[QuantLibAddin-cvs] QuantLibAddin/qlo cmsmarket.cpp, 1.13, 1.14 cmsmarket.hpp, 1.9, 1.10 couponvectors.cpp, 1.41, 1.42 couponvectors.hpp, 1.29, 1.30 enumclassctors.cpp, 1.31, 1.32 enumclassctors.hpp, 1.27, 1.28 swap.cpp, 1.17, 1.18 swap.hpp, 1.14, 1.15 typefactory.hpp, 1.47, 1.48

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31049/qlo

Modified Files:
	cmsmarket.cpp cmsmarket.hpp couponvectors.cpp 
	couponvectors.hpp enumclassctors.cpp enumclassctors.hpp 
	swap.cpp swap.hpp typefactory.hpp 
Log Message:
cms pricer

Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** couponvectors.hpp	14 Nov 2006 12:09:43 -0000	1.29
--- couponvectors.hpp	21 Nov 2006 08:11:40 -0000	1.30
***************
*** 38,42 ****
          std::vector<std::vector<boost::any> > analysis() const;
          const Leg& getVector();        
!       protected:
          Leg cashFlowVector_;
      };
--- 38,42 ----
          std::vector<std::vector<boost::any> > analysis() const;
          const Leg& getVector();        
!       protected: 
          Leg cashFlowVector_;
      };
***************
*** 75,80 ****
      class VanillaCMSCouponPricer:public ObjHandler::LibraryObject<QuantLib::VanillaCMSCouponPricer> {
          public:
!         VanillaCMSCouponPricer(const std::string &typeOfVanillaCMSCouponPricer,
!                                const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve);
          boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> underlyingObject()
          {
--- 75,82 ----
      class VanillaCMSCouponPricer:public ObjHandler::LibraryObject<QuantLib::VanillaCMSCouponPricer> {
          public:
!         VanillaCMSCouponPricer(const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
! 							 const std::string & typeOfVanillaCMSCouponPricer,
! 							 const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve,
! 							 QuantLib::Real meanReversion);
          boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> underlyingObject()
          {
***************
*** 83,90 ****
      };
  
!     class ConundrumPricer : public VanillaCMSCouponPricer {
!       public:
!           ConundrumPricer(const std::string &typeOfVanillaCMSCouponPricer);
!     };
      
      class CMSCouponVector : public CashFlowStream {
--- 85,96 ----
      };
  
!     //class ConundrumPricer : public VanillaCMSCouponPricer {
!     //  public:
!     //      ConundrumPricer(
!     //             const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
!     //             const std::string & typeOfVanillaCMSCouponPricer,
!     //             const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve,
! 				// QuantLib::Real meanReversion);
!     //};
      
      class CMSCouponVector : public CashFlowStream {
***************
*** 101,108 ****
                  const std::vector<QuantLib::Real>& caps,
                  const std::vector<QuantLib::Real>& floors,
!                 const std::vector<QuantLib::Real>& meanReversions,
!                 const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
!                 const std::string & typeOfVanillaCMSCouponPricer,
!                 const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve);
      };
  
--- 107,111 ----
                  const std::vector<QuantLib::Real>& caps,
                  const std::vector<QuantLib::Real>& floors,
!                 const boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>& pricer);
      };
  
***************
*** 120,127 ****
                  const std::vector<QuantLib::Real>& caps,
                  const std::vector<QuantLib::Real>& floors,
!                 const std::vector<QuantLib::Real>& meanReversions,
!                 const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
!                 const std::string & typeOfVanillaCMSCouponPricer,
!                 const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve);
      };
  
--- 123,127 ----
                  const std::vector<QuantLib::Real>& caps,
                  const std::vector<QuantLib::Real>& floors,
!                 const boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>& pricer);
      };
  
***************
*** 139,146 ****
                  const std::vector<QuantLib::Real>& caps,
                  const std::vector<QuantLib::Real>& floors,
!                 const std::vector<QuantLib::Real>& meanReversions,
!                 const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
!                 const std::string & typeOfVanillaCMSCouponPricer,
!                 const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve);
      };
  
--- 139,143 ----
                  const std::vector<QuantLib::Real>& caps,
                  const std::vector<QuantLib::Real>& floors,
!                 const boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>& pricer);
      };
  

Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.41
retrieving revision 1.42
diff -C2 -d -r1.41 -r1.42
*** couponvectors.cpp	14 Nov 2006 12:09:43 -0000	1.41
--- couponvectors.cpp	21 Nov 2006 08:11:40 -0000	1.42
***************
*** 100,108 ****
  
      VanillaCMSCouponPricer::VanillaCMSCouponPricer(
!         const std::string &typeOfVanillaCMSCouponPricer,
!         const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve)
      {
          libraryObject_ = Create<boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> >()
!             (typeOfVanillaCMSCouponPricer,modelOfYieldCurve);
      }
  
--- 100,110 ----
  
      VanillaCMSCouponPricer::VanillaCMSCouponPricer(
! 		 const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
!          const std::string & typeOfVanillaCMSCouponPricer,
!          const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve,
! 		 QuantLib::Real meanReversion)
      {
          libraryObject_ = Create<boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> >()
!             (typeOfVanillaCMSCouponPricer,vol,modelOfYieldCurve, meanReversion);
      }
  
***************
*** 118,128 ****
          const std::vector<QuantLib::Rate>& caps,
          const std::vector<QuantLib::Rate>& floors,
!         const std::vector<QuantLib::Real>& meanReversions,
!         const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
!         const std::string & typeOfVanillaCMSCouponPricer,
!         const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve)
      {
-         VanillaCMSCouponPricer vanillaCMSCouponPricer(typeOfVanillaCMSCouponPricer,modelOfYieldCurve);
-         boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> pricer = vanillaCMSCouponPricer.underlyingObject();
          cashFlowVector_ = QuantLib::CMSCouponVector(*schedule,
                                                      paymentAdjustment,
--- 120,125 ----
          const std::vector<QuantLib::Rate>& caps,
          const std::vector<QuantLib::Rate>& floors,
!         const boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>& pricer)
      {
          cashFlowVector_ = QuantLib::CMSCouponVector(*schedule,
                                                      paymentAdjustment,
***************
*** 135,141 ****
                                                      caps,
                                                      floors,
!                                                     meanReversions,
!                                                     pricer,
!                                                     vol);
      }
  
--- 132,136 ----
                                                      caps,
                                                      floors,
!                                                     pricer);
      }
  
***************
*** 151,161 ****
          const std::vector<QuantLib::Rate>& caps,
          const std::vector<QuantLib::Rate>& floors,
!         const std::vector<QuantLib::Real>& meanReversions,
!         const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
!         const std::string & typeOfVanillaCMSCouponPricer,
!         const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve)
      {
-         VanillaCMSCouponPricer vanillaCMSCouponPricer(typeOfVanillaCMSCouponPricer,modelOfYieldCurve);
-         boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> pricer = vanillaCMSCouponPricer.underlyingObject();
          cashFlowVector_ = QuantLib::CMSZeroCouponVector(*schedule,
                                                      paymentAdjustment,
--- 146,151 ----
          const std::vector<QuantLib::Rate>& caps,
          const std::vector<QuantLib::Rate>& floors,
!         const boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>& pricer)
      {
          cashFlowVector_ = QuantLib::CMSZeroCouponVector(*schedule,
                                                      paymentAdjustment,
***************
*** 168,174 ****
                                                      caps,
                                                      floors,
!                                                     meanReversions,
!                                                     pricer,
!                                                     vol);
      }
  
--- 158,162 ----
                                                      caps,
                                                      floors,
!                                                     pricer);
      }
  
***************
*** 185,195 ****
          const std::vector<QuantLib::Rate>& caps,
          const std::vector<QuantLib::Rate>& floors,
!         const std::vector<QuantLib::Real>& meanReversions,
!         const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
!         const std::string & typeOfVanillaCMSCouponPricer,
!         const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve)
      {
-         VanillaCMSCouponPricer vanillaCMSCouponPricer(typeOfVanillaCMSCouponPricer,modelOfYieldCurve);
-         boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> pricer = vanillaCMSCouponPricer.underlyingObject();
          cashFlowVector_ = QuantLib::CMSInArrearsCouponVector(*schedule,
                                                              paymentAdjustment,
--- 173,178 ----
          const std::vector<QuantLib::Rate>& caps,
          const std::vector<QuantLib::Rate>& floors,
!         const boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>& pricer)
      {
          cashFlowVector_ = QuantLib::CMSInArrearsCouponVector(*schedule,
                                                              paymentAdjustment,
***************
*** 202,208 ****
                                                              caps,
                                                              floors,
!                                                             meanReversions,
!                                                             pricer,
!                                                             vol);
      }
  
