[QuantLibAddin-cvs] QuantLibAddin/qlo marketmodels.cpp, 1.27, 1.28 marketmodels.hpp, 1.24, 1.25

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23006/qlo

Modified Files:
	marketmodels.cpp marketmodels.hpp 
Log Message:
using Payoff to generalize from caplet to optionlet (cap, floor, digital, etc)

Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** marketmodels.hpp	7 Nov 2006 20:21:27 -0000	1.24
--- marketmodels.hpp	10 Nov 2006 17:59:25 -0000	1.25
***************
*** 20,23 ****
--- 20,25 ----
  
  #include <oh/objhandler.hpp>
+ 
+ #include <ql/Instruments/payoffs.hpp>
  #include <ql/MarketModels/accountingengine.hpp>
  #include <ql/MarketModels/marketmodel.hpp>
***************
*** 28,33 ****
  #include <ql/MarketModels/browniangenerator.hpp>
  #include <ql/MarketModels/marketmodelevolver.hpp>
- #include <ql/MarketModels/Products/OneStep/onestepforwards.hpp>
- #include <ql/MarketModels/Products/OneStep/onestepcaplets.hpp>
  #include <ql/MarketModels/Models/expcorrabcdvol.hpp>
  
--- 30,33 ----
***************
*** 131,140 ****
      };
  
!     class OneStepCaplets : public MarketModelMultiProduct {
!     public:
!         OneStepCaplets(const std::vector<QuantLib::Time>& rateTimes,
!                            const std::vector<QuantLib::Real>& accruals,
!                            const std::vector<QuantLib::Time>& paymentTimes,
!                            const std::vector<QuantLib::Rate>& strikes);
      };
  
--- 131,141 ----
      };
  
!     class OneStepOptionlets : public MarketModelMultiProduct {
!       public:
!         OneStepOptionlets(
!                 const std::vector<QuantLib::Time>& rateTimes,
!                 const std::vector<QuantLib::Real>& accruals,
!                 const std::vector<QuantLib::Time>& paymentTimes,
!                 const std::vector<boost::shared_ptr<QuantLib::Payoff> >&);
      };
  

Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.27
retrieving revision 1.28
diff -C2 -d -r1.27 -r1.28
*** marketmodels.cpp	7 Nov 2006 20:21:27 -0000	1.27
--- marketmodels.cpp	10 Nov 2006 17:59:25 -0000	1.28
***************
*** 26,29 ****
--- 26,31 ----
  #include <ql/MarketModels/Evolvers/forwardratepcevolver.hpp>
  #include <ql/MarketModels/Evolvers/forwardrateipcevolver.hpp>
+ #include <ql/MarketModels/Products/OneStep/onestepforwards.hpp>
+ #include <ql/MarketModels/Products/OneStep/onestepoptionlets.hpp>
  
  namespace QuantLibAddin {
***************
*** 174,185 ****
      }
  
!     OneStepCaplets::OneStepCaplets(const std::vector<QuantLib::Time>& rateTimes,
!                        const std::vector<QuantLib::Real>& accruals,
!                        const std::vector<QuantLib::Time>& paymentTimes,
!                        const std::vector<QuantLib::Rate>& strikes)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::MarketModelMultiProduct>(
!             new QuantLib::OneStepCaplets(rateTimes, accruals,
!                                               paymentTimes, strikes));
      }
  
--- 176,189 ----
      }
  
!     OneStepOptionlets::OneStepOptionlets(
!             const std::vector<QuantLib::Time>& rateTimes,
!             const std::vector<QuantLib::Real>& accruals,
!             const std::vector<QuantLib::Time>& paymentTimes,
!             const std::vector<boost::shared_ptr<QuantLib::Payoff> >& payoffs)
      {
!         libraryObject_ =
!             boost::shared_ptr<QuantLib::MarketModelMultiProduct>(new
!                 QuantLib::OneStepOptionlets(
!                     rateTimes, accruals, paymentTimes, payoffs));
      }