[QuantLibAddin-cvs] QuantLibAddin/qlo assetswap.cpp, 1.2, 1.3 assetswap.hpp, 1.3, 1.4 bonds.cpp, 1.11, 1.12 bonds.hpp, 1.11, 1.12 capfloor.cpp, 1.12, 1.13 capfloor.hpp, 1.11, 1.12 capletvolstructure.cpp, 1.9, 1.10 capletvolstructure.hpp, 1.10, 1.11 couponvectors.cpp, 1.43, 1.44 couponvectors.hpp, 1.32, 1.33 forwardrateagreement.cpp, 1.8, 1.9 forwardrateagreement.hpp, 1.9, 1.10 index.cpp, 1.17, 1.18 index.hpp, 1.14, 1.15 quotes.cpp, 1.1, 1.2 quotes.hpp, 1.1, 1.2 ratehelpers.cpp, 1.11, 1.12 ratehelpers.hpp, 1.6, 1.7 vanillaswap.cpp, 1.13, 1.14 vanillaswap.hpp, 1.15, 1.16

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17391/qlo

Modified Files:
	assetswap.cpp assetswap.hpp bonds.cpp bonds.hpp capfloor.cpp 
	capfloor.hpp capletvolstructure.cpp capletvolstructure.hpp 
	couponvectors.cpp couponvectors.hpp forwardrateagreement.cpp 
	forwardrateagreement.hpp index.cpp index.hpp quotes.cpp 
	quotes.hpp ratehelpers.cpp ratehelpers.hpp vanillaswap.cpp 
	vanillaswap.hpp 
Log Message:
1) RENAMED many functions!!!
2) moving abcd into Volatilities folder
3) renaming ImpliedStdevQuote into ImpliedStdDevQuote
4) deprecating SwapIndex::fixedLegFrequency in favor of SwapIndex::fixedLegTenor
5) renamed Xibor as IborIndex

Index: assetswap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/assetswap.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** assetswap.hpp	31 Aug 2006 17:06:25 -0000	1.3
--- assetswap.hpp	11 Dec 2006 09:40:04 -0000	1.4
***************
*** 29,33 ****
                    const QuantLib::Real bondCleanPrice,
                    const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
!                   const boost::shared_ptr<QuantLib::Xibor>& index,
                    QuantLib::Spread spread,
                    const QuantLib::DayCounter& floatingDayCount,
--- 29,33 ----
                    const QuantLib::Real bondCleanPrice,
                    const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
!                   const boost::shared_ptr<QuantLib::IborIndex>& index,
                    QuantLib::Spread spread,
                    const QuantLib::DayCounter& floatingDayCount,

Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.32
retrieving revision 1.33
diff -C2 -d -r1.32 -r1.33
*** couponvectors.hpp	5 Dec 2006 10:20:21 -0000	1.32
--- couponvectors.hpp	11 Dec 2006 09:40:04 -0000	1.33
***************
*** 69,73 ****
              const std::vector<double>& nominals,
              const std::vector<QuantLib::Real>& gearings,
!             const boost::shared_ptr<QuantLib::Xibor>& index,
              const std::vector<QuantLib::Spread>& spreads);
      };
--- 69,73 ----
              const std::vector<double>& nominals,
              const std::vector<QuantLib::Real>& gearings,
!             const boost::shared_ptr<QuantLib::IborIndex>& index,
              const std::vector<QuantLib::Spread>& spreads);
      };

Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.43
retrieving revision 1.44
diff -C2 -d -r1.43 -r1.44
*** couponvectors.cpp	24 Nov 2006 09:17:24 -0000	1.43
--- couponvectors.cpp	11 Dec 2006 09:40:04 -0000	1.44
***************
*** 85,89 ****
                      const std::vector<double>& nominals,
                      const std::vector<QuantLib::Real>& gearings,
!                     const boost::shared_ptr<QuantLib::Xibor>& index,
                      const std::vector<QuantLib::Spread>& spreads) {
          cashFlowVector_ = 
--- 85,89 ----
                      const std::vector<double>& nominals,
                      const std::vector<QuantLib::Real>& gearings,
!                     const boost::shared_ptr<QuantLib::IborIndex>& index,
                      const std::vector<QuantLib::Spread>& spreads) {
          cashFlowVector_ = 

Index: index.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.cpp,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** index.cpp	2 Nov 2006 08:35:31 -0000	1.17
--- index.cpp	11 Dec 2006 09:40:04 -0000	1.18
***************
*** 28,32 ****
  namespace QuantLibAddin {
  
!     Xibor::Xibor(const std::string& indexName,
                   const QuantLib::Period& p,
                   const long fixingDays,
--- 28,32 ----
  namespace QuantLibAddin {
  
