Index::addFixings(const std::vector<QuantLib::Date> dates,
!                            const std::vector<QuantLib::Rate> fixings)
!     {
!        QL_REQUIRE(fixings.size() == dates.size(),
!            "Index::addFixings 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(libraryObject_->name(),
!                history);
!        }
! 
!     }
! 
!     Xibor::Xibor(const std::string& indexName,
                   const QuantLib::Period& p,
+                  const long fixingDays,
+                  const QuantLib::Currency& crr,
                   const QuantLib::Calendar& calendar,
                   QuantLib::BusinessDayConvention fltBDC,
!                  const QuantLib::DayCounter& fltDayCounter)
!     {
          libraryObject_ = boost::shared_ptr<QuantLib::Xibor>(
              new QuantLib::Xibor(indexName, 
                                  p,
                                  fixingDays, crr, calendar, 
!                                 fltBDC, fltDayCounter));
      }
  }