[QuantLibAddin-cvs] QuantLibAddin/qlo forwardrateagreement.cpp, 1.6, 1.7 forwardrateagreement.hpp, 1.7, 1.8

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20572/qlo

Modified Files:
	forwardrateagreement.cpp forwardrateagreement.hpp 
Log Message:
in synch with QuantLib 0.3.13

Index: forwardrateagreement.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/forwardrateagreement.hpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** forwardrateagreement.hpp	22 Jun 2006 10:18:48 -0000	1.7
--- forwardrateagreement.hpp	10 Jul 2006 18:10:30 -0000	1.8
***************
*** 35,55 ****
              QuantLib::Rate strike,
              double notional,
-             long settlementDays,
-             const QuantLib::DayCounter& dayCount,
-             const QuantLib::Calendar& calendar,
-             QuantLib::BusinessDayConvention businessDayConvention,
-             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
-             QuantLib::Compounding compounding = QuantLib::Simple,  
-             QuantLib::Frequency frequency = QuantLib::Annual);
- 
-         ForwardRateAgreement(
-             const QuantLib::Date& valueDate,
-             const QuantLib::Date& maturityDate,
- 			QuantLib::Position::Type type,
-             QuantLib::Rate strike,
-             double notional,
              const boost::shared_ptr<QuantLib::Xibor>& index,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
!             QuantLib::Compounding compounding = QuantLib::Simple);
      };
  
--- 35,40 ----
              QuantLib::Rate strike,
              double notional,
              const boost::shared_ptr<QuantLib::Xibor>& index,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
      };
  

Index: forwardrateagreement.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/forwardrateagreement.cpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** forwardrateagreement.cpp	16 Jun 2006 17:37:17 -0000	1.6
--- forwardrateagreement.cpp	10 Jul 2006 18:10:30 -0000	1.7
***************
*** 33,69 ****
              QuantLib::Rate strike,
              double notional,
-             long settlementDays,
-             const QuantLib::DayCounter& dayCount,
-             const QuantLib::Calendar& calendar,
-             QuantLib::BusinessDayConvention businessDayConvention,
-             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
-             QuantLib::Compounding compounding,  
-             QuantLib::Frequency frequency)
-     {
-             libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
-                 new QuantLib::ForwardRateAgreement(valueDate,
-                                                    maturityDate,
-                                                    type,
-                                                    strike,
-                                                    notional,
-                                                    settlementDays,
-                                                    dayCount,
-                                                    calendar,
-                                                    businessDayConvention,
-                                                    hYTS,
-                                                    compounding,
-                                                    frequency
-                                                    ));
-     }
- 
-     ForwardRateAgreement::ForwardRateAgreement(
-             const QuantLib::Date& valueDate,
-             const QuantLib::Date& maturityDate,
- 			QuantLib::Position::Type type,
-             QuantLib::Rate strike,
-             double notional,
              const boost::shared_ptr<QuantLib::Xibor>& index,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
!             QuantLib::Compounding compounding)
      {
              libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
--- 33,38 ----
              QuantLib::Rate strike,
              double notional,
              const boost::shared_ptr<QuantLib::Xibor>& index,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
      {
              libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
***************
*** 74,80 ****
                                                     notional,
                                                     index,
!                                                    hYTS,
!                                                    compounding
!                                                    ));
      }
  
--- 43,47 ----
                                                     notional,
                                                     index,
!                                                    hYTS));
      }