!     IborIndex::IborIndex(const std::string& indexName,
                   const QuantLib::Period& p,
                   const long fixingDays,
***************
*** 39,47 ****
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Index>(new
!             QuantLib::Xibor(indexName, 
!                             p,
!                             fixingDays, crr, calendar, 
!                             fltBDC, endOfMonth, fltDayCounter,
!                             hYTS));
      }
  
--- 39,47 ----
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Index>(new
!             QuantLib::IborIndex(indexName, 
!                                 p,
!                                 fixingDays, crr, calendar, 
!                                 fltBDC, endOfMonth, fltDayCounter,
!                                 hYTS));
      }
  
***************
*** 51,63 ****
                           QuantLib::Currency& crr,
                           const QuantLib::Calendar& calendar,
!                          QuantLib::Frequency fixedLegFreq,
                           QuantLib::BusinessDayConvention fixedLegBDC,
                           const QuantLib::DayCounter& fixedLegDayCounter,
!                          const boost::shared_ptr<QuantLib::Xibor>& index)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Index>(new
              QuantLib::SwapIndex(familyName, p,
                                  fixingDays, crr, calendar, 
!                                 fixedLegFreq, fixedLegBDC,
                                  fixedLegDayCounter, index));
      }
--- 51,63 ----
                           QuantLib::Currency& crr,
                           const QuantLib::Calendar& calendar,
!                          const QuantLib::Period& fixedLegTenor,
                           QuantLib::BusinessDayConvention fixedLegBDC,
                           const QuantLib::DayCounter& fixedLegDayCounter,
!                          const boost::shared_ptr<QuantLib::IborIndex>& index)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Index>(new
              QuantLib::SwapIndex(familyName, p,
                                  fixingDays, crr, calendar, 
!                                 fixedLegTenor, fixedLegBDC,
                                  fixedLegDayCounter, index));
      }

Index: capfloor.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capfloor.cpp,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** capfloor.cpp	25 Oct 2006 09:42:47 -0000	1.12
--- capfloor.cpp	11 Dec 2006 09:40:04 -0000	1.13
***************
*** 42,46 ****
      CapFloor::CapFloor(QuantLib::CapFloor::Type capFloorType,
                         const QuantLib::Period& capFloorTenor, 
!                        const boost::shared_ptr<QuantLib::Xibor>& index,
                         QuantLib::Rate strike,
                         const QuantLib::Period& forwardStart,
--- 42,46 ----
      CapFloor::CapFloor(QuantLib::CapFloor::Type capFloorType,
                         const QuantLib::Period& capFloorTenor, 
!                        const boost::shared_ptr<QuantLib::IborIndex>& index,
                         QuantLib::Rate strike,
                         const QuantLib::Period& forwardStart,

Index: assetswap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/assetswap.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** assetswap.cpp	31 Aug 2006 15:44:02 -0000	1.2
--- assetswap.cpp	11 Dec 2006 09:40:04 -0000	1.3
***************
*** 30,34 ****
                  const QuantLib::Real bondCleanPrice,
                  const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
!                 const boost::shared_ptr<QuantLib::Xibor>& index,
                  QuantLib::Spread spread,
                  const QuantLib::DayCounter& floatingDayCount,
--- 30,34 ----
                  const QuantLib::Real bondCleanPrice,
                  const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
!                 const boost::shared_ptr<QuantLib::IborIndex>& index,
                  QuantLib::Spread spread,
                  const QuantLib::DayCounter& floatingDayCount,

Index: capletvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capletvolstructure.cpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** capletvolstructure.cpp	5 Dec 2006 10:20:20 -0000	1.9
--- capletvolstructure.cpp	11 Dec 2006 09:40:04 -0000	1.10
***************
*** 39,43 ****
           const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& 
           volatilities,
!          const boost::shared_ptr<QuantLib::Xibor>& index,
           const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
           const QuantLib::DayCounter& dayCounter,
--- 39,43 ----
           const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& 
           volatilities,
!          const boost::shared_ptr<QuantLib::IborIndex>& index,
           const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
           const QuantLib::DayCounter& dayCounter,
***************
*** 56,60 ****
        const std::vector<QuantLib::Rate>& strikes,
        const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
!       const boost::shared_ptr<QuantLib::Xibor>& index,
        const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
        const QuantLib::DayCounter& dayCounter,
--- 56,60 ----
        const std::vector<QuantLib::Rate>& strikes,
        const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
!       const boost::shared_ptr<QuantLib::IborIndex>& index,
        const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
        const QuantLib::DayCounter& dayCounter,

