Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4334/qlo
Modified Files:
.cvsignore couponvectors.cpp couponvectors.hpp
Log Message:
added qlSimpleCashFlow
Index: .cvsignore
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/.cvsignore,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** .cvsignore 12 Sep 2006 17:52:55 -0000 1.19
--- .cvsignore 11 Oct 2006 17:09:17 -0000 1.20
***************
*** 35,38 ****
--- 35,39 ----
vo_sequencestatistics.*pp
vo_shortratemodels.*pp
+ vo_simplecashflow.*pp
vo_statistics.*pp
vo_swap.*pp
Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** couponvectors.hpp 5 Oct 2006 14:42:51 -0000 1.24
--- couponvectors.hpp 11 Oct 2006 17:09:17 -0000 1.25
***************
*** 25,28 ****
--- 25,29 ----
#include <qlo/index.hpp>
#include <ql/CashFlows/cashflowvectors.hpp>
+ #include <ql/CashFlows/simplecashflow.hpp>
#include <ql/CashFlows/cmscoupon.hpp>
#include <ql/CashFlows/conundrumpricer.hpp>
***************
*** 47,50 ****
--- 48,56 ----
Leg cashFlowVector_;
};
+
+ class SimpleCashFlow : public LegWrapper {
+ public:
+ SimpleCashFlow(double amount, const QuantLib::Date& date);
+ };
class FixedRateCouponVector : public LegWrapper {
Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.34
retrieving revision 1.35
diff -C2 -d -r1.34 -r1.35
*** couponvectors.cpp 5 Oct 2006 14:42:51 -0000 1.34
--- couponvectors.cpp 11 Oct 2006 17:09:17 -0000 1.35
***************
*** 152,156 ****
}
!
FixedRateCouponVector::FixedRateCouponVector(
const boost::shared_ptr<QuantLib::Schedule>& schedule,
--- 152,160 ----
}
! SimpleCashFlow::SimpleCashFlow(double amount, const QuantLib::Date& date)
! {
! cashFlowVector_.push_back(boost::shared_ptr<QuantLib::CashFlow>(new QuantLib::SimpleCashFlow(amount,date)));
! }
!
FixedRateCouponVector::FixedRateCouponVector(
const boost::shared_ptr<QuantLib::Schedule>& schedule,
|