[QuantLibAddin-cvs] QuantLibAddin/qlo ratehelpers.cpp, 1.9, 1.10 ratehelpers.hpp, 1.5, 1.6

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29102/qlo

Modified Files:
	ratehelpers.cpp ratehelpers.hpp 
Log Message:


Index: ratehelpers.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/ratehelpers.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** ratehelpers.hpp	9 Oct 2006 15:48:19 -0000	1.5
--- ratehelpers.hpp	11 Oct 2006 11:46:32 -0000	1.6
***************
*** 30,37 ****
  
      class RateHelper : public ObjHandler::LibraryObject<QuantLib::RateHelper> {
-       public:
-         double setQuote(double quote);
        protected:
-         boost::shared_ptr<QuantLib::SimpleQuote> quote_;
          QuantLib::Handle<QuantLib::Quote> quoteHandle_;
      };
--- 30,34 ----
***************
*** 40,44 ****
        public:
          DepositRateHelper(
!             const double quote,
              const QuantLib::Period& p,
              const long fixingDays,
--- 37,41 ----
        public:
          DepositRateHelper(
!             const QuantLib::Handle<QuantLib::Quote>& quote,
              const QuantLib::Period& p,
              const long fixingDays,
***************
*** 51,55 ****
        public:
          FuturesRateHelper(
!             const double price,
              const std::string& immDateID,
              const QuantLib::Integer months,
--- 48,52 ----
        public:
          FuturesRateHelper(
!             const QuantLib::Handle<QuantLib::Quote>& price,
              const std::string& immDateID,
              const QuantLib::Integer months,
***************
*** 57,64 ****
              const QuantLib::BusinessDayConvention& bDayConvention,
              const QuantLib::DayCounter& dayCounter,
!             const QuantLib::Rate convAdj);
!         QuantLib::Spread setConvexityAdjustment(QuantLib::Rate convAdj);
        protected:
-         boost::shared_ptr<QuantLib::SimpleQuote> convAdj_;
          QuantLib::Handle<QuantLib::Quote> convAdjHandle_;
      };
--- 54,60 ----
              const QuantLib::BusinessDayConvention& bDayConvention,
              const QuantLib::DayCounter& dayCounter,
!             const QuantLib::Handle<QuantLib::Quote>& convAdj);
! 
        protected:
          QuantLib::Handle<QuantLib::Quote> convAdjHandle_;
      };
***************
*** 67,71 ****
        public:
          SwapRateHelper(
!             const double quote,
              const QuantLib::Period& p,
              const long fixingDays,
--- 63,67 ----
        public:
          SwapRateHelper(
!             const QuantLib::Handle<QuantLib::Quote>& quote,
              const QuantLib::Period& p,
              const long fixingDays,

Index: ratehelpers.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/ratehelpers.cpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** ratehelpers.cpp	9 Oct 2006 15:48:18 -0000	1.9
--- ratehelpers.cpp	11 Oct 2006 11:46:31 -0000	1.10
***************
*** 33,42 ****
  namespace QuantLibAddin {
  
-     double RateHelper::setQuote(double quote) {
-         return quote_->setValue(quote);
-     }
- 
      DepositRateHelper::DepositRateHelper(
!             const double quote,
              const QuantLib::Period& p,
              const long fixingDays,
--- 33,38 ----
  namespace QuantLibAddin {
  
      DepositRateHelper::DepositRateHelper(
!             const QuantLib::Handle<QuantLib::Quote>& quote,
              const QuantLib::Period& p,
              const long fixingDays,
***************
*** 45,51 ****
              const QuantLib::DayCounter& dayCounter)
      {
!         quote_ = boost::shared_ptr<QuantLib::SimpleQuote>(
!             new QuantLib::SimpleQuote(quote));
!         quoteHandle_.linkTo(quote_);
  
          libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(
--- 41,45 ----
              const QuantLib::DayCounter& dayCounter)
      {
!         quoteHandle_ = quote;
  
          libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(
***************
*** 59,63 ****
  
      FuturesRateHelper::FuturesRateHelper(
!             const double price,
              const std::string& immDateID,
              const QuantLib::Integer months,
--- 53,57 ----
  
      FuturesRateHelper::FuturesRateHelper(
!             const QuantLib::Handle<QuantLib::Quote>& price,
              const std::string& immDateID,
              const QuantLib::Integer months,
***************
*** 65,77 ****
              const QuantLib::BusinessDayConvention& bDayConvention,
              const QuantLib::DayCounter& dayCounter,
!             const QuantLib::Rate convAdj)
      {
!         quote_ = boost::shared_ptr<QuantLib::SimpleQuote>(
!             new QuantLib::SimpleQuote(price));
!         quoteHandle_.linkTo(quote_);
! 
!         convAdj_ = boost::shared_ptr<QuantLib::SimpleQuote>(
!             new QuantLib::SimpleQuote(convAdj));
!         convAdjHandle_.linkTo(convAdj_);
  
          QuantLib::Date expiry = QuantLib::Date::IMMdate(immDateID);
--- 59,66 ----
              const QuantLib::BusinessDayConvention& bDayConvention,
              const QuantLib::DayCounter& dayCounter,
!             const QuantLib::Handle<QuantLib::Quote>& convAdj)
      {
!         quoteHandle_ = price;
!         convAdjHandle_= convAdj;
  
          QuantLib::Date expiry = QuantLib::Date::IMMdate(immDateID);
***************
*** 88,100 ****
      }
      
-     QuantLib::Spread FuturesRateHelper::setConvexityAdjustment(QuantLib::Rate convAdj)
-     {
-         QuantLib::Spread diff = convAdj - convAdj_->value();
-         convAdj_->setValue(convAdj);
-         return diff;
-     }
  
      SwapRateHelper::SwapRateHelper(
!             const double quote,
              const QuantLib::Period& p,
              const long fixingDays,
--- 77,83 ----
      }
      
  
      SwapRateHelper::SwapRateHelper(
!             const QuantLib::Handle<QuantLib::Quote>& quote,
              const QuantLib::Period& p,
              const long fixingDays,
***************
*** 105,110 ****
              const boost::shared_ptr<QuantLib::Xibor>& index)
      {
!         quote_ = boost::shared_ptr<QuantLib::SimpleQuote>(new QuantLib::SimpleQuote(quote));
!         quoteHandle_.linkTo(quote_);
  
          libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(
--- 88,92 ----
              const boost::shared_ptr<QuantLib::Xibor>& index)
      {
!         quoteHandle_ = quote;
  
          libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(