Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26146/qlo
Modified Files:
couponvectors.cpp couponvectors.hpp
Log Message:
exported qlCashFlowStreamAtmRate
Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.27
retrieving revision 1.28
diff -C2 -d -r1.27 -r1.28
*** couponvectors.hpp 18 Oct 2006 20:11:37 -0000 1.27
--- couponvectors.hpp 8 Nov 2006 17:31:25 -0000 1.28
***************
*** 35,38 ****
--- 35,39 ----
QuantLib::Real npv(const QuantLib::Handle<QuantLib::YieldTermStructure>&) const;
QuantLib::Real bps(const QuantLib::Handle<QuantLib::YieldTermStructure>&) const;
+ QuantLib::Rate atmRate(const QuantLib::Handle<QuantLib::YieldTermStructure>&) const;
std::vector<std::vector<boost::any> > analysis() const;
const Leg& getVector();
Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.39
retrieving revision 1.40
diff -C2 -d -r1.39 -r1.40
*** couponvectors.cpp 6 Nov 2006 10:28:06 -0000 1.39
--- couponvectors.cpp 8 Nov 2006 17:31:25 -0000 1.40
***************
*** 34,45 ****
namespace QuantLibAddin {
! double CashFlowStream::npv(const QuantLib::Handle< QuantLib::YieldTermStructure>& hYTS) const {
return QuantLib::Cashflows::bps(cashFlowVector_, hYTS);
}
! double CashFlowStream::bps(const QuantLib::Handle< QuantLib::YieldTermStructure>& hYTS) const {
return QuantLib::Cashflows::bps(cashFlowVector_, hYTS);
}
std::vector<std::vector<boost::any> > CashFlowStream::analysis() const {
return flowAnalysis(cashFlowVector_);
--- 34,49 ----
namespace QuantLibAddin {
! QuantLib::Real CashFlowStream::npv(const QuantLib::Handle< QuantLib::YieldTermStructure>& hYTS) const {
return QuantLib::Cashflows::bps(cashFlowVector_, hYTS);
}
! QuantLib::Real CashFlowStream::bps(const QuantLib::Handle< QuantLib::YieldTermStructure>& hYTS) const {
return QuantLib::Cashflows::bps(cashFlowVector_, hYTS);
}
+ QuantLib::Rate CashFlowStream::atmRate(const QuantLib::Handle< QuantLib::YieldTermStructure>& hYTS) const {
+ return QuantLib::Cashflows::atmRate(cashFlowVector_, hYTS);
+ }
+
std::vector<std::vector<boost::any> > CashFlowStream::analysis() const {
return flowAnalysis(cashFlowVector_);
|