Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25540/qlo
Modified Files:
termstructures.cpp termstructures.hpp
Log Message:
exporting FlatForward
Index: termstructures.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.hpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** termstructures.hpp 24 Jul 2006 15:45:24 -0000 1.9
--- termstructures.hpp 2 Aug 2006 19:16:13 -0000 1.10
***************
*** 71,74 ****
--- 71,84 ----
};
+ class FlatForward : public YieldTermStructure {
+ public:
+ FlatForward(const long &nDays,
+ const QuantLib::Calendar &calendar,
+ QuantLib::Rate forward,
+ const QuantLib::DayCounter &dayCounter,
+ QuantLib::Compounding compounding,
+ QuantLib::Frequency frequency);
+ };
+
class ForwardSpreadedTermStructure : public YieldTermStructure {
public:
Index: termstructures.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** termstructures.cpp 24 Jul 2006 15:45:24 -0000 1.15
--- termstructures.cpp 2 Aug 2006 19:16:13 -0000 1.16
***************
*** 32,35 ****
--- 32,36 ----
#include <ql/TermStructures/forwardcurve.hpp>
#include <ql/TermStructures/impliedtermstructure.hpp>
+ #include <ql/TermStructures/flatforward.hpp>
namespace QuantLibAddin {
***************
*** 117,120 ****
--- 118,133 ----
+ FlatForward::FlatForward(const long &nDays,
+ const QuantLib::Calendar &calendar,
+ QuantLib::Rate forward,
+ const QuantLib::DayCounter &dayCounter,
+ QuantLib::Compounding compounding,
+ QuantLib::Frequency frequency)
+ {
+ libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
+ new QuantLib::FlatForward(nDays, calendar, forward, dayCounter,
+ compounding, frequency));
+ }
+
ForwardSpreadedTermStructure::ForwardSpreadedTermStructure(
const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
|