Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19762/qlo
Modified Files:
vanillaswap.cpp vanillaswap.hpp
Log Message:
export MakeVanillaSwap
Index: vanillaswap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.hpp,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** vanillaswap.hpp 18 Oct 2006 19:49:39 -0000 1.14
--- vanillaswap.hpp 24 Oct 2006 13:07:26 -0000 1.15
***************
*** 38,44 ****
--- 38,50 ----
const QuantLib::DayCounter& floatDayCounter,
const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
+ VanillaSwap(
+ const QuantLib::Period& swapTenor,
+ const boost::shared_ptr<QuantLib::Xibor>& index,
+ QuantLib::Rate fixedRate,
+ const QuantLib::Period& forwardStart);
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 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** vanillaswap.cpp 18 Oct 2006 19:49:39 -0000 1.11
--- vanillaswap.cpp 24 Oct 2006 13:07:26 -0000 1.12
***************
*** 26,29 ****
--- 26,30 ----
#include <qlo/vanillaswap.hpp>
#include <ql/Instruments/vanillaswap.hpp>
+ #include <ql/Instruments/makevanillaswap.hpp>
namespace QuantLibAddin {
***************
*** 54,57 ****
--- 55,67 ----
}
+ VanillaSwap::VanillaSwap(
+ const QuantLib::Period& swapTenor,
+ const boost::shared_ptr<QuantLib::Xibor>& index,
+ QuantLib::Rate fixedRate,
+ const QuantLib::Period& forwardStart) {
+ libraryObject_ =
+ QuantLib::MakeVanillaSwap(swapTenor, index, fixedRate, forwardStart).operator boost::shared_ptr<QuantLib::VanillaSwap>();
+ }
+
std::vector<std::vector<boost::any> > VanillaSwap::fixedLegAnalysis() {
return Swap::legAnalysis(0);
***************
*** 61,63 ****
--- 71,74 ----
return Swap::legAnalysis(1);
}
+
}
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