[QuantLibAddin-cvs] QuantLibAddin/qlo index.cpp, 1.15, 1.16 index.hpp, 1.13, 1.14
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From: Ferdinando A. <na...@us...> - 2006-10-31 11:54:21
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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 ---- |