[QuantLibAddin-cvs] QuantLibAddin/qlo termstructures.cpp, 1.11, 1.12 termstructures.hpp, 1.7, 1.8

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26457/qlo

Modified Files:
	termstructures.cpp termstructures.hpp 
Log Message:
exported ImpliedTermStructure

Index: termstructures.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.hpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** termstructures.hpp	20 Jun 2006 09:18:49 -0000	1.7
--- termstructures.hpp	27 Jun 2006 09:54:19 -0000	1.8
***************
*** 76,79 ****
--- 76,86 ----
      };
  
+     class ImpliedTermStructure : public YieldTermStructure {
+       public:
+         ImpliedTermStructure(
+             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
+             const QuantLib::Date& referenceDate);
+     };
+ 
  }
  

Index: termstructures.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** termstructures.cpp	20 Jun 2006 09:44:18 -0000	1.11
--- termstructures.cpp	27 Jun 2006 09:54:19 -0000	1.12
***************
*** 31,34 ****
--- 31,35 ----
  #include <ql/TermStructures/discountcurve.hpp>
  #include <ql/TermStructures/forwardcurve.hpp>
+ #include <ql/TermStructures/impliedtermstructure.hpp>
  
  namespace QuantLibAddin {
***************
*** 123,125 ****
--- 124,135 ----
      }
  
+ 
+     ImpliedTermStructure::ImpliedTermStructure(
+             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
+             const QuantLib::Date& referenceDate)
+     {
+         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
+             new QuantLib::ImpliedTermStructure(hYTS, referenceDate));
+     }
+ 
  }