[QuantLibAddin-cvs] QuantLibAddin/qlo assetswap.cpp, 1.1, 1.2 assetswap.hpp, 1.1, 1.2 bonds.cpp, 1.9, 1.10 bonds.hpp, 1.9, 1.10

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19212/qlo

Modified Files:
	assetswap.cpp assetswap.hpp bonds.cpp bonds.hpp 
Log Message:
added faceAmount to Bond

Index: bonds.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.hpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** bonds.hpp	31 Jul 2006 18:17:37 -0000	1.9
--- bonds.hpp	31 Aug 2006 15:44:02 -0000	1.10
***************
*** 37,47 ****
      public:
          ZeroCouponBond(
              const QuantLib::Date& issueDate,
              const QuantLib::Date& maturityDate,
!             const long settlementDays,
              const QuantLib::DayCounter& dayCounter,
              const QuantLib::Calendar& calendar,
!             const QuantLib::BusinessDayConvention& convention,
!             const double redemption,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
      };
--- 37,48 ----
      public:
          ZeroCouponBond(
+             QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
              const QuantLib::Date& maturityDate,
!             long settlementDays,
              const QuantLib::DayCounter& dayCounter,
              const QuantLib::Calendar& calendar,
!             QuantLib::BusinessDayConvention convention,
!             QuantLib::Real redemption,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
      };
***************
*** 50,66 ****
      public:
          FixedCouponBond(
              const QuantLib::Date& issueDate,
              const QuantLib::Date& datedDate,
              const QuantLib::Date& maturityDate,
!             const long settlementDays,
              const std::vector<double>& coupons,
!             const double redemption,
              const QuantLib::Frequency& frequency,
              const QuantLib::DayCounter& dayCounter,
!             const QuantLib::BusinessDayConvention& accrualConvention,
!             const QuantLib::BusinessDayConvention& paymentConvention,
              const QuantLib::Calendar& calendar,
!             const bool startFromEnd,
!             const bool longFinal,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
      };
--- 51,68 ----
      public:
          FixedCouponBond(
+             QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
              const QuantLib::Date& datedDate,
              const QuantLib::Date& maturityDate,
!             long settlementDays,
              const std::vector<double>& coupons,
!             QuantLib::Real redemption,
              const QuantLib::Frequency& frequency,
              const QuantLib::DayCounter& dayCounter,
!             QuantLib::BusinessDayConvention accrualConvention,
!             QuantLib::BusinessDayConvention paymentConvention,
              const QuantLib::Calendar& calendar,
!             bool startFromEnd,
!             bool longFinal,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
      };
***************
*** 69,72 ****
--- 71,75 ----
      public:
          FloatingCouponBond(
+             QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
              const QuantLib::Date& datedDate,

Index: bonds.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.cpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** bonds.cpp	31 Jul 2006 18:17:37 -0000	1.9
--- bonds.cpp	31 Aug 2006 15:44:02 -0000	1.10
***************
*** 44,58 ****
  
      ZeroCouponBond::ZeroCouponBond(
              const QuantLib::Date& issueDate,
              const QuantLib::Date& maturityDate,
!             const long settlementDays,
              const QuantLib::DayCounter& dayCounter,
              const QuantLib::Calendar& calendar,
!             const QuantLib::BusinessDayConvention& convention,
!             const double redemption,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) {
  
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
!             new QuantLib::ZeroCouponBond(issueDate,
                                           maturityDate,
                                           settlementDays,
--- 44,60 ----
  
      ZeroCouponBond::ZeroCouponBond(
+             QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
              const QuantLib::Date& maturityDate,
!             long settlementDays,
              const QuantLib::DayCounter& dayCounter,
              const QuantLib::Calendar& calendar,
!             QuantLib::BusinessDayConvention convention,
!             QuantLib::Real redemption,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) {
  
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
!             new QuantLib::ZeroCouponBond(faceAmount,
!                                          issueDate,
                                           maturityDate,
                                           settlementDays,
***************
*** 66,86 ****
  
      FixedCouponBond::FixedCouponBond(
              const QuantLib::Date& issueDate,
              const QuantLib::Date& datedDate,
              const QuantLib::Date& maturityDate,
!             const long settlementDays,
              const std::vector<double>& coupons,
!             const double redemption,
              const QuantLib::Frequency& frequency,
              const QuantLib::DayCounter& dayCounter,
!             const QuantLib::BusinessDayConvention& accrualConvention,
!             const QuantLib::BusinessDayConvention& paymentConvention,
              const QuantLib::Calendar& calendar,
!             const bool startFromEnd,
!             const bool longFinal,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
!             new QuantLib::FixedCouponBond(issueDate,
                                            datedDate,
                                            maturityDate,
--- 68,90 ----
  
      FixedCouponBond::FixedCouponBond(
+             QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
              const QuantLib::Date& datedDate,
              const QuantLib::Date& maturityDate,
!             long settlementDays,
              const std::vector<double>& coupons,
!             QuantLib::Real redemption,
              const QuantLib::Frequency& frequency,
              const QuantLib::DayCounter& dayCounter,
!             QuantLib::BusinessDayConvention accrualConvention,
!             QuantLib::BusinessDayConvention paymentConvention,
              const QuantLib::Calendar& calendar,
!             bool startFromEnd,
!             bool longFinal,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
!             new QuantLib::FixedCouponBond(faceAmount,
!                                           issueDate,
                                            datedDate,
                                            maturityDate,
***************
*** 101,104 ****
--- 105,109 ----
  
      FloatingCouponBond::FloatingCouponBond(
+             QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
              const QuantLib::Date& datedDate,
***************
*** 120,124 ****
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
!             new QuantLib::FloatingRateBond(issueDate,
                                             datedDate,
                                             maturityDate,
--- 125,130 ----
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
!             new QuantLib::FloatingRateBond(faceAmount,
!                                            issueDate,
                                             datedDate,
                                             maturityDate,

Index: assetswap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/assetswap.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** assetswap.hpp	25 Aug 2006 07:19:26 -0000	1.1
--- assetswap.hpp	31 Aug 2006 15:44:02 -0000	1.2
***************
*** 26,30 ****
      public:
          AssetSwap(bool payFixedRate,
-                   QuantLib::Real nominal,
                    const boost::shared_ptr<QuantLib::Bond>& bond,
                    const QuantLib::Real bondCleanPrice,
--- 26,29 ----

Index: assetswap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/assetswap.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** assetswap.cpp	25 Aug 2006 07:19:26 -0000	1.1
--- assetswap.cpp	31 Aug 2006 15:44:02 -0000	1.2
***************
*** 27,31 ****
      AssetSwap::AssetSwap(
                  bool payFixedRate,
-                 QuantLib::Real nominal,
                  const boost::shared_ptr<QuantLib::Bond>& bond,
                  const QuantLib::Real bondCleanPrice,
--- 27,30 ----
***************
*** 38,42 ****
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::AssetSwap(payFixedRate,
-                                     nominal,
                                      bond,
                                      bondCleanPrice,
--- 37,40 ----