[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.cpp, 1.7, 1.8 enumclassctors.hpp, 1.7, 1.8 termstructures.cpp, 1.14, 1.15 termstructures.hpp, 1.8, 1.9

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv16039/qlo

Modified Files:
	enumclassctors.cpp enumclassctors.hpp termstructures.cpp 
	termstructures.hpp 
Log Message:
exporting PiecewiseYield alternatives

Index: termstructures.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.hpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** termstructures.hpp	27 Jun 2006 09:54:19 -0000	1.8
--- termstructures.hpp	24 Jul 2006 15:45:24 -0000	1.9
***************
*** 42,46 ****
              const QuantLib::Calendar &calendar,
              const std::vector<std::string> &handlesRateHelper,
!             const QuantLib::DayCounter &dayCounter);
      };
      
--- 42,48 ----
              const QuantLib::Calendar &calendar,
              const std::vector<std::string> &handlesRateHelper,
!             const QuantLib::DayCounter &dayCounter,
!             const std::string& traitsID, 
!             const std::string& interpolatorID);
      };
      

Index: termstructures.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** termstructures.cpp	4 Jul 2006 17:07:56 -0000	1.14
--- termstructures.cpp	24 Jul 2006 15:45:24 -0000	1.15
***************
*** 39,44 ****
              const QuantLib::Calendar &calendar,
              const std::vector<std::string> &handlesRateHelper,
!             const QuantLib::DayCounter &dayCounter) {
! 
          std::vector<boost::shared_ptr<QuantLib::RateHelper> > rateHelpersQL;
          std::vector<std::string>::const_iterator i;
--- 39,46 ----
              const QuantLib::Calendar &calendar,
              const std::vector<std::string> &handlesRateHelper,
!             const QuantLib::DayCounter &dayCounter,
!             const std::string& traitsID, 
!             const std::string& interpolatorID)
!     {
          std::vector<boost::shared_ptr<QuantLib::RateHelper> > rateHelpersQL;
          std::vector<std::string>::const_iterator i;
***************
*** 72,76 ****
  
          libraryObject_ = Create<boost::shared_ptr<QuantLib::YieldTermStructure> >()
!             ("Discount", "LogLinear", nDays, calendar, rateHelpersQL, dayCounter);
  
          /*
--- 74,78 ----
  
          libraryObject_ = Create<boost::shared_ptr<QuantLib::YieldTermStructure> >()
!             (traitsID, interpolatorID, nDays, calendar, rateHelpersQL, dayCounter);
  
          /*

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** enumclassctors.cpp	21 Jul 2006 18:19:17 -0000	1.7
--- enumclassctors.cpp	24 Jul 2006 15:45:24 -0000	1.8
***************
*** 378,381 ****
--- 378,395 ----
  