--- 185,189 ----
                                                              caps,
                                                              floors,
!                                                             pricer);
      }
  

Index: cmsmarket.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.hpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** cmsmarket.hpp	14 Nov 2006 11:18:24 -0000	1.9
--- cmsmarket.hpp	21 Nov 2006 08:11:40 -0000	1.10
***************
*** 37,45 ****
              const std::vector< boost::shared_ptr<QuantLib::SwapIndex> >& swapIndices,
              const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& bidAskSpreads,
-             const QuantLib::Matrix& meanReversions,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& yieldTermStructure,
!             const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& volStructure,
!             const std::string & typeOfVanillaCMSCouponPricer,
!             const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve);
          
          const std::vector<std::vector<boost::any> > getCmsMarket()
--- 37,42 ----
              const std::vector< boost::shared_ptr<QuantLib::SwapIndex> >& swapIndices,
              const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& bidAskSpreads,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& yieldTermStructure,
!             const std::vector< boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> >& pricers);
          
          const std::vector<std::vector<boost::any> > getCmsMarket()

Index: cmsmarket.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.cpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** cmsmarket.cpp	14 Nov 2006 11:18:24 -0000	1.13
--- cmsmarket.cpp	21 Nov 2006 08:11:40 -0000	1.14
***************
*** 31,42 ****
          const std::vector< boost::shared_ptr<QuantLib::SwapIndex> >& swapIndices,
          const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& bidAskSpreads,
-         const QuantLib::Matrix& meanReversions,
          const QuantLib::Handle<QuantLib::YieldTermStructure>& yieldTermStructure,
!         const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& volStructure,
!         const std::string & typeOfVanillaCMSCouponPricer,
!         const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve) {
! 
!         VanillaCMSCouponPricer vanillaCMSCouponPricer(typeOfVanillaCMSCouponPricer,modelOfYieldCurve);
!         boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> pricer = vanillaCMSCouponPricer.underlyingObject();
  
          libraryObject_ = boost::shared_ptr<QuantLib::CmsMarket>(
--- 31,36 ----
          const std::vector< boost::shared_ptr<QuantLib::SwapIndex> >& swapIndices,
          const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& bidAskSpreads,
          const QuantLib::Handle<QuantLib::YieldTermStructure>& yieldTermStructure,
!         const std::vector< boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> >& pricers) {
  
          libraryObject_ = boost::shared_ptr<QuantLib::CmsMarket>(
***************
*** 44,52 ****
                              expiries,
                              swapIndices,
!                             bidAskSpreads, 
!                             meanReversions,
!                             pricer,
!                             yieldTermStructure,
!                             volStructure));
          cmsMarket_ = libraryObject_->browse();
      }
--- 38,44 ----
                              expiries,
                              swapIndices,
!                             bidAskSpreads,
!                             pricers,
!                             yieldTermStructure));
          cmsMarket_ = libraryObject_->browse();
      }
***************
*** 54,58 ****
      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);
--- 46,50 ----
      std::vector<std::vector<boost::any> > browseCmsMarket(QuantLib::Matrix & cmsMarket){
          std::vector<std::vector<boost::any> > result;
!         QuantLib::Size numberOfColumn = 19;
  
          std::vector<boost::any> headings(numberOfColumn);
***************
*** 65,79 ****
          headings[5]=std::string("Implied (bps)");
          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);
--- 57,75 ----
          headings[5]=std::string("Implied (bps)");
          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"); 
+ 		
+ 		headings[18]=std::string("Mean reversion");
  
          result.push_back(headings);

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.27
retrieving revision 1.28
diff -C2 -d -r1.27 -r1.28
*** enumclassctors.hpp	13 Nov 2006 09:35:40 -0000	1.27
--- enumclassctors.hpp	21 Nov 2006 08:11:40 -0000	1.28
***************
*** 160,167 ****
      boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> 
          CONUNDRUM_BY_BLACK_Pricer(
!         const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve );
      boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>
          CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer(
!         const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve );
  
      /* *** Index *** */
--- 160,171 ----
      boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> 
          CONUNDRUM_BY_BLACK_Pricer(
! 			const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& swaptionVol,
! 			const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve,
! 			QuantLib::Real meanReversion);
      boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>
          CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer(
! 			const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& swaptionVol,
! 			const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve,
! 			QuantLib::Real meanReversion );
  
