[QuantLibAddin-cvs] QuantLibAddin/qlo couponvectors.cpp, 1.31, 1.32 couponvectors.hpp, 1.21, 1.22

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8933/qlo

Modified Files:
	couponvectors.cpp couponvectors.hpp 
Log Message:
added CMSZeroCouponVector

Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** couponvectors.hpp	5 Sep 2006 07:49:04 -0000	1.21
--- couponvectors.hpp	28 Sep 2006 16:42:41 -0000	1.22
***************
*** 102,105 ****
--- 102,124 ----
      };
  
+     class CMSZeroCouponVector : public CouponVector {
+       public:
+             CMSZeroCouponVector(
+                 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 1.31
retrieving revision 1.32
diff -C2 -d -r1.31 -r1.32
*** couponvectors.cpp	6 Sep 2006 12:42:02 -0000	1.31
--- couponvectors.cpp	28 Sep 2006 16:42:41 -0000	1.32
***************
*** 225,227 ****
--- 225,261 ----
      }
  
+     CMSZeroCouponVector::CMSZeroCouponVector(
+         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::CMSZeroCouponVector(*schedule,
+                                                     paymentAdjustment,
+                                                     nominals,
+                                                     index,
+                                                     fixingDays,
+                                                     dayCounter,
+                                                     spreads,
+                                                     gearings,
+                                                     caps,
+                                                     floors,
+                                                     meanReversions,
+                                                     pricer,
+                                                     vol);
+     }
+ 
+ 
  }