[QuantLibAddin-cvs] QuantLibAddin/qlo date.cpp, NONE, 1.1 date.hpp, 1.2, 1.3

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3458/qlo

Modified Files:
	date.hpp 
Added Files:
	date.cpp 
Log Message:
added QuantLibAddin::qlNextIMMdates for calculating a strip of IMM dates

--- NEW FILE: date.cpp ---

/*
 Copyright (C) 2006 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email qua...@li...
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/


#include <qlo/date.hpp>

namespace QuantLibAddin {

    std::vector<QuantLib::Date> qlNextIMMdates(
                                        const QuantLib::Date& d,
                                        const std::vector<bool>& mainCycle) {
        QuantLib::Size n = mainCycle.size();
        std::vector<QuantLib::Date> results(n);
        results[0] = QuantLib::Date::nextIMMdate(d, mainCycle[0]);
        for (QuantLib::Size i=1; i<n; ++i)
            results[i] = QuantLib::Date::nextIMMdate(
                results[i-1]+1*QuantLib::Days, mainCycle[i]);
        return results;
    }

}

Index: date.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/date.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** date.hpp	4 Sep 2006 16:06:38 -0000	1.2
--- date.hpp	28 Nov 2006 19:54:22 -0000	1.3
***************
*** 21,24 ****
--- 21,25 ----
  #include <oh/object.hpp>
  #include <ql/period.hpp>
+ #include <ql/date.hpp>
  
  namespace QuantLibAddin {
***************
*** 31,34 ****
--- 32,38 ----
          return p.frequency();
      }
+ 
+     std::vector<QuantLib::Date> qlNextIMMdates(const QuantLib::Date& d,
+                                                const std::vector<bool>& mainCycle);
  }