[QuantLibAddin-cvs] QuantLibAddin/qlo index.cpp, 1.15, 1.16 index.hpp, 1.13, 1.14

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27553/qlo

Modified Files:
	index.cpp index.hpp 
Log Message:
tenor-based SwapIndex constructor

Index: index.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.cpp,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** index.cpp	16 Oct 2006 13:12:41 -0000	1.15
--- index.cpp	31 Oct 2006 11:54:17 -0000	1.16
***************
*** 39,52 ****
                   const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::Xibor(indexName, 
!                                 p,
!                                 fixingDays, crr, calendar, 
!                                 fltBDC, endOfMonth, fltDayCounter,
!                                 hYTS));
      }
  
      SwapIndex::SwapIndex(const std::string& familyName,
!                          long years,
                           long fixingDays,
                           QuantLib::Currency& crr,
--- 39,52 ----
                   const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::Index>(new
!             QuantLib::Xibor(indexName, 
!                             p,
!                             fixingDays, crr, calendar, 
!                             fltBDC, endOfMonth, fltDayCounter,
!                             hYTS));
      }
  
      SwapIndex::SwapIndex(const std::string& familyName,
!                          const QuantLib::Period& p,
                           long fixingDays,
                           QuantLib::Currency& crr,
***************
*** 57,65 ****
                           const boost::shared_ptr<QuantLib::Xibor>& index)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::SwapIndex(familyName, years,
!                                    fixingDays, crr, calendar, 
!                                    fixedLegFreq, fixedLegBDC,
!                                    fixedLegDayCounter, index));
      }
  
--- 57,65 ----
                           const boost::shared_ptr<QuantLib::Xibor>& index)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::Index>(new
!             QuantLib::SwapIndex(familyName, p,
!                                 fixingDays, crr, calendar, 
!                                 fixedLegFreq, fixedLegBDC,
!                                 fixedLegDayCounter, index));
      }
  

Index: index.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.hpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** index.hpp	16 Oct 2006 13:12:41 -0000	1.13
--- index.hpp	31 Oct 2006 11:54:17 -0000	1.14
***************
*** 49,53 ****
      public:
          SwapIndex(const std::string& familyName,
!                   long years,
                    long fixingDays,
                    QuantLib::Currency& crr,
--- 49,53 ----
      public:
          SwapIndex(const std::string& familyName,
!                   const QuantLib::Period& p,
                    long fixingDays,
                    QuantLib::Currency& crr,
***************
*** 62,64 ****
  
  #endif
- 
--- 62,63 ----