Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3851/qlo Modified Files: bonds.cpp bonds.hpp capfloor.cpp capfloor.hpp couponvectors.cpp couponvectors.hpp forwardrateagreement.cpp forwardrateagreement.hpp quantoforwardvanillaoption.cpp quantoforwardvanillaoption.hpp quantovanillaoption.cpp quantovanillaoption.hpp shortratemodels.cpp shortratemodels.hpp swap.cpp swap.hpp termstructures.cpp termstructures.hpp vanillaswap.cpp vanillaswap.hpp xibor.cpp xibor.hpp Log Message: using Handle<YieldTermStructure> instead of YieldTermStructure Index: couponvectors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** couponvectors.cpp 14 Jun 2006 20:33:10 -0000 1.3 --- couponvectors.cpp 16 Jun 2006 17:37:16 -0000 1.4 *************** *** 26,30 **** #include <qlo/typefactory.hpp> - #include <ql/CashFlows/analysis.hpp> #include <ql/CashFlows/fixedratecoupon.hpp> #include <ql/CashFlows/parcoupon.hpp> --- 26,29 ---- *************** *** 70,81 **** } - double CouponVector::getBPS( - const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure) const { - QuantLib::Handle<QuantLib::YieldTermStructure> discountingTermStructure; - discountingTermStructure.linkTo(termStructure); - - return QuantLib::Cashflows::bps(cashFlowVector_, discountingTermStructure); - } - FixedRateCouponVector::FixedRateCouponVector( const boost::shared_ptr < QuantLib::Schedule > &schedule, --- 69,72 ---- Index: termstructures.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.hpp,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** termstructures.hpp 15 Jun 2006 20:23:55 -0000 1.5 --- termstructures.hpp 16 Jun 2006 17:37:20 -0000 1.6 *************** *** 70,74 **** public: ForwardSpreadedTermStructure( ! const std::string &baseTermStructure, const double &spread); }; --- 70,74 ---- public: ForwardSpreadedTermStructure( ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, const double &spread); }; Index: capfloor.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capfloor.hpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** capfloor.hpp 9 Jun 2006 18:58:47 -0000 1.3 --- capfloor.hpp 16 Jun 2006 17:37:16 -0000 1.4 *************** *** 30,34 **** CapFloor( const std::string& couponVectorID, ! const boost::shared_ptr < QuantLib::YieldTermStructure >& termStructureP, const std::vector<double>& capStrikes, const std::vector<double>& floorStrikes, --- 30,34 ---- CapFloor( const std::string& couponVectorID, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, const std::vector<double>& capStrikes, const std::vector<double>& floorStrikes, Index: termstructures.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** termstructures.cpp 15 Jun 2006 20:23:55 -0000 1.8 --- termstructures.cpp 16 Jun 2006 17:37:20 -0000 1.9 *************** *** 113,132 **** ForwardSpreadedTermStructure::ForwardSpreadedTermStructure( ! const std::string &baseTermStructure, const double &spread) { - QuantLib::Handle<QuantLib::YieldTermStructure> discountingTermStructure; - - if(!baseTermStructure.empty()) { - OH_GET_REFERENCE(discYC, baseTermStructure, - YieldTermStructure, QuantLib::YieldTermStructure) - discountingTermStructure.linkTo(discYC); - } - QuantLib::Handle<QuantLib::Quote> spreadQuote( boost::shared_ptr<QuantLib::Quote>(new QuantLib::SimpleQuote(spread))); libraryObject_ = boost::shared_ptr<QuantLib::YieldTermStructure>( ! new QuantLib::ForwardSpreadedTermStructure(discountingTermStructure, spreadQuote)); } --- 113,124 ---- ForwardSpreadedTermStructure::ForwardSpreadedTermStructure( ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, const double &spread) { QuantLib::Handle<QuantLib::Quote> spreadQuote( boost::shared_ptr<QuantLib::Quote>(new QuantLib::SimpleQuote(spread))); libraryObject_ = boost::shared_ptr<QuantLib::YieldTermStructure>( ! new QuantLib::ForwardSpreadedTermStructure(hYTS, spreadQuote)); } Index: quantoforwardvanillaoption.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quantoforwardvanillaoption.cpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** quantoforwardvanillaoption.cpp 9 Jun 2006 18:58:47 -0000 1.3 --- quantoforwardvanillaoption.cpp 16 Jun 2006 17:37:20 -0000 1.4 *************** *** 32,36 **** QuantoForwardVanillaOption::QuantoForwardVanillaOption( ! const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure, const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure, const double &correlation, --- 32,36 ---- QuantoForwardVanillaOption::QuantoForwardVanillaOption( ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure, const double &correlation, *************** *** 43,50 **** const boost::shared_ptr < QuantLib::Exercise > &exercise, const std::string &engineID, ! const long &timeSteps) { ! ! QuantLib::Handle<QuantLib::YieldTermStructure> termStructureH(termStructure); ! QuantLib::Handle<QuantLib::BlackVolTermStructure> blackVolTermStructureH(blackVolTermStructure); --- 43,48 ---- const boost::shared_ptr < QuantLib::Exercise > &exercise, const std::string &engineID, ! const long &timeSteps) ! { QuantLib::Handle<QuantLib::BlackVolTermStructure> blackVolTermStructureH(blackVolTermStructure); *************** *** 62,66 **** libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::QuantoForwardVanillaOption( ! termStructureH, blackVolTermStructureH, correlationH, --- 60,64 ---- libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::QuantoForwardVanillaOption( ! hYTS, blackVolTermStructureH, correlationH, Index: couponvectors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** couponvectors.hpp 14 Jun 2006 20:33:10 -0000 1.5 --- couponvectors.hpp 16 Jun 2006 17:37:16 -0000 1.6 *************** *** 24,27 **** --- 24,28 ---- #include <qlo/xibor.hpp> #include <ql/CashFlows/cashflowvectors.hpp> + #include <ql/CashFlows/analysis.hpp> namespace QuantLibAddin { *************** *** 36,40 **** virtual std::vector<std::vector<double> > getLeg() = 0; ! double getBPS(const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure) const; const CashFlowVector &getVector() { --- 37,46 ---- virtual std::vector<std::vector<double> > getLeg() = 0; ! double getBPS(const QuantLib::Handle< ! QuantLib::YieldTermStructure>& hYTS) const ! { ! return QuantLib::Cashflows::bps(cashFlowVector_, hYTS); ! } ! const CashFlowVector &getVector() { *************** *** 72,74 **** #endif - --- 78,79 ---- Index: xibor.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.hpp,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** xibor.hpp 15 Jun 2006 19:17:32 -0000 1.8 --- xibor.hpp 16 Jun 2006 17:37:20 -0000 1.9 *************** *** 23,26 **** --- 23,28 ---- #include <oh/objhandler.hpp> #include <ql/index.hpp> + #include <ql/handle.hpp> + #include <ql/yieldtermstructure.hpp> namespace QuantLibAddin { *************** *** 41,45 **** const QuantLib::Calendar& calendar, QuantLib::BusinessDayConvention fltBDC, ! const QuantLib::DayCounter& fltDayCounter); }; } --- 43,48 ---- const QuantLib::Calendar& calendar, QuantLib::BusinessDayConvention fltBDC, ! const QuantLib::DayCounter& fltDayCounter, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); }; } Index: shortratemodels.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/shortratemodels.cpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** shortratemodels.cpp 9 Jun 2006 18:58:47 -0000 1.3 --- shortratemodels.cpp 16 Jun 2006 17:37:20 -0000 1.4 *************** *** 36,47 **** HullWhite::HullWhite( ! const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructureP, const double &a, ! const double &sigma) { ! ! QuantLib::Handle<QuantLib::YieldTermStructure> termStructureH(termStructureP); ! libraryObject_ = boost::shared_ptr<QuantLib::AffineModel>( ! new QuantLib::HullWhite(termStructureH, a, sigma)); } --- 36,45 ---- HullWhite::HullWhite( ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, const double &a, ! const double &sigma) ! { libraryObject_ = boost::shared_ptr<QuantLib::AffineModel>( ! new QuantLib::HullWhite(hYTS, a, sigma)); } Index: quantoforwardvanillaoption.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quantoforwardvanillaoption.hpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** quantoforwardvanillaoption.hpp 9 Jun 2006 18:58:47 -0000 1.3 --- quantoforwardvanillaoption.hpp 16 Jun 2006 17:37:20 -0000 1.4 *************** *** 29,33 **** public: QuantoForwardVanillaOption( ! const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure, const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure, const double &correlation, --- 29,33 ---- public: QuantoForwardVanillaOption( ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure, const double &correlation, Index: vanillaswap.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.hpp,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** vanillaswap.hpp 15 Jun 2006 19:01:39 -0000 1.5 --- vanillaswap.hpp 16 Jun 2006 17:37:20 -0000 1.6 *************** *** 47,51 **** const bool &floatLongFinal, const QuantLib::Rate &floatSpread, ! const QuantLib::Handle<QuantLib::YieldTermStructure> &discountingTermStructure); std::vector<std::vector<double> > fixedLeg() { --- 47,51 ---- const bool &floatLongFinal, const QuantLib::Rate &floatSpread, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); std::vector<std::vector<double> > fixedLeg() { Index: shortratemodels.