[QuantLibAddin-cvs] QuantLibAddin/qlo cmsmarket.cpp,1.11,1.12
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From: Giorgio F. <gi...@us...> - 2006-11-06 14:57:52
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13343/qlo Modified Files: cmsmarket.cpp Log Message: Index: cmsmarket.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.cpp,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** cmsmarket.cpp 3 Nov 2006 17:40:17 -0000 1.11 --- cmsmarket.cpp 6 Nov 2006 14:57:44 -0000 1.12 *************** *** 54,62 **** std::vector<std::vector<boost::any> > browseCmsMarket(QuantLib::Matrix & cmsMarket){ std::vector<std::vector<boost::any> > result; ! QuantLib::Size numberOfColumn = 15; std::vector<boost::any> headings(numberOfColumn); headings[0]=std::string("CM Swap Index"); ! headings[1]=std::string("Expiriy"); headings[2]=std::string("Bid (bps)"); --- 54,62 ---- std::vector<std::vector<boost::any> > browseCmsMarket(QuantLib::Matrix & cmsMarket){ std::vector<std::vector<boost::any> > result; ! QuantLib::Size numberOfColumn = 18; std::vector<boost::any> headings(numberOfColumn); headings[0]=std::string("CM Swap Index"); ! headings[1]=std::string("Expiry"); headings[2]=std::string("Bid (bps)"); *************** *** 66,76 **** headings[6]=std::string("Error (bps)"); headings[7]=std::string("Overreach bid/ask"); ! headings[8]=std::string("Price Cms Leg"); ! headings[9]=std::string("Price Floating Leg"); ! headings[10]=std::string("Price (spread = 0)"); ! headings[11]=std::string("Bid Price"); ! headings[12]=std::string("Ask Price"); ! headings[13]=std::string("Mid Price"); ! headings[14]=std::string("ForwardCms Mid Price"); result.push_back(headings); --- 66,79 ---- headings[6]=std::string("Error (bps)"); headings[7]=std::string("Overreach bid/ask"); ! headings[8]=std::string("Market bid Price Cms Leg"); ! headings[9]=std::string("Market ask Price Cms Leg"); ! headings[10]=std::string("Market mid Price Cms Leg"); ! headings[11]=std::string("Model Price Cms Leg"); ! headings[12]=std::string("Price Error"); ! headings[13]=std::string("Market bid Price Forward Cms Leg"); ! headings[14]=std::string("Market ask Price Forward Cms Leg"); ! headings[15]=std::string("Market mid Price Forward Cms Leg"); ! headings[16]=std::string("Model Price Forward Cms Leg"); ! headings[17]=std::string("Forward Price Error"); result.push_back(headings); |