      /* *** Index *** */

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.47
retrieving revision 1.48
diff -C2 -d -r1.47 -r1.48
*** typefactory.hpp	13 Nov 2006 09:35:40 -0000	1.47
--- typefactory.hpp	21 Nov 2006 08:11:40 -0000	1.48
***************
*** 233,237 ****
      /* *** VanillaCMSCouponPricer *** */
      typedef boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(*VanillaCMSCouponPricerConstructor)( 
!                      const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve);
  
      template<>
--- 233,239 ----
      /* *** VanillaCMSCouponPricer *** */
      typedef boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(*VanillaCMSCouponPricerConstructor)( 
! 			const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& swaptionVol,
! 			const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve,
! 			QuantLib::Real meanReversion);
  
      template<>
***************
*** 241,248 ****
          boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> operator() (
                  const std::string& vanillaCMSCouponPricerID,
!                 const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve) {
              VanillaCMSCouponPricerConstructor vanillaCMSCouponPricerConstructor =
                  (VanillaCMSCouponPricerConstructor)(getType(vanillaCMSCouponPricerID));
!             return vanillaCMSCouponPricerConstructor(modelOfYieldCurve);
          }
      };
--- 243,252 ----
          boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> operator() (
                  const std::string& vanillaCMSCouponPricerID,
! 				const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& swaptionVol,
! 				const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve,
! 				QuantLib::Real meanReversion) {
              VanillaCMSCouponPricerConstructor vanillaCMSCouponPricerConstructor =
                  (VanillaCMSCouponPricerConstructor)(getType(vanillaCMSCouponPricerID));
!             return vanillaCMSCouponPricerConstructor(swaptionVol,modelOfYieldCurve, meanReversion);
          }
      };

Index: swap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.cpp,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** swap.cpp	6 Nov 2006 10:29:41 -0000	1.17
--- swap.cpp	21 Nov 2006 08:11:40 -0000	1.18
***************
*** 56,72 ****
          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>();
      }
--- 56,64 ----
          const boost::shared_ptr<QuantLib::SwapIndex>& swapIndex,
          const QuantLib::Spread iborSpread,
!         const boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>& pricer,
          const QuantLib::Period& forwardStart)
      {
          libraryObject_ = QuantLib::MakeCMS(swapTenor, swapIndex, iborSpread,
!             pricer, forwardStart).operator
                  boost::shared_ptr<QuantLib::Swap>();
      }

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.31
retrieving revision 1.32
diff -C2 -d -r1.31 -r1.32
*** enumclassctors.cpp	16 Nov 2006 14:00:25 -0000	1.31
--- enumclassctors.cpp	21 Nov 2006 08:11:40 -0000	1.32
***************
*** 349,360 ****
      //VanillaCMSCouponPricer
      boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_BLACK_Pricer(
!         const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve){
          return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(
!             new QuantLib::ConundrumPricerByBlack(modelOfYieldCurve));
      };
      boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer(
!         const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve ){
          return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(
!             new QuantLib::ConundrumPricerByNumericalIntegration(modelOfYieldCurve));
      };
  
--- 349,364 ----
      //VanillaCMSCouponPricer
      boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_BLACK_Pricer(
! 		const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& swaptionVol,
! 		const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve,
! 		QuantLib::Real meanReversion){
          return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(
!             new QuantLib::ConundrumPricerByBlack(swaptionVol, modelOfYieldCurve, meanReversion));
      };
      boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer(
! 		const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& swaptionVol,
! 		const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve,
! 		QuantLib::Real meanReversion ){
          return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(
!             new QuantLib::ConundrumPricerByNumericalIntegration(swaptionVol, modelOfYieldCurve, meanReversion));
      };
  

Index: swap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.hpp,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** swap.hpp	6 Nov 2006 10:29:41 -0000	1.14
--- swap.hpp	21 Nov 2006 08:11:40 -0000	1.15
***************
*** 40,48 ****
               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);
  
--- 40,44 ----
               const boost::shared_ptr<QuantLib::SwapIndex>& swapIndex,
               const QuantLib::Spread iborSpread,
!              const boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>& pricer,
               const QuantLib::Period& forwardStart);