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/shortratemodels.hpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** shortratemodels.hpp 9 Jun 2006 18:58:47 -0000 1.3 --- shortratemodels.hpp 16 Jun 2006 17:37:20 -0000 1.4 *************** *** 42,46 **** public: HullWhite( ! const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructureP, const double &a, const double &sigma); --- 42,46 ---- public: HullWhite( ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, const double &a, const double &sigma); Index: bonds.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.cpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** bonds.cpp 14 Jun 2006 20:33:10 -0000 1.3 --- bonds.cpp 16 Jun 2006 17:37:16 -0000 1.4 *************** *** 51,57 **** const QuantLib::BusinessDayConvention& convention, const double redemption, ! const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure) { ! ! QuantLib::Handle<QuantLib::YieldTermStructure> ts(termStructure); libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( --- 51,55 ---- const QuantLib::BusinessDayConvention& convention, const double redemption, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( *************** *** 63,67 **** convention, redemption, ! ts)); } --- 61,65 ---- convention, redemption, ! hYTS)); } *************** *** 81,88 **** const bool startFromEnd, const bool longFinal, ! const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure) { ! ! QuantLib::Handle<QuantLib::YieldTermStructure> ts(termStructure); ! libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::FixedCouponBond(issueDate, --- 79,84 ---- const bool startFromEnd, const bool longFinal, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) ! { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::FixedCouponBond(issueDate, *************** *** 97,101 **** paymentConvention, redemption, ! ts, QuantLib::Date(), startFromEnd, --- 93,97 ---- paymentConvention, redemption, ! hYTS, QuantLib::Date(), startFromEnd, *************** *** 118,127 **** 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, --- 114,121 ---- QuantLib::BusinessDayConvention paymentConvention, QuantLib::Real redemption, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, const QuantLib::Date& stub, ! bool fromEnd) ! { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::FloatingRateBond(issueDate, *************** *** 138,142 **** paymentConvention, redemption, ! ts, stub, fromEnd)); --- 132,136 ---- paymentConvention, redemption, ! hYTS, stub, fromEnd)); Index: swap.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.cpp,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** swap.cpp 14 Jun 2006 20:33:10 -0000 1.8 --- swap.cpp 16 Jun 2006 17:37:20 -0000 1.9 *************** *** 33,46 **** const boost::shared_ptr < CouponVector > &paidLegWrapper, const boost::shared_ptr < CouponVector > &recvLegWrapper, ! const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure) { const CashFlowVector& paidLeg = paidLegWrapper->getVector(); const CashFlowVector& recvLeg = recvLegWrapper->getVector(); - QuantLib::Handle<QuantLib::YieldTermStructure> discountingTermStructure; - discountingTermStructure.linkTo(termStructure); - libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( ! new QuantLib::Swap(discountingTermStructure, paidLeg, recvLeg)); } --- 33,43 ---- const boost::shared_ptr < CouponVector > &paidLegWrapper, const boost::shared_ptr < CouponVector > &recvLegWrapper, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { const CashFlowVector& paidLeg = paidLegWrapper->getVector(); const CashFlowVector& recvLeg = recvLegWrapper->getVector(); libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( ! new QuantLib::Swap(hYTS, paidLeg, recvLeg)); } Index: forwardrateagreement.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/forwardrateagreement.cpp,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** forwardrateagreement.cpp 13 Jun 2006 16:52:35 -0000 1.5 --- forwardrateagreement.cpp 16 Jun 2006 17:37:17 -0000 1.6 *************** *** 37,47 **** const QuantLib::Calendar& calendar, QuantLib::BusinessDayConvention businessDayConvention, ! const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure, QuantLib::Compounding compounding, ! QuantLib::Frequency frequency) { ! ! QuantLib::Handle<QuantLib::YieldTermStructure> discountingTermStructure; ! discountingTermStructure.linkTo(termStructure); ! libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::ForwardRateAgreement(valueDate, --- 37,44 ---- const QuantLib::Calendar& calendar, QuantLib::BusinessDayConvention businessDayConvention, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, QuantLib::Compounding