[QuantLibAddin-cvs] QuantLibAddin/qlo vanillaswap.cpp, 1.3, 1.4 vanillaswap.hpp, 1.4, 1.5

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13922/qlo

Modified Files:
	vanillaswap.cpp vanillaswap.hpp 
Log Message:
expose QuantLib::Handle to Excel

Index: vanillaswap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.hpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** vanillaswap.hpp	14 Jun 2006 20:33:10 -0000	1.4
--- vanillaswap.hpp	15 Jun 2006 19:01:39 -0000	1.5
***************
*** 47,51 ****
              const bool &floatLongFinal,
              const QuantLib::Rate &floatSpread,
!             const boost::shared_ptr < QuantLib::YieldTermStructure > &discYC);
  
          std::vector<std::vector<double> > fixedLeg() {
--- 47,51 ----
              const bool &floatLongFinal,
              const QuantLib::Rate &floatSpread,
!             const QuantLib::Handle<QuantLib::YieldTermStructure> &discountingTermStructure);
  
          std::vector<std::vector<double> > fixedLeg() {

Index: vanillaswap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** vanillaswap.cpp	9 Jun 2006 18:58:47 -0000	1.3
--- vanillaswap.cpp	15 Jun 2006 19:01:39 -0000	1.4
***************
*** 51,57 ****
              const bool &floatLongFinal,
              const QuantLib::Rate &floatSpread,
!             const boost::shared_ptr < QuantLib::YieldTermStructure > &discYC) {
  
-         QuantLib::Handle<QuantLib::YieldTermStructure> discountingTermStructure(discYC);
  
          QuantLib::Schedule fixedSchedule(calendar, startDate, maturity, fixFrq, fixBDC,
--- 51,56 ----
              const bool &floatLongFinal,
              const QuantLib::Rate &floatSpread,
!             const QuantLib::Handle<QuantLib::YieldTermStructure> &discountingTermStructure) {
  
  
          QuantLib::Schedule fixedSchedule(calendar, startDate, maturity, fixFrq, fixBDC,