[QuantLibAddin-cvs] QuantLibAddin/qlo cmsmarket.cpp, 1.1, 1.2 cmsmarket.hpp, 1.1, 1.2

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13459/qlo

Modified Files:
	cmsmarket.cpp cmsmarket.hpp 
Log Message:
work in progress ...

Index: cmsmarket.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** cmsmarket.hpp	12 Sep 2006 09:38:25 -0000	1.1
--- cmsmarket.hpp	12 Sep 2006 15:08:11 -0000	1.2
***************
*** 29,32 ****
--- 29,34 ----
  namespace QuantLibAddin {
      
+     std::vector<std::vector<boost::any> > browseCmsMarket(QuantLib::Matrix & cmsMarket);
+     
      class CmsMarket: public ObjHandler::LibraryObject<QuantLib::CmsMarket>{
  	 public:
***************
*** 40,43 ****
--- 42,53 ----
              const std::string & typeOfVanillaCMSCouponPricer,
              const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve);
+         
+         const std::vector<std::vector<boost::any> > getCmsMarket()
+         {
+             return browseCmsMarket(cmsMarket_);
+         }
+ 
+         protected:
+         QuantLib::Matrix cmsMarket_;
      };    
  }

Index: cmsmarket.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** cmsmarket.cpp	12 Sep 2006 09:38:25 -0000	1.1
--- cmsmarket.cpp	12 Sep 2006 15:08:11 -0000	1.2
***************
*** 49,52 ****
--- 49,81 ----
                              yieldTermStructure,
                              volStructure));
+         cmsMarket_ = libraryObject_->browse();
+     }
+ 
+     std::vector<std::vector<boost::any> > browseCmsMarket(QuantLib::Matrix & cmsMarket){
+         std::vector<std::vector<boost::any> > result;
+         QuantLib::Size numberOfColumn = 7;
+ 
+         std::vector<boost::any> headings(numberOfColumn);
+         headings[0]=std::string("Swap Length");
+         headings[1]=std::string("Expiriy");
+ 
+         headings[2]=std::string("Bid (bps)");
+         headings[3]=std::string("Ask (bps)");
+         headings[4]=std::string("Mid (bps)");
+         headings[5]=std::string("Implied (bps)");
+         headings[6]=std::string("Error (bps)");
+ 
+         result.push_back(headings);
+ 
+         for(QuantLib::Size i=0; i<cmsMarket.rows(); i++)
+         {
+             std::vector<boost::any> row(numberOfColumn, std::string("N/A"));
+             for(QuantLib::Size j=0; j<cmsMarket.columns(); j++)
+             {
+                row[j] = cmsMarket[i][j];
+             }
+             result.push_back(row);
+         }
+         return result;
      }
  }