[QuantLibAddin-cvs] QuantLibAddin/qlo bonds.cpp, 1.4, 1.5 bonds.hpp, 1.5, 1.6 couponvectors.cpp, 1.4, 1.5 couponvectors.hpp, 1.6, 1.7

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5289/qlo

Modified Files:
	bonds.cpp bonds.hpp couponvectors.cpp couponvectors.hpp 
Log Message:
introduced gearing (i.e. the multiplicative coefficients of the floating rate index) in floating rate coupons, coupon vectors, bonds, etc

Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** couponvectors.hpp	16 Jun 2006 17:37:16 -0000	1.6
--- couponvectors.hpp	18 Jun 2006 19:47:14 -0000	1.7
***************
*** 55,63 ****
        public:
          FixedRateCouponVector(
!             const boost::shared_ptr < QuantLib::Schedule > &schedule,
!             const QuantLib::BusinessDayConvention   &convention,
!             const std::vector<double>               &nominals,
!             const std::vector<double>               &couponRates,
!             const QuantLib::DayCounter              &dayCountID);
          
          virtual std::vector<std::vector<double> > getLeg();
--- 55,63 ----
        public:
          FixedRateCouponVector(
!             const boost::shared_ptr<QuantLib::Schedule>& schedule,
!             const QuantLib::BusinessDayConvention&  convention,
!             const std::vector<double>&              nominals,
!             const std::vector<double>&              couponRates,
!             const QuantLib::DayCounter&             dayCountID);
          
          virtual std::vector<std::vector<double> > getLeg();
***************
*** 67,74 ****
        public:
          FloatingRateCouponVector(
!             const boost::shared_ptr < QuantLib::Schedule > &schedule,
!             const std::vector<double> &nominals,
!             const boost::shared_ptr < QuantLib::Xibor > &index,
!             const std::vector<QuantLib::Spread> &spreads);
          
          virtual std::vector<std::vector<double> > getLeg();        
--- 67,75 ----
        public:
          FloatingRateCouponVector(
!             const boost::shared_ptr<QuantLib::Schedule>& schedule,
!             const std::vector<double>& nominals,
!             const std::vector<QuantLib::Real>& gearings,
!             const boost::shared_ptr<QuantLib::Xibor>& index,
!             const std::vector<QuantLib::Spread>& spreads);
          
          virtual std::vector<std::vector<double> > getLeg();        

Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** couponvectors.cpp	16 Jun 2006 17:37:16 -0000	1.4
--- couponvectors.cpp	18 Jun 2006 19:47:14 -0000	1.5
***************
*** 103,110 ****
  
      FloatingRateCouponVector::FloatingRateCouponVector(
!             const boost::shared_ptr < QuantLib::Schedule > &schedule,
!             const std::vector<double> &nominals,
!             const boost::shared_ptr < QuantLib::Xibor > &index,
!             const std::vector<double> &spreads) {
  
          cashFlowVector_ =
--- 103,111 ----
  
      FloatingRateCouponVector::FloatingRateCouponVector(
!             const boost::shared_ptr<QuantLib::Schedule>& schedule,
!             const std::vector<double>& nominals,
!             const std::vector<QuantLib::Real>& gearings,
!             const boost::shared_ptr<QuantLib::Xibor>& index,
!             const std::vector<QuantLib::Spread>& spreads) {
  
          cashFlowVector_ =
***************
*** 112,118 ****
                                                 index->businessDayConvention(),
                                                 nominals,
-                                                index,
                                                 index->settlementDays(),
!                                                spreads,
                                                 index->dayCounter());
      }
--- 113,119 ----
                                                 index->businessDayConvention(),
                                                 nominals,
                                                 index->settlementDays(),
!                                                index,
!                                                gearings, spreads,
                                                 index->dayCounter());
      }
***************
*** 140,142 ****
  
  }
- 
--- 141,142 ----

Index: bonds.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** bonds.cpp	16 Jun 2006 17:37:16 -0000	1.4
--- bonds.cpp	18 Jun 2006 19:47:14 -0000	1.5
***************
*** 107,110 ****
--- 107,111 ----
              const boost::shared_ptr<QuantLib::Xibor>& index,
              QuantLib::Integer fixingDays,
+             const std::vector<QuantLib::Spread>& gearings,
              const std::vector<QuantLib::Spread>& spreads,
              QuantLib::Frequency couponFrequency,
***************
*** 125,128 ****
--- 126,130 ----
                                             index,
                                             fixingDays,
+                                            gearings,
                                             spreads,
                                             couponFrequency,

Index: bonds.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** bonds.hpp	16 Jun 2006 17:37:16 -0000	1.5
--- bonds.hpp	18 Jun 2006 19:47:14 -0000	1.6
***************
*** 75,78 ****
--- 75,79 ----
              const boost::shared_ptr<QuantLib::Xibor>& index,
              QuantLib::Integer fixingDays,
+             const std::vector<QuantLib::Real>& gearings,
              const std::vector<QuantLib::Spread>& spreads,
              QuantLib::Frequency couponFrequency,