[QuantLibAddin-cvs] QuantLibAddin/qlo quotes.cpp, 1.2, 1.3 quotes.hpp, 1.2, 1.3 termstructures.cpp, 1.18, 1.19 termstructures.hpp, 1.14, 1.15

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17435/qlo

Modified Files:
	quotes.cpp quotes.hpp termstructures.cpp termstructures.hpp 
Log Message:
introduced EurodollarFuturesImpliedStdDevQuote

Index: termstructures.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.hpp,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** termstructures.hpp	6 Dec 2006 17:48:23 -0000	1.14
--- termstructures.hpp	11 Dec 2006 14:22:15 -0000	1.15
***************
*** 100,111 ****
      };
  
-     class Quote : public ObjHandler::LibraryObject<QuantLib::Quote> {
-     };
- 
-     class SimpleQuote : public Quote {
-       public:
-         SimpleQuote(QuantLib::Real value);
-     };
- 
  }
  
--- 100,103 ----

Index: quotes.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quotes.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** quotes.cpp	11 Dec 2006 09:40:05 -0000	1.2
--- quotes.cpp	11 Dec 2006 14:22:15 -0000	1.3
***************
*** 19,31 ****
  #include <qlo/quotes.hpp>
  
- 
  namespace QuantLibAddin {
  
      ForwardValueQuote::ForwardValueQuote(
          const boost::shared_ptr<QuantLib::IborIndex>& index,
!         const QuantLib::Date& fixingDate){
!         libraryObject_ = boost::shared_ptr<QuantLib::ForwardValueQuote>(new
!             QuantLib::ForwardValueQuote(index,  fixingDate));
!     };
      
      ImpliedStdDevQuote::ImpliedStdDevQuote(
--- 19,37 ----
  #include <qlo/quotes.hpp>
  
  namespace QuantLibAddin {
  
+     SimpleQuote::SimpleQuote(QuantLib::Real value)
+     {
+         libraryObject_ = boost::shared_ptr<QuantLib::Quote>(new
+             QuantLib::SimpleQuote(value));
+     }
+ 
      ForwardValueQuote::ForwardValueQuote(
          const boost::shared_ptr<QuantLib::IborIndex>& index,
!         const QuantLib::Date& fixingDate)
!     {
!         libraryObject_ = boost::shared_ptr<QuantLib::Quote>(new
!             QuantLib::ForwardValueQuote(index, fixingDate));
!     }
      
      ImpliedStdDevQuote::ImpliedStdDevQuote(
***************
*** 35,42 ****
                              QuantLib::Real strike,
                              QuantLib::Real guess,
!                             QuantLib::Real accuracy) {
!     libraryObject_ = boost::shared_ptr<QuantLib::ImpliedStdDevQuote>(new
          QuantLib::ImpliedStdDevQuote(optionType, forward, price, strike,
                                       guess, accuracy));
      }
  }
--- 41,63 ----
                              QuantLib::Real strike,
                              QuantLib::Real guess,
!                             QuantLib::Real accuracy)
!     {
!     libraryObject_ = boost::shared_ptr<QuantLib::Quote>(new
          QuantLib::ImpliedStdDevQuote(optionType, forward, price, strike,
                                       guess, accuracy));
      }
+ 
+     EurodollarFuturesImpliedStdDevQuote::EurodollarFuturesImpliedStdDevQuote(
+                             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::Quote>(new
+         QuantLib::EurodollarFuturesImpliedStdDevQuote(optionType,
+             forward, price, strike, guess, accuracy));
+     }
+ 
  }

Index: quotes.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quotes.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** quotes.hpp	11 Dec 2006 09:40:05 -0000	1.2
--- quotes.hpp	11 Dec 2006 14:22:15 -0000	1.3
***************
*** 24,37 ****
  #include <ql/Quotes/derivedquote.hpp>
  
  
  
! 
! namespace QuantLibAddin {
  
      class ForwardValueQuote : public Quote {
        public:
!         ForwardValueQuote(
!                         const boost::shared_ptr<QuantLib::IborIndex>& index,
!                         const QuantLib::Date& fixingDate);
      };
  
--- 24,40 ----
  #include <ql/Quotes/derivedquote.hpp>
  
+ namespace QuantLibAddin {
  
+     class Quote : public ObjHandler::LibraryObject<QuantLib::Quote> {};
  
!     class SimpleQuote : public Quote {
!       public:
!         SimpleQuote(QuantLib::Real value);
!     };
  
      class ForwardValueQuote : public Quote {
        public:
!         ForwardValueQuote(const boost::shared_ptr<QuantLib::IborIndex>&,
!                           const QuantLib::Date& fixingDate);
      };
  
***************
*** 46,49 ****
--- 49,62 ----
      };
  
+     class EurodollarFuturesImpliedStdDevQuote : public Quote {
+       public:
+         EurodollarFuturesImpliedStdDevQuote(
+                            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: termstructures.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** termstructures.cpp	3 Oct 2006 17:24:58 -0000	1.18
--- termstructures.cpp	11 Dec 2006 14:22:15 -0000	1.19
***************
*** 151,158 ****
      }
  
-     SimpleQuote::SimpleQuote(QuantLib::Real value) {
-         libraryObject_ = boost::shared_ptr<QuantLib::Quote>(
-             new QuantLib::SimpleQuote(value));
-     }
- 
  }
--- 151,153 ----