Index: vanillaswap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.hpp,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** vanillaswap.hpp	24 Oct 2006 13:07:26 -0000	1.15
--- vanillaswap.hpp	11 Dec 2006 09:40:05 -0000	1.16
***************
*** 34,38 ****
              const QuantLib::DayCounter& fixDayCounter,
              const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
!             const boost::shared_ptr<QuantLib::Xibor>& index,
              const QuantLib::Spread spread,
              const QuantLib::DayCounter& floatDayCounter,
--- 34,38 ----
              const QuantLib::DayCounter& fixDayCounter,
              const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
!             const boost::shared_ptr<QuantLib::IborIndex>& index,
              const QuantLib::Spread spread,
              const QuantLib::DayCounter& floatDayCounter,
***************
*** 40,44 ****
          VanillaSwap(
              const QuantLib::Period& swapTenor, 
!             const boost::shared_ptr<QuantLib::Xibor>& index,
              QuantLib::Rate fixedRate,
              const QuantLib::Period& forwardStart);
--- 40,44 ----
          VanillaSwap(
              const QuantLib::Period& swapTenor, 
!             const boost::shared_ptr<QuantLib::IborIndex>& index,
              QuantLib::Rate fixedRate,
              const QuantLib::Period& forwardStart);

Index: vanillaswap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.cpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** vanillaswap.cpp	25 Oct 2006 09:42:47 -0000	1.13
--- vanillaswap.cpp	11 Dec 2006 09:40:05 -0000	1.14
***************
*** 37,41 ****
              const QuantLib::DayCounter& fixDayCounter,
              const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
!             const boost::shared_ptr<QuantLib::Xibor>& index,
              const QuantLib::Spread spread,
              const QuantLib::DayCounter& floatDayCounter,
--- 37,41 ----
              const QuantLib::DayCounter& fixDayCounter,
              const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
!             const boost::shared_ptr<QuantLib::IborIndex>& index,
              const QuantLib::Spread spread,
              const QuantLib::DayCounter& floatDayCounter,
***************
*** 57,61 ****
      VanillaSwap::VanillaSwap(
              const QuantLib::Period& swapTenor, 
!             const boost::shared_ptr<QuantLib::Xibor>& index,
              QuantLib::Rate fixedRate,
              const QuantLib::Period& forwardStart) {
--- 57,61 ----
      VanillaSwap::VanillaSwap(
              const QuantLib::Period& swapTenor, 
!             const boost::shared_ptr<QuantLib::IborIndex>& index,
              QuantLib::Rate fixedRate,
              const QuantLib::Period& forwardStart) {

Index: bonds.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.hpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** bonds.hpp	28 Sep 2006 15:57:07 -0000	1.11
--- bonds.hpp	11 Dec 2006 09:40:04 -0000	1.12
***************
*** 24,28 ****
  #include <qlo/baseinstruments.hpp>
  #include <qlo/index.hpp>
! #include <ql/Indexes/xibor.hpp>
  
  namespace QuantLibAddin {
--- 24,28 ----
  #include <qlo/baseinstruments.hpp>
  #include <qlo/index.hpp>
! #include <ql/Indexes/iborindex.hpp>
  
  namespace QuantLibAddin {
***************
*** 76,80 ****
              const QuantLib::Date& maturityDate,
              QuantLib::Integer settlementDays,
!             const boost::shared_ptr<QuantLib::Xibor>& index,
              QuantLib::Integer fixingDays,
              const std::vector<QuantLib::Real>& gearings,
--- 76,80 ----
              const QuantLib::Date& maturityDate,
              QuantLib::Integer settlementDays,
!             const boost::shared_ptr<QuantLib::IborIndex>& index,
              QuantLib::Integer fixingDays,
              const std::vector<QuantLib::Real>& gearings,

Index: capfloor.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capfloor.hpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** capfloor.hpp	25 Oct 2006 09:42:47 -0000	1.11
--- capfloor.hpp	11 Dec 2006 09:40:04 -0000	1.12
***************
*** 35,39 ****
          CapFloor(QuantLib::CapFloor::Type capFloorType,
                   const QuantLib::Period& capFloorTenor, 
!                  const boost::shared_ptr<QuantLib::Xibor>& index,
                   QuantLib::Rate strike,
                   const QuantLib::Period& forwardStart,
--- 35,39 ----
          CapFloor(QuantLib::CapFloor::Type capFloorType,
                   const QuantLib::Period& capFloorTenor, 
!                  const boost::shared_ptr<QuantLib::IborIndex>& index,
                   QuantLib::Rate strike,
                   const QuantLib::Period& forwardStart,

