[QuantLibAddin-cvs] QuantLibAddin/qlo cmsmarket.cpp, 1.5, 1.6 cmsmarket.hpp, 1.3, 1.4

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5045/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 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** cmsmarket.hpp	12 Sep 2006 16:14:29 -0000	1.3
--- cmsmarket.hpp	2 Oct 2006 13:27:57 -0000	1.4
***************
*** 54,58 ****
      class SmileAndCmsCalibrationBySabr: public ObjHandler::LibraryObject<QuantLib::SmileAndCmsCalibrationBySabr>{
  	 public:
!         SmileAndCmsCalibrationBySabr::SmileAndCmsCalibrationBySabr(
              QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& volCube,
              boost::shared_ptr<QuantLib::CmsMarket>& cmsMarket,
--- 54,58 ----
      class SmileAndCmsCalibrationBySabr: public ObjHandler::LibraryObject<QuantLib::SmileAndCmsCalibrationBySabr>{
  	 public:
!         SmileAndCmsCalibrationBySabr(
              QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& volCube,
              boost::shared_ptr<QuantLib::CmsMarket>& cmsMarket,

Index: cmsmarket.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.cpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** cmsmarket.cpp	15 Sep 2006 13:54:40 -0000	1.5
--- cmsmarket.cpp	2 Oct 2006 13:27:57 -0000	1.6
***************
*** 54,58 ****
      std::vector<std::vector<boost::any> > browseCmsMarket(QuantLib::Matrix & cmsMarket){
          std::vector<std::vector<boost::any> > result;
!         QuantLib::Size numberOfColumn = 9;
  
          std::vector<boost::any> headings(numberOfColumn);
--- 54,58 ----
      std::vector<std::vector<boost::any> > browseCmsMarket(QuantLib::Matrix & cmsMarket){
          std::vector<std::vector<boost::any> > result;
!         QuantLib::Size numberOfColumn = 14;
  
          std::vector<boost::any> headings(numberOfColumn);
***************
*** 66,70 ****
          headings[6]=std::string("Error (bps)");
          headings[7]=std::string("Overreach bid/ask");
!         headings[8]=std::string("Price");  
  
          result.push_back(headings);
--- 66,75 ----
          headings[6]=std::string("Error (bps)");
          headings[7]=std::string("Overreach bid/ask");
!         headings[8]=std::string("Price Cms Leg");
!         headings[9]=std::string("Price Floating Leg");
!         headings[10]=std::string("Price (spread = 0)");
!         headings[11]=std::string("Bid Price");  
!         headings[12]=std::string("Ask Price");
!         headings[13]=std::string("Mid Price");
  
          result.push_back(headings);