[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.cpp, 1.35, 1.36 enumclassctors.hpp, 1.32, 1.33

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5340/qlo

Modified Files:
	enumclassctors.cpp enumclassctors.hpp 
Log Message:
fixed some payoff, added new ones

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.35
retrieving revision 1.36
diff -C2 -d -r1.35 -r1.36
*** enumclassctors.cpp	6 Dec 2006 18:47:46 -0000	1.35
--- enumclassctors.cpp	11 Dec 2006 15:09:50 -0000	1.36
***************
*** 26,30 ****
  namespace QuantLibAddin {
  
!     /* *** StrikedTypePayoff - strike only *** */
      boost::shared_ptr<QuantLib::Payoff> VANILLA_Payoff(
              const QuantLib::Option::Type& optionType,
--- 26,30 ----
  namespace QuantLibAddin {
  
!     /* *** StrikedTypePayoff - Option::Type + 1 parameter *** */
      boost::shared_ptr<QuantLib::Payoff> VANILLA_Payoff(
              const QuantLib::Option::Type& optionType,
***************
*** 45,56 ****
              new QuantLib::PercentageStrikePayoff(optionType, moneyness));
      }
!     /* *** StrikedTypePayoff - strike & strikeIncrement *** */
!     boost::shared_ptr<QuantLib::Payoff> SUPERSHARE_Payoff(
!             const QuantLib::Option::Type& optionType,
!             const double strike,
!             const double strikeIncrement) {
!         return boost::shared_ptr<QuantLib::Payoff> (
!             new QuantLib::SuperSharePayoff(optionType, strike, strikeIncrement));
!     }
      boost::shared_ptr<QuantLib::Payoff> CASHORNOTHING_Payoff(
              const QuantLib::Option::Type& optionType,
--- 45,49 ----
              new QuantLib::PercentageStrikePayoff(optionType, moneyness));
      }
!     /* *** StrikedTypePayoff - Option::Type + 2 parameters *** */
      boost::shared_ptr<QuantLib::Payoff> CASHORNOTHING_Payoff(
              const QuantLib::Option::Type& optionType,
***************
*** 63,69 ****
              const QuantLib::Option::Type& optionType,
              const double strike,
!             const double strikePayoff) {
          return boost::shared_ptr<QuantLib::Payoff> (
!             new QuantLib::GapPayoff(optionType, strike, strikePayoff));
      }
  
--- 56,79 ----
              const QuantLib::Option::Type& optionType,
              const double strike,
!             const double secondStrike) {
          return boost::shared_ptr<QuantLib::Payoff> (
!             new QuantLib::GapPayoff(optionType, strike, secondStrike));
!     }
!     /* *** StrikedTypePayoff - 2 parameters *** */
!     boost::shared_ptr<QuantLib::Payoff> SUPERFUND_Payoff(
!             const QuantLib::Option::Type&,
!             const double strike,
!             const double secondStrike) {
!         return boost::shared_ptr<QuantLib::Payoff> (
!             new QuantLib::SuperFundPayoff(strike, secondStrike));
!     }
!     /* *** StrikedTypePayoff - 3 parameters *** */
!     boost::shared_ptr<QuantLib::Payoff> SUPERSHARE_Payoff(
!             const QuantLib::Option::Type&,
!             const double strike,
!             const double secondStrike,
!             const double cashPayoff) {
!         return boost::shared_ptr<QuantLib::Payoff> (
!             new QuantLib::SuperSharePayoff(strike, secondStrike, cashPayoff));
      }
  

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.32
retrieving revision 1.33
diff -C2 -d -r1.32 -r1.33
*** enumclassctors.hpp	6 Dec 2006 18:47:46 -0000	1.32
--- enumclassctors.hpp	11 Dec 2006 15:09:50 -0000	1.33
***************
*** 39,43 ****
  namespace QuantLibAddin {
  
!     /* *** StrikedTypePayoff - strike only *** */
      boost::shared_ptr<QuantLib::Payoff> VANILLA_Payoff(
              const QuantLib::Option::Type& optionType,
--- 39,43 ----
  namespace QuantLibAddin {
  
!     /* *** StrikedTypePayoff - Option::Type + 1 parameter *** */
      boost::shared_ptr<QuantLib::Payoff> VANILLA_Payoff(
              const QuantLib::Option::Type& optionType,
***************
*** 50,58 ****
              const double moneyness);
  
!     /* *** StrikedTypePayoff - strike & strikeIncrement *** */
!     boost::shared_ptr<QuantLib::Payoff> SUPERSHARE_Payoff(
!             const QuantLib::Option::Type& optionType,
!             const double strike,
!             const double strikeIncrement);
      boost::shared_ptr<QuantLib::Payoff> CASHORNOTHING_Payoff(
              const QuantLib::Option::Type& optionType,
--- 50,54 ----
              const double moneyness);
  
!     /* *** StrikedTypePayoff - Option::Type + 2 parameters *** */
      boost::shared_ptr<QuantLib::Payoff> CASHORNOTHING_Payoff(
              const QuantLib::Option::Type& optionType,
***************
*** 62,66 ****
              const QuantLib::Option::Type& optionType,
              const double strike,
!             const double strikePayoff);
  
      /* *** PricingEngine - timesteps ignored *** */
--- 58,74 ----
              const QuantLib::Option::Type& optionType,
              const double strike,
!             const double secondStrike);
! 
!     /* *** StrikedTypePayoff - 2 parameters *** */
!     boost::shared_ptr<QuantLib::Payoff> SUPERFUND_Payoff(
!             const QuantLib::Option::Type&,
!             const double strike,
!             const double secondStrike);
!    /* *** StrikedTypePayoff - 3 parameters *** */
!    boost::shared_ptr<QuantLib::Payoff> SUPERSHARE_Payoff(
!             const QuantLib::Option::Type&,
!             const double strike,
!             const double secondStrike,
!             const double cashPayoff);
  
      /* *** PricingEngine - timesteps ignored *** */