[QuantLibAddin-cvs] QuantLibAddin/qlo couponvectors.cpp,1.7,1.8

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26453/qlo

Modified Files:
	couponvectors.cpp 
Log Message:
bug fix

Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** couponvectors.cpp	22 Jun 2006 08:33:01 -0000	1.7
--- couponvectors.cpp	22 Jun 2006 10:14:51 -0000	1.8
***************
*** 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());
!                 QuantLib::Rate convAdj = floatingCoupon->rate()- floatingCoupon->spread();
!                 convAdj -= floatingCoupon->gearing()*
!                                     floatingCoupon->indexFixing();
!                 if (floatingCoupon->gearing()!=0)
!                     convAdj /= floatingCoupon->gearing();
!                 cf.push_back(convAdj);
                  cf.push_back(floatingCoupon->spread());
              } else {