Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12473/qlo
Modified Files:
vanillaswap.cpp vanillaswap.hpp
Log Message:
added fixedLegNPV and floatingLegNPV, as for Swap
Index: vanillaswap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.hpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** vanillaswap.hpp 12 Oct 2006 14:39:15 -0000 1.13
--- vanillaswap.hpp 18 Oct 2006 19:49:39 -0000 1.14
***************
*** 38,52 ****
const QuantLib::DayCounter& floatDayCounter,
const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
!
! std::vector<std::vector<boost::any> > fixedLeg()
! {
! return Swap::legAnalysis(0);
! }
!
! std::vector<std::vector<boost::any> > floatingLeg()
! {
! return Swap::legAnalysis(1);
! }
!
};
}
--- 38,43 ----
const QuantLib::DayCounter& floatDayCounter,
const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
! std::vector<std::vector<boost::any> > fixedLegAnalysis();
! std::vector<std::vector<boost::any> > floatingLegAnalysis();
};
}
Index: vanillaswap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.cpp,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** vanillaswap.cpp 12 Oct 2006 14:39:15 -0000 1.10
--- vanillaswap.cpp 18 Oct 2006 19:49:39 -0000 1.11
***************
*** 54,56 ****
--- 54,63 ----
}
+ std::vector<std::vector<boost::any> > VanillaSwap::fixedLegAnalysis() {
+ return Swap::legAnalysis(0);
+ }
+
+ std::vector<std::vector<boost::any> > VanillaSwap::floatingLegAnalysis() {
+ return Swap::legAnalysis(1);
+ }
}
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