Index: index.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.hpp,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** index.hpp	31 Oct 2006 11:54:17 -0000	1.14
--- index.hpp	11 Dec 2006 09:40:04 -0000	1.15
***************
*** 23,27 ****
  
  #include <oh/objhandler.hpp>
! #include <ql/Indexes/xibor.hpp>
  #include <ql/handle.hpp>
  #include <ql/yieldtermstructure.hpp>
--- 23,27 ----
  
  #include <oh/objhandler.hpp>
! #include <ql/Indexes/iborindex.hpp>
  #include <ql/handle.hpp>
  #include <ql/yieldtermstructure.hpp>
***************
*** 33,39 ****
      class InterestRateIndex : public Index {};
  
!     class Xibor : public InterestRateIndex {
      public:
!         Xibor(const std::string& indexName,
                const QuantLib::Period& p,
                const long fixingDays,
--- 33,39 ----
      class InterestRateIndex : public Index {};
  
!     class IborIndex : public InterestRateIndex {
      public:
!         IborIndex(const std::string& indexName,
                const QuantLib::Period& p,
                const long fixingDays,
***************
*** 53,60 ****
                    QuantLib::Currency& crr,
                    const QuantLib::Calendar& calendar,
!                   QuantLib::Frequency fixedLegFreq,
                    QuantLib::BusinessDayConvention fixedLegBDC,
                    const QuantLib::DayCounter& fixedLegDayCounter,
!                   const boost::shared_ptr<QuantLib::Xibor>& index);
      };
  
--- 53,60 ----
                    QuantLib::Currency& crr,
                    const QuantLib::Calendar& calendar,
!                   const QuantLib::Period& fixedLegTenor,
                    QuantLib::BusinessDayConvention fixedLegBDC,
                    const QuantLib::DayCounter& fixedLegDayCounter,
!                   const boost::shared_ptr<QuantLib::IborIndex>& index);
      };
  

Index: quotes.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quotes.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** quotes.cpp	7 Dec 2006 13:09:17 -0000	1.1
--- quotes.cpp	11 Dec 2006 09:40:05 -0000	1.2
***************
*** 23,27 ****
  
      ForwardValueQuote::ForwardValueQuote(
!         const boost::shared_ptr<QuantLib::Xibor>& index,
          const QuantLib::Date& fixingDate){
          libraryObject_ = boost::shared_ptr<QuantLib::ForwardValueQuote>(new
--- 23,27 ----
  
      ForwardValueQuote::ForwardValueQuote(
!         const boost::shared_ptr<QuantLib::IborIndex>& index,
          const QuantLib::Date& fixingDate){
          libraryObject_ = boost::shared_ptr<QuantLib::ForwardValueQuote>(new
***************
*** 29,41 ****
      };
      
!     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));
      }
  }
--- 29,42 ----
      };
      
!     ImpliedStdDevQuote::ImpliedStdDevQuote(
!                             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::ImpliedStdDevQuote>(new
!         QuantLib::ImpliedStdDevQuote(optionType, forward, price, strike,
!                                      guess, accuracy));
      }
  }

Index: capletvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capletvolstructure.hpp,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** capletvolstructure.hpp	6 Dec 2006 18:25:20 -0000	1.10
--- capletvolstructure.hpp	11 Dec 2006 09:40:04 -0000	1.11
***************
*** 40,44 ****
                       const std::vector<QuantLib::Rate>& strikes,
                       const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
!                      const boost::shared_ptr<QuantLib::Xibor>& index,
                       const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
                       const QuantLib::DayCounter& dayCounter,
--- 40,44 ----
                       const std::vector<QuantLib::Rate>& strikes,
                       const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
!                      const boost::shared_ptr<QuantLib::IborIndex>& index,
                       const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
                       const QuantLib::DayCounter& dayCounter,
***************
*** 49,53 ****
                    const std::vector<QuantLib::Rate>& strikes,
                    const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
!                   const boost::shared_ptr<QuantLib::Xibor>& index,
                    const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
                    const QuantLib::DayCounter& dayCounter,
--- 49,53 ----
                    const std::vector<QuantLib::Rate>& strikes,
                    const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
!                   const boost::shared_ptr<QuantLib::IborIndex>& index,
                    const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
                    const QuantLib::DayCounter& dayCounter,

