Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26833/qlo
Modified Files:
vanillaswap.cpp vanillaswap.hpp
Log Message:
VanillaSwaption constructor without fixing days
Index: vanillaswap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.hpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** vanillaswap.hpp 31 Jul 2006 18:17:37 -0000 1.11
--- vanillaswap.hpp 17 Aug 2006 12:35:08 -0000 1.12
***************
*** 35,39 ****
const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
const boost::shared_ptr<QuantLib::Xibor>& index,
- const QuantLib::Integer indexFixingDays,
const QuantLib::Spread spread,
const QuantLib::DayCounter& floatDayCounter,
--- 35,38 ----
Index: vanillaswap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.cpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** vanillaswap.cpp 27 Jun 2006 21:17:33 -0000 1.8
--- vanillaswap.cpp 17 Aug 2006 12:35:08 -0000 1.9
***************
*** 37,41 ****
const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
const boost::shared_ptr<QuantLib::Xibor>& index,
- const QuantLib::Integer indexFixingDays,
const QuantLib::Spread spread,
const QuantLib::DayCounter& floatDayCounter,
--- 37,40 ----
***************
*** 50,54 ****
*floatSchedule,
index,
- indexFixingDays,
spread,
floatDayCounter,
--- 49,52 ----
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