Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26818/qlo
Modified Files:
capfloor.cpp capfloor.hpp
Log Message:
added no-collar constructor with slimmer input list.
Shouldn't we deprecate Collar at all?
Index: capfloor.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capfloor.hpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** capfloor.hpp 5 Oct 2006 14:42:51 -0000 1.8
--- capfloor.hpp 13 Oct 2006 18:41:48 -0000 1.9
***************
*** 30,35 ****
CapFloor(QuantLib::CapFloor::Type type,
const boost::shared_ptr<LegWrapper>& floatingLegWrapper,
! const std::vector<QuantLib::Rate>& capRates,
! const std::vector<QuantLib::Rate>& floorRates,
const QuantLib::Handle<QuantLib::YieldTermStructure>& termStructure,
const boost::shared_ptr<QuantLib::PricingEngine>& engine);
--- 30,34 ----
CapFloor(QuantLib::CapFloor::Type type,
const boost::shared_ptr<LegWrapper>& floatingLegWrapper,
! const std::vector<QuantLib::Rate>& strikes,
const QuantLib::Handle<QuantLib::YieldTermStructure>& termStructure,
const boost::shared_ptr<QuantLib::PricingEngine>& engine);
Index: capfloor.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capfloor.cpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** capfloor.cpp 5 Oct 2006 14:42:51 -0000 1.9
--- capfloor.cpp 13 Oct 2006 18:41:48 -0000 1.10
***************
*** 29,45 ****
QuantLib::CapFloor::Type type,
const boost::shared_ptr<LegWrapper>& floatingLegWrapper,
! const std::vector<QuantLib::Rate>& capRates,
! const std::vector<QuantLib::Rate>& floorRates,
const QuantLib::Handle<QuantLib::YieldTermStructure>& termStructure,
const boost::shared_ptr<QuantLib::PricingEngine>& engine)
{
const Leg& floatingLeg = floatingLegWrapper->getVector();
! libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
! new QuantLib::CapFloor(type,
! floatingLeg,
! capRates,
! floorRates,
! termStructure,
! engine));
}
--- 29,40 ----
QuantLib::CapFloor::Type type,
const boost::shared_ptr<LegWrapper>& floatingLegWrapper,
! const std::vector<QuantLib::Rate>& strikes,
const QuantLib::Handle<QuantLib::YieldTermStructure>& termStructure,
const boost::shared_ptr<QuantLib::PricingEngine>& engine)
{
const Leg& floatingLeg = floatingLegWrapper->getVector();
! libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(new
! QuantLib::CapFloor(type, floatingLeg, strikes, termStructure,
! engine));
}
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