Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31435/qlo
Modified Files:
couponvectors.cpp couponvectors.hpp
Log Message:
Modified order of inputs (from spread, gearing to grearing, spread in CMSCouponVector, CMSZeroCouponVector, CMSInArrearsCouponVector.
Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** couponvectors.hpp 8 Nov 2006 17:31:25 -0000 1.28
--- couponvectors.hpp 14 Nov 2006 12:09:43 -0000 1.29
***************
*** 97,102 ****
QuantLib::Integer fixingDays,
const QuantLib::DayCounter& dayCounter,
- const std::vector<QuantLib::Real>& spreads,
const std::vector<QuantLib::Real>& gearings,
const std::vector<QuantLib::Real>& caps,
const std::vector<QuantLib::Real>& floors,
--- 97,102 ----
QuantLib::Integer fixingDays,
const QuantLib::DayCounter& dayCounter,
const std::vector<QuantLib::Real>& gearings,
+ const std::vector<QuantLib::Real>& spreads,
const std::vector<QuantLib::Real>& caps,
const std::vector<QuantLib::Real>& floors,
***************
*** 116,121 ****
QuantLib::Integer fixingDays,
const QuantLib::DayCounter& dayCounter,
- const std::vector<QuantLib::Real>& spreads,
const std::vector<QuantLib::Real>& gearings,
const std::vector<QuantLib::Real>& caps,
const std::vector<QuantLib::Real>& floors,
--- 116,121 ----
QuantLib::Integer fixingDays,
const QuantLib::DayCounter& dayCounter,
const std::vector<QuantLib::Real>& gearings,
+ const std::vector<QuantLib::Real>& spreads,
const std::vector<QuantLib::Real>& caps,
const std::vector<QuantLib::Real>& floors,
***************
*** 135,140 ****
QuantLib::Integer fixingDays,
const QuantLib::DayCounter& dayCounter,
- const std::vector<QuantLib::Real>& spreads,
const std::vector<QuantLib::Real>& gearings,
const std::vector<QuantLib::Real>& caps,
const std::vector<QuantLib::Real>& floors,
--- 135,140 ----
QuantLib::Integer fixingDays,
const QuantLib::DayCounter& dayCounter,
const std::vector<QuantLib::Real>& gearings,
+ const std::vector<QuantLib::Real>& spreads,
const std::vector<QuantLib::Real>& caps,
const std::vector<QuantLib::Real>& floors,
Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.40
retrieving revision 1.41
diff -C2 -d -r1.40 -r1.41
*** couponvectors.cpp 8 Nov 2006 17:31:25 -0000 1.40
--- couponvectors.cpp 14 Nov 2006 12:09:43 -0000 1.41
***************
*** 114,119 ****
QuantLib::Integer fixingDays,
const QuantLib::DayCounter& dayCounter,
- const std::vector<QuantLib::Real>& spreads,
const std::vector<QuantLib::Real>& gearings,
const std::vector<QuantLib::Rate>& caps,
const std::vector<QuantLib::Rate>& floors,
--- 114,119 ----
QuantLib::Integer fixingDays,
const QuantLib::DayCounter& dayCounter,
const std::vector<QuantLib::Real>& gearings,
+ const std::vector<QuantLib::Real>& spreads,
const std::vector<QuantLib::Rate>& caps,
const std::vector<QuantLib::Rate>& floors,
***************
*** 131,136 ****
fixingDays,
dayCounter,
- spreads,
gearings,
caps,
floors,
--- 131,136 ----
fixingDays,
dayCounter,
gearings,
+ spreads,
caps,
floors,
***************
*** 147,152 ****
QuantLib::Integer fixingDays,
const QuantLib::DayCounter& dayCounter,
- const std::vector<QuantLib::Real>& spreads,
const std::vector<QuantLib::Real>& gearings,
const std::vector<QuantLib::Rate>& caps,
const std::vector<QuantLib::Rate>& floors,
--- 147,152 ----
QuantLib::Integer fixingDays,
const QuantLib::DayCounter& dayCounter,
const std::vector<QuantLib::Real>& gearings,
+ const std::vector<QuantLib::Real>& spreads,
const std::vector<QuantLib::Rate>& caps,
const std::vector<QuantLib::Rate>& floors,
***************
*** 164,169 ****
fixingDays,
dayCounter,
- spreads,
gearings,
caps,
floors,
--- 164,169 ----
fixingDays,
dayCounter,
gearings,
+ spreads,
caps,
floors,
***************
*** 181,186 ****
QuantLib::Integer fixingDays,
const QuantLib::DayCounter& dayCounter,
- const std::vector<QuantLib::Real>& spreads,
const std::vector<QuantLib::Real>& gearings,
const std::vector<QuantLib::Rate>& caps,
const std::vector<QuantLib::Rate>& floors,
--- 181,186 ----
QuantLib::Integer fixingDays,
const QuantLib::DayCounter& dayCounter,
const std::vector<QuantLib::Real>& gearings,
+ const std::vector<QuantLib::Real>& spreads,
const std::vector<QuantLib::Rate>& caps,
const std::vector<QuantLib::Rate>& floors,
***************
*** 198,203 ****
fixingDays,
dayCounter,
- spreads,
gearings,
caps,
floors,
--- 198,203 ----
fixingDays,
dayCounter,
gearings,
+ spreads,
caps,
floors,
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