[QuantLibAddin-cvs] QuantLibAddin/qlo couponvectors.cpp,1.30,1.31

[Cristina D. <cdu...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28366/qlo

Modified Files:
	couponvectors.cpp 
Log Message:
now the flowAnalysis return the vector of cap/floor rates if the cashflow is a CMSCoupon

Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.30
retrieving revision 1.31
diff -C2 -d -r1.30 -r1.31
*** couponvectors.cpp	6 Sep 2006 09:14:37 -0000	1.30
--- couponvectors.cpp	6 Sep 2006 12:42:02 -0000	1.31
***************
*** 101,121 ****
                  boost::dynamic_pointer_cast<QuantLib::CMSCoupon>(
                      cashflows[i]);
!             if (floatingCoupon!=0) {
!                 cf[ 9]=floatingCoupon->fixingDays();
!                 cf[10]=floatingCoupon->fixingDate().serialNumber();
!                 cf[11]=floatingCoupon->index()->name();
!                 cf[12]=std::string("N/A");
!                 cf[13]=floatingCoupon->gearing();
!                 try {
!                     cf[14]=floatingCoupon->indexFixing();
!                 } catch(...) {
!                 }
!                 try {
!                     cf[15]=floatingCoupon->convexityAdjustment();
!                 } catch(...) {
!                 }
!                 cf[16]=floatingCoupon->spread();
!                 cf[17]=std::string("N/A");
!             } else if (cmsCoupon!=0) {
                  cf[ 9]=cmsCoupon->fixingDays();
                  cf[10]=cmsCoupon->fixingDate().serialNumber();
--- 101,105 ----
                  boost::dynamic_pointer_cast<QuantLib::CMSCoupon>(
                      cashflows[i]);
!             if (cmsCoupon!=0) {
                  cf[ 9]=cmsCoupon->fixingDays();
                  cf[10]=cmsCoupon->fixingDate().serialNumber();
***************
*** 134,137 ****
--- 118,137 ----
                  cf[16]=cmsCoupon->spread();
                  cf[17]=cmsCoupon->cap();
+             } else if (floatingCoupon!=0) {
+                 cf[ 9]=floatingCoupon->fixingDays();
+                 cf[10]=floatingCoupon->fixingDate().serialNumber();
+                 cf[11]=floatingCoupon->index()->name();
+                 cf[12]=std::string("N/A");
+                 cf[13]=floatingCoupon->gearing();
+                 try {
+                     cf[14]=floatingCoupon->indexFixing();
+                 } catch(...) {
+                 }
+                 try {
+                     cf[15]=floatingCoupon->convexityAdjustment();
+                 } catch(...) {
+                 }
+                 cf[16]=floatingCoupon->spread();
+                 cf[17]=std::string("N/A");
              }
              flowAnalysis_.push_back(cf);