Index: bonds.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.cpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** bonds.cpp	28 Sep 2006 15:57:07 -0000	1.11
--- bonds.cpp	11 Dec 2006 09:40:04 -0000	1.12
***************
*** 110,114 ****
              const QuantLib::Date& maturityDate,
              QuantLib::Integer settlementDays,
!             const boost::shared_ptr<QuantLib::Xibor>& index,
              QuantLib::Integer fixingDays,
              const std::vector<QuantLib::Spread>& gearings,
--- 110,114 ----
              const QuantLib::Date& maturityDate,
              QuantLib::Integer settlementDays,
!             const boost::shared_ptr<QuantLib::IborIndex>& index,
              QuantLib::Integer fixingDays,
              const std::vector<QuantLib::Spread>& gearings,

Index: quotes.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quotes.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** quotes.hpp	7 Dec 2006 13:09:18 -0000	1.1
--- quotes.hpp	11 Dec 2006 09:40:05 -0000	1.2
***************
*** 19,26 ****
  #define qla_quotes_hpp
  
  #include <oh/object.hpp>
  #include <qlo/termstructures.hpp>
  #include <ql/Quotes/derivedquote.hpp>
- #include <qlo/index.hpp>
  
  
--- 19,26 ----
  #define qla_quotes_hpp
  
+ #include <qlo/index.hpp>
  #include <oh/object.hpp>
  #include <qlo/termstructures.hpp>
  #include <ql/Quotes/derivedquote.hpp>
  
  
***************
*** 30,46 ****
  
      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);
      };
  
--- 30,47 ----
  
      class ForwardValueQuote : public Quote {
!       public:
!         ForwardValueQuote(
!                         const boost::shared_ptr<QuantLib::IborIndex>& index,
!                         const QuantLib::Date& fixingDate);
      };
  
!     class ImpliedStdDevQuote : public Quote {
!       public:
!         ImpliedStdDevQuote(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);
      };
  

Index: ratehelpers.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/ratehelpers.hpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** ratehelpers.hpp	11 Oct 2006 11:46:32 -0000	1.6
--- ratehelpers.hpp	11 Dec 2006 09:40:05 -0000	1.7
***************
*** 22,26 ****
  #define qla_ratehelpers_hpp
  
! #include <ql/Indexes/xibor.hpp>
  #include <ql/TermStructures/ratehelpers.hpp>
  
--- 22,26 ----
  #define qla_ratehelpers_hpp
  
! #include <ql/Indexes/iborindex.hpp>
  #include <ql/TermStructures/ratehelpers.hpp>
  
***************
*** 70,74 ****
              const QuantLib::BusinessDayConvention& fixedConvention,
              const QuantLib::DayCounter& fixedDayCounter,
!             const boost::shared_ptr<QuantLib::Xibor>& index);
      };
  
--- 70,74 ----
              const QuantLib::BusinessDayConvention& fixedConvention,
              const QuantLib::DayCounter& fixedDayCounter,
!             const boost::shared_ptr<QuantLib::IborIndex>& index);
      };
  

Index: forwardrateagreement.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/forwardrateagreement.hpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** forwardrateagreement.hpp	5 Dec 2006 10:20:21 -0000	1.9
--- forwardrateagreement.hpp	11 Dec 2006 09:40:04 -0000	1.10
***************
*** 35,39 ****
              QuantLib::Rate strike,
              double notional,
!             const boost::shared_ptr<QuantLib::Xibor>& index,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
      };
--- 35,39 ----
              QuantLib::Rate strike,
              double notional,
!             const boost::shared_ptr<QuantLib::IborIndex>& index,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
      };

Index: forwardrateagreement.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/forwardrateagreement.cpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** forwardrateagreement.cpp	5 Dec 2006 10:20:21 -0000	1.8
--- forwardrateagreement.cpp	11 Dec 2006 09:40:04 -0000	1.9
***************
*** 33,37 ****
              QuantLib::Rate strike,
              double notional,
!             const boost::shared_ptr<QuantLib::Xibor>& index,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
      {
--- 33,37 ----
              QuantLib::Rate strike,
              double notional,
!             const boost::shared_ptr<QuantLib::IborIndex>& index,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
      {

Index: ratehelpers.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/ratehelpers.cpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** ratehelpers.cpp	2 Nov 2006 08:35:31 -0000	1.11
--- ratehelpers.cpp	11 Dec 2006 09:40:05 -0000	1.12
***************
*** 82,86 ****
              const QuantLib::BusinessDayConvention& fixedConvention,
              const QuantLib::DayCounter& fixedDayCounter,
!             const boost::shared_ptr<QuantLib::Xibor>& index)
      {
          quoteHandle_ = quote;
--- 82,86 ----
              const QuantLib::BusinessDayConvention& fixedConvention,
              const QuantLib::DayCounter& fixedDayCounter,
!             const boost::shared_ptr<QuantLib::IborIndex>& index)
      {
          quoteHandle_ = quote;