      /* *** YieldTermStructure *** */
+     //Discount based yield term structures
+     boost::shared_ptr<QuantLib::YieldTermStructure> DISCOUNT_LINEAR_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter) {
+         return boost::shared_ptr<QuantLib::YieldTermStructure>(
+             new QuantLib::PiecewiseYieldCurve<QuantLib::Discount,
+                                               QuantLib::Linear>(
+                 nDays, calendar,
+                 rateHelpers,
+                 dayCounter,
+                 1.0e-6));
+     }
      boost::shared_ptr<QuantLib::YieldTermStructure> DISCOUNT_LOGLINEAR_PiecewiseYieldCurve(
              const long &nDays,
***************
*** 391,394 ****
--- 405,501 ----
                  1.0e-6));
      }
+     boost::shared_ptr<QuantLib::YieldTermStructure> DISCOUNT_CUBIC_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter) {
+         return boost::shared_ptr<QuantLib::YieldTermStructure>(
+             new QuantLib::PiecewiseYieldCurve<QuantLib::Discount,
+                                               QuantLib::Cubic>(
+                 nDays, calendar,
+                 rateHelpers,
+                 dayCounter,
+                 1.0e-6));
+     }
+     //ZeroYield based yield term structures
+     boost::shared_ptr<QuantLib::YieldTermStructure> ZEROYIELD_LINEAR_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter) {
+         return boost::shared_ptr<QuantLib::YieldTermStructure>(
+             new QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield,
+                                               QuantLib::Linear>(
+                 nDays, calendar,
+                 rateHelpers,
+                 dayCounter,
+                 1.0e-6));
+     }
+     boost::shared_ptr<QuantLib::YieldTermStructure> ZEROYIELD_LOGLINEAR_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter) {
+         return boost::shared_ptr<QuantLib::YieldTermStructure>(
+             new QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield,
+                                               QuantLib::LogLinear>(
+                 nDays, calendar,
+                 rateHelpers,
+                 dayCounter,
+                 1.0e-6));
+     }
+     boost::shared_ptr<QuantLib::YieldTermStructure> ZEROYIELD_CUBIC_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter) {
+         return boost::shared_ptr<QuantLib::YieldTermStructure>(
+             new QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield,
+                                               QuantLib::Linear>(
+                 nDays, calendar,
+                 rateHelpers,
+                 dayCounter,
+                 1.0e-6));
+     }
+     //ForwardRate based yield term structures
+     boost::shared_ptr<QuantLib::YieldTermStructure> FORWARDRATE_LINEAR_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter) {
+         return boost::shared_ptr<QuantLib::YieldTermStructure>(
+             new QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate,
+                                               QuantLib::Linear>(
+                 nDays, calendar,
+                 rateHelpers,
+                 dayCounter,
+                 1.0e-6));
+     }
+     boost::shared_ptr<QuantLib::YieldTermStructure> FORWARDRATE_LOGLINEAR_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter) {
+         return boost::shared_ptr<QuantLib::YieldTermStructure>(
+             new QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate,
+                                               QuantLib::LogLinear>(
+                 nDays, calendar,
+                 rateHelpers,
+                 dayCounter,
+                 1.0e-6));
+     }
+     boost::shared_ptr<QuantLib::YieldTermStructure> FORWARDRATE_CUBIC_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter) {
+         return boost::shared_ptr<QuantLib::YieldTermStructure>(
+             new QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate,
+                                               QuantLib::Linear>(
+                 nDays, calendar,
+                 rateHelpers,
+                 dayCounter,
+                 1.0e-6));
+     }
  
  }

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** enumclassctors.hpp	21 Jul 2006 18:19:17 -0000	1.7
--- enumclassctors.hpp	24 Jul 2006 15:45:24 -0000	1.8
***************
*** 139,142 ****
--- 139,148 ----
  
      /* *** YieldTermStructure *** */
+     //Discount based yield term structures
+     boost::shared_ptr<QuantLib::YieldTermStructure> DISCOUNT_LINEAR_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter);
      boost::shared_ptr<QuantLib::YieldTermStructure> DISCOUNT_LOGLINEAR_PiecewiseYieldCurve(
              const long &nDays,
***************
*** 144,147 ****
--- 150,191 ----
              const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
              const QuantLib::DayCounter &dayCounter);
+     boost::shared_ptr<QuantLib::YieldTermStructure> DISCOUNT_CUBIC_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter);
+     //ZeroYield based yield term structures
+     boost::shared_ptr<QuantLib::YieldTermStructure> ZEROYIELD_LINEAR_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter);
+     boost::shared_ptr<QuantLib::YieldTermStructure> ZEROYIELD_LOGLINEAR_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter);
+     boost::shared_ptr<QuantLib::YieldTermStructure> ZEROYIELD_CUBIC_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter);
+     //ForwardRate based yield term structures
+     boost::shared_ptr<QuantLib::YieldTermStructure> FORWARDRATE_LINEAR_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter);
+     boost::shared_ptr<QuantLib::YieldTermStructure> FORWARDRATE_LOGLINEAR_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter);
+     boost::shared_ptr<QuantLib::YieldTermStructure> FORWARDRATE_CUBIC_PiecewiseYieldCurve(
+             const long &nDays,
+             const QuantLib::Calendar &calendar,
+             const std::vector<boost::shared_ptr<QuantLib::RateHelper> > &rateHelpers,
+             const QuantLib::DayCounter &dayCounter);
+ 
  }