[QuantLibAddin-cvs] QuantLibAddin/qlo vanillaswap.cpp, 1.7, 1.8 vanillaswap.hpp, 1.8, 1.9

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

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));