[QuantLibAddin-cvs] QuantLibAddin/qlo swap.cpp,1.9,1.10
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From: Ferdinando A. <na...@us...> - 2006-06-20 09:17:15
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8861/qlo Modified Files: swap.cpp Log Message: formatting Index: swap.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.cpp,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** swap.cpp 16 Jun 2006 17:37:20 -0000 1.9 --- swap.cpp 20 Jun 2006 09:17:11 -0000 1.10 *************** *** 31,52 **** Swap::Swap( ! 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)); } ! ! std::vector<std::vector<double> > Swap::legAnalysis(QuantLib::Size i) { const boost::shared_ptr<QuantLib::Swap> temp = getLibraryObject<QuantLib::Swap>(); const std::vector<boost::shared_ptr<QuantLib::CashFlow> >& cashflows = temp->leg(i); - return flowAnalysis(cashflows); } --- 31,50 ---- Swap::Swap( ! 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)); } ! std::vector<std::vector<double> > Swap::legAnalysis(QuantLib::Size i) ! { const boost::shared_ptr<QuantLib::Swap> temp = getLibraryObject<QuantLib::Swap>(); const std::vector<boost::shared_ptr<QuantLib::CashFlow> >& cashflows = temp->leg(i); return flowAnalysis(cashflows); } |