[QuantLibAddin-cvs] QuantLibAddin/qlo capfloor.cpp, 1.11, 1.12 capfloor.hpp, 1.10, 1.11 vanillaswap.cpp, 1.12, 1.13

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23828/qlo

Modified Files:
	capfloor.cpp capfloor.hpp vanillaswap.cpp 
Log Message:
exported MakeCapFloor

Index: capfloor.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capfloor.hpp,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** capfloor.hpp	18 Oct 2006 20:11:37 -0000	1.10
--- capfloor.hpp	25 Oct 2006 09:42:47 -0000	1.11
***************
*** 33,37 ****
                   const QuantLib::Handle<QuantLib::YieldTermStructure>& termStructure,
                   const boost::shared_ptr<QuantLib::PricingEngine>& engine);
! 
          std::vector<std::vector<boost::any> > legAnalysis();
      };
--- 33,42 ----
                   const QuantLib::Handle<QuantLib::YieldTermStructure>& termStructure,
                   const boost::shared_ptr<QuantLib::PricingEngine>& engine);
!         CapFloor(QuantLib::CapFloor::Type capFloorType,
!                  const QuantLib::Period& capFloorTenor, 
!                  const boost::shared_ptr<QuantLib::Xibor>& index,
!                  QuantLib::Rate strike,
!                  const QuantLib::Period& forwardStart,
!                  const boost::shared_ptr<QuantLib::PricingEngine>& engine);
          std::vector<std::vector<boost::any> > legAnalysis();
      };

Index: vanillaswap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.cpp,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** vanillaswap.cpp	24 Oct 2006 13:07:26 -0000	1.12
--- vanillaswap.cpp	25 Oct 2006 09:42:47 -0000	1.13
***************
*** 60,65 ****
              QuantLib::Rate fixedRate,
              const QuantLib::Period& forwardStart) {
!         libraryObject_ = 
!             QuantLib::MakeVanillaSwap(swapTenor, index, fixedRate, forwardStart).operator boost::shared_ptr<QuantLib::VanillaSwap>();
      }
  
--- 60,66 ----
              QuantLib::Rate fixedRate,
              const QuantLib::Period& forwardStart) {
!         libraryObject_ = QuantLib::MakeVanillaSwap(swapTenor, index,
!             fixedRate, forwardStart).operator
!                 boost::shared_ptr<QuantLib::VanillaSwap>();
      }
  

Index: capfloor.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capfloor.cpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** capfloor.cpp	18 Oct 2006 20:11:37 -0000	1.11
--- capfloor.cpp	25 Oct 2006 09:42:47 -0000	1.12
***************
*** 23,26 ****
--- 23,27 ----
  
  #include <qlo/capfloor.hpp>
+ #include <ql/Instruments/makecapfloor.hpp>
  
  namespace QuantLibAddin {
***************
*** 39,42 ****
--- 40,54 ----
      }
  
+     CapFloor::CapFloor(QuantLib::CapFloor::Type capFloorType,
+                        const QuantLib::Period& capFloorTenor, 
+                        const boost::shared_ptr<QuantLib::Xibor>& index,
+                        QuantLib::Rate strike,
+                        const QuantLib::Period& forwardStart,
+                  const boost::shared_ptr<QuantLib::PricingEngine>& engine) {
+         libraryObject_ = QuantLib::MakeCapFloor(capFloorType, capFloorTenor,
+             index, strike, forwardStart, engine).operator
+                 boost::shared_ptr<QuantLib::CapFloor>();
+     }
+ 
      std::vector<std::vector<boost::any> > CapFloor::legAnalysis()
      {