[QuantLibAddin-cvs] QuantLibAddin/qlo couponvectors.cpp,1.18,1.19
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From: Katiuscia M. <kma...@us...> - 2006-08-01 18:36:10
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26941/qlo Modified Files: couponvectors.cpp Log Message: bug fixed Index: couponvectors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** couponvectors.cpp 1 Aug 2006 07:37:00 -0000 1.18 --- couponvectors.cpp 1 Aug 2006 18:36:07 -0000 1.19 *************** *** 46,50 **** headings[3]=std::string("Accrual Start Date"); headings[4]=std::string("Accrual End Date"); ! headings[5]=std::string("Accrual Days"); headings[6]=std::string("Day Counter"); headings[7]=std::string("Accrual Period"); --- 46,50 ---- headings[3]=std::string("Accrual Start Date"); headings[4]=std::string("Accrual End Date"); ! headings[5]=std::tring("Accrual Days"); headings[6]=std::string("Day Counter"); headings[7]=std::string("Accrual Period"); *************** *** 96,101 **** cf[13]=floatingCoupon->gearing(); cf[14]=floatingCoupon->indexFixing(); ! cf[15]=floatingCoupon->convexityAdjustment( ! floatingCoupon->indexFixing()); cf[16]=floatingCoupon->spread(); cf[17]=std::string("N/A"); --- 96,100 ---- cf[13]=floatingCoupon->gearing(); cf[14]=floatingCoupon->indexFixing(); ! cf[15]=floatingCoupon->convexityAdjustment(); cf[16]=floatingCoupon->spread(); cf[17]=std::string("N/A"); *************** *** 107,112 **** cf[13]=cmsCoupon->gearing(); cf[14]=cmsCoupon->indexFixing(); ! cf[15]=cmsCoupon->convexityAdjustment( ! cmsCoupon->indexFixing()); cf[16]=cmsCoupon->spread(); cf[17]=cmsCoupon->cap(); --- 106,110 ---- cf[13]=cmsCoupon->gearing(); cf[14]=cmsCoupon->indexFixing(); ! cf[15]=cmsCoupon->convexityAdjustment(); cf[16]=cmsCoupon->spread(); cf[17]=cmsCoupon->cap(); |