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));
}
}
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