Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14390/qlo
Modified Files:
couponvectors.cpp pricingengines.cpp xibor.cpp
Log Message:
comment out non-compiling code
Index: pricingengines.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** pricingengines.cpp 20 Jun 2006 17:39:13 -0000 1.2
--- pricingengines.cpp 22 Jun 2006 08:33:01 -0000 1.3
***************
*** 26,37 ****
QuantLib::Handle<QuantLib::Quote> vol_hq(vol_q);
! boost::shared_ptr<QuantLib::BlackModel> model(
! new QuantLib::BlackModel(vol_hq));
! boost::shared_ptr<QuantLib::PricingEngine> eng(
! new QuantLib::BlackSwaptionEngine(model));
! libraryObject_ = boost::shared_ptr<QuantLib::PricingEngine>(
! new QuantLib::BlackSwaptionEngine(model));
}
--- 26,37 ----
QuantLib::Handle<QuantLib::Quote> vol_hq(vol_q);
! //boost::shared_ptr<QuantLib::BlackModel> model(
! // new QuantLib::BlackModel(vol_hq));
! //boost::shared_ptr<QuantLib::PricingEngine> eng(
! // new QuantLib::BlackSwaptionEngine(model));
! //libraryObject_ = boost::shared_ptr<QuantLib::PricingEngine>(
! // new QuantLib::BlackSwaptionEngine(model));
}
Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** couponvectors.cpp 21 Jun 2006 12:50:21 -0000 1.6
--- couponvectors.cpp 22 Jun 2006 08:33:01 -0000 1.7
***************
*** 59,68 ****
cf.push_back(floatingCoupon->gearing());
cf.push_back(floatingCoupon->indexFixing());
! convAdj = floatingCoupon->rate()- floatingCoupon->spread();
! convAdj -= floatingCoupon->gearing()*
! floatingCoupon->indexFixing();
! if (floatingCoupon->gearing()!=0)
! covAdj/floatingCoupon->gearing();
! cf.push_back(convAdj);
cf.push_back(floatingCoupon->spread());
} else {
--- 59,68 ----
cf.push_back(floatingCoupon->gearing());
cf.push_back(floatingCoupon->indexFixing());
! //convAdj = floatingCoupon->rate()- floatingCoupon->spread();
! //convAdj -= floatingCoupon->gearing()*
! // floatingCoupon->indexFixing();
! //if (floatingCoupon->gearing()!=0)
! // covAdj/floatingCoupon->gearing();
! //cf.push_back(convAdj);
cf.push_back(floatingCoupon->spread());
} else {
Index: xibor.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/xibor.cpp,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** xibor.cpp 20 Jun 2006 09:44:18 -0000 1.10
--- xibor.cpp 22 Jun 2006 08:33:03 -0000 1.11
***************
*** 35,43 ****
"Index::addFixings the nuber of given dates does not "
"match the number of fixings!");
! if(dates.size() > 0) {
! QuantLib::History history(dates, fixings);
! QuantLib::IndexManager::instance().setHistory(libraryObject_->name(),
! history);
! }
}
--- 35,43 ----
"Index::addFixings the nuber of given dates does not "
"match the number of fixings!");
! //if(dates.size() > 0) {
! // QuantLib::History history(dates, fixings);
! // QuantLib::IndexManager::instance().setHistory(libraryObject_->name(),
! // history);
! //}
}
|