[QuantLibAddin-cvs] QuantLibAddin/qlo assetswap.cpp, NONE, 1.1 assetswap.hpp, NONE, 1.1

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2620/qlo

Added Files:
	assetswap.cpp assetswap.hpp 
Log Message:


--- NEW FILE: assetswap.cpp ---

/*
 Copyright (C) 2006 Chiara Fornarola

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email qua...@li...
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#if defined(HAVE_CONFIG_H)
    #include <qlo/config.hpp>
#endif

#include <qlo/assetswap.hpp>
#include <ql/Instruments/assetswap.hpp>

namespace QuantLibAddin {

    AssetSwap::AssetSwap(
                bool payFixedRate,
                QuantLib::Real nominal,
                const boost::shared_ptr<QuantLib::Bond>& bond,
                const QuantLib::Real bondCleanPrice,
                const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
                const boost::shared_ptr<QuantLib::Xibor>& index,
                QuantLib::Spread spread,
                const QuantLib::DayCounter& floatingDayCount,
                const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
    {
        libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
            new QuantLib::AssetSwap(payFixedRate,
                                    nominal,
                                    bond,
                                    bondCleanPrice,
                                    *floatSchedule,
                                    index,
                                    spread,
                                    floatingDayCount,
                                    hYTS));
    }

}

--- NEW FILE: assetswap.hpp ---

/*
 Copyright (C) 2006 Chiara Fornarola

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email qua...@li...
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#ifndef qla_asset_swap_hpp
#define qla_asset_swap_hpp

#include <qlo/swap.hpp>

namespace QuantLibAddin {

    class AssetSwap : public Swap {
    public:
        AssetSwap(bool payFixedRate,
                  QuantLib::Real nominal,
                  const boost::shared_ptr<QuantLib::Bond>& bond,
                  const QuantLib::Real bondCleanPrice,
                  const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
                  const boost::shared_ptr<QuantLib::Xibor>& index,
                  QuantLib::Spread spread,
                  const QuantLib::DayCounter& floatingDayCount,
                  const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
                                      
        std::vector<std::vector<boost::any> > fixedLeg() {
            return Swap::legAnalysis(0);
        }

        std::vector<std::vector<boost::any> > floatingLeg() {
            return Swap::legAnalysis(1);
        }

    };
}

#endif