compounding, ! QuantLib::Frequency frequency) ! { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::ForwardRateAgreement(valueDate, *************** *** 54,58 **** calendar, businessDayConvention, ! discountingTermStructure, compounding, frequency --- 51,55 ---- calendar, businessDayConvention, ! hYTS, compounding, frequency *************** *** 67,76 **** double notional, const boost::shared_ptr<QuantLib::Xibor>& index, ! const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure, ! QuantLib::Compounding compounding) { ! ! QuantLib::Handle<QuantLib::YieldTermStructure> discountingTermStructure; ! discountingTermStructure.linkTo(termStructure); ! libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::ForwardRateAgreement(valueDate, --- 64,70 ---- double notional, const boost::shared_ptr<QuantLib::Xibor>& index, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, ! QuantLib::Compounding compounding) ! { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::ForwardRateAgreement(valueDate, *************** *** 80,84 **** notional, index, ! discountingTermStructure, compounding )); --- 74,78 ---- notional, index, ! hYTS, compounding )); Index: swap.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.hpp,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** swap.hpp 14 Jun 2006 20:33:10 -0000 1.6 --- swap.hpp 16 Jun 2006 17:37:20 -0000 1.7 *************** *** 34,39 **** Swap(const boost::shared_ptr<CouponVector>& paidLegWrapper, const boost::shared_ptr<CouponVector>& recvLegWrapper, ! const boost::shared_ptr<QuantLib::YieldTermStructure>& ! termStructure); std::vector<std::vector<double> > legAnalysis(QuantLib::Size i); --- 34,38 ---- Swap(const boost::shared_ptr<CouponVector>& paidLegWrapper, const boost::shared_ptr<CouponVector>& recvLegWrapper, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); std::vector<std::vector<double> > legAnalysis(QuantLib::Size i); Index: capfloor.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capfloor.cpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** capfloor.cpp 9 Jun 2006 18:58:47 -0000 1.3 --- capfloor.cpp 16 Jun 2006 17:37:16 -0000 1.4 *************** *** 29,33 **** CapFloor::CapFloor( const std::string& couponVectorID, ! const boost::shared_ptr < QuantLib::YieldTermStructure >& termStructureP, const std::vector<double>& capStrikes, const std::vector<double>& floorStrikes, --- 29,33 ---- CapFloor::CapFloor( const std::string& couponVectorID, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, const std::vector<double>& capStrikes, const std::vector<double>& floorStrikes, *************** *** 38,43 **** AnalyticCapFloorEngine, QuantLib::PricingEngine) - QuantLib::Handle<QuantLib::YieldTermStructure> termStructureH(termStructureP); - OH_GET_OBJECT(couponVectorWrapper, couponVectorID, CouponVector) const CashFlowVector& couponVector = couponVectorWrapper->getVector(); --- 38,41 ---- *************** *** 48,52 **** capStrikes, floorStrikes, ! termStructureH, engine)); } --- 46,50 ---- capStrikes, floorStrikes, ! hYTS, engine)); } Index: quantovanillaoption.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quantovanillaoption.cpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** quantovanillaoption.cpp 9 Jun 2006 18:58:47 -0000 1.3 --- quantovanillaoption.cpp 16 Jun 2006 17:37:20 -0000 1.4 *************** *** 33,37 **** QuantoVanillaOption::QuantoVanillaOption( ! const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure, const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure, const double &correlation, --- 33,37 ---- QuantoVanillaOption::QuantoVanillaOption( ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure, const double &correlation, *************** *** 42,48 **** const boost::shared_ptr < QuantLib::Exercise > &exercise, const std::string &engineID, ! const long &timeSteps) { ! QuantLib::Handle<QuantLib::YieldTermStructure> termStructureH(termStructure); ! QuantLib::Handle<QuantLib::BlackVolTermStructure> blackVolTermStructureH(blackVolTermStructure); --- 42,47 ---- const boost::shared_ptr < QuantLib::Exercise > &exercise, const std::string &engineID, ! const long &timeSteps) ! { QuantLib::Handle<QuantLib::BlackVolTermStructure> blackVolTermStructureH(blackVolTermStructure); *************** *** 60,64 **** libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::QuantoVanillaOption( ! termStructureH, blackVolTermStructureH, correlationH, --- 59,63 ---- libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::QuantoVanillaOption( ! hYTS, blackVolTermStructureH, correlationH, Index: vanillaswap.