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

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7114/qlo

Modified Files:
	index.cpp index.hpp 
Log Message:
exposed SwapRate Index constructor and methods to Excel

Index: index.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** index.cpp	14 Jul 2006 10:20:34 -0000	1.2
--- index.cpp	19 Jul 2006 18:06:03 -0000	1.3
***************
*** 2,5 ****
--- 2,6 ----
  /*
   Copyright (C) 2006 Ferdinando Ametrano
+  Copyright (C) 2006 Katiuscia Manzoni
   Copyright (C) 2005 Eric Ehlers
   Copyright (C) 2005 Plamen Neykov
***************
*** 66,68 ****
--- 67,91 ----
                                  hYTS));
      }
+ 
+     SwapRate::SwapRate(const std::string& familyName,
+                        long years,
+                        long fixingDays,
+                        QuantLib::Currency& crr,
+                        const QuantLib::Calendar& calendar,
+                        QuantLib::Frequency fixedLegFreq,
+                        QuantLib::BusinessDayConvention fixedLegBDC,
+                        const QuantLib::DayCounter& fixedLegDayCounter,
+                        const boost::shared_ptr<QuantLib::Xibor>& index,
+                        long indexFixingDays,
+                        QuantLib::Frequency floatingLegFreq,
+                        QuantLib::BusinessDayConvention floatingLegBDC)
+     {
+         libraryObject_ = boost::shared_ptr<QuantLib::SwapRate>(
+             new QuantLib::SwapRate(familyName, years,
+                                    fixingDays, crr, calendar, 
+                                    fixedLegFreq, fixedLegBDC,
+                                    fixedLegDayCounter, index,
+                                    indexFixingDays, floatingLegFreq,
+                                    floatingLegBDC));
+     }
  }

Index: index.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** index.hpp	14 Jul 2006 10:20:34 -0000	1.2
--- index.hpp	19 Jul 2006 18:06:03 -0000	1.3
***************
*** 2,5 ****
--- 2,6 ----
  /*
   Copyright (C) 2006 Ferdinando Ametrano
+  Copyright (C) 2006 Katiuscia Manzoni
   Copyright (C) 2005 Eric Ehlers
   Copyright (C) 2005 Plamen Neykov
***************
*** 26,29 ****
--- 27,31 ----
  #include <ql/yieldtermstructure.hpp>
  #include <ql/Indexes/xibor.hpp>
+ #include <ql/Indexes/swaprate.hpp>
  
  namespace QuantLibAddin {
***************
*** 51,54 ****
--- 53,72 ----
                const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
      };
+ 
+     class SwapRate : public Index {
+     public:
+         SwapRate(const std::string& familyName,
+                  long years,
+                  long fixingDays,
+                  QuantLib::Currency& crr,
+                  const QuantLib::Calendar& calendar,
+                  QuantLib::Frequency fixedLegFreq,
+                  QuantLib::BusinessDayConvention fixedLegBDC,
+                  const QuantLib::DayCounter& fixedLegDayCounter,
+                  const boost::shared_ptr<QuantLib::Xibor>& index,
+                  long indexFixingDays,
+                  QuantLib::Frequency floatingLegFreq,
+                  QuantLib::BusinessDayConvention floatingLegBDC);
+     };
  }