[QuantLibAddin-cvs] QuantLibAddin/qlo swap.cpp, 1.16, 1.17 swap.hpp, 1.13, 1.14

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10483/qlo

Modified Files:
	swap.cpp swap.hpp 
Log Message:
exported makeCMS

Index: swap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.cpp,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** swap.cpp	18 Oct 2006 20:11:37 -0000	1.16
--- swap.cpp	6 Nov 2006 10:29:41 -0000	1.17
***************
*** 26,29 ****
--- 26,30 ----
  #include <qlo/swap.hpp>
  #include <ql/Instruments/swap.hpp>
+ #include <ql/Instruments/makecms.hpp>
  
  namespace QuantLibAddin {
***************
*** 50,53 ****
--- 51,75 ----
      }
  
+     // QuantLib::MakeCMS
+     Swap::Swap(
+         const QuantLib::Period& swapTenor,
+         const boost::shared_ptr<QuantLib::SwapIndex>& swapIndex,
+         const QuantLib::Spread iborSpread,
+         const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
+         const std::string& typeOfVanillaCMSCouponPricer,
+         const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve,
+         const QuantLib::Real meanReversion,
+         //const boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>& pricer,
+         const QuantLib::Period& forwardStart)
+     {
+         VanillaCMSCouponPricer vanillaCMSCouponPricer(
+             typeOfVanillaCMSCouponPricer, modelOfYieldCurve);
+         boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> pricer =
+             vanillaCMSCouponPricer.underlyingObject();
+         libraryObject_ = QuantLib::MakeCMS(swapTenor, swapIndex, iborSpread,
+             vol, meanReversion, pricer, forwardStart).operator
+                 boost::shared_ptr<QuantLib::Swap>();
+     }
+ 
      std::vector<std::vector<boost::any> > Swap::legAnalysis(QuantLib::Size i)
      {

Index: swap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.hpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** swap.hpp	18 Oct 2006 20:11:37 -0000	1.13
--- swap.hpp	6 Nov 2006 10:29:41 -0000	1.14
***************
*** 36,39 ****
--- 36,49 ----
               const std::vector<bool>& payer,
               const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
+         // QuantLib::MakeCMS
+         Swap(const QuantLib::Period& swapTenor,
+              const boost::shared_ptr<QuantLib::SwapIndex>& swapIndex,
+              const QuantLib::Spread iborSpread,
+              const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
+              const std::string& typeOfVanillaCMSCouponPricer,
+              const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve,
+              const QuantLib::Real meanReversion,
+              //const boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>& pricer,
+              const QuantLib::Period& forwardStart);
  
          std::vector<std::vector<boost::any> > legAnalysis(QuantLib::Size i);