[QuantLibAddin-cvs] QuantLibAddin/qlo termstructures.cpp, 1.9, 1.10 termstructures.hpp, 1.6, 1.7

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9397/qlo

Modified Files:
	termstructures.cpp termstructures.hpp 
Log Message:
YieldTermStructure inherits from Extrapolator

Index: termstructures.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.hpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** termstructures.hpp	16 Jun 2006 17:37:20 -0000	1.6
--- termstructures.hpp	20 Jun 2006 09:18:49 -0000	1.7
***************
*** 26,29 ****
--- 26,30 ----
  #include <ql/TermStructures/forwardspreadedtermstructure.hpp>
  #include <ql/TermStructures/ratehelpers.hpp>
+ #include <qlo/interpolation.hpp>
  
  #include <oh/objhandler.hpp>
***************
*** 31,36 ****
  namespace QuantLibAddin {
  
!     class YieldTermStructure : public ObjHandler::LibraryObject<QuantLib::YieldTermStructure> {
!     };
  
      class PiecewiseYieldCurve : public YieldTermStructure {
--- 32,38 ----
  namespace QuantLibAddin {
  
!     class TermStructure : public Extrapolator {};
! 
!     class YieldTermStructure : public TermStructure {};
  
      class PiecewiseYieldCurve : public YieldTermStructure {

Index: termstructures.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** termstructures.cpp	16 Jun 2006 17:37:20 -0000	1.9
--- termstructures.cpp	20 Jun 2006 09:18:49 -0000	1.10
***************
*** 63,67 ****
              true);
  
!         libraryObject_ = boost::shared_ptr<QuantLib::YieldTermStructure>(
              new QuantLib::PiecewiseYieldCurve<QuantLib::Discount,
                                                QuantLib::LogLinear>(
--- 63,67 ----
              true);
  
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::PiecewiseYieldCurve<QuantLib::Discount,
                                                QuantLib::LogLinear>(
***************
*** 89,93 ****
          const QuantLib::DayCounter &dayCounter) {
  
!         libraryObject_ = boost::shared_ptr<QuantLib::YieldTermStructure>(
              new QuantLib::DiscountCurve(dates, dfs, dayCounter));
      }
--- 89,93 ----
          const QuantLib::DayCounter &dayCounter) {
  
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::DiscountCurve(dates, dfs, dayCounter));
      }
***************
*** 98,102 ****
              const QuantLib::DayCounter &dayCounter) {
  
!         libraryObject_ = boost::shared_ptr<QuantLib::YieldTermStructure>(
              new QuantLib::ZeroCurve(dates, zeroRates, dayCounter));
      }
--- 98,102 ----
              const QuantLib::DayCounter &dayCounter) {
  
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::ZeroCurve(dates, zeroRates, dayCounter));
      }
***************
*** 107,111 ****
              const QuantLib::DayCounter &dayCounter) {
  
!         libraryObject_ = boost::shared_ptr<QuantLib::YieldTermStructure>(
              new QuantLib::ForwardCurve(dates, forwardRates, dayCounter));
      }
--- 107,111 ----
              const QuantLib::DayCounter &dayCounter) {
  
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::ForwardCurve(dates, forwardRates, dayCounter));
      }
***************
*** 117,126 ****
  
          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));
      }
  
- 
  }
--- 117,126 ----
  
          QuantLib::Handle<QuantLib::Quote> spreadQuote(
!             boost::shared_ptr<QuantLib::Quote>(
!                 new QuantLib::SimpleQuote(spread)));
  
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::ForwardSpreadedTermStructure(hYTS, spreadQuote));
      }
  
  }