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.cpp,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** vanillaswap.cpp 15 Jun 2006 19:01:39 -0000 1.4 --- vanillaswap.cpp 16 Jun 2006 17:37:20 -0000 1.5 *************** *** 51,55 **** const bool &floatLongFinal, const QuantLib::Rate &floatSpread, ! const QuantLib::Handle<QuantLib::YieldTermStructure> &discountingTermStructure) { --- 51,55 ---- const bool &floatLongFinal, const QuantLib::Rate &floatSpread, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { *************** *** 72,76 **** floatSpread, floatDayCounter, ! discountingTermStructure)); } --- 72,76 ---- floatSpread, floatDayCounter, ! hYTS)); } Index: xibor.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.cpp,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** xibor.cpp 15 Jun 2006 19:17:32 -0000 1.8 --- xibor.cpp 16 Jun 2006 17:37:20 -0000 1.9 *************** *** 50,54 **** const QuantLib::Calendar& calendar, QuantLib::BusinessDayConvention fltBDC, ! const QuantLib::DayCounter& fltDayCounter) { libraryObject_ = boost::shared_ptr<QuantLib::Xibor>( --- 50,55 ---- const QuantLib::Calendar& calendar, QuantLib::BusinessDayConvention fltBDC, ! const QuantLib::DayCounter& fltDayCounter, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { libraryObject_ = boost::shared_ptr<QuantLib::Xibor>( *************** *** 56,60 **** p, fixingDays, crr, calendar, ! fltBDC, fltDayCounter)); } } --- 57,62 ---- p, fixingDays, crr, calendar, ! fltBDC, fltDayCounter, ! hYTS)); } } Index: bonds.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.hpp,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** bonds.hpp 15 Jun 2006 19:16:30 -0000 1.4 --- bonds.hpp 16 Jun 2006 17:37:16 -0000 1.5 *************** *** 44,48 **** const QuantLib::BusinessDayConvention& convention, const double redemption, ! const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure); }; --- 44,48 ---- const QuantLib::BusinessDayConvention& convention, const double redemption, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); }; *************** *** 63,67 **** const bool startFromEnd, const bool longFinal, ! const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure); }; --- 63,67 ---- const bool startFromEnd, const bool longFinal, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); }; *************** *** 82,86 **** QuantLib::BusinessDayConvention paymentConvention, QuantLib::Real redemption, ! const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure, const QuantLib::Date& stub, bool fromEnd); --- 82,86 ---- QuantLib::BusinessDayConvention paymentConvention, QuantLib::Real redemption, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, const QuantLib::Date& stub, bool fromEnd); Index: quantovanillaoption.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quantovanillaoption.hpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** quantovanillaoption.hpp 9 Jun 2006 18:58:47 -0000 1.3 --- quantovanillaoption.hpp 16 Jun 2006 17:37:20 -0000 1.4 *************** *** 28,32 **** public: QuantoVanillaOption::QuantoVanillaOption( ! const boost::shared_ptr < QuantLib::YieldTermStructure > &termStructure, const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure, const double &correlation, --- 28,32 ---- public: QuantoVanillaOption::QuantoVanillaOption( ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, const boost::shared_ptr < QuantLib::BlackVolTermStructure > &blackVolTermStructure, const double &correlation, Index: forwardrateagreement.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/forwardrateagreement.hpp,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** forwardrateagreement.hpp 13 Jun 2006 16:52:35 -0000 1.5 --- forwardrateagreement.hpp 16 Jun 2006 17:37:20 -0000 1.6 *************** *** 39,43 **** const QuantLib::Calendar& calendar, QuantLib::BusinessDayConvention businessDayConvention, ! const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure, QuantLib::Compounding compounding = QuantLib::Simple, QuantLib::Frequency frequency = QuantLib::Annual); --- 39,43 ---- const QuantLib::Calendar& calendar, QuantLib::BusinessDayConvention businessDayConvention, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, QuantLib::Compounding compounding = QuantLib::Simple, QuantLib::Frequency frequency = QuantLib::Annual); *************** *** 50,54 **** double notional, const boost::shared_ptr<QuantLib::Xibor>& index, ! const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure, QuantLib::Compounding compounding = QuantLib::Simple); }; --- 50,54 ---- double notional, const boost::shared_ptr<QuantLib::Xibor>& index, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, QuantLib::Compounding compounding = QuantLib::Simple); }; |
