[QuantLibAddin-cvs] QuantLibAddin/qlo marketmodels.cpp, 1.2, 1.3 marketmodels.hpp, 1.3, 1.4

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25209/qlo

Modified Files:
	marketmodels.cpp marketmodels.hpp 
Log Message:


Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** marketmodels.hpp	6 Jul 2006 13:43:15 -0000	1.3
--- marketmodels.hpp	12 Jul 2006 12:05:17 -0000	1.4
***************
*** 26,29 ****
--- 26,30 ----
  #include <ql/MarketModels/browniangenerator.hpp>
  #include <ql/MarketModels/marketmodelevolver.hpp>
+ #include <ql/MarketModels/Products/marketmodelforwards.hpp>
  
  namespace QuantLibAddin {
***************
*** 88,91 ****
--- 89,102 ----
  
  
+     class MarketModelForwards : public ObjHandler::LibraryObject<QuantLib::MarketModelForwards> {
+     public:
+         MarketModelForwards(const QuantLib::Array& rateTimes,
+                             const QuantLib::Array& accruals,
+                             const QuantLib::Array& paymentTimes,
+                             const QuantLib::Array& strikes);
+     };
+ 
+ 
+ 
      class BrownianGeneratorFactory : public ObjHandler::LibraryObject<QuantLib::BrownianGeneratorFactory> {
      };
***************
*** 104,108 ****
          ForwardRateEvolver(const boost::shared_ptr<QuantLib::PseudoRoot>&,
                             const QuantLib::EvolutionDescription&,
!                            const QuantLib::BrownianGeneratorFactory&);
      };
  
--- 115,119 ----
          ForwardRateEvolver(const boost::shared_ptr<QuantLib::PseudoRoot>&,
                             const QuantLib::EvolutionDescription&,
!                            unsigned long seed);
      };
  

Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** marketmodels.cpp	6 Jul 2006 12:22:38 -0000	1.2
--- marketmodels.cpp	12 Jul 2006 12:05:17 -0000	1.3
***************
*** 86,89 ****
--- 86,105 ----
      }
  
+ 
+ 
+ 
+     MarketModelForwards::MarketModelForwards(
+         const QuantLib::Array& rateTimes,
+         const QuantLib::Array& accruals,
+         const QuantLib::Array& paymentTimes,
+         const QuantLib::Array& strikes)
+     {
+         libraryObject_ = boost::shared_ptr<QuantLib::MarketModelForwards>(
+             new QuantLib::MarketModelForwards(rateTimes, accruals,
+                                               paymentTimes, strikes));
+     }
+ 
+ 
+ 
      MTBrownianGeneratorFactory::MTBrownianGeneratorFactory(unsigned long seed)
      {
***************
*** 95,104 ****
          const boost::shared_ptr<QuantLib::PseudoRoot>& pseudoRoot,
          const QuantLib::EvolutionDescription& evolutionDescription,
!         const QuantLib::BrownianGeneratorFactory& brownianGeneratorfactory)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::MarketModelEvolver>(
              new QuantLib::ForwardRateEvolver(pseudoRoot,
                                               evolutionDescription,
!                                              brownianGeneratorfactory));
      }
  
--- 111,123 ----
          const boost::shared_ptr<QuantLib::PseudoRoot>& pseudoRoot,
          const QuantLib::EvolutionDescription& evolutionDescription,
!         unsigned long seed)
      {
+ 
+         QuantLib::MTBrownianGeneratorFactory generatorFactory(seed);
+ 
          libraryObject_ = boost::shared_ptr<QuantLib::MarketModelEvolver>(
              new QuantLib::ForwardRateEvolver(pseudoRoot,
                                               evolutionDescription,
!                                              generatorFactory));
      }