Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3979/qlo
Modified Files:
vanillaswap.cpp vanillaswap.hpp
Log Message:
VanillaSwap new signature
Index: vanillaswap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.hpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** vanillaswap.hpp 26 Jun 2006 21:31:03 -0000 1.8
--- vanillaswap.hpp 27 Jun 2006 21:17:33 -0000 1.9
***************
*** 28,50 ****
public:
VanillaSwap(
! const QuantLib::Date &startDate,
! const QuantLib::Date &maturity,
! const QuantLib::Real &nominal,
! const bool &payFixed,
! const QuantLib::Rate &fixRate,
! const QuantLib::Calendar& calendar,
! const QuantLib::Frequency &fixFrqID,
! const QuantLib::BusinessDayConvention &fixBDCID,
! const QuantLib::DayCounter &fixDayCounter,
! const bool &fixStartFromEnd,
! const bool &fixLongFinal,
! //const std::string &fltFrqID,
! const QuantLib::DayCounter &floatDayCounter,
! const boost::shared_ptr < QuantLib::Xibor > &index,
! const bool &floatStartFromEnd,
! const bool &floatLongFinal,
! const QuantLib::Rate &floatSpread,
const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
!
std::vector<std::vector<double> > fixedLeg() {
return Swap::legAnalysis(0);
--- 28,43 ----
public:
VanillaSwap(
! const bool payFixed,
! const QuantLib::Real nominal,
! const boost::shared_ptr<QuantLib::Schedule>& fixedSchedule,
! const QuantLib::Rate fixedRate,
! const QuantLib::DayCounter& fixDayCounter,
! const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
! const boost::shared_ptr<QuantLib::Xibor>& index,
! const QuantLib::Integer indexFixingDays,
! const QuantLib::Spread spread,
! const QuantLib::DayCounter& floatDayCounter,
const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
!
std::vector<std::vector<double> > fixedLeg() {
return Swap::legAnalysis(0);
Index: vanillaswap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.cpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** vanillaswap.cpp 26 Jun 2006 21:31:03 -0000 1.7
--- vanillaswap.cpp 27 Jun 2006 21:17:33 -0000 1.8
***************
*** 28,69 ****
namespace QuantLibAddin {
- VanillaSwap::VanillaSwap(
- const QuantLib::Date &startDate,
- const QuantLib::Date &maturity,
- const QuantLib::Real &nominal,
- const bool &payFixed,
- const QuantLib::Rate &fixRate,
- const QuantLib::Calendar& calendar,
- const QuantLib::Frequency &fixFrq,
- const QuantLib::BusinessDayConvention &fixBDC,
- const QuantLib::DayCounter &fixDayCounter,
- const bool &fixStartFromEnd,
- const bool &fixLongFinal,
- //const std::string &fltFrqID,
- const QuantLib::DayCounter &floatDayCounter,
- const boost::shared_ptr < QuantLib::Xibor > &index,
- const bool &floatStartFromEnd,
- const bool &floatLongFinal,
- const QuantLib::Rate &floatSpread,
- const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) {
-
-
- QuantLib::Schedule fixedSchedule(calendar, startDate, maturity, fixFrq, fixBDC,
- QuantLib::Date(), fixStartFromEnd, fixLongFinal);
-
- QuantLib::Schedule floatSchedule(calendar, startDate, maturity,
- index->frequency(), index->businessDayConvention(),
- QuantLib::Date(), floatStartFromEnd, floatLongFinal);
libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
new QuantLib::VanillaSwap(payFixed,
nominal,
! fixedSchedule,
fixRate,
fixDayCounter,
! floatSchedule,
index,
! index->settlementDays(),
! floatSpread,
floatDayCounter,
hYTS));
--- 28,55 ----
namespace QuantLibAddin {
+ VanillaSwap::VanillaSwap(
+ const bool payFixed,
+ const QuantLib::Real nominal,
+ const boost::shared_ptr<QuantLib::Schedule>& fixedSchedule,
+ const QuantLib::Rate fixRate,
+ const QuantLib::DayCounter& fixDayCounter,
+ const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
+ const boost::shared_ptr<QuantLib::Xibor>& index,
+ const QuantLib::Integer indexFixingDays,
+ const QuantLib::Spread spread,
+ const QuantLib::DayCounter& floatDayCounter,
+ const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
+ {
libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
new QuantLib::VanillaSwap(payFixed,
nominal,
! *fixedSchedule,
fixRate,
fixDayCounter,
! *floatSchedule,
index,
! indexFixingDays,
! spread,
floatDayCounter,
hYTS));
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