Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28410/qlo Modified Files: bonds.hpp couponvectors.hpp forwardrateagreement.hpp vanillaswap.hpp Added Files: index.cpp index.hpp Removed Files: xibor.cpp xibor.hpp Log Message: xibor renamed index, according to the QuantLib class Index: couponvectors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** couponvectors.hpp 18 Jun 2006 19:47:14 -0000 1.7 --- couponvectors.hpp 22 Jun 2006 10:18:48 -0000 1.8 *************** *** 22,26 **** #include <oh/objhandler.hpp> #include <qlo/schedule.hpp> ! #include <qlo/xibor.hpp> #include <ql/CashFlows/cashflowvectors.hpp> #include <ql/CashFlows/analysis.hpp> --- 22,26 ---- #include <oh/objhandler.hpp> #include <qlo/schedule.hpp> ! #include <qlo/index.hpp> #include <ql/CashFlows/cashflowvectors.hpp> #include <ql/CashFlows/analysis.hpp> --- NEW FILE: index.cpp --- /* Copyright (C) 2006 Ferdinando Ametrano Copyright (C) 2005 Eric Ehlers Copyright (C) 2005 Plamen Neykov This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email qua...@li... The license is also available online at http://quantlib.org/html/license.html This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ #if defined(HAVE_CONFIG_H) #include <qlo/config.hpp> #endif #include <qlo/index.hpp> #include <qlo/typefactory.hpp> #include <ql/Indexes/indexmanager.hpp> #include <ql/Indexes/xibor.hpp> namespace QuantLibAddin { void Index::addFixings(const std::vector<QuantLib::Date> dates, const std::vector<QuantLib::Rate> fixings) { QL_REQUIRE(fixings.size() == dates.size(), "Index::addFixings the nuber of given dates does not " "match the number of fixings!"); libraryObject_->addFixings(dates.begin(), dates.end(), fixings.begin()); } Xibor::Xibor(const std::string& indexName, const QuantLib::Period& p, const long fixingDays, const QuantLib::Currency& crr, const QuantLib::Calendar& calendar, QuantLib::BusinessDayConvention fltBDC, const QuantLib::DayCounter& fltDayCounter, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { libraryObject_ = boost::shared_ptr<QuantLib::Xibor>( new QuantLib::Xibor(indexName, p, fixingDays, crr, calendar, fltBDC, fltDayCounter, hYTS)); } } --- xibor.hpp DELETED --- Index: vanillaswap.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.hpp,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** vanillaswap.hpp 16 Jun 2006 17:37:20 -0000 1.6 --- vanillaswap.hpp 22 Jun 2006 10:18:49 -0000 1.7 *************** *** 21,25 **** #define qla_simpleswap_hpp ! #include <qlo/xibor.hpp> #include <ql/Instruments/vanillaswap.hpp> #include <qlo/swap.hpp> --- 21,25 ---- #define qla_simpleswap_hpp ! #include <qlo/index.hpp> #include <ql/Instruments/vanillaswap.hpp> #include <qlo/swap.hpp> --- xibor.cpp DELETED --- --- NEW FILE: index.hpp --- /* Copyright (C) 2006 Ferdinando Ametrano Copyright (C) 2005 Eric Ehlers Copyright (C) 2005 Plamen Neykov This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email qua...@li... The license is also available online at http://quantlib.org/html/license.html This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ #ifndef qla_xibor_hpp #define qla_xibor_hpp #include <oh/objhandler.hpp> #include <ql/index.hpp> #include <ql/handle.hpp> #include <ql/yieldtermstructure.hpp> namespace QuantLibAddin { class Index : public ObjHandler::LibraryObject<QuantLib::Index> { public: void addFixings(const std::vector<QuantLib::Date> dates, const std::vector<QuantLib::Rate> fixings); }; class Xibor : public Index { public: Xibor(const std::string& indexName, const QuantLib::Period& p, const long fixingDays, const QuantLib::Currency& crr, const QuantLib::Calendar& calendar, QuantLib::BusinessDayConvention fltBDC, const QuantLib::DayCounter& fltDayCounter, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); }; } #endif Index: bonds.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.hpp,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** bonds.hpp 18 Jun 2006 19:47:14 -0000 1.6 --- bonds.hpp 22 Jun 2006 10:18:48 -0000 1.7 *************** *** 23,27 **** #include <qlo/baseinstruments.hpp> ! #include <qlo/xibor.hpp> #include <ql/Indexes/xibor.hpp> --- 23,27 ---- #include <qlo/baseinstruments.hpp> ! #include <qlo/index.hpp> #include <ql/Indexes/xibor.hpp> Index: forwardrateagreement.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/forwardrateagreement.hpp,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** forwardrateagreement.hpp 16 Jun 2006 17:37:20 -0000 1.6 --- forwardrateagreement.hpp 22 Jun 2006 10:18:48 -0000 1.7 *************** *** 23,27 **** #include <qlo/baseinstruments.hpp> #include <qlo/termstructures.hpp> ! #include <qlo/xibor.hpp> namespace QuantLibAddin { --- 23,27 ---- #include <qlo/baseinstruments.hpp> #include <qlo/termstructures.hpp> ! #include <qlo/index.hpp> namespace QuantLibAddin { |
