[QuantLibAddin-cvs] QuantLibAddin/qlo couponvectors.cpp, 1.32, 1.33 couponvectors.hpp, 1.22, 1.23

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25885/qlo

Modified Files:
	couponvectors.cpp couponvectors.hpp 
Log Message:
Added CmsInArrearsCouponVector

Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** couponvectors.hpp	28 Sep 2006 16:42:41 -0000	1.22
--- couponvectors.hpp	29 Sep 2006 10:07:27 -0000	1.23
***************
*** 121,124 ****
--- 121,143 ----
      };
  
+     class CMSInArrearsCouponVector : public CouponVector {
+       public:
+             CMSInArrearsCouponVector(
+                 const boost::shared_ptr<QuantLib::Schedule>& schedule,
+                 QuantLib::BusinessDayConvention paymentAdjustment,
+                 const std::vector<QuantLib::Real>& nominals,
+                 const boost::shared_ptr<QuantLib::SwapIndex>& index,
+                 QuantLib::Integer fixingDays,
+                 const QuantLib::DayCounter& dayCounter,
+                 const std::vector<QuantLib::Real>& spreads,
+                 const std::vector<QuantLib::Real>& gearings,
+                 const std::vector<QuantLib::Real>& caps,
+                 const std::vector<QuantLib::Real>& floors,
+                 const std::vector<QuantLib::Real>& meanReversions,
+                 const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
+                 const std::string & typeOfVanillaCMSCouponPricer,
+                 const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve);
+     };
+ 
  }
  

Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.32
retrieving revision 1.33
diff -C2 -d -r1.32 -r1.33
*** couponvectors.cpp	28 Sep 2006 16:42:41 -0000	1.32
--- couponvectors.cpp	29 Sep 2006 10:07:27 -0000	1.33
***************
*** 259,261 ****
--- 259,294 ----
  
  
+     CMSInArrearsCouponVector::CMSInArrearsCouponVector(
+         const boost::shared_ptr<QuantLib::Schedule>& schedule,
+         QuantLib::BusinessDayConvention paymentAdjustment,
+         const std::vector<QuantLib::Real>& nominals,
+         const boost::shared_ptr<QuantLib::SwapIndex>& index,
+         QuantLib::Integer fixingDays,
+         const QuantLib::DayCounter& dayCounter,
+         const std::vector<QuantLib::Real>& spreads,
+         const std::vector<QuantLib::Real>& gearings,
+         const std::vector<QuantLib::Rate>& caps,
+         const std::vector<QuantLib::Rate>& floors,
+         const std::vector<QuantLib::Real>& meanReversions,
+         const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
+         const std::string & typeOfVanillaCMSCouponPricer,
+         const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve)
+     {
+         VanillaCMSCouponPricer vanillaCMSCouponPricer(typeOfVanillaCMSCouponPricer,modelOfYieldCurve);
+         boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> pricer = vanillaCMSCouponPricer.underlyingObject();
+         cashFlowVector_ = QuantLib::CMSInArrearsCouponVector(*schedule,
+                                                             paymentAdjustment,
+                                                             nominals,
+                                                             index,
+                                                             fixingDays,
+                                                             dayCounter,
+                                                             spreads,
+                                                             gearings,
+                                                             caps,
+                                                             floors,
+                                                             meanReversions,
+                                                             pricer,
+                                                             vol);
+     }
+ 
  }