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

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11446/qlo

Modified Files:
	index.cpp index.hpp 
Log Message:
1) InterestRateIndex introduced
2) SwapRate renamed SwapIndex

Index: index.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.cpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** index.cpp	28 Jul 2006 08:21:15 -0000	1.8
--- index.cpp	28 Jul 2006 16:10:55 -0000	1.9
***************
*** 25,29 ****
  #include <qlo/index.hpp>
  #include <qlo/typefactory.hpp>
! #include <ql/Indexes/indexmanager.hpp>
  
  namespace QuantLibAddin {
--- 25,29 ----
  #include <qlo/index.hpp>
  #include <qlo/typefactory.hpp>
! #include <ql/Indexes/swapindex.hpp>
  
  namespace QuantLibAddin {
***************
*** 38,42 ****
                   const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::Index>(
              new QuantLib::Xibor(indexName, 
                                  p,
--- 38,42 ----
                   const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::InterestRateIndex>(
              new QuantLib::Xibor(indexName, 
                                  p,
***************
*** 46,61 ****
      }
  
!     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)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::SwapRate(familyName, years,
                                     fixingDays, crr, calendar, 
                                     fixedLegFreq, fixedLegBDC,
--- 46,61 ----
      }
  
!     SwapIndex::SwapIndex(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)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::InterestRateIndex>(
!             new QuantLib::SwapIndex(familyName, years,
                                     fixingDays, crr, calendar, 
                                     fixedLegFreq, fixedLegBDC,

Index: index.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.hpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** index.hpp	27 Jul 2006 14:06:32 -0000	1.7
--- index.hpp	28 Jul 2006 16:10:55 -0000	1.8
***************
*** 23,31 ****
  
  #include <oh/objhandler.hpp>
! #include <ql/index.hpp>
  #include <ql/handle.hpp>
  #include <ql/yieldtermstructure.hpp>
- #include <ql/Indexes/xibor.hpp>
- //#include <ql/Indexes/swaprate.hpp>
  
  namespace QuantLibAddin {
--- 23,29 ----
  
  #include <oh/objhandler.hpp>
! #include <ql/Indexes/xibor.hpp>
  #include <ql/handle.hpp>
  #include <ql/yieldtermstructure.hpp>
  
  namespace QuantLibAddin {
***************
*** 33,37 ****
      class Index : public ObjHandler::LibraryObject<QuantLib::Index> {};
  
!     class Xibor : public Index {
      public:
          Xibor(const std::string& indexName,
--- 31,37 ----
      class Index : public ObjHandler::LibraryObject<QuantLib::Index> {};
  
!     class InterestRateIndex : public Index {};
! 
!     class Xibor : public InterestRateIndex {
      public:
          Xibor(const std::string& indexName,
***************
*** 45,59 ****
      };
  
!     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);
      };
  
--- 45,59 ----
      };
  
!     class SwapIndex : public InterestRateIndex {
      public:
!         SwapIndex(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);
      };