[QuantLibAddin-cvs] QuantLibAddin/qlo quotes.cpp, NONE, 1.1 quotes.hpp, NONE, 1.1

[Francois du V. <fd...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22952/qlo

Added Files:
	quotes.cpp quotes.hpp 
Log Message:
FowardValueQuote renamed into ForwardValueQuote
ForwardValueQuote and ImpliedStdevQuote exposed to Excel

--- NEW FILE: quotes.cpp ---

/*
 Copyright (C) 2006 Francois du Vignaud

 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/quotes.hpp>


namespace QuantLibAddin {

    ForwardValueQuote::ForwardValueQuote(
        const boost::shared_ptr<QuantLib::Xibor>& index,
        const QuantLib::Date& fixingDate){
        libraryObject_ = boost::shared_ptr<QuantLib::ForwardValueQuote>(new
            QuantLib::ForwardValueQuote(index,  fixingDate));
    };
    
    ImpliedStdevQuote::ImpliedStdevQuote(const QuantLib::Option::Type& optionType,
                      const QuantLib::Handle<QuantLib::Quote>& forward,
                      const QuantLib::Handle<QuantLib::Quote>& price,
                      QuantLib::Real strike,
                      QuantLib::Real guess,
                      QuantLib::Real accuracy){
    libraryObject_ = boost::shared_ptr<QuantLib::ImpliedStdevQuote>(new
        QuantLib::ImpliedStdevQuote(optionType,  forward, price, strike,
        guess,accuracy));
    }
}

--- NEW FILE: quotes.hpp ---

/*
 Copyright (C) 2006 Francois du Vignaud

 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.
*/

#ifndef qla_quotes_hpp
#define qla_quotes_hpp

#include <oh/object.hpp>
#include <qlo/termstructures.hpp>
#include <ql/Quotes/derivedquote.hpp>
#include <qlo/index.hpp>




namespace QuantLibAddin {

    class ForwardValueQuote : public Quote {
    public:
        ForwardValueQuote(const boost::shared_ptr<QuantLib::Xibor>& index,
           const QuantLib::Date& fixingDate);
    };

    class ImpliedStdevQuote : public Quote {
    public:
        ImpliedStdevQuote(const QuantLib::Option::Type& optionType,
                          const QuantLib::Handle<QuantLib::Quote>& forward,
                          const QuantLib::Handle<QuantLib::Quote>& price,
                          QuantLib::Real strike,
                          QuantLib::Real guess,
                          QuantLib::Real accuracy = 1.0e-6);